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Virtus Dividend, Interest & Premium Strategy Fund (NFJ)

Specialty Equity Funds - Covered Call Funds

Data as of Nov. 30, 2022
Current
Market Price $12.06 (+ $0.34)
NAV (Nov. 30, 2022) $13.96 (+ $0.40)
Fund Listed NYSE
Premium / Discount -13.61% (-0.04%)
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
Objective: Current income and gains. The Fund will employ its Index Option Strategy
Related Indexes
15 Major CEF Sectors Index
Equity Income Index
60/40 Balanced (w/ BDCs) Index
Covered Call / Option Funds Index
Discount CEF/BDC Index
All Sector Equity CEF Index
Capital & Leverage
Outstanding Shares 94,801,581
Total Assets (Reported: July 31, 2022) $1,382M
Estimated Total Assets $1,323M
Net Assets $1,323M
Market Cap $1,143M
Portfolio Turnover 21.00%
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) -11.43%
Discount Low(3 Yr) -22.81%
Discount High(3 Yr) -6.62%
Discount Rel Range (3 Yr) 56.80%
Comp Discount -13.13
Discount St Dev (1Yr) 1.67
Z-Stat
Z-Stat (6mo) -1.10
Z-Stat (1Yr) -1.38
Z-Stat (3Yr) -1.04
Comp Z-Stat (6mo) -0.97
Comp Z-Stat (3Yr) -1.57
Distribution Data
Market Yield 8.13%
Income Yield 0.00%
Lev Adj NAV Yield 7.02%
Distribution Frequency Q
Current Distribution $0.245
Current Income $0.000
Ex-Date 12/9/22
Payable Date 12/23/22
Div Growth (3yr) 8.89%
Dividend Change 8.9% on 12/17/21
Expected Div 12/9/22
RoC (1yr) 0.00%
RoC (3yr) 10.33%
Tax Dividend Data 2021 2019 - 2021
Income 100% 55.6%
ST Gains 0% 0%
QDI 0% 28.4%
LT Gains 0% 33.9%
RoC 0% 10.6%
Volume & Liquidity
Average Daily $ (K) $3,205
Avg Volume 30 day 240,807
Avg Volume 90 day 265,723
Volume Trend -9.38%
Comp Volume Trend -1.73%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
93.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
84.0%
Price Correlation (1yr)
vs. CEFA's Covered Call / Option Funds Index
93.0%
Most Correlated Peer (Mk Pr): EOS 93.0%
NAV - Price Correlation (30 d) 99.0%
NAV - Price Correlation (90 d) 97.6%
NAV - Price Correlation (1 Yr) 99.6%
Price St Dev (1Yr) 26.0%
NAV St Dev (1Yr) 23.7%
Earnings
Earnings / Share (7/31/22) $0.020
Earn Coverage 7.96%
Earnings Trend Up
UNII / Share (7/31/22) $-0.117
Rel UNII
UNII Trend Up
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.94
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.41
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.

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