Company: CHY
Filing Date: 2025-09-29
Form Type: NPORT-P
Source: 0001410368-25-012708
Chunk: 3

Company: CALAMOS CONVERTIBLE & HIGH INCOME FUND
Filing Date: 2025-09-29
Form: NPORT-P
Chunk 3
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or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

| Asset category. | Equity Contracts |

| Monthly net realized gain(loss) – Month 1                                 |     0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -3500.00000000 |

| Monthly net realized gain(loss) – Month 2                                 | -856876.13000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 |  567515.98000000 |

| Monthly net realized gain(loss) – Month 3                                 |       0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -429040.00000000 |

| Instrument type. | Option |

| Monthly net realized gain(loss) – Month 1                                 |     0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -3500.00000000 |

| Monthly net realized gain(loss) – Month 2                                 | -856876.13000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 |  567515.98000000 |

| Monthly net realized gain(loss) – Month 3                                 |       0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -429040.00000000 |

| Instrument type. | Warrant |

| Monthly net realized gain(loss) – Month 1                                 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |

| Monthly net realized gain(loss) – Month 2                                 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |

| Monthly net realized gain(loss) – Month 3                                 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month