Calamos Nasdaq Autocallable Income ETF
Data updated: 2026-09-29
C000265508 — Calamos Nasdaq Autocallable Income ETF. Holdings, fees, performance and SEC filings.
C000265508 Fund Overview
Calamos Nasdaq Autocallable Income ETF is a US ETF managed by Calamos ETF Trust, categorised as United States Multi-Cap / All-Cap Value Consumer Discretionary Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Calamos ETF Trust
- Category: United States Multi-Cap / All-Cap Value Consumer Discretionary Equity
- Assets under management: $286.39M
- SEC CIK: 0001579881
- SEC series ID: S000096613
- Share class ID: C000265508
C000265508 Investment Objective and Strategy
Calamos Nasdaq Autocallable Income ETF describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Calamos ETF Trust.
Investment objective
"Calamos Nasdaq ? Autocallable Income ETF (the ""Fund"") seeks to generate high monthly income while providing reduced downside risk through exposure to the MerQube Nasdaq-100 ? Vol Advantage Autocallable Index (the ""Autocallable Index""). The Autocallable Index is designed to reflect the performance of a theoretical diversified portfolio of synthetic autocallable notes (each an ""Autocallable"" and the theoretical portfolio of Autocallables, the ""Index Portfolio""). The reduced downside risk that the Fund seeks to deliver is relative to owning a single underlying autocallable note (and not relative to risk associated with investing in the Nasdaq-100 ?), because exposure to the Autocallable Index is expected to provide benefits such as reduced timing risk, diversification across multiple notes (i.e., not subject to a single maturity barrier), and contingent maturity barriers that may help preserve capital over time."
Principal investment strategy
"VII. The first paragraph under the heading Principal Investment Strategies in the Calamos Nasdaq Autocallable Income ETFs prospectus is hereby deleted and replaced in its entirety with the following: The Fund is a non-diversified, actively managed exchange-traded fund (""ETF"") that, under normal market conditions, seeks to invest at least 80% of its total assets in U.S. Treasuries, cash, cash equivalents, ""box spreads"" and unfunded total return swaps that provide exposure to the MerQube Nasdaq-100 Vol Advantage Autocallable Index (the ""Autocallable Index""). The Fund will not attempt to replicate or track the Autocallable Index, but will instead use financial instruments such as total return swaps to gain exposure to the level of the Autocallable Index. The Fund intends to make periodic distributions to Investors in amounts that are determined in part by reference to the Autocallable Index.
The Autocallable Index is designed to reflect the collective performance of a theoretical portfolio of 52 to 260 synthetic Autocallables arranged in a laddered structure with staggered entry points with similar fixed parameters (the ""Parameters"") as described below within the section entitled ""Autocallable Index Portfolio Characteristics"". The Autocallables' coupon payments, principal repayment timing and principal value at maturity, and ultimately the Fund's total return, is contingent and with respect to principal value at maturity, based on the performance of the MerQube Nasdaq-100 Vol Advantage Index (the ""Underlying Reference Index""), which provides volatility adjusted exposure to E-Mini Nasdaq-100 futures contracts. The Fund's portfolio will be comprised of unfunded total return swaps, U.S.
Treasuries, cash, cash equivalents and ""box spreads"" (including box spread ETFs). The Fund expects to invest substantially all of its assets in U.S. Treasury securities with remaining maturities of one (1) year or less, cash, cash equivalents, ""box spreads"" (which may include investment in box-spread ETFs) and unfunded total return swaps providing exposure to an Autocallable Index (the ""Swap Agreements""). However, in order to meet its margin requirements on the Swap Agreements, the Fund may allocate all or a significant portion of its cash to investments in eligible collateral instruments such as: investment-grade fixed income and floating rate bonds; notes with variable interest rates tied to benchmarks issued by governments and European or U.S. investment-grade corporate issuers; commercial paper and money market funds.
VIII. The fifth paragraph under the heading Principal Investment Strategies in the Calamos Nasdaq Autocallable Income ETFs prospectus is hereby deleted and replaced in its entirety with the following: In addition to the above, the Fund expects to invest in money market instruments, including U.S. Treasury Securities and repurchase agreements as well as cash and cash equivalents. The Fund will also utilize ""box spreads"" that consist of a synthetic long position coupled with an offsetting synthetic short position through a combination of options contracts (""Box Spreads""). The Fund may also invest in other exchange-traded funds which in turn invest principally in box spreads."
C000265508 Holdings
Top 3 holdings of Calamos Nasdaq Autocallable Income ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Calamos Tax-Aware Collateral ETF | 81.06% |
| United States Treasury | 14.84% |
| JPMorgan Chase Bank NA | 3.84% |
C000265508 Portfolio Allocation
Asset-class allocation of Calamos Nasdaq Autocallable Income ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 81.1% |
| Cash & Equivalents | 14.8% |
| Derivatives | 3.8% |
C000265508 Performance
Total returns for C000265508 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 9.1% |
C000265508 Costs and Fees
C000265508 costs about $74 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.74%
- Gross expense ratio: 0.86%
C000265508 Cashflows
Over the 12 months to 2026-04, Calamos Nasdaq Autocallable Income ETF had net inflows of $159.89M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $22.92M |
| 2026-03 | $19.60M |
| 2026-02 | $29.98M |
| 2026-01 | $48.24M |
| 2025-12 | $23.39M |
| 2025-11 | $15.76M |
C000265508 Debt Constituents
No individual debt constituents are reported in Calamos Nasdaq Autocallable Income ETF's latest SEC N-PORT filing.
C000265508 Prospectus and SEC Filings
Official Calamos Nasdaq Autocallable Income ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other United States Multi-Cap / All-Cap Value Consumer Discretionary Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.