nvq
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
|
|
|
INVESTMENT COMPANY ACT FILE NUMBER: |
|
811-21547 |
|
|
|
EXACT NAME OF REGISTRANT AS SPECIFIED IN CHARTER: |
|
Calamos Global Total Return Fund |
|
|
|
ADDRESS OF PRINCIPAL EXECUTIVE OFFICES:
|
|
2020 Calamos Court, Naperville |
|
|
Illinois 60563 |
|
|
|
NAME AND ADDRESS OF AGENT FOR SERVICE:
|
|
John P. Calamos, Sr., President |
|
|
Calamos Advisors LLC |
|
|
2020 Calamos Court, |
|
|
Naperville, Illinois |
|
|
60563 |
|
|
|
REGISTRANTS TELEPHONE NUMBER, INCLUDING AREA CODE: |
|
(630) 245-7200 |
|
|
|
DATE OF FISCAL YEAR END: |
|
October 31, 2008 |
|
|
|
DATE OF REPORTING PERIOD: |
|
January 31, 2008 |
ITEM 1. SCHEDULE OF INVESTMENTS January 31, 2008 (UNAUDITED)
GLOBAL TOTAL RETURN FUND
Schedule of Investments January 31, 2008 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
Principal |
|
|
|
|
|
|
|
|
Amount |
|
|
|
|
|
|
Value |
|
Corporate Bonds (30.4%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary (15.7%) |
|
|
|
|
$ |
1,500,000 |
|
|
|
|
Asbury Automotive Group, Inc.~ |
|
|
|
|
|
|
|
|
|
|
7.625%, 03/15/17
|
|
$ |
1,222,500 |
|
|
2,060,000 |
|
|
|
|
DIRECTV Financing Company,
Inc.~ |
|
|
|
|
|
|
|
|
|
|
8.375%, 03/15/13
|
|
|
2,139,825 |
|
|
1,000,000 |
|
|
|
|
Expedia, Inc.~ |
|
|
|
|
|
|
|
|
|
|
7.456%, 08/15/18
|
|
|
1,043,366 |
|
|
1,600,000 |
|
|
|
|
Ford Motor Company~ |
|
|
|
|
|
|
|
|
|
|
9.875%, 08/10/11
|
|
|
1,536,264 |
|
|
1,000,000 |
|
|
|
|
General Motors Corp. ~^ |
|
|
|
|
|
|
|
|
|
|
7.200%, 01/15/11
|
|
|
917,500 |
|
|
1,875,000 |
|
|
|
|
Goodyear Tire & Rubber
Company~ |
|
|
|
|
|
|
|
|
|
|
7.857%, 08/15/11
|
|
|
1,898,438 |
|
|
2,000,000 |
|
|
|
|
Hanes Brands, Inc.~ |
|
|
|
|
|
|
|
|
|
|
8.204%, 12/15/14
|
|
|
1,820,000 |
|
|
2,000,000 |
|
|
|
|
Idearc, Inc.~ |
|
|
|
|
|
|
|
|
|
|
8.000%, 11/15/16
|
|
|
1,800,000 |
|
|
440,000 |
|
|
|
|
Jarden Corp.^ |
|
|
|
|
|
|
|
|
|
|
7.500%, 05/01/17
|
|
|
378,400 |
|
|
2,000,000 |
|
|
|
|
Liberty Media Corp.^ |
|
|
|
|
|
|
|
|
|
|
8.250%, 02/01/30
|
|
|
1,823,004 |
|
|
2,000,000 |
|
|
|
|
Mandalay Resort Group~ |
|
|
|
|
|
|
|
|
|
|
7.625%, 07/15/13
|
|
|
1,895,000 |
|
|
2,325,000 |
|
|
|
|
NCL Holding, ASA~ |
|
|
|
|
|
|
|
|
|
|
10.625%, 07/15/14
|
|
|
2,359,875 |
|
|
2,000,000 |
|
|
|
|
Royal Caribbean Cruises, Ltd.~ |
|
|
|
|
|
|
|
|
|
|
7.500%, 10/15/27
|
|
|
1,828,480 |
|
|
2,000,000 |
|
|
|
|
Service Corp. International~ |
|
|
|
|
|
|
|
|
|
|
7.500%, 04/01/27
|
|
|
1,800,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,462,652 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Staples (2.3%) |
|
|
|
|
|
1,500,000 |
|
|
|
|
Del Monte Foods Company~ |
|
|
|
|
|
|
|
|
|
|
8.625%, 12/15/12
|
|
|
1,522,500 |
|
|
|
|
|
|
|
Pilgrims Pride Corp.~ |
|
|
|
|
|
1,500,000 |
|
|
|
|
8.375%, 05/01/17
|
|
|
1,316,250 |
|
|
500,000 |
|
|
|
|
7.625%, 05/01/15
|
|
|
476,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,315,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy (0.6%) |
|
|
|
|
|
750,000 |
|
|
|
|
Petróleo Brasileiro, SA~ |
|
|
|
|
|
|
|
|
|
|
8.375%, 12/10/18
|
|
|
900,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials (0.6%) |
|
|
|
|
|
920,000 |
|
|
|
|
Leucadia National Corp.~ |
|
|
|
|
|
|
|
|
|
|
8.125%, 09/15/15
|
|
|
920,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care (1.3%) |
|
|
|
|
|
1,800,000 |
|
|
|
|
HCA, Inc.~ |
|
|
|
|
|
|
|
|
|
|
9.250%, 11/15/16
|
|
|
1,892,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrials (1.4%) |
|
|
|
|
|
1,800,000 |
|
|
|
|
H&E Equipment Service, Inc.~ |
|
|
|
|
|
|
|
|
|
|
8.375%, 07/15/16
|
|
|
1,602,000 |
|
|
410,000 |
|
|
|
|
SPX Corp. ~* |
|
|
|
|
|
|
|
|
|
|
7.625%, 12/15/14
|
|
|
420,763 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,022,763 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology (2.6%) |
