Company: CHY
Filing Date: 2025-12-29
Form Type: N-CSR
Source: 0001104659-25-124662
Chunk: 142

Company: CALAMOS CONVERTIBLE & HIGH INCOME FUND
Filing Date: 2025-12-29
Form: N-CSR
Chunk 142
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 |     | TOTAL EXCHANGE-TRADED          
 PURCHASED OPTIONS              
 (Cost $1,002,407)              |     |       |      228,037 |   |
|                                           |            |     | TOTAL INVESTMENTS (143.0%)     
 (Cost $828,423,845)            |     |       |  872,823,962 |   |
| MANDATORY REDEEMABLE PREFERRED SHARES,    
 AT LIQUIDATION VALUE (-15.0%)             |            |     |                                |     |       |  (91,750,000 | ) |
| LIABILITIES, LESS OTHER ASSETS (-28.0%)   |            |     |                                |     |       | (170,712,902 | ) |
| NET ASSETS (100.0%)                       |            |     |                                |     | $     |  610,361,060 |   |

NOTES TO SCHEDULE OF INVESTMENTS * Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers ("QIBs"), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. µ Security, or portion of security, is held in a segregated account as collateral for note payable aggregating a total value of $258,528,380. ‡ Variable rate security. The rate shown is the rate in effect at October 31, 2025. ^ 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.      |     | 12/01/2024       |     | $                | 28,246 |
| TOTAL               |     |                  |     | $                | 28,246 |

†† When-issued 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. ¡ Bank loans generally are subject to