Calamos Market Neutral Income Fund Holdings

Calamos Funds Portfolio Data as of 06/30/21 (unaudited) This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC. These holdings include securities and cash equivalents.

Important Legal Information

The portfolio data is “as of” the date indicated and may not represent current or future portfolio composition. Portfolio holdings are subject to change daily without notice. Includes cash and cash equivalents and excludes forwards, futures, and swaps. Unlike the fund’s regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) requirements and are unaudited. Therefore, this information may differ from that information contained in the annual and semi-annual reports to shareholders filed with the SEC on Form N-CSR or Form N-Q. This information does not constitute a recommendation or offer for a particular security, nor should it be taken as a solicitation or recommendation to buy or sell securities or other investments.

Percent of Interest Date Fund Name Security Name Ticker Investment Type Name Major Industry Name Issue Country Name Local Currency Name Shares/Par Value Local Market Value Base Market Value Maturity Date Investments Rate 06/30/21 Calamos Market Neutral Income Fund Osiris Acquisition Corp. OSI/U US Common Stocks Financials United States Of America (The) US Dollar 750,000 7,466,250 7,466,250 0.08% 06/30/21 Calamos Market Neutral Income Fund AF Acquisition Corp. AFAQU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 750,000 7,458,750 7,458,750 0.08% 06/30/21 Calamos Market Neutral Income Fund Pine Technology Acquisition Corp. PTOCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 710,000 7,078,700 7,078,700 0.08% 06/30/21 Calamos Market Neutral Income Fund G&P Acquisition Corp. GAPA/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 700,000 7,014,000 7,014,000 0.07% 06/30/21 Calamos Market Neutral Income Fund TB, SA Acquisition Corp. TBSAU US Common Stocks Special Purpose Acquisition Companies Cayman Islands (The) US Dollar 700,000 6,972,000 6,972,000 0.07% 06/30/21 Calamos Market Neutral Income Fund Digital Transformation Opportunities Corp. DTOCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 625,000 6,187,500 6,187,500 0.07% 06/30/21 Calamos Market Neutral Income Fund Artisan Acquisition Corp. ARTAU US Common Stocks Financials Cayman Islands (The) US Dollar 600,000 5,976,000 5,976,000 0.06% 06/30/21 Calamos Market Neutral Income Fund Agile Growth Corp. AGGRU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 550,000 5,483,500 5,483,500 0.06% 06/30/21 Calamos Market Neutral Income Fund Twelve Seas Investment Company II TWLVU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 537,329 5,351,797 5,351,797 0.06% 06/30/21 Calamos Market Neutral Income Fund GX Acquisition Corp. II GXIIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 533,506 5,324,390 5,324,390 0.06% 06/30/21 Calamos Market Neutral Income Fund Tuatara Capital Acquisition Corp. TCACU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 5,120,000 5,120,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Astrea Acquisition Corp. ASAXU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 511,397 5,103,742 5,103,742 0.05% 06/30/21 Calamos Market Neutral Income Fund BYTE Acquisition Corp. BYTSU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 5,095,000 5,095,000 0.05% 06/30/21 Calamos Market Neutral Income Fund African Gold Acquisition Corp. AGAC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 5,055,000 5,055,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Accelerate Acquisition Corp. AAQC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 5,045,000 5,045,000 0.05% 06/30/21 Calamos Market Neutral Income Fund FTAC Hera Acquisition Corp. HERAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 5,022,500 5,022,500 0.05% 06/30/21 Calamos Market Neutral Income Fund DHC Acquisition Corp. DHCAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 5,020,000 5,020,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Magnum Opus Acquisition, Ltd. OPA/U US Common Stocks Special Purpose Acquisition Companies Hong Kong US Dollar 500,000 5,015,000 5,015,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Skydeck Acquisition Corp. SKYAU US Common Stocks Financials United States Of America (The) US Dollar 500,000 5,000,000 5,000,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Angel Pond Holdings Corp. POND/U US Common Stocks Financials United States Of America (The) US Dollar 500,000 5,000,000 5,000,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Stratim Cloud Acquisition Corp. SCAQU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 5,000,000 5,000,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Kismet Acquisition Two Corp. KAIIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 5,000,000 5,000,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Tech and Energy Transition Corp. TETCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 5,000,000 5,000,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Forum Merger IV Corp. FMIVU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 4,995,000 4,995,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Kismet Acquisition Three Corp. KIIIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 4,995,000 4,995,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Peridot Acquisition Corp. II PDOT/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 4,995,000 4,995,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Disruptive Acquisition Corp. I DISAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 4,985,000 4,985,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Athena Technology Acquisition Corp. ATHN/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 4,985,000 4,985,000 0.05% 06/30/21 Calamos Market Neutral Income Fund PWP Forward Acquisition Corp. I FRWAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 4,975,000 4,975,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Landcadia Holdings IV, Inc. LCAHU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 4,975,000 4,975,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Build Acquisition Corp. BGSX/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 4,975,000 4,975,000 0.05% 06/30/21 Calamos Market Neutral Income Fund Colombier Acquisition Corp. CLBR/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 4,960,000 4,960,000 0.05% 06/30/21 Calamos Market Neutral Income Fund TLG Acquisition One Corp. TLGA/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 500,000 4,960,000 4,960,000 0.05% 06/30/21 Calamos Market Neutral Income Fund RXR Acquisition Corp. RXRAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 450,000 4,482,000 4,482,000 0.05% 06/30/21 Calamos Market Neutral Income Fund GigInternational1, Inc. GIWWU US Common Stocks Financials United States Of America (The) US Dollar 443,787 4,466,716 4,466,716 0.05% 06/30/21 Calamos Market Neutral Income Fund ITHAX Acquisition Corp. ITHXU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 441,806 4,418,060 4,418,060 0.05% 06/30/21 Calamos Market Neutral Income Fund Fusion Acquisition Corp. II FSNB/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 425,000 4,245,750 4,245,750 0.05% 06/30/21 Calamos Market Neutral Income Fund Flame Acquisition Corp. FLME/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 400,000 4,060,000 4,060,000 0.04% 06/30/21 Calamos Market Neutral Income Fund Mason Industrial Technology, Inc. MIT/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 400,000 4,028,000 4,028,000 0.04% 06/30/21 Calamos Market Neutral Income Fund Growth Capital Acquisition Corp. GCACU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 401,201 4,005,992 4,005,992 0.04% 06/30/21 Calamos Market Neutral Income Fund ESM Acquisition Corp. ESM/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 400,000 4,000,000 4,000,000 0.04% 06/30/21 Calamos Market Neutral Income Fund Ross Acquisition Corp. II ROSS/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 400,000 3,988,000 3,988,000 0.04% 06/30/21 Calamos Market Neutral Income Fund Crown PropTech Acquisitions CPTK/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 400,000 3,972,000 3,972,000 0.04% 06/30/21 Calamos Market Neutral Income Fund NextGen Acquisition Corp. II NGCAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 358,606 3,880,117 3,880,117 0.04% 06/30/21 Calamos Market Neutral Income Fund Orion Biotech Opportunities Corp. ORIAU US Common Stocks Financials United States Of America (The) US Dollar 375,000 3,787,500 3,787,500 0.04% 06/30/21 Calamos Market Neutral Income Fund Golden Arrow Merger Corp. GAMCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 380,000 3,777,200 3,777,200 0.04% 06/30/21 Calamos Market Neutral Income Fund Warrior Technologies Acquisition Company WARR/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 370,548 3,727,713 3,727,713 0.04% 06/30/21 Calamos Market Neutral Income Fund Tailwind Two Acquisition Corp. TWNT/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 350,000 3,496,500 3,496,500 0.04% 06/30/21 Calamos Market Neutral Income Fund EJF Acquisition Corp. EJFAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 325,000 3,243,500 3,243,500 0.03% 06/30/21 Calamos Market Neutral Income Fund Oyster Enterprises Acquisition Corp. OSTRU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 302,300 3,023,000 3,023,000 0.03% 06/30/21 Calamos Market Neutral Income Fund Austerlitz Acquisition Corp. II ASZ/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 300,000 3,021,000 3,021,000 0.03% 06/30/21 Calamos Market Neutral Income Fund Summit Healthcare Acquisition Corp. SMIHU US Common Stocks Special Purpose Acquisition Companies Hong Kong US Dollar 300,000 3,018,000 3,018,000 0.03% 06/30/21 Calamos Market Neutral Income Fund Catalyst Partners Acquisition Corp. CPARU US Common Stocks Financials United States Of America (The) US Dollar 300,000 3,012,000 3,012,000 0.03% 06/30/21 Calamos Market Neutral Income Fund SilverBox Engaged Merger Corp. I SBEAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 300,000 3,000,000 3,000,000 0.03% 06/30/21 Calamos Market Neutral Income Fund Anzu Special Acquisition Corp. I ANZUU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 300,000 3,000,000 3,000,000 0.03% 06/30/21 Calamos Market Neutral Income Fund EQ Health Acquisition Corp. EQHA/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 300,700 2,997,979 2,997,979 0.03% 06/30/21 Calamos Market Neutral Income Fund Orion Acquisition Corp. OHPAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 300,000 2,976,000 2,976,000 0.03% 06/30/21 Calamos Market Neutral Income Fund Alkuri Global Acquisition Corp. KURIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 250,000 2,567,500 2,567,500 0.03% 06/30/21 Calamos Market Neutral Income Fund Maquia Capital Acquisition Corp. MAQCU US Common Stocks Financials United States Of America (The) US Dollar 250,000 2,532,500 2,532,500 0.03% 06/30/21 Calamos Market Neutral Income Fund Ibere Pharmaceuticals IBER/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 250,000 2,512,500 2,512,500 0.03% 06/30/21 Calamos Market Neutral Income Fund Elliott Opportunity II Corp. EOCW/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 250,000 2,502,500 2,502,500 0.03% 06/30/21 Calamos Market Neutral Income Fund Tailwind International Acquisition Corp. TWNI/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 250,000 2,500,000 2,500,000 0.03% 06/30/21 Calamos Market Neutral Income Fund Corazon Capital V838 Monoceros Corp. CRZNU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 250,000 2,500,000 2,500,000 0.03% 06/30/21 Calamos Market Neutral Income Fund Twin Ridge Capital Acquisition Corp. TRCA/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 250,000 2,497,500 2,497,500 0.03% 06/30/21 Calamos Market Neutral Income Fund Property Solutions Acquisition Corp. II PSAGU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 250,000 2,497,500 2,497,500 0.03% 06/30/21 Calamos Market Neutral Income Fund Reinvent Technology Partners RTP US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 250,000 2,495,000 2,495,000 0.03% 06/30/21 Calamos Market Neutral Income Fund Priveterra Acquisition Corp. PMGMU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 250,000 2,492,500 2,492,500 0.03% 06/30/21 Calamos Market Neutral Income Fund Glenfarne Merger Corp. GGMCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 250,000 2,486,250 2,486,250 0.03% 06/30/21 Calamos Market Neutral Income Fund Kernel Group Holdings, Inc. KRNL US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 250,000 2,432,500 2,432,500 0.03% 06/30/21 Calamos Market Neutral Income Fund Atlantic Coastal Acquisition Corp. ACAHU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 240,000 2,385,600 2,385,600 0.03% 06/30/21 Calamos Market Neutral Income Fund Coliseum Acquisition Corp. MITAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 239,855 2,369,767 2,369,767 0.03% 06/30/21 Calamos Market Neutral Income Fund Mission Advancement Corp. MACC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 225,000 2,247,750 2,247,750 0.02% 06/30/21 Calamos Market Neutral Income Fund Itiquira Acquisition Corp. ITQRU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 220,000 2,202,200 2,202,200 0.02% 06/30/21 Calamos Market Neutral Income Fund Rosecliff Acquisition Corp. I RCLFU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 209,652 2,104,906 2,104,906 0.02% 06/30/21 Calamos Market Neutral Income Fund Cartesian Growth Corp. GLBLU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 210,000 2,095,800 2,095,800 0.02% 06/30/21 Calamos Market Neutral Income Fund Silver Spike Acquisition Corp. II SPKBU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 208,021 2,094,771 2,094,771 0.02% 06/30/21 Calamos Market Neutral Income Fund Velocity Acquisition Corp. VELOU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 210,000 2,089,500 2,089,500 0.02% 06/30/21 Calamos Market Neutral Income Fund Fifth Wall Acquisition Corp. III FWAC US Common Stocks Financials United States Of America (The) US Dollar 206,711 2,056,774 2,056,774 0.02% 06/30/21 Calamos Market Neutral Income Fund VPC Impact Acquisition Holdings III, Inc. VPCC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 200,000 2,054,000 2,054,000 0.02% 06/30/21 Calamos Market Neutral Income Fund Isos Acquisition Corp. ISOS/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 200,000 2,038,000 2,038,000 0.02% 06/30/21 Calamos Market Neutral Income Fund Gores Guggenheim, Inc. GGPIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 200,000 2,002,000 2,002,000 0.02% 06/30/21 Calamos Market Neutral Income Fund Fortress Value Acquisition Corp. IV FVIV/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 200,000 2,000,000 2,000,000 0.02% 06/30/21 Calamos Market Neutral Income Fund RMG Acquisition Corp. III RMGCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 200,000 2,000,000 2,000,000 0.02% 06/30/21 Calamos Market Neutral Income Fund B Riley Principal 250 Merger Corp. BRIVU US Common Stocks Financials United States Of America (The) US Dollar 200,000 1,994,000 1,994,000 0.02% 06/30/21 Calamos Market Neutral Income Fund TCW Special Purpose Acquisition Corp. TSPQ/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 200,000 1,994,000 1,994,000 0.02% 06/30/21 Calamos Market Neutral Income Fund Soaring Eagle Acquisition Corp- Class A SRNG US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 200,000 1,992,000 1,992,000 0.02% 06/30/21 Calamos Market Neutral Income Fund D & Z Media Acquisition Corp. DNZ/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 200,000 1,990,000 1,990,000 0.02% 06/30/21 Calamos Market Neutral Income Fund Vector Acquisition Corp. II VAQC US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 200,000 1,986,000 1,986,000 0.02% 06/30/21 Calamos Market Neutral Income Fund Clarim Acquisition Corp. CLRMU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 200,000 1,986,000 1,986,000 0.02% 06/30/21 Calamos Market Neutral Income Fund Jaws Mustang Acquisition Corp. JWSM/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 175,000 1,760,500 1,760,500 0.02% 06/30/21 Calamos Market Neutral Income Fund DHB Capital Corp. DHBCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 175,000 1,750,000 1,750,000 0.02% 06/30/21 Calamos Market Neutral Income Fund Freedom Acquisition I Corp. FACT/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 170,000 1,696,600 1,696,600 0.02% 06/30/21 Calamos Market Neutral Income Fund Compute Health Acquisition Corp. CPUH/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 150,000 1,533,000 1,533,000 0.02% 06/30/21 Calamos Market Neutral Income Fund M3-Brigade Acquisition II Corp. MBAC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 150,000 1,515,000 1,515,000 0.02% 06/30/21 Calamos Market Neutral Income Fund Levere Holdings Corp. LVRAU US Common Stocks Special Purpose Acquisition Companies Cayman Islands (The) US Dollar 150,000 1,514,250 1,514,250 0.02% 06/30/21 Calamos Market Neutral Income Fund Hamilton Lane Alliance Holdings I, Inc. HLAHU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 150,000 1,513,500 1,513,500 0.02% 06/30/21 Calamos Market Neutral Income Fund KKR Acquisition Holdings I Corp. KAHC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 150,000 1,506,000 1,506,000 0.02% 06/30/21 Calamos Market Neutral Income Fund Hudson Executive Investment Corp. III HIIIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 150,000 1,498,500 1,498,500 0.02% 06/30/21 Calamos Market Neutral Income Fund Corner Growth Acquisition Corp. 2 TRONU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 125,000 1,258,750 1,258,750 0.01% 06/30/21 Calamos Market Neutral Income Fund Aries I Acquisition Corp. RAMMU US Common Stocks Financials Cayman Islands (The) US Dollar 125,000 1,256,250 1,256,250 0.01% 06/30/21 Calamos Market Neutral Income Fund Big Sky Growth Partners, Inc. Unit Usd.0001 BSKYU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 119,900 1,197,801 1,197,801 0.01% 06/30/21 Calamos Market Neutral Income Fund Post Holdings Partnering Corp. PSPC/U US Common Stocks Financials United States Of America (The) US Dollar 100,000 1,039,000 1,039,000 0.01% 06/30/21 Calamos Market Neutral Income Fund CA Healthcare Acquisition Corp. CAHCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,034,000 1,034,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Fortistar Sustainable Solutions Corp. FSSIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,028,000 1,028,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Waldencast Acquisition Corp. WALDU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,027,500 1,027,500 0.01% 06/30/21 Calamos Market Neutral Income Fund Centricus Acquisition Corp. CENHU US Common Stocks Special Purpose Acquisition Companies United Kingdom US Dollar 100,000 1,024,000 1,024,000 0.01% Calamos Funds Portfolio Data as of 06/30/21 (unaudited) This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC. These holdings include securities and cash equivalents.