|
|
|
|
|
900,000 |
|
|
|
|
Avago Technologies~ |
|
|
|
|
|
|
|
|
|
|
11.875%, 12/01/15
|
|
|
945,000 |
|
|
2,700,000 |
|
|
|
|
SunGard Data Systems, Inc.~ |
|
|
|
|
|
|
|
|
|
|
9.125%, 08/15/13
|
|
|
2,754,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,699,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Materials (2.2%) |
|
|
|
|
|
900,000 |
|
|
EUR
|
|
Ineos Group Holdings, PLC* |
|
|
|
|
|
|
|
|
|
|
7.875%, 02/15/16
|
|
|
976,761 |
|
|
2,000,000 |
|
|
|
|
Mosaic Company~* |
|
|
|
|
|
|
|
|
|
|
7.625%, 12/01/16
|
|
|
2,170,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,146,761 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Telecommunication Services (3.0%) |
|
|
|
|
|
1,700,000 |
|
|
|
|
Citizens Communications
Company~ |
|
|
|
|
|
|
|
|
|
|
9.000%, 08/15/31
|
|
|
1,642,625 |
|
|
2,000,000 |
|
|
|
|
Leap Wireless International, Inc. |
|
|
|
|
|
|
|
|
|
|
9.375%, 11/01/14
|
|
|
1,830,000 |
|
|
750,000 |
|
|
|
|
Windstream Corp.~ |
|
|
|
|
|
|
|
|
|
|
8.625%, 08/01/16
|
|
|
780,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,252,625 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utilities (0.7%) |
|
|
|
|
|
1,000,000 |
|
|
|
|
TXU Corp.* |
|
|
|
|
|
|
|
|
|
|
10.250%, 11/01/15
|
|
|
987,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL CORPORATE BONDS |
|
|
|
|
|
|
|
|
|
|
(Cost $45,857,007)
|
|
|
43,598,551 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Convertible Bonds (17.2%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary (5.5%) |
|
|
|
|
|
650,000 |
|
|
EUR
|
|
Adidas, AG |
|
|
|
|
|
|
|
|
|
|
2.500%, 10/08/18
|
|
|
1,677,958 |
|
|
1,000,000 |
|
|
|
|
Amazon.com, Inc. |
|
|
|
|
|
|
|
|
|
|
4.750%, 02/01/09
|
|
|
1,127,500 |
|
|
1,500,000 |
|
|
|
|
Ford Motor Company |
|
|
|
|
|
|
|
|
|
|
4.250%, 12/15/36
|
|
|
1,505,625 |
|
|
1,500,000 |
|
|
|
|
General Motors Corp.~ |
|
|
|
|
|
|
|
|
|
|
6.250% 07/15/33
|
|
|
1,266,000 |
|
|
1,500,000 |
|
|
EUR
|
|
Intralot SA |
|
|
|
|
|
|
|
|
|
|
2.250%, 12/20/13
|
|
|
2,314,843 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,891,926 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy (1.4%) |
|
|
|
|
|
2,100,000 |
|
|
|
|
SeaDrill, Ltd. |
|
|
|
|
|
|
|
|
|
|
3.625%, 11/08/12
|
|
|
2,016,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrials (2.7%) |
|
|
|
|
|
1,700,000 |
|
|
EUR
|
|
MTU Aero Engines Holdings, AG |
|
|
|
|
|
|
|
|
|
|
2.750%, 02/01/12
|
|
|
2,519,869 |
|
|
1,175,000 |
|
|
|
|
Quanta Services, Inc. ~* |
|
|
|
|
|
|
|
|
|
|
3.750%, 04/30/26
|
|
|
1,395,313 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,915,182 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology (4.4%) |
|
|
|
|
|
4,000,000 |
|
|
|
|
Intel Corp. ~^ |
|
|
|
|
|
|
|
|
|
|
2.950%, 12/15/35
|
|
|
4,000,000 |
|
See accompanying notes to Schedule of Investments
1
GLOBAL TOTAL RETURN FUND
Schedule of Investments January 31, 2008 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
Principal |
|
|
|
|
|
|
|
|
Amount |
|
|
|
|
|
|
Value |
|
$ |
1,900,000 |
|
|
|
|
VeriSign, Inc. ~* |
|
|
|
|
|
|
|
|
|
|
3.250%, 08/15/37
|
|
$ |
2,282,375 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,282,375 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Telecommunication Services (1.4%) |
|
|
|
|
|
1,290,500 |
|
|
EUR
|
|
France Telecom, AG |
|
|
|
|
|
|
|
|
|
|
1.600%, 01/01/09
|
|
|
1,995,831 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utilities (1.8%) |
|
|
|
|
|
1,550,000 |
|
|
EUR
|
|
International Power, PLC |
|
|
|
|
|
|
|
|
|
|
3.250%, 07/20/13
|
|
|
2,602,161 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL CONVERTIBLE
BONDS
|
|
|
|
|
|
|
|
|
|
|
(Cost $24,701,801)
|
|
|
24,703,475 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Synthetic Convertible Securities (6.1%) |
