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Calamos Dynamic Convertible and Income Fund (CCD)

Taxable Bond Funds - Convertible Funds

Data as of Feb. 23, 2024
Current
Market Price $21.00 (+ $0.06)
NAV (Feb. 23, 2024) $19.11 (- $0.01)
Fund Listed NASDAQ
Premium / Discount 9.89% (+0.37%)
Fund Info
Inception March 27, 2015
Sponsor Calamos Advisors
Website https://www.calamos.co...
Phone 630-245-7200
NAV Symbol XCCDX
Location Illinois
Incorporated Delaware
Staggered Board Yes
Term Date March 26, 2030
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
Capital & Leverage
Outstanding Shares 26,717,252
Total Assets (Reported: Oct. 31, 2023) $763M
Estimated Total Assets $811M
Net Assets $511M
Market Cap $561M
Portfolio Turnover 44.00%
Total Leverage 37.03%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 4.63%
Non Lev Exp Ratio 1.70%
Rel Lev Cost 4.76%
Discount Data
Average Discount (3 Yr) 4.87%
Discount Low(3 Yr) -5.26%
Discount High(3 Yr) 22.57%
Discount Rel Range (3 Yr) 53.11%
Comp Discount 11.89
Discount St Dev (1Yr) 5.91
Z-Stat
Z-Stat (6mo) 2.33
Z-Stat (1Yr) 0.43
Z-Stat (3Yr) 0.95
Comp Z-Stat (6mo) 1.21
Comp Z-Stat (3Yr) 0.64
Distribution Data
Market Yield 11.14%
Income Yield 0.00%
Lev Adj NAV Yield 8.94%
Distribution Frequency M
Current Distribution $0.195
Current Income $0.000
Ex-Date 2/9/24
Payable Date 2/20/24
Div Growth (3yr) 0.00%
Dividend Change 16.8% on 1/21/21
Expected Div 3/1/24
RoC (1yr) 25.94%
RoC (3yr) 8.65%
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) $1,818
Avg Volume 30 day 78,149
Avg Volume 90 day 86,571
Volume Trend -9.73%
Comp Volume Trend 2.28%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
56.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
69.0%
Price Correlation (1yr)
vs. CEFA's Convertible Bond Index
79.0%
Most Correlated Peer (Mk Pr): AVK 75.0%
NAV - Price Correlation (30 d) 41.7%
NAV - Price Correlation (90 d) 70.1%
NAV - Price Correlation (1 Yr) 73.4%
Price St Dev (1Yr) 18.1%
NAV St Dev (1Yr) 11.8%
Earnings
Earnings / Share (10/31/23) $-0.067
Earn Coverage 0.00%
Earnings Trend Down
UNII / Share (10/31/23) $0.059
Rel UNII
UNII Trend Down
Bond Specific Data
Maturity
Duration
Credit Rating (rbo) BB
Investment Grade 12.60%
Non Investment Grade 11.70%
Unrated Bonds 75.70%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.79
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.47
NAV Beta (2yr)
vs. CEFA's Convertible Bond Index
1.00

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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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