Company: CHY
Filing Date: 2025-12-29
Form Type: N-CSR
Source: 0001104659-25-124662
Chunk: 172

Company: CALAMOS CONVERTIBLE & HIGH INCOME FUND
Filing Date: 2025-12-29
Form: N-CSR
Chunk 172
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 |     | $                 |   301.7 |     |               | 4.38 | % |
| Convertible and High Income Fund          |     |               | 328.3 |     |               | 4.93 | % |     |                   |   328.9 |     |               | 4.38 | % |
| Strategic Total Return Fund               |     |               | 997.9 |     |               | 4.92 | % |     |                   | 1,050.0 |     |               | 4.38 | % |
| Dynamic Convertible and Income Fund       |     |               | 197.8 |     |               | 4.93 | % |     |                   |   193.3 |     |               | 4.38 | % |
| Global Dynamic Income Fund                |     |               | 183.5 |     |               | 4.93 | % |     |                   |   192.1 |     |               | 4.38 | % |
| Global Total Return Fund                  |     |               |  42.8 |     |               | 4.93 | % |     |                   |    43.6 |     |               | 4.38 | % |
| Long/Short Equity & Dynamic Income Trust  |     |               | 120.0 |     |               | 4.93 | % |     |                   |   120.0 |     |               | 4.38 | % |

Under the terms of the SSB Agreement, all securities lent through SSB must be secured continuously by collateral received in cash. Cash collateral received by SSB on behalf of the Fund is deposited by SSB in a custodial account of the Fund and then applied to repay borrowings under the SSB Agreement, such that the cash advanced to the Fund remains unchanged.

www.calamos.com
243 Notes to Financial Statements

The securities on loan are collateralized by cash collateral received and not securities as disclosed in the Statements of Assets and Liabilities and the Schedules of Investments. The contractual maturity of the collateral received under the securities lending agreement is classified as overnight and continuous. Upon termination of a securities loan, SSB will advance to the Fund the cash collateral required to be returned by the Fund, or secure the appropriate amount through one or more securities lending transactions as the Fund's agent, and deposit the amount to a custodial account of the Fund and then