|
|
|
|
Sovereign Bonds (5.6%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary (5.6%) |
|
|
|
|
|
1,800,000 |
|
|
EUR
|
|
Deutschland Republic Treasury |
|
|
|
|
|
|
|
|
|
|
4.500%, 07/04/09
|
|
|
2,709,774 |
|
|
2,600,000 |
|
|
GBP
|
|
United Kingdom Treasury |
|
|
|
|
|
|
|
|
|
|
5.750%, 12/07/09
|
|
|
5,303,973 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,013,747 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL SOVEREIGN
BONDS
|
|
|
8,013,747 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of |
|
|
|
|
|
|
|
|
Contracts |
|
|
|
|
|
|
Value |
|
Options (0.5%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrials (0.2%) |
|
|
|
|
|
90 |
|
|
|
|
Alliant Techsystems, Inc.# |
|
|
|
|
|
|
|
|
|
|
Call, 01/17/09, Strike $110.00
|
|
|
100,350 |
|
|
165 |
|
|
|
|
Honeywell International, Inc.# |
|
|
|
|
|
|
|
|
|
|
Call, 01/17/09, Strike $55.00
|
|
|
146,025 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
246,375 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology (0.3%) |
|
|
|
|
|
110 |
|
|
|
|
Apple, Inc.# |
|
|
|
|
|
|
|
|
|
|
Call, 01/17/09, Strike $190.00
|
|
|
106,975 |
|
|
235 |
|
|
|
|
Cisco Systems, Inc.# |
|
|
|
|
|
|
|
|
|
|
Call, 01/17/09, Strike $30.00
|
|
|
34,075 |
|
|
40 |
|
|
|
|
Google, Inc.# |
|
|
|
|
|
|
|
|
|
|
Call, 01/17/09, Strike $710.00
|
|
|
143,000 |
|
|
320 |
|
|
|
|
Logitech International, SA# |
|
|
|
|
|
|
|
|
|
|
Call, 01/17/09, Strike $35.00
|
|
|
97,600 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
381,650 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL OPTIONS
|
|
|
628,025 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL SYNTHETIC CONVERTIBLE SECURITIES
|
|
|
|
|
|
|
|
|
|
|
(Cost $9,464,596)
|
|
|
8,641,772 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of |
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
|
Value |
|
Convertible Preferred Stocks (17.4%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary (1.4%) |
|
|
|
|
|
12,100 |
|
|
|
|
Deutsche Bank (Amazon.com,
Inc.)~*y |
|
|
|
|
|
|
|
|
|
|
15.000%
|
|
|
977,257 |
|
|
12,800 |
|
|
|
|
Deutsche Bank (Apollo Group,
Inc.)~*y |
|
|
|
|
|
|
|
|
|
|
12.000%
|
|
|
1,019,584 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,996,841 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy (0.7%) |
|
|
|
|
|
7,900 |
|
|
|
|
Lehman Brothers Holding
(Transocean, Inc.)*y |
|
|
|
|
|
|
|
|
|
|
12.000%
|
|
|
991,055 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials (1.4%) |
|
|
|
|
|
20,400 |
|
|
|
|
Citigroup, Inc. |
|
|
|
|
|
|
|
|
|
|
6.500%
|
|
|
1,109,250 |
|
|
32,000 |
|
|
|
|
MetLife, Inc. |
|
|
|
|
|
|
|
|
|
|
6.375%
|
|
|
932,160 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,041,410 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care (2.9%) |
|
|
|
|
|
16,000 |
|
|
|
|
Schering-Plough Corp.~ |
|
|
|
|
|
|
|
|
|
|
6.000%
|
|
|
3,065,440 |
|
|
18,600 |
|
|
|
|
Wachovia Bank NA (Biogen Idec,
Inc.)~*y |
|
|
|
|
|
|
|
|
|
|
12.000%
|
|
|
1,091,169 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,156,609 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrials (0.6%) |
|
|
|
|
|
15,900 |
|
|
|
|
Credit Suisse (CNH Global NV)
~*y |
|
|
|
|
|
|
|
|
|
|
12.000%
|
|
|
882,450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology (3.4%) |
|
|
|
|
|
18,500 |
|
|
|
|
Deutsche Bank (Electronic Arts,
Inc.)~*y |
|
|
|
|
|
|
|
|
|
|
12.000%
|
|
|
914,918 |
|
|
28,600 |
|
|
|
|
Deutsche Bank (Nokia Corp.)*y |
|
|
|
|
|
|
|
|
|
|
12.000%
|
|
|
1,045,759 |
|
|
51,750 |
|
|
|
|
JPMorgan Chase & Company
(Intel Corp.)*y |
|
|
|
|
|
|
|
|
|
|
12.000%
|
|
|
1,071,484 |
|
|
19,500 |
|
|
|
|
Morgan Stanley (SAP, AG)~*y |
|
|
|
|
|
|
|
|
|
|
12.000%
|
|
|
939,607 |
|
|
32,000 |
|
|
|
|
Wachovia Bank NA (eBay, Inc.)
