CPNM — Calamos Nasdaq-100 Structured Alt Protection ETF - March
Data updated: 2026-06-26
CPNM — Calamos Nasdaq-100 Structured Alt Protection ETF - March data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Alternative · $14.65M AUM · 0.69% expense ratio · 9.2% 1-yr return. From SEC regulatory filings.
CPNM Fund Overview
CPNM — Calamos Nasdaq-100 Structured Alt Protection ETF - March is a US ETF 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 ETF
- Manager: Calamos ETF Trust
- Category: Alternative
- Assets under management: $14.65M
- 1-year return: 9.2%
- Ticker: CPNM
- SEC CIK: 0001579881
- SEC series ID: S000084792
- Share class ID: C000249273
CPNM Holdings
Top 2 holdings of Calamos Nasdaq-100 Structured Alt Protection ETF - March by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Goldman Sachs & Co. LLC | 107.12% |
| Goldman Sachs & Co. LLC | 4.40% |
CPNM Portfolio Allocation
Asset-class allocation of Calamos Nasdaq-100 Structured Alt Protection ETF - March by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Derivatives | 99.1% |
CPNM Performance
Total returns for CPNM (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 2.3% |
| 1 year | 9.2% |
CPNM Risk Information
Risk metrics for CPNM, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 2.1%
CPNM Costs and Fees
CPNM 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: 0.78 bps of average net assets (SEC N-CEN)
CPNM Cashflows
Over the 12 months to 2026-04, Calamos Nasdaq-100 Structured Alt Protection ETF - March had net outflows of $636.59K, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $663.42K |
| 2026-03 | $2.61M |
| 2026-02 | −$153 |
| 2026-01 | $0 |
| 2025-12 | −$1.94M |
| 2025-11 | $0 |
CPNM Debt Constituents
No individual debt constituents are reported in Calamos Nasdaq-100 Structured Alt Protection ETF - March's latest SEC N-PORT filing.
CPNM Prospectus and SEC Filings
Official Calamos Nasdaq-100 Structured Alt Protection ETF - March 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.