Important Legal Information

Percent of Interest Date Fund Name Security Name Ticker Investment Type Name Major Industry Name Issue Country Name Local Currency Name Shares/Par Value Local Market Value Base Market Value Maturity Date Investments Rate 06/30/21 Calamos Market Neutral Income Fund Group Nine Acquisition Corp. GNACU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,010,000 1,010,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Supernova Partners Acquisition Company III, Ltd. STRE/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,008,500 1,008,500 0.01% 06/30/21 Calamos Market Neutral Income Fund Jaws Juggernaut Acquisition Corp. JUGGU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,006,000 1,006,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Spartan Acquisition Corp. III SPAQ/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,006,000 1,006,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Jaws Hurricane Acquisition Corp. HCNEU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,006,000 1,006,000 0.01% 06/30/21 Calamos Market Neutral Income Fund ScION Tech Growth II SCOBU US Common Stocks Special Purpose Acquisition Companies United Kingdom US Dollar 100,000 1,005,000 1,005,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Live Oak Mobility Acquisition Corp. LOKM/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,004,000 1,004,000 0.01% 06/30/21 Calamos Market Neutral Income Fund VPC Impact Acquisition Holdings II VPCBU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,004,000 1,004,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Zimmer Energy Transition Acquisition Corp. ZTAQU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,004,000 1,004,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Monument Circle Acquisition Corp. MONCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,004,000 1,004,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Arrowroot Acquisition Corp. ARRWU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,003,000 1,003,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Quantum FinTech Acquisition Corp. QFTA/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,003,000 1,003,000 0.01% 06/30/21 Calamos Market Neutral Income Fund OceanTech Acquisitions I Corp. OTECU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,002,500 1,002,500 0.01% 06/30/21 Calamos Market Neutral Income Fund Virgin Group Acquisition Corp. II VGII/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,002,000 1,002,000 0.01% 06/30/21 Calamos Market Neutral Income Fund BlueRiver Acquisition Corp. BLUA/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,001,000 1,001,000 0.01% 06/30/21 Calamos Market Neutral Income Fund One Equity Partners Open Water I Corp. OEPWU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,000,000 1,000,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Z-Work Acquisition Corp. ZWRKU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,000,000 1,000,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Ares Acquisition Corp. AAC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,000,000 1,000,000 0.01% 06/30/21 Calamos Market Neutral Income Fund JOFF Fintech Acquisition Corp. JOFFU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,000,000 1,000,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Frontier Acquisition Corp. FRONU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,000,000 1,000,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Independence Holdings Corp. ACQRU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 1,000,000 1,000,000 0.01% 06/30/21 Calamos Market Neutral Income Fund L Catterton Asia Acquisition Corp. LCAAU US Common Stocks Special Purpose Acquisition Companies Singapore US Dollar 100,000 1,000,000 1,000,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Thunder Bridge Capital Partners III, Inc. TBCPU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 999,000 999,000 0.01% 06/30/21 Calamos Market Neutral Income Fund DiamondHead Holdings Corp. DHHCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 999,000 999,000 0.01% 06/30/21 Calamos Market Neutral Income Fund European Biotech Acquisition Corp. EBACU US Common Stocks Special Purpose Acquisition Companies Netherlands (The) US Dollar 100,000 998,000 998,000 0.01% 06/30/21 Calamos Market Neutral Income Fund TZP Strategies Acquisition Corp. TZPSU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 998,000 998,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Plum Acquisition Corp. I PLMIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 997,500 997,500 0.01% 06/30/21 Calamos Market Neutral Income Fund Edify Acquisition Corp. EACPU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 994,500 994,500 0.01% 06/30/21 Calamos Market Neutral Income Fund Science Strategic Acquisition Corp. Alpha SSAAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 994,000 994,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Decarbonization Plus Acquisition Corp. II DCRN US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 100,000 987,000 987,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Longview Acquisition Corp. II LGV/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 75,000 756,000 756,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Sandbridge X2 Corp. SBII/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 75,000 750,750 750,750 0.01% 06/30/21 Calamos Market Neutral Income Fund Fintech Evolution Acquisition Group FTEV/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 75,000 748,500 748,500 0.01% 06/30/21 Calamos Market Neutral Income Fund Catcha Investment Corp. CHAA/U US Common Stocks Special Purpose Acquisition Companies Malaysia US Dollar 75,000 745,500 745,500 0.01% 06/30/21 Calamos Market Neutral Income Fund Primavera Capital Acquisition Corp. PV/U US Common Stocks Special Purpose Acquisition Companies Hong Kong US Dollar 70,000 712,600 712,600 0.01% 06/30/21 Calamos Market Neutral Income Fund Supernova Partners Acquisition Company II, Ltd. SNII/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 70,000 698,600 698,600 0.01% 06/30/21 Calamos Market Neutral Income Fund Rice Acquisition Corp. II RONI/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 65,000 664,300 664,300 0.01% 06/30/21 Calamos Market Neutral Income Fund ABG Acquisition Corp. I ABGI US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 65,000 640,250 640,250 0.01% 06/30/21 Calamos Market Neutral Income Fund Kernel Group Holdings, Inc. KRNLU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,120 512,728 512,728 0.01% 06/30/21 Calamos Market Neutral Income Fund Music Acquisition Corp. TMAC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,000 508,500 508,500 0.01% 06/30/21 Calamos Market Neutral Income Fund CF Acquisition Corp. VIII CFFEU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,000 506,000 506,000 0.01% 06/30/21 Calamos Market Neutral Income Fund COVA Acquisition Corp. COVAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,000 504,500 504,500 0.01% 06/30/21 Calamos Market Neutral Income Fund FinTech Acquisition Corp. FTVIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,000 504,500 504,500 0.01% 06/30/21 Calamos Market Neutral Income Fund Simon Property Group Acquisition Holdings, Inc. SPGS/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,000 503,505 503,505 0.01% 06/30/21 Calamos Market Neutral Income Fund Jack Creek Investment Corp. JCICU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,000 502,500 502,500 0.01% 06/30/21 Calamos Market Neutral Income Fund Altimar Acquisition Corp. II ATMR/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,000 501,500 501,500 0.01% 06/30/21 Calamos Market Neutral Income Fund dMY Technology Group, Inc. IV DMYQ/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,000 501,000 501,000 0.01% 06/30/21 Calamos Market Neutral Income Fund Advanced Merger Partners, Inc. AMPI/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,000 499,500 499,500 0.01% 06/30/21 Calamos Market Neutral Income Fund CC Neuberger Principal Holdings III PRPC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,000 499,500 499,500 0.01% 06/30/21 Calamos Market Neutral Income Fund First Reserve Sustainable Growth Corp. FRSGU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 50,000 499,500 499,500 0.01% 06/30/21 Calamos Market Neutral Income Fund Valor Latitude Acquisition Corp. VLATU US Common Stocks Financials United States Of America (The) US Dollar 50,000 497,000 497,000 0.01% 06/30/21 Calamos Market Neutral Income Fund ESG Core Investments, BV ESG NA Common Stocks Special Purpose Acquisition Companies Netherlands (The) Euro Currency 40,265 384,372 455,770 0.00% 06/30/21 Calamos Market Neutral Income Fund Figure Acquisition Corp. I FACA/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 40,000 415,200 415,200 0.00% 06/30/21 Calamos Market Neutral Income Fund Gores Technology Partners II, Inc. GTPBU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 40,000 409,800 409,800 0.00% 06/30/21 Calamos Market Neutral Income Fund Reinvent Technology Partners Y RTPYU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 40,000 403,600 403,600 0.00% 06/30/21 Calamos Market Neutral Income Fund Gores Holdings VII, Inc. GSEVU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 40,000 403,200 403,200 0.00% 06/30/21 Calamos Market Neutral Income Fund FAST Acquisition Corp. II FZT/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 40,000 400,800 400,800 0.00% 06/30/21 Calamos Market Neutral Income Fund Hudson Executive Investment Corp. II HCIIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 35,000 348,600 348,600 0.00% 06/30/21 Calamos Market Neutral Income Fund Broadscale Acquisition Corp. SCLEU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 30,000 299,700 299,700 0.00% 06/30/21 Calamos Market Neutral Income Fund Slam Corp. SLAMU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 30,000 299,400 299,400 0.00% 06/30/21 Calamos Market Neutral Income Fund Empowerment & Inclusion Capital I Corp. EPWR/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 26,400 266,640 266,640 0.00% 06/30/21 Calamos Market Neutral Income Fund CF Acquisition Corp. V CFFVU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 25,000 254,750 254,750 0.00% 06/30/21 Calamos Market Neutral Income Fund Sustainable Development Acquisition I Corp. SDACU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 25,000 254,500 254,500 0.00% 06/30/21 Calamos Market Neutral Income Fund Tribe Capital Growth Corp. I ATVCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 25,000 252,250 252,250 0.00% 06/30/21 Calamos Market Neutral Income Fund G Squared Ascend I, Inc. GSQD/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 25,000 251,250 251,250 0.00% 06/30/21 Calamos Market Neutral Income Fund Arctos NorthStar Acquisition Corp. ANAC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 25,100 251,000 251,000 0.00% 06/30/21 Calamos Market Neutral Income Fund Atlas Crest Investment Corp. II ACII/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 25,000 251,000 251,000 0.00% 06/30/21 Calamos Market Neutral Income Fund Liberty Media Acquisition Corp. LMACU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 211,800 211,800 0.00% 06/30/21 Calamos Market Neutral Income Fund Gores Technology Partners, Inc. GTPAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 204,600 204,600 0.00% 06/30/21 Calamos Market Neutral Income Fund Power & Digital Infrastructure Acquisition Corp. XPDIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 202,200 202,200 0.00% 06/30/21 Calamos Market Neutral Income Fund ECP Environmental Growth Opportunities Corp. ENNVU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 202,000 202,000 0.00% 06/30/21 Calamos Market Neutral Income Fund ION Acquisition Corp. 2, Ltd. IACB/U US Common Stocks Special Purpose Acquisition Companies Israel US Dollar 20,000 201,800 201,800 0.00% 06/30/21 Calamos Market Neutral Income Fund Colicity, Inc. COLIU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 201,400 201,400 0.00% 06/30/21 Calamos Market Neutral Income Fund Tishman Speyer Innovation Corp. II TSIBU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 201,000 201,000 0.00% 06/30/21 Calamos Market Neutral Income Fund Forest Road Acquisition Corp. II FRXB/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 200,700 200,700 0.00% 06/30/21 Calamos Market Neutral Income Fund USHG Acquisition Corp. HUGS/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 200,400 200,400 0.00% 06/30/21 Calamos Market Neutral Income Fund Northern Star Investment Corp. III NSTC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 200,000 200,000 0.00% 06/30/21 Calamos Market Neutral Income Fund Northern Star Investment Corp. IV NSTD/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 200,000 200,000 0.00% 06/30/21 Calamos Market Neutral Income Fund Constellation Acquisition Corp. I CSTA/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 200,000 200,000 0.00% 06/30/21 Calamos Market Neutral Income Fund Warburg Pincus Capital Corp. I-B WPCB/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 200,000 200,000 0.00% 06/30/21 Calamos Market Neutral Income Fund Gores Holdings VIII, Inc. GIIXU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 199,600 199,600 0.00% 06/30/21 Calamos Market Neutral Income Fund Khosla Ventures Acquisition Company KVSA US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 20,000 197,800 197,800 0.00% 06/30/21 Calamos Market Neutral Income Fund Haymaker Acquisition Corp. III HYACU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 18,326 183,810 183,810 0.00% 06/30/21 Calamos Market Neutral Income Fund Northern Genesis Acquisition Corp. III NGC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 18,129 183,103 183,103 0.00% 06/30/21 Calamos Market Neutral Income Fund Pivotal Investment Corp. III PICC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 15,000 150,000 150,000 0.00% 06/30/21 Calamos Market Neutral Income Fund FinServ Acquisition Corp. II FSRXU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 15,000 150,000 150,000 0.00% 06/30/21 Calamos Market Neutral Income Fund FTAC Athena Acquisition Corp. FTAAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 10,000 101,900 101,900 0.00% 06/30/21 Calamos Market Neutral Income Fund Climate Real Impact Solutions II Acquisition Corp. CLIM/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 10,000 101,200 101,200 0.00% 06/30/21 Calamos Market Neutral Income Fund Altimar Acquisition Corp. III ATAQ/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 10,000 101,000 101,000 0.00% 06/30/21 Calamos Market Neutral Income Fund Alpha Capital Acquisition Company ASPCU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 10,000 101,000 101,000 0.00% 06/30/21 Calamos Market Neutral Income Fund Revolution Healthcare Acquisition Corp. REVHU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 10,000 100,300 100,300 0.00% 06/30/21 Calamos Market Neutral Income Fund Apollo Strategic Growth Capital II APGB/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 10,000 100,000 100,000 0.00% 06/30/21 Calamos Market Neutral Income Fund FS Development Corp. II FSII US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 10,000 100,000 100,000 0.00% 06/30/21 Calamos Market Neutral Income Fund Social Leverage Acquisition Corp. I SLAC/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 10,000 99,900 99,900 0.00% 06/30/21 Calamos Market Neutral Income Fund Queen's Gambit Growth Capital GMBTU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 10,000 99,700 99,700 0.00% 06/30/21 Calamos Market Neutral Income Fund Pathfinder Acquisition Corp. PFDRU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 10,000 99,400 99,400 0.00% 06/30/21 Calamos Market Neutral Income Fund Lakestar Spac I, SE LRS1 GR Common Stocks Special Purpose Acquisition Companies Luxembourg Euro Currency 6,000 59,940 71,074 0.00% 06/30/21 Calamos Market Neutral Income Fund Warburg Pincus Capital Corp. I-A WPCA/U US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 5,000 50,675 50,675 0.00% 06/30/21 Calamos Market Neutral Income Fund New Vista Acquisition Corp. NVSAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 5,000 50,150 50,150 0.00% 06/30/21 Calamos Market Neutral Income Fund LDH Growth Corp. I LDHAU US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 5,000 50,000 50,000 0.00% 06/30/21 Calamos Market Neutral Income Fund SVF Investment Corp. 2 SVFB US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 5,000 49,750 49,750 0.00% 06/30/21 Calamos Market Neutral Income Fund SVF Investment Corp. 3 SVFC US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 5,000 49,700 49,700 0.00% 06/30/21 Calamos Market Neutral Income Fund HealthCor Catalio Acquisition Corp. HCAQ US Common Stocks Special Purpose Acquisition Companies United States Of America (The) US Dollar 5,000 49,250 49,250 0.00% 06/30/21 Calamos Market Neutral Income Fund ESG Core Investments, BV ESGWA NA Warrants Special Purpose Acquisition Companies Netherlands (The) Euro Currency 5,000 4,375 5,188 0.00% 06/30/21 Calamos Market Neutral Income Fund Lakestar Spac I, SE LRSW GR Warrants Special Purpose Acquisition Companies Luxembourg Euro Currency 2,000 1,800 2,134 0.00% 06/30/21 Calamos Market Neutral Income Fund Decarbonization Plus Acquisition Corp. II 242794113 Warrants Special Purpose Acquisition Companies United States Of America (The) US Dollar 0 0 0 0.00% Calamos Funds Portfolio Data as of 06/30/21 (unaudited) This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC. These holdings include securities and cash equivalents.

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Percent of Interest Date Fund Name Security Name Ticker Investment Type Name Major Industry Name Issue Country Name Local Currency Name Shares/Par Value Local Market Value Base Market Value Maturity Date Investments Rate 06/30/21 Calamos Market Neutral Income Fund SPDR S&P 500 ETF Trust SPY US Exchange-Traded Funds Other United States Of America (The) US Dollar 1,225,004 524,375,212 524,375,212 5.61% 06/30/21 Calamos Market Neutral Income Fund Apple, Inc. AAPL US Common Stocks Information Technology United States Of America (The) US Dollar 2,933,227 401,734,770 401,734,770 4.29% 06/30/21 Calamos Market Neutral Income Fund Microsoft Corp. MSFT US Common Stocks Information Technology United States Of America (The) US Dollar 1,468,218 397,740,256 397,740,256 4.25% 06/30/21 Calamos Market Neutral Income Fund Amazon.com, Inc. AMZN US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 81,588 280,675,774 280,675,774 3.00% 06/30/21 Calamos Market Neutral Income Fund Facebook, Inc. FB US Common Stocks Communication Services United States Of America (The) US Dollar 554,815 192,914,724 192,914,724 2.06% 06/30/21 Calamos Market Neutral Income Fund Alphabet Inc- Class C GOOG US Common Stocks Communication Services United States Of America (The) US Dollar 57,182 143,316,390 143,316,390 1.53% 06/30/21 Calamos Market Neutral Income Fund Alphabet Inc- Class A GOOGL US Common Stocks Communication Services United States Of America (The) US Dollar 49,404 120,634,193 120,634,193 1.29% 06/30/21 Calamos Market Neutral Income Fund NVIDIA Corp. NVDA US Common Stocks Information Technology United States Of America (The) US Dollar 139,582 111,679,558 111,679,558 1.19% 06/30/21 Calamos Market Neutral Income Fund JPMorgan Chase & Company JPM US Common Stocks Financials United States Of America (The) US Dollar 702,724 109,301,691 109,301,691 1.17% 06/30/21 Calamos Market Neutral Income Fund Berkshire Hathaway Inc- Class B BRK/B US Common Stocks Financials United States Of America (The) US Dollar 349,759 97,205,021 97,205,021 1.04% 06/30/21 Calamos Market Neutral Income Fund UnitedHealth Group, Inc. UNH US Common Stocks Health Care United States Of America (The) US Dollar 225,774 90,408,941 90,408,941 0.97% 06/30/21 Calamos Market Neutral Income Fund Visa, Inc. V US Common Stocks Information Technology United States Of America (The) US Dollar 386,304 90,325,601 90,325,601 0.97% 06/30/21 Calamos Market Neutral Income Fund Tesla, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 8,222,000 89,763,685 89,763,685 0.96% 2.000% 05/15/24 06/30/21 Calamos Market Neutral Income Fund Bank of America Corp. BAC US Common Stocks Financials United States Of America (The) US Dollar 2,150,607 88,669,527 88,669,527 0.95% 06/30/21 Calamos Market Neutral Income Fund Johnson & Johnson JNJ US Common Stocks Health Care United States Of America (The) US Dollar 504,962 83,187,440 83,187,440 0.89% 06/30/21 Calamos Market Neutral Income Fund Home Depot, Inc. HD US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 227,376 72,507,933 72,507,933 0.78% 06/30/21 Calamos Market Neutral Income Fund Walt Disney Company DIS US Common Stocks Communication Services United States Of America (The) US Dollar 372,030 65,391,713 65,391,713 0.70% 06/30/21 Calamos Market Neutral Income Fund Applied Materials, Inc. AMAT US Common Stocks Information Technology United States Of America (The) US Dollar 459,130 65,380,112 65,380,112 0.70% 06/30/21 Calamos Market Neutral Income Fund Mastercard, Inc. MA US Common Stocks Information Technology United States Of America (The) US Dollar 172,695 63,049,218 63,049,218 0.67% 06/30/21 Calamos Market Neutral Income Fund PayPal Holdings, Inc. PYPL US Common Stocks Information Technology United States Of America (The) US Dollar 200,014 58,300,081 58,300,081 0.62% 06/30/21 Calamos Market Neutral Income Fund Cisco Systems Inc/Delaware CSCO US Common Stocks Information Technology United States Of America (The) US Dollar 1,051,394 55,723,882 55,723,882 0.60% 06/30/21 Calamos Market Neutral Income Fund Adobe, Inc. ADBE US Common Stocks Information Technology United States Of America (The) US Dollar 91,922 53,833,200 53,833,200 0.58% 06/30/21 Calamos Market Neutral Income Fund Procter & Gamble Company PG US Common Stocks Consumer Staples United States Of America (The) US Dollar 395,097 53,310,438 53,310,438 0.57% 06/30/21 Calamos Market Neutral Income Fund Comcast Corp. CMCSA US Common Stocks Communication Services United States Of America (The) US Dollar 921,193 52,526,425 52,526,425 0.56% 06/30/21 Calamos Market Neutral Income Fund salesforce.com, Inc. CRM US Common Stocks Information Technology United States Of America (The) US Dollar 211,488 51,660,174 51,660,174 0.55% 06/30/21 Calamos Market Neutral Income Fund Netflix, Inc. NFLX US Common Stocks Communication Services United States Of America (The) US Dollar 94,569 49,952,291 49,952,291 0.53% 06/30/21 Calamos Market Neutral Income Fund Walmart, Inc. WMT US Common Stocks Consumer Staples United States Of America (The) US Dollar 351,099 49,511,981 49,511,981 0.53% 06/30/21 Calamos Market Neutral Income Fund Verizon Communications, Inc. VZ US Common Stocks Communication Services United States Of America (The) US Dollar 819,785 45,932,554 45,932,554 0.49% 06/30/21 Calamos Market Neutral Income Fund Chevron Corp. CVX US Common Stocks Energy United States Of America (The) US Dollar 435,577 45,622,335 45,622,335 0.49% 06/30/21 Calamos Market Neutral Income Fund Union Pacific Corp. UNP US Common Stocks Industrials United States Of America (The) US Dollar 202,548 44,546,382 44,546,382 0.48% 06/30/21 Calamos Market Neutral Income Fund Coca-Cola Company KO US Common Stocks Consumer Staples United States Of America (The) US Dollar 806,148 43,620,668 43,620,668 0.47% 06/30/21 Calamos Market Neutral Income Fund Goldman Sachs Group, Inc. GS US Common Stocks Financials United States Of America (The) US Dollar 114,870 43,596,611 43,596,611 0.47% 06/30/21 Calamos Market Neutral Income Fund Intel Corp. INTC US Common Stocks Information Technology United States Of America (The) US Dollar 775,303 43,525,510 43,525,510 0.47% 06/30/21 Calamos Market Neutral Income Fund Pfizer, Inc. PFE US Common Stocks Health Care United States Of America (The) US Dollar 1,099,189 43,044,241 43,044,241 0.46% 06/30/21 Calamos Market Neutral Income Fund Eli Lilly & Company LLY US Common Stocks Health Care United States Of America (The) US Dollar 185,399 42,552,778 42,552,778 0.45% 06/30/21 Calamos Market Neutral Income Fund Broadcom, Inc. AVGO US Common Stocks Information Technology United States Of America (The) US Dollar 84,367 40,229,560 40,229,560 0.43% 06/30/21 Calamos Market Neutral Income Fund AT&T, Inc. T US Common Stocks Communication Services United States Of America (The) US Dollar 1,393,569 40,106,916 40,106,916 0.43% 06/30/21 Calamos Market Neutral Income Fund Linde, PLC LIN US Common Stocks Materials United Kingdom US Dollar 138,624 40,076,198 40,076,198 0.43% 06/30/21 Calamos Market Neutral Income Fund PepsiCo, Inc. PEP US Common Stocks Consumer Staples United States Of America (The) US Dollar 267,058 39,569,984 39,569,984 0.42% 06/30/21 Calamos Market Neutral Income Fund Merck & Company, Inc. MRK US Common Stocks Health Care United States Of America (The) US Dollar 506,730 39,408,392 39,408,392 0.42% 06/30/21 Calamos Market Neutral Income Fund NIKE Inc- Class B NKE US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 254,447 39,309,517 39,309,517 0.42% 06/30/21 Calamos Market Neutral Income Fund McDonald's Corp. MCD US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 168,548 38,932,903 38,932,903 0.42% 06/30/21 Calamos Market Neutral Income Fund AbbVie, Inc. ABBV US Common Stocks Health Care United States Of America (The) US Dollar 344,187 38,769,224 38,769,224 0.41% 06/30/21 Calamos Market Neutral Income Fund Medtronic, PLC MDT US Common Stocks Health Care Ireland US Dollar 304,515 37,799,447 37,799,447 0.40% 06/30/21 Calamos Market Neutral Income Fund Lowe's Companies, Inc. LOW US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 193,477 37,528,734 37,528,734 0.40% 06/30/21 Calamos Market Neutral Income Fund Honeywell International, Inc. HON US Common Stocks Industrials United States Of America (The) US Dollar 168,291 36,914,631 36,914,631 0.39% 06/30/21 Calamos Market Neutral Income Fund Caterpillar, Inc. CAT US Common Stocks Industrials United States Of America (The) US Dollar 162,669 35,401,654 35,401,654 0.38% 06/30/21 Calamos Market Neutral Income Fund Capital One Financial Corp. COF US Common Stocks Financials United States Of America (The) US Dollar 228,679 35,374,355 35,374,355 0.38% 06/30/21 Calamos Market Neutral Income Fund Target Corp. TGT US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 145,966 35,285,821 35,285,821 0.38% 06/30/21 Calamos Market Neutral Income Fund Morgan Stanley MS US Common Stocks Financials United States Of America (The) US Dollar 383,777 35,188,513 35,188,513 0.38% 06/30/21 Calamos Market Neutral Income Fund Agilent Technologies, Inc. A US Common Stocks Health Care United States Of America (The) US Dollar 232,830 34,414,602 34,414,602 0.37% 06/30/21 Calamos Market Neutral Income Fund Bristol-Myers Squibb Company BMY US Common Stocks Health Care United States Of America (The) US Dollar 504,956 33,741,160 33,741,160 0.36% 06/30/21 Calamos Market Neutral Income Fund Accenture PLC- Class A ACN US Common Stocks Information Technology Ireland US Dollar 114,278 33,688,012 33,688,012 0.36% 06/30/21 Calamos Market Neutral Income Fund QUALCOMM, Inc. QCOM US Common Stocks Information Technology United States Of America (The) US Dollar 230,397 32,930,643 32,930,643 0.35% 06/30/21 Calamos Market Neutral Income Fund Abbott Laboratories ABT US Common Stocks Health Care United States Of America (The) US Dollar 274,383 31,809,221 31,809,221 0.34% 06/30/21 Calamos Market Neutral Income Fund Wells Fargo & Company WFC US Common Stocks Financials United States Of America (The) US Dollar 702,136 31,799,739 31,799,739 0.34% 06/30/21 Calamos Market Neutral Income Fund Exxon Mobil Corp. XOM US Common Stocks Energy United States Of America (The) US Dollar 483,812 30,518,861 30,518,861 0.33% 06/30/21 Calamos Market Neutral Income Fund Thermo Fisher Scientific, Inc. TMO US Common Stocks Health Care United States Of America (The) US Dollar 59,370 29,950,384 29,950,384 0.32% 06/30/21 Calamos Market Neutral Income Fund Micron Technology, Inc. MU US Common Stocks Information Technology United States Of America (The) US Dollar 350,782 29,809,454 29,809,454 0.32% 06/30/21 Calamos Market Neutral Income Fund Citigroup, Inc. C US Common Stocks Financials United States Of America (The) US Dollar 406,820 28,782,515 28,782,515 0.31% 06/30/21 Calamos Market Neutral Income Fund Oracle Corp. ORCL US Common Stocks Information Technology United States Of America (The) US Dollar 366,338 28,515,750 28,515,750 0.30% 06/30/21 Calamos Market Neutral Income Fund Intuitive Surgical, Inc. ISRG US Common Stocks Health Care United States Of America (The) US Dollar 29,942 27,535,861 27,535,861 0.29% 06/30/21 Calamos Market Neutral Income Fund Danaher Corp. DHR US Common Stocks Health Care United States Of America (The) US Dollar 100,976 27,097,919 27,097,919 0.29% 06/30/21 Calamos Market Neutral Income Fund Charter Communications, Inc. CHTR US Common Stocks Communication Services United States Of America (The) US Dollar 37,341 26,939,664 26,939,664 0.29% 06/30/21 Calamos Market Neutral Income Fund United Parcel Service Inc- Class B UPS US Common Stocks Industrials United States Of America (The) US Dollar 128,469 26,717,698 26,717,698 0.29% 06/30/21 Calamos Market Neutral Income Fund Boston Scientific Corp. BSX US Common Stocks Health Care United States Of America (The) US Dollar 618,390 26,442,356 26,442,356 0.28% 06/30/21 Calamos Market Neutral Income Fund Starbucks Corp. SBUX US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 236,017 26,389,061 26,389,061 0.28% 06/30/21 Calamos Market Neutral Income Fund Advanced Micro Devices, Inc. AMD US Common Stocks Information Technology United States Of America (The) US Dollar 280,860 26,381,180 26,381,180 0.28% 06/30/21 Calamos Market Neutral Income Fund Intuit, Inc. INTU US Common Stocks Information Technology United States Of America (The) US Dollar 53,584 26,265,269 26,265,269 0.28% 06/30/21 Calamos Market Neutral Income Fund Northrop Grumman Corp. NOC US Common Stocks Industrials United States Of America (The) US Dollar 71,786 26,089,186 26,089,186 0.28% 06/30/21 Calamos Market Neutral Income Fund CSX Corp. CSX US Common Stocks Industrials United States Of America (The) US Dollar 802,584 25,746,895 25,746,895 0.28% 06/30/21 Calamos Market Neutral Income Fund Costco Wholesale Corp. COST US Common Stocks Consumer Staples United States Of America (The) US Dollar 63,328 25,056,990 25,056,990 0.27% 06/30/21 Calamos Market Neutral Income Fund Boeing Company BA US Common Stocks Industrials United States Of America (The) US Dollar 103,145 24,709,416 24,709,416 0.26% 06/30/21 Calamos Market Neutral Income Fund Marathon Petroleum Corp. MPC US Common Stocks Energy United States Of America (The) US Dollar 408,568 24,685,679 24,685,679 0.26% 06/30/21 Calamos Market Neutral Income Fund Texas Instruments, Inc. TXN US Common Stocks Information Technology United States Of America (The) US Dollar 124,629 23,966,157 23,966,157 0.26% 06/30/21 Calamos Market Neutral Income Fund Alexion Pharmaceuticals, Inc. ALXN US Common Stocks Health Care United States Of America (The) US Dollar 127,426 23,409,430 23,409,430 0.25% 06/30/21 Calamos Market Neutral Income Fund Mondelez International, Inc. MDLZ US Common Stocks Consumer Staples United States Of America (The) US Dollar 370,044 23,105,547 23,105,547 0.25% 06/30/21 Calamos Market Neutral Income Fund NextEra Energy, Inc. NEE US Common Stocks Utilities United States Of America (The) US Dollar 315,112 23,091,407 23,091,407 0.25% 06/30/21 Calamos Market Neutral Income Fund S&P Global, Inc. SPGI US Common Stocks Financials United States Of America (The) US Dollar 55,077 22,606,355 22,606,355 0.24% 06/30/21 Calamos Market Neutral Income Fund Humana, Inc. HUM US Common Stocks Health Care United States Of America (The) US Dollar 49,893 22,088,629 22,088,629 0.24% 06/30/21 Calamos Market Neutral Income Fund General Electric Company GE US Common Stocks Industrials United States Of America (The) US Dollar 1,634,544 22,000,962 22,000,962 0.24% 06/30/21 Calamos Market Neutral Income Fund Raytheon Technologies Corp. RTX US Common Stocks Industrials United States Of America (The) US Dollar 257,024 21,926,717 21,926,717 0.23% 06/30/21 Calamos Market Neutral Income Fund 3M Company MMM US Common Stocks Industrials United States Of America (The) US Dollar 106,457 21,145,554 21,145,554 0.23% 06/30/21 Calamos Market Neutral Income Fund Automatic Data Processing, Inc. ADP US Common Stocks Information Technology United States Of America (The) US Dollar 106,424 21,137,935 21,137,935 0.23% 06/30/21 Calamos Market Neutral Income Fund Philip Morris International, Inc. PM US Common Stocks Consumer Staples United States Of America (The) US Dollar 212,331 21,044,125 21,044,125 0.22% 06/30/21 Calamos Market Neutral Income Fund Emerson Electric Company EMR US Common Stocks Industrials United States Of America (The) US Dollar 215,211 20,711,907 20,711,907 0.22% 06/30/21 Calamos Market Neutral Income Fund Marsh & McLennan Companies, Inc. MMC US Common Stocks Financials United States Of America (The) US Dollar 146,236 20,572,480 20,572,480 0.22% 06/30/21 Calamos Market Neutral Income Fund TJX Companies, Inc. TJX US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 303,775 20,480,511 20,480,511 0.22% 06/30/21 Calamos Market Neutral Income Fund Xilinx, Inc. XLNX US Common Stocks Information Technology United States Of America (The) US Dollar 141,002 20,394,529 20,394,529 0.22% 06/30/21 Calamos Market Neutral Income Fund Vertex Pharmaceuticals, Inc. VRTX US Common Stocks Health Care United States Of America (The) US Dollar 101,000 20,364,630 20,364,630 0.22% 06/30/21 Calamos Market Neutral Income Fund Aptiv, PLC APTV US Common Stocks Consumer Discretionary Ireland US Dollar 128,842 20,270,712 20,270,712 0.22% 06/30/21 Calamos Market Neutral Income Fund American Express Company AXP US Common Stocks Financials United States Of America (The) US Dollar 122,286 20,205,316 20,205,316 0.22% 06/30/21 Calamos Market Neutral Income Fund American Tower Corp. AMT US Common Stocks Real Estate United States Of America (The) US Dollar 74,243 20,056,004 20,056,004 0.21% 06/30/21 Calamos Market Neutral Income Fund Baxter International, Inc. BAX US Common Stocks Health Care United States Of America (The) US Dollar 248,547 20,008,034 20,008,034 0.21% 06/30/21 Calamos Market Neutral Income Fund CVS Health Corp. CVS US Common Stocks Health Care United States Of America (The) US Dollar 234,851 19,595,967 19,595,967 0.21% 06/30/21 Calamos Market Neutral Income Fund Deere & Company DE US Common Stocks Industrials United States Of America (The) US Dollar 55,143 19,449,488 19,449,488 0.21% 06/30/21 Calamos Market Neutral Income Fund Altria Group, Inc. MO US Common Stocks Consumer Staples United States Of America (The) US Dollar 395,620 18,863,162 18,863,162 0.20% 06/30/21 Calamos Market Neutral Income Fund Duke Energy Corp. DUK US Common Stocks Utilities United States Of America (The) US Dollar 190,677 18,823,633 18,823,633 0.20% 06/30/21 Calamos Market Neutral Income Fund Laboratory Corp. of America Holdings LH US Common Stocks Health Care United States Of America (The) US Dollar 68,209 18,815,453 18,815,453 0.20% 06/30/21 Calamos Market Neutral Income Fund Amgen, Inc. AMGN US Common Stocks Health Care United States Of America (The) US Dollar 77,154 18,806,288 18,806,288 0.20% 06/30/21 Calamos Market Neutral Income Fund International Business Machines Corp. IBM US Common Stocks Information Technology United States Of America (The) US Dollar 127,933 18,753,698 18,753,698 0.20% 06/30/21 Calamos Market Neutral Income Fund Constellation Brands, Inc. STZ US Common Stocks Consumer Staples United States Of America (The) US Dollar 79,929 18,694,594 18,694,594 0.20% 06/30/21 Calamos Market Neutral Income Fund ServiceNow, Inc. NOW US Common Stocks Information Technology United States Of America (The) US Dollar 33,789 18,568,745 18,568,745 0.20% 06/30/21 Calamos Market Neutral Income Fund American International Group, Inc. AIG US Common Stocks Financials United States Of America (The) US Dollar 386,939 18,418,296 18,418,296 0.20% 06/30/21 Calamos Market Neutral Income Fund Freeport-McMoRan, Inc. FCX US Common Stocks Materials United States Of America (The) US Dollar 494,146 18,337,758 18,337,758 0.20% 06/30/21 Calamos Market Neutral Income Fund Air Products and Chemicals, Inc. APD US Common Stocks Materials United States Of America (The) US Dollar 63,455 18,254,734 18,254,734 0.20% Calamos Funds Portfolio Data as of 06/30/21 (unaudited) This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC. These holdings include securities and cash equivalents.