~*y |
|
|
|
|
|
|
|
|
|
|
12.000%
|
|
|
886,240 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,858,008 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Materials (7.0%) |
|
|
|
|
|
30 |
|
|
EUR
|
|
Bayer, AG |
|
|
|
|
|
|
|
|
|
|
6.625%
|
|
|
3,291,552 |
|
|
47,000 |
|
|
|
|
Cia Vale do Rio Doce~ |
|
|
|
|
|
|
|
|
|
|
5.500%
|
|
|
2,843,500 |
|
|
450 |
|
|
CHF
|
|
Givaudan SA |
|
|
|
|
|
|
|
|
|
|
5.375%
|
|
|
3,989,081 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,124,133 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL CONVERTIBLE
PREFERRED STOCKS
|
|
|
|
|
|
|
|
|
|
|
(Cost $26,625,540)
|
|
|
25,050,506 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks (65.6%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Consumer Discretionary (0.9%) |
|
|
|
|
|
20,000 |
|
|
|
|
Nike, Inc.~
|
|
|
1,235,200 |
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to Schedule of Investments
2
GLOBAL TOTAL RETURN FUND
Schedule of Investments January 31, 2008 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
Number of |
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
|
Value |
|
|
|
|
|
|
|
Consumer Staples (12.6%) |
|
|
|
|
|
100,000 |
|
|
GBP
|
|
British American Tobacco, PLC
|
|
$ |
3,582,264 |
|
|
40,000 |
|
|
|
|
Coca-Cola Company
|
|
|
2,366,800 |
|
|
44,000 |
|
|
EUR
|
|
Heineken, NV
|
|
|
2,473,708 |
|
|
32,000 |
|
|
EUR
|
|
InBev, NV
|
|
|
2,640,861 |
|
|
7,000 |
|
|
CHF
|
|
Nestle Holdings, Inc.
|
|
|
3,133,866 |
|
|
40,000 |
|
|
|
|
Reynolds American, Inc.^
|
|
|
2,533,200 |
|
|
50,000 |
|
|
AUD
|
|
Woolworths, Ltd.
|
|
|
1,303,098 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,033,797 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy (3.2%) |
|
|
|
|
|
16,000 |
|
|
CAD
|
|
Canadian Natural Resources, Ltd.
|
|
|
1,023,216 |
|
|
30,000 |
|
|
|
|
Chevron Corp.~
|
|
|
2,535,000 |
|
|
30,000 |
|
|
EUR
|
|
ENI S.p.A.
|
|
|
969,974 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,528,190 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials (13.1%) |
|
|
|
|
|
105,000 |
|
|
AUD
|
|
Australian Stock Exchange, Ltd.
|
|
|
4,552,924 |
|
|
40,000 |
|
|
|
|
JPMorgan Chase & Company~
|
|
|
1,902,000 |
|
|
40,000 |
|
|
|
|
Manulife Financial Corp.^
|
|
|
1,503,200 |
|
|
52,000 |
|
|
CAD
|
|
Power Financial Corp.
|
|
|
1,892,934 |
|
|
135,000 |
|
|
AUD
|
|
QBE Insurance Group, Ltd.
|
|
|
3,426,216 |
|
|
55,000 |
|
|
GBP
|
|
Schroders, PLC
|
|
|
1,198,807 |
|
|
625,000 |
|
|
SGD
|
|
Singapore Exchange, Ltd.
|
|
|
4,342,766 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,818,847 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care (13.5%) |
|
|
|
|
|
29,000 |
|
|
|
|
Alcon, Inc. ~^
|
|
|
4,118,000 |
|
|
43,000 |
|
|
JPY
|
|
Astellas Pharma, Inc.
|
|
|
1,865,217 |
|
|
33,000 |
|
|
AUD
|
|
Cochlear, Ltd.
|
|
|
2,080,870 |
|
|
63,000 |
|
|
AUD
|
|
CSL, Ltd.
|
|
|
1,972,224 |
|
|
21,000 |
|
|
|
|
Johnson & Johnson~
|
|
|
1,328,460 |
|
|
60,000 |
|
|
|
|
Merck & Company, Inc.~
|
|
|
2,776,800 |
|
|
38,000 |
|
|
DKK
|
|
Novo Nordisk, AS B Shares
|
|
|
2,397,437 |
|
|
72,000 |
|
|
|
|
Pfizer, Inc.
|
|
|
1,684,080 |
|
|
6,000 |
|
|
CHF
|
|
Roche Holding, AG
|
|
|
1,089,427 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,312,515 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Information Technology (17.8%) |
|
|
|
|
|
37,000 |
|
|
JPY
|
|
Canon, Inc.
|
|
|
1,568,543 |
|
|
90,000 |
|
|
|
|
Infosys Technologies, Ltd.^
|
|
|
3,726,000 |
|
|
68,000 |
|
|
|
|
Microsoft Corp.~
|
|
|
2,216,800 |
|
|
13,000 |
|
|
JPY
|
|
Nintendo Company, Ltd.
