Calamos ETF Trust - Calamos Bitcoin 90 Series Structured Alt Protection ETF - October

CBXO actively manages options and collateral in a way designed to track the positive price return of spot bitcoin up to a cap, while providing protection against a loss exceeding 10%, over a one-year period. It uses the BRRNY, a benchmark index, to determine the cap. The fund employs two portfolio construction methods: one involving US Treasuries, options, and cash equivalents and the other using options and cash equivalents. The fund does not invest directly in bitcoin. The fund offers perpetual investment opportunities, with new options chosen at each annual reset date in October, reflecting market conditions at that time. Returns will differ if investors buy or sell shares mid-Outcome Period. The fund also invests up to 25% of its assets in a Cayman Islands subsidiary for bitcoin exposure within IRS guidelines. The fund's strategies and outcomes are hypothetical and not guaranteed.

資產類別

固定收益

發行機構

Calamos

註冊地

US

成立日期

2025年10月7日

ISIN

US12811T5974