Calamos Investments Mutual Funds Closed-End Funds UCITS 7.50% Annual Distribution Rate Closed-End Funds Home Page Calamos Global Total Return Fund (CGO) Overview Data & Distribution Performance Pricing Composition Literature Overview The Fund seeks total return through a combination of capital appreciation and current income by investing in a globally diversified portfolio of equities, convertible securities and high-yield corporate bonds. Key Features Aims to provide consistent income through monthly distributions set at levels the investment team believes are sustainable. Offers access to global markets, which complement and diversify an investor's equity allocation. Dynamically allocates assets based on the economic landscape and potential of individual securities. A broad range of global security types increase opportunities to actively manage the portfolio's risk/reward characteristics over full market cycles. Judicious use of leverage seeks to enhance overall returns by achieving a net positive spread on investments over borrowing costs. Portfolio Fit The fund seeks to offer investors an attractive monthly distribution and exposure to global equity and fixed-income markets. Fund Data AS OF 10/31/21 NAME FUND Managed Assets $216,196,765 Total Common Share Assets $148,696,765 Shares Outstanding 9,396,571 Average Daily Volume (month) 24,859 Total Percent Leveraged 31.22% Debt Coverage Ratio 428% Leverage Assets $67,500,000 Debt Leverage $50,500,000 Average Portfolio Turnover 120.3% Expense Ratio (based on managed assets) 1.58% Fees & Expenses AS OF 10/31/21 EXPENSE % Management Fee 1.00% Leverage Fee 0.39% Other Expenses 0.19% Total 1.58% Important Fund Information Current Annualized Distribution Rate is the Fund's most recent distribution, expressed as an annualized percentage of the Fund's current market price per share. Information regarding the Fund's most recent distribution can be found on the Data and Distribution tab under the table titled "Year To Date Distribution Detail". Estimates are calculated on a tax basis rather than on a generally accepted accounting principles (GAAP) basis, but should not be used for tax reporting purposes. Distributions are subject to re-characterization for tax purposes after the end of the fiscal year. This information is not legal or tax advice. Consult a professional regarding your specific legal or tax matters. Under the Fund's level distribution policy, distributions paid to common shareholders may include net investment income, net realized short-term capital gains and return of capital. When the net investment income and net realized short-term capital gains are not sufficient, a portion of the distribution will be a return of capital. In addition, a limited number of distributions per calendar year may include net realized long-term capital gains. Distribution rate may vary. Debt Coverage Ratio is the amount of cash flow available to meet annual interest and principal payments on debt. A Debt Coverage Ratio of less than 1 would mean a negative cash flow. For example, a ratio of 0.95 would mean that there was only enough net operating income to cover 95% of annual debt payments. The Fund may invest up to 100% of its assets in foreign securities and invest in an array of security types and market-cap sizes, each of which has a unique risk profile. As a result of political or economic instability in foreign countries, there can be special risks associated with investing in foreign securities. These include fluctuations in currency exchange rates, increased price volatility, and difficulty obtaining information. Convertible Securities Risk. The value of a convertible security is influenced by changes in interest rates, with investment value declining as interest rates increase and increasing as interest rates decline. The credit standing of the issuer and other factors also, may have an effect on the convertible security's investment value. Investments by the Fund(s) in lower-rated securities involve substantial risk of loss and present greater risks than investments in higher-rated securities, including less liquidity and increased price sensitivity to changing interest rates and to a deteriorating economic environment. Fixed Income Risk. Fixed-income securities are subject to interest rate risk; as interest rates go up, the value of debt securities in the Fund's portfolio generally will decline. The Fund(s) may invest in derivative securities, including options and swap agreements. The use of derivatives present risks different from, and possibly greater than, the risks associated with investing directly in traditional securities. There is no assurance that any derivative strategy used by the Fund will succeed. One of the risks associated with purchasing an option is that the Fund pays a premium whether or not the option is exercised. Morningstar RatingsTM are based on risk-adjusted returns based on total return (NAV) and are through 10/31/21. Morningstar ratings are based on a risk-adjusted return measure that accounts for variation in a fund's monthly historical performance (reflecting sales charges), placing more emphasis on downward variations and rewarding consistent performance. Within each asset class, the top 10%, the next 22.5%, 35%, 22.5%, and the bottom 10% receive 5, 4, 3, 2 or 1 star, respectively. Each fund is rated exclusively against US domiciled funds. The information contained herein is proprietary to Morningstar and/or its content providers; may not be copied or distributed; and is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Source: ©2021 Morningstar, Inc. Morningstar World Allocation Category funds seek to provide both capital appreciation and income by investing in three major areas: stocks, bonds, and cash. While these portfolios do explore the whole world, most of them focus on the US, Canada, Japan, and the larger markets in Europe. It is rare for such portfolios to invest more than 10% of their assets in emerging markets. Notes The Fund may seek to purchase index put options to help reduce downside exposure. However, the effectiveness of the Fund's index option-based risk management strategy may be reduced if the Fund's equity portfolio does not correlate to the performance of the underlying option positions. The Fund also risks losing all or part of the cash paid for purchasing index options. Unusual market conditions or a lack of a ready market of any particular option at a specific time may reduce the effectiveness of the Fund's options strategies, and for these and other reasons the Fund's options strategies may not reduce the Fund's volatility to the extent desired. From time to time, the Fund may reduce its holdings of put options, resulting in an increased exposure to a market decline. Leverage creates risks which may adversely affect return, including the likelihood of greater volatility of net asset value and market price of common shares; and fluctuations in the variable rates of the leverage financing. The ratio is the percent of borrowing to total assets. Each fund has specific risks, which are outlined in the respective funds' prospectuses. The general risks involved in investing in a closed end fund include market volatility risk, dividend and income risk, and loss of investment risk. Please refer to each fund's prospectus, annual and semi-annual reports at www.calamos.com for complete information on the fund's performance, investments and risks. NOT FDIC INSURED | NO BANK GUARANTEE | MAY LOSE VALUE Fund Details AS OF 11/23/21 Market Price: $15.99 NAV: $15.72 Premium/Discount: 1.72% Market Change: $-0.18 Annual Dist: 7.50% Latest Dist: $0.1000 Ticker: CGO NAV Ticker: XCGOX IPO Date: 10/27/05 IPO Share Price: $15.00 IPO NAV: $14.30 Morningstar Rating Morningstar Overall RatingTM Among 12 US CE World Allocation funds. The Fund's risk-adjusted returns based on total return (NAV) had 5 stars for 3 years, 5 stars for 5 years and 3 stars for 10 years out of 12, 11 and 10 US CE World Allocation Funds, respectively, for the period ended 10/31/2021. Resources Fact Sheet (CGO) Quarterly Commentary (CGO) Addressing the Search for Income and Growth Other Literature Funds Mutual Funds Closed-End Funds UCITS Global Funds Strategies Insights Convertibles Alternatives Global Markets Small Cap Sustainable Equities Blog Investment Team Voices Investment Ideas Resources Mutual Funds Closed-End Funds UCITS Global Funds Institutional Strategies Applications & Forms Tax Center About Overview Executive Officers Investment Organization Mission & Values News Locations Calamos Financial Services LLC, Distributor Check the background of the firm and its investment professionals on FINRA's BrokerCheck. Before investing, carefully consider the fund's investment objectives, risks, charges and expenses. Please see the prospectus and summary prospectus containing this and other information which can be obtained by calling 1-800-582-6959. Read it carefully before investing. ©2021 Calamos Investments LLC. All Rights Reserved. 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