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Calamos Strategic Total Return Fund (CSQ)

Hybrid / Balanced Funds - Hybrid / Balanced Funds

Data as of March 24, 2023
Market Price $13.49 (+ $0.02)
NAV (March 24, 2023) $13.39 (+ $0.03)
Fund Listed NASDAQ
Premium / Discount 0.75% (-0.08%)
Fund Info
Inception March 26, 2004
Sponsor Calamos Advisors
Website https://www.calamos.co...
Phone 630-245-7200
Location Illinois
Incorporated Delaware
Staggered Board Yes
Objective: Capital appreciation and current income; Equities, convertible securities and high yield corporate bonds
Related Indexes
15 Major CEF Sectors Index
Equity Income Index
60/40 Balanced (w/ BDCs) Index
Hybrid / Balanced Fund Index
Premium CEF/BDC Index
All Sector Equity CEF Index
Alternative Income Index
Capital & Leverage
Outstanding Shares 159,803,742
Total Assets (Reported: Oct. 31, 2022) $3,290M
Estimated Total Assets $3,207M
Net Assets $2,140M
Market Cap $2,156M
Portfolio Turnover 24.00%
Total Leverage 33.28%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.50%
Non Lev Exp Ratio 1.53%
Rel Lev Cost 1.91%
Discount Data
Average Discount (3 Yr) 0.17%
Discount Low(3 Yr) -11.63%
Discount High(3 Yr) 6.43%
Discount Rel Range (3 Yr) 68.53%
Comp Discount 13.24
Discount St Dev (1Yr) 2.28
Z-Stat (6mo) -0.28
Z-Stat (1Yr) 0.23
Z-Stat (3Yr) 0.25
Comp Z-Stat (6mo) 0.37
Comp Z-Stat (3Yr) 1.23
Distribution Data
Market Yield 9.12%
Income Yield 0.00%
Lev Adj NAV Yield 6.89%
Distribution Frequency M
Current Distribution $0.103
Current Income $0.000
Ex-Date 3/13/23
Payable Date 3/20/23
Div Growth (3yr) 10.81%
Dividend Change 10.8% on 1/21/21
Expected Div 4/3/23
RoC (1yr) 12.86%
RoC (3yr) 4.41%
Tax Dividend Data 2022 2020 - 2022
Income 25.7% 22.2%
ST Gains 0% 10.8%
QDI 7.2% 14.3%
LT Gains 74.3% 67.0%
RoC 0% 0%
Volume & Liquidity
Average Daily $ (K) $2,953
Avg Volume 30 day 200,191
Avg Volume 90 day 218,866
Volume Trend -8.53%
Comp Volume Trend 3.93%
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): AIO 93.0%
NAV - Price Correlation (30 d) 95.7%
NAV - Price Correlation (90 d) 97.1%
NAV - Price Correlation (1 Yr) 95.9%
Price St Dev (1Yr) 27.5%
NAV St Dev (1Yr) 26.3%
Earnings / Share (10/31/22) $0.002
Earn Coverage 2.15%
Earnings Trend Down
UNII / Share (10/31/22) $-0.070
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.

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