CVSIX — Calamos Market Neutral Income Fund
Data updated: 2026-06-26
CVSIX — Calamos Market Neutral Income Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Income Allocation · $17.65B AUM · 1.26% expense ratio · 7.2% 1-yr return. From SEC regulatory filings.
CVSIX Fund Overview
CVSIX — Calamos Market Neutral Income Fund is a US mutual fund managed by Calamos Investment Trust/il, categorised as Income Allocation. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Calamos Investment Trust/il
- Category: Income Allocation
- Assets under management: $17.65B
- 1-year return: 7.2%
- Ticker: CVSIX
- SEC CIK: 0000826732
- SEC series ID: S000004062
- Share class ID: C000011366
CVSIX Holdings
Top 10 holdings of Calamos Market Neutral Income Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| NVIDIA Corp | 4.81% |
| Apple Inc | 3.87% |
| Microsoft Corp | 2.95% |
| Western Digital Corp. | 2.60% |
| Amazon.com Inc | 2.48% |
| Alphabet Inc | 2.00% |
| Alphabet Inc | 1.94% |
| Calamos Short-Term Bond Fund | 1.90% |
| Broadcom Inc | 1.90% |
| State Street Global Advisors | 1.85% |
CVSIX Portfolio Allocation
Asset-class allocation of Calamos Market Neutral Income Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 70.5% |
| Fixed Income | 36.1% |
| Cash & Equivalents | 1.8% |
CVSIX Performance
Total returns for CVSIX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.8% |
| 1 year | 7.2% |
| 3 years (annualised) | 6.9% |
| 5 years (annualised) | 4.5% |
CVSIX Risk Information
Risk metrics for CVSIX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 1.9%
CVSIX Costs and Fees
CVSIX costs about $126 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.26%
- Gross expense ratio: 1.26%
- Portfolio turnover: 43%
- Brokerage commissions: 1.99 bps of average net assets (SEC N-CEN)
CVSIX Cashflows
Over the 12 months to 2026-04, Calamos Market Neutral Income Fund had net inflows of $1.02B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $104.60M |
| 2026-03 | $107.24M |
| 2026-02 | $150.14M |
| 2026-01 | $59.64M |
| 2025-12 | −$93.84M |
| 2025-11 | $90.66M |
CVSIX Debt Constituents
Largest debt holdings of Calamos Market Neutral Income Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Western Digital Corp. | 2.60% |
| Alibaba Group Holding | 1.43% |
| Bloom Energy Corp. | 0.94% |
| Lumentum Holdings, Inc. | 0.83% |
| Gamestop Corp. | 0.55% |
| Evergy, Inc. | 0.46% |
| Wayfair, Inc. | 0.43% |
| Akamai Technologies, Inc. | 0.41% |
| Doordash, Inc. | 0.41% |
| Strategy, Inc. | 0.40% |
CVSIX Prospectus and SEC Filings
Official Calamos Market Neutral Income Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Income Allocation 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.