Fund Stats
-
Bond Equivalent Yield
4.05%
-
NAV
$100.25
$0.03 (0.03%)
-
Market Price
$100.33
-
Total Net Assets
$877.2 Million
-
Inception Date
4/17/26
Calamos Tax-Aware Collateral ETF Overview
Calamos Tax-Aware Collateral ETF seeks to deliver stable growth by investing in FLEX options box spreads, principally on the SPDR S&P 500 ETF (SPY) to achieve tax-efficient cash management.
Key Features
- Treasury Bill Alternative. Treasury bills are not the only option for short-term cash management.
- Tax-Efficient Structure. Potential tax-efficient alternative to ultra-short duration bond exposure.
- Outperformance Potential. Potential to generate returns above Treasury bills with limited incremental risk.
- Institutional Investor Tested. A long-standing tool used by institutional investors to borrow and lend synthetic cash.
Portfolio Fit
Cash Management Alternative & Treasury Overlay. Seeks yields above risk-free rates in a tax-efficient structure.
Collateral Optimization. High-quality collateral without tying up capital.
Duration-Neutral Return Sleeve. Return engine without rate or equity beta.
Portfolio
A list of all fund holdings is made available daily through the link below.
Holdings
| Holding | % |
|---|---|
| Box Spread Flex Options Position - SPY Long Put | 92.0% |
| Box Spread Flex Options Position - SPY Long Call | 7.5% |
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.
Distributions
Schedule
| Name | Frequency |
|---|---|
| Distributions | ANNUAL |
| Capital Gains | ANNUAL |
Pricing
Fund Details
| Detail | Value |
|---|---|
| Ticker | CBOX |
| NAV | $100.25 |
| Market Price | $100.33 |
| Premium/Discount | 0.07% |
| Exchange | Cboe BZX Exchange, Inc. |
| Inception Date | 4/17/26 |
30 Day Median Bid/Ask
| 30 Day Median Bid/Ask |
|---|
| 0.06% |
Premium / Discount
| Date | Value |
|---|---|
| 04/17/2026 | 0.01 |
| 04/20/2026 | -0.01 |
| 04/21/2026 | 0.01 |
| 04/22/2026 | 0.02 |
| 04/23/2026 | 0.01 |
| 04/24/2026 | 0.02 |
| 04/27/2026 | 0.01 |
| 04/28/2026 | 0.01 |
| 04/29/2026 | 0 |
| 04/30/2026 | 0.02 |
| 05/01/2026 | 0.02 |
| 05/04/2026 | 0.01 |
| 05/05/2026 | 0.02 |
| 05/06/2026 | 0.02 |
| 05/07/2026 | 0.02 |
| 05/08/2026 | 0.03 |
| 05/11/2026 | 0.01 |
| 05/12/2026 | -0.08 |
| 05/13/2026 | 0.01 |
| 05/14/2026 | 0.07 |
| 05/15/2026 | 0.07 |
Premium and Discount
| Q1 2026 | Q2 2026 | Q3 2026 | Q4 2026 | |
|---|---|---|---|---|
| Days Traded at Premium | 0 | 19 | -- | -- |
| Days Traded at Discount | 0 | 1 | -- | -- |
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 | % |
|---|---|
| Management Fees | 0.19% |
| Distribution and/or Service Fees (12b-1) | 0.00% |
| Other Expenses1 | 0.00% |
| Total Annual Fund Operating Expenses | 0.19% |
| Expense Reimbursement2 | 0.05% |
| Net Annual Fund Operating Expenses | 0.14% |
Fund Information
| Name | Fund |
|---|---|
| Inception Date | 4/17/26 |
| Ticker Symbol | CBOX |
| CUSIP number | 12811T514 |
Expenses and Fees as of the prospectus dated 4/13/26.
1"Other Expenses" is an estimate based on the expenses the Fund expects to incur for the current fiscal year.
2Calamos Advisors has entered into expense limitation agreement with the Trust pursuant to which Calamos Advisors has agreed to reimburse the Fund 0.05% of the average net assets of the Fund such that the unitary fee is reduced from 0.19% to 0.14%. The agreement extends to December 1, 2029.
Literature
About the Fund
Calamos Tax-Aware Collateral ETF Fact Sheet
The Calamos Tax-Aware Collateral ETF fact sheet provides a snapshot of the investment team and product strategy.
Prospectus and Reports
Summary Prospectus
This summary contains important information about the investment objective, fees and expenses, principal investment strategies, principal risks and performance.
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.
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.