Important Legal Information

Percent of Interest Date Fund Name Security Name Ticker Investment Type Name Major Industry Name Issue Country Name Local Currency Name Shares/Par Value Local Market Value Base Market Value Maturity Date Investments Rate 06/30/21 Calamos Market Neutral Income Fund BlackRock, Inc. BLK US Common Stocks Financials United States Of America (The) US Dollar 20,489 17,927,260 17,927,260 0.19% 06/30/21 Calamos Market Neutral Income Fund Gilead Sciences, Inc. GILD US Common Stocks Health Care United States Of America (The) US Dollar 249,447 17,176,920 17,176,920 0.18% 06/30/21 Calamos Market Neutral Income Fund Waste Management, Inc. WM US Common Stocks Industrials United States Of America (The) US Dollar 120,034 16,817,964 16,817,964 0.18% 06/30/21 Calamos Market Neutral Income Fund Cboe Global Markets, Inc. CBOE US Common Stocks Financials United States Of America (The) US Dollar 136,102 16,202,943 16,202,943 0.17% 06/30/21 Calamos Market Neutral Income Fund Booking Holdings, Inc. BKNG US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 7,378 16,143,728 16,143,728 0.17% 06/30/21 Calamos Market Neutral Income Fund First Republic Bank/CA FRC US Common Stocks Financials United States Of America (The) US Dollar 86,187 16,131,621 16,131,621 0.17% 06/30/21 Calamos Market Neutral Income Fund Stanley Black & Decker, Inc. SWK US Common Stocks Industrials United States Of America (The) US Dollar 78,523 16,096,430 16,096,430 0.17% 06/30/21 Calamos Market Neutral Income Fund Hess Corp. HES US Common Stocks Energy United States Of America (The) US Dollar 184,233 16,087,226 16,087,226 0.17% 06/30/21 Calamos Market Neutral Income Fund ConocoPhillips COP US Common Stocks Energy United States Of America (The) US Dollar 263,460 16,044,714 16,044,714 0.17% 06/30/21 Calamos Market Neutral Income Fund Becton Dickinson and Company BDX US Common Stocks Health Care United States Of America (The) US Dollar 65,945 16,037,165 16,037,165 0.17% 06/30/21 Calamos Market Neutral Income Fund Pioneer Natural Resources Company PXD US Common Stocks Energy United States Of America (The) US Dollar 98,401 15,992,131 15,992,131 0.17% 06/30/21 Calamos Market Neutral Income Fund Autodesk, Inc. ADSK US Common Stocks Information Technology United States Of America (The) US Dollar 53,923 15,740,124 15,740,124 0.17% 06/30/21 Calamos Market Neutral Income Fund DR Horton, Inc. DHI US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 170,964 15,450,017 15,450,017 0.17% 06/30/21 Calamos Market Neutral Income Fund Illinois Tool Works, Inc. ITW US Common Stocks Industrials United States Of America (The) US Dollar 67,481 15,086,052 15,086,052 0.16% 06/30/21 Calamos Market Neutral Income Fund Lockheed Martin Corp. LMT US Common Stocks Industrials United States Of America (The) US Dollar 38,671 14,631,173 14,631,173 0.16% 06/30/21 Calamos Market Neutral Income Fund Paycom Software, Inc. PAYC US Common Stocks Information Technology United States Of America (The) US Dollar 39,860 14,487,914 14,487,914 0.15% 06/30/21 Calamos Market Neutral Income Fund Chubb, Ltd. CB US Common Stocks Financials Switzerland US Dollar 88,325 14,038,376 14,038,376 0.15% 06/30/21 Calamos Market Neutral Income Fund Illumina, Inc. ILMN US Common Stocks Health Care United States Of America (The) US Dollar 29,626 14,019,319 14,019,319 0.15% 06/30/21 Calamos Market Neutral Income Fund eBay, Inc. EBAY US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 196,803 13,817,539 13,817,539 0.15% 06/30/21 Calamos Market Neutral Income Fund Allstate Corp. ALL US Common Stocks Financials United States Of America (The) US Dollar 105,826 13,803,943 13,803,943 0.15% 06/30/21 Calamos Market Neutral Income Fund Biogen, Inc. BIIB US Common Stocks Health Care United States Of America (The) US Dollar 39,457 13,662,775 13,662,775 0.15% 06/30/21 Calamos Market Neutral Income Fund L3Harris Technologies, Inc. LHX US Common Stocks Industrials United States Of America (The) US Dollar 62,769 13,567,519 13,567,519 0.15% 06/30/21 Calamos Market Neutral Income Fund Zions Bancorp NA ZION US Common Stocks Financials United States Of America (The) US Dollar 254,498 13,452,764 13,452,764 0.14% 06/30/21 Calamos Market Neutral Income Fund Fiserv, Inc. FISV US Common Stocks Information Technology United States Of America (The) US Dollar 125,722 13,438,425 13,438,425 0.14% 06/30/21 Calamos Market Neutral Income Fund Sysco Corp. SYY US Common Stocks Consumer Staples United States Of America (The) US Dollar 172,541 13,415,063 13,415,063 0.14% 06/30/21 Calamos Market Neutral Income Fund Crown Castle International Corp. CCI US Common Stocks Real Estate United States Of America (The) US Dollar 68,590 13,381,909 13,381,909 0.14% 06/30/21 Calamos Market Neutral Income Fund Global Payments, Inc. GPN US Common Stocks Information Technology United States Of America (The) US Dollar 71,260 13,364,100 13,364,100 0.14% 06/30/21 Calamos Market Neutral Income Fund Arthur J Gallagher & Company AJG US Common Stocks Financials United States Of America (The) US Dollar 94,600 13,251,568 13,251,568 0.14% 06/30/21 Calamos Market Neutral Income Fund PPG Industries, Inc. PPG US Common Stocks Materials United States Of America (The) US Dollar 77,917 13,227,969 13,227,969 0.14% 06/30/21 Calamos Market Neutral Income Fund Ameriprise Financial, Inc. AMP US Common Stocks Financials United States Of America (The) US Dollar 53,024 13,196,613 13,196,613 0.14% 06/30/21 Calamos Market Neutral Income Fund Lam Research Corp. LRCX US Common Stocks Information Technology United States Of America (The) US Dollar 20,234 13,166,264 13,166,264 0.14% 06/30/21 Calamos Market Neutral Income Fund O'Reilly Automotive, Inc. ORLY US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 23,141 13,102,666 13,102,666 0.14% 06/30/21 Calamos Market Neutral Income Fund Colgate-Palmolive Company CL US Common Stocks Consumer Staples United States Of America (The) US Dollar 159,454 12,971,583 12,971,583 0.14% 06/30/21 Calamos Market Neutral Income Fund Southern Company SO US Common Stocks Utilities United States Of America (The) US Dollar 212,229 12,841,977 12,841,977 0.14% 06/30/21 Calamos Market Neutral Income Fund Kimberly-Clark Corp. KMB US Common Stocks Consumer Staples United States Of America (The) US Dollar 95,809 12,817,328 12,817,328 0.14% 06/30/21 Calamos Market Neutral Income Fund Sherwin-Williams Company SHW US Common Stocks Materials United States Of America (The) US Dollar 46,673 12,716,059 12,716,059 0.14% 06/30/21 Calamos Market Neutral Income Fund Johnson Controls International plc JCI US Common Stocks Industrials United States Of America (The) US Dollar 185,284 12,716,041 12,716,041 0.14% 06/30/21 Calamos Market Neutral Income Fund American Electric Power Company, Inc. AEP US Common Stocks Utilities United States Of America (The) US Dollar 150,172 12,703,049 12,703,049 0.14% 06/30/21 Calamos Market Neutral Income Fund Cigna Corp. CI US Common Stocks Health Care United States Of America (The) US Dollar 53,166 12,604,064 12,604,064 0.13% 06/30/21 Calamos Market Neutral Income Fund DuPont de Nemours, Inc. DD US Common Stocks Materials United States Of America (The) US Dollar 162,390 12,570,610 12,570,610 0.13% 06/30/21 Calamos Market Neutral Income Fund Assurant, Inc. AIZ US Common Stocks Financials United States Of America (The) US Dollar 79,535 12,421,776 12,421,776 0.13% 06/30/21 Calamos Market Neutral Income Fund Activision Blizzard, Inc. ATVI US Common Stocks Communication Services United States Of America (The) US Dollar 129,762 12,384,485 12,384,485 0.13% 06/30/21 Calamos Market Neutral Income Fund Chipotle Mexican Grill, Inc. CMG US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 7,921 12,280,243 12,280,243 0.13% 06/30/21 Calamos Market Neutral Income Fund Edwards Lifesciences Corp. EW US Common Stocks Health Care United States Of America (The) US Dollar 118,156 12,237,417 12,237,417 0.13% 06/30/21 Calamos Market Neutral Income Fund FedEx Corp. FDX US Common Stocks Industrials United States Of America (The) US Dollar 40,687 12,138,153 12,138,153 0.13% 06/30/21 Calamos Market Neutral Income Fund Zoetis, Inc. ZTS US Common Stocks Health Care United States Of America (The) US Dollar 65,122 12,136,136 12,136,136 0.13% 06/30/21 Calamos Market Neutral Income Fund Stryker Corp. SYK US Common Stocks Health Care United States Of America (The) US Dollar 46,712 12,132,508 12,132,508 0.13% 06/30/21 Calamos Market Neutral Income Fund Prologis, Inc. PLD US Common Stocks Real Estate United States Of America (The) US Dollar 100,814 12,050,297 12,050,297 0.13% 06/30/21 Calamos Market Neutral Income Fund Ross Stores, Inc. ROST US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 97,179 12,050,196 12,050,196 0.13% 06/30/21 Calamos Market Neutral Income Fund General Motors Company GM US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 203,605 12,047,308 12,047,308 0.13% 06/30/21 Calamos Market Neutral Income Fund Eaton Corp., PLC ETN US Common Stocks Industrials United States Of America (The) US Dollar 81,197 12,031,771 12,031,771 0.13% 06/30/21 Calamos Market Neutral Income Fund Fortune Brands Home & Security, Inc. FBHS US Common Stocks Industrials United States Of America (The) US Dollar 117,299 11,684,153 11,684,153 0.12% 06/30/21 Calamos Market Neutral Income Fund Ball Corp. BLL US Common Stocks Materials United States Of America (The) US Dollar 143,545 11,630,016 11,630,016 0.12% 06/30/21 Calamos Market Neutral Income Fund Align Technology, Inc. ALGN US Common Stocks Health Care United States Of America (The) US Dollar 19,007 11,613,277 11,613,277 0.12% 06/30/21 Calamos Market Neutral Income Fund Equinix, Inc. EQIX US Common Stocks Real Estate United States Of America (The) US Dollar 14,222 11,414,577 11,414,577 0.12% 06/30/21 Calamos Market Neutral Income Fund Dow, Inc. DOW US Common Stocks Materials United States Of America (The) US Dollar 180,334 11,411,536 11,411,536 0.12% 06/30/21 Calamos Market Neutral Income Fund Gartner, Inc. IT US Common Stocks Information Technology United States Of America (The) US Dollar 46,736 11,319,459 11,319,459 0.12% 06/30/21 Calamos Market Neutral Income Fund Norfolk Southern Corp. NSC US Common Stocks Industrials United States Of America (The) US Dollar 42,452 11,267,185 11,267,185 0.12% 06/30/21 Calamos Market Neutral Income Fund Amphenol Corp- Class A APH US Common Stocks Information Technology United States Of America (The) US Dollar 163,615 11,192,902 11,192,902 0.12% 06/30/21 Calamos Market Neutral Income Fund Xcel Energy, Inc. XEL US Common Stocks Utilities United States Of America (The) US Dollar 169,871 11,191,101 11,191,101 0.12% 06/30/21 Calamos Market Neutral Income Fund HCA Healthcare, Inc. HCA US Common Stocks Health Care United States Of America (The) US Dollar 53,722 11,106,486 11,106,486 0.12% 06/30/21 Calamos Market Neutral Income Fund Carrier Global Corp. CARR US Common Stocks Industrials United States Of America (The) US Dollar 228,452 11,102,767 11,102,767 0.12% 06/30/21 Calamos Market Neutral Income Fund Verisk Analytics, Inc. VRSK US Common Stocks Industrials United States Of America (The) US Dollar 62,824 10,976,609 10,976,609 0.12% 06/30/21 Calamos Market Neutral Income Fund Charles Schwab Corp. SCHW US Common Stocks Financials United States Of America (The) US Dollar 149,532 10,887,425 10,887,425 0.12% 06/30/21 Calamos Market Neutral Income Fund Avery Dennison Corp. AVY US Common Stocks Materials United States Of America (The) US Dollar 51,735 10,876,766 10,876,766 0.12% 06/30/21 Calamos Market Neutral Income Fund Mid-America Apartment Communities, Inc. MAA US Common Stocks Real Estate United States Of America (The) US Dollar 64,145 10,803,301 10,803,301 0.12% 06/30/21 Calamos Market Neutral Income Fund Paychex, Inc. PAYX US Common Stocks Information Technology United States Of America (The) US Dollar 99,884 10,717,553 10,717,553 0.11% 06/30/21 Calamos Market Neutral Income Fund General Mills, Inc. GIS US Common Stocks Consumer Staples United States Of America (The) US Dollar 174,411 10,626,862 10,626,862 0.11% 06/30/21 Calamos Market Neutral Income Fund Public Storage PSA US Common Stocks Real Estate United States Of America (The) US Dollar 35,324 10,621,574 10,621,574 0.11% 06/30/21 Calamos Market Neutral Income Fund Xylem Inc/NY XYL US Common Stocks Industrials United States Of America (The) US Dollar 88,383 10,602,425 10,602,425 0.11% 06/30/21 Calamos Market Neutral Income Fund Travelers Companies, Inc. TRV US Common Stocks Financials United States Of America (The) US Dollar 70,724 10,588,090 10,588,090 0.11% 06/30/21 Calamos Market Neutral Income Fund Simon Property Group, Inc. SPG US Common Stocks Real Estate United States Of America (The) US Dollar 81,023 10,571,881 10,571,881 0.11% 06/30/21 Calamos Market Neutral Income Fund Dollar General Corp. DG US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 48,815 10,563,078 10,563,078 0.11% 06/30/21 Calamos Market Neutral Income Fund Fidelity National Information Services, Inc. FIS US Common Stocks Information Technology United States Of America (The) US Dollar 74,251 10,519,139 10,519,139 0.11% 06/30/21 Calamos Market Neutral Income Fund Twitter, Inc. TWTR US Common Stocks Communication Services United States Of America (The) US Dollar 152,219 10,474,189 10,474,189 0.11% 06/30/21 Calamos Market Neutral Income Fund Delta Air Lines, Inc. DAL US Common Stocks Industrials United States Of America (The) US Dollar 241,860 10,462,864 10,462,864 0.11% 06/30/21 Calamos Market Neutral Income Fund Welltower, Inc. WELL US Common Stocks Real Estate United States Of America (The) US Dollar 125,676 10,443,676 10,443,676 0.11% 06/30/21 Calamos Market Neutral Income Fund Royal Caribbean Cruises, Ltd. RCL US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 121,238 10,339,177 10,339,177 0.11% 06/30/21 Calamos Market Neutral Income Fund AvalonBay Communities, Inc. AVB US Common Stocks Real Estate United States Of America (The) US Dollar 49,500 10,330,155 10,330,155 0.11% 06/30/21 Calamos Market Neutral Income Fund Newmont Corp. NEM US Common Stocks Materials United States Of America (The) US Dollar 161,927 10,262,933 10,262,933 0.11% 06/30/21 Calamos Market Neutral Income Fund Dominion Energy, Inc. D US Common Stocks Utilities United States Of America (The) US Dollar 137,985 10,151,556 10,151,556 0.11% 06/30/21 Calamos Market Neutral Income Fund Bank of New York Mellon Corp. BK US Common Stocks Financials United States Of America (The) US Dollar 197,484 10,117,105 10,117,105 0.11% 06/30/21 Calamos Market Neutral Income Fund AES Corp. AES US Common Stocks Utilities United States Of America (The) US Dollar 384,014 10,011,245 10,011,245 0.11% 06/30/21 Calamos Market Neutral Income Fund PACCAR, Inc. PCAR US Common Stocks Industrials United States Of America (The) US Dollar 112,050 10,000,463 10,000,463 0.11% 06/30/21 Calamos Market Neutral Income Fund Kinder Morgan, Inc. KMI US Common Stocks Energy United States Of America (The) US Dollar 545,734 9,948,731 9,948,731 0.11% 06/30/21 Calamos Market Neutral Income Fund Alexandria Real Estate Equities, Inc. ARE US Common Stocks Real Estate United States Of America (The) US Dollar 53,807 9,789,646 9,789,646 0.10% 06/30/21 Calamos Market Neutral Income Fund Northern Trust Corp. NTRS US Common Stocks Financials United States Of America (The) US Dollar 84,428 9,761,565 9,761,565 0.10% 06/30/21 Calamos Market Neutral Income Fund Archer-Daniels-Midland Company ADM US Common Stocks Consumer Staples United States Of America (The) US Dollar 160,919 9,751,691 9,751,691 0.10% 06/30/21 Calamos Market Neutral Income Fund Cognizant Technology Solutions Corp. CTSH US Common Stocks Information Technology United States Of America (The) US Dollar 138,395 9,585,238 9,585,238 0.10% 06/30/21 Calamos Market Neutral Income Fund MetLife, Inc. MET US Common Stocks Financials United States Of America (The) US Dollar 159,332 9,536,020 9,536,020 0.10% 06/30/21 Calamos Market Neutral Income Fund Southwest Airlines Company LUV US Common Stocks Industrials United States Of America (The) US Dollar 178,731 9,488,829 9,488,829 0.10% 06/30/21 Calamos Market Neutral Income Fund McKesson Corp. MCK US Common Stocks Health Care United States Of America (The) US Dollar 49,534 9,472,882 9,472,882 0.10% 06/30/21 Calamos Market Neutral Income Fund Masco Corp. MAS US Common Stocks Industrials United States Of America (The) US Dollar 159,368 9,388,369 9,388,369 0.10% 06/30/21 Calamos Market Neutral Income Fund TE Connectivity, Ltd. TEL US Common Stocks Information Technology Switzerland US Dollar 69,354 9,377,354 9,377,354 0.10% 06/30/21 Calamos Market Neutral Income Fund US Bancorp USB US Common Stocks Financials United States Of America (The) US Dollar 161,255 9,186,697 9,186,697 0.10% 06/30/21 Calamos Market Neutral Income Fund Centene Corp. CNC US Common Stocks Health Care United States Of America (The) US Dollar 124,934 9,111,437 9,111,437 0.10% 06/30/21 Calamos Market Neutral Income Fund Monster Beverage Corp. MNST US Common Stocks Consumer Staples United States Of America (The) US Dollar 99,555 9,094,349 9,094,349 0.10% 06/30/21 Calamos Market Neutral Income Fund CME Group, Inc. CME US Common Stocks Financials United States Of America (The) US Dollar 42,615 9,063,358 9,063,358 0.10% 06/30/21 Calamos Market Neutral Income Fund Kraft Heinz Company KHC US Common Stocks Consumer Staples United States Of America (The) US Dollar 221,575 9,035,829 9,035,829 0.10% 06/30/21 Calamos Market Neutral Income Fund Mohawk Industries, Inc. MHK US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 46,618 8,959,513 8,959,513 0.10% 06/30/21 Calamos Market Neutral Income Fund Pentair, PLC PNR US Common Stocks Industrials United Kingdom US Dollar 132,398 8,935,541 8,935,541 0.10% 06/30/21 Calamos Market Neutral Income Fund General Dynamics Corp. GD US Common Stocks Industrials United States Of America (The) US Dollar 47,300 8,904,698 8,904,698 0.10% 06/30/21 Calamos Market Neutral Income Fund Public Service Enterprise Group, Inc. PEG US Common Stocks Utilities United States Of America (The) US Dollar 148,468 8,869,478 8,869,478 0.09% 06/30/21 Calamos Market Neutral Income Fund Digital Realty Trust, Inc. DLR US Common Stocks Real Estate United States Of America (The) US Dollar 58,729 8,836,365 8,836,365 0.09% 06/30/21 Calamos Market Neutral Income Fund Discover Financial Services DFS US Common Stocks Financials United States Of America (The) US Dollar 74,676 8,833,424 8,833,424 0.09% 06/30/21 Calamos Market Neutral Income Fund Church & Dwight Company, Inc. CHD US Common Stocks Consumer Staples United States Of America (The) US Dollar 103,416 8,813,112 8,813,112 0.09% Calamos Funds Portfolio Data as of 06/30/21 (unaudited) This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC. These holdings include securities and cash equivalents.

