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Calamos Convertible and High Income Fund (CHY)

Taxable Bond Funds - Convertible Funds

Data as of March 24, 2023
Market Price $10.97 (- $0.07)
NAV (March 24, 2023) $10.37 (- $0.03)
Fund Listed NASDAQ
Premium / Discount 5.79% (-0.37%)
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
Objective: Capital appreciation and current income; Convertible securities and high yield corporate bonds
Related Indexes
15 Major CEF Sectors Index
High Income Index
60/40 Balanced (w/ BDCs) Index
Convertible Bond Index
Taxable Bond & BDC Index
Capital & Leverage
Outstanding Shares 75,886,940
Total Assets (Reported: Oct. 31, 2022) $1,336M
Estimated Total Assets $1,260M
Net Assets $787M
Market Cap $832M
Portfolio Turnover 36.00%
Total Leverage 37.55%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.45%
Non Lev Exp Ratio 1.34%
Rel Lev Cost 1.81%
Discount Data
Average Discount (3 Yr) -1.03%
Discount Low(3 Yr) -13.05%
Discount High(3 Yr) 14.88%
Discount Rel Range (3 Yr) 67.43%
Comp Discount 9.87
Discount St Dev (1Yr) 4.34
Z-Stat (6mo) -0.08
Z-Stat (1Yr) 0.17
Z-Stat (3Yr) 1.06
Comp Z-Stat (6mo) 0.75
Comp Z-Stat (3Yr) 1.33
Distribution Data
Market Yield 10.94%
Income Yield 0.89%
Lev Adj NAV Yield 8.41%
Distribution Frequency M
Current Distribution $0.100
Current Income $0.008
Ex-Date 3/13/23
Payable Date 3/20/23
Div Growth (3yr) 17.65%
Dividend Change 17.6% on 1/21/21
Expected Div 4/3/23
RoC (1yr) 7.66%
RoC (3yr) 2.66%
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) $1,758
Avg Volume 30 day 148,159
Avg Volume 90 day 160,223
Volume Trend -7.53%
Comp Volume Trend -9.12%
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 95.0%
NAV - Price Correlation (30 d) 97.0%
NAV - Price Correlation (90 d) 84.5%
NAV - Price Correlation (1 Yr) 86.6%
Price St Dev (1Yr) 25.6%
NAV St Dev (1Yr) 18.3%
Earnings / Share (10/31/22) $-0.002
Earn Coverage 0.00%
Earnings Trend Up
UNII / Share (10/31/22) $0.024
Rel UNII 25.00
UNII Trend Down
Bond Specific Data
Maturity 3.80
Duration 2.60
Credit Rating (rbo) BB
Investment Grade 12.70%
Non Investment Grade 29.70%
Unrated Bonds 57.60%
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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