CPNJ

Calamos Nasdaq-100® Structured Alt Protection ETF – June

Fund Stats

  • Inception Date

    6/3/24

  • Total Net Assets

    $64.6 Million

    As of 7/23/24

Calamos Nasdaq-100 Structured Alt Protection ETF – June Overview

Calamos Structured Protection ETFs are designed to match the positive price return of the Nasdaq-100® up to a defined cap while protecting against 100% of losses over a one-year period (before fees and expenses).

Key Features

  • 100% Capital Protection. No downside risk over the one-year outcome period.
  • Defined Upside Participation. Exposure to Nasdaq-100® to a cap.
  • Tax Alpha. Seeks tax-deferred growth inside the tax-efficient ETF wrapper.

Portfolio Fit

For equity risk control, offers 100% capital protection on equity exposure for investors unwilling to risk market drawdowns.

As a tax-advantaged, cash alternative, activates cash on the sidelines with equity upside potential and no downside risk.

For retirees looking to derisk, preserves capital near or during retirement.

Newcomer ETF Firm of the Year Award

Outcome Performance

Current ETF
Price

$24.08

Current Cap
(Current/Net)

7.85% / 7.26%

Current Protection Level
(Current/Net)

97.87% / 97.28%

Remaining Days
Left

311 days
Data as of 7/23/2024 3:47:03 PM CDT

Outcome Period Performance

Data from 6/3/2024 to 7/23/2024 3:47:03 PM CDT
Data Delayed

Initial Values (Gross/Net)

As of 6/3/24
Fund Price Reference Asset Price Cap Rate Downside Before Protection Protection Level Outcome Period
$23.57 $450.71 10.20% / 9.51% 0.00% / -0.69% 100.00% / 99.31% 365 days

Current values above reflect fund and product expenses incurred to date during the outcome period, based off the number of days elapsed within the outcome period. Net values reflect fund and product expenses over the entire outcome period. Fund return and current outcome period values are based on the price return of the reference asset.

Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be lower or higher than the performance quoted. The principal value of an investment will fluctuate so that your shares, when sold, may be worth more or less than their original cost. There are no assurances the Fund will be successful in providing the sought-after protection. The outcomes that the Fund 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 will achieve its investment objective. If the outcome period has begun and the reference asset has increased in value, any appreciation of the Fund by virtue of increases in the reference asset since the commencement of the outcome period will not be protected by the sought-after protection, and an investor could experience losses until the reference asset 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 for the outcome period, before fees and expenses. If the outcome period has begun and the Fund has 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. The Fund’ website, www.calamos.com, provides important Fund information.

Portfolio

A list of all fund holdings is made available daily through the link below.

View All Holdings

Holdings and weightings are subject to change daily. Holdings are provided for informational purposes only and should not be deemed as a recommendation to buy or sell the securities mentioned.

Pricing

Fund Details

As of 7/23/24
Detail Value
Ticker CPNJ
NAV $24.16
Market Price $24.08
Premium/Discount -0.33%
Exchange NYSE Arca, Inc.
Inception Date 6/03/24

30 Day Median Bid/Ask

As of 7/22/24
30 Day Median Bid/Ask
0.17%

Premium / Discount

As of 7/23/24
Date Value
6/3/2024 0.08
6/4/2024 0.08
6/5/2024 0
6/6/2024 0.08
6/7/2024 -0.08
6/10/2024 -0.21
6/11/2024 -0.21
6/12/2024 -0.13
6/13/2024 -0.29
6/14/2024 -0.21
6/17/2024 -0.21
6/18/2024 0.04
6/20/2024 0.17
6/21/2024 0.08
6/24/2024 -0.25
6/25/2024 0
6/26/2024 -0.17
6/27/2024 -0.29
6/28/2024 -0.17
7/1/2024 0.08
7/2/2024 0
7/3/2024 -0.29
7/5/2024 -0.21
7/8/2024 0.08
7/9/2024 -0.17
7/10/2024 -0.25
7/11/2024 -0.29
7/12/2024 -0.33
7/15/2024 -0.17
7/16/2024 -0.33
7/17/2024 -0.25
7/18/2024 -0.25
7/19/2024 -0.33
7/22/2024 -0.04
7/23/2024 -0.33

Premium and Discount

As of 7/22/24
Q1 2024 Q2 2024 Q3 2024 Q4 2024
Days Traded at Premium -- 7 3 --
Days Traded at Discount -- 12 12 --

The above chart presents information about the difference between the daily market price for shares of the ETF and the ETF's net asset value. The market price displayed is the official closing price reported by the exchange​. The vertical axis of the chart shows the premium or discount expressed in basis points (bps). If the fund's market price exceeds its NAV, it is trading at a premium and is expressed by a positive value. If the fund's market price is below the NAV, the ETF is trading at a discount and is represented by a negative value. This value is recorded daily over the time period displayed along the horizontal axis.

Fees & Expenses

Fees & Expenses

Expense %
Total 0.69%

Fund Information

Name Fund
Inception Date 6/03/24
Ticker Symbol CPNJ
CUSIP number 12811T878

Literature

About the Fund

Calamos Nasdaq-100 Structured Alt Protection ETF – June Investor Sheet

The Calamos Nasdaq-100 Structured Alt Protection ETF – June investor sheet provides a snapshot of the investment team and product strategy.

Structured Protection ETFs Weekly Rate Sheet

Subscribe to the Weekly Rate Sheet to stay up to date on our caps and cap ranges.

Prospectus and Reports

Calamos Nasdaq-100 Structured Alt Protection ETF – June Prospectus

This summary contains important information about the Calamos Nasdaq-100 Structured Alt Protection ETF – June investment objective, fees and expenses, principal investment strategies, principal risks and performance.

Calamos Nasdaq-100 Structured Alt Protection ETF – June Statutory Prospectus

You should read the accompanying prospectus and any accompanying prospectus supplement, which contain important information, before deciding whether to invest in our securities.

Calamos Nasdaq-100 Structured Alt Protection ETF SAI

The statement of additional information is a supplementary document to the fund’s prospectus and contains additional information about the fund and includes further disclosure regarding its operations.

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.

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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.

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