|
|
|
6,573,881 |
|
|
225,000 |
|
|
EUR
|
|
Nokia Corp.
|
|
|
8,285,032 |
|
|
37,000 |
|
|
EUR
|
|
SAP, AG
|
|
|
1,775,796 |
|
|
240,000 |
|
|
HKD
|
|
Vtech Holdings, Ltd.
|
|
|
1,383,783 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25,529,835 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Telecommunication Services (4.5%) |
|
|
|
|
|
38,000 |
|
|
|
|
America Movil, S.A. de C.V.~
|
|
|
2,276,580 |
|
|
400,000 |
|
|
GBP
|
|
BT Group, PLC
|
|
|
2,078,360 |
|
|
60,000 |
|
|
EUR
|
|
France Telecom, AG
|
|
|
2,116,071 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,471,011 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL COMMON
STOCKS
|
|
|
|
|
|
|
|
|
|
|
(Cost $76,036,071)
|
|
|
93,929,395 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of |
|
|
|
|
|
|
|
|
Contracts |
|
|
|
|
|
|
Value |
|
Put Options (1.0%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials (1.0%) |
|
|
|
|
|
|
|
|
|
|
SPDR Trust Series 1# |
|
|
|
|
|
1,235 |
|
|
|
|
Put, 03/22/08, Strike $144.00
|
|
|
1,059,012 |
|
|
465 |
|
|
|
|
Put, 06/21/08, Strike $139.00
|
|
|
401,062 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL OPTIONS
|
|
|
|
|
|
|
|
|
|
|
(Cost $692,525)
|
|
|
1,460,074 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of |
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
|
Value |
|
Investment in Affiliated Fund (2.0%) |
|
|
|
|
|
2,893,478 |
|
|
|
|
Calamos Government Money
Market Fund Class I Shares W
|
|
|
|
|
|
|
|
|
|
|
(Cost $2,893,478)
|
|
|
2,893,478 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments of Cash Collateral for Securities on Loan (6.4%) |
|
|
|
|
|
7,144,000 |
|
|
|
|
Bank of New York Institutional
Cash Reserve Fund
|
|
|
7,144,000 |
|
|
2,000,000 |
|
|
|
|
Goldman Sachs Financial Square
Prime Obligations Fund
|
|
|
2,000,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS
OF CASH COLLATERAL
FOR SECURITIES ON
LOAN
|
|
|
|
|
|
|
|
|
|
|
(Cost $9,144,000)
|
|
|
9,144,000 |
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS (146.1%)
|
|
|
|
|
(Cost $195,415,018) |
|
|
209,421,251 |
|
|
|
|
|
|
|
|
|
|
|
|
PAYABLE UPON RETURN OF SECURITIES
ON LOAN (-6.4%) |
|
|
(9,144,000 |
) |
|
|
|
|
|
|
|
|
|
|
|
OTHER ASSETS, LESS LIABILITIES (1.5%) |
|
|
2,097,333 |
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED SHARES AT REDEMPTION
VALUE INCLUDING DIVIDENDS PAYABLE
(-41.2%) |
|
|
(59,013,931 |
) |
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS APPLICABLE TO COMMON
SHAREHOLDERS (100.0%) |
|
$ |
143,360,653 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Number of |
|
|
|
|
|
|
|
|
Contracts |
|
|
|
|
|
|
Value |
|
Written Options (-1.6%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financials (-1.6%) |
|
|
|
|
|
|
|
|
|
|
IShares MSCI EAFE Index Fund# |
|
|
|
|
|
2,210 |
|
|
|
|
Call, 03/22/08, Strike $70.00
|
|
|
(950,300 |
) |
|
1,350 |
|
|
|
|
Call, 06/21/08, Strike $79.00
|
|
|
(219,375 |
) |
|
1,200 |
|
|
|
|
Call, 03/22/08, Strike $74.00
|
|
|
(225,000 |
) |
|
650 |
|
|
|
|
Call, 06/21/08, Strike $78.00
|
|
|
(128,375 |
) |
|
290 |
|
|
|
|
Call, 06/21/08, Strike $77.00
|
|
|
(68,150 |
) |
|
250 |
|
|
|
|
Call, 03/22/08, Strike $76.00
|
|
|
(26,250 |
) |
|
|
|
|
|
|
SPDR Trust Series 1# |
|
|
|
|
|
885 |
|
|
|
|
Call, 03/22/08, Strike $140.00
|
|
|
(325,238 |
) |
|
250 |
|
|
|
|
Call, 03/22/08, Strike $133.00
|
|
|
(200,000 |
) |
|
215 |
|
|
|
|
Call, 06/21/08, Strike $144.00
|
|
|
(100,513 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL WRITTEN
OPTIONS
|
|
|
|
|
|
|
|
|
|
|
(Premium $2,018,804)
|
|
|
(2,243,201 |
) |
|
|
|
|
|
|
|
|
|
|
See accompanying notes to Schedule of Investments
3
GLOBAL TOTAL RETURN FUND
Schedule of Investments January 31, 2008 (unaudited)
NOTES TO SCHEDULE OF INVESTMENTS
Note: Value for Securities denominated in foreign
currencies are shown in U.S. dollars. The principal
amount for such securities are shown in the respective
foreign currency. The date shown on options represents
the expiration date of the option contract. The option
contract may be exercised at any date on or before the
date shown.
