Calamos Convertible Opportunities and Income Fund (CHI) NPORT-PCalamos Convertible Opportunities & Income Fund (Jul 2024 report)

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

PRINCIPAL
AMOUNT						VALUE
Asset Backed Security (0.1%)
				Other (0.1%)
	765,000			SVC ABS, LLC Series 2023-1A, Class C*
				6.700%, 02/20/53
				(Cost $713,985)		$	718,801
Corporate Bonds (39.6%)
				Airlines (0.5%)
	834,487			Alaska Airlines Pass Through Trust Series 2020-1, Class A*
				4.800%, 02/15/29			819,925
	336,297			Alaska Airlines Pass Through Trust Series 2020-1, Class B*
				8.000%, 02/15/27			340,756
	947,920			American Airlines Pass Through Trust Series 2021-1, Class B
				3.950%, 01/11/32			877,527
	418,250			American Airlines, Inc. / AAdvantage Loyalty IP, Ltd.*
				5.500%, 04/20/26			415,741
	877,362			British Airways Pass Through Trust Series 2021-1, Class B*
				3.900%, 03/15/33			816,464
	707,184			JetBlue Pass Through Trust Series 2020-1, Class B
				7.750%, 05/15/30			730,203
							4,000,616
				Communication Services (3.5%)
	800,000			Altice France Holding, SA*
				10.500%, 05/15/27			304,112
	1,100,000			Altice France, SA*
				5.500%, 10/15/29			775,082
	1,160,000			APi Group DE, Inc.*
				4.750%, 10/15/29			1,104,424
	1,025,000			Ashtead Capital, Inc.*
				2.450%, 08/12/31			852,882
				Audacy Capital Corp.*@
	1,193,000			6.750%, 03/31/29			49,414
	448,000			6.500%, 05/01/27			19,905
	856,000			Cincinnati Bell Telephone Company, LLC
				6.300%, 12/01/28			807,105
				Clear Channel Outdoor Holdings, Inc.*
	475,000			7.875%, 04/01/30			483,954
	425,000			9.000%, 09/15/28^			452,089
	1,345,000			Consolidated Communications, Inc.*
				6.500%, 10/01/28			1,216,122
				CSC Holdings, LLC*
	1,350,000			4.625%, 12/01/30			539,595
	1,125,000			4.500%, 11/15/31			775,699
	1,100,000			5.750%, 01/15/30			444,752
	487,000			Directv Financing, LLC / Directv Financing Co-Obligor, Inc.*
				5.875%, 08/15/27			469,414
	1,000,000			Frontier California, Inc.
				6.750%, 05/15/27			978,250
	239,000			Frontier Communications Holdings, LLC*
				8.750%, 05/15/30			250,608
	1,519,000			Frontier Florida, LLC
				6.860%, 02/01/28			1,546,570
	1,445,000			Frontier North, Inc.
				6.730%, 02/15/28			1,436,503
				Go Daddy Operating Company, LLC / GD Finance Company, Inc.*
	835,000			3.500%, 03/01/29			760,034
	250,000			5.250%, 12/01/27			246,413
	475,000			Gray Television, Inc.*
				5.375%, 11/15/31			307,263
	240,000			Hughes Satellite Systems Corp.
				6.625%, 08/01/26			112,874
				iHeartCommunications, Inc.
	595,000			8.375%, 05/01/27			243,236
	355,000			5.250%, 08/15/27*^			232,742
	815,000			LCPR Senior Secured Financing DAC*
				6.750%, 10/15/27			761,283
	722,947			Ligado Networks, LLC*
				15.500%, 11/01/23
				15.500% PIK rate			116,872
				Lumen Technologies, Inc.
	720,000			7.600%, 09/15/39			309,499
	485,000			4.000%, 02/15/27*			311,234
	240,000			7.650%, 03/15/42			99,622
	478,000			Match Group Holdings II, LLC*
				3.625%, 10/01/31			413,518
	930,000			Paramount Global
				4.900%, 08/15/44			680,286
	336,000			Qwest Corp.
				7.250%, 09/15/25			333,776
				Scripps Escrow II, Inc.*
	477,000			3.875%, 01/15/29			311,076
	239,000			5.375%, 01/15/31			116,405
	810,000			Scripps Escrow, Inc.*^
				5.875%, 07/15/27			563,825
				Sirius XM Radio, Inc.*
	1,250,000			5.500%, 07/01/29			1,196,712
	1,189,000			3.875%, 09/01/31			993,933
	475,000			3.125%, 09/01/26			452,285
	874,000			Spanish Broadcasting System, Inc.*
				9.750%, 03/01/26			524,592
	1,080,000			Stagwell Global, LLC*
				5.625%, 08/15/29			1,018,958
	473,000			Telesat Canada / Telesat, LLC*
				4.875%, 06/01/27			216,426
				Time Warner Cable, LLC
	715,000			6.550%, 05/01/37			699,828
	385,000			7.300%, 07/01/38			401,051
	853,000			United States Cellular Corp.
				6.700%, 12/15/33			914,365
	724,000			Univision Communications, Inc.*
				8.000%, 08/15/28			728,366
	480,000			Viasat, Inc.*
				5.625%, 04/15/27			451,315
							26,024,269
				Consumer Discretionary (8.8%)
	1,430,000			Adams Homes, Inc.*
				9.250%, 10/15/28			1,485,227

