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CPRJ

Calamos Russell 2000 Structured Alt Protection ETF – July·ARCA
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Key Stats

Assets Under Management
26.20MUSD
Fund Flows (1Y)
-29.72MUSD
Dividend Yield
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Discount/Premium to NAV
-0.21%
Shares Outstanding
2.00M
Expense Ratio
0.69%

About Calamos Russell 2000 Structured Alt Protection ETF – July

Issuer
Calamos Advisors LLC
Brand
Calamos
Inception Date
Jul 1, 2024
Structure
Open-Ended Fund
Index Tracked
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Management Style
Active
Dividend Treatment
Distributes
Distribution Tax Treatment
Ordinary income
Income Tax Type
Capital Gains
Max ST Capital Gains Rate
39.60%
Max LT Capital Gains Rate
20.00%
Primary Advisor
Calamos Advisors LLC
Distributor
Calamos Financial Services LLC
CPRJ invests all of its assets in FLEX options. The option position seeks to generate returns that match the performance of IWM shares, up to a cap, while protecting against 100% of losses, over a one-year period. The upside cap is reset every year, at the beginning of July. Shareholders should note they will not receive any dividends. The objective focuses on the potential growth over a specific defined time. The outcome pursued may only be possible if an investor were to hold the shares for the entire outcome period. However, there is no guarantee that the defined outcome of the strategy pursued will be realized by investors. The targeted buffers and caps do not include the fund's expense ratio.

Classification

Asset Class
Equity
Category
Size and Style
Focus
Small Cap
Niche
Broad-based
Strategy
Options Collar
Geography
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Weighting Scheme
Fixed
Selection Criteria
Fixed

Analysis

Asset

No data available

Holdings

Symbol

Ratio

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iShares Russell 2000 ETF (IWM) Long Call Option

111.10%
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iShares Russell 2000 ETF (IWM) Long Put Option

1.73%
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US DOLLAR

0.58%
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NET OTHER ASSETS

-0.20%
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iShares Russell 2000 ETF (IWM) Short Call Option

-13.21%

Symbol

Ratio

No holdings data

Top 10 Weight 100%

5 Total Holdings

See all holdings

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