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The Calamos Structured Protection ETF is engineered to mirror the positive price appreciation of the Russell 2000 index, with returns capped at a predetermined limit. Simultaneously, it provides investors with full downside protection, safeguarding against 100% of potential losses over a one-year investment horizon. This protection and upside potential are quoted prior to the deduction of any fees and expenses.
| Symbol | Name | Weight | Market Value |
|---|---|---|---|
| — | iShares Russell 2000 ETF (IWM) Long Call Option | 113.88% | $33.00M |
| — | iShares Russell 2000 ETF (IWM) Long Put Option | 0.41% | $119.39K |
| — | US DOLLAR | 0.21% | $60.44K |
| — | NET OTHER ASSETS | 0.03% | $-7.66K |
| — | iShares Russell 2000 ETF (IWM) Short Call Option | 14.48% | $-4.19M |