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

PRINCIPAL
AMOUNT						VALUE
	715,000			Adient Global Holdings Company*^
				8.250%, 04/15/31		$	752,416
	840,000			American Axle & Manufacturing, Inc.
				5.000%, 10/01/29			770,154
				Ashton Woods USA, LLC / Ashton Woods Finance Company*
	837,000			4.625%, 08/01/29			773,505
	248,000			6.625%, 01/15/28			249,567
	1,208,000			At Home Group, Inc.*
				4.875%, 07/15/28			459,910
				Bath & Body Works, Inc.
	1,264,000			6.694%, 01/15/27			1,288,180
	720,000			6.875%, 11/01/35			730,930
	400,000			Benteler International AG*
				10.500%, 05/15/28			427,416
				Caesars Entertainment, Inc.*
	604,000			4.625%, 10/15/29^			561,714
	472,000			8.125%, 07/01/27			482,233
				Carnival Corp.*
	481,000			7.625%, 03/01/26			486,152
	481,000			4.000%, 08/01/28			455,565
	60,000			7.000%, 08/15/29			62,684
				Carvana Company*
	207,436			14.000%, 06/01/31			242,024
	174,771			13.000%, 06/01/30			192,856
	116,013			12.000%, 12/01/28			125,439
				CCO Holdings, LLC / CCO Holdings Capital Corp.*
	2,090,000			4.750%, 03/01/30			1,871,804
	1,685,000			4.500%, 08/15/30			1,476,043
	1,165,000			5.125%, 05/01/27			1,132,124
	1,100,000			6.375%, 09/01/29			1,071,532
	951,000			4.250%, 02/01/31			810,138
	565,000			5.000%, 02/01/28			538,400
	478,000			4.750%, 02/01/32			410,000
	478,000			CDI Escrow Issuer, Inc.*
				5.750%, 04/01/30			468,846
	750,000			Cedar Fair, LP / Canada's Wonderland Company / Magnum Management Corp. / Millennium Op
				5.250%, 07/15/29			730,995
	478,000			Churchill Downs, Inc.*
				6.750%, 05/01/31			485,385
				Dana, Inc.
	790,000			4.250%, 09/01/30			698,573
	723,000			4.500%, 02/15/32			632,748
				DISH DBS Corp.
	1,010,000			5.125%, 06/01/29			426,927
	720,000			5.250%, 12/01/26*			599,810
	595,000			7.375%, 07/01/28			276,151
	480,000			5.750%, 12/01/28*			353,453
	408,000			7.750%, 07/01/26			263,074
	946,000			DISH Network Corp.*
				11.750%, 11/15/27			947,343
	1,365,000			Empire Resorts, Inc.*
				7.750%, 11/01/26			1,318,849
	1,058,000			Everi Holdings, Inc.*
				5.000%, 07/15/29			1,048,446
	1,000,000			Ford Motor Company
				6.100%, 08/19/32			1,012,980
				Ford Motor Credit Company, LLC
	1,525,000			4.000%, 11/13/30			1,386,820
	1,245,000			7.200%, 06/10/30			1,330,594
	1,150,000			5.113%, 05/03/29			1,126,322
	865,000			7.350%, 11/04/27			911,511
	800,000			2.900%, 02/16/28			734,640
	359,000			Gap, Inc.*
				3.875%, 10/01/31			302,321
	490,000			General Motors Company
				5.200%, 04/01/45			441,372
				goeasy, Ltd.*
	1,700,000			9.250%, 12/01/28			1,823,913
	859,000			7.625%, 07/01/29			880,612
				Goodyear Tire & Rubber Company^
	960,000			5.625%, 04/30/33			884,774
	515,000			5.250%, 07/15/31			482,169
				Group 1 Automotive, Inc.*
	600,000			6.375%, 01/15/30			606,228
	407,000			4.000%, 08/15/28			379,670
	551,000			Guitar Center, Inc.*^
				8.500%, 01/15/26			492,699
	1,228,350			Hawaiian Brand Intellectual Property, Ltd. / HawaiianMiles Loyalty, Ltd.*
				11.000%, 04/15/29			1,172,632
	770,000			International Game Technology, PLC*
				6.250%, 01/15/27			777,477
	238,525			JetBlue Pass Through Trust Series 2019-2, Class B
				8.000%, 11/15/27			243,916
	1,077,000			Kohl's Corp.
				5.550%, 07/17/45			715,763
	955,000			LCM Investments Holdings II, LLC*
				8.250%, 08/01/31			1,001,757
	965,000			Liberty Interactive, LLC
				8.250%, 02/01/30			498,712
	937,000			Life Time, Inc.*
				8.000%, 04/15/26			951,655
	480,000			Light & Wonder International, Inc.*
				7.500%, 09/01/31			500,957
	360,000			Lindblad Expeditions Holdings, Inc.*
				9.000%, 05/15/28			375,059
	616,000			Lindblad Expeditions, LLC*
				6.750%, 02/15/27			616,579
	635,000			M/I Homes, Inc.
				3.950%, 02/15/30			579,399
				Macy's Retail Holdings, LLC
	1,121,000			6.700%, 07/15/34*			988,744
	730,000			4.300%, 02/15/43			525,228
	475,000			MGM Resorts International
				6.500%, 04/15/32			477,019
	1,219,000			Midwest Gaming Borrower, LLC / Midwest Gaming Finance Corp.*
				4.875%, 05/01/29			1,152,101
	575,000			Newell Brands, Inc.
				5.700%, 04/01/26			574,235
				Nordstrom, Inc.
	500,000			5.000%, 01/15/44			399,460
	480,000			6.950%, 03/15/28			491,928
	465,000			4.250%, 08/01/31			414,794
	1,449,000			Patrick Industries, Inc.*
				4.750%, 05/01/29			1,354,699
	1,105,000			PENN Entertainment, Inc.*^
				4.125%, 07/01/29			978,577
	480,000			Phinia, Inc.*
				6.750%, 04/15/29			490,325

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

PRINCIPAL
AMOUNT						VALUE
	1,340,000			Premier Entertainment Sub, LLC / Premier Entertainment Finance Corp.*^
				5.625%, 09/01/29		$	1,003,553
	470,000			QVC, Inc.
				5.450%, 08/15/34			299,658
	480,000			Raising Cane's Restaurants, LLC*
				9.375%, 05/01/29			518,870
	1,880,000			Rite Aid Corp.*@
				8.000%, 11/15/26			833,178
				Royal Caribbean Cruises, Ltd.*
	478,000			7.250%, 01/15/30			501,489
	119,000			6.250%, 03/15/32			121,312
	1,350,000			Simmons Foods, Inc. / Simmons Prepared Foods, Inc. / Simmons Pet Food, Inc. / Simmons Feed*
				4.625%, 03/01/29			1,221,791
	1,445,000			Six Flags Entertainment Corp.*^
				7.250%, 05/15/31			1,488,711
	610,000			Sonic Automotive, Inc.*
				4.625%, 11/15/29			558,492
	698,000			Speedway Motorsports, LLC / Speedway Funding II, Inc.*
				4.875%, 11/01/27			673,633
	1,005,000			Station Casinos, LLC*
				4.500%, 02/15/28			955,946
	950,000			STL Holding Company, LLC*
				8.750%, 02/15/29			990,318
	589,000			Taylor Morrison Communities, Inc.*
				5.750%, 01/15/28			590,001
	240,000			Viking Cruises, Ltd.*
				9.125%, 07/15/31			261,938
	1,100,000			Vista Outdoor, Inc.*
				4.500%, 03/15/29			1,097,701
				ZF North America Capital, Inc.*
	950,000			7.125%, 04/14/30			987,402
	300,000			6.875%, 04/23/32			310,194
	300,000			6.750%, 04/23/30			306,441
							65,904,882
				Consumer Staples (1.8%)
	1,413,000			Arrow Bidco, LLC*
				10.750%, 06/15/25			1,436,781
	235,000			B&G Foods, Inc.*
				8.000%, 09/15/28			239,916
				Brink's Company*
	470,000			6.500%, 06/15/29			479,480
	237,000			6.750%, 06/15/32			241,804
	1,099,000			Central Garden & Pet Company*
				4.125%, 04/30/31			979,088
	1,092,000			Edgewell Personal Care Company*
				4.125%, 04/01/29			1,016,892
				Energizer Holdings, Inc.*
	1,331,000			4.375%, 03/31/29			1,229,751
	240,000			6.500%, 12/31/27^			241,598
				JBS USA LUX, SA / JBS USA Food Company / JBS USA Finance, Inc.
	955,000			5.500%, 01/15/30^			956,509
	595,000			5.125%, 02/01/28µ			595,494
	269,000			5.750%, 04/01/33			271,373
	621,000			New Albertsons, LP
				7.750%, 06/15/26			638,009
	957,000			Performance Food Group, Inc.*
				4.250%, 08/01/29			887,139
	700,000			Pilgrim's Pride Corp.
				4.250%, 04/15/31			651,098
	475,000			Post Holdings, Inc.*
				6.250%, 02/15/32			482,073
	909,000			Prestige Brands, Inc.*
				3.750%, 04/01/31			802,783
	475,000			RR Donnelley & Sons Company*
				9.500%, 08/01/29			478,325
	815,000			United Natural Foods, Inc.*^
				6.750%, 10/15/28			746,165
	1,020,000			Vector Group, Ltd.*
				5.750%, 02/01/29			980,598
							13,354,876
				Energy (5.9%)
	958,000			Apache Corp.
				5.100%, 09/01/40			841,498
				Buckeye Partners, LP
	712,000			6.875%, 07/01/29*			723,677
	500,000			5.850%, 11/15/43			446,385
	477,000			Cheniere Energy, Inc.µ
				4.625%, 10/15/28			468,056
	720,000			Chesapeake Energy Corp.*
				6.750%, 04/15/29			728,755
	1,341,000			Civitas Resources, Inc.*
				8.750%, 07/01/31			1,444,445
				Continental Resources, Inc.
	480,000			4.900%, 06/01/44			405,710
	477,000			2.875%, 04/01/32*^			396,406
	742,000			DT Midstream, Inc.*
				4.125%, 06/15/29			694,430
				Earthstone Energy Holdings, LLC*
	941,000			8.000%, 04/15/27			971,178
	360,000			9.875%, 07/15/31			401,256
				Enbridge, Inc.‡
	485,000			7.375%, 03/15/55
				5 year CMT + 3.12%			491,926
	485,000			7.200%, 06/27/54
				5 year CMT + 2.97%			495,675
	313,000			7.375%, 01/15/83
				5 year CMT + 3.71%			315,789
	950,000			Encino Acquisition Partners Holdings, LLC*
				8.750%, 05/01/31			998,925
				Energy Transfer, LP‡
	1,400,000			8.527%, 11/01/66
				3 mo. USD SOFR + 3.28%			1,360,296
	700,000			6.500%, 11/15/26
				5 year CMT + 5.69%			696,773
				EnLink Midstream Partners, LP
	1,235,000			9.711%, 09/03/24‡
				3 mo. USD LIBOR + 4.11%			1,226,330
	1,015,000			4.850%, 07/15/26			1,003,977
	600,000			Enlink Midstream, LLC*
				6.500%, 09/01/30			626,256
				EQM Midstream Partners, LP*
	1,580,000			7.500%, 06/01/27			1,625,694
	470,000			6.375%, 04/01/29			480,194
				Genesis Energy, LP / Genesis Energy Finance Corp.
	719,000			8.875%, 04/15/30			762,075
	415,000			7.875%, 05/15/32			423,960
				Gulfport Energy Corp.
	955,000			8.000%, 05/17/26*			969,077

