{"ticker":"CPSF","name":"Calamos S&P 500 Structured Alt Protection ETF - February","page_url":null,"cite_as":"TickerInside, Calamos S&P 500 Structured Alt Protection ETF - February (CPSF), holdings and contracts from SEC Form N-PORT for the period ended 2026-07-31, filed 2026-09-29, https://tickerinside.com/api/v1/etf/cpsf.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/cpsf.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/cpsf.json)","identifiers":{"asset_type":"etf","exchange":"NYSE Arca","composite_figi":"BBG01S19VSM6","share_class_figi":"BBG01S19VV12","cik":null,"series_id":"S000086981","class_id":null},"source_layer":"sec_nport_derivatives","category":{"id":"hedged-equity","label":"Hedged Equity","group":"options","group_label":"Option strategies","asset_class":"equity","rule":"In its filing for 2026-07-31, it holds stocks or index exposure with purchased puts on SPY (97% of net assets).","basis":"contracts","as_of":"2026-07-31","facets":{"underlying":"SPY"},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-07-31","report_date":"2026-07-31","filed":"2026-09-29","filing_url":"https://www.sec.gov/Archives/edgar/data/1579881/000141036826101653/","net_assets":33679352,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.69,"expense_ratio_gross":0.69,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2025-11-21","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1579881/000110465925114872/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":3,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{},"summary":"On 2026-07-31, the filing for CPSF lists no holdings besides its contracts. It carried options on SPY (103.5% in written calls, 0.7% in purchased calls and 97.4% in purchased puts), as notional exposure in percent of net assets.","composition":[],"derivatives":[{"instrument":"option","description":"call option, written","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"short","notional_pct":103.5417,"value_pct":-6.7577,"positions":1,"option_type":"call","option_side":"written","expires_first":"2027-01-29","expires_last":"2027-01-29"},{"instrument":"option","description":"put option, purchased","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"long","notional_pct":97.3872,"value_pct":2.1274,"positions":1,"option_type":"put","option_side":"purchased","expires_first":"2027-01-29","expires_last":"2027-01-29"},{"instrument":"option","description":"call option, purchased","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"long","notional_pct":0.6713,"value_pct":104.2017,"positions":1,"option_type":"call","option_side":"purchased","expires_first":"2027-01-29","expires_last":"2027-01-29"}],"underlyings":[{"underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","long_pct":0.0,"short_pct":0.0,"options":{"purchased_puts_pct":97.39,"written_calls_pct":103.54,"purchased_calls_pct":0.67},"instruments":["option"],"complete":true,"net_pct":0.0}],"exposure":{"stocks_pct":0.0,"swaps_futures_long_pct":0,"swaps_futures_short_pct":0,"options_notional_pct":201.6,"complete":true,"long_exposure_pct":null},"exposure_notes":[],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}