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Calamos Convertible Opportunities and Income Fund (CHI)

Taxable Bond Funds - Convertible Funds

Data as of March 24, 2023
Market Price $10.68 (- $0.10)
NAV (March 24, 2023) $9.82 (- $0.03)
Fund Listed NASDAQ
Premium / Discount 8.76% (-0.68%)
Fund Info
Inception June 28, 2002
Sponsor Calamos Advisors
Website https://www.calamos.co...
Phone 630-245-7200
Location Illinois
Incorporated Delaware
Staggered Board Yes
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 74,305,808
Total Assets (Reported: Oct. 31, 2022) $1,239M
Estimated Total Assets $1,167M
Net Assets $730M
Market Cap $794M
Portfolio Turnover 39.00%
Total Leverage 37.49%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.44%
Non Lev Exp Ratio 1.34%
Rel Lev Cost 1.80%
Discount Data
Average Discount (3 Yr) -0.66%
Discount Low(3 Yr) -13.29%
Discount High(3 Yr) 16.91%
Discount Rel Range (3 Yr) 72.99%
Comp Discount 12.84
Discount St Dev (1Yr) 5.17
Z-Stat (6mo) 0.04
Z-Stat (1Yr) 0.43
Z-Stat (3Yr) 1.29
Comp Z-Stat (6mo) 0.87
Comp Z-Stat (3Yr) 1.56
Distribution Data
Market Yield 10.67%
Income Yield 0.96%
Lev Adj NAV Yield 8.44%
Distribution Frequency M
Current Distribution $0.095
Current Income $0.009
Ex-Date 3/13/23
Payable Date 3/20/23
Div Growth (3yr) 18.75%
Dividend Change 18.8% on 1/21/21
Expected Div 4/3/23
RoC (1yr) 0.00%
RoC (3yr) 0.00%
Tax Dividend Data 2022 2020 - 2022
Income 18.1% 17.2%
ST Gains 0% 48.5%
QDI 5.8% 11.8%
LT Gains 81.9% 34.2%
RoC 0% 0%
Volume & Liquidity
Average Daily $ (K) $1,961
Avg Volume 30 day 186,222
Avg Volume 90 day 183,625
Volume Trend 1.41%
Comp Volume Trend -0.17%
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): CHY 95.0%
NAV - Price Correlation (30 d) 96.8%
NAV - Price Correlation (90 d) 85.2%
NAV - Price Correlation (1 Yr) 79.7%
Price St Dev (1Yr) 26.4%
NAV St Dev (1Yr) 18.1%
Earnings / Share (10/31/22) $-0.001
Earn Coverage 0.00%
Earnings Trend Up
UNII / Share (10/31/22) $0.005
Rel UNII 4.90
UNII Trend Down
Bond Specific Data
Maturity 3.80
Duration 2.50
Credit Rating (rbo) BB
Investment Grade 13.60%
Non Investment Grade 29.50%
Unrated Bonds 56.90%
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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