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Magnetically hard hexaferrites MFe12O19 (M = Ba, Sr, Pb) are widely used materials for production of permanent magnets [1], microwave devices [1] and also highly reliable recording media [2]. Although the hexaferrites have lower coercivity, remanent magnetization and, therefore, lower energy product (BH)max than rare-earth-based magnets, they are very attractive and useful due to their high chemical and thermal stability, dielectricity and significantly lower cost. Therefore, the development of hexaferrites with enhanced performance is very important for modern engineering. The hexaferrites have magnetoplumbite structure (M-type) which belongs to P63/mmc space group. The iron ions occupy five different crystallographic positions, and their spin orientations along the c-axis may be down (for 2a, 2b and 12k sites) and up (for 4f1 and 4f2 sites) [3]. Therefore, the hard hexaferrites are ferrimagnetic with uniaxial magnetocrystalline anisotropy. While the improvement of saturation magnetization of hexaferrites is fundamentally limited, the controllable decrease could lead to significant rise of the coercivity, because these properties are related as Hc ~ K1/Ms for single-domain particles (where K1 is magnetocrystalline anisotropy constant). It is known that substitution of iron ions for aluminum results in some effect [4, 5], however it is generally far from theoretical values. It happens because of low reactivity, so very high temperatures are needed to incorporate aluminum into hexaferrite structure. This leads to fast crystallite growth, and the crystallite size exceeds the single-domain limit abruptly lowering the coercive force. Furthermore, there is an issue of unreacted impurities at high aluminum content, which additionally decrease the material magnetization. Here we report a simple synthesis of Ca-Al double substituted strontium hexaferrite Sr1-x/12Cax/12Fe12-xAlxO19. The rise of the substitution ratio x leads to decrease of magnetization, but significant increase of coercivity. At x = 4 the coercivity is 21.3 Oe, which is higher than for ε-Fe2O3 with the same magnetization of 15 emu/g. At x = 5.5 the coercivity reaches 36 kOe, which is the highest value known for ferrite materials. The coercivity could be further improved by alignment of the hexaferrite particles dispersed in a polymer by the magnetic field. Such oriented composites possess nearly square hysteresis loops with coercivity up to 41 kOe while magnetized in alignment direction. The high anisotropy fields result in very high ferromagnetic resonance frequencies. The FMR frequency increases with substitution ratio and reaches the record-high values of 180 – 240 GHz for x = 4 – 5.5. Also we have studied the features of the crystalline structure of the samples by high precision synchrotron radiation diffraction (ESRF, Grenoble) and revealed that the presence of calcium results in shrinking of oxygen surroundings in bipyramidal iron position, which could be a reason of the increase of magnetocrystalline anisotropy compared to simple aluminum doping of strontium hexaferrite. The magnetic structure of Al-substituted samples was investigated with the use of the High Resolution Fourier Diffractometer (HRFD, JINR, Dubna). For the sample with x = 3 diffraction experiments were performed at low temperatures (4K, 150K), room temperatures and under heating (730K) in the paramagnetic state. Authors are very grateful to JINR (Dubna, Russia) for the neutron diffraction experiments and to ESRF (Grenoble, France) for the synchrotron studies. This work was supported by Russian Foundation for Basic Research (grant 15-03-04277). [1] R. C. Pullar (2012). Progress in Materials Science. 57, 1191. [2] M. A. Lantz, et al. (2015). IEEE T. Magn. 51, 3101304. [3] H. Kojima (1982). Fundamental Properties of Hexagonal Ferrites with Magnetoplumbite Structure in Ferromagnetic Materials, ed. Wohlfarth E.P. North-Holland Publishing Company. [4] P.E. Kazin, L.A. Trusov, et al. (2008). Journal of Magnetism and Magnetic Materials. 320, 1068. [5] H. Luo (2012). Journal of Magnetism and Magnetic Materials. 324, 2602.