Company: CHY
Filing Date: 2025-12-29
Form Type: N-CSR
Source: 0001104659-25-124662
Chunk: 148

Company: CALAMOS CONVERTIBLE & HIGH INCOME FUND
Filing Date: 2025-12-29
Form: N-CSR
Chunk 148
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693 | )    |     |              |   3,566,441 |   |
| Foreign currency translations                                                                                |     |             |     16,784 |      |     |              |      2,039 |      |     |              |       3,453 |   |
| Written options                                                                                              |     |             |     11,837 |      |     |              |      3,827 |      |     |              |     (61,814 | ) |
| Short positions                                                                                              |     |             |          — |      |     |              |          — |      |     |              | (23,726,091 | ) |
| NET GAIN (LOSS)                                                                                              |     |             | 96,146,844 |      |     |              | 23,629,287 |      |     |              |  14,322,036 |   |
| NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS                                              |     | $           | 92,663,246 |      |     | $            | 22,358,318 |      |     | $            |  19,285,032 |   |

(a) Net of foreign capital gains tax of $351,831 and $120,431. (b) Net of change in deferred capital gains tax of $734,505 and $225,952, respectively.

See accompanying Notes to Financial Statements CALAMOS CLOSED-END FAMILY OF FUNDS ANNUAL REPORT
212 Statements of Changes in Net Assets

|                                                                  |     | CONVERTIBLE OPPORTUNITIES 
 AND INCOME FUND           |  YEAR ENDED 
 OCTOBER 31, 
        2025 |   |     |   |  YEAR ENDED 
 OCTOBER 31, 
        2024 |   |     | CONVERTIBLE AND  
 HIGH INCOME FUND |  YEAR ENDED 
 OCTOBER 31, 
        2025 |   |     |   |  YEAR ENDED 
 OCTOBER 31, 
        2024 |   |     | STRATEGIC TOTAL 
 RETURN FUND     |    YEAR ENDED 
   OCTOBER 31, 
          2025 |   |     |   |    YEAR ENDED 
   OCTOBER 31, 
          2024 |   |
|:-----------------------------------------------------------------|:----|:--------------------------|------------:|:--|