CPSM — Calamos S&P 500 Structured Alt Protection ETF - May
Data updated: 2026-06-26
CPSM — Calamos S&P 500 Structured Alt Protection ETF - May data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Alternative · $53.03M AUM · 0.69% expense ratio · 6.3% 1-yr return. From SEC regulatory filings.
CPSM Fund Overview
CPSM — Calamos S&P 500 Structured Alt Protection ETF - May 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: $53.03M
- 1-year return: 6.3%
- Ticker: CPSM
- SEC CIK: 0001579881
- SEC series ID: S000084800
- Share class ID: C000249281
CPSM Holdings
Top 1 holdings of Calamos S&P 500 Structured Alt Protection ETF - May by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Goldman Sachs & Co. LLC | 121.18% |
CPSM Portfolio Allocation
Asset-class allocation of Calamos S&P 500 Structured Alt Protection ETF - May by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Derivatives | 99.9% |
CPSM Performance
Total returns for CPSM (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.4% |
| 1 year | 6.3% |
| 3 years (annualised) | 7.8% |
CPSM Risk Information
Risk metrics for CPSM, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 1.0%
CPSM Costs and Fees
CPSM 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: 1.24 bps of average net assets (SEC N-CEN)
CPSM Cashflows
Over the 12 months to 2026-04, Calamos S&P 500 Structured Alt Protection ETF - May had net outflows of $5.95M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$725.26K |
| 2026-03 | $0 |
| 2026-02 | −$1.44M |
| 2026-01 | −$1.43M |
| 2025-12 | −$1.43M |
| 2025-11 | −$2.13M |
CPSM Debt Constituents
No individual debt constituents are reported in Calamos S&P 500 Structured Alt Protection ETF - May's latest SEC N-PORT filing.
CPSM Prospectus and SEC Filings
Official Calamos S&P 500 Structured Alt Protection ETF - May 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.