X0404 N-CEN LIVE 0001171471 XXXXXXXX 811-21080 false false false N-2 CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND 811-21080 0001171471 549300ZBRGRX6VMFJ315 2020 CALAMOS COURT NAPERVILLE 60563 US-IL US 630-245-7200 Computershare Inc. 150 Royall Street Canton 02021 866-226-8016 All records in its capacity as transfer agent Calamos Advisors LLC 2020 Calamos Court Naperville 60563 630-245-7200 All records in its capacity as investment adviser State Street Bank and Trust Company 1 Congress Street Suite 1 Boston 02114 617-786-3000 Mutual fund accounting and records related to custody of fund assets. N N N-2 Y John E. Neal N/A N Lloyd A. Wennlund 001512907 N William R. Rybak N/A N Karen L. Stuckey N/A N Virginia G. Breen N/A N John P. Calamos, Sr. 000038210 Y Christopher M. Toub 001741400 N Mark J. Mickey 002902992 2020 Calamos Court Naperville 60563 XXXXXX N N N N N N Deloitte & Touche LLP 34 N/A N N N N N CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND 549300ZBRGRX6VMFJ315 N 0 0 0 N/A N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Other Calamos makes interest payments in connection with the leverage facility it receives from its custodian As part of the facility agreement, the custodian generates a portion of the funding through a securities lending arrangement where securities are lent versus cash collateral The income generated by these securities loans are shared between Calamos and the custodian The income attributable to Calamos is deducted from our facility interest payments 55090343.71000000 N/A Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Calamos Advisors LLC 801-29688 000105758 549300B31HSTBIV6QG26 N Computershare Inc. 084-05925 254900Y7PP3ZED9AUY94 N N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N London Stock Exchange Group PLC 213800QAUUUP6I445N30 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N S&P Global Inc. 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(Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch) 25490016G0WR60ANOK04 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank del Peru S.A. 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LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3200.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1912.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 500.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 6500.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1667.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 181.20000000 18121.70000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 62063882.39000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 356714411.51000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 81373276.48000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 61351580.72000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 136219886.61000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 45152452.86000000 Goldman Sachs & Co. 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