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

PRINCIPAL
AMOUNT						VALUE
	288,135			8.000%, 05/17/26		$	292,382
	1,340,000			Hilcorp Energy I, LP / Hilcorp Finance Company*
				6.000%, 04/15/30			1,312,624
	475,000			Howard Midstream Energy Partners, LLC*
				7.375%, 07/15/32			489,663
	950,000			Kodiak Gas Services, LLC*
				7.250%, 02/15/29			978,766
	940,000			Magnolia Oil & Gas Operating, LLC / Magnolia Oil & Gas Finance Corp.*
				6.000%, 08/01/26			938,872
	960,000			Matador Resources Company*
				6.500%, 04/15/32			965,607
				Moss Creek Resources Holdings, Inc.*
	500,000			10.500%, 05/15/27			513,000
	455,000			7.500%, 01/15/26			455,887
				Nabors Industries, Inc.*
	720,000			7.375%, 05/15/27			733,910
	360,000			9.125%, 01/31/30^			385,520
	720,000			Nabors Industries, Ltd.*^
				7.500%, 01/15/28			708,422
	618,000			New Fortress Energy, Inc.*
				6.750%, 09/15/25			607,791
	1,006,000			Oceaneering International, Inc.
				6.000%, 02/01/28			997,992
	1,025,000			Parkland Corp.*
				5.875%, 07/15/27			1,024,026
	506,000			Patterson-UTI Energy, Inc.^
				5.150%, 11/15/29			501,208
				Permian Resources Operating, LLC*
	238,000			7.000%, 01/15/32			246,430
	237,000			6.250%, 02/01/33			237,045
	960,000			Plains All American Pipeline, LP‡
				9.694%, 09/03/24
				3 mo. USD LIBOR + 4.11%			961,152
	1,340,000			Rockcliff Energy II, LLC*
				5.500%, 10/15/29			1,272,263
	479,000			Southwestern Energy Company
				4.750%, 02/01/32			448,114
	950,000			Summit Midstream Holdings, LLC*
				8.625%, 10/31/29			971,546
				Transocean, Inc.*
	950,000			8.250%, 05/15/29			970,682
	855,000			8.750%, 02/15/30			900,717
				Venture Global Calcasieu Pass, LLC*
	600,000			6.250%, 01/15/30			617,568
	240,000			4.125%, 08/15/31			218,486
	240,000			3.875%, 08/15/29			222,422
				Venture Global LNG, Inc.*
	1,195,000			8.375%, 06/01/31			1,255,897
	715,000			8.125%, 06/01/28			744,408
	499,000			7.000%, 01/15/30			504,958
	480,000			9.875%, 02/01/32			533,002
	480,000			9.500%, 02/01/29			534,053
				Vital Energy, Inc.
	570,000			7.750%, 07/31/29*			577,279
	499,000			7.875%, 04/15/32*			508,172
	368,000			9.750%, 10/15/30			403,089
	1,000,000			VOC Escrow, Ltd.*
				5.000%, 02/15/28			976,630
	1,195,000			Weatherford International, Ltd.*
				8.625%, 04/30/30			1,244,808
							44,253,134
				Financials (6.9%)
	1,550,000			Acrisure, LLC / Acrisure Finance, Inc.*
				8.250%, 02/01/29			1,578,737
	1,440,000			Aethon United BR, LP / Aethon United Finance Corp.*
				8.250%, 02/15/26			1,460,578
	1,675,000			Alliant Holdings Intermediate, LLC / Alliant Holdings Co-Issuer*
				6.750%, 10/15/27			1,664,297
				Ally Financial, Inc.
	1,087,000			4.700%, 05/15/26‡
				5 year CMT + 3.87%			993,551
	445,000			4.700%, 05/15/28‡
				7 year CMT + 3.48%			370,770
	402,000			8.000%, 11/01/31			453,114
	1,923,000			AmWINS Group, Inc.*
				4.875%, 06/30/29			1,814,543
	726,000			Aviation Capital Group, LLC*µ
				3.500%, 11/01/27			689,555
	950,000			Baldwin Insurance Group Holdings, LLC / Baldwin Insurance Group Holdings Finance*
				7.125%, 05/15/31			980,476
	475,000			Brandywine Operating Partnership, LP
				8.875%, 04/12/29			506,245
	1,436,000			BroadStreet Partners, Inc.*
				5.875%, 04/15/29			1,385,955
	1,145,000			Brookfield Property REIT, Inc. / BPR Cumulus, LLC / BPR Nimbus, LLC / GGSI Sellco, LLC*
				4.500%, 04/01/27			1,085,013
	1,000,000			Burford Capital Global Financial, LLC*
				6.875%, 04/15/30			990,480
				Credit Acceptance Corp.
	925,000			6.625%, 03/15/26^			925,823
	635,000			9.250%, 12/15/28*			679,361
	960,000			Cushman & Wakefield U.S. Borrower LLC*
				8.875%, 09/01/31			1,035,158
	1,075,000			GGAM Finance, Ltd.*
				8.000%, 02/15/27			1,112,657
	1,432,000			Global Net Lease, Inc. / Global Net Lease Operating Partnership, LP*
				3.750%, 12/15/27			1,295,960
	1,000,000			GTCR W-2 Merger Sub, LLC*
				7.500%, 01/15/31			1,053,300
	535,000			HAT Holdings I, LLC / HAT Holdings II, LLC*
				8.000%, 06/15/27			560,108
				HUB International, Ltd.*
	1,430,000			5.625%, 12/01/29			1,374,230
	475,000			7.375%, 01/31/32			489,241
	718,000			Icahn Enterprises, LP / Icahn Enterprises Finance Corp.
				4.375%, 02/01/29			625,306
	1,990,000			Iron Mountain, Inc.*
				5.250%, 03/15/28			1,950,678

