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Calamos Convertible and High Income Fund (CHY)

Taxable Bond Funds - Convertible Funds

Data as of Sept. 29, 2023
Market Price $11.16 (+ $0.03)
NAV (Sept. 29, 2023) $10.17 ( $0.00)
Fund Listed NASDAQ
Premium / Discount 9.73% (+0.29%)
Fund Info
Inception May 30, 2003
Sponsor Calamos Advisors
Phone 630-245-7200
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
Capital & Leverage
Outstanding Shares 76,248,358
Total Assets (Reported: April 30, 2023) $1,291M
Estimated Total Assets $1,241M
Net Assets $775M
Market Cap $851M
Portfolio Turnover 17.00%
Total Leverage 37.52%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 4.02%
Non Lev Exp Ratio 1.39%
Rel Lev Cost 4.33%
Discount Data
Average Discount (3 Yr) 0.94%
Discount Low(3 Yr) -13.05%
Discount High(3 Yr) 14.88%
Discount Rel Range (3 Yr) 81.57%
Comp Discount 14.74
Discount St Dev (1Yr) 4.24
Z-Stat (6mo) 1.77
Z-Stat (1Yr) 1.12
Z-Stat (3Yr) 1.50
Comp Z-Stat (6mo) 1.79
Comp Z-Stat (3Yr) 1.83
Distribution Data
Market Yield 10.75%
Income Yield 0.00%
Lev Adj NAV Yield 8.58%
Distribution Frequency M
Current Distribution $0.100
Current Income $0.000
Ex-Date 9/11/23
Payable Date 9/18/23
Div Growth (3yr) 17.65%
Dividend Change 17.6% on 1/21/21
Expected Div 10/2/23
RoC (1yr) 5.72%
RoC (3yr) 1.94%
Tax Dividend Data 2022 2020 - 2022
Income 11.1% 15.9%
ST Gains 0% 50.9%
QDI 5.6% 15.3%
LT Gains 88.9% 33.1%
RoC 0% 0%
Volume & Liquidity
Average Daily $ (K) $1,718
Avg Volume 30 day 181,836
Avg Volume 90 day 153,951
Volume Trend 18.11%
Comp Volume Trend 7.57%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
Price Correlation (1yr)
vs. CEFA's Convertible Bond Index
Most Correlated Peer (Mk Pr): CHI 94.0%
NAV - Price Correlation (30 d) 70.0%
NAV - Price Correlation (90 d) 19.0%
NAV - Price Correlation (1 Yr) 70.3%
Price St Dev (1Yr) 20.5%
NAV St Dev (1Yr) 12.4%
Earnings / Share (4/30/23) $-0.003
Earn Coverage 0.00%
Earnings Trend Down
UNII / Share (4/30/23) $-0.056
UNII Trend Up
Bond Specific Data
Maturity 3.90
Duration 2.50
Credit Rating (rbo) BB
Investment Grade 10.40%
Non Investment Grade 29.90%
Unrated Bonds 59.60%
NAV Beta (2yr)
vs. S&P 500 (TR)
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
NAV Beta (2yr)
vs. CEFA's Convertible Bond Index

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

The following information applies to closed-end funds and business development companies in general: Fund shares are not guaranteed or endorsed by any bank or other insured depository institution, and are not federally insured by the Federal Deposit Insurance Corporation (FDIC). Shares of closed-end funds (CEFs) and business development companies (BDCs) are subject to investment risks, including the possible loss of principal invested. There can be no assurance that fund objectives will be achieved. Closed-end funds and business development companies frequently trade at a discount to their net asset value. NAV returns are net of fund expenses, and assume reinvestment of distributions.

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