- What are the top holdings of CAYN?
- A machine-readable holdings disclosure for Calamos Least-Of Autocallable Income ETF (CAYN) is not available from our data sources. Fund families sometimes register portfolio filings under a sibling share class or outside the SEC's structured datasets. Rather than estimate, we leave the section blank; the issuer's website carries the authoritative portfolio list.
- What sectors does CAYN invest in?
- Calamos Least-Of Autocallable Income ETF (CAYN) allocates across the sectors shown above. The largest exposure tops the list; the rest follow in descending weight order.
- What sector is CAYN most exposed to?
- CAYN's full sector breakdown is on the Sectors tab. The largest sector weight is shown there along with the rest of the allocation.
- Is CAYN a US-only fund?
- The country allocation card on this page shows CAYN's geographic exposure. Funds with > 95% US weight are effectively US-only; international or global funds will show meaningful weights across multiple countries.
- What does CAYN invest in?
- 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.
