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Calamos Convertible and High Income Fund (CHY)

Taxable Bond Funds - Convertible Funds

Data as of May 20, 2024
Market Price $11.20 (+ $0.07)
NAV (May 20, 2024) $10.57 (+ $0.04)
Fund Listed NASDAQ
Premium / Discount 5.96% (+0.26%)
Fund Info
Inception May 30, 2003
Sponsor Calamos Advisors
Website https://www.calamos.co...
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 76,699,941
Total Assets (Reported: Oct. 31, 2023) $1,214M
Estimated Total Assets $1,286M
Net Assets $811M
Market Cap $859M
Portfolio Turnover 40.00%
Total Leverage 36.97%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 4.41%
Non Lev Exp Ratio 1.38%
Rel Lev Cost 4.89%
Discount Data
Average Discount (3 Yr) 4.90%
Discount Low(3 Yr) -4.07%
Discount High(3 Yr) 19.56%
Discount Rel Range (3 Yr) 42.44%
Comp Discount 8.04
Discount St Dev (1Yr) 4.69
Z-Stat (6mo) -1.33
Z-Stat (1Yr) -0.55
Z-Stat (3Yr) 0.22
Comp Z-Stat (6mo) -1.56
Comp Z-Stat (3Yr) 0.04
Distribution Data
Market Yield 10.71%
Income Yield 0.00%
Lev Adj NAV Yield 8.29%
Distribution Frequency M
Current Distribution $0.100
Current Income $0.000
Ex-Date 5/13/24
Payable Date 5/21/24
Div Growth (3yr) 0.00%
Dividend Change 17.7% on 1/21/21
Expected Div 6/3/24
RoC (1yr) 57.87%
RoC (3yr) 19.29%
Tax Dividend Data 2023 2021 - 2023
Income 8.3% 13.1%
ST Gains 20.2% 31.0%
QDI 3.6% 10.6%
LT Gains 47.0% 47.7%
RoC 24.5% 8.2%
Volume & Liquidity
Average Daily $ (K) $1,794
Avg Volume 30 day 183,237
Avg Volume 90 day 160,179
Volume Trend 14.40%
Comp Volume Trend 32.07%
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 82.0%
NAV - Price Correlation (30 d) -57.0%
NAV - Price Correlation (90 d) 66.9%
NAV - Price Correlation (1 Yr) 24.5%
Price St Dev (1Yr) 17.6%
NAV St Dev (1Yr) 10.1%
Earnings / Share (10/31/23) $-0.016
Earn Coverage 0.00%
Earnings Trend Down
UNII / Share (10/31/23) $0.019
UNII Trend Down
Bond Specific Data
Maturity 3.80
Duration 2.30
Credit Rating (rbo) BB
Investment Grade 11.70%
Non Investment Grade 26.80%
Unrated Bonds 61.50%
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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