CEF Advisors

7204 Glen Forest Drive, Suite #105 Richmond, Virginia 23226 USA   ♦   Toll-Free: (800) 356-3508 / Local: (804) 288-2482    ♦   www.CEFadvisors.com   ♦   Contact@CEFadvisors.com

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Calamos Convt & Hi Incm Fd (CHY)

Taxable Bond Funds - Convertible Funds

Data as of April 28, 2017
Current
Market Price $11.65 (- $0.04)
NAV (April 28, 2017) $11.77 (- $0.02)
Premium / Discount -1.02% (-0.17%)
Fund Info
Inception May 30, 2003
Sponsor Calamos Advisors
Website www.calamos.com/FundIn...
Phone 630-245-7200
Objective: Capital appreciation and current income; Convertible securities and high yield corporate bonds
Related Indexes
12 Major CEF Sectors Index
High Income Index
60/40 Balanced (w/ BDCs) Index
Convertible Bond Index
Taxable Bond & BDC Index
Capital & Leverage
Outstanding Shares 72,537,011
Gross Assets $1,160M
Net Assets $854M
Market Cap $845M
Purchases Turnover 34.27%
Sales Turnover 42.25%
Total Leverage 28.29%
Structural Leverage (out of total) 28.29%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 1.78%
Non Lev Exp Ratio 1.25%
Rel Lev Cost 1.33%
Discount Data
Average Discount (3 Yr) -3.36%
Discount Low(3 Yr) -14.33%
Discount High(3 Yr) 6.68%
Discount Rel Range 63.35%
Comp Discount 3.49
Discount St Dev (1Yr) 2.40
Z-Stat
Z-Stat (6mo) 1.71
Z-Stat (1Yr) 1.71
Z-Stat (3Yr) 0.47
Comp Z-Stat (6mo) 0.41
Comp Z-Stat (3Yr) -0.48
Distribution Data
Market Yield 10.30%
Income Yield 5.53%
Lev Adj NAV Yield 7.95%
Distribution Frequency M
Current Distribution $0.100
Current Income $0.054
Ex-Date 5/8/17
Payable Date 5/15/17
Div Growth (3yr) 0.00%
Dividend Change 17.6% on 3/31/14
Expected Div 4/28/17
RoC (1yr) 51.19%
RoC (3yr) 27.99%
Volume & Liquidity
Average Daily $ (M) $3,077
Avg Volume 30 day 245,145
Avg Volume 90 day 264,130
Volume Trend -7.19%
Comp Volume Trend 4.93%
Correlation & Volatility
Correlation (30 d) 86.0%
Correlation (90 d) 71.9%
Correlation (1 Yr) 91.4%
Price St Dev (1Yr) 13.3%
NAV St Dev (1Yr) 7.0%
Earnings
Earnings / Share (10/31/16) $0.053
Earn Coverage 53.30%
Earnings Trend Down
UNII / Share (10/31/16) $-0.149
Rel UNII -23.17
UNII Trend Up
Bond Specific Data
Maturity 5.30
Duration 4.00
Credit Rating (rbo) BB
Investment Grade 15.60%
Non Investment Grade 50.50%
Unrated Bonds 33.90%
Performance
NAV Beta (2yr)
vs. iShares 20+ Year Treasury Bond
-0.49

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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.

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.

This material is presented for informational purposes only. Under no circumstances is it to be considered an offer to sell, or a solicitation to buy any investment referred to on this page. While the information contained herein is from sources believed reliable, we do not represent that it is accurate or complete and it should not be relied upon as such. Past performance is not necessarily indicative of future results. All investments involve risk including the loss of principal. Returns are presented gross of investment management fees and other appropriate fees (i.e. commissions, custodial fees, etc.).

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