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Winner: Newcomer ETF Firm of the Year (2024)
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Structured Protection ETFs: Monthly Series

Data as of 9/13/2024 AT 4:02PM CDT
Launch
Date		 Ticker Reference
Asset		 Initial
NAV		 Current
NAV		 Current Cap (Current/Net)
/ Cap Range (Gross/Net)		 Current Protection
Level (Current/Net)		 Outcome
Period		 Fact
Sheet
6385013640000000005/1/24 CPSM SPY $25.00 $26.23 4.66% / 4.22% 95.21% / 94.78% 229 days Download CPSM Fact Sheet File (PDF)
6385298760000000006/3/24 CPNJ QQQ $23.57 $24.27 6.94% / 6.45% 97.04% / 96.55% 259 days Download CPNJ Fact Sheet File (PDF)
6385540680000000007/1/24 CPRJ IWM $24.36 $25.10 7.87% / 7.32% 96.99% / 96.45% 290 days Download CPRJ Fact Sheet File (PDF)
6385540680000000007/1/24 CPSJ SPY $23.96 $24.51 6.96% / 6.41% 97.73% / 97.18% 290 days Download CPSJ Fact Sheet File (PDF)
6385808520000000008/1/24 CPSA SPY $24.25 $24.64 7.04% / 6.43% 98.44% / 97.84% 321 days Download CPSA Fact Sheet File (PDF)
6386093640000000009/3/24 CPNS QQQ $24.78 $24.90 7.89% / 7.23% 99.59% / 98.93% 350 days Download CPNS Fact Sheet File (PDF)
6386093640000000009/3/24 CPST SPY $24.81 $24.92 7.13% / 6.47% 99.66% / 99.00% 350 days Download CPST Fact Sheet File (PDF)
63863355600000000010/1/24 CPRO IWM TBD TBD TBD 100% 1 Year
63863355600000000010/1/24 CPSO SPY TBD TBD TBD 100% 1 Year
63866034000000000011/1/24 CPSN SPY TBD TBD TBD 100% 1 Year
63868716000000000012/2/24 CPNQ QQQ TBD TBD TBD 100% 1 Year
63868716000000000012/2/24 CPSD SPY TBD TBD TBD 100% 1 Year
6387139440000000001/2/25 CPRY IWM TBD TBD TBD 100% 1 Year
6387139440000000001/2/25 CPSY SPY TBD TBD TBD 100% 1 Year
6387415920000000002/3/25 CPSF SPY TBD TBD TBD 100% 1 Year
6387657840000000003/3/25 CPNM QQQ TBD TBD TBD 100% 1 Year
6387657840000000003/3/25 CPSR SPY TBD TBD TBD 100% 1 Year
6387908040000000004/1/25 CPRA IWM TBD TBD TBD 100% 1 Year
6387908040000000004/1/25 CPSP SPY TBD TBD TBD 100% 1 Year
6388443720000000006/2/25 CPSU SPY TBD TBD TBD 100% 1 Year

See Future Structured Protection ETF Launches Hide Future Structured Protection ETF Launches

Structured Protection ETF: Laddered

Ticker Fund Name Description Fact Sheet
CPSL Calamos Laddered S&P 500 Structured Alt Protection ETF The Calamos Laddered S&P 500® Structured Alt Protection ETF™ provides access to the full suite of 100% downside protection S&P 500 ETFs in a single ticker–the first of its kind. Download Calamos Laddered S&P 500 Structured Alt Protection ETF Fact Sheet File (PDF)

Alternative ETFs

Ticker Fund Name Description Fact Sheet
CANQ Calamos Alternative Nasdaq & Bond ETF Seeks uncapped upside to the largest and most recognized Nasdaq-100® stocks, coupled with the income and diversification potential of bonds. Download Calamos Alternative Nasdaq & Bond ETF Fact Sheet File (PDF)
CCEF Calamos CEF Income & Arbitrage ETF Seeks to deliver high monthly income and capital appreciation by investing in income producing closed-end funds trading at attractive discounts. Download Calamos CEF Income & Arbitrage ETF Fact Sheet File (PDF)

