Company: CHY
Filing Date: 2025-06-27
Form Type: N-CSRS
Source: 0001104659-25-063497
Chunk: 15

Company: CALAMOS CONVERTIBLE & HIGH INCOME FUND
Filing Date: 2025-06-27
Form: N-CSRS
Chunk 15
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5. ^ Security, or portion of security, is on loan. @ In default status and considered non-income producing. !! Restricted security—The Fund may own investment securities that have other legal or contractual limitations.

| RESTRICTED SECURITY |     | ACQUISITION DATE |     | ACQUISITION COST |   |
|:--------------------|:----|:-----------------|:----|:-----------------|:--|
| Rite Aid Corp.      |     | 09/04/2024       |     | $                | — |
|                     |     | TOTAL            |     | $                | — |

¡ Bank loans generally are subject to mandatory and/or optional prepayment. As a result, the actual remaining maturity of bank loans may be substantially less than the stated maturities shown. ! This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which will be adjusted on settlement date. 

# Non-income producing security. § Securities exchangeable or convertible into securities of one or more entities that are different than the issuer. Each entity is identified in the parenthetical. ** Step coupon security. Coupon changes periodically based upon a predetermined schedule. The rate shown is the rate in effect at April 30, 2025. µ Security, or portion of security, is held in a segregated account as collateral for note payable aggregating a total value of $918,646,787. ~ Security, or portion of security, is segregated as collateral (or potential collateral for future transactions) for written options. The aggregate value of such securities is $4,184,000.
ABBREVIATION ADR American Depositary Receipt FOREIGN CURRENCY ABBREVIATION EUR European Monetary Unit Note: Value for securities denominated in foreign currencies is shown in U.S. dollars. The principal amount for such securities is shown in the respective foreign currency. The date on options represents the expiration date of the option contract. The option contract may be exercised at any date on or before the date shown. See accompanying Notes to Schedule of Investments CALAMOS CLOSED-END FAMILY OF FUNDS SEMIANNUAL REPORT
72 Strategic Total Return Fund Schedule of Investments April 30, 2025 (Unaudited)

The following table summarizes the Fund's investments and derivative financial instruments categorized in the fair value hierarchy as of April 30, 2025 (see Note 1):

| Assets:                               |     | LEVEL 1 |