CEF Advisors

7204 Glen Forest Drive, Suite #105 Richmond, Virginia 23226 USA   ♦   Toll-Free: (800) 356-3508 / Local: (804) 288-2482    ♦   www.CEFadvisors.com   ♦   Contact@CEFadvisors.com

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Calamos Strategic Total Return Fund (CSQ)

Hybrid / Balanced Funds - Hybrid / Balanced Funds

Data as of Sept. 18, 2020
Market Price $13.41 (- $0.19)
NAV (Sept. 18, 2020) $13.59 (- $0.16)
Premium / Discount -1.32% (-0.23%)
Fund Info
Inception March 26, 2004
Sponsor Calamos Advisors
Website www.calamos.com/FundIn...
Phone 630-245-7200
Objective: Capital appreciation and current income; Equities, convertible securities and high yield corporate bonds
Related Indexes
Equity Income Index
60/40 Balanced (w/ BDCs) Index
Hybrid / Balanced Fund Index
All Sector Equity CEF Index
Alternative Income Index
Capital & Leverage
Outstanding Shares 154,965,651
Total Assets (Reported: April 30, 2020) $2,743M
Estimated Total Assets $2,995M
Net Assets $2,106M
Market Cap $2,078M
Purchases Turnover 67.54%
Sales Turnover 65.50%
Total Leverage 29.68%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.81%
Non Lev Exp Ratio 1.54%
Rel Lev Cost 2.80%
Discount Data
Average Discount (3 Yr) -2.45%
Discount Low(3 Yr) -17.61%
Discount High(3 Yr) 4.63%
Discount Rel Range 73.22%
Comp Discount 9.24
Discount St Dev (1Yr) 2.39
Z-Stat (6mo) 0.50
Z-Stat (1Yr) 0.04
Z-Stat (3Yr) 0.42
Comp Z-Stat (6mo) 0.65
Comp Z-Stat (3Yr) 1.10
Distribution Data
Market Yield 8.28%
Income Yield 0.92%
Lev Adj NAV Yield 6.30%
Distribution Frequency M
Current Distribution $0.093
Current Income $0.010
Ex-Date 9/11/20
Payable Date 9/18/20
Div Growth (3yr) 12.12%
Dividend Change 12.1% on 1/14/20
Expected Div 10/1/20
RoC (1yr) 11.15%
RoC (3yr) 3.91%
Tax Dividend Data 2019 2017 - 2019
Income 32.7% 26.5%
ST Gains 0% 24.5%
QDI 15.0% 22.4%
LT Gains 67.4% 49.0%
RoC 0% 0%
Volume & Liquidity
Average Daily $ (M) $3,591
Avg Volume 30 day 291,668
Avg Volume 90 day 267,793
Volume Trend 8.92%
Comp Volume Trend 6.87%
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 Hybrid / Balanced Fund Index
Most Correlated Peer (Mk Pr): CHW 98.0%
NAV - Price Correlation (30 d) 87.6%
NAV - Price Correlation (90 d) 97.2%
NAV - Price Correlation (1 Yr) 98.9%
Price St Dev (1Yr) 47.4%
NAV St Dev (1Yr) 38.0%
Earnings / Share (4/30/20) $0.016
Earn Coverage 16.86%
Earnings Trend Flat
UNII / Share (4/30/20) $-0.264
Rel UNII -213.35
UNII Trend Up
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 Hybrid / Balanced Fund Index


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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.

The following information applies to closed-end funds and business development companies in general: Fund shares are not guaranteed or endorsed by any bank or other insured depository institution, and are not federally insured by the Federal Deposit Insurance Corporation (FDIC). Shares of closed-end funds (CEFs) and business development companies (BDCs) are subject to investment risks, including the possible loss of principal invested. There can be no assurance that fund objectives will be achieved. Closed-end funds and business development companies frequently trade at a discount to their net asset value. NAV returns are net of fund expenses, and assume reinvestment of distributions.

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