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Calamos Convertible Opportunities and Income Fund (CHI)

Taxable Bond Funds - Convertible Funds

Data as of May 20, 2024
Current
Market Price $11.34 (+ $0.09)
NAV (May 20, 2024) $9.99 (+ $0.04)
Fund Listed NASDAQ
Premium / Discount 13.51% (+0.45%)
Fund Info
Inception June 28, 2002
Sponsor Calamos Advisors
Website https://www.calamos.co...
Phone 630-245-7200
NAV Symbol XCHIX
Location Illinois
Incorporated Delaware
Staggered Board Yes
Term Date N/A
Objective: Capital appreciation and current income; Convertible securities and high yield corporate bonds
Related Indexes
15 Major CEF Sectors Index
60/40 Balanced (w/ BDCs) Index
Convertible Bond Index
Taxable Bond & BDC Index
Premium CEF/BDC Index
Capital & Leverage
Outstanding Shares 75,171,949
Total Assets (Reported: Oct. 31, 2023) $1,124M
Estimated Total Assets $1,189M
Net Assets $751M
Market Cap $852M
Portfolio Turnover 39.00%
Total Leverage 36.85%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 4.40%
Non Lev Exp Ratio 1.38%
Rel Lev Cost 4.90%
Discount Data
Average Discount (3 Yr) 5.65%
Discount Low(3 Yr) -4.42%
Discount High(3 Yr) 16.91%
Discount Rel Range (3 Yr) 84.06%
Comp Discount 15.59
Discount St Dev (1Yr) 3.48
Z-Stat
Z-Stat (6mo) 1.28
Z-Stat (1Yr) 1.41
Z-Stat (3Yr) 1.64
Comp Z-Stat (6mo) 1.04
Comp Z-Stat (3Yr) 1.46
Distribution Data
Market Yield 10.05%
Income Yield 0.00%
Lev Adj NAV Yield 8.34%
Distribution Frequency M
Current Distribution $0.095
Current Income $0.000
Ex-Date 5/13/24
Payable Date 5/21/24
Div Growth (3yr) 0.00%
Dividend Change 18.8% on 1/21/21
Expected Div 6/3/24
RoC (1yr) 55.81%
RoC (3yr) 18.60%
Tax Dividend Data 2023 2021 - 2023
Income 10.6% 16.2%
ST Gains 20.2% 29.6%
QDI 3.6% 8.4%
LT Gains 46.8% 46.7%
RoC 22.5% 7.5%
Volume & Liquidity
Average Daily $ (K) $2,023
Avg Volume 30 day 155,696
Avg Volume 90 day 178,374
Volume Trend -12.71%
Comp Volume Trend 4.96%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
58.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
49.0%
Price Correlation (1yr)
vs. CEFA's Convertible Bond Index
75.0%
Most Correlated Peer (Mk Pr): CHY 82.0%
NAV - Price Correlation (30 d) 90.6%
NAV - Price Correlation (90 d) 71.0%
NAV - Price Correlation (1 Yr) 60.8%
Price St Dev (1Yr) 17.4%
NAV St Dev (1Yr) 10.2%
Earnings
Earnings / Share (10/31/23) $-0.015
Earn Coverage 0.00%
Earnings Trend Down
UNII / Share (10/31/23) $-0.000
Rel UNII
UNII Trend Down
Bond Specific Data
Maturity 3.70
Duration 2.30
Credit Rating (rbo) BB
Investment Grade 11.70%
Non Investment Grade 26.90%
Unrated Bonds 61.40%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
1.15
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.30
NAV Beta (2yr)
vs. CEFA's Convertible Bond Index
0.88

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NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

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