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 Dynamic Convertible and Income Fund (CCD)

Taxable Bond Funds - Convertible Funds

Data as of Dec. 7, 2018
Market Price $18.81 (- $0.03)
NAV (Dec. 7, 2018) $19.00 (- $0.29)
Premium / Discount -1.00% (+1.33%)
Fund Info
Inception March 27, 2015
Sponsor Calamos Advisors
Website www.calamos.com/FundIn...
Phone 630-245-7200
Objective: Convertibles and other fixed income securities with the aim of generating a high level of total return through a combination of capital appreciation and income.
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 24,417,577
Total Assets (Reported: April 30, 2018) $759M
Estimated Managed Assets $708M
Net Assets $464M
Market Cap $459M
Purchases Turnover 78.43%
Sales Turnover 81.04%
Total Leverage 34.51%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.67%
Non Lev Exp Ratio 1.58%
Rel Lev Cost 2.08%
Discount Data
Average Discount (3 Yr) -4.42%
Discount Low(3 Yr) -17.60%
Discount High(3 Yr) 6.51%
Discount Rel Range 68.84%
Comp Discount 2.37
Discount St Dev (1Yr) 3.40
Z-Stat (6mo) -0.91
Z-Stat (1Yr) -0.11
Z-Stat (3Yr) 0.76
Comp Z-Stat (6mo) -0.11
Comp Z-Stat (3Yr) 0.51
Distribution Data
Market Yield 10.65%
Income Yield 1.75%
Lev Adj NAV Yield 7.84%
Distribution Frequency M
Current Distribution $0.167
Current Income $0.028
Ex-Date 12/13/18
Payable Date 12/20/18
Div Growth (3yr) 0.00%
Dividend Change % on
Expected Div 12/19/18
RoC (1yr) 29.70%
RoC (3yr) 49.68%
Tax Dividend Data 2017 2015 - 2017
Income 46.4% 57.7%
ST Gains 0% 0%
QDI 10.0% 10.2%
LT Gains 0% 7.7%
RoC 53.6% 34.6%
Volume & Liquidity
Average Daily $ (M) $1,633
Avg Volume 30 day 79,901
Avg Volume 90 day 86,808
Volume Trend -7.96%
Comp Volume Trend -3.84%
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 86.0%
NAV - Price Correlation (30 d) 84.8%
NAV - Price Correlation (90 d) 96.1%
NAV - Price Correlation (1 Yr) 81.3%
Price St Dev (1Yr) 17.9%
NAV St Dev (1Yr) 12.8%
Earnings / Share (4/30/18) $0.069
Earn Coverage 41.02%
Earnings Trend Down
UNII / Share (4/30/18) $-0.889
Rel UNII -269.33
UNII Trend Down
Bond Specific Data
Maturity 5.30
Duration 3.70
Credit Rating (rbo) BB
Investment Grade 18.40%
Non Investment Grade 31.20%
Unrated Bonds 50.30%
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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