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

PRINCIPAL
AMOUNT						VALUE
	2,435,000			Jefferies Finance, LLC / JFIN Co-Issuer Corp.*
				5.000%, 08/15/28		$	2,266,254
	594,000			Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.*
				7.000%, 07/15/31			608,244
				Ladder Capital Finance Holdings, LLLP / Ladder Capital Finance Corp.*
	1,874,000			5.250%, 10/01/25			1,866,616
	1,033,000			4.750%, 06/15/29			982,001
	875,000			LD Holdings Group, LLC*
				6.125%, 04/01/28			696,666
				Level 3 Financing, Inc.*
	985,000			4.250%, 07/01/28			537,436
	480,000			4.625%, 09/15/27			317,030
	720,000			LPL Holdings, Inc.*µ
				4.000%, 03/15/29			677,383
	955,000			Macquarie Airfinance Holdings, Ltd.*
				8.125%, 03/30/29			1,011,058
	1,498,000			MetLife, Inc.
				6.400%, 12/15/66			1,532,739
	1,300,000			Nationstar Mortgage Holdings, Inc.*
				5.500%, 08/15/28			1,263,639
	630,000			Necessity Retail REIT, Inc. / American Finance Operating Partner, LP*
				4.500%, 09/30/28			574,195
	475,000			Newmark Group, Inc.
				7.500%, 01/12/29			499,083
				OneMain Finance Corp.
	670,000			9.000%, 01/15/29			711,004
	660,000			3.875%, 09/15/28			604,916
	475,000			7.500%, 05/15/31			488,761
	475,000			Park Intermediate Holdings, LLC / PK Domestic Property, LLC / PK Finance Co-Issuer*
				7.000%, 02/01/30			483,697
	1,493,000			PHH Mortgage Corp.*
				7.875%, 03/15/26			1,471,068
				RHP Hotel Properties, LP / RHP Finance Corp.*
	1,100,000			4.500%, 02/15/29			1,043,174
	950,000			6.500%, 04/01/32			961,371
				Rocket Mortgage, LLC / Rocket Mortgage Co-Issuer, Inc.*
	450,000			3.875%, 03/01/31			400,901
	445,000			3.625%, 03/01/29			409,133
	220,000			2.875%, 10/15/26			208,017
	725,000			Service Properties Trust
				8.375%, 06/15/29			722,078
	1,190,000			StoneX Group, Inc.*
				7.875%, 03/01/31			1,239,730
				United Wholesale Mortgage, LLC*
	1,123,000			5.500%, 04/15/29			1,084,897
	480,000			5.750%, 06/15/27			474,283
				Uniti Group, LP / Uniti Group Finance, Inc. / CSL Capital, LLC*
	598,000			10.500%, 02/15/28			605,353
	465,000			6.500%, 02/15/29			353,321
	475,000			VFH Parent, LLC / Valor Co-Issuer, Inc.*
				7.500%, 06/15/31			489,421
	1,100,000			VZ Secured Financing, BV*
				5.000%, 01/15/32			963,985
	1,017,000			XHR, LP*
				6.375%, 08/15/25			1,017,722
							51,640,312
				Health Care (2.4%)
				CHS/Community Health Systems, Inc.*
	1,917,000			6.125%, 04/01/30			1,465,681
	713,000			10.875%, 01/15/32			766,439
	538,000			6.875%, 04/15/29			441,881
	120,000			5.250%, 05/15/30			104,885
				DaVita, Inc.*
	1,139,000			3.750%, 02/15/31			986,704
	1,061,000			4.625%, 06/01/30			972,937
				Embecta Corp.*
	717,000			5.000%, 02/15/30^			616,254
	240,000			6.750%, 02/15/30			214,387
				Encompass Health Corp.
	470,000			4.750%, 02/01/30			449,527
	470,000			4.500%, 02/01/28			454,715
	1,109,000			HCA, Inc.^
				7.500%, 11/06/33			1,254,889
	300,000			Jazz Securities DAC*
				4.375%, 01/15/29			282,342
				Medline Borrower, LP*
	1,215,000			3.875%, 04/01/29			1,134,786
	1,208,000			5.250%, 10/01/29			1,168,547
	120,000			Medline Borrower, LP / Medline Co-Issuer, Inc.*
				6.250%, 04/01/29			122,634
				Organon & Company / Organon Foreign Debt Co-Issuer, BV*
	1,760,000			5.125%, 04/30/31^			1,619,429
	450,000			4.125%, 04/30/28			423,288
				Tenet Healthcare Corp.
	2,250,000			6.250%, 02/01/27			2,255,715
	1,315,000			6.875%, 11/15/31			1,408,273
				Teva Pharmaceutical Finance Netherlands III, BV
	1,215,000			5.125%, 05/09/29^			1,179,813
	800,000			4.750%, 05/09/27			775,976
	440,000			3.150%, 10/01/26			416,742
							18,515,844
				Industrials (5.4%)
	950,000			Aar Escrow Issuer, LLC*
				6.750%, 03/15/29			971,584
	1,100,000			ACCO Brands Corp.*
				4.250%, 03/15/29			1,005,917
	740,000			AerCap Holdings, NV^‡
				5.875%, 10/10/79
				5 year CMT + 4.54%			738,542
	965,000			Air Lease Corp.‡
				4.125%, 12/15/26
				5 year CMT + 3.15%			889,093
				Albertsons Companies, Inc. / Safeway, Inc. / New Albertsons, LP / Albertsons, LLC*
	1,600,000			4.625%, 01/15/27			1,561,056
	720,000			5.875%, 02/15/28			714,960
	538,000			Arcosa, Inc.*
				4.375%, 04/15/29			507,818

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

PRINCIPAL
AMOUNT						VALUE
	2,450,000			ARD Finance, SA*
				6.500%, 06/30/27
				7.250% PIK rate		$	632,124
	753,000			Beacon Roofing Supply, Inc.*
				4.125%, 05/15/29			693,114
				Bombardier, Inc.*
	480,000			8.750%, 11/15/30			520,795
	355,000			7.000%, 06/01/32			363,236
	300,000			7.250%, 07/01/31			309,300
	271,000			7.875%, 04/15/27			271,653
	956,000			BWX Technologies, Inc.*
				4.125%, 04/15/29			902,101
	1,000,000			Cascades, Inc. / Cascades USA, Inc.*
				5.375%, 01/15/28			972,030
	239,000			Delta Air Lines, Inc. / SkyMiles IP, Ltd.*µ
				4.750%, 10/20/28			236,328
	1,265,000			Deluxe Corp.*
				8.000%, 06/01/29			1,198,689
	957,000			Eco Material Technologies, Inc.*
				7.875%, 01/31/27			974,523
	908,000			Emerald Debt Merger Sub, LLC*
				6.625%, 12/15/30			925,488
				EnerSys*
	500,000			6.625%, 01/15/32			510,225
	475,000			4.375%, 12/15/27			455,644
	355,000			EquipmentShare.com, Inc.*
				8.625%, 05/15/32			369,044
	580,000			Graham Packaging Company, Inc.*
				7.125%, 08/15/28			565,680
				Graphic Packaging International, LLC*
	625,000			4.750%, 07/15/27			613,481
	446,000			3.500%, 03/01/29			405,860
	1,054,000			Great Lakes Dredge & Dock Corp.*^
				5.250%, 06/01/29			948,716
	2,244,000			H&E Equipment Services, Inc.*
				3.875%, 12/15/28			2,053,058
				Herc Holdings, Inc.*
	1,250,000			5.500%, 07/15/27			1,240,512
	475,000			6.625%, 06/15/29			485,379
				JELD-WEN, Inc.*
	564,000			4.625%, 12/15/25			556,330
	500,000			4.875%, 12/15/27			477,055
	1,575,000			Ken Garff Automotive, LLC*
				4.875%, 09/15/28			1,496,297
	955,000			Knife River Holding Company*
				7.750%, 05/01/31			1,005,634
	234,000			MasTec, Inc.*µ
				4.500%, 08/15/28			226,437
	475,000			Masterbrand, Inc.*
				7.000%, 07/15/32			488,409
	588,000			Moog, Inc.*
				4.250%, 12/15/27			563,610
	1,198,000			Newfold Digital Holdings Group, Inc.*^
				6.000%, 02/15/29			827,075
	940,000			Novelis Corp.*
				4.750%, 01/30/30			886,946
	360,000			OI European Group, BV*
				4.750%, 02/15/30			331,790
	624,000			Pactiv Evergreen Group Issuer, Inc. / Pactiv Evergreen Group Issuer, LLC*
				4.000%, 10/15/27			590,316
				Sealed Air Corp.*
	743,000			6.125%, 02/01/28			749,858
	239,000			5.000%, 04/15/29			231,472
	235,000			6.500%, 07/15/32			238,121
	240,000			Sealed Air Corp./Sealed Air Corp. U.S.*
				7.250%, 02/15/31			250,164
	450,000			Sensata Technologies, BV*
				4.000%, 04/15/29			417,443
	479,000			Sensata Technologies, Inc.*
				3.750%, 02/15/31			423,877
	955,000			Standard Industries, Inc.*
				5.000%, 02/15/27			935,432
	773,000			Stericycle, Inc.*^
				3.875%, 01/15/29			735,919
				TransDigm, Inc.*
	1,035,000			6.875%, 12/15/30			1,065,688
	710,000			6.750%, 08/15/28			724,775
	360,000			7.125%, 12/01/31			374,548
	235,000			6.625%, 03/01/32			240,621
	480,000			Tronox, Inc.*
				4.625%, 03/15/29			437,774
	318,079			United Airlines Pass Through Trust Series 2019-2, Class B
				3.500%, 11/01/29			298,046
	961,000			Vertiv Group Corp.*
				4.125%, 11/15/28			911,893
	1,004,000			Wabash National Corp.*
				4.500%, 10/15/28			917,867
	855,000			Waste Pro USA, Inc.*
				5.500%, 02/15/26			849,417
				Williams Scotsman, Inc.*
	565,000			4.625%, 08/15/28			538,389
	480,000			7.375%, 10/01/31			499,435
	355,000			6.625%, 06/15/29			361,766
							40,688,354
				Information Technology (1.8%)
	238,000			Booz Allen Hamilton, Inc.*µ
				4.000%, 07/01/29			225,267
	557,000			Coherent Corp.*^
				5.000%, 12/15/29			531,300
	430,000			Dell International, LLC / EMC Corp.µ
				6.020%, 06/15/26			437,194
	478,000			Dun & Bradstreet Corp.*^
				5.000%, 12/15/29			455,410
	480,000			Fair Isaac Corp.*
				4.000%, 06/15/28			452,261
	1,050,000			KBR, Inc.*
				4.750%, 09/30/28			999,925
				MPH Acquisition Holdings, LLC*
	1,050,000			5.750%, 11/01/28^			628,614
	480,000			5.500%, 09/01/28			375,662
	477,000			NCL Corp., Ltd.*
				8.125%, 01/15/29			507,495
	478,000			NCR Voyix Corp.*
				5.125%, 04/15/29			457,135
	723,000			ON Semiconductor Corp.*
				3.875%, 09/01/28			676,439
				Open Text Corp.*
	705,000			3.875%, 02/15/28			659,274

