Calamos Russell 2000 Structured Alt Protection ETF - October
Data updated: 2026-06-26
C000250961 — Calamos Russell 2000 Structured Alt Protection ETF - October data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Alternative · $31.27M AUM · 0.69% expense ratio · 13.2% 1-yr return. From SEC regulatory filings.
C000250961 Fund Overview
Calamos Russell 2000 Structured Alt Protection ETF - October 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: $31.27M
- 1-year return: 13.2%
- SEC CIK: 0001579881
- SEC series ID: S000085632
- Share class ID: C000250961
C000250961 Holdings
Top 2 holdings of Calamos Russell 2000 Structured Alt Protection ETF - October by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Goldman Sachs & Co. LLC | 108.90% |
| Goldman Sachs & Co. LLC | 2.01% |
C000250961 Portfolio Allocation
Asset-class allocation of Calamos Russell 2000 Structured Alt Protection ETF - October by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Derivatives | 99.7% |
C000250961 Performance
Total returns for C000250961 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 2.8% |
| 1 year | 13.2% |
C000250961 Risk Information
Risk metrics for C000250961, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 4.0%
C000250961 Costs and Fees
C000250961 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: 1.90 bps of average net assets (SEC N-CEN)
C000250961 Cashflows
Over the 12 months to 2026-04, Calamos Russell 2000 Structured Alt Protection ETF - October had net inflows of $15.44K, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $0 |
| 2026-03 | −$1.36M |
| 2026-02 | $0 |
| 2026-01 | −$1.37M |
| 2025-12 | $0 |
| 2025-11 | $2.01M |
C000250961 Debt Constituents
No individual debt constituents are reported in Calamos Russell 2000 Structured Alt Protection ETF - October's latest SEC N-PORT filing.
C000250961 Prospectus and SEC Filings
Official Calamos Russell 2000 Structured Alt Protection ETF - October 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.