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Calamos Least-Of Autocallable Income ETF (CAYN): ETF

ETF traded on ARCX under symbol CAYN. Quoted in usd.

Calamos Least-Of Autocallable Income ETF logo

Calamos Least-Of Autocallable Income ETF

-0.89%$24.64
ARCX:CAYNEquity
AUM $2.5M·YTD --·Yield --
Calamos Least-Of Autocallable Income ETF logoARCX:CAYN$24.64-0.89%
About CAYN

The Fund is an exchange-traded fund of Calamos ETF Trust that seeks to generate high monthly income while providing reduced downside risk through exposure to the MerQube US Equity Least-Of Autocallable Index (MQAUTOWL). The Index reflects a theoretical diversified portfolio of synthetic least-of (worst-of) autocallable notes. Their coupon, autocall, and principal outcomes depend on the least-performing of a basket of three exchange-traded funds: SPDR S&P 500 ETF Trust (SPY), Invesco QQQ Trust (QQQ), and iShares Russell 2000 ETF (IWM). The Index was developed with MerQube and Citibank, and the Fund is expected to gain exposure through swaps. Per trade press, the portfolio holds at least 52 synthetic notes in a weekly ladder, each with a three-year maturity and coupon and principal barriers 30% below the reference assets' initial levels. It is described as the first indexed least-of autocallable income ETF.

Largest holdings

  1. TRS RECEIVE MQAUTOWL: MerQube US EQUITY LEAST-OF AUTOCALLABLE IDX REC SOFR Rate+10bps - CITI49.49%
  2. CBOX Calamos Tax-Aware Collateral ETF43.99%
  3. United States Treasury Bill6.02%
  4. US DOLLAR0.56%
  5. NET OTHER ASSETS-0.06%
Full holdings, sectors and countries
Dividend History
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Total Invested
$70,000
Final Portfolio
$107,591
Total Return
+$37,591
(+53.7%)
Dividends Reinvested
$0
compounded into portfolio
Defaults are seeded from historical performance and trailing twelve-month yield. Past performance is not a forecast. Feel free to adjust any input to model your own assumptions.
ETF Key Metrics
AUM$2.50M
NAV$24.59
Premium/Discount+0.19%
Expense Ratio0.86%
Market Cap--
Shares Outstanding--
Inception DateOct. 26, 2026
Fund Details
IssuerCalamos
Asset ClassEquity
Beta--
SectorFinancial Services
DomicileUS
52-Week Range
Volume
Volume2.72K
Avg Volume10.87K
Vol/Avg0.25x

30d

10.86K

60d

10.86K

90d

10.86K

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