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Calamos Dynamic Convertible and Income Fund (CCD)

Taxable Bond Funds - Convertible Funds

Data as of Dec. 6, 2024
Current
Market Price $23.70 (- $0.10)
NAV (Dec. 6, 2024) $20.47 (+ $0.32)
Fund Listed NASDAQ
Premium / Discount 15.78% (-2.33%)
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
60/40 Balanced (w/ BDCs) Index
Convertible Bond Index
Taxable Bond & BDC Index
Premium CEF/BDC Index
Capital & Leverage
Outstanding Shares 26,877,415
Total Assets (Reported: April 30, 2024) $806M
Estimated Total Assets $872M
Net Assets $550M
Market Cap $637M
Portfolio Turnover 16.00%
Total Leverage 36.88%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 4.82%
Non Lev Exp Ratio 1.70%
Rel Lev Cost 5.25%
Discount Data
Average Discount (3 Yr) 9.65%
Discount Low(3 Yr) -5.26%
Discount High(3 Yr) 33.30%
Discount Rel Range (3 Yr) 54.57%
Comp Discount 17.50
Discount St Dev (1Yr) 8.52
Z-Stat
Z-Stat (6mo) -1.78
Z-Stat (1Yr) -0.20
Z-Stat (3Yr) 0.71
Comp Z-Stat (6mo) -1.16
Comp Z-Stat (3Yr) 0.52
Distribution Data
Market Yield 9.87%
Income Yield 0.00%
Lev Adj NAV Yield 8.35%
Distribution Frequency M
Current Distribution $0.195
Current Income $0.000
Ex-Date 12/13/24
Payable Date 12/19/24
Div Growth (3yr) 0.00%
Dividend Change 16.8% on 1/21/21
Expected Div 1/2/25
RoC (1yr) 56.79%
RoC (3yr) 20.85%
Tax Dividend Data 2023 2021 - 2023
Income 0% 5.0%
ST Gains 20.3% 31.1%
QDI 4.0% 9.9%
LT Gains 62.5% 58.2%
RoC 17.3% 5.8%
Volume & Liquidity
Average Daily $ (K) $1,717
Avg Volume 30 day 45,098
Avg Volume 90 day 72,458
Volume Trend -37.76%
Comp Volume Trend -34.16%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
54.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
41.0%
Price Correlation (1yr)
vs. CEFA's Convertible Bond Index
66.0%
Most Correlated Peer (Mk Pr): CHY 72.0%
NAV - Price Correlation (30 d) -35.5%
NAV - Price Correlation (90 d) -19.0%
NAV - Price Correlation (1 Yr) 16.7%
Price St Dev (1Yr) 16.7%
NAV St Dev (1Yr) 11.0%
Earnings
Earnings / Share (4/30/24) $-0.087
Earn Coverage 0.00%
Earnings Trend Down
UNII / Share (4/30/24) $-1.436
Rel UNII
UNII Trend Down
Bond Specific Data
Maturity
Duration
Credit Rating (rbo) BBB
Investment Grade 16.60%
Non Investment Grade 10.70%
Unrated Bonds 72.70%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.53
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.31
NAV Beta (2yr)
vs. CEFA's Convertible Bond Index
0.96

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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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