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Calamos Dynamic Convertible and Income Fund (CCD)

Taxable Bond Funds - Convertible Funds

Data as of March 27, 2024
Current
Market Price $21.97 (- $0.08)
NAV (March 27, 2024) $19.70 (+ $0.15)
Fund Listed NASDAQ
Premium / Discount 11.52% (-1.26%)
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 26,735,669
Total Assets (Reported: Oct. 31, 2023) $763M
Estimated Total Assets $836M
Net Assets $527M
Market Cap $587M
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) 5.19%
Discount Low(3 Yr) -5.26%
Discount High(3 Yr) 22.57%
Discount Rel Range (3 Yr) 60.31%
Comp Discount 13.74
Discount St Dev (1Yr) 6.00
Z-Stat
Z-Stat (6mo) 1.40
Z-Stat (1Yr) 0.74
Z-Stat (3Yr) 1.25
Comp Z-Stat (6mo) 0.73
Comp Z-Stat (3Yr) 1.07
Distribution Data
Market Yield 10.65%
Income Yield 0.00%
Lev Adj NAV Yield 8.67%
Distribution Frequency M
Current Distribution $0.195
Current Income $0.000
Ex-Date 3/13/24
Payable Date 3/21/24
Div Growth (3yr) 0.00%
Dividend Change 16.8% on 1/21/21
Expected Div 4/1/24
RoC (1yr) 33.93%
RoC (3yr) 11.31%
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) $2,140
Avg Volume 30 day 118,159
Avg Volume 90 day 97,396
Volume Trend 21.32%
Comp Volume Trend 15.67%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
55.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
67.0%
Price Correlation (1yr)
vs. CEFA's Convertible Bond Index
78.0%
Most Correlated Peer (Mk Pr): AVK 72.0%
NAV - Price Correlation (30 d) 51.3%
NAV - Price Correlation (90 d) 70.3%
NAV - Price Correlation (1 Yr) 71.8%
Price St Dev (1Yr) 17.5%
NAV St Dev (1Yr) 11.4%
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 12.20%
Non Investment Grade 11.70%
Unrated Bonds 76.10%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.79
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.44
NAV Beta (2yr)
vs. CEFA's Convertible Bond Index
0.98

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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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