~ |
|
Security, or portion of security, is held in a
segregated account as collateral for written
options aggregating a total market value of
$69,811,170. |
|
^ |
|
Security, or portion of security, is on loan. |
|
|
|
Variable rate or step bond security. The
rate shown is the rate in effect at January
31, 2008. |
|
* |
|
Securities issued and sold pursuant to a Rule
144A transaction are excepted from the
registration requirement of the Securities Act
of 1933, as amended. These securities may only
be sold to qualified institutional buyers
(QIBs), such as the fund. Any resale of these
securities must generally be effected through a
sale that is registered under the Act or
otherwise exempted or excepted from such
registration requirements. At January 31, 2008,
the value of 144A securities that could not be
exchanged to the registered form is $16,656,921
or 11.62% of net assets. |
|
# |
|
Non-income producing security. |
|
y |
|
The security of the financial institution is
linked to, and may be exchangeable or convertible
to, the equity security shown in the
parenthetical. |
|
W |
|
Investment in affiliated fund. During the
period from November 1, 2007 through
January 31, 2008, the fund had net
purchases of $941,019, and received $47,979
in dividend payments from the affiliated
fund. As of October 31, 2007, the fund had
$1,952,459 of the affiliated fund. |
FOREIGN CURRENCY ABBREVIATIONS
|
|
|
AUD
|
|
Australian Dollar |
CAD
|
|
Canadian Dollar |
CHF
|
|
Swiss Franc |
DKK
|
|
Danish Krone |
EUR
|
|
European Monetary Unit |
GBP
|
|
British Pound Sterling |
HKD
|
|
Hong Kong Dollar |
JPY
|
|
Japanese Yen |
SGD
|
|
Singapore Dollar |
See accompanying notes to Schedule of Investments
4
CALAMOS GLOBAL TOTAL RETURN FUND
Country Allocation as of January 31, 2008
|
|
|
|
|
Country |
|
% of Portfolio |
United States
|
|
|
42.1 |
% |
United Kingdom
|
|
|
7.6 |
% |
Australia
|
|
|
6.8 |
% |
Switzerland
|
|
|
6.4 |
% |
Germany
|
|
|
5.2 |
% |
Japan
|
|
|
5.1 |
% |
Finland
|
|
|
4.8 |
% |
Bermuda
|
|
|
3.0 |
% |
Canada
|
|
|
2.3 |
% |
Singapore
|
|
|
2.2 |
% |
France
|
|
|
2.1 |
% |
Brazil
|
|
|
1.9 |
% |
India
|
|
|
1.9 |
% |
Netherlands
|
|
|
1.7 |
% |
Belgium
|
|
|
1.4 |
% |
Denmark
|
|
|
1.2 |
% |
Greece
|
|
|
1.2 |
% |
Mexico
|
|
|
1.2 |
% |
Liberia
|
|
|
0.9 |
% |
Cayman Islands
|
|
|
0.5 |
% |
Italy
|
|
|
0.5 |
% |
|
|
|
Total:
|
|
|
100.0 |
% |
|
|
|
Country allocations vary over time.
See accompanying notes to Schedule of Investments
NOTE 1 ORGANIZATION AND SIGNIFICANT ACCOUNTING POLICIES
Organization. CALAMOS Global Total Return Fund (the Fund) was organized as a Delaware
statutory trust on March 30, 2004 and is registered under the Investment Company Act of 1940
(the 1940 Act) as a diversified, closed-end management investment company. The Fund commenced
operations on October 27, 2005.
The Funds investment objective is to provide total return through a combination of
capital appreciation and current income.
Portfolio Valuation. The valuation of the Funds portfolio securities is in accordance with
policies and procedures adopted by and under the ultimate supervision of the board of trustees.
Portfolio securities that are traded on U.S. securities exchanges, except option securities, are
valued at the last current reported sales price at the time as of which a Fund determines its net
asset value (NAV). Securities traded in the over-the-counter market and quoted on The NASDAQ
Stock Market are valued at the NASDAQ Official Closing Price, as determined by NASDAQ, or lacking
a NASDAQ Official Closing Price, the last current reported sale price on NASDAQ at the time as of
which a Fund determines its NAV.
When a most recent last sale or closing price is not available, portfolio securities, other than
option securities, that are traded on a U.S. securities exchange and other securities traded in the
over-the-counter market are valued at the mean between the most recent bid and asked quotations in
accordance with guidelines adopted by the board of trustees. Each option security traded on a U.S.
securities exchange is valued at the mid-point of the consolidated bid/ask quote for the option
security, also in accordance with guidelines adopted by the board of trustees. Each
over-the-counter option that is not traded through the Options Clearing Corporation is valued based
on a quotation provided by the counterparty to such option under the ultimate supervision of the
board of trustees.