Convertible ETFs

Ticker Fund Name Description Fact Sheet
CVRT Calamos Convertible Equity Alternative ETF Seeks to deliver total returns through capital appreciation and current income, by investing largely in a portfolio of US convertible securities exhibiting a high level of equity sensitivity. Download Calamos Convertible Equity Alternative ETF Fact Sheet File (PDF)

Sustainable Equity ETFs

Ticker Fund Name Description Fact Sheet
SROI Calamos Antetokounmpo Global Sustainable Equities ETF The Fund employs an integrated, fundamental and proprietary sustainable process to evaluate and select what we deem are the highest-quality growth opportunities throughout global developed and emerging markets and across market capitalizations. Download Calamos Antetokounmpo Global Sustainable Equities ETF Fact Sheet File (PDF)

Calamos Financial Services LLC, Distributor

Check the background of the firm and its investment professionals on FINRA's BrokerCheck.

Before investing, carefully consider the fund's investment objectives, risks, charges and expenses. Please see the prospectus and summary prospectus containing this and other information which can be obtained by calling 1-866-363-9219. Read it carefully before investing.

©2024 Calamos Investments LLC. All Rights Reserved. Calamos®, Calamos Investments® and Investment strategies for your serious money® are registered trademarks of Calamos Investments LLC.

Calamos Investments LLC, referred to herein as Calamos Investments®, is a financial services company offering such services through its subsidiaries: Calamos Advisors LLC, Calamos Wealth Management LLC, Calamos Financial Services LLC and Calamos Antetokounmpo Asset Management LLC.

The personal data collected by Calamos on this website, or by any other means, is collected and stored in accordance with the General Data Protection Regulation (EU) 2016/679 ("GDPR").

Important Legal Information | Privacy Policy | Business Continuity | Code of Business Conduct and Ethics | ERISA 408(b)(2)

Information contained herein is subject to completion or amendment. The information in each fund’s prospectus and statement of additional information) is not complete and may be changed. We may not sell the securities of any fund until such fund’s registration statement filed with the Securities and Exchange Commission is effective. Each fund’s prospectus and statement of additional information is not an offer to sell such fund’s securities and is not soliciting an offer to buy such fund’s securities in any state where the offer or sale is not permitted.

An indication of interest in response to this advertisement will involve no obligation or commitment of any kind.

Before investing, carefully consider the fund’s investment objectives, risks, charges and expenses. Please see the prospectus and summary prospectus containing this and other information which can be obtained by calling 1-866-363-9219. Read it carefully before investing.

An investment in the Fund(s) is subject to risks, and you could lose money on your investment in the Fund(s). There can be no assurance that the Fund(s) will achieve its investment objective. Your investment in the Fund(s) is not a deposit in a bank and is not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other government agency. The risks associated with an investment in the Fund(s) can increase during times of significant market volatility. The Fund(s) also has specific principal risks, which are described below. More detailed information regarding these risks can be found in the Fund’s prospectus.

Investing involves risks. Loss of principal is possible. The Fund(s) face numerous market trading risks, including authorized participation concentration risk, cap change risk, capital protection risk, capped upside risk, cash holdings risk, clearing member default risk, correlation risk, derivatives risk, equity securities risk, investment timing risk, large-capitalization investing risk, liquidity risk, market maker risk, market risk, non-diversification risk, options risk, premium-discount risk, secondary market trading risk, sector risk, tax risk, trading issues risk, underlying ETF risk and valuation risk. For a detailed list of fund risks see the prospectus.

There are no assurances the Fund(s) will be successful in providing the sought-after protection. The outcomes that the Fund(s) seeks to provide may only be realized if you are holding shares on the first day of the outcome period and continue to hold them on the last day of the outcome period, approximately one year. There is no guarantee that the outcomes for an outcome period will be realized or that the Fund(s) will achieve its investment objective. If the outcome period has begun and the underlying ETF has increased in value, any appreciation of the Fund(s) by virtue of increases in the underlying ETF since the commencement of the outcome period will not be protected by the sought-after protection, and an investor could experience losses until the underlying ETF returns to the original price at the commencement of the outcome period. Fund shareholders are subject to an upside return cap (the “Cap”) that represents the maximum percentage return an investor can achieve from an investment in the fund(s) for the outcome period, before fees and expenses. If the outcome period has begun and the Fund(s) have increased in value to a level near to the Cap, an investor purchasing at that price has little or no ability to achieve gains but remains vulnerable to downside risks. Additionally, the Cap may rise or fall from one outcome period to the next. The Cap, and the Fund(s) position relative to it, should be considered before investing in the Fund(s). The Fund(s) website, www.calamos.com, provides important Fund information as well information relating to the potential outcomes of an investment in the Fund(s) on a daily basis.