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

PRINCIPAL
AMOUNT						VALUE
	475,000			6.900%, 12/01/27		$	493,126
	359,000			3.875%, 12/01/29			326,202
	359,000			Open Text Holdings, Inc.*
				4.125%, 12/01/31			320,231
	840,000			Playtika Holding Corp.*
				4.250%, 03/15/29			749,003
	1,350,000			TTM Technologies, Inc.*
				4.000%, 03/01/29			1,257,336
				Twilio, Inc.
	680,000			3.625%, 03/15/29			617,800
	236,000			3.875%, 03/15/31			212,011
	356,000			UKG, Inc.*
				6.875%, 02/01/31			365,964
	1,200,000			Viavi Solutions, Inc.*
				3.750%, 10/01/29			1,043,064
	475,000			Zebra Technologies Corp.*
				6.500%, 06/01/32			488,395
	1,100,000			ZoomInfo Technologies, LLC / ZoomInfo Finance Corp.*
				3.875%, 02/01/29			1,005,763
							13,284,871
				Materials (1.6%)
	500,000			ArcelorMittal, SA
				7.000%, 10/15/39			551,845
	534,000			ATI, Inc.
				5.875%, 12/01/27			530,801
	242,000			Carpenter Technology Corp.
				7.625%, 03/15/30			252,709
	955,000			Chemours Company*^
				4.625%, 11/15/29			837,430
	1,530,000			Clearwater Paper Corp.*
				4.750%, 08/15/28			1,447,732
	716,000			Cleveland-Cliffs, Inc.*
				6.750%, 04/15/30			722,623
				Commercial Metals Company
	478,000			4.125%, 01/15/30			443,163
	239,000			4.375%, 03/15/32			218,781
				Constellium, SE*
	740,000			3.750%, 04/15/29^			676,101
	375,000			6.375%, 08/15/32			374,891
	477,000			HB Fuller Company
				4.250%, 10/15/28			445,866
	725,000			JW Aluminum Continuous Cast Company*
				10.250%, 06/01/26			726,624
	850,000			Kaiser Aluminum Corp.*
				4.625%, 03/01/28			798,328
				Mercer International, Inc.
	1,020,000			5.125%, 02/01/29^			865,348
	483,000			12.875%, 10/01/28*			518,259
	935,000			OCI, NV*^
				6.700%, 03/16/33			933,887
	720,000			Owens-Brockway Glass Container, Inc.*^
				7.250%, 05/15/31			713,038
	1,105,000			Silgan Holdings, Inc.
				4.125%, 02/01/28			1,055,010
	478,000			Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc.*
				5.125%, 04/01/29			185,502
							12,297,938
				Other (0.1%)
				Gen Digital, Inc.*
	500,000			6.750%, 09/30/27			508,910
	260,000			7.125%, 09/30/30			269,066
							777,976
				Real Estate (0.4%)
	764,000			EPR Properties
				3.750%, 08/15/29			699,335
				Forestar Group, Inc.*
	750,000			5.000%, 03/01/28			724,740
	502,000			3.850%, 05/15/26			485,580
	1,073,000			MIWD Holdco II, LLC / MIWD Finance Corp.*
				5.500%, 02/01/30			1,004,510
							2,914,165
				Special Purpose Acquisition Companies (0.2%)
	235,000			Clydesdale Acquisition Holdings, Inc.*
				6.875%, 01/15/30			234,551
				Fertitta Entertainment, LLC / Fertitta Entertainment Finance Company, Inc.*
	955,000			6.750%, 01/15/30			847,448
	477,000			4.625%, 01/15/29			446,219
							1,528,218
				Utilities (0.3%)
	359,000			AES Corp.‡
				7.600%, 01/15/55
				5 year CMT + 3.20%			364,773
	360,000			Entergy Corp.‡
				7.125%, 12/01/54
				5 year CMT + 2.67%			360,792
	359,000			NiSource, Inc.^‡
				6.950%, 11/30/54
				5 year CMT + 2.45%			363,656
	350,000			PPL Capital Funding, Inc.‡
				8.261%, 03/30/67
				3 mo. USD LIBOR + 2.67%			348,873
				Vistra Corp.*‡
	450,000			7.000%, 12/15/26
				5 year CMT + 5.74%			452,727
	250,000			8.000%, 10/15/26
				5 year CMT + 6.93%			255,803
							2,146,624
				Total Corporate Bonds
				(Cost $313,127,863)			297,332,079
Convertible Bonds (101.3%)
				Communication Services (7.6%)
	960,000			Cable One, Inc.µ
				0.000%, 03/15/26			859,373
	8,250,000			Liberty Media Corp.*µ
				2.375%, 09/30/53			9,008,587
	9,000,000			Liberty Media Corp.-Liberty Formula One
				2.250%, 08/15/27			10,137,600
	5,250,000			Match Group Financeco 3, Inc.*µ
				2.000%, 01/15/30			4,649,033
	14,500,000			Sea, Ltd.^
				0.250%, 09/15/26			12,803,790
	16,250,000			Snap, Inc.*
				0.500%, 05/01/30			15,180,750

