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 Dyn Convt & Incm Fd (CCD)

Taxable Bond Funds - Convertible Funds

Data as of Feb. 23, 2018
Market Price $19.74 (+ $0.28)
NAV (Feb. 23, 2018) $20.81 (+ $0.23)
Premium / Discount -5.14% (+0.30%)
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
Capital & Leverage
Outstanding Shares 24,384,692
Gross Assets (Reported: Oct. 31, 2017) $757M
Estimated Gross Assets $738M
Net Assets $507M
Market Cap $481M
Purchases Turnover 78.43%
Sales Turnover 81.04%
Total Leverage 31.24%
Structural Leverage (out of total) 31.24%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.17%
Non Lev Exp Ratio 1.51%
Rel Lev Cost 1.43%
Discount Data
Average Discount (3 Yr) %
Discount Low(3 Yr) -17.60%
Discount High(3 Yr) 7.15%
Discount Rel Range 49.11%
Comp Discount -0.46
Discount St Dev (1Yr) 1.66
Z-Stat (6mo) -2.15
Z-Stat (1Yr) -1.64
Z-Stat (3Yr)
Comp Z-Stat (6mo) -0.62
Comp Z-Stat (3Yr)
Distribution Data
Market Yield 10.15%
Income Yield 0.00%
Lev Adj NAV Yield 7.34%
Distribution Frequency M
Current Distribution $0.167
Current Income $0.000
Ex-Date 2/9/18
Payable Date 2/20/18
Div Growth (3yr) %
Dividend Change % on
Expected Div 2/28/18
RoC (1yr) 61.60%
RoC (3yr) 47.67%
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) $1,701
Avg Volume 30 day 114,494
Avg Volume 90 day 86,173
Volume Trend 32.87%
Comp Volume Trend 9.26%
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): BCV 78.0%
NAV - Price Correlation (30 d) 92.6%
NAV - Price Correlation (90 d) 76.5%
NAV - Price Correlation (1 Yr) 84.3%
Price St Dev (1Yr) 14.8%
NAV St Dev (1Yr) 8.3%
Earnings / Share (10/31/17) $0.069
Earn Coverage 41.32%
Earnings Trend Down
UNII / Share (10/31/17) $-0.298
UNII Trend Down
Bond Specific Data
Maturity 5.80
Duration 3.80
Credit Rating (rbo) BB
Investment Grade 20.70%
Non Investment Grade 35.30%
Unrated Bonds 44.00%
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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NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

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