Important Legal Information

Percent of Interest Date Fund Name Security Name Ticker Investment Type Name Major Industry Name Issue Country Name Local Currency Name Shares/Par Value Local Market Value Base Market Value Maturity Date Investments Rate 06/30/21 Calamos Market Neutral Income Fund Kroger Company KR US Common Stocks Consumer Staples United States Of America (The) US Dollar 229,653 8,798,006 8,798,006 0.09% 06/30/21 Calamos Market Neutral Income Fund Expedia Group, Inc. EXPE US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 52,555 8,603,779 8,603,779 0.09% 06/30/21 Calamos Market Neutral Income Fund Walgreens Boots Alliance, Inc. WBA US Common Stocks Consumer Staples United States Of America (The) US Dollar 161,796 8,512,088 8,512,088 0.09% 06/30/21 Calamos Market Neutral Income Fund Entergy Corp. ETR US Common Stocks Utilities United States Of America (The) US Dollar 85,362 8,510,591 8,510,591 0.09% 06/30/21 Calamos Market Neutral Income Fund Quest Diagnostics, Inc. DGX US Common Stocks Health Care United States Of America (The) US Dollar 64,473 8,508,502 8,508,502 0.09% 06/30/21 Calamos Market Neutral Income Fund VF Corp. VFC US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 102,532 8,411,725 8,411,725 0.09% 06/30/21 Calamos Market Neutral Income Fund Ford Motor Company F US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 564,849 8,393,656 8,393,656 0.09% 06/30/21 Calamos Market Neutral Income Fund Consolidated Edison, Inc. ED US Common Stocks Utilities United States Of America (The) US Dollar 116,738 8,372,449 8,372,449 0.09% 06/30/21 Calamos Market Neutral Income Fund Kellogg Company K US Common Stocks Consumer Staples United States Of America (The) US Dollar 128,549 8,269,557 8,269,557 0.09% 06/30/21 Calamos Market Neutral Income Fund Weyerhaeuser Company WY US Common Stocks Real Estate United States Of America (The) US Dollar 240,027 8,261,729 8,261,729 0.09% 06/30/21 Calamos Market Neutral Income Fund CMS Energy Corp. CMS US Common Stocks Utilities United States Of America (The) US Dollar 139,427 8,237,347 8,237,347 0.09% 06/30/21 Calamos Market Neutral Income Fund Darden Restaurants, Inc. DRI US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 56,277 8,215,879 8,215,879 0.09% 06/30/21 Calamos Market Neutral Income Fund Citrix Systems, Inc. CTXS US Common Stocks Information Technology United States Of America (The) US Dollar 69,805 8,186,032 8,186,032 0.09% 06/30/21 Calamos Market Neutral Income Fund Realty Income Corp. O US Common Stocks Real Estate United States Of America (The) US Dollar 122,462 8,173,114 8,173,114 0.09% 06/30/21 Calamos Market Neutral Income Fund HP, Inc. HPQ US Common Stocks Information Technology United States Of America (The) US Dollar 269,320 8,130,771 8,130,771 0.09% 06/30/21 Calamos Market Neutral Income Fund Zimmer Biomet Holdings, Inc. ZBH US Common Stocks Health Care United States Of America (The) US Dollar 50,507 8,122,536 8,122,536 0.09% 06/30/21 Calamos Market Neutral Income Fund Corteva, Inc. CTVA US Common Stocks Materials United States Of America (The) US Dollar 180,335 7,997,857 7,997,857 0.09% 06/30/21 Calamos Market Neutral Income Fund MGM Resorts International MGM US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 186,736 7,964,290 7,964,290 0.09% 06/30/21 Calamos Market Neutral Income Fund Truist Financial Corp. TFC US Common Stocks Financials United States Of America (The) US Dollar 142,512 7,909,416 7,909,416 0.08% 06/30/21 Calamos Market Neutral Income Fund Schlumberger, NV SLB US Common Stocks Energy United States Of America (The) US Dollar 243,414 7,791,682 7,791,682 0.08% 06/30/21 Calamos Market Neutral Income Fund Allegion plc ALLE US Common Stocks Industrials Ireland US Dollar 55,809 7,774,194 7,774,194 0.08% 06/30/21 Calamos Market Neutral Income Fund Jack Henry & Associates, Inc. JKHY US Common Stocks Information Technology United States Of America (The) US Dollar 47,505 7,767,543 7,767,543 0.08% 06/30/21 Calamos Market Neutral Income Fund M&T Bank Corp. MTB US Common Stocks Financials United States Of America (The) US Dollar 52,711 7,659,435 7,659,435 0.08% 06/30/21 Calamos Market Neutral Income Fund UDR, Inc. UDR US Common Stocks Real Estate United States Of America (The) US Dollar 155,397 7,611,345 7,611,345 0.08% 06/30/21 Calamos Market Neutral Income Fund Western Union Company WU US Common Stocks Information Technology United States Of America (The) US Dollar 320,957 7,372,382 7,372,382 0.08% 06/30/21 Calamos Market Neutral Income Fund Regeneron Pharmaceuticals, Inc. REGN US Common Stocks Health Care United States Of America (The) US Dollar 13,096 7,314,640 7,314,640 0.08% 06/30/21 Calamos Market Neutral Income Fund Williams Companies, Inc. WMB US Common Stocks Energy United States Of America (The) US Dollar 275,358 7,310,755 7,310,755 0.08% 06/30/21 Calamos Market Neutral Income Fund Aflac, Inc. AFL US Common Stocks Financials United States Of America (The) US Dollar 135,644 7,278,657 7,278,657 0.08% 06/30/21 Calamos Market Neutral Income Fund FirstEnergy Corp. FE US Common Stocks Utilities United States Of America (The) US Dollar 193,236 7,190,312 7,190,312 0.08% 06/30/21 Calamos Market Neutral Income Fund Tesla, Inc. TSLA US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 10,073 6,846,618 6,846,618 0.07% 06/30/21 Calamos Market Neutral Income Fund Phillips 66 PSX US Common Stocks Energy United States Of America (The) US Dollar 76,783 6,589,517 6,589,517 0.07% 06/30/21 Calamos Market Neutral Income Fund EOG Resources, Inc. EOG US Common Stocks Energy United States Of America (The) US Dollar 78,853 6,579,494 6,579,494 0.07% 06/30/21 Calamos Market Neutral Income Fund State Street Corp. STT US Common Stocks Financials United States Of America (The) US Dollar 79,739 6,560,925 6,560,925 0.07% 06/30/21 Calamos Market Neutral Income Fund Prudential Financial, Inc. PRU US Common Stocks Financials United States Of America (The) US Dollar 63,451 6,501,824 6,501,824 0.07% 06/30/21 Calamos Market Neutral Income Fund Regency Centers Corp. REG US Common Stocks Real Estate United States Of America (The) US Dollar 99,885 6,399,632 6,399,632 0.07% 06/30/21 Calamos Market Neutral Income Fund NetApp, Inc. NTAP US Common Stocks Information Technology United States Of America (The) US Dollar 76,837 6,286,803 6,286,803 0.07% 06/30/21 Calamos Market Neutral Income Fund Ulta Beauty, Inc. ULTA US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 17,803 6,155,743 6,155,743 0.07% 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210730P03900000Purchased Options Other United States Of America (The) US Dollar 675,000 6,142,500 6,142,500 0.07% 07/30/21 06/30/21 Calamos Market Neutral Income Fund ONEOK, Inc. OKE US Common Stocks Energy United States Of America (The) US Dollar 109,397 6,086,849 6,086,849 0.07% 06/30/21 Calamos Market Neutral Income Fund Leggett & Platt, Inc. LEG US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 115,439 5,980,895 5,980,895 0.06% 06/30/21 Calamos Market Neutral Income Fund Fox Corp. FOXA US Common Stocks Communication Services United States Of America (The) US Dollar 159,194 5,910,873 5,910,873 0.06% 06/30/21 Calamos Market Neutral Income Fund Otis Worldwide Corp. OTIS US Common Stocks Industrials United States Of America (The) US Dollar 71,219 5,823,578 5,823,578 0.06% 06/30/21 Calamos Market Neutral Income Fund Valero Energy Corp. VLO US Common Stocks Energy United States Of America (The) US Dollar 74,285 5,800,173 5,800,173 0.06% 06/30/21 Calamos Market Neutral Income Fund NiSource, Inc. NI US Common Stocks Utilities United States Of America (The) US Dollar 236,512 5,794,544 5,794,544 0.06% 06/30/21 Calamos Market Neutral Income Fund Exelon Corp. EXC US Common Stocks Utilities United States Of America (The) US Dollar 128,322 5,685,948 5,685,948 0.06% 06/30/21 Calamos Market Neutral Income Fund Federal Realty Investment Trust FRT US Common Stocks Real Estate United States Of America (The) US Dollar 47,788 5,599,320 5,599,320 0.06% 06/30/21 Calamos Market Neutral Income Fund Edison International EIX US Common Stocks Utilities United States Of America (The) US Dollar 91,650 5,299,203 5,299,203 0.06% 06/30/21 Calamos Market Neutral Income Fund Occidental Petroleum Corp. OXY US Common Stocks Energy United States Of America (The) US Dollar 169,378 5,296,450 5,296,450 0.06% 06/30/21 Calamos Market Neutral Income Fund Wynn Resorts, Ltd. WYNN US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 41,131 5,030,321 5,030,321 0.05% 06/30/21 Calamos Market Neutral Income Fund PVH Corp. PVH US Common Stocks Consumer Discretionary United States Of America (The) US Dollar 46,513 5,004,334 5,004,334 0.05% 06/30/21 Calamos Market Neutral Income Fund Western Digital Corp. WDC US Common Stocks Information Technology United States Of America (The) US Dollar 69,990 4,981,188 4,981,188 0.05% 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index Purchased Options Other United States Of America (The) US Dollar 250,000 4,250,000 4,250,000 0.05% 03/31/22 06/30/21 Calamos Market Neutral Income Fund Teledyne Technologies, Inc. TDY US Common Stocks Industrials United States Of America (The) US Dollar 9,515 3,985,167 3,985,167 0.04% 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210831P04000000Purchased Options Other United States Of America (The) US Dollar 100,000 3,515,000 3,515,000 0.04% 08/31/21 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210831P03900000Purchased Options Other United States Of America (The) US Dollar 100,000 2,630,000 2,630,000 0.03% 08/31/21 06/30/21 Calamos Market Neutral Income Fund International Flavors & Fragrances, Inc. IFF US Common Stocks Materials United States Of America (The) US Dollar 12,882 1,924,571 1,924,571 0.02% 06/30/21 Calamos Market Neutral Income Fund Organon & Company OGN US Common Stocks Health Care United States Of America (The) US Dollar 50,673 1,533,365 1,533,365 0.02% 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210730P03700000Purchased Options Other United States Of America (The) US Dollar 250,000 1,212,500 1,212,500 0.01% 07/30/21 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210730C04500000Purchased Options Other United States Of America (The) US Dollar 100,000 177,500 177,500 0.00% 07/30/21 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210630C04350000Purchased Options Other United States Of America (The) US Dollar 200,000 25,000 25,000 0.00% 06/30/21 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index Purchased Options Other United States Of America (The) US Dollar 550,000 13,750 13,750 0.00% 06/30/21 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index Purchased Options Other United States Of America (The) US Dollar 250,000 12,500 12,500 0.00% 06/30/21 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210831P03500000Written Options Other United States Of America (The) US Dollar (200,000) (1,950,000) (1,950,000) -0.02% 08/31/21 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210930C04300000Written Options Other United States Of America (The) US Dollar (50,000) (5,722,500) (5,722,500) -0.06% 09/30/21 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210630C03850000Written Options Other United States Of America (The) US Dollar (100,000) (44,965,000) (44,965,000) -0.48% 06/30/21 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210630C03800000Written Options Other United States Of America (The) US Dollar (100,000) (49,965,000) (49,965,000) -0.53% 06/30/21 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210930C04200000Written Options Other United States Of America (The) US Dollar (475,000) (87,590,000) (87,590,000) -0.94% 09/30/21 06/30/21 Calamos Market Neutral Income Fund S&P 500 Index SPXW 210930C04000000Written Options Other United States Of America (The) US Dollar (675,000) (234,663,750) (234,663,750) -2.51% 09/30/21 06/30/21 Calamos Market Neutral Income Fund Tesla, Inc. AM9062192 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 20,000,000 207,354,200 207,354,200 2.22% 2.375% 03/15/22 06/30/21 Calamos Market Neutral Income Fund Calamos Short-Term Bond Fund CSTIX US Investment In Affiliated Funds Other United States Of America (The) US Dollar 14,938,002 148,931,876 148,931,876 1.59% 06/30/21 Calamos Market Neutral Income Fund Micron Technology, Inc. EJ1291651 Convertible Bonds Information Technology United States Of America (The) US Dollar 17,475,000 148,720,988 148,720,988 1.59% 3.125% 05/01/32 06/30/21 Calamos Market Neutral Income Fund Square, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 35,000,000 109,468,800 109,468,800 1.17% 0.500% 05/15/23 06/30/21 Calamos Market Neutral Income Fund Tesla, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 8,600,000 93,890,500 93,890,500 1.00% 2.000% 05/15/24 06/30/21 Calamos Market Neutral Income Fund Pioneer Natural Resources Company BJ4501802 Convertible Bonds Energy United States Of America (The) US Dollar 56,500,000 90,166,090 90,166,090 0.96% 0.250% 05/15/25 06/30/21 Calamos Market Neutral Income Fund Wayfair, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 29,821,000 81,339,461 81,339,461 0.87% 1.125% 11/01/24 06/30/21 Calamos Market Neutral Income Fund Snap, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 24,970,000 75,428,627 75,428,627 0.81% 0.750% 08/01/26 06/30/21 Calamos Market Neutral Income Fund Match Group Financeco, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 20,000,000 73,489,600 73,489,600 0.79% 0.875% 10/01/22 06/30/21 Calamos Market Neutral Income Fund Cloudflare, Inc. BJ4538861 Convertible Bonds Information Technology United States Of America (The) US Dollar 25,000,000 71,158,750 71,158,750 0.76% 0.750% 05/15/25 06/30/21 Calamos Market Neutral Income Fund Workday, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 40,000,000 65,892,800 65,892,800 0.70% 0.250% 10/01/22 06/30/21 Calamos Market Neutral Income Fund Avantor, Inc. Convertible Preferred Stocks Health Care United States Of America (The) US Dollar 590,000 64,640,400 64,640,400 0.69% 06/30/21 Calamos Market Neutral Income Fund MongoDB, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 35,500,000 64,146,015 64,146,015 0.69% 0.250% 01/15/26 06/30/21 Calamos Market Neutral Income Fund NCL Corp. Ltd- Class C BJ3302798 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 27,500,000 63,942,450 63,942,450 0.68% 6.000% 05/15/24 06/30/21 Calamos Market Neutral Income Fund Teradyne, Inc. AL6237914 Convertible Bonds Information Technology United States Of America (The) US Dollar 15,000,000 63,465,600 63,465,600 0.68% 1.250% 12/15/23 06/30/21 Calamos Market Neutral Income Fund Palo Alto Networks, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 42,925,000 62,735,317 62,735,317 0.67% 0.750% 07/01/23 06/30/21 Calamos Market Neutral Income Fund Nice Systems, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 20,000,000 59,356,600 59,356,600 0.63% 1.250% 01/15/24 06/30/21 Calamos Market Neutral Income Fund Bilibili, Inc. Convertible Bonds Communication Services China US Dollar 12,000,000 59,003,760 59,003,760 0.63% 1.375% 04/01/26 06/30/21 Calamos Market Neutral Income Fund Coinbase Global, Inc. BP5641066 Convertible Bonds Financials United States Of America (The) US Dollar 55,000,000 55,736,450 55,736,450 0.60% 0.500% 06/01/26 06/30/21 Calamos Market Neutral Income Fund Wayfair, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 25,000,000 55,138,000 55,138,000 0.59% 1.000% 08/15/26 06/30/21 Calamos Market Neutral Income Fund Sea, Ltd. Convertible Bonds Communication Services Singapore US Dollar 10,000,000 54,650,200 54,650,200 0.58% 1.000% 12/01/24 06/30/21 Calamos Market Neutral Income Fund Palo Alto Networks, Inc. BJ8487222 Convertible Bonds Information Technology United States Of America (The) US Dollar 40,000,000 54,396,800 54,396,800 0.58% 0.375% 06/01/25 06/30/21 Calamos Market Neutral Income Fund Okta, Inc. BJ9416386 Convertible Bonds Information Technology United States Of America (The) US Dollar 43,500,000 54,244,065 54,244,065 0.58% 0.375% 06/15/26 06/30/21 Calamos Market Neutral Income Fund Okta, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 37,500,000 54,127,125 54,127,125 0.58% 0.125% 09/01/25 06/30/21 Calamos Market Neutral Income Fund Twitter, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 39,000,000 53,704,560 53,704,560 0.57% 0.250% 06/15/24 06/30/21 Calamos Market Neutral Income Fund Airbnb, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 56,393,000 53,149,275 53,149,275 0.57% 0.010% 03/15/26 06/30/21 Calamos Market Neutral Income Fund Etsy, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 21,700,000 52,029,873 52,029,873 0.56% 0.125% 10/01/26 06/30/21 Calamos Market Neutral Income Fund Spotify USA, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 55,000,000 51,637,850 51,637,850 0.55% 0.010% 03/15/26 06/30/21 Calamos Market Neutral Income Fund Zillow Group, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 18,000,000 50,628,240 50,628,240 0.54% 0.750% 09/01/24 06/30/21 Calamos Market Neutral Income Fund Akamai Technologies, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 43,500,000 50,448,690 50,448,690 0.54% 0.375% 09/01/27 06/30/21 Calamos Market Neutral Income Fund Twitter, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 50,000,000 47,841,000 47,841,000 0.51% 03/15/26 06/30/21 Calamos Market Neutral Income Fund Fastly, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 50,000,000 46,715,500 46,715,500 0.50% 0.010% 03/15/26 06/30/21 Calamos Market Neutral Income Fund Sea, Ltd. BJ6386939 Convertible Bonds Communication Services Singapore US Dollar 15,000,000 46,323,000 46,323,000 0.50% 2.375% 12/01/25 06/30/21 Calamos Market Neutral Income Fund Southwest Airlines Company Convertible Bonds Industrials United States Of America (The) US Dollar 30,000,000 45,472,200 45,472,200 0.49% 1.250% 05/01/25 06/30/21 Calamos Market Neutral Income Fund MercadoLibre, Inc. Convertible Bonds Consumer Discretionary Argentina US Dollar 12,500,000 44,411,125 44,411,125 0.47% 2.000% 08/15/28 06/30/21 Calamos Market Neutral Income Fund Dick's Sporting Goods, Inc. BH8412687 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 15,000,000 44,374,350 44,374,350 0.47% 3.250% 04/15/25 06/30/21 Calamos Market Neutral Income Fund Colfax Corp. Convertible Preferred Stocks Industrials United States Of America (The) US Dollar 230,000 42,826,000 42,826,000 0.46% 06/30/21 Calamos Market Neutral Income Fund Snap, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 39,397,000 42,147,305 42,147,305 0.45% 05/01/27 Calamos Funds Portfolio Data as of 06/30/21 (unaudited) This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC. These holdings include securities and cash equivalents.

