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Calamos Convertible Opportunities and Income Fund (CHI)

Taxable Bond Funds - Convertible Funds

Data as of March 15, 2024
Current
Market Price $11.28 (+ $0.02)
NAV (March 15, 2024) $9.98 (- $0.06)
Fund Listed NASDAQ
Premium / Discount 13.03% (+0.87%)
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
Capital & Leverage
Outstanding Shares 75,110,475
Total Assets (Reported: Oct. 31, 2023) $1,124M
Estimated Total Assets $1,196M
Net Assets $750M
Market Cap $847M
Portfolio Turnover 39.00%
Total Leverage 37.35%
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 4.84%
Discount Data
Average Discount (3 Yr) 4.77%
Discount Low(3 Yr) -7.28%
Discount High(3 Yr) 16.91%
Discount Rel Range (3 Yr) 83.93%
Comp Discount 14.22
Discount St Dev (1Yr) 3.16
Z-Stat
Z-Stat (6mo) 1.30
Z-Stat (1Yr) 1.72
Z-Stat (3Yr) 1.70
Comp Z-Stat (6mo) 0.35
Comp Z-Stat (3Yr) 1.32
Distribution Data
Market Yield 10.11%
Income Yield 0.00%
Lev Adj NAV Yield 8.32%
Distribution Frequency M
Current Distribution $0.095
Current Income $0.000
Ex-Date 3/13/24
Payable Date 3/21/24
Div Growth (3yr) 0.00%
Dividend Change 18.8% on 1/21/21
Expected Div 4/1/24
RoC (1yr) 39.14%
RoC (3yr) 13.05%
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) $2,120
Avg Volume 30 day 166,563
Avg Volume 90 day 187,953
Volume Trend -11.38%
Comp Volume Trend -4.40%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
50.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
41.0%
Price Correlation (1yr)
vs. CEFA's Convertible Bond Index
70.0%
Most Correlated Peer (Mk Pr): CHY 83.0%
NAV - Price Correlation (30 d) 55.1%
NAV - Price Correlation (90 d) 39.2%
NAV - Price Correlation (1 Yr) 61.9%
Price St Dev (1Yr) 17.8%
NAV St Dev (1Yr) 10.1%
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 3.80
Duration 2.30
Credit Rating (rbo) BB
Investment Grade 11.90%
Non Investment Grade 27.40%
Unrated Bonds 60.60%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.78
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.33
NAV Beta (2yr)
vs. CEFA's Convertible Bond Index
0.90

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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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