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CAIE

Calamos Autocallable Income ETF

Important Disclosure

Fund Stats

  • NAV

    $26.03

    $0.11 (0.42%)

    As of 7/10/25

  • Market Price

    $26.09

    As of 7/10/25

  • Total Net Assets

    $18.9 Million

    As of 7/10/25

  • Inception Date

    6/25/25

Calamos Autocallable Income ETF Overview

Calamos Autocallable Income ETF seeks to generate high monthly income while providing reduced downside risk through exposure to a portfolio of autocallables.

Key Features

  • High Stable Monthly Income Potential. Coupons typically higher than bonds, tied to equity market performance.
  • Tax-Advantaged Income. Seeks favorable tax treatment on distributions vs. ordinary income, with no K-1s.
  • Model-Portfolio Ready. Single ticker solution, liquid, and operationally efficient.
  • Laddered Exposure. 52+ autocallables seek consistent income and reduced timing risk.

Portfolio Fit

Equity Alternative. Replace part of your equity allocation to maintain equity like total return potential while potentially enhancing current income through monthly distributions.

Yield Enhancement & Diversification. Add potentially high levels of monthly income with differentiated risk factors-tied to equity performance rather than credit risk or duration.

Tax-Efficient Income Sleeve. Ideal for taxable accounts where distributions are likely more favorable than ordinary income, with 1099 reporting instead of K-1 complexity.

Autocallable Dashboard

Current Analysis of MerQube US Vol Advantage Autocall Index

Data as of 7/9/2025 CDT

14.6%

Weighted Average Coupon

100%

Autocallables Paying Coupons

65

Live Autocallables

94.68%

Weighted Avg. MTM Discount

0%

Autocallables Near Maturity with Principal at Risk

Portfolio

A list of all fund holdings is made available daily through the link below.

View All Holdings

Holdings and weightings are subject to change daily. Holdings are provided for informational purposes only and should not be deemed as a recommendation to buy or sell the securities mentioned.

Holdings

As of 7/9/25
Holding %
United States Treasury Bill 97.5%
TRS Mat 8/31/26- RECEIVE MQAUTOCL:MerQube US Large-Cap Vol Adv Autocallable PAY US SOFR Rate +10bps 1.4%
TRS Mat 8/31/26- RECEIVE MQAUTOCL:MerQube US Large-Cap Vol Adv Autocallable PAY US SOFR Rate +10bps 0.0%

Distributions

Schedule

Name Frequency
Distributions MONTHLY
Capital Gains ANNUAL

Pricing

Fund Details

As of 7/10/25
Detail Value
Ticker CAIE
NAV $26.03
Market Price $26.09
Premium/Discount 0.23%
Exchange NYSE Arca, Inc.
Inception Date 6/25/25

30 Day Median Bid/Ask

As of 7/9/25
30 Day Median Bid/Ask
0.15%

Premium / Discount

As of 7/10/25
Date Value
06/25/2025 0
06/26/2025 -0.04
06/27/2025 0.04
06/30/2025 0.27
07/01/2025 0.31
07/02/2025 0.35
07/03/2025 0.46
07/07/2025 0.35
07/08/2025 0.16
07/09/2025 0.19
07/10/2025 0.23

Premium and Discount

As of 7/9/25
Q1 2025 Q2 2025 Q3 2025 Q4 2025
Days Traded at Premium 0 3 6 --
Days Traded at Discount 0 1 0 --

The above chart presents information about the difference between the daily market price for shares of the ETF and the ETF's net asset value. The market price displayed is the official closing price reported by the exchange​. The vertical axis of the chart shows the premium or discount expressed in basis points (bps). If the fund's market price exceeds its NAV, it is trading at a premium and is expressed by a positive value. If the fund's market price is below the NAV, the ETF is trading at a discount and is represented by a negative value. This value is recorded daily over the time period displayed along the horizontal axis.

Fees & Expenses

Fees & Expenses

Expense %
Total 0.74%

Fund Information

Name Fund
Inception Date 6/25/25
Ticker Symbol CAIE
CUSIP number 12811T571

Literature

About the Fund

Calamos Autocallable Income ETF Investor Sheet

The Calamos Autocallable Income ETF investor sheet provides a snapshot of the investment team and product strategy.

Prospectus and Reports

Summary Prospectus

This summary contains important information about the investment objective, fees and expenses, principal investment strategies, principal risks and performance.

Statutory Prospectus

You should read the accompanying prospectus and any accompanying prospectus supplement, which contain important information, before deciding whether to invest in our securities.

SAI

The statement of additional information is a supplementary document to the fund’s prospectus and contains additional information about the fund and includes further disclosure regarding its operations.