Important Legal Information

Percent of Interest Date Fund Name Security Name Ticker Investment Type Name Major Industry Name Issue Country Name Local Currency Name Shares/Par Value Local Market Value Base Market Value Maturity Date Investments Rate 06/30/21 Calamos Market Neutral Income Fund Square, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 20,000,000 41,217,800 41,217,800 0.44% 0.125% 03/01/25 06/30/21 Calamos Market Neutral Income Fund Carnival Corp. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 15,000,000 41,133,000 41,133,000 0.44% 5.750% 04/01/23 06/30/21 Calamos Market Neutral Income Fund Splunk, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 35,000,000 40,762,750 40,762,750 0.44% 0.500% 09/15/23 06/30/21 Calamos Market Neutral Income Fund DraftKings, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 44,456,000 40,080,196 40,080,196 0.43% 0.010% 03/15/28 06/30/21 Calamos Market Neutral Income Fund Splunk, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 32,500,000 39,782,275 39,782,275 0.43% 1.125% 09/15/25 06/30/21 Calamos Market Neutral Income Fund Coupa Software, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 22,876,000 39,629,696 39,629,696 0.42% 0.125% 06/15/25 06/30/21 Calamos Market Neutral Income Fund Dexcom, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 15,000,000 39,084,300 39,084,300 0.42% 0.750% 12/01/23 06/30/21 Calamos Market Neutral Income Fund Blackline, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 24,000,000 38,532,480 38,532,480 0.41% 0.125% 08/01/24 06/30/21 Calamos Market Neutral Income Fund World Wrestling Entertainment, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 16,000,000 38,278,720 38,278,720 0.41% 3.375% 12/15/23 06/30/21 Calamos Market Neutral Income Fund Zendesk, Inc. BK0518567 Convertible Bonds Information Technology United States Of America (The) US Dollar 26,000,000 38,059,840 38,059,840 0.41% 0.625% 06/15/25 06/30/21 Calamos Market Neutral Income Fund Zynga, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 27,500,000 38,027,550 38,027,550 0.41% 0.250% 06/01/24 06/30/21 Calamos Market Neutral Income Fund Novocure, Ltd. Convertible Bonds Health Care Jersey US Dollar 25,000,000 37,689,500 37,689,500 0.40% 0.010% 11/01/25 06/30/21 Calamos Market Neutral Income Fund Beyond Meat, Inc. Convertible Bonds Consumer Staples United States Of America (The) US Dollar 36,755,000 37,640,060 37,640,060 0.40% 0.010% 03/15/27 06/30/21 Calamos Market Neutral Income Fund NextEra Energy, Inc. Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 650,000 36,497,500 36,497,500 0.39% 06/30/21 Calamos Market Neutral Income Fund Peloton Interactive, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 37,500,000 36,441,000 36,441,000 0.39% 0.010% 02/15/26 06/30/21 Calamos Market Neutral Income Fund Sika, AG Convertible Bonds Materials Switzerland Swiss Franc 20,000,000 32,126,000 34,721,427 0.37% 0.150% 06/05/25 06/30/21 Calamos Market Neutral Income Fund Cellnex Telecom, SA Convertible Bonds Communication Services Spain Euro Currency 15,000,000 27,709,500 32,856,543 0.35% 1.500% 01/16/26 06/30/21 Calamos Market Neutral Income Fund Sailpoint Technologies Holdings, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 17,500,000 32,803,925 32,803,925 0.35% 0.125% 09/15/24 06/30/21 Calamos Market Neutral Income Fund Farfetch, Ltd. BJ1595153 Convertible Bonds Consumer Discretionary United Kingdom US Dollar 10,000,000 32,596,900 32,596,900 0.35% 3.750% 05/01/27 06/30/21 Calamos Market Neutral Income Fund Snap, Inc. BJ1228938 Convertible Bonds Communication Services United States Of America (The) US Dollar 10,000,000 31,490,000 31,490,000 0.34% 0.250% 05/01/25 06/30/21 Calamos Market Neutral Income Fund Royal Caribbean Cruises, Ltd. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 22,916,000 31,366,275 31,366,275 0.34% 4.250% 06/15/23 06/30/21 Calamos Market Neutral Income Fund Dropbox, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 27,750,000 30,489,480 30,489,480 0.33% 0.010% 03/01/28 06/30/21 Calamos Market Neutral Income Fund Lumentum Holdings, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 28,000,000 30,352,840 30,352,840 0.32% 0.500% 12/15/26 06/30/21 Calamos Market Neutral Income Fund Jazz Investments I, Ltd. BJ9318616 Convertible Bonds Health Care Ireland US Dollar 22,500,000 29,983,050 29,983,050 0.32% 2.000% 06/15/26 06/30/21 Calamos Market Neutral Income Fund Pegasystems, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 25,000,000 29,863,250 29,863,250 0.32% 0.750% 03/01/25 06/30/21 Calamos Market Neutral Income Fund IH Merger Sub, LLC Convertible Bonds Real Estate United States Of America (The) US Dollar 17,700,000 29,029,770 29,029,770 0.31% 3.500% 01/15/22 06/30/21 Calamos Market Neutral Income Fund Blackline, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 30,000,000 28,884,900 28,884,900 0.31% 0.010% 03/15/26 06/30/21 Calamos Market Neutral Income Fund Zscaler, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 17,500,000 27,308,400 27,308,400 0.29% 0.125% 07/01/25 06/30/21 Calamos Market Neutral Income Fund 2020 Mandatory Exchangeable Trust Convertible Preferred Stocks Financials United States Of America (The) US Dollar 15,000 27,147,960 27,147,960 0.29% 06/30/21 Calamos Market Neutral Income Fund 2020 Cash Mandatory Exchangeable Trust Convertible Preferred Stocks Communication Services United States Of America (The) US Dollar 21,292 26,838,417 26,838,417 0.29% 06/30/21 Calamos Market Neutral Income Fund Bill.com Holdings, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 20,000,000 26,769,800 26,769,800 0.29% 0.010% 12/01/25 06/30/21 Calamos Market Neutral Income Fund Workiva, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 17,500,000 26,746,825 26,746,825 0.29% 1.125% 08/15/26 06/30/21 Calamos Market Neutral Income Fund Coupa Software, Inc. BJ9869261 Convertible Bonds Information Technology United States Of America (The) US Dollar 23,000,000 26,631,700 26,631,700 0.28% 0.375% 06/15/26 06/30/21 Calamos Market Neutral Income Fund Sarepta Therapeutics, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 20,000,000 26,574,400 26,574,400 0.28% 1.500% 11/15/24 06/30/21 Calamos Market Neutral Income Fund Lyft, Inc. BJ4508484 Convertible Bonds Industrials United States Of America (The) US Dollar 15,500,000 26,529,955 26,529,955 0.28% 1.500% 05/15/25 06/30/21 Calamos Market Neutral Income Fund Akamai Technologies, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 20,000,000 26,206,000 26,206,000 0.28% 0.125% 05/01/25 06/30/21 Calamos Market Neutral Income Fund Fortive Corp. EP0556019 Convertible Preferred Stocks Industrials United States Of America (The) US Dollar 25,500 25,066,755 25,066,755 0.27% 06/30/21 Calamos Market Neutral Income Fund RingCentral, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 24,500,000 24,888,080 24,888,080 0.27% 0.010% 03/15/26 06/30/21 Calamos Market Neutral Income Fund Dropbox, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 23,000,000 24,708,210 24,708,210 0.26% 0.010% 03/01/26 06/30/21 Calamos Market Neutral Income Fund Bandwidth, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 15,000,000 24,407,850 24,407,850 0.26% 0.250% 03/01/26 06/30/21 Calamos Market Neutral Income Fund Wayfair, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 22,590,000 24,113,018 24,113,018 0.26% 0.625% 10/01/25 06/30/21 Calamos Market Neutral Income Fund Delivery Hero, SE Convertible Bonds Consumer Discretionary Germany Euro Currency 15,000,000 20,001,300 23,716,544 0.25% 1.000% 01/23/27 06/30/21 Calamos Market Neutral Income Fund Guidewire Software, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 20,000,000 23,490,600 23,490,600 0.25% 1.250% 03/15/25 06/30/21 Calamos Market Neutral Income Fund Twitter, Inc. EK4878196 Convertible Bonds Communication Services United States Of America (The) US Dollar 22,500,000 22,966,650 22,966,650 0.25% 1.000% 09/15/21 06/30/21 Calamos Market Neutral Income Fund Zendesk, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 22,962,500 22,962,500 0.25% 0.250% 03/15/23 06/30/21 Calamos Market Neutral Income Fund Guardant Health, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 20,000,000 22,887,600 22,887,600 0.24% 0.010% 11/15/27 06/30/21 Calamos Market Neutral Income Fund Chegg, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 13,457,000 22,756,325 22,756,325 0.24% 0.125% 03/15/25 06/30/21 Calamos Market Neutral Income Fund MicroStrategy, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 29,523,000 22,069,033 22,069,033 0.24% 0.010% 02/15/27 06/30/21 Calamos Market Neutral Income Fund Etsy, Inc. BP9720437 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 20,000,000 22,062,600 22,062,600 0.24% 0.250% 06/15/28 06/30/21 Calamos Market Neutral Income Fund American Eagle Outfitters, Inc. BJ0942307 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 5,000,000 21,834,150 21,834,150 0.23% 3.750% 04/15/25 06/30/21 Calamos Market Neutral Income Fund Booking Holdings, Inc. EK4390416 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 20,000,000 21,808,400 21,808,400 0.23% 0.900% 09/15/21 06/30/21 Calamos Market Neutral Income Fund Cree, Inc. BH9221814 Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 21,776,500 21,776,500 0.23% 1.750% 05/01/26 06/30/21 Calamos Market Neutral Income Fund Proofpoint, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 17,000,000 21,317,660 21,317,660 0.23% 0.250% 08/15/24 06/30/21 Calamos Market Neutral Income Fund Zillow Group, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 7,500,000 21,235,125 21,235,125 0.23% 1.375% 09/01/26 06/30/21 Calamos Market Neutral Income Fund Natera, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 7,000,000 21,217,210 21,217,210 0.23% 2.250% 05/01/27 06/30/21 Calamos Market Neutral Income Fund ON Semiconductor Corp. BP5114841 Convertible Bonds Information Technology United States Of America (The) US Dollar 20,000,000 20,899,600 20,899,600 0.22% 0.010% 05/01/27 06/30/21 Calamos Market Neutral Income Fund Aptiv, PLC Convertible Preferred Stocks Consumer Discretionary Ireland US Dollar 116,491 20,830,921 20,830,921 0.22% 06/30/21 Calamos Market Neutral Income Fund Halozyme Therapeutics, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 21,966,000 20,612,455 20,612,455 0.22% 0.250% 03/01/27 06/30/21 Calamos Market Neutral Income Fund American Electric Power Company, Inc. Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 400,000 20,496,000 20,496,000 0.22% 06/30/21 Calamos Market Neutral Income Fund Southern Company Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 400,000 20,252,000 20,252,000 0.22% 06/30/21 Calamos Market Neutral Income Fund Omnicell, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 12,500,000 20,225,125 20,225,125 0.22% 0.250% 09/15/25 06/30/21 Calamos Market Neutral Income Fund Q2 Holdings, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 20,000,000 20,212,400 20,212,400 0.22% 0.125% 11/15/25 06/30/21 Calamos Market Neutral Income Fund Pinduoduo, Inc. Convertible Bonds Consumer Discretionary China US Dollar 6,750,000 20,128,973 20,128,973 0.22% 10/01/24 06/30/21 Calamos Market Neutral Income Fund Fiverr International, Ltd. Convertible Bonds Consumer Discretionary Israel US Dollar 15,000,000 20,076,450 20,076,450 0.21% 0.010% 11/01/25 06/30/21 Calamos Market Neutral Income Fund Insight Enterprises, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 13,000,000 19,865,560 19,865,560 0.21% 0.750% 02/15/25 06/30/21 Calamos Market Neutral Income Fund iQIYI, Inc. Convertible Bonds Communication Services China US Dollar 19,667,000 19,785,199 19,785,199 0.21% 4.000% 12/15/26 06/30/21 Calamos Market Neutral Income Fund Ionis Pharmaceuticals, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 21,243,000 19,746,856 19,746,856 0.21% 0.125% 12/15/24 06/30/21 Calamos Market Neutral Income Fund Halozyme Therapeutics, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 10,000,000 19,563,900 19,563,900 0.21% 1.250% 12/01/24 06/30/21 Calamos Market Neutral Income Fund Zynga, Inc. BN0723641 Convertible Bonds Communication Services United States Of America (The) US Dollar 17,500,000 18,835,600 18,835,600 0.20% 0.010% 12/15/26 06/30/21 Calamos Market Neutral Income Fund iQIYI, Inc. Convertible Bonds Communication Services China US Dollar 20,000,000 18,811,600 18,811,600 0.20% 2.000% 04/01/25 06/30/21 Calamos Market Neutral Income Fund Clarivate, PLC EP0598771 Convertible Preferred Stocks Industrials United Kingdom US Dollar 178,572 18,696,488 18,696,488 0.20% 06/30/21 Calamos Market Neutral Income Fund Guess?, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 15,000,000 18,649,650 18,649,650 0.20% 2.000% 04/15/24 06/30/21 Calamos Market Neutral Income Fund Infinera Corp. Convertible Bonds Information Technology United States Of America (The) US Dollar 15,000,000 18,549,750 18,549,750 0.20% 2.125% 09/01/24 06/30/21 Calamos Market Neutral Income Fund Innoviva, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 17,000,000 18,509,260 18,509,260 0.20% 2.500% 08/15/25 06/30/21 Calamos Market Neutral Income Fund CenterPoint Energy, Inc. Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 400,000 18,128,000 18,128,000 0.19% 06/30/21 Calamos Market Neutral Income Fund Nuance Communications, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 6,831,000 17,999,958 17,999,958 0.19% 1.500% 11/01/35 06/30/21 Calamos Market Neutral Income Fund Silicon Laboratories, Inc. BJ7510701 Convertible Bonds Information Technology United States Of America (The) US Dollar 12,926,000 17,981,746 17,981,746 0.19% 0.625% 06/15/25 06/30/21 Calamos Market Neutral Income Fund Oak Street Health, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 17,500,000 17,902,150 17,902,150 0.19% 0.010% 03/15/26 06/30/21 Calamos Market Neutral Income Fund Viavi Solutions, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 12,500,000 17,673,500 17,673,500 0.19% 1.000% 03/01/24 06/30/21 Calamos Market Neutral Income Fund Essential Utilities, Inc. Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 308,881 17,661,816 17,661,816 0.19% 06/30/21 Calamos Market Neutral Income Fund MicroStrategy, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 9,601,000 17,132,696 17,132,696 0.18% 0.750% 12/15/25 06/30/21 Calamos Market Neutral Income Fund Redfin Corp. Convertible Bonds Real Estate United States Of America (The) US Dollar 15,000,000 16,963,500 16,963,500 0.18% 0.010% 10/15/25 06/30/21 Calamos Market Neutral Income Fund Medallia, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 15,000,000 16,381,350 16,381,350 0.18% 0.125% 09/15/25 06/30/21 Calamos Market Neutral Income Fund Herbalife Nutrition, Ltd. Convertible Bonds Consumer Staples United States Of America (The) US Dollar 15,000,000 16,342,650 16,342,650 0.17% 2.625% 03/15/24 06/30/21 Calamos Market Neutral Income Fund CONMED Corp. Convertible Bonds Health Care United States Of America (The) US Dollar 10,000,000 16,177,200 16,177,200 0.17% 2.625% 02/01/24 06/30/21 Calamos Market Neutral Income Fund Magnite, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 18,000,000 16,143,300 16,143,300 0.17% 0.250% 03/15/26 06/30/21 Calamos Market Neutral Income Fund FTI Consulting, Inc. Convertible Bonds Industrials United States Of America (The) US Dollar 11,250,000 16,109,888 16,109,888 0.17% 2.000% 08/15/23 06/30/21 Calamos Market Neutral Income Fund Tyler Technologies, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 14,500,000 15,964,500 15,964,500 0.17% 0.250% 03/15/26 06/30/21 Calamos Market Neutral Income Fund Air Canada BJ7609669 Convertible Bonds Industrials Canada US Dollar 10,285,000 15,946,275 15,946,275 0.17% 4.000% 07/01/25 06/30/21 Calamos Market Neutral Income Fund Livongo Health, Inc. BJ8089432 Convertible Bonds Health Care United States Of America (The) US Dollar 10,000,000 15,901,700 15,901,700 0.17% 0.875% 06/01/25 06/30/21 Calamos Market Neutral Income Fund American Airlines Group, Inc. Convertible Bonds Industrials United States Of America (The) US Dollar 10,000,000 15,684,600 15,684,600 0.17% 6.500% 07/01/25 06/30/21 Calamos Market Neutral Income Fund Deutsche Wohnen, SE Convertible Bonds Real Estate Germany Euro Currency 10,000,000 13,218,700 15,674,075 0.17% 0.325% 07/26/24 06/30/21 Calamos Market Neutral Income Fund Itron, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 15,000,000 15,613,500 15,613,500 0.17% 0.010% 03/15/26 06/30/21 Calamos Market Neutral Income Fund Allegheny Technologies, Inc. Convertible Bonds Materials United States Of America (The) US Dollar 10,000,000 15,598,300 15,598,300 0.17% 3.500% 06/15/25 06/30/21 Calamos Market Neutral Income Fund Altair Engineering, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 15,538,900 15,538,900 0.17% 0.250% 06/01/24 06/30/21 Calamos Market Neutral Income Fund PG&E Corp. Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 150,000 15,205,500 15,205,500 0.16% 06/30/21 Calamos Market Neutral Income Fund II-VI, Inc. Convertible Preferred Stocks Information Technology United States Of America (The) US Dollar 50,000 15,057,500 15,057,500 0.16% 06/30/21 Calamos Market Neutral Income Fund New Relic, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 15,000,000 14,907,750 14,907,750 0.16% 0.500% 05/01/23 06/30/21 Calamos Market Neutral Income Fund LendingTree, Inc. Convertible Bonds Financials United States Of America (The) US Dollar 12,500,000 14,906,125 14,906,125 0.16% 0.625% 06/01/22 06/30/21 Calamos Market Neutral Income Fund Redfin Corp. Convertible Bonds Real Estate United States Of America (The) US Dollar 15,000,000 14,898,450 14,898,450 0.16% 0.500% 04/01/27 06/30/21 Calamos Market Neutral Income Fund DTE Energy Company Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 300,000 14,829,000 14,829,000 0.16% 06/30/21 Calamos Market Neutral Income Fund NextEra Energy, Inc. Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 300,000 14,820,000 14,820,000 0.16% 06/30/21 Calamos Market Neutral Income Fund Nova Measuring Instruments, Ltd. Convertible Bonds Information Technology Israel US Dollar 10,000,000 14,614,400 14,614,400 0.16% 0.010% 10/15/25 06/30/21 Calamos Market Neutral Income Fund Lumentum Holdings, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 14,607,500 14,607,500 0.16% 0.250% 03/15/24 06/30/21 Calamos Market Neutral Income Fund CyberAgent, Inc. Convertible Bonds Communication Services Japan Japanese Yen 1,000,000,000 1,590,400,000 14,315,676 0.15% 0.010% 02/19/25 06/30/21 Calamos Market Neutral Income Fund FireEye, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 12,500,000 14,207,250 14,207,250 0.15% 0.875% 06/01/24 Calamos Funds Portfolio Data as of 06/30/21 (unaudited) This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC. These holdings include securities and cash equivalents.

