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Calamos Strategic Total Return Fund (CSQ)

Hybrid / Balanced Funds - Hybrid / Balanced Funds

Data as of Feb. 23, 2024
Current
Market Price $15.94 (+ $0.08)
NAV (Feb. 23, 2024) $16.29 (+ $0.01)
Fund Listed NASDAQ
Premium / Discount -2.15% (+0.43%)
Fund Info
Inception March 26, 2004
Sponsor Calamos Advisors
Website https://www.calamos.co...
Phone 630-245-7200
NAV Symbol XCSQX
Location Illinois
Incorporated Delaware
Staggered Board Yes
Term Date N/A
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
All Sector Equity CEF Index
Alternative Income Index
Capital & Leverage
Outstanding Shares 160,335,126
Total Assets (Reported: Oct. 31, 2023) $3,294M
Estimated Total Assets $3,791M
Net Assets $2,612M
Market Cap $2,556M
Portfolio Turnover 29.00%
Total Leverage 31.10%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 4.09%
Non Lev Exp Ratio 1.57%
Rel Lev Cost 5.29%
Discount Data
Average Discount (3 Yr) 0.28%
Discount Low(3 Yr) -5.75%
Discount High(3 Yr) 6.43%
Discount Rel Range (3 Yr) 26.02%
Comp Discount 9.15
Discount St Dev (1Yr) 1.82
Z-Stat
Z-Stat (6mo) -0.44
Z-Stat (1Yr) -0.81
Z-Stat (3Yr) -1.27
Comp Z-Stat (6mo) -1.08
Comp Z-Stat (3Yr) -0.44
Distribution Data
Market Yield 7.72%
Income Yield 0.00%
Lev Adj NAV Yield 5.76%
Distribution Frequency M
Current Distribution $0.103
Current Income $0.000
Ex-Date 2/9/24
Payable Date 2/20/24
Div Growth (3yr) 0.00%
Dividend Change 10.8% on 1/21/21
Expected Div 3/1/24
RoC (1yr) 55.05%
RoC (3yr) 20.06%
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) $3,893
Avg Volume 30 day 239,423
Avg Volume 90 day 244,256
Volume Trend -1.98%
Comp Volume Trend 3.44%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
82.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
84.0%
Price Correlation (1yr)
vs. CEFA's Hybrid / Balanced Fund Index
91.0%
Most Correlated Peer (Mk Pr): NIE 89.0%
NAV - Price Correlation (30 d) 93.0%
NAV - Price Correlation (90 d) 97.7%
NAV - Price Correlation (1 Yr) 93.2%
Price St Dev (1Yr) 16.6%
NAV St Dev (1Yr) 13.9%
Earnings
Earnings / Share (10/31/23) $-0.012
Earn Coverage 0.00%
Earnings Trend Down
UNII / Share (10/31/23) $-0.096
Rel UNII
UNII Trend Down
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
1.15
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
1.64
NAV Beta (2yr)
vs. CEFA's Hybrid / Balanced Fund Index
1.42

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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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