I'm going to try and post screen shots of what I'm trying to describe. This is within the Calendar app itself, not iCloud settings.
The first picture shows the calendar with the holidays. At the bottom of the calendar in picture one, I had to select "Calendars" to get to the settings reflected in pictures two and three. The second picture reflects the settings that I had when the holidays were not showing. The third picture reflects me selecting "calendar" underneath "on my iphone." If it it still unclear, please let me know.
The first picture shows the calendar with the holidays. At the bottom of the calendar in picture one, I had to select "Calendars" to get to the settings reflected in pictures two and three. The second picture reflects the settings that I had when the holidays were not showing. The third picture reflects me selecting "calendar" underneath "on my iphone." If it it still unclear, please let me know.