Important Legal Information

Percent of Interest Date Fund Name Security Name Ticker Investment Type Name Major Industry Name Issue Country Name Local Currency Name Shares/Par Value Local Market Value Base Market Value Maturity Date Investments Rate 06/30/21 Calamos Market Neutral Income Fund 2U, Inc. BI0038835 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 8,625,000 14,187,780 14,187,780 0.15% 2.250% 05/01/25 06/30/21 Calamos Market Neutral Income Fund Ocado Group, PLC Convertible Bonds Consumer Discretionary United Kingdom Pound Sterling 10,000,000 10,237,400 14,161,395 0.15% 0.750% 01/18/27 06/30/21 Calamos Market Neutral Income Fund Rapid7, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 12,500,000 13,892,875 13,892,875 0.15% 0.250% 03/15/27 06/30/21 Calamos Market Neutral Income Fund GDS Holdings, Ltd. Convertible Bonds Information Technology China US Dollar 8,500,000 13,885,175 13,885,175 0.15% 2.000% 06/01/25 06/30/21 Calamos Market Neutral Income Fund Bentley Systems, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 11,398,000 13,631,438 13,631,438 0.15% 0.125% 01/15/26 06/30/21 Calamos Market Neutral Income Fund Shopify, Inc. Convertible Bonds Information Technology Canada US Dollar 10,426,000 13,568,813 13,568,813 0.15% 0.125% 11/01/25 06/30/21 Calamos Market Neutral Income Fund LendingTree, Inc. Convertible Bonds Financials United States Of America (The) US Dollar 15,000,000 13,559,550 13,559,550 0.14% 0.500% 07/15/25 06/30/21 Calamos Market Neutral Income Fund Datadog, Inc. BJ7698316 Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 13,437,600 13,437,600 0.14% 0.125% 06/15/25 06/30/21 Calamos Market Neutral Income Fund Sempra Energy Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 135,000 13,333,950 13,333,950 0.14% 07/15/21 06/30/21 Calamos Market Neutral Income Fund IMMOFINANZ, AG Convertible Bonds Real Estate Austria Euro Currency 10,500,000 11,172,315 13,247,574 0.14% 1.500% 01/24/24 06/30/21 Calamos Market Neutral Income Fund National Vision Holdings, Inc. BJ3898100 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 7,500,000 13,231,425 13,231,425 0.14% 2.500% 05/15/25 06/30/21 Calamos Market Neutral Income Fund LivePerson, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 7,500,000 13,159,575 13,159,575 0.14% 0.750% 03/01/24 06/30/21 Calamos Market Neutral Income Fund Ceridian HCM Holding, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 12,500,000 12,685,625 12,685,625 0.14% 0.250% 03/15/26 06/30/21 Calamos Market Neutral Income Fund Stanley Black & Decker, Inc. Convertible Preferred Stocks Industrials United States Of America (The) US Dollar 104,200 12,580,066 12,580,066 0.13% 06/30/21 Calamos Market Neutral Income Fund NextEra Energy Partners, LP BQ0907114 Convertible Bonds Utilities United States Of America (The) US Dollar 12,500,000 12,470,375 12,470,375 0.13% 0.010% 06/15/24 06/30/21 Calamos Market Neutral Income Fund Sunnova Energy International, Inc. BP5543734 Convertible Bonds Utilities United States Of America (The) US Dollar 10,000,000 12,411,400 12,411,400 0.13% 0.250% 12/01/26 06/30/21 Calamos Market Neutral Income Fund International Flavors & Fragrances, Inc. Convertible Preferred Stocks Materials United States Of America (The) US Dollar 242,647 12,280,365 12,280,365 0.13% 06/30/21 Calamos Market Neutral Income Fund Middleby Corp. Convertible Bonds Industrials United States Of America (The) US Dollar 8,467,000 12,241,081 12,241,081 0.13% 1.000% 09/01/25 06/30/21 Calamos Market Neutral Income Fund Box, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 11,931,600 11,931,600 0.13% 01/15/26 06/30/21 Calamos Market Neutral Income Fund Ironwood Pharmaceuticals, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 9,500,000 11,397,150 11,397,150 0.12% 1.500% 06/15/26 06/30/21 Calamos Market Neutral Income Fund iStar, Inc. Convertible Bonds Real Estate United States Of America (The) US Dollar 7,500,000 11,392,875 11,392,875 0.12% 3.125% 09/15/22 06/30/21 Calamos Market Neutral Income Fund CSG Systems International, Inc. JK3959844 Convertible Bonds Information Technology United States Of America (The) US Dollar 11,000,000 11,338,580 11,338,580 0.12% 4.250% 03/15/36 06/30/21 Calamos Market Neutral Income Fund Square, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 11,271,400 11,271,400 0.12% 05/01/26 06/30/21 Calamos Market Neutral Income Fund Momo, Inc. Convertible Bonds Communication Services China US Dollar 12,500,000 11,196,375 11,196,375 0.12% 1.250% 07/01/25 06/30/21 Calamos Market Neutral Income Fund Allscripts Healthcare Solutions, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 7,500,000 11,174,475 11,174,475 0.12% 0.875% 01/01/27 06/30/21 Calamos Market Neutral Income Fund Talend, SA Convertible Bonds Information Technology United States Of America (The) Euro Currency 7,500,000 9,235,500 10,950,995 0.12% 1.750% 09/01/24 06/30/21 Calamos Market Neutral Income Fund JPMorgan Chase Financial Company, LLC Convertible Bonds Financials United States Of America (The) US Dollar 10,467,000 10,927,234 10,927,234 0.12% 0.250% 05/01/23 06/30/21 Calamos Market Neutral Income Fund CyberArk Software, Ltd. Convertible Bonds Information Technology Israel US Dollar 10,000,000 10,869,100 10,869,100 0.12% 11/15/24 06/30/21 Calamos Market Neutral Income Fund Meituan BP1720617 Convertible Bonds Consumer Discretionary China US Dollar 10,000,000 10,867,300 10,867,300 0.12% 0.010% 04/27/27 06/30/21 Calamos Market Neutral Income Fund Under Armour, Inc. BJ6693359 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 5,509,000 10,843,255 10,843,255 0.12% 1.500% 06/01/24 06/30/21 Calamos Market Neutral Income Fund LivePerson, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 10,712,600 10,712,600 0.11% 0.010% 12/15/26 06/30/21 Calamos Market Neutral Income Fund Enphase Energy, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 11,000,000 10,709,490 10,709,490 0.11% 0.010% 03/01/28 06/30/21 Calamos Market Neutral Income Fund OSI Systems, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 10,679,800 10,679,800 0.11% 1.250% 09/01/22 06/30/21 Calamos Market Neutral Income Fund Nutanix, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 10,581,900 10,581,900 0.11% 01/15/23 06/30/21 Calamos Market Neutral Income Fund Vishay Intertechnology, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 10,531,600 10,531,600 0.11% 2.250% 06/15/25 06/30/21 Calamos Market Neutral Income Fund Pinduoduo, Inc. Convertible Bonds Consumer Discretionary China US Dollar 10,000,000 10,305,000 10,305,000 0.11% 0.010% 12/01/25 06/30/21 Calamos Market Neutral Income Fund II-VI, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 6,500,000 10,298,600 10,298,600 0.11% 0.250% 09/01/22 06/30/21 Calamos Market Neutral Income Fund SmileDirectClub, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 12,500,000 10,281,500 10,281,500 0.11% 0.010% 02/01/26 06/30/21 Calamos Market Neutral Income Fund Match Group Financeco 3, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 5,000,000 10,186,550 10,186,550 0.11% 2.000% 01/15/30 06/30/21 Calamos Market Neutral Income Fund Progress Software Corp. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 10,125,300 10,125,300 0.11% 1.000% 04/15/26 06/30/21 Calamos Market Neutral Income Fund Stride, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 10,833,000 10,122,789 10,122,789 0.11% 1.125% 09/01/27 06/30/21 Calamos Market Neutral Income Fund JOYY, Inc. Convertible Bonds Communication Services China US Dollar 10,000,000 10,088,200 10,088,200 0.11% 0.750% 06/15/25 06/30/21 Calamos Market Neutral Income Fund NextEra Energy, Inc. Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 205,000 10,036,800 10,036,800 0.11% 06/30/21 Calamos Market Neutral Income Fund Insmed, Inc. BP4720705 Convertible Bonds Health Care United States Of America (The) US Dollar 9,000,000 10,001,340 10,001,340 0.11% 0.750% 06/01/28 06/30/21 Calamos Market Neutral Income Fund Neurocrine Biosciences, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 7,500,000 9,967,050 9,967,050 0.11% 2.250% 05/15/24 06/30/21 Calamos Market Neutral Income Fund NuVasive, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 10,000,000 9,930,300 9,930,300 0.11% 0.375% 03/15/25 06/30/21 Calamos Market Neutral Income Fund JOYY, Inc. Convertible Bonds Communication Services China US Dollar 10,000,000 9,914,100 9,914,100 0.11% 1.375% 06/15/26 06/30/21 Calamos Market Neutral Income Fund Supernus Pharmaceuticals, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 10,000,000 9,909,700 9,909,700 0.11% 0.625% 04/01/23 06/30/21 Calamos Market Neutral Income Fund Verint Systems, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 9,877,700 9,877,700 0.11% 0.250% 04/15/26 06/30/21 Calamos Market Neutral Income Fund Bridgebio Pharma, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 6,000,000 9,852,540 9,852,540 0.11% 2.500% 03/15/27 06/30/21 Calamos Market Neutral Income Fund Enphase Energy, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 9,825,400 9,825,400 0.11% 03/01/26 06/30/21 Calamos Market Neutral Income Fund Shake Shack, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 10,245,000 9,761,641 9,761,641 0.10% 0.010% 03/01/28 06/30/21 Calamos Market Neutral Income Fund Weibo Corp. Convertible Bonds Information Technology China US Dollar 10,000,000 9,749,900 9,749,900 0.10% 1.250% 11/15/22 06/30/21 Calamos Market Neutral Income Fund Bridgebio Pharma, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 10,000,000 9,727,400 9,727,400 0.10% 2.250% 02/01/29 06/30/21 Calamos Market Neutral Income Fund Alteryx, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 9,625,700 9,625,700 0.10% 0.500% 08/01/24 06/30/21 Calamos Market Neutral Income Fund Spirit Airlines, Inc. Sr Unsecured 05/26 1 Convertible Bonds Industrials United States Of America (The) US Dollar 10,000,000 9,617,100 9,617,100 0.10% 1.000% 05/15/26 06/30/21 Calamos Market Neutral Income Fund NIO, Inc. Convertible Bonds Consumer Discretionary China US Dollar 10,000,000 9,543,700 9,543,700 0.10% 02/01/26 06/30/21 Calamos Market Neutral Income Fund TechTarget, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 7,500,000 9,512,850 9,512,850 0.10% 0.125% 12/15/25 06/30/21 Calamos Market Neutral Income Fund Alteryx, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 10,000,000 9,459,100 9,459,100 0.10% 1.000% 08/01/26 06/30/21 Calamos Market Neutral Income Fund Pacira BioSciences, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 8,633,000 9,458,315 9,458,315 0.10% 0.750% 08/01/25 06/30/21 Calamos Market Neutral Income Fund TripAdvisor, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 10,000,000 9,414,600 9,414,600 0.10% 0.250% 04/01/26 06/30/21 Calamos Market Neutral Income Fund 8x8, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 7,500,000 9,333,600 9,333,600 0.10% 0.500% 02/01/24 06/30/21 Calamos Market Neutral Income Fund Energizer Holdings, Inc. Convertible Preferred Stocks Consumer Staples United States Of America (The) US Dollar 100,000 9,150,000 9,150,000 0.10% 06/30/21 Calamos Market Neutral Income Fund Envestnet, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 9,072,000 9,026,640 9,026,640 0.10% 0.750% 08/15/25 06/30/21 Calamos Market Neutral Income Fund Ironwood Pharmaceuticals, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 7,500,000 8,867,925 8,867,925 0.09% 0.750% 06/15/24 06/30/21 Calamos Market Neutral Income Fund Wix.com, Ltd. Convertible Bonds Information Technology Israel US Dollar 4,217,000 8,734,756 8,734,756 0.09% 07/01/23 06/30/21 Calamos Market Neutral Income Fund Expedia Group, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 7,941,000 8,603,756 8,603,756 0.09% 0.010% 02/15/26 06/30/21 Calamos Market Neutral Income Fund Everbridge, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 8,000,000 8,245,280 8,245,280 0.09% 03/15/26 06/30/21 Calamos Market Neutral Income Fund GSK Finance No 3, PLC Convertible Bonds Financials United Kingdom US Dollar 8,052,000 8,201,123 8,201,123 0.09% 06/22/23 06/30/21 Calamos Market Neutral Income Fund PAR Technology Corp. Convertible Bonds Information Technology United States Of America (The) US Dollar 4,500,000 8,185,365 8,185,365 0.09% 2.875% 04/15/26 06/30/21 Calamos Market Neutral Income Fund Chegg, Inc. ZO0864090 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 7,500,000 7,806,825 7,806,825 0.08% 0.010% 09/01/26 06/30/21 Calamos Market Neutral Income Fund Symrise, AG AN9594820 Convertible Bonds Materials Germany Euro Currency 5,000,000 6,526,600 7,738,917 0.08% 0.238% 06/20/24 06/30/21 Calamos Market Neutral Income Fund Marriott Vacations Worldwide Corp. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 7,000,000 7,736,120 7,736,120 0.08% 01/15/26 06/30/21 Calamos Market Neutral Income Fund iQIYI, Inc. Convertible Bonds Communication Services China US Dollar 7,500,000 7,581,300 7,581,300 0.08% 3.750% 12/01/23 06/30/21 Calamos Market Neutral Income Fund Cracker Barrel Old Country Store, Inc. BQ0677204 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 7,500,000 7,548,300 7,548,300 0.08% 0.625% 06/15/26 06/30/21 Calamos Market Neutral Income Fund Q2 Holdings, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 5,625,000 7,373,475 7,373,475 0.08% 0.750% 06/01/26 06/30/21 Calamos Market Neutral Income Fund JetBlue Airways Corp. Convertible Bonds Industrials United States Of America (The) US Dollar 7,126,000 7,128,708 7,128,708 0.08% 0.500% 04/01/26 06/30/21 Calamos Market Neutral Income Fund Benefitfocus, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 7,500,000 7,105,200 7,105,200 0.08% 1.250% 12/15/23 06/30/21 Calamos Market Neutral Income Fund NIO, Inc. Convertible Bonds Consumer Discretionary China US Dollar 7,449,000 7,049,510 7,049,510 0.08% 0.500% 02/01/27 06/30/21 Calamos Market Neutral Income Fund Greenbrier Companies, Inc. Convertible Bonds Industrials United States Of America (The) US Dollar 6,600,000 6,926,832 6,926,832 0.07% 2.875% 04/15/28 06/30/21 Calamos Market Neutral Income Fund Vroom, Inc. BQ0965898 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 6,632,000 6,832,618 6,832,618 0.07% 0.750% 07/01/26 06/30/21 Calamos Market Neutral Income Fund Liberty Media Corp-Liberty Formula One Convertible Bonds Communication Services United States Of America (The) US Dollar 5,000,000 6,799,850 6,799,850 0.07% 1.000% 01/30/23 06/30/21 Calamos Market Neutral Income Fund Liberty Media Corp. Convertible Bonds Communication Services United States Of America (The) US Dollar 5,000,000 6,710,300 6,710,300 0.07% 2.250% 12/01/48 06/30/21 Calamos Market Neutral Income Fund OPKO Health, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 5,000,000 6,513,500 6,513,500 0.07% 4.500% 02/15/25 06/30/21 Calamos Market Neutral Income Fund Accolade, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 5,000,000 6,376,450 6,376,450 0.07% 0.500% 04/01/26 06/30/21 Calamos Market Neutral Income Fund Danaher Corp. Convertible Preferred Stocks Health Care United States Of America (The) US Dollar 3,500 6,295,135 6,295,135 0.07% 06/30/21 Calamos Market Neutral Income Fund Royal Caribbean Cruises, Ltd. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 5,000,000 6,287,550 6,287,550 0.07% 2.875% 11/15/23 06/30/21 Calamos Market Neutral Income Fund Yaoko Company, Ltd. Convertible Bonds Consumer Staples Japan Japanese Yen 610,000,000 694,729,000 6,253,468 0.07% 0.010% 06/20/24 06/30/21 Calamos Market Neutral Income Fund Avaya Holdings Corp. Convertible Bonds Information Technology United States Of America (The) US Dollar 5,000,000 5,900,600 5,900,600 0.06% 2.250% 06/15/23 06/30/21 Calamos Market Neutral Income Fund Mesa Laboratories, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 5,000,000 5,768,350 5,768,350 0.06% 1.375% 08/15/25 06/30/21 Calamos Market Neutral Income Fund Vail Resorts, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 5,264,000 5,517,146 5,517,146 0.06% 01/01/26 06/30/21 Calamos Market Neutral Income Fund John Bean Technologies Corp. BP7778254 Convertible Bonds Industrials United States Of America (The) US Dollar 5,000,000 5,315,750 5,315,750 0.06% 0.250% 05/15/26 06/30/21 Calamos Market Neutral Income Fund Realogy Group, LLC / Realogy Co-Issuer Corp. BP8188420 Convertible Bonds Financials United States Of America (The) US Dollar 5,000,000 5,156,700 5,156,700 0.06% 0.250% 06/15/26 06/30/21 Calamos Market Neutral Income Fund PROS Holdings, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 5,000,000 5,113,450 5,113,450 0.05% 1.000% 05/15/24 06/30/21 Calamos Market Neutral Income Fund Tabula Rasa HealthCare, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 5,000,000 5,079,050 5,079,050 0.05% 1.750% 02/15/26 06/30/21 Calamos Market Neutral Income Fund FireEye, Inc. EK9446718 Convertible Bonds Information Technology United States Of America (The) US Dollar 5,000,000 4,980,350 4,980,350 0.05% 1.625% 06/01/35 06/30/21 Calamos Market Neutral Income Fund fuboTV, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 5,000,000 4,939,150 4,939,150 0.05% 3.250% 02/15/26 06/30/21 Calamos Market Neutral Income Fund Hope Bancorp, Inc. Convertible Bonds Financials United States Of America (The) US Dollar 5,000,000 4,935,700 4,935,700 0.05% 2.000% 05/15/38 06/30/21 Calamos Market Neutral Income Fund Tilray, Inc. Convertible Bonds Health Care Canada US Dollar 5,000,000 4,913,700 4,913,700 0.05% 5.000% 10/01/23 06/30/21 Calamos Market Neutral Income Fund American Electric Power Company, Inc. Convertible Preferred Stocks Utilities United States Of America (The) US Dollar 99,780 4,902,191 4,902,191 0.05% 06/30/21 Calamos Market Neutral Income Fund Heritage Insurance Holdings, Inc. Convertible Bonds Financials United States Of America (The) US Dollar 5,000,000 4,813,350 4,813,350 0.05% 5.875% 08/01/37 06/30/21 Calamos Market Neutral Income Fund Evolent Health, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 5,000,000 4,805,200 4,805,200 0.05% 1.500% 10/15/25 06/30/21 Calamos Market Neutral Income Fund Revance Therapeutics, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 4,000,000 4,680,280 4,680,280 0.05% 1.750% 02/15/27 06/30/21 Calamos Market Neutral Income Fund Radius Health, Inc. AO7106799 Convertible Bonds Health Care United States Of America (The) US Dollar 5,000,000 4,644,000 4,644,000 0.05% 3.000% 09/01/24 06/30/21 Calamos Market Neutral Income Fund Turning Point Brands, Inc. Convertible Bonds Consumer Staples United States Of America (The) US Dollar 4,000,000 4,541,920 4,541,920 0.05% 2.500% 07/15/24 06/30/21 Calamos Market Neutral Income Fund Quotient Technology, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 4,500,000 4,534,515 4,534,515 0.05% 1.750% 12/01/22 Calamos Funds Portfolio Data as of 06/30/21 (unaudited) This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC. These holdings include securities and cash equivalents.

Important Legal Information

Percent of Interest Date Fund Name Security Name Ticker Investment Type Name Major Industry Name Issue Country Name Local Currency Name Shares/Par Value Local Market Value Base Market Value Maturity Date Investments Rate 06/30/21 Calamos Market Neutral Income Fund Intercept Pharmaceuticals, Inc. LW6646779 Convertible Bonds Health Care United States Of America (The) US Dollar 5,000,000 4,519,450 4,519,450 0.05% 3.250% 07/01/23 06/30/21 Calamos Market Neutral Income Fund Eventbrite, Inc. BJ9878080 Convertible Bonds Communication Services United States Of America (The) US Dollar 2,500,000 4,386,375 4,386,375 0.05% 5.000% 12/01/25 06/30/21 Calamos Market Neutral Income Fund Travere Therapeutics, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 5,000,000 4,280,500 4,280,500 0.05% 2.500% 09/15/25 06/30/21 Calamos Market Neutral Income Fund Haemonetics Corp. BO3523160 Convertible Bonds Health Care United States Of America (The) US Dollar 5,000,000 4,216,100 4,216,100 0.05% 0.010% 03/01/26 06/30/21 Calamos Market Neutral Income Fund SMART Global Holdings, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 3,000,000 4,115,340 4,115,340 0.04% 2.250% 02/15/26 06/30/21 Calamos Market Neutral Income Fund Coherus Biosciences, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 3,759,000 3,857,711 3,857,711 0.04% 1.500% 04/15/26 06/30/21 Calamos Market Neutral Income Fund Collegium Pharmaceutical, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 3,500,000 3,810,275 3,810,275 0.04% 2.625% 02/15/26 06/30/21 Calamos Market Neutral Income Fund Intercept Pharmaceuticals, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 5,000,000 3,421,000 3,421,000 0.04% 2.000% 05/15/26 06/30/21 Calamos Market Neutral Income Fund CyberAgent, Inc. Purchased Options Communication Services Japan Japanese Yen 7,000,000 357,485,429 3,217,835 0.03% 02/17/23 06/30/21 Calamos Market Neutral Income Fund Total Return Swap CRACKER BARREL vs 01MLIBOR Total Rtn Bond Swap SWAPS United States Of America (The) US Dollar 3,209,325 3,209,325 3,209,325 0.03% 1.000% 07/16/21 06/30/21 Calamos Market Neutral Income Fund Repay Holdings Corp. Convertible Bonds Information Technology United States Of America (The) US Dollar 3,201,000 3,180,065 3,180,065 0.03% 02/01/26 06/30/21 Calamos Market Neutral Income Fund Sirius XM Radio, Inc. AO1200630 Corporate Bond Communication Services United States Of America (The) US Dollar 3,000,000 3,009,090 3,009,090 0.03% 3.875% 08/01/22 06/30/21 Calamos Market Neutral Income Fund Cheesecake Factory, Inc. BQ0432931 Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 3,009,000 2,977,646 2,977,646 0.03% 0.375% 06/15/26 06/30/21 Calamos Market Neutral Income Fund Total Return Swap NEXTERA ENERGY PARTNERS LP vs 01MFEDL Total Rtn Bond Swap SWAPS United States Of America (The) US Dollar 2,964,006 2,964,006 2,964,006 0.03% 0.100% 07/29/21 06/30/21 Calamos Market Neutral Income Fund NeoGenomics, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 3,000,000 2,947,950 2,947,950 0.03% 0.250% 01/15/28 06/30/21 Calamos Market Neutral Income Fund Groupon, Inc. Convertible Bonds Consumer Discretionary United States Of America (The) US Dollar 3,000,000 2,825,820 2,825,820 0.03% 1.125% 03/15/26 06/30/21 Calamos Market Neutral Income Fund CalAmp Corp. Convertible Bonds Information Technology United States Of America (The) US Dollar 3,000,000 2,782,170 2,782,170 0.03% 2.000% 08/01/25 06/30/21 Calamos Market Neutral Income Fund 21Vianet Group, Inc. Convertible Bonds Information Technology China US Dollar 3,058,000 2,687,432 2,687,432 0.03% 02/01/26 06/30/21 Calamos Market Neutral Income Fund Ironwood Pharmaceuticals, Inc. EK9685398 Convertible Bonds Health Care United States Of America (The) US Dollar 2,423,000 2,648,291 2,648,291 0.03% 2.250% 06/15/22 06/30/21 Calamos Market Neutral Income Fund PROS Holdings, Inc. Convertible Bonds Information Technology United States Of America (The) US Dollar 2,000,000 2,608,420 2,608,420 0.03% 2.250% 09/15/27 06/30/21 Calamos Market Neutral Income Fund Bandwidth, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 2,500,000 2,570,400 2,570,400 0.03% 0.500% 04/01/28 06/30/21 Calamos Market Neutral Income Fund i3 Verticals, LLC BG0753205 Convertible Bonds Information Technology United States Of America (The) US Dollar 2,500,000 2,537,050 2,537,050 0.03% 1.000% 02/15/25 06/30/21 Calamos Market Neutral Income Fund Spirit Airlines, Inc. SAVE US Common Stocks Industrials United States Of America (The) US Dollar 82,786 2,520,006 2,520,006 0.03% 06/30/21 Calamos Market Neutral Income Fund Total Return Swap JOHN BEAN TECHNOLOGY CORP vs 01MFEDL Total Rtn Bond Swap SWAPS United States Of America (The) US Dollar 2,289,589 2,289,589 2,289,589 0.02% 0.100% 07/19/21 06/30/21 Calamos Market Neutral Income Fund Eventbrite, Inc. Convertible Bonds Communication Services United States Of America (The) US Dollar 1,953,000 1,923,432 1,923,432 0.02% 0.750% 09/15/26 06/30/21 Calamos Market Neutral Income Fund Vocera Communications, Inc. Convertible Bonds Health Care United States Of America (The) US Dollar 2,000,000 1,905,260 1,905,260 0.02% 0.500% 09/15/26 06/30/21 Calamos Market Neutral Income Fund Asashi Refining US, Inc. Purchased Options Industrials United States Of America (The) US Dollar 10,000,000 1,831,000 1,831,000 0.02% 03/16/26 06/30/21 Calamos Market Neutral Income Fund Digital Garage, Inc. Purchased Options Information Technology Japan Japanese Yen 15,000,000 182,061,810 1,638,794 0.02% 09/14/23 06/30/21 Calamos Market Neutral Income Fund CyberAgent, Inc. Purchased Options Communication Services Japan Japanese Yen 300,000,000 173,013,462 1,557,347 0.02% 02/19/25 06/30/21 Calamos Market Neutral Income Fund Esc Cb Chesapeake Ener 09/26 5.5 Convertible Bonds Energy United States Of America (The) US Dollar 15,000,000 951,600 951,600 0.01% 5.500% 09/15/26 06/30/21 Calamos Market Neutral Income Fund Senko Company, Ltd. Purchased Options Industrials Japan Japanese Yen 540,000,000 97,686,000 879,302 0.01% 03/28/22 06/30/21 Calamos Market Neutral Income Fund Ship Healthcare Holdings, Inc. Purchased Options Health Care Japan Japanese Yen 720,000,000 94,557,521 851,141 0.01% 12/13/23 06/30/21 Calamos Market Neutral Income Fund Kyoritsu Maintenance Company, Ltd. Purchased Options Consumer Discretionary Japan Japanese Yen 1,000,000,000 92,600,000 833,521 0.01% 01/29/26 06/30/21 Calamos Market Neutral Income Fund Ship Healthcare Holdings, Inc. Purchased Options Health Care Japan Japanese Yen 500,000,000 65,664,945 591,070 0.01% 12/13/23 06/30/21 Calamos Market Neutral Income Fund Medipal Holdings Corp. Purchased Options Health Care Japan Japanese Yen 1,000,000,000 61,278,670 551,588 0.01% 10/07/22 06/30/21 Calamos Market Neutral Income Fund Digital Garage, Inc. Purchased Options Information Technology Japan Japanese Yen 5,000,000 60,687,270 546,265 0.01% 09/14/23 06/30/21 Calamos Market Neutral Income Fund EDION Corp. Purchased Options Consumer Discretionary Japan Japanese Yen 600,000,000 57,480,000 517,395 0.01% 06/19/25 06/30/21 Calamos Market Neutral Income Fund CyberAgent, Inc. Purchased Options Communication Services Japan Japanese Yen 100,000,000 51,402,050 462,686 0.00% 02/17/23 06/30/21 Calamos Market Neutral Income Fund EDION Corp. Purchased Options Consumer Discretionary Japan Japanese Yen 500,000,000 49,717,845 447,526 0.00% 06/19/25 06/30/21 Calamos Market Neutral Income Fund EDION Corp. Purchased Options Consumer Discretionary Japan Japanese Yen 5,000,000 49,717,845 447,526 0.00% 06/19/25 06/30/21 Calamos Market Neutral Income Fund Seino Holdings Company, Ltd. Purchased Options Industrials Japan Japanese Yen 1,600,000,000 43,040,000 387,416 0.00% 03/31/26 06/30/21 Calamos Market Neutral Income Fund Chesapeake Energy Corp. CHK US Common Stocks Energy United States Of America (The) US Dollar 5,867 304,615 304,615 0.00% 06/30/21 Calamos Market Neutral Income Fund Nagoya Railroad Company, Ltd. Purchased Options Industrials Japan Japanese Yen 1,000,000,000 33,391,830 300,570 0.00% 12/09/22 06/30/21 Calamos Market Neutral Income Fund Ship Heathcare Holdings, Inc. Purchased Options Health Care Japan Japanese Yen 250,000,000 32,475,000 292,317 0.00% 12/13/23 06/30/21 Calamos Market Neutral Income Fund Nagoya Railroad Company, Ltd. Purchased Options Industrials Japan Japanese Yen 10,000,000 27,950,760 251,593 0.00% 12/09/22 06/30/21 Calamos Market Neutral Income Fund Takashimaya Company, Ltd. Purchased Options Consumer Discretionary Japan Japanese Yen 10,000,000 27,734,780 249,649 0.00% 12/06/23 06/30/21 Calamos Market Neutral Income Fund Chesapeake Energy Corp. CHKEL US Warrants Energy United States Of America (The) US Dollar 11,071 230,941 230,941 0.00% 06/30/21 Calamos Market Neutral Income Fund Kansai Paint Company, Ltd. Purchased Options Materials Japan Japanese Yen 500,000,000 22,745,150 204,736 0.00% 06/17/22 06/30/21 Calamos Market Neutral Income Fund Lxil Corp. Purchased Options Other Japan Japanese Yen 1,500,000,000 16,500,000 148,522 0.00% 03/04/22 06/30/21 Calamos Market Neutral Income Fund Takashimaya Company, Ltd. Purchased Options Consumer Discretionary Japan Japanese Yen 5,000,000 13,867,390 124,825 0.00% 12/06/23 06/30/21 Calamos Market Neutral Income Fund Takashimaya Company, Ltd. Purchased Options Consumer Discretionary Japan Japanese Yen 5,000,000 13,867,390 124,825 0.00% 12/06/23 06/30/21 Calamos Market Neutral Income Fund Nagoya Railroad Company, Ltd. Purchased Options Industrials Japan Japanese Yen 5,000,000 13,241,455 119,190 0.00% 12/09/22 06/30/21 Calamos Market Neutral Income Fund Mitsubishi Chemical Holdings Corp. Purchased Options Materials Japan Japanese Yen 1,000,000,000 12,512,490 112,629 0.00% 03/30/22 06/30/21 Calamos Market Neutral Income Fund Teijin, Ltd. Purchased Options Materials Japan Japanese Yen 1,000,000,000 11,534,390 103,825 0.00% 12/10/21 06/30/21 Calamos Market Neutral Income Fund Ezaki Glico Company, Ltd. Purchased Options Consumer Staples Japan Japanese Yen 10,000,000 10,451,990 94,082 0.00% 01/30/24 06/30/21 Calamos Market Neutral Income Fund Nippn Corp. Purchased Options Consumer Staples Japan Japanese Yen 500,000,000 9,947,210 89,538 0.00% 06/20/25 06/30/21 Calamos Market Neutral Income Fund Nagoya Railroad Company, Ltd. Purchased Options Industrials Japan Japanese Yen 280,000,000 9,843,070 88,600 0.00% 12/09/22 06/30/21 Calamos Market Neutral Income Fund Teijin, Ltd. Purchased Options Materials Japan Japanese Yen 1,000,000,000 9,200,000 82,812 0.00% 12/10/21 06/30/21 Calamos Market Neutral Income Fund Nagoya Railroad Company, Ltd. Purchased Options Industrials Japan Japanese Yen 220,000,000 7,346,203 66,125 0.00% 12/09/22 06/30/21 Calamos Market Neutral Income Fund Ezaki Glico Company, Ltd. Purchased Options Consumer Staples Japan Japanese Yen 5,000,000 5,884,910 52,972 0.00% 01/30/24 06/30/21 Calamos Market Neutral Income Fund Toho Holdings Company, Ltd. Purchased Options Health Care Japan Japanese Yen 1,000,000,000 5,281,900 47,544 0.00% 06/23/23 06/30/21 Calamos Market Neutral Income Fund Kyushu Electric Power Company, Inc. Purchased Options Utilities Japan Japanese Yen 10,000,000 4,665,110 41,992 0.00% 03/31/22 06/30/21 Calamos Market Neutral Income Fund Ana Holdings, Inc. Purchased Options Industrials Japan Japanese Yen 10,000,000 3,425,690 30,836 0.00% 09/19/24 06/30/21 Calamos Market Neutral Income Fund Chugoku Electric Power Company, Inc. Purchased Options Utilities Japan Japanese Yen 1,000,000,000 2,720,840 24,491 0.00% 01/25/22 06/30/21 Calamos Market Neutral Income Fund Chugoku Electric Power Company, Inc. Purchased Options Utilities Japan Japanese Yen 1,000,000,000 2,720,840 24,491 0.00% 01/25/22 06/30/21 Calamos Market Neutral Income Fund Chugoku Electric Power Company, Inc. Purchased Options Utilities Japan Japanese Yen 5,000,000 1,360,420 12,246 0.00% 01/25/22 06/30/21 Calamos Market Neutral Income Fund Maeda Kosen Company, Ltd. Purchased Options Materials Japan Japanese Yen 450,000,000 4,500 41 0.00% 04/18/22 06/30/21 Calamos Market Neutral Income Fund HIS Company, Ltd. Purchased Options Consumer Discretionary Japan Japanese Yen 1,000,000,000 10 0 0.00% 11/15/24 06/30/21 Calamos Market Neutral Income Fund Zenrin Company, Ltd. Purchased Options Communication Services Japan Japanese Yen 500,000,000 5 0 0.00% 03/31/23 06/30/21 Calamos Market Neutral Income Fund Total Return Swap Realogy Holdings Corp vs 01MLIBOR Total Rtn Bond Swap SWAPS United States Of America (The) US Dollar 3,209,325 - - 0.00% 07/16/21 06/30/21 Calamos Market Neutral Income Fund Total Return Swap Realogy Holdings Corp vs 01MLIBOR Total Rtn Bond Swap SWAPS United States Of America (The) US Dollar (3,209,325) - - 0.00% 0.168% 07/16/21 06/30/21 Calamos Market Neutral Income Fund Theravance Biopharma, Inc. TBPH US Common Stocks Sold Short Health Care Cayman Islands (The) US Dollar (18,500) (268,620) (268,620) 0.00% 06/30/21 Calamos Market Neutral Income Fund John Bean Technologies Corp. JBT US Common Stocks Sold Short Industrials United States Of America (The) US Dollar (2,386) (340,291) (340,291) 0.00% 06/30/21 Calamos Market Neutral Income Fund Intercept Pharmaceuticals, Inc. ICPT US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (17,500) (349,475) (349,475) 0.00% 06/30/21 Calamos Market Neutral Income Fund Takashimaya Company, Ltd. 8233 JP Common Stocks Sold Short Consumer Discretionary Japan Japanese Yen (40,000) (48,320,000) (434,943) 0.00% 06/30/21 Calamos Market Neutral Income Fund Hope Bancorp, Inc. HOPE US Common Stocks Sold Short Financials United States Of America (The) US Dollar (34,000) (482,120) (482,120) -0.01% 06/30/21 Calamos Market Neutral Income Fund Heritage Insurance Holdings, Inc. HRTG US Common Stocks Sold Short Financials United States Of America (The) US Dollar (61,100) (524,238) (524,238) -0.01% 06/30/21 Calamos Market Neutral Income Fund Toho Holdings Company, Ltd. 8129 JP Common Stocks Sold Short Health Care Japan Japanese Yen (33,900) (60,579,300) (545,293) -0.01% 06/30/21 Calamos Market Neutral Income Fund 21Vianet Group, Inc. VNET US Common Stocks Sold Short Information Technology China US Dollar (28,000) (642,600) (642,600) -0.01% 06/30/21 Calamos Market Neutral Income Fund Nippn Corp. 2001 JP Common Stocks Sold Short Consumer Staples Japan Japanese Yen (47,000) (73,743,000) (663,783) -0.01% 06/30/21 Calamos Market Neutral Income Fund fuboTV, Inc. FUBO US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (21,000) (674,310) (674,310) -0.01% 06/30/21 Calamos Market Neutral Income Fund Travere Therapeutics, Inc. TVTX US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (53,137) (775,269) (775,269) -0.01% 06/30/21 Calamos Market Neutral Income Fund Vocera Communications, Inc. VCRA US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (23,800) (948,430) (948,430) -0.01% 06/30/21 Calamos Market Neutral Income Fund Realogy Holdings Corp. RLGY US Common Stocks Sold Short Real Estate United States Of America (The) US Dollar (56,700) (1,033,074) (1,033,074) -0.01% 06/30/21 Calamos Market Neutral Income Fund I3 Verticals, Inc. IIIV US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (35,000) (1,057,700) (1,057,700) -0.01% 06/30/21 Calamos Market Neutral Income Fund Quotient Technology, Inc. QUOT US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (98,500) (1,064,785) (1,064,785) -0.01% 06/30/21 Calamos Market Neutral Income Fund Groupon, Inc. GRPN US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (26,000) (1,122,160) (1,122,160) -0.01% 06/30/21 Calamos Market Neutral Income Fund NextEra Energy Partners, LP NEP US Common Stocks Sold Short Utilities United States Of America (The) US Dollar (16,000) (1,221,760) (1,221,760) -0.01% 06/30/21 Calamos Market Neutral Income Fund NeoGenomics, Inc. NEO US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (27,433) (1,239,149) (1,239,149) -0.01% 06/30/21 Calamos Market Neutral Income Fund Cheesecake Factory, Inc. CAKE US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (23,000) (1,246,140) (1,246,140) -0.01% 06/30/21 Calamos Market Neutral Income Fund Ezaki Glico Company, Ltd. 2206 JP Common Stocks Sold Short Consumer Staples Japan Japanese Yen (33,800) (139,932,000) (1,259,571) -0.01% 06/30/21 Calamos Market Neutral Income Fund Supernus Pharmaceuticals, Inc. SUPN US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (44,000) (1,354,760) (1,354,760) -0.01% 06/30/21 Calamos Market Neutral Income Fund Repay Holdings Corp. RPAY US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (59,000) (1,418,360) (1,418,360) -0.02% 06/30/21 Calamos Market Neutral Income Fund Evolent Health, Inc. EVH US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (75,000) (1,584,000) (1,584,000) -0.02% 06/30/21 Calamos Market Neutral Income Fund Nagoya Railroad Company, Ltd. 9048 JP Common Stocks Sold Short Industrials Japan Japanese Yen (100,000) (206,600,000) (1,859,670) -0.02% 06/30/21 Calamos Market Neutral Income Fund Kansai Paint Company, Ltd. 4613 JP Common Stocks Sold Short Materials Japan Japanese Yen (75,200) (212,891,200) (1,916,299) -0.02% 06/30/21 Calamos Market Neutral Income Fund Collegium Pharmaceutical, Inc. COLL US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (84,000) (1,985,760) (1,985,760) -0.02% 06/30/21 Calamos Market Neutral Income Fund Coherus Biosciences, Inc. CHRS US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (147,790) (2,043,936) (2,043,936) -0.02% 06/30/21 Calamos Market Neutral Income Fund Total Return Swap Realogy Holdings Corp vs 01MLIBOR Total Rtn Eqty Swap SWAPS United States Of America (The) US Dollar (113,400) (2,066,148) (2,066,148) -0.02% 06/30/21 Calamos Market Neutral Income Fund Maeda Kosen Company, Ltd. 7821 JP Common Stocks Sold Short Materials Japan Japanese Yen (67,200) (234,528,000) (2,111,058) -0.02% 06/30/21 Calamos Market Neutral Income Fund Tabula Rasa HealthCare, Inc. TRHC US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (45,000) (2,250,000) (2,250,000) -0.02% 06/30/21 Calamos Market Neutral Income Fund Turning Point Brands, Inc. TPB US Common Stocks Sold Short Consumer Staples United States Of America (The) US Dollar (49,561) (2,268,407) (2,268,407) -0.02% 06/30/21 Calamos Market Neutral Income Fund Nutanix, Inc. NTNX US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (59,500) (2,274,090) (2,274,090) -0.02% 06/30/21 Calamos Market Neutral Income Fund Vail Resorts, Inc. MTN US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (7,500) (2,373,900) (2,373,900) -0.03% 06/30/21 Calamos Market Neutral Income Fund Total Return Swap JOHN BEAN TECHNOLOGY CORP vs 01MFEDL Total Rtn Eqty Swap SWAPS United States Of America (The) US Dollar (17,900) (2,552,898) (2,552,898) -0.03% 06/30/21 Calamos Market Neutral Income Fund PROS Holdings, Inc. PRO US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (56,500) (2,574,705) (2,574,705) -0.03% Calamos Funds Portfolio Data as of 06/30/21 (unaudited) This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC. These holdings include securities and cash equivalents.