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

PRINCIPAL
AMOUNT						VALUE
	3,500,000			Zillow Group, Inc.^
				1.375%, 09/01/26		$	4,345,005
							56,984,138
				Consumer Discretionary (22.8%)
	11,500,000			Airbnb, Inc.µ
				0.000%, 03/15/26			10,550,330
	8,250,000			Alibaba Group Holding, Ltd.*
				0.500%, 06/01/31			8,295,375
	4,500,000			Booking Holdings, Inc.µ
				0.750%, 05/01/25			8,880,165
	4,250,000			Carnival Corp.
				5.750%, 12/01/27			6,425,192
	6,750,000			Chegg, Inc.
				0.000%, 09/01/26			5,582,858
	6,691,000			DISH Network Corp.
				0.000%, 12/15/25			4,915,276
	11,500,000			DraftKings Holdings, Inc.µ
				0.000%, 03/15/28			9,744,755
	12,750,000			Etsy, Inc.µ
				0.125%, 09/01/27			10,894,237
	16,750,000			Ford Motor Companyµ
				0.000%, 03/15/26			16,280,832
	4,000,000			JD.com, Inc.*^
				0.250%, 06/01/29			3,752,280
	2,435,000			Lucid Group, Inc.*
				1.250%, 12/15/26			1,532,565
	10,250,000			Marriott Vacations Worldwide Corp.µ
				3.250%, 12/15/27			9,419,545
	8,000,000			Meritage Homes Corp.*^
				1.750%, 05/15/28			8,857,600
	11,500,000			Rivian Automotive, Inc.µ
				4.625%, 03/15/29			12,682,430
	2,000,000			Royal Caribbean Cruises, Ltd.
				6.000%, 08/15/25			6,347,580
	5,750,000			Shake Shack, Inc.
				0.000%, 03/01/28			4,965,355
	3,250,000			Stride, Inc.
				1.125%, 09/01/27			4,946,175
	8,000,000			Trip.com Group, Ltd.*
				0.750%, 06/15/29			7,481,680
	15,000,000			Vail Resorts, Inc.µ
				0.000%, 01/01/26			13,834,050
	13,500,000			Wayfair, Inc.µ
				3.250%, 09/15/27			15,717,510
							171,105,790
				Consumer Staples (1.2%)
	4,500,000			Post Holdings, Inc.
				2.500%, 08/15/27			5,124,510
	4,000,000			Spectrum Brands, Inc.*µ
				3.375%, 06/01/29			3,882,760
							9,007,270
				Energy (1.9%)
	4,250,000			Kosmos Energy, Ltd.*
				3.125%, 03/15/30			4,452,895
	4,890,000			Nabors Industries, Inc.
				1.750%, 06/15/29			4,101,830
	4,250,000			Northern Oil & Gas, Inc.^
				3.625%, 04/15/29			5,414,542
				SunEdison, Inc.@
	9,411,000			0.000%, 01/15/49*			94,110
	898,000			0.000%, 10/01/49			8,980
							14,072,357
				Financials (1.6%)
	4,250,000			Coinbase Global, Inc.*µ
				0.250%, 04/01/30			4,207,033
	8,250,000			Global Payments, Inc.*µ
				1.500%, 03/01/31			7,776,697
							11,983,730
				Health Care (17.3%)
	4,500,000			Alnylam Pharmaceuticals, Inc.
				1.000%, 09/15/27			4,870,035
	5,500,000			Alphatec Holdings, Inc.
				0.750%, 08/01/26			5,291,110
	9,500,000			CONMED Corp.µ
				2.250%, 06/15/27			8,556,365
	12,250,000			CryoPort, Inc.*
				0.750%, 12/01/26			10,470,197
				Dexcom, Inc.µ
	15,831,000			0.250%, 11/15/25			14,892,063
	8,000,000			0.375%, 05/15/28			7,004,800
	2,886,000			Enovis Corp.*
				3.875%, 10/15/28			3,131,137
				Exact Sciences Corp.µ
	6,750,000			0.375%, 03/15/27			5,976,113
	3,750,000			2.000%, 03/01/30*			3,464,475
	7,250,000			Halozyme Therapeutics, Inc.µ
				1.000%, 08/15/28			8,326,190
	2,088,000			Immunocore Holdings, PLC*
				2.500%, 02/01/30			1,830,236
	1,625,000			Insmed, Inc.
				0.750%, 06/01/28			3,703,554
	4,500,000			Insulet Corp.
				0.375%, 09/01/26			4,874,445
	6,375,000			Integer Holdings Corp.
				2.125%, 02/15/28			9,326,370
	4,500,000			Ionis Pharmaceuticals, Inc.^
				0.000%, 04/01/26			4,750,020
	4,000,000			iRhythm Technologies, Inc.*
				1.500%, 09/01/29			3,661,320
	9,950,000			Jazz Investments I, Ltd.µ
				2.000%, 06/15/26			9,752,095
	2,721,000			Lantheus Holdings, Inc.^
				2.625%, 12/15/27			4,078,235
	10,250,000			NeoGenomics, Inc.
				0.250%, 01/15/28			8,353,443
	3,298,000			Pacira BioSciences, Inc.
				0.750%, 08/01/25			3,091,380
	3,750,000			Sarepta Therapeutics, Inc.
				1.250%, 09/15/27			4,549,650
							129,953,233
				Industrials (6.8%)
	4,250,000			Axon Enterprise, Inc.
				0.500%, 12/15/27			5,972,440
	3,375,000			Fluor Corp.*^
				1.125%, 08/15/29			4,141,395
	7,250,000			John Bean Technologies Corp.
				0.250%, 05/15/26			6,697,405
	4,000,000			Tetra Tech, Inc.*^
				2.250%, 08/15/28			4,848,360
				Uber Technologies, Inc.µ
	20,000,000			0.000%, 12/15/25			20,673,000

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

PRINCIPAL
AMOUNT						VALUE
	7,804,000			0.875%, 12/01/28*		$	8,723,936
							51,056,536
				Information Technology (35.5%)
	4,125,000			Advanced Energy Industries, Inc.*~
				2.500%, 09/15/28			4,478,141
				Akamai Technologies, Inc.
	8,250,000			1.125%, 02/15/29*µ			8,224,012
	4,500,000			0.375%, 09/01/27^			4,584,060
	9,250,000			Bentley Systems, Inc.µ
				0.125%, 01/15/26			9,142,885
	7,500,000			BILL Holdings, Inc.µ
				0.000%, 12/01/25			6,975,975
	5,750,000			Confluent, Inc.µ
				0.000%, 01/15/27			5,013,598
	5,000,000			CyberArk Software, Ltd.
				0.000%, 11/15/24			8,158,300
	4,750,000			Datadog, Inc.
				0.125%, 06/15/25			6,310,898
	6,000,000			DigitalOcean Holdings, Inc.µ
				0.000%, 12/01/26			5,107,500
	9,066,000			Enphase Energy, Inc.µ
				0.000%, 03/01/26			8,402,731
	2,250,000			Five9, Inc.µ
				0.500%, 06/01/25			2,151,135
	4,000,000			Itron, Inc.*^
				1.375%, 07/15/30			4,073,520
	5,250,000			MicroStrategy, Inc.*
				0.625%, 03/15/30			6,631,800
	13,750,000			MKS Instruments, Inc.*µ
				1.250%, 06/01/30			14,510,100
				NCL Corp., Ltd.
	6,000,000			1.125%, 02/15/27µ			5,611,680
	4,500,000			2.500%, 02/15/27µ			4,299,120
	3,000,000			5.375%, 08/01/25			3,547,500
	3,250,000			Nutanix, Inc.
				0.250%, 10/01/27			3,576,690
	4,000,000			Okta, Inc.µ
				0.375%, 06/15/26			3,679,520
	17,250,000			ON Semiconductor Corp.µ
				0.500%, 03/01/29			17,797,170
	3,000,000			Palo Alto Networks, Inc.µ
				0.375%, 06/01/25			9,795,960
	6,250,000			Parsons Corp.*
				2.625%, 03/01/29			7,175,375
	7,500,000			Rapid7, Inc.*^
				1.250%, 03/15/29			6,906,900
	11,250,000			Repay Holdings Corp.*
				0.000%, 02/01/26			10,266,637
	5,750,000			Seagate HDD Cayman*µ
				3.500%, 06/01/28			7,845,875
	13,750,000			Shift4 Payments, Inc.µ
				0.000%, 12/15/25			14,938,137
	4,200,000			SK Hynix, Inc.
				1.750%, 04/11/30			7,224,210
	12,500,000			Super Micro Computer, Inc.*µ
				0.000%, 03/01/29			11,856,875
	10,000,000			Tyler Technologies, Inc.µ
				0.250%, 03/15/26			12,116,700
	12,250,000			Unity Software, Inc.µ
				0.000%, 11/15/26			10,664,972
	4,000,000			Vertex, Inc.*
				0.750%, 05/01/29			5,141,440
	8,000,000			Western Digital Corp.*µ
				3.000%, 11/15/28			11,671,520
	6,250,000			Wix.com, Ltd.
				0.000%, 08/15/25			5,893,063
				Wolfspeed, Inc.
	8,750,000			1.875%, 12/01/29			4,362,050
	5,338,000			0.250%, 02/15/28			2,839,496
	4,250,000			Zscaler, Inc.
				0.125%, 07/01/25			5,416,158
							266,391,703
				Materials (1.4%)
	1,050,000			ATI, Inc.^
				3.500%, 06/15/25			4,596,921
	6,306,000			MP Materials Corp.*µ
				0.250%, 04/01/26			5,671,427
							10,268,348
				Other (0.0%)
	475,000			Multiplan Corp.*
				6.000%, 10/15/27
				7.000% PIK rate7.000% PIK rate			335,958
				Real Estate (0.7%)
	6,000,000			Pebblebrook Hotel Trust
				1.750%, 12/15/26			5,359,920
				Utilities (4.5%)
	4,250,000			CMS Energy Corp.
				3.375%, 05/01/28			4,337,295
	15,250,000			PPL Capital Funding, Inc.µ
				2.875%, 03/15/28			15,157,890
	13,500,000			Southern Company^µ
				3.875%, 12/15/25			14,305,005
							33,800,190
				Total Convertible Bonds
				(Cost $764,903,928)			760,319,173
Bank Loans (8.3%) ¡
				Airlines (0.2%)
	643,388			Air Canada‡
				7.847%, 03/21/31
				3 mo. SOFR + 2.50%			646,305
	600,000			American Airlines, Inc.‡
				10.294%, 04/20/28
				3 mo. SOFR + 4.75%			621,486
	638,400			United Airlines, Inc.‡
				8.033%, 02/22/31
				3 mo. SOFR + 2.75%			641,707
							1,909,498
				Communication Services (1.1%)
	56,490			Audacy Capital Corp.‡
				11.458%, 08/19/24
				1 mo. SOFR + 6.00%			56,561
	483,760			Cincinnati Bell, Inc.‡
				8.694%, 11/22/28
				1 mo. SOFR + 3.25%			483,457
	460,998			Clear Channel Outdoor Holdings, Inc.‡
				9.458%, 08/23/28
				1 mo. SOFR + 4.00%			463,303
	1,820,235			CSC Holdings, LLC‡
				7.943%, 04/15/27
				1 mo. LIBOR + 2.50%			1,558,003

