CALAMOS MARKET NEUTRAL INCOME FUND I

Ticker: CMNIX CUSIP: 128119880 Class: MUTUAL FUND

Janney Montgomery Scott LLC's Holding History (CIK: 0001329948)

Note: Option positions (PUT/CALL) are excluded.

Q1 2015
Shares 99,933 Value ($000) $1,284 Avg Close — Range —
Q4 2014
Shares 103,354 Value ($000) $1,324,992 Avg Close — Range —
Q3 2014
Shares 96,991 Value ($000) $1,255,066 Avg Close — Range —
Q2 2014
Shares 108,660 Value ($000) $1,410,406 Avg Close — Range —
Q1 2014
Shares 113,518 Value ($000) $1,457,567 Avg Close — Range —
Q4 2013
Shares 108,137 Value ($000) $1,387,403 Avg Close — Range —
Q3 2013
Shares 92,388 Value ($000) $1,181,645 Avg Close — Range —
Q2 2013
Shares 17,734 Value ($000) $223,623 Avg Close — Range —