Important Legal Information

Percent of Interest Date Fund Name Security Name Ticker Investment Type Name Major Industry Name Issue Country Name Local Currency Name Shares/Par Value Local Market Value Base Market Value Maturity Date Investments Rate 06/30/21 Calamos Market Neutral Income Fund Lixil Corp. 5938 JP Common Stocks Sold Short Industrials Japan Japanese Yen (99,700) (286,438,100) (2,578,317) -0.03% 06/30/21 Calamos Market Neutral Income Fund Senko Group Holdings Company, Ltd. 9069 JP Common Stocks Sold Short Industrials Japan Japanese Yen (267,300) (289,753,200) (2,608,157) -0.03% 06/30/21 Calamos Market Neutral Income Fund JetBlue Airways Corp. JBLU US Common Stocks Sold Short Industrials United States Of America (The) US Dollar (156,000) (2,617,680) (2,617,680) -0.03% 06/30/21 Calamos Market Neutral Income Fund IMMOFINANZ, AG IIA AV Common Stocks Sold Short Real Estate Austria Euro Currency (117,300) (2,222,835) (2,635,727) -0.03% 06/30/21 Calamos Market Neutral Income Fund Revance Therapeutics, Inc. RVNC US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (92,000) (2,726,880) (2,726,880) -0.03% 06/30/21 Calamos Market Neutral Income Fund Expedia Group, Inc. EXPE US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (16,900) (2,766,699) (2,766,699) -0.03% 06/30/21 Calamos Market Neutral Income Fund SMART Global Holdings, Inc. SGH US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (59,800) (2,851,264) (2,851,264) -0.03% 06/30/21 Calamos Market Neutral Income Fund Avaya Holdings Corp. AVYA US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (110,000) (2,959,000) (2,959,000) -0.03% 06/30/21 Calamos Market Neutral Income Fund Vroom, Inc. VRM US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (71,000) (2,972,060) (2,972,060) -0.03% 06/30/21 Calamos Market Neutral Income Fund Total Return Swap NEXTERA ENERGY PARTNERS LP vs 01MFEDL Total Rtn Eqty Swap SWAPS United States Of America (The) US Dollar (39,300) (3,000,948) (3,000,948) -0.03% 06/30/21 Calamos Market Neutral Income Fund TripAdvisor, Inc. TRIP US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (74,470) (3,001,141) (3,001,141) -0.03% 06/30/21 Calamos Market Neutral Income Fund Teijin, Ltd. 3401 JP Common Stocks Sold Short Materials Japan Japanese Yen (200,000) (338,600,000) (3,047,842) -0.03% 06/30/21 Calamos Market Neutral Income Fund CSG Systems International, Inc. CSGS US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (65,000) (3,066,700) (3,066,700) -0.03% 06/30/21 Calamos Market Neutral Income Fund SmileDirectClub, Inc. SDC US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (361,100) (3,134,348) (3,134,348) -0.03% 06/30/21 Calamos Market Neutral Income Fund Total Return Swap CRACKER BARREL vs 01MLIBOR Total Rtn Eqty Swap SWAPS United States Of America (The) US Dollar (21,323) (3,165,613) (3,165,613) -0.03% 06/30/21 Calamos Market Neutral Income Fund OPKO Health, Inc. OPK US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (792,000) (3,207,600) (3,207,600) -0.03% 06/30/21 Calamos Market Neutral Income Fund Greenbrier Companies, Inc. GBX US Common Stocks Sold Short Industrials United States Of America (The) US Dollar (74,380) (3,241,480) (3,241,480) -0.03% 06/30/21 Calamos Market Neutral Income Fund Vishay Intertechnology, Inc. VSH US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (146,000) (3,292,300) (3,292,300) -0.04% 06/30/21 Calamos Market Neutral Income Fund Seino Holdings Company, Ltd. 9076 JP Common Stocks Sold Short Industrials Japan Japanese Yen (258,300) (367,819,200) (3,310,853) -0.04% 06/30/21 Calamos Market Neutral Income Fund Alteryx, Inc. AYX US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (38,835) (3,340,587) (3,340,587) -0.04% 06/30/21 Calamos Market Neutral Income Fund New Relic, Inc. NEWR US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (51,000) (3,415,470) (3,415,470) -0.04% 06/30/21 Calamos Market Neutral Income Fund Kyoritsu Maintenance Company, Ltd. 9616 JP Common Stocks Sold Short Consumer Discretionary Japan Japanese Yen (106,100) (384,082,000) (3,457,239) -0.04% 06/30/21 Calamos Market Neutral Income Fund Voya Financial, Inc. VOYA US Common Stocks Sold Short Financials United States Of America (The) US Dollar (58,500) (3,597,750) (3,597,750) -0.04% 06/30/21 Calamos Market Neutral Income Fund Mesa Laboratories, Inc. MLAB US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (13,300) (3,606,561) (3,606,561) -0.04% 06/30/21 Calamos Market Neutral Income Fund Medipal Holdings Corp. 7459 JP Common Stocks Sold Short Health Care Japan Japanese Yen (189,900) (402,967,800) (3,627,236) -0.04% 06/30/21 Calamos Market Neutral Income Fund Everbridge, Inc. EVBG US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (27,000) (3,674,160) (3,674,160) -0.04% 06/30/21 Calamos Market Neutral Income Fund Accolade, Inc. ACCD US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (70,000) (3,801,700) (3,801,700) -0.04% 06/30/21 Calamos Market Neutral Income Fund Shake Shack, Inc. SHAK US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (36,000) (3,852,720) (3,852,720) -0.04% 06/30/21 Calamos Market Neutral Income Fund Envestnet, Inc. ENV US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (51,000) (3,868,860) (3,868,860) -0.04% 06/30/21 Calamos Market Neutral Income Fund NuVasive, Inc. NUVA US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (58,048) (3,934,493) (3,934,493) -0.04% 06/30/21 Calamos Market Neutral Income Fund Progress Software Corp. PRGS US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (85,700) (3,963,625) (3,963,625) -0.04% 06/30/21 Calamos Market Neutral Income Fund Yaoko Company, Ltd. 8279 JP Common Stocks Sold Short Consumer Staples Japan Japanese Yen (69,400) (442,078,000) (3,979,279) -0.04% 06/30/21 Calamos Market Neutral Income Fund Eventbrite, Inc. EB US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (216,600) (4,115,400) (4,115,400) -0.04% 06/30/21 Calamos Market Neutral Income Fund Magnite, Inc. MGNI US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (123,900) (4,192,776) (4,192,776) -0.04% 06/30/21 Calamos Market Neutral Income Fund Spirit Airlines, Inc. SAVE 220121C00010000Written Options Industrials United States Of America (The) US Dollar (215,000) (4,407,500) (4,407,500) -0.05% 01/21/22 06/30/21 Calamos Market Neutral Income Fund Verint Systems, Inc. VRNT US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (98,300) (4,430,381) (4,430,381) -0.05% 06/30/21 Calamos Market Neutral Income Fund Meituan 3690 HK Common Stocks Sold Short Consumer Discretionary China Hong Kong Dollar (108,000) (34,603,200) (4,456,706) -0.05% 06/30/21 Calamos Market Neutral Income Fund Stride, Inc. LRN US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (140,355) (4,509,606) (4,509,606) -0.05% 06/30/21 Calamos Market Neutral Income Fund Liberty Media Corp-Liberty Formula One FWONK US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (95,500) (4,604,055) (4,604,055) -0.05% 06/30/21 Calamos Market Neutral Income Fund Marriott Vacations Worldwide Corp. VAC US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (29,000) (4,619,700) (4,619,700) -0.05% 06/30/21 Calamos Market Neutral Income Fund Pacira BioSciences, Inc. PCRX US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (77,900) (4,726,972) (4,726,972) -0.05% 06/30/21 Calamos Market Neutral Income Fund Symrise, AG SY1 GR Common Stocks Sold Short Materials Germany Euro Currency (34,000) (3,995,000) (4,737,072) -0.05% 06/30/21 Calamos Market Neutral Income Fund NIO, Inc. NIO US Common Stocks Sold Short Consumer Discretionary China US Dollar (90,878) (4,834,710) (4,834,710) -0.05% 06/30/21 Calamos Market Neutral Income Fund Insmed, Inc. INSM US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (170,531) (4,853,312) (4,853,312) -0.05% 06/30/21 Calamos Market Neutral Income Fund Ceridian HCM Holding, Inc. CDAY US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (50,700) (4,863,144) (4,863,144) -0.05% 06/30/21 Calamos Market Neutral Income Fund Ionis Pharmaceuticals, Inc. IONS US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (125,400) (5,002,206) (5,002,206) -0.05% 06/30/21 Calamos Market Neutral Income Fund OSI Systems, Inc. OSIS US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (50,100) (5,092,164) (5,092,164) -0.05% 06/30/21 Calamos Market Neutral Income Fund Asahi Holdings, Inc. 5857 JP Common Stocks Sold Short Materials Japan Japanese Yen (256,100) (580,322,600) (5,223,661) -0.06% 06/30/21 Calamos Market Neutral Income Fund CyberArk Software, Ltd. CYBR US Common Stocks Sold Short Information Technology Israel US Dollar (42,000) (5,471,340) (5,471,340) -0.06% 06/30/21 Calamos Market Neutral Income Fund Live Nation Entertainment, Inc. LYV US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (62,500) (5,474,375) (5,474,375) -0.06% 06/30/21 Calamos Market Neutral Income Fund Talend, SA TLND US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (87,000) (5,707,200) (5,707,200) -0.06% 06/30/21 Calamos Market Neutral Income Fund Neurocrine Biosciences, Inc. NBIX US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (59,521) (5,792,584) (5,792,584) -0.06% 06/30/21 Calamos Market Neutral Income Fund Southwest Airlines Company LUV 220121C00030000Written Options Industrials United States Of America (The) US Dollar (249,000) (5,839,050) (5,839,050) -0.06% 01/21/22 06/30/21 Calamos Market Neutral Income Fund FireEye, Inc. FEYE US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (294,000) (5,944,680) (5,944,680) -0.06% 06/30/21 Calamos Market Neutral Income Fund 8x8, Inc. EGHT US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (216,000) (5,996,160) (5,996,160) -0.06% 06/30/21 Calamos Market Neutral Income Fund Danaher Corp. DHR US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (22,800) (6,118,608) (6,118,608) -0.07% 06/30/21 Calamos Market Neutral Income Fund TechTarget, Inc. TTGT US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (82,092) (6,361,309) (6,361,309) -0.07% 06/30/21 Calamos Market Neutral Income Fund iStar, Inc. STAR US Common Stocks Sold Short Real Estate United States Of America (The) US Dollar (307,100) (6,366,183) (6,366,183) -0.07% 06/30/21 Calamos Market Neutral Income Fund PAR Technology Corp. PAR US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (91,400) (6,392,516) (6,392,516) -0.07% 06/30/21 Calamos Market Neutral Income Fund EDION Corp. 2730 JP Common Stocks Sold Short Consumer Discretionary Japan Japanese Yen (660,100) (716,208,500) (6,446,811) -0.07% 06/30/21 Calamos Market Neutral Income Fund Oak Street Health, Inc. OSH US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (116,600) (6,829,262) (6,829,262) -0.07% 06/30/21 Calamos Market Neutral Income Fund Box, Inc. BOX US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (267,500) (6,834,625) (6,834,625) -0.07% 06/30/21 Calamos Market Neutral Income Fund Digital Garage, Inc. 4819 JP Common Stocks Sold Short Information Technology Japan Japanese Yen (153,800) (768,231,000) (6,915,082) -0.07% 06/30/21 Calamos Market Neutral Income Fund Bentley Systems, Inc. BSY US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (108,000) (6,996,240) (6,996,240) -0.07% 06/30/21 Calamos Market Neutral Income Fund Itron, Inc. ITRI US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (70,400) (7,038,592) (7,038,592) -0.08% 06/30/21 Calamos Market Neutral Income Fund Herbalife Nutrition, Ltd. HLF US Common Stocks Sold Short Consumer Staples United States Of America (The) US Dollar (135,100) (7,123,823) (7,123,823) -0.08% 06/30/21 Calamos Market Neutral Income Fund Energizer Holdings, Inc. ENR US Common Stocks Sold Short Consumer Staples United States Of America (The) US Dollar (170,108) (7,311,242) (7,311,242) -0.08% 06/30/21 Calamos Market Neutral Income Fund Shopify, Inc. SHOP US Common Stocks Sold Short Information Technology Canada US Dollar (5,100) (7,450,998) (7,450,998) -0.08% 06/30/21 Calamos Market Neutral Income Fund Wix.com, Ltd. WIX US Common Stocks Sold Short Information Technology Israel US Dollar (25,800) (7,489,224) (7,489,224) -0.08% 06/30/21 Calamos Market Neutral Income Fund Sunnova Energy International, Inc. NOVA US Common Stocks Sold Short Utilities United States Of America (The) US Dollar (199,300) (7,505,638) (7,505,638) -0.08% 06/30/21 Calamos Market Neutral Income Fund Rapid7, Inc. RPD US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (79,600) (7,532,548) (7,532,548) -0.08% 06/30/21 Calamos Market Neutral Income Fund Ocado Group, PLC OCDO LN Common Stocks Sold Short Consumer Discretionary United Kingdom Pound Sterling (272,636) (5,460,899) (7,554,062) -0.08% 06/30/21 Calamos Market Neutral Income Fund Ship Healthcare Holdings, Inc. 3360 JP Common Stocks Sold Short Health Care Japan Japanese Yen (328,400) (851,541,200) (7,664,982) -0.08% 06/30/21 Calamos Market Neutral Income Fund Enphase Energy, Inc. ENPH US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (43,034) (7,902,333) (7,902,333) -0.08% 06/30/21 Calamos Market Neutral Income Fund Medallia, Inc. MDLA US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (240,000) (8,100,000) (8,100,000) -0.09% 06/30/21 Calamos Market Neutral Income Fund Peloton Interactive, Inc. PTON US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (65,800) (8,160,516) (8,160,516) -0.09% 06/30/21 Calamos Market Neutral Income Fund ON Semiconductor Corp. ON US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (222,815) (8,529,358) (8,529,358) -0.09% 06/30/21 Calamos Market Neutral Income Fund Datadog, Inc. DDOG US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (84,100) (8,753,128) (8,753,128) -0.09% 06/30/21 Calamos Market Neutral Income Fund Allscripts Healthcare Solutions, Inc. MDRX US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (472,949) (8,754,286) (8,754,286) -0.09% 06/30/21 Calamos Market Neutral Income Fund Middleby Corp. MIDD US Common Stocks Sold Short Industrials United States Of America (The) US Dollar (52,000) (9,009,520) (9,009,520) -0.10% 06/30/21 Calamos Market Neutral Income Fund Under Armour, Inc. UA US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (490,151) (9,102,104) (9,102,104) -0.10% 06/30/21 Calamos Market Neutral Income Fund PG&E Corp. PCG US Common Stocks Sold Short Utilities United States Of America (The) US Dollar (950,000) (9,661,500) (9,661,500) -0.10% 06/30/21 Calamos Market Neutral Income Fund Tyler Technologies, Inc. TYL US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (21,500) (9,725,955) (9,725,955) -0.10% 06/30/21 Calamos Market Neutral Income Fund Guess?, Inc. GES US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (369,080) (9,743,712) (9,743,712) -0.10% 06/30/21 Calamos Market Neutral Income Fund Deutsche Wohnen, SE DWNI GR Common Stocks Sold Short Real Estate Germany Euro Currency (160,000) (8,252,800) (9,785,759) -0.10% 06/30/21 Calamos Market Neutral Income Fund Innoviva, Inc. INVA US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (743,600) (9,971,676) (9,971,676) -0.11% 06/30/21 Calamos Market Neutral Income Fund Stanley Black & Decker, Inc. SWK US Common Stocks Sold Short Industrials United States Of America (The) US Dollar (48,992) (10,042,870) (10,042,870) -0.11% 06/30/21 Calamos Market Neutral Income Fund RingCentral, Inc. RNG US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (36,111) (10,493,134) (10,493,134) -0.11% 06/30/21 Calamos Market Neutral Income Fund Airbnb, Inc. ABNB US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (69,100) (10,581,974) (10,581,974) -0.11% 06/30/21 Calamos Market Neutral Income Fund International Flavors & Fragrances, Inc. IFF US Common Stocks Sold Short Materials United States Of America (The) US Dollar (71,000) (10,607,400) (10,607,400) -0.11% 06/30/21 Calamos Market Neutral Income Fund JOYY, Inc. YY US Common Stocks Sold Short Communication Services China US Dollar (161,800) (10,673,946) (10,673,946) -0.11% 06/30/21 Calamos Market Neutral Income Fund National Vision Holdings, Inc. EYE US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (211,700) (10,824,221) (10,824,221) -0.12% 06/30/21 Calamos Market Neutral Income Fund DTE Energy Company DTE US Common Stocks Sold Short Utilities United States Of America (The) US Dollar (84,100) (10,899,360) (10,899,360) -0.12% 06/30/21 Calamos Market Neutral Income Fund 2U, Inc. TWOU US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (261,900) (10,913,373) (10,913,373) -0.12% 06/30/21 Calamos Market Neutral Income Fund Infinera Corp. INFN US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (1,088,000) (11,097,600) (11,097,600) -0.12% 06/30/21 Calamos Market Neutral Income Fund Nova Measuring Instruments, Ltd. NVMI US Common Stocks Sold Short Information Technology Israel US Dollar (108,350) (11,148,132) (11,148,132) -0.12% 06/30/21 Calamos Market Neutral Income Fund American Airlines Group, Inc. AAL US Common Stocks Sold Short Industrials United States Of America (The) US Dollar (534,000) (11,326,140) (11,326,140) -0.12% 06/30/21 Calamos Market Neutral Income Fund LendingTree, Inc. TREE US Common Stocks Sold Short Financials United States Of America (The) US Dollar (53,929) (11,426,477) (11,426,477) -0.12% 06/30/21 Calamos Market Neutral Income Fund Teladoc Health, Inc. TDOC US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (69,283) (11,521,070) (11,521,070) -0.12% 06/30/21 Calamos Market Neutral Income Fund Guidewire Software, Inc. GWRE US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (102,333) (11,534,976) (11,534,976) -0.12% 06/30/21 Calamos Market Neutral Income Fund GDS Holdings, Ltd. GDS US Common Stocks Sold Short Information Technology China US Dollar (149,550) (11,738,180) (11,738,180) -0.13% 06/30/21 Calamos Market Neutral Income Fund Proofpoint, Inc. PFPT US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (67,692) (11,762,162) (11,762,162) -0.13% 06/30/21 Calamos Market Neutral Income Fund Air Canada AC CN Common Stocks Sold Short Industrials Canada Canadian Dollar (580,000) (14,790,000) (11,931,268) -0.13% 06/30/21 Calamos Market Neutral Income Fund Allegheny Technologies, Inc. ATI US Common Stocks Sold Short Materials United States Of America (The) US Dollar (577,021) (12,030,888) (12,030,888) -0.13% 06/30/21 Calamos Market Neutral Income Fund Carnival Corp. CCL 220121C00010000Written Options Consumer Discretionary United States Of America (The) US Dollar (749,700) (12,426,278) (12,426,278) -0.13% 01/21/22 06/30/21 Calamos Market Neutral Income Fund Fiverr International, Ltd. FVRR US Common Stocks Sold Short Consumer Discretionary Israel US Dollar (52,100) (12,633,729) (12,633,729) -0.14% Calamos Funds Portfolio Data as of 06/30/21 (unaudited) This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC. These holdings include securities and cash equivalents.

