Calamos Alternative Nasdaq & Bond ETF
Data updated: 2026-09-29
C000247126 — Calamos Alternative Nasdaq & Bond ETF. United States Multi-Cap / All-Cap Blend / Core Equity. Holdings, fees, performance and SEC filings.
C000247126 Fund Overview
Calamos Alternative Nasdaq & Bond ETF is a US ETF managed by Calamos ETF Trust, categorised as United States Multi-Cap / All-Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Calamos ETF Trust
- Category: United States Multi-Cap / All-Cap Blend / Core Equity
- Assets under management: $21.05M
- 1-year return: 18.0%
- SEC CIK: 0001579881
- SEC series ID: S000083476
- Share class ID: C000247126
C000247126 Investment Objective and Strategy
Calamos Alternative Nasdaq & Bond ETF describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Calamos ETF Trust.
Investment objective
Calamos Nasdaq ? Equity & Income ETF's investment objective is attractive risk-adjusted total return through capital appreciation and current income.
Principal investment strategy
"The Fund is an actively managed exchange-traded fund (""ETF"") that seeks to deliver convertible security-like exposure to companies within the Nasdaq-100 Index ?. This investment approach is an alternative way to access Nasdaq-100 ? stocks by seeking to offer upside potential through the options and seeking to limit the downside through the fixed income portfolio. This is an alternative approach to outright equity investing. To achieve this exposure through investment in alternative instruments, the Fund uses a hybrid investment approach that utilizes equity and fixed income strategies. The Fund pursues its objective by investing, under normal circumstances, at least 80%, but up to 100%, of its net assets (plus borrowings for investment purposes, if any) in a portfolio of equity instruments (including options and equity ETFs) and fixed income instruments (including bonds and fixed income ETFs) intended to deliver convertible security-like exposure to companies in the Nasdaq-100 Index ?.
The Fund considers the investments of underlying funds when determining compliance with its 80% policy. The Fund's investment adviser is Calamos Advisors LLC (""Calamos Advisors"" or the ""Adviser""). The equity exposure is achieved through investment in alternative instruments by purchasing the right to acquire an optimal number of stocks selected from the Nasdaq-100 Index ? based on a variety of factors including but not limited to liquidity and market capitalization and purchasing the right to acquire the corresponding stocks. In addition, equity exposure also may be achieved through investments in equity ETFs. The fixed income instruments are selected based on credit quality, yield, duration, liquidity, and such other factors as deemed relevant by the Adviser. The fixed income instruments are intended to serve as a base for the Fund's portfolio by creating bond-like returns.
The Adviser has the flexibility to actively manage the equity exposure by both buying and selling options on equities, equity ETFs, warrants, long-dated call options (""LEAPS Options""), Flexible Exchange ? Options (""FLEX Options""), or similar instruments determining the option delta, strikes and maturity. Under normal circumstances, the Fund generally does not hold equity or cash in large amounts, choosing instead to re-deploy excess cash into its principal investment strategy. The Adviser has the flexibility to actively manage the fixed income exposure through the selection of the underlying fixed income instruments that the Adviser believes will add value over owning U.S. Treasuries; determining the duration and credit quality; and the portfolio rebalancing method and frequency. The fixed-income instruments in which the Fund may invest include, among others, obligations of U.S., state, and local governments, their agencies and instrumentalities; mortgage- and asset-backed debt securities (including to-be announced mortgage-backed securities or TBAs); corporate debt securities, repurchase agreements, convertible securities, money market instruments, Treasury Bills, and other securities believed to have debt-like characteristics (such as preferred securities and corporate loans and related assignments and participations).
The Fund's exposure to fixed income may be obtained in part through investments in ETFs and other investment companies. The Fund may invest in investment grade debt securities (those rated BBB or higher by S&P, or Baa or higher by Moody's), which include securities issued or guaranteed by the U.S. government, its agencies and instrumentalities, as well as securities rated or subject to a guarantee that is rated within the investment grade categories listed by at least one of the Nationally Recognized Statistical Rating Organizations (NRSROs), and in below investment grade debt securities, which are sometimes referred to as high yield or ""junk"" bonds, which include bonds, bank loans and preferred securities. Junk bonds are securities rated BB or lower by S&P, or Ba or lower by Moody's or securities that are not rated but are considered by Calamos Advisors to be of similar quality.
These debt securities may include mortgage-backed, mortgage-related and other asset-backed securities, which directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans, real property, or other assets such as car loans or aviation financing. The Fund's investments in debt securities have no limits with regard to maturity, duration, credit quality, or geographic concentration. The Fund's investments may be domiciled in any country and held in U.S. dollar and non-U.S. dollar denominations. With respect to the equity options component of its strategy, the Fund will not allocate more than 10% to a given name or issuer. Under normal circumstances, the Fund seeks to deliver convertible security-like exposure to companies in the Nasdaq-100 Index ?. The Fund is classified as ""non-diversified"" under the Investment Company Act of 1940, as amended (the ""1940 Act"")."
C000247126 Holdings
Top 10 holdings of Calamos Alternative Nasdaq & Bond ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Simplify MBS ETF | 23.97% |
| Vanguard Emerging Markets Government Bond ETF | 21.33% |
| State Street SPDR Portfolio High Yield Bond ETF | 14.88% |
| Goldman Sachs & Co. LLC | 11.66% |
| Janus Henderson AAA CLO ETF | 11.39% |
| Schwab 1-5 Year Corporate Bond ETF | 4.45% |
| iShares Broad USD Investment Grade Corporate Bond ETF | 3.91% |
| iShares 5-10 Year Investment Grade Corporate Bond ETF | 2.77% |
| Franklin Senior Loan ETF | 2.45% |
| ABN AMRO Bank NV | 1.45% |
C000247126 Portfolio Allocation
Asset-class allocation of Calamos Alternative Nasdaq & Bond ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 85.1% |
| Derivatives | 14.1% |
C000247126 Performance
Total returns for C000247126 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 2.4% |
| 1 year | 18.0% |
| 3 years (annualised) | 14.4% |
C000247126 Risk Information
Risk metrics for C000247126, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 12.7%
C000247126 Costs and Fees
C000247126 costs about $94 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.94%
- Gross expense ratio: 0.94%
- Portfolio turnover: 27%
- Brokerage commissions: 7.55 bps of average net assets (SEC N-CEN)
C000247126 Cashflows
Over the 12 months to 2026-04, Calamos Alternative Nasdaq & Bond ETF had net inflows of $12.58M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $0 |
| 2026-03 | $0 |
| 2026-02 | $0 |
| 2026-01 | −$7.51M |
| 2025-12 | $1.49M |
| 2025-11 | $22.59K |
C000247126 Debt Constituents
No individual debt constituents are reported in Calamos Alternative Nasdaq & Bond ETF's latest SEC N-PORT filing.
C000247126 Prospectus and SEC Filings
Official Calamos Alternative Nasdaq & Bond ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2025-11-21
- Prospectus (485BPOS) — filed 2024-11-21
- Prospectus supplement (497) — filed 2025-04-25
- Portfolio holdings (N-PORT) — filed 2026-09-29
- Portfolio holdings (N-PORT) — filed 2026-06-26
- Portfolio holdings (N-PORT) — filed 2026-03-31
- Annual census (N-CEN) — filed 2025-10-14
- Annual census, amended (N-CEN/A) — filed 2025-02-28
Related Funds
Other United States Multi-Cap / All-Cap Blend / Core Equity 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.