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

PRINCIPAL
AMOUNT						VALUE
	699,560			Directv Financing, LLC‡
				10.458%, 08/02/27
				1 mo. SOFR + 5.00%		$	704,142
	1,505,000			Entercom Media Corp.‡
				8.145%, 11/18/24
				3 mo. SOFR + 0.00%			712,994
	725,000			Gray Television, Inc.‡
				10.593%, 06/04/29
				1 mo. SOFR + 5.25%			705,769
	723,155			Sinclair Television Group, Inc.‡
				9.194%, 04/21/29
				1 mo. SOFR + 3.75%			515,100
	970,000			Telesat Canada‡
				8.359%, 12/07/26
				3 mo. SOFR + 2.75%			469,543
	950,000			TripAdvisor, Inc.‡
				8.094%, 07/08/31
				1 mo. SOFR + 2.75%			950,788
	980,000			Virgin Media Bristol, LLC!
				0.000%, 01/31/28			946,180
	453,798			Windstream Services, LLC‡
				11.694%, 09/21/27
				1 mo. SOFR + 6.25%			457,201
							8,023,041
				Consumer Discretionary (1.9%)
	473,813			Adient U.S., LLC‡
				8.094%, 01/31/31
				1 mo. SOFR + 2.75%			476,904
	744,000			American Axle & Manufacturing, Inc.‡
				8.326%, 12/12/29
				1 mo. SOFR + 3.00%			748,881
	1,383,254			Caesars Entertainment, Inc.‡
				8.097%, 02/06/30
				3 mo. SOFR + 2.75%			1,390,171
	889,695			Carnival Corp.‡
				8.094%, 10/18/28
				1 mo. SOFR + 2.75%			896,372
	743,966			Carnival Corp.‡
				8.094%, 08/08/27
				1 mo. SOFR + 2.75%			750,126
	947,619			Flutter Financing, BV‡
				7.585%, 11/29/30
				3 mo. SOFR + 3.25%			950,187
	1,216,453			Hanesbrands, Inc.‡
				9.094%, 03/08/30
				1 mo. SOFR + 3.75%			1,222,158
	743,816			Life Time Fitness, Inc.‡
				9.591%, 01/15/26
				3 mo. SOFR + 4.00%			748,465
	1,120,093			Light & Wonder International, Inc.‡
				7.585%, 04/14/29
				3 mo. SOFR + 2.25%			1,129,193
	430,000			Peloton Interactive, Inc.‡
				11.346%, 05/23/29
				3 mo. SOFR + 6.00%			431,075
	2,069,554			PetSmart, Inc.‡
				9.194%, 02/11/28
				1 mo. SOFR + 3.75%			2,057,478
	712,500			Staples, Inc.‡
				11.084%, 09/04/29
				3 mo. SOFR + 5.75%			664,228
	947,625			Station Casinos, LLC‡
				7.594%, 03/14/31
				1 mo. SOFR + 2.25%			950,293
	591,079			TKC Holdings, Inc.‡
				11.109%, 05/15/28
				3 mo. SOFR + 5.50%			591,726
	969,516			Windsor Holdings III, LLC‡
				9.345%, 08/01/30
				1 mo. SOFR + 4.00%			978,421
							13,985,678
				Consumer Staples (0.7%)
	2,234,508			Amneal Pharmaceuticals, LLC‡
				10.844%, 05/04/28
				1 mo. SOFR + 5.50%			2,258,708
	710,000			B&G Foods, Inc.!
				0.000%, 10/10/29			704,345
	985,000			Fiesta Purchaser, Inc.‡
				9.344%, 02/12/31
				1 mo. SOFR + 4.00%			992,333
	957,600			Star Parent, Inc.‡
				9.085%, 09/27/30
				3 mo. SOFR + 5.75%			960,320
	643,388			United Natural Foods, Inc.‡
				10.099%, 05/01/31
				1 mo. SOFR + 4.75%			649,020
							5,564,726
				Energy (0.5%)
	748,125			Buckeye Partners, LP‡
				7.344%, 11/22/30
				1 mo. SOFR + 2.00%			749,614
	898,944			ChampionX Corp.‡
				8.197%, 06/07/29
				1 mo. SOFR + 2.75%			904,001
	472,625			New Fortress Energy, Inc.‡
				10.252%, 10/27/28
				3 mo. SOFR + 5.00%			466,866
	1,440,522			Par Petroleum, LLC‡
				9.064%, 02/28/30
				3 mo. SOFR + 3.75%			1,451,326
							3,571,807
				Financials (1.4%)
	1,287,763			Advisor Group, Inc.‡
				9.344%, 08/17/28
				1 mo. SOFR + 4.00%			1,270,455
	774,733			Alliant Holdings Intermediate, LLC‡
				8.845%, 11/06/30
				1 mo. SOFR + 3.50%			778,897
	719,572			Amynta Agency Borrower, Inc.‡
				9.099%, 02/28/28
				1 mo. SOFR + 3.75%			722,014
	1,226,925			AssuredPartners, Inc.‡
				8.844%, 02/14/31
				1 mo. SOFR + 3.50%			1,232,452
	734,459			Avolon TLB Borrower 1 (US), LLC‡
				7.345%, 06/22/28
				1 mo. SOFR + 2.00%			737,691
	448,875			Broadstreet Partners, Inc.‡
				8.594%, 06/14/31
				1 mo. SOFR + 3.25%			450,226