Trading in securities on European and Far Eastern securities exchanges and over-the-counter
markets is typically completed at various times before the close of business on each day on which
the New York Stock Exchange (NYSE) is open. Each security trading on these exchanges or
over-the-counter markets is evaluated utilizing a systematic fair valuation model provided by an
independent pricing service approved by the board of trustees. The valuation of each security that
meets certain criteria in relation to the valuation model is systematically adjusted to reflect
the impact of movement in the U.S. market after the foreign markets close. Securities that do not
meet the criteria, or that are principally traded in other foreign markets, are valued as of the
last current sale price at the time as of which the Fund determines its NAV, or when reliable
market prices or quotations are not readily available, at the mean between the most recent bid and
asked quotations as of the close of the appropriate exchange or other designated time, in
accordance with guidelines adopted by the board of trustees. Trading of foreign securities may not
take place on every NYSE business day. In addition, trading may take place in various foreign
markets on Saturdays or on other days when the NYSE is not open and on which the Funds NAV is not
calculated.
If the pricing committee determines that the valuation of a security in accordance with the
methods described above is not reflective of a fair value for such security, the security,
including any thinly-traded security, below investment grade bond or synthetic convertible
instrument, is valued at a fair value by the pricing committee, under the ultimate supervision of
the board of trustees, following the guidelines and/or procedures adopted by the board of
trustees.
The Fund also may use fair value pricing, pursuant to guidelines adopted by the board of trustees
and under the ultimate supervision of the board of trustees, if the value of a foreign security it
holds is
materially affected by events occurring before their pricing time but after the close of the
primary market or exchange on which the security is traded. Those procedures may utilize valuations
furnished by pricing services approved by the board of trustees, which may be based on market
transactions for comparable securities and various relationships between securities that are
generally recognized by institutional traders, a computerized matrix system, or appraisals derived
from information concerning the securities or similar securities received from recognized dealers
in those securities.
When fair value pricing of securities is employed, the prices of securities used by a Fund to
calculate its NAV may differ from market quotations or official closing prices. In light of the
judgment involved in fair valuations, there can be no assurance that a fair value assigned to a
particular security is accurate.
Investment Transactions. Short-term and long-term investment transactions are recorded on a trade
date basis on January 31, 2008.
Foreign Currency Translation. Values of investments and other assets and liabilities denominated in
foreign currencies are translated into U.S. dollars using a rate quoted by a major bank or dealer
in the particular currency market, as reported by a recognized quotation dissemination service.
Option Transactions. For hedging and investment purposes, the Fund may purchase or write (sell)
put and call options. One of the risks associated with purchasing an option, is that the Fund pays
a premium whether or not the option is exercised. Additionally, the Fund bears the risk of loss of
premium and change in market value should the counterparty not perform under the contract. Put and
call options purchased are accounted for in the same manner as portfolio securities. The cost of
securities acquired through the exercise of call options is increased by premiums paid. The
proceeds from securities sold through the exercise of put options are decreased by the premiums
paid.
When a Fund writes an option, an amount equal to the premium received by the Fund is recorded as a
liability and is subsequently adjusted to the current value of the option written. Premiums
received from writing options that expire unexercised are treated by the Fund on the expiration
date as realized gains from written options. The difference between the premium and the amount paid
on effecting a closing purchase transaction, including brokerage commissions, is also treated as a
realized gain, or, if the premium is less than the amount paid for the closing purchase
transaction, as a realized loss. If a written call option is exercised, the premium is added to the
proceeds from the sale of the underlying security or currency in determining whether the Fund has
realized a gain or loss. If a written put option is exercised, the premium reduces the cost basis
of the securities purchased by the Fund. The Fund as writer of an option bears the market risk of
an unfavorable change in the price of the security underlying the written option.
NOTE 2 INVESTMENTS
The following information is presented on a federal income tax basis as of January 31, 2008.
Differences between the cost basis under U.S. generally accepted accounting principles and
federal income tax purposes are primarily due to timing differences.
The cost basis of investments for federal income tax purposes at January 31, 2008 was as follows:
|
|
|
|
|
Cost basis of investments |
|
$ |
195,605,761 |
|
|
|
|
|
Gross unrealized appreciation |
|
|
24,303,980 |
|
Gross unrealized depreciation |
|
|
(10,488,490 |
) |
|
|
|
|
Net unrealized appreciation (depreciation) |
|
$ |
13,815,490 |
|
|
|
|
|
NOTE 3 FORWARD FOREIGN CURRENCY CONTRACTS
There were no open forward currency contracts at January 31, 2008.
NOTE 4 PREFERRED SHARES
There are unlimited shares of Auction Rate Cumulative Preferred Shares (Preferred Shares)
authorized. The Preferred Shares have rights as determined by the board of trustees. The 2,360
shares of Preferred Shares outstanding consist of one series, 2,360 shares of T. The Preferred
Shares have a liquidation value of $25,000 per share plus any accumulated but unpaid dividends,
whether or not declared.
NOTE 5 SYNTHETIC CONVERTIBLE INSTRUMENTS
The Fund may establish a synthetic convertible instrument by combining separate securities that
possess the economic characteristics similar to a convertible security, i.e., fixed-income
securities (fixed-income component, which may be a convertible or non-convertible security) and
the right to acquire equity securities (convertible component). The fixed-income component is
achieved by investing in fixed-income securities such as bonds, preferred stocks, and money market
instruments. The convertible component is achieved by investing in warrants or options to buy
common stock at a certain exercise price, or options on a stock index. In establishing a synthetic
instrument, the Fund may pool a basket of fixed-income securities and a basket of warrants or
options that produce the economic characteristics similar to a convertible security. Within each
basket of fixed-income securities and warrants or options, different companies may issue the
fixed-income and convertible components, which may be purchased separately and at different times.