The Fund(s) are designed to provide point-to-point exposure to the price return of the reference asset via a basket of Flex Options. As a result, the ETFs are not expected to move directly in line with the reference asset during the interim period. Investors purchasing shares after an outcome period has begun may experience very different results than fund’s investment objective. Initial outcome periods are approximately 1-year beginning on the fund’s inception date. Following the initial outcome period, each subsequent outcome period will begin on the first day of the month the fund was incepted. After the conclusion of an outcome period, another will begin.

The Calamos Russell 2000® Structured Alt Protection ETFs (the “Funds”) have been developed solely by Calamos Advisors LLC. The “Funds” are not in any way connected to or sponsored, endorsed, sold or promoted by the London Stock Exchange Group plc and its group undertakings (collectively, the “LSE Group”). FTSE Russell is a trading name of certain of the LSE Group companies. All rights in the Russell 2000® Index (the “Index”) vest in the relevant LSE Group company which owns the Index. The Russell 2000® Index is a trademark(s) of the relevant LSE Group company and is used by any other LSE Group company under license.

FLEX Options Risk The Fund(s) will utilize FLEX Options issued and guaranteed for settlement by the Options Clearing Corporation (OCC). In the unlikely event that the OCC becomes insolvent or is otherwise unable to meet its settlement obligations, the Fund(s) could suffer significant losses. Additionally, FLEX Options may be less liquid than standard options. In a less liquid market for the FLEX Options, the Fund(s) may have difficulty closing out certain FLEX Options positions at desired times and prices. The values of FLEX Options do not increase or decrease at the same rate as the reference asset and may vary due to factors other than the price of reference asset. Shares are bought and sold at market price, not net asset value (NAV), and are not individually redeemable from the fund. NAV represents the value of each share’s portion of the fund’s underlying assets and cash at the end of the trading day. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where fund shares are listed.

Nasdaq®, Nasdaq-100®, Nasdaq-100 Index® and Nasdaq-100 Top 30 Hybrid Income Index® are registered trademarks of Nasdaq, Inc. (which with its affiliates is referred to as the “Corporations”) and are licensed for use by Calamos Advisors LLC. The Fund has not been passed on by the Corporations as to their legality or suitability. The Fund is not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUND.

DEFINITIONS AND IMPORTANT DISCLOSURES

Strategy – “Capital Protection” represents the downside protection target equal to 100% of losses (before fees and expenses) of the Underlying ETF, over the Outcome Period. There is no guarantee the Fund will be successful in providing the sought-after downside protection.

Reference Asset – Each Underlying ETF seeks to produce pre-determined investment outcomes based upon the price performance of an underlying reference asset. S&P 500 is represented by the SPDR® S&P 500® ETF Trust. Nasdaq-100® is represented by the Invesco QQQ Trust, Series 1. Russell 2000® is represented by iShares Russell 2000 ETF (IWM).

Roll Month – Starting month of each Outcome Period.

Cap Range – Maximum percentage return an investor can achieve from an investment in the Fund if held over the Outcome Period. Cap range depicted is the high and low cap rate over the past 15 trading days. Actual cap delivered by the Fund may be different.

Protection Level – Amount of protection the Fund is designed to achieve over the Days Remaining.

Downside Before Protection – Amount of downside risk the Underlying ETF is exposed to before the capital protection begins. This occurs when the ETF price has appreciated from its starting level.

Outcome Period – The defined length of time over which the outcomes are sought.

Days Remaining – Number of days remaining in the Outcome Period.