Calamos Financial Services LLC, Distributor

Check the background of the firm and its investment professionals on FINRA's BrokerCheck.

Before investing, carefully consider the fund's investment objectives, risks, charges and expenses. Please see the prospectus and summary prospectus containing this and other information which can be obtained by calling 1-866-363-9219. Read it carefully before investing.

©2025 Calamos Investments LLC. All Rights Reserved. Calamos®, Calamos Investments® and Investment strategies for your serious money® are registered trademarks of Calamos Investments LLC.

Calamos Investments LLC, referred to herein as Calamos Investments®, is a financial services company offering such services through its subsidiaries: Calamos Advisors LLC, Calamos Wealth Management LLC, Calamos Financial Services LLC and Calamos Antetokounmpo Asset Management LLC.

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Important Legal Information | Privacy Policy | Business Continuity | Code of Business Conduct and Ethics | ERISA 408(b)(2)

Important Fund Information

Before investing, carefully consider the Fund's investment objectives, risks, charges and expenses. Please see the prospectus and summary prospectus containing this and other information which can be obtained by calling 1-866-363-9219. Read it carefully before investing.

An investment in the Fund is subject to risks, and you could lose money on your investment in the Fund. There can be no assurance that the Fund will achieve its investment objective. Your investment in the Fund is not a deposit in a bank and is not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any other government agency. The risks associated with an investment in the Fund can increase during times of significant market volatility. The Fund also has specific principal risks, which are described below. More detailed information regarding these risks can be found in the Fund's prospectus.

The fund's expense ratio as of the prospectus dated 6/25/2025 is 0.74%.

The principal risks of investing in the Calamos Autocallable Income ETF include: autocallable structure risk, contingent income risk, early redemption risk, barrier risk, authorized participant concentration risk, calculation methodology risk, cash holdings risk, correlation risk, costs of buying and selling fund shares, counterparty risk, credit risk, derivatives risk, equity securities risk, index risk, interest rate risk, investment in a subsidiary, laddered portfolio risk, liquidity risk, market maker risk, market risk, new fund risk, non-diversification risk, premium-discount risk, secondary market trading risk, swap agreement risk, tax risk, trading issues risk, valuation risk, and volatility target index risk.

Contingent Income Risk: Coupon payments from the Autocalls are not guaranteed and will not be made if the Underlying Index falls below the Coupon Barrier on observation dates. This means the Fund may generate significantly less income than anticipated during market downturns.

Early Redemption Risk: Autocalls in the Portfolio may be called before their scheduled maturity if the Underlying Reference Index reaches or exceeds the Autocall Barrier on observation dates. This automatic early redemption could force reinvestment of that portion of the portfolio at lower rates if market yields have declined.

Barrier Risk: If the Underlying Reference Index falls below the Protection Level Barrier at the maturity of an Autocall in the Portfolio, that portion of the Portfolio will be fully exposed to the negative performance of the Underlying Reference Index from its initial level. This conditional protection creates a binary outcome that can result in sudden, significant losses if barriers are breached.

Notes

30-day SEC yield reflects the dividends and interest earned by the Fund during the 30-day period ended as of the date stated above after deducting the Fund's expenses for that same period.

Distribution yield is calculated by annualizing the Fund's most recent distribution paid and dividing by the Fund's NAV as of the date of the period presented. Distributions may include interest and/or dividend income that represents the income accrued by the Fund during the period and are not guaranteed. Distribution Yield is based on distributions made in the past and therefore may not be reflective of the Fund's current portfolio.

Market price refers to the price at which shares of the fund trade in the market.

NAV or Net asset value refers to the net value of all the assets held in the fund on a per share basis.

CUSIP identifiers have been provided by CUSIP Global Services, managed on behalf of the American Bankers Association by S&P Global Market Intelligence LLC, and are not for use or dissemination in a manner that would serve as a substitute for any CUSIP service. The CUSIP Database, © 2011 American Bankers Association. "CUSIP" is a registered trademark of the American Bankers Association.

Duration is a measurement of a bond's interest rate risk that considers a bond's maturity, yield, coupon and call features. The maturity date refers to the moment in time when the principa l of a fixed income instrument must be repaid to an investor.

Conversion premium is the amount by which the market price of a convertible bond or convertible preferred exceeds the conversion value, expressed as a percentage. It is a gauge of equity participation.

Investment premium is the amount that the market price of the convertible is above its investment value, expressed as a percentage. It is a gauge of equity participation.

NOT FDIC INSURED | NO BANK GUARANTEE | MAY LOSE VALUE