The Fund may also purchase synthetic securities created by other parties, typically investment
banks, including convertible structured notes. Convertible structured notes are fixed-income
debentures linked to equity. Convertible structured notes have the attributes of a convertible
security; however, the investment bank that issued the convertible note assumes the credit risk
associated with the investment, rather than the issuer of the underlying common stock into which
the note is convertible. Purchasing synthetic convertible securities may offer more flexibility
than purchasing a convertible security.
NOTE 6 SECURITIES LENDING
For the period ended January 31, 2008, the Fund may loan one or more of its securities to
broker-dealers and banks. Any such loan must be continuously secured by collateral in cash or cash
equivalents maintained on a current basis in an amount at least equal to the market value of the
securities loaned by the Fund. The Fund continues to receive the equivalent of the interest or
dividends paid by the issuer on the securities loaned and also receive an additional return that
may be in the form of a fixed fee or a percentage of the income earned on the collateral. The Fund
may pay reasonable fees to persons unaffiliated with the Fund for services in arranging these
loans. The Fund has the right to call the loan and obtain the securities loaned at any time on
notice of not less than five business days. The Fund does not have the right to vote the securities
during the existence of the loan but could call the loan in an attempt to permit voting of the
securities in certain circumstances. Upon return of the securities loaned, the cash or cash
equivalent collateral will be returned to the borrower. In the event of bankruptcy or other default
of the borrower, the Fund could experience both delays in liquidating the loan collateral or
recovering the loaned securities and losses, including (a) possible decline in the value of the
collateral or in the value of the securities loaned during the period while the
Fund seeks to enforce its rights thereto, (b) possible subnormal levels of income and lack of
access to income during this period, and (c) the expenses of enforcing their rights. In an effort
to reduce these risks, the Funds securities lending agent monitors and reports to Calamos
Advisors LLC on the creditworthiness of the firms to which a Fund lends securities. At January 31,
2008, the Fund had securities valued at $9,027,298 that were on loan to broker-dealers and banks
and $9,150,043 in cash or cash equivalent collateral.
NOTE 7 STRUCTURED EQUITY-LINKED SECURITIES
The Fund may also invest in structured equity-linked securities created by third parties, typically
investment banks. Structured equity-linked securities created by such parties may be designed to
simulate the characteristics of traditional convertible securities or may be designed to alter or
emphasize a particular feature. Traditional convertible securities typically offer stable cash
flows with the ability to participate in capital appreciation of the underlying common stock.
Because traditional convertible securities are exercisable at the option of the holder, the holder
is protected against downside risk. Structured equity-linked securities may alter these
characteristics by offering enhanced yields in exchange for reduced capital appreciation or less
downside protection, or any combination of these features. Structured equity-linked instruments may
include structured notes, equity-linked notes, mandatory convertibles and combinations of
securities and instruments, such as a debt instrument combined with a forward contract.
ITEM 2.
CONTROLS AND PROCEDURES.
a) The registrants principal executive officer and principal financial officer have evaluated the
registrants disclosure controls and procedures within 90 days of this filing and have concluded
that the registrants disclosure controls and procedures were effective, as of that date, in
ensuring that information required to be disclosed by the registrant in this Form N-Q was recorded,
processed, summarized, and reported timely.
b) There were no changes in the registrants internal controls over financial reporting (as defined
in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the registrants
last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the
registrants internal control over financial reporting.
ITEM 3.
EXHIBITS.
(a) Certification of Principal Executive Officer.
(b) Certification of Principal Financial Officer.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment
Company Act of 1940, the registrant has duly caused this report to be signed on its behalf
by the undersigned, thereunto duly authorized.
Calamos Global Total Return Fund
|
|
|
|
|
By: |
|
/s/ John P. Calamos, Sr. |
|
|
|
|
|
|
|
Name: John P. Calamos, Sr. |
|
|
Title: Principal Executive Officer |
|
|
Date: March 24, 2008 |
|
|
|
|
|
|
|
By: |
|
/s/ Nimish S. Bhatt |
|
|
|
|
|
|
|
Name: Nimish S. Bhatt |
|
|
Title: Principal Financial Officer |
|
|
Date: March 24, 2008 |
|
|
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company
Act of 1940, this report has been signed by the following persons on behalf of the registrant and
in the capacities and on the dates indicated.
Calamos
Global Total Return Fund
|
|
|
|
|
By: |
|
/s/ John P. Calamos, Sr. |
|
|
|
|
|
|
|
Name: John P. Calamos, Sr. |
|
|
Title: Principal Executive Officer |
|
|
Date: March 24, 2008 |
|
|
|
|
|
|
|
By: |
|
/s/ Nimish S. Bhatt |
|
|
|
|
|
|
|
Name: Nimish S. Bhatt |
|
|
Title: Principal Financial Officer |
|
|
Date: March 24, 2008 |
|
|