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 Feb. 16, 2018
Current
Market Price $11.74 (+ $0.10)
NAV (Feb. 16, 2018) $11.68 (+ $0.05)
Premium / Discount 0.51% (+0.43%)
Fund Info
Inception May 30, 2003
Sponsor Calamos Advisors
Website www.calamos.com/FundIn...
Phone 630-245-7200
NAV Symbol XCHYX
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 72,815,176
Gross Assets (Reported: Oct. 31, 2017) $1,287M
Estimated Gross Assets $1,251M
Net Assets $850M
Market Cap $855M
Purchases Turnover 88.67%
Sales Turnover 89.07%
Total Leverage 32.00%
Structural Leverage (out of total) 32.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 1.89%
Non Lev Exp Ratio 1.24%
Rel Lev Cost 1.37%
Discount Data
Average Discount (3 Yr) -3.66%
Discount Low(3 Yr) -14.33%
Discount High(3 Yr) 6.68%
Discount Rel Range 70.65%
Comp Discount 4.62
Discount St Dev (1Yr) 1.53
Z-Stat
Z-Stat (6mo) 0.31
Z-Stat (1Yr) 0.60
Z-Stat (3Yr) 0.89
Comp Z-Stat (6mo) 1.28
Comp Z-Stat (3Yr) 0.24
Distribution Data
Market Yield 10.22%
Income Yield 0.00%
Lev Adj NAV Yield 7.78%
Distribution Frequency M
Current Distribution $0.100
Current Income $0.000
Ex-Date 2/9/18
Payable Date 2/20/18
Div Growth (3yr) 0.00%
Dividend Change 17.6% on 3/31/14
Expected Div 2/28/18
RoC (1yr) 50.15%
RoC (3yr) 40.40%
Tax Dividend Data 2016 2014 - 2016
Income 57.2% 79.7%
ST Gains 0% 0%
QDI 12.2% 9.1%
LT Gains 0% 3.5%
RoC 42.8% 16.8%
Volume & Liquidity
Average Daily $ (M) $2,741
Avg Volume 30 day 274,634
Avg Volume 90 day 233,517
Volume Trend 17.61%
Comp Volume Trend -5.35%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
71.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
80.0%
Price Correlation (1yr)
vs. CEFA's Convertible Bond Index
87.0%
Most Correlated Peer (Mk Pr): CHI 89.0%
NAV - Price Correlation (30 d) 91.8%
NAV - Price Correlation (90 d) 85.3%
NAV - Price Correlation (1 Yr) 81.8%
Price St Dev (1Yr) 14.0%
NAV St Dev (1Yr) 7.3%
Earnings
Earnings / Share (10/31/17) $0.049
Earn Coverage 49.20%
Earnings Trend Down
UNII / Share (10/31/17) $-0.160
Rel UNII
UNII Trend Down
Bond Specific Data
Maturity 6.40
Duration 4.00
Credit Rating (rbo) BB
Investment Grade 17.40%
Non Investment Grade 49.60%
Unrated Bonds 32.90%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.71
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.12
NAV Beta (2yr)
vs. CEFA's Convertible Bond Index
0.82

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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.

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