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Calamos Dynamic Convertible and Income Fund (CCD)

Taxable Bond Funds - Convertible Funds

Data as of March 24, 2023
Market Price $20.82 (- $0.16)
NAV (March 24, 2023) $19.14 (- $0.05)
Fund Listed NASDAQ
Premium / Discount 8.78% (-0.55%)
Fund Info
Inception March 27, 2015
Sponsor Calamos Advisors
Website https://www.calamos.co...
Phone 630-245-7200
Location Illinois
Incorporated Delaware
Staggered Board Yes
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
15 Major CEF Sectors Index
High Income Index
60/40 Balanced (w/ BDCs) Index
Convertible Bond Index
Taxable Bond & BDC Index
Premium CEF/BDC Index
Capital & Leverage
Outstanding Shares 26,398,144
Total Assets (Reported: Oct. 31, 2022) $853M
Estimated Total Assets $802M
Net Assets $505M
Market Cap $550M
Portfolio Turnover 42.00%
Total Leverage 37.02%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.75%
Non Lev Exp Ratio 1.65%
Rel Lev Cost 1.83%
Discount Data
Average Discount (3 Yr) 0.81%
Discount Low(3 Yr) -11.72%
Discount High(3 Yr) 15.24%
Discount Rel Range (3 Yr) 76.03%
Comp Discount 12.86
Discount St Dev (1Yr) 4.03
Z-Stat (6mo) -0.02
Z-Stat (1Yr) 0.53
Z-Stat (3Yr) 1.27
Comp Z-Stat (6mo) 0.81
Comp Z-Stat (3Yr) 1.54
Distribution Data
Market Yield 11.24%
Income Yield 0.00%
Lev Adj NAV Yield 8.92%
Distribution Frequency M
Current Distribution $0.195
Current Income $0.000
Ex-Date 3/13/23
Payable Date 3/20/23
Div Growth (3yr) 16.77%
Dividend Change 16.8% on 1/21/21
Expected Div 4/3/23
RoC (1yr) 0.00%
RoC (3yr) 0.00%
Tax Dividend Data 2022 2020 - 2022
Income 6.2% 5.0%
ST Gains 0% 55.3%
QDI 3.1% 15.3%
LT Gains 93.8% 39.7%
RoC 0% 0%
Volume & Liquidity
Average Daily $ (K) $1,676
Avg Volume 30 day 80,069
Avg Volume 90 day 80,491
Volume Trend -0.52%
Comp Volume Trend -2.11%
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): CHY 91.0%
NAV - Price Correlation (30 d) 94.8%
NAV - Price Correlation (90 d) 86.1%
NAV - Price Correlation (1 Yr) 89.7%
Price St Dev (1Yr) 25.3%
NAV St Dev (1Yr) 20.4%
Earnings / Share (10/31/22) $-0.037
Earn Coverage 0.00%
Earnings Trend Up
UNII / Share (10/31/22) $0.068
UNII Trend Up
Bond Specific Data
Credit Rating (rbo) BBB
Investment Grade 14.70%
Non Investment Grade 14.70%
Unrated Bonds 70.60%
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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