Company: CHY
Filing Date: 2025-12-23
Form Type: NPORT-P
Source: 0001410368-25-042394
Chunk: 2

Company: CALAMOS CONVERTIBLE & HIGH INCOME FUND
Filing Date: 2025-12-23
Form: NPORT-P
Chunk 2
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 metrics. If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:

| Currency Metric:		1 |                      |
| ISO Currency code   | United States Dollar |

a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

| Maturity period. |                  |
| 3 month.         |   -2139.06000000 |
| 1 year.          |  -63379.66000000 |
| 5 years.         | -143157.36000000 |
| 10 years.        |  -20868.48000000 |
| 30 years.        |   -2123.31000000 |

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

| Maturity period. |                    |
| 3 month.         |   -226302.12000000 |
| 1 year.          |  -6481272.56000000 |
| 5 years.         | -14713269.43000000 |
| 10 years.        |  -2183841.47000000 |
| 30 years.        |   -198490.16000000 |

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

| Investment grade.     |                  |
| Maturity period.      |                  |
| 3 month.