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Virtus Dividend, Interest & Premium Strategy Fund (NFJ)

Specialty Equity Funds - Covered Call Funds

Data as of March 15, 2024
Current
Market Price $12.14 (- $0.11)
NAV (March 15, 2024) $14.33 (- $0.06)
Fund Listed NYSE
Premium / Discount -15.28% (-0.41%)
Fund Info
Inception Feb. 23, 2005
Sponsor Virtus Investment Advisers
Website https://www.virtus.com...
Phone 1-866-270-7788
NAV Symbol XNFJX
Location New York
Incorporated Massachusetts
Staggered Board No
Term Date N/A
Objective: Current income and gains. The Fund will employ its Index Option Strategy
Related Indexes
Equity Income Index
60/40 Balanced (w/ BDCs) Index
Covered Call / Option Funds Index
All Sector Equity CEF Index
Capital & Leverage
Outstanding Shares 94,801,581
Total Assets (Reported: July 31, 2023) $1,428M
Estimated Total Assets $1,359M
Net Assets $1,359M
Market Cap $1,151M
Portfolio Turnover 64.00%
Total Leverage 0.00%
Structural Leverage (out of total) 0.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 0.96%
Non Lev Exp Ratio 0.96%
Rel Lev Cost %
Discount Data
Average Discount (3 Yr) -12.16%
Discount Low(3 Yr) -17.10%
Discount High(3 Yr) -6.62%
Discount Rel Range (3 Yr) 17.34%
Comp Discount -7.20
Discount St Dev (1Yr) 0.90
Z-Stat
Z-Stat (6mo) -0.41
Z-Stat (1Yr) -0.93
Z-Stat (3Yr) -1.40
Comp Z-Stat (6mo) 0.13
Comp Z-Stat (3Yr) -0.04
Distribution Data
Market Yield 9.23%
Income Yield 1.52%
Lev Adj NAV Yield 7.82%
Distribution Frequency Q
Current Distribution $0.280
Current Income $0.046
Ex-Date 3/8/24
Payable Date 3/28/24
Div Growth (3yr) 24.44%
Dividend Change 14.3% on 3/1/24
Expected Div 6/7/24
RoC (1yr) 0.00%
RoC (3yr) 0.00%
Tax Dividend Data 2023 2021 - 2023
Income 100% 77.9%
ST Gains 0% 0%
QDI 20.1% 18.4%
LT Gains 0% 22.1%
RoC 0% 0%
Volume & Liquidity
Average Daily $ (K) $2,759
Avg Volume 30 day 175,149
Avg Volume 90 day 227,264
Volume Trend -22.93%
Comp Volume Trend -10.78%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
78.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
83.0%
Price Correlation (1yr)
vs. CEFA's Covered Call / Option Funds Index
82.0%
Most Correlated Peer (Mk Pr): EXG 85.0%
NAV - Price Correlation (30 d) 85.5%
NAV - Price Correlation (90 d) 42.3%
NAV - Price Correlation (1 Yr) 97.4%
Price St Dev (1Yr) 13.4%
NAV St Dev (1Yr) 13.4%
Earnings
Earnings / Share (7/31/23) $0.045
Earn Coverage 15.89%
Earnings Trend Up
UNII / Share (7/31/23) $-0.361
Rel UNII -196.03
UNII Trend Down
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.93
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.40
NAV Beta (2yr)
vs. CEFA's Covered Call / Option Funds Index
1.13

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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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