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

PRINCIPAL
AMOUNT						VALUE
	947,625			HUB International, Ltd.‡
				8.532%, 06/20/30
				3 mo. SOFR + 3.25%		$	949,876
	716,400			Iron Mountain, Inc.‡
				7.344%, 01/31/31
				1 mo. SOFR + 2.00%			715,282
	1,746,452			Jazz Financing Lux Sarl‡
				7.594%, 05/05/28
				1 mo. SOFR + 2.25%			1,751,438
	725,000			Level 3 Financing, Inc.‡
				11.910%, 04/15/29
				1 mo. SOFR + 6.56%			720,338
	950,000			VFH Parent, LLC‡
				8.094%, 06/21/31
				1 mo. SOFR + 2.75%			952,076
							10,280,745
				Health Care (0.4%)
	144,429			Icon Luxembourg Sarl‡
				7.335%, 07/03/28
				3 mo. SOFR + 2.00%			145,495
	988,235			Padagis, LLC‡
				10.326%, 07/06/28
				3 mo. SOFR + 4.75%			956,118
	35,984			PRA Health Sciences, Inc.‡
				7.335%, 07/03/28
				3 mo. SOFR + 2.00%			36,250
	2,353,935			Team Health Holdings, Inc.‡
				10.502%, 03/02/27
				3 mo. SOFR + 5.25%			2,215,642
	6,770			Team Health Holdings, Inc.‡
				10.594%, 03/02/27
				1 mo. SOFR + 5.25%			6,372
							3,359,877
				Industrials (0.4%)
	952,590			ACProducts, Inc.‡
				9.846%, 05/17/28
				3 mo. SOFR + 4.25%			762,672
	950,000			MI Windows & Doors, LLC‡
				8.844%, 03/28/31
				1 mo. SOFR + 3.50%			954,242
	240,000			Reynolds Group Holdings, Inc.!
				0.000%, 09/24/28			240,775
	234,413			Reynolds Group Holdings, Inc.‡
				7.849%, 09/24/28
				1 mo. SOFR + 2.50%			235,170
	972,563			TransDigm, Inc.‡
				7.846%, 02/28/31
				3 mo. SOFR + 2.50%			976,151
							3,169,010
				Information Technology (0.8%)
	1,317,079			Banff Merger Sub, Inc.‡
				9.597%, 12/29/28
				1 mo. SOFR + 4.25%			1,313,029
	754,203			Camelot US Acquisition, LLC‡
				8.094%, 01/31/31
				1 mo. SOFR + 2.75%			755,806
	423,163			Central Parent, Inc.‡
				8.585%, 07/06/29
				3 mo. SOFR + 3.25%			419,557
	957,251			Dun & Bradstreet Corp.‡
				8.097%, 01/18/29
				1 mo. SOFR + 2.75%			960,434
	299,229			Endure Digital, Inc.‡
				8.949%, 02/10/28
				1 mo. SOFR + 3.50%			269,007
	830,329			II-VI, Inc.‡
				7.844%, 07/02/29
				1 mo. SOFR + 2.50%			833,858
	683,100			SS&C Technologies, Inc.‡
				7.344%, 05/09/31
				1 mo. SOFR + 2.00%			686,403
	500,000			UKG, Inc.‡
				8.555%, 02/10/31
				3 mo. SOFR + 3.25%			502,075
							5,740,169
				Materials (0.7%)
	714,600			Chemours Company‡
				8.844%, 08/18/28
				1 mo. SOFR + 3.50%			715,197
	550,000			Ineos U.S. Finance, LLC!
				0.000%, 02/18/30			548,430
	967,688			Ineos US Finance LLC‡
				8.594%, 02/18/30
				1 mo. SOFR + 3.25%			964,925
	1,197,861			LSF11 A5 Holdco, LLC‡
				8.958%, 10/15/28
				1 mo. SOFR + 3.50%			1,201,605
	603,001			Trinseo Materials Operating SCA‡
				8.109%, 05/03/28
				3 mo. SOFR + 2.50%			472,110
	128,796			Trinseo Materials Operating SCA‡
				8.109%, 05/03/28
				1 mo. SOFR + 2.50%			100,839
	976,272			W.R. Grace & Co.-Conn.‡
				8.594%, 09/22/28
				1 mo. SOFR + 3.25%			982,739
							4,985,845
				Special Purpose Acquisition Companies (0.2%)
	470,400			Clydesdale Acquisition Holdings, Inc.‡
				9.119%, 04/13/29
				1 mo. SOFR + 3.68%			471,360
	239,488			Fertitta Entertainment, LLC‡
				9.079%, 01/27/29
				1 mo. SOFR + 3.75%			240,348
	982,500			Patagonia Holdco, LLC‡
				11.073%, 08/01/29
				3 mo. SOFR + 5.75%			915,572
							1,627,280
				Total Bank Loans
				(Cost $63,084,367)			62,217,676

 

NUMBER OF
SHARES						VALUE
Convertible Preferred Stocks (4.1%)
				Energy (0.0%)
	26			Gulfport Energy Corp.#
				10.000%, 09/03/24
				15.000% PIK rate			279,500
				Financials (2.1%)
	83,465			Apollo Global Management, Inc.
				6.750%, 07/31/26			5,675,620

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

NUMBER OF
SHARES						VALUE
	8,100			Bank of America Corp.‡ ‡‡
				7.250%, 12/31/49		$	9,695,781
							15,371,401
				Industrials (0.6%)
	75,625			Chart Industries, Inc.
				6.750%, 12/15/25			4,705,388
				Utilities (1.4%)
				NextEra Energy, Inc.
	180,300			6.926%, 09/01/25^			7,962,048
	41,185			7.299%, 06/01/27#			2,143,679
							10,105,727
				Total Convertible Preferred Stocks
				(Cost $30,658,658)			30,462,016
Warrants (0.0%) #
				Energy (0.0%)
	47,739			Mcdermott International, Ltd.
				06/30/27, Strike $15.98			5
	42,965			Mcdermott International, Ltd.
				06/30/27, Strike $12.33			4
				Total Warrants
				(Cost $18,376)			9
Common Stocks (0.3%)
				Communication Services (0.0%)
	20,285			Altice USA, Inc. - Class A^			42,396
	6,819			Cumulus Media, Inc. - Class A#			13,638
	1			Frontier Communications Parent, Inc.µ#			29
							56,063
				Energy (0.3%)
	4,000			Cheniere Energy Partners, LP			210,640
	67,000			Energy Transfer, LP			1,090,090
	39,795			Enterprise Products Partners, LP			1,148,483
	6,644			EP Energy Corp.#			11,627
	32			Gulfport Energy Corp.µ#			4,711
							2,465,551
				Total Common Stocks
				(Cost $2,604,195)			2,521,614
Preferred Stocks (0.1%)
				Communication Services (0.1%)
				United States Cellular Corp.
	11,875			5.500%, 06/01/70			242,250
	11,375			^5.500%, 03/01/70			232,050
							474,300
				Consumer Discretionary (0.0%)
	6,122			Guitar Center, Inc.#			229,575
				Total Preferred Stocks
				(Cost $1,073,270)			703,875

 

NUMBER OF
CONTRACTS/
NOTIONAL
AMOUNT						VALUE
Purchased Options (0.1%) #
				Industrials (0.0%)
	3,250			American Airlines Group, Inc.
	3,458,000			Call, 06/20/25, Strike $17.00		$	105,625
				Other (0.1%)
	1,000			Invesco QQQ Trust Series 1
	47,107,000			Put, 01/17/25, Strike $430.00			987,000
				Total Purchased Options
				(Cost $1,618,430)			1,092,625
	TOTAL INVESTMENTS (153.9%)
	(Cost $1,177,803,072)						1,155,367,868
MANDATORY REDEEMABLE PREFERRED SHARES, AT LIQUIDATION VALUE (-17.7%)							(133,000,000	)
LIABILITIES, LESS OTHER ASSETS (-36.2%)							(271,668,442	)
NET ASSETS (100.0%)						$	750,699,426

 

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.
@	In default status and considered non-income producing.
^	Security, or portion of security, is on loan.
µ	Security, or portion of security, is held in a segregated account as collateral for note payable aggregating a total value of $426,654,139.
‡	Variable rate security. The rate shown is the rate in effect at July 31, 2024.
~	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 $1,628,415.
¡	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.
‡‡	Perpetual maturity.
Note: 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. (0.0%)

 

See accompanying Notes to Schedule of Investments

 

 

Calamos Convertible Opportunities and Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2024 (UNAUDITED)

 

The following table summarizes the Fund's investments and derivative financial instruments categorized in the fair value hierarchy as of July 31, 2024 (see Note 2):

 

		LEVEL 1				LEVEL 2				LEVEL 3				TOTAL
Assets:
Asset Backed Securities		$	—			$	718,801			$	—			$	718,801
Corporate Bonds			—				297,332,079				—				297,332,079
Convertible Bonds			—				760,319,173				—				760,319,173
Bank Loans			—				62,217,676				—				62,217,676
Convertible Preferred Stocks			30,182,516				279,500				—				30,462,016
Warrants			—				9				—				9
Common Stocks			2,509,987				11,627				—				2,521,614
Preferred Stocks			474,300				229,575				—				703,875
Purchased Options			1,092,625				—				—				1,092,625
Total		$	34,259,428			$	1,121,108,440			$	—			$	1,155,367,868

 

See accompanying Notes to Schedule of Investments