Calamos Russell 2000 Structured Alt Protection ETF - January
Data updated: 2026-06-26
C000250959 — Calamos Russell 2000 Structured Alt Protection ETF - January data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Alternative · $49.88M AUM · 0.69% expense ratio · 12.8% 1-yr return. From SEC regulatory filings.
C000250959 Fund Overview
Calamos Russell 2000 Structured Alt Protection ETF - January is a US mutual fund managed by Calamos ETF Trust, categorised as Alternative. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Calamos ETF Trust
- Category: Alternative
- Assets under management: $49.88M
- 1-year return: 12.8%
- SEC CIK: 0001579881
- SEC series ID: S000085630
- Share class ID: C000250959
C000250959 Holdings
Top 2 holdings of Calamos Russell 2000 Structured Alt Protection ETF - January by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Goldman Sachs & Co. LLC | 108.35% |
| Goldman Sachs & Co. LLC | 3.44% |
C000250959 Portfolio Allocation
Asset-class allocation of Calamos Russell 2000 Structured Alt Protection ETF - January by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Derivatives | 99.5% |
C000250959 Performance
Total returns for C000250959 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 2.7% |
| 1 year | 12.8% |
C000250959 Risk Information
Risk metrics for C000250959, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 2.7%
C000250959 Costs and Fees
C000250959 costs about $69 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.69%
- Gross expense ratio: 0.69%
- Portfolio turnover: 0%
- Brokerage commissions: 2.09 bps of average net assets (SEC N-CEN)
C000250959 Cashflows
Over the 12 months to 2026-04, Calamos Russell 2000 Structured Alt Protection ETF - January had net outflows of $4.79M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$2.05M |
| 2026-03 | −$1.36M |
| 2026-02 | $0 |
| 2026-01 | −$2.05M |
| 2025-12 | −$1.35M |
| 2025-11 | −$651.76K |
C000250959 Debt Constituents
No individual debt constituents are reported in Calamos Russell 2000 Structured Alt Protection ETF - January's latest SEC N-PORT filing.
C000250959 Prospectus and SEC Filings
Official Calamos Russell 2000 Structured Alt Protection ETF - January filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Alternative 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.