Important Legal Information

Percent of Interest Date Fund Name Security Name Ticker Investment Type Name Major Industry Name Issue Country Name Local Currency Name Shares/Par Value Local Market Value Base Market Value Maturity Date Investments Rate 06/30/21 Calamos Market Neutral Income Fund Bridgebio Pharma, Inc. BBIO US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (207,666) (12,659,319) (12,659,319) -0.14% 06/30/21 Calamos Market Neutral Income Fund Silicon Laboratories, Inc. SLAB US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (83,600) (12,811,700) (12,811,700) -0.14% 06/30/21 Calamos Market Neutral Income Fund Altair Engineering, Inc. ALTR US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (186,395) (12,855,663) (12,855,663) -0.14% 06/30/21 Calamos Market Neutral Income Fund Ironwood Pharmaceuticals, Inc. IRWD US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (1,005,487) (12,940,618) (12,940,618) -0.14% 06/30/21 Calamos Market Neutral Income Fund Q2 Holdings, Inc. QTWO US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (126,230) (12,948,673) (12,948,673) -0.14% 06/30/21 Calamos Market Neutral Income Fund FTI Consulting, Inc. FCN US Common Stocks Sold Short Industrials United States Of America (The) US Dollar (96,050) (13,121,391) (13,121,391) -0.14% 06/30/21 Calamos Market Neutral Income Fund Sempra Energy SRE US Common Stocks Sold Short Utilities United States Of America (The) US Dollar (99,779) (13,218,722) (13,218,722) -0.14% 06/30/21 Calamos Market Neutral Income Fund Guardant Health, Inc. GH US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (107,350) (13,331,797) (13,331,797) -0.14% 06/30/21 Calamos Market Neutral Income Fund Spotify Technology, SA SPOT US Common Stocks Sold Short Communication Services Sweden US Dollar (49,200) (13,559,028) (13,559,028) -0.14% 06/30/21 Calamos Market Neutral Income Fund CONMED Corp. CNMD US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (101,500) (13,949,145) (13,949,145) -0.15% 06/30/21 Calamos Market Neutral Income Fund CenterPoint Energy, Inc. CNP US Common Stocks Sold Short Utilities United States Of America (The) US Dollar (575,000) (14,099,000) (14,099,000) -0.15% 06/30/21 Calamos Market Neutral Income Fund DraftKings Inc- Class A DKNG US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (270,300) (14,101,551) (14,101,551) -0.15% 06/30/21 Calamos Market Neutral Income Fund Clarivate, PLC CLVT US Common Stocks Sold Short Industrials United Kingdom US Dollar (513,000) (14,122,890) (14,122,890) -0.15% 06/30/21 Calamos Market Neutral Income Fund Viavi Solutions, Inc. VIAV US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (810,200) (14,308,132) (14,308,132) -0.15% 06/30/21 Calamos Market Neutral Income Fund Fastly, Inc. FSLY US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (248,900) (14,834,440) (14,834,440) -0.16% 06/30/21 Calamos Market Neutral Income Fund Booking Holdings, Inc. BKNG US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (6,800) (14,879,012) (14,879,012) -0.16% 06/30/21 Calamos Market Neutral Income Fund Essential Utilities, Inc. WTRG US Common Stocks Sold Short Utilities United States Of America (The) US Dollar (330,733) (15,114,498) (15,114,498) -0.16% 06/30/21 Calamos Market Neutral Income Fund Insight Enterprises, Inc. NSIT US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (152,400) (15,241,524) (15,241,524) -0.16% 06/30/21 Calamos Market Neutral Income Fund Pegasystems, Inc. PEGA US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (110,800) (15,422,252) (15,422,252) -0.16% 06/30/21 Calamos Market Neutral Income Fund LivePerson, Inc. LPSN US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (246,900) (15,613,956) (15,613,956) -0.17% 06/30/21 Calamos Market Neutral Income Fund Southern Company SO US Common Stocks Sold Short Utilities United States Of America (The) US Dollar (262,500) (15,883,875) (15,883,875) -0.17% 06/30/21 Calamos Market Neutral Income Fund iQIYI, Inc. IQ US Common Stocks Sold Short Communication Services China US Dollar (1,021,357) (15,912,742) (15,912,742) -0.17% 06/30/21 Calamos Market Neutral Income Fund Redfin Corp. RDFN US Common Stocks Sold Short Real Estate United States Of America (The) US Dollar (251,900) (15,972,979) (15,972,979) -0.17% 06/30/21 Calamos Market Neutral Income Fund Sarepta Therapeutics, Inc. SRPT US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (207,500) (16,131,050) (16,131,050) -0.17% 06/30/21 Calamos Market Neutral Income Fund Delivery Hero, SE DHER GR Common Stocks Sold Short Consumer Discretionary Germany Euro Currency (122,400) (13,635,360) (16,168,130) -0.17% 06/30/21 Calamos Market Neutral Income Fund Omnicell, Inc. OMCL US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (110,000) (16,659,500) (16,659,500) -0.18% 06/30/21 Calamos Market Neutral Income Fund Bill.com Holdings, Inc. BILL US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (96,000) (17,585,280) (17,585,280) -0.19% 06/30/21 Calamos Market Neutral Income Fund Nuance Communications, Inc. NUAN US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (324,639) (17,673,347) (17,673,347) -0.19% 06/30/21 Calamos Market Neutral Income Fund Beyond Meat, Inc. BYND US Common Stocks Sold Short Consumer Staples United States Of America (The) US Dollar (117,500) (18,505,075) (18,505,075) -0.20% 06/30/21 Calamos Market Neutral Income Fund Aptiv, PLC APTV US Common Stocks Sold Short Consumer Discretionary Ireland US Dollar (118,000) (18,564,940) (18,564,940) -0.20% 06/30/21 Calamos Market Neutral Income Fund American Electric Power Company, Inc. AEP US Common Stocks Sold Short Utilities United States Of America (The) US Dollar (223,600) (18,914,324) (18,914,324) -0.20% 06/30/21 Calamos Market Neutral Income Fund Carnival Corp. CCL US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (726,531) (19,151,357) (19,151,357) -0.20% 06/30/21 Calamos Market Neutral Income Fund Jazz Pharmaceuticals, PLC JAZZ US Common Stocks Sold Short Health Care Ireland US Dollar (109,000) (19,362,760) (19,362,760) -0.21% 06/30/21 Calamos Market Neutral Income Fund Cree, Inc. CREE US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (198,000) (19,390,140) (19,390,140) -0.21% 06/30/21 Calamos Market Neutral Income Fund Natera, Inc. NTRA US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (172,200) (19,549,866) (19,549,866) -0.21% 06/30/21 Calamos Market Neutral Income Fund MicroStrategy Inc- Class A MSTR US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (29,449) (19,568,861) (19,568,861) -0.21% 06/30/21 Calamos Market Neutral Income Fund Workiva, Inc. WK US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (182,700) (20,339,991) (20,339,991) -0.22% 06/30/21 Calamos Market Neutral Income Fund Zscaler, Inc. ZS US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (98,000) (21,173,880) (21,173,880) -0.23% 06/30/21 Calamos Market Neutral Income Fund Lyft, Inc. LYFT US Common Stocks Sold Short Industrials United States Of America (The) US Dollar (351,100) (21,234,528) (21,234,528) -0.23% 06/30/21 Calamos Market Neutral Income Fund Coinbase Global, Inc. COIN US Common Stocks Sold Short Financials United States Of America (The) US Dollar (84,200) (21,327,860) (21,327,860) -0.23% 06/30/21 Calamos Market Neutral Income Fund II-VI, Inc. IIVI US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (295,100) (21,421,309) (21,421,309) -0.23% 06/30/21 Calamos Market Neutral Income Fund American Eagle Outfitters, Inc. AEO US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (572,500) (21,485,925) (21,485,925) -0.23% 06/30/21 Calamos Market Neutral Income Fund CyberAgent, Inc. 4751 JP Common Stocks Sold Short Communication Services Japan Japanese Yen (1,007,800) (2,403,603,000) (21,635,564) -0.23% 06/30/21 Calamos Market Neutral Income Fund Chegg, Inc. CHGG US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (263,598) (21,907,630) (21,907,630) -0.23% 06/30/21 Calamos Market Neutral Income Fund Bandwidth, Inc. BAND US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (161,200) (22,232,704) (22,232,704) -0.24% 06/30/21 Calamos Market Neutral Income Fund Halozyme Therapeutics, Inc. HALO US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (495,625) (22,506,331) (22,506,331) -0.24% 06/30/21 Calamos Market Neutral Income Fund Pinduoduo, Inc. PDD US Common Stocks Sold Short Consumer Discretionary China US Dollar (183,300) (23,282,766) (23,282,766) -0.25% 06/30/21 Calamos Market Neutral Income Fund T-Mobile US, Inc. TMUS US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (162,000) (23,462,460) (23,462,460) -0.25% 06/30/21 Calamos Market Neutral Income Fund Chewy, Inc. CHWY US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (300,000) (23,913,000) (23,913,000) -0.26% 06/30/21 Calamos Market Neutral Income Fund Royal Caribbean Cruises, Ltd. RCL US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (287,500) (24,518,000) (24,518,000) -0.26% 06/30/21 Calamos Market Neutral Income Fund Southwest Airlines Company LUV US Common Stocks Sold Short Industrials United States Of America (The) US Dollar (465,100) (24,692,159) (24,692,159) -0.26% 06/30/21 Calamos Market Neutral Income Fund Fortive Corp. FTV US Common Stocks Sold Short Industrials United States Of America (The) US Dollar (359,496) (25,071,251) (25,071,251) -0.27% 06/30/21 Calamos Market Neutral Income Fund Dropbox, Inc. DBX US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (842,200) (25,527,082) (25,527,082) -0.27% 06/30/21 Calamos Market Neutral Income Fund Lumentum Holdings, Inc. LITE US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (325,500) (26,700,765) (26,700,765) -0.29% 06/30/21 Calamos Market Neutral Income Fund Cellnex Telecom, SA CLNX SM Common Stocks Sold Short Communication Services Spain Euro Currency (433,500) (23,287,620) (27,613,298) -0.30% 06/30/21 Calamos Market Neutral Income Fund Novocure, Ltd. NVCR US Common Stocks Sold Short Health Care Jersey US Dollar (124,800) (27,683,136) (27,683,136) -0.30% 06/30/21 Calamos Market Neutral Income Fund Sailpoint Technologies Holdings, Inc. SAIL US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (561,000) (28,650,270) (28,650,270) -0.31% 06/30/21 Calamos Market Neutral Income Fund Invitation Homes, Inc. INVH US Common Stocks Sold Short Real Estate United States Of America (The) US Dollar (777,072) (28,977,015) (28,977,015) -0.31% 06/30/21 Calamos Market Neutral Income Fund Farfetch, Ltd. FTCH US Common Stocks Sold Short Consumer Discretionary United Kingdom US Dollar (595,333) (29,980,970) (29,980,970) -0.32% 06/30/21 Calamos Market Neutral Income Fund Sika, AG SIKA SW Common Stocks Sold Short Materials Switzerland Swiss Franc (92,961) (28,120,703) (30,392,545) -0.32% 06/30/21 Calamos Market Neutral Income Fund World Wrestling Entertainment, Inc. WWE US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (613,900) (35,538,671) (35,538,671) -0.38% 06/30/21 Calamos Market Neutral Income Fund Zynga Inc- Class A ZNGA US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (3,507,700) (37,286,851) (37,286,851) -0.40% 06/30/21 Calamos Market Neutral Income Fund Dexcom, Inc. DXCM US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (87,900) (37,533,300) (37,533,300) -0.40% 06/30/21 Calamos Market Neutral Income Fund Splunk, Inc. SPLK US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (263,500) (38,096,830) (38,096,830) -0.41% 06/30/21 Calamos Market Neutral Income Fund Colfax Corp. CFX US Common Stocks Sold Short Industrials United States Of America (The) US Dollar (920,000) (42,145,200) (42,145,200) -0.45% 06/30/21 Calamos Market Neutral Income Fund Dick's Sporting Goods, Inc. DKS US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (421,100) (42,190,009) (42,190,009) -0.45% 06/30/21 Calamos Market Neutral Income Fund MercadoLibre, Inc. MELI US Common Stocks Sold Short Consumer Discretionary Argentina US Dollar (27,254) (42,456,009) (42,456,009) -0.45% 06/30/21 Calamos Market Neutral Income Fund Blackline, Inc. BL US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (386,741) (43,032,671) (43,032,671) -0.46% 06/30/21 Calamos Market Neutral Income Fund NextEra Energy, Inc. NEE US Common Stocks Sold Short Utilities United States Of America (The) US Dollar (629,300) (46,115,104) (46,115,104) -0.49% 06/30/21 Calamos Market Neutral Income Fund Coupa Software, Inc. COUP US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (178,860) (46,880,995) (46,880,995) -0.50% 06/30/21 Calamos Market Neutral Income Fund Akamai Technologies, Inc. AKAM US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (417,300) (48,657,180) (48,657,180) -0.52% 06/30/21 Calamos Market Neutral Income Fund Zendesk, Inc. ZEN US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (349,050) (50,381,877) (50,381,877) -0.54% 06/30/21 Calamos Market Neutral Income Fund Twitter, Inc. TWTR US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (758,300) (52,178,623) (52,178,623) -0.56% 06/30/21 Calamos Market Neutral Income Fund MongoDB, Inc. MDB US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (148,329) (53,623,900) (53,623,900) -0.57% 06/30/21 Calamos Market Neutral Income Fund Norwegian Cruise Line Holdings, Ltd. NCLH US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (1,912,500) (56,246,625) (56,246,625) -0.60% 06/30/21 Calamos Market Neutral Income Fund Workday, Inc. WDAY US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (241,712) (57,706,323) (57,706,323) -0.62% 06/30/21 Calamos Market Neutral Income Fund Etsy, Inc. ETSY US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (280,959) (57,832,601) (57,832,601) -0.62% 06/30/21 Calamos Market Neutral Income Fund Nice, Ltd. NICE US Common Stocks Sold Short Information Technology Israel US Dollar (237,100) (58,672,766) (58,672,766) -0.63% 06/30/21 Calamos Market Neutral Income Fund Bilibili, Inc. BILI US Common Stocks Sold Short Communication Services China US Dollar (484,848) (59,073,880) (59,073,880) -0.63% 06/30/21 Calamos Market Neutral Income Fund Avantor, Inc. AVTR US Common Stocks Sold Short Health Care United States Of America (The) US Dollar (1,715,900) (60,931,609) (60,931,609) -0.65% 06/30/21 Calamos Market Neutral Income Fund Teradyne, Inc. TER US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (473,975) (63,493,691) (63,493,691) -0.68% 06/30/21 Calamos Market Neutral Income Fund Pioneer Natural Resources Company PXD US Common Stocks Sold Short Energy United States Of America (The) US Dollar (406,200) (66,015,624) (66,015,624) -0.71% 06/30/21 Calamos Market Neutral Income Fund Cloudflare, Inc. NET US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (630,900) (66,774,456) (66,774,456) -0.71% 06/30/21 Calamos Market Neutral Income Fund Zillow Group, Inc. Z US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (575,000) (70,276,500) (70,276,500) -0.75% 06/30/21 Calamos Market Neutral Income Fund Okta, Inc. OKTA US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (303,162) (74,177,678) (74,177,678) -0.79% 06/30/21 Calamos Market Neutral Income Fund Match Group, Inc. MTCH US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (503,843) (81,244,684) (81,244,684) -0.87% 06/30/21 Calamos Market Neutral Income Fund Palo Alto Networks, Inc. PANW US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (246,791) (91,571,801) (91,571,801) -0.98% 06/30/21 Calamos Market Neutral Income Fund Sea, Ltd. SE US Common Stocks Sold Short Communication Services Singapore US Dollar (360,338) (98,948,815) (98,948,815) -1.06% 06/30/21 Calamos Market Neutral Income Fund Snap, Inc. SNAP US Common Stocks Sold Short Communication Services United States Of America (The) US Dollar (1,798,527) (122,551,630) (122,551,630) -1.31% 06/30/21 Calamos Market Neutral Income Fund Wayfair, Inc. W US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (436,602) (137,839,617) (137,839,617) -1.47% 06/30/21 Calamos Market Neutral Income Fund Square, Inc. SQ US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (601,600) (146,670,080) (146,670,080) -1.57% 06/30/21 Calamos Market Neutral Income Fund Micron Technology, Inc. MU US Common Stocks Sold Short Information Technology United States Of America (The) US Dollar (1,729,526) (146,975,119) (146,975,119) -1.57% 06/30/21 Calamos Market Neutral Income Fund Tesla, Inc. TSLA US Common Stocks Sold Short Consumer Discretionary United States Of America (The) US Dollar (443,294) (301,306,932) (301,306,932) -3.22% 06/30/21 Calamos Market Neutral Income Fund Xilinx, Inc. XLNX US Common Stocks Information Technology United States Of America (The) US Dollar 90,750 13,126,080 13,126,080 0.14% 06/30/21 Calamos Market Neutral Income Fund Slack Technologies Inc- Class A WORK US Common Stocks Information Technology United States Of America (The) US Dollar 253,600 11,234,480 11,234,480 0.12% 06/30/21 Calamos Market Neutral Income Fund Kansas City Southern KSU US Common Stocks Industrials United States Of America (The) US Dollar 37,351 10,584,153 10,584,153 0.11% 06/30/21 Calamos Market Neutral Income Fund Aerojet Rocketdyne Holdings, Inc. AL6627163 Convertible Bonds Industrials United States Of America (The) US Dollar 4,750,000 8,823,743 8,823,743 0.09% 2.250% 12/15/23 06/30/21 Calamos Market Neutral Income Fund Change Healthcare, Inc. CHNG US Common Stocks Health Care United States Of America (The) US Dollar 369,000 8,501,760 8,501,760 0.09% 06/30/21 Calamos Market Neutral Income Fund Nuance Communications, Inc. AM8430226 Convertible Bonds Information Technology United States Of America (The) US Dollar 3,000,000 8,349,480 8,349,480 0.09% 1.250% 04/01/25 06/30/21 Calamos Market Neutral Income Fund PNM Resources, Inc. PNM US Common Stocks Utilities United States Of America (The) US Dollar 162,000 7,900,740 7,900,740 0.08% 06/30/21 Calamos Market Neutral Income Fund Alexion Pharmaceuticals, Inc. ALXN US Common Stocks Health Care United States Of America (The) US Dollar 42,500 7,807,675 7,807,675 0.08% 06/30/21 Calamos Market Neutral Income Fund Maxim Integrated Products, Inc. MXIM US Common Stocks Information Technology United States Of America (The) US Dollar 60,000 6,321,600 6,321,600 0.07% 06/30/21 Calamos Market Neutral Income Fund Just Eat Takeaway.com, NV TKWY NA Common Stocks Consumer Discretionary Netherlands (The) Euro Currency 48,982 3,820,392 4,530,030 0.05% 06/30/21 Calamos Market Neutral Income Fund Cypress Semiconductor Corp. Convertible Bonds Information Technology United States Of America (The) US Dollar 2,500,000 4,510,325 4,510,325 0.05% 4.500% 01/15/22 06/30/21 Calamos Market Neutral Income Fund PRA Health Sciences, Inc. PRAH US Common Stocks Health Care United States Of America (The) US Dollar 26,500 4,378,065 4,378,065 0.05% 06/30/21 Calamos Market Neutral Income Fund IHS Markit, Ltd. INFO US Common Stocks Industrials United Kingdom US Dollar 28,000 3,154,480 3,154,480 0.03% Calamos Funds Portfolio Data as of 06/30/21 (unaudited) This presentation is for informational purposes only and should not be substituted for fiscal quarter-end portfolio holdings filed with the SEC. These holdings include securities and cash equivalents.

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