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CAIE

Calamos Autocallable Income ETF

Important Disclosure

Fund Stats

  • NAV

    $26.80

    $0.25 (0.92%)

    As of 11/6/25

  • Market Price

    $26.93

    As of 11/6/25

  • Total Net Assets

    $377.2 Million

    As of 11/6/25

  • 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

  • Seeks 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.
  • 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 ETF Wrapper. May be ideal for taxable accounts with 1099 reporting.

SRP Most Innovative Product award

CAIE Named “Most Innovative Product” by SRP Americas

CAIE is the first ETF—and Calamos first asset manager—to ever receive this recognition.

Performance

Annualized Total Returns (%)

As of 9/30/25 As of 9/30/25
Name 1 Month 3 Month Since Inception (06/25/25)
CAIE Market Price 3.81 9.89 12.84
CAIE NAV 4.17 9.99 12.63
MerQube US Lrg Cp Vol Adv Autocall TR Indx - (MQAUTOCL) 4.25 10.01 12.63
Name 1 Month 3 Month Since Inception (06/25/25)
CAIE Market Price 3.81 9.89 12.84
CAIE NAV 4.17 9.99 12.63
MerQube US Lrg Cp Vol Adv Autocall TR Indx - (MQAUTOCL) 4.25 10.01 12.63

Performance data quoted represents past performance, which is no guarantee of future results. Current performance may be lower or higher than the performance quoted. The principal value of an investment will fluctuate so that your shares, when sold, may be worth more or less than their original cost. Returns at NAV reflect the deduction of the Fund's management fee and other expenses, which can be found on the fund fees and expenses tab.You can purchase or sell common shares daily. Like any other stock, market price will fluctuate with the market. Upon sale, your shares may have a market price that is above or below net asset value and may be worth more or less than your original investment.

Unmanaged index returns, unlike fund returns, do not reflect fees, expenses or sales charges. Investors cannot invest directly in an index.

Average annual total return measures net investment income and capital gain or loss from portfolio investments as an annualized average. All performance shown assumes reinvestment of dividends and capital gains distributions.

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

NOT FDIC INSURED | NO BANK GUARANTEE | MAY LOSE VALUE

Autocallable Dashboard

Current Analysis of MerQube US Vol Advantage Autocall Index

Data as of 11/6/2025

14.39%

Weighted Average Coupon

100%

Autocallables Paying Coupons

60

Live Autocallables

98.27%

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 11/6/25
Holding %
SPDR S&P 500 ETF Trust 54.5%
United States Treasury Bill 37.8%
SPDR S&P 500 ETF Trust 4.0%
TRS RECEIVE MQAUTOCL: MerQube US Large-Cap Vol Adv Autocallable PAY US SOFR Rate +10bps - JP Morgan 3.0%
TRS RECEIVE MQAUTOCL: MerQube US Large-Cap Vol Adv Autocallable PAY US SOFR Rate +10bps - JP Morgan 0.0%

Yield

Name %
Distribution Rate
(As of 9/30/25)		 14.36%
30-day SEC yield
(As of 9/30/25)		 3.22%
Unsubsidized 30-day SEC yield
(As of 9/30/25)		 3.22%

Distributions

Schedule

Name Frequency
Distributions MONTHLY
Capital Gains ANNUAL

Distribution Detail

Declaration Date Ex Date Record Date Payable Date Distribution
07/31/2025 08/01/2025 08/01/2025 08/08/2025 $0.38592
08/29/2025 09/02/2025 09/02/2025 09/08/2025 $0.30547
09/30/2025 10/01/2025 10/01/2025 10/07/2025 $0.32808
10/31/2025 11/03/2025 11/03/2025 11/07/2025 $0.32634
11/28/2025 12/01/2025 12/01/2025 12/05/2025 —
12/22/2025 12/23/2025 12/23/2025 12/30/2025 —

Most recent 19a Notice

Pricing

Fund Details

As of 11/6/25
Detail Value
Ticker CAIE
NAV $26.80
Market Price $26.93
Premium/Discount 0.49%
Exchange NYSE Arca, Inc.
Inception Date 6/25/25

30 Day Median Bid/Ask

As of 11/6/25
30 Day Median Bid/Ask
0.15%

Premium / Discount

As of 11/6/25
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
07/11/2025 0.39
07/14/2025 0.38
07/15/2025 0.74
07/16/2025 0.08
07/17/2025 0.42
07/18/2025 0.23
07/21/2025 0.15
07/22/2025 0.11
07/23/2025 -0.04
07/24/2025 0.08
07/25/2025 0.64
07/28/2025 0.49
07/29/2025 0.34
07/30/2025 0.34
07/31/2025 0.34
08/01/2025 0.31
08/04/2025 0.5
08/05/2025 -0.04
08/06/2025 0.5
08/07/2025 0.31
08/08/2025 0.31
08/11/2025 0.04
08/12/2025 0.23
08/13/2025 0.34
08/14/2025 0.26
08/15/2025 0.53
08/18/2025 0.42
08/19/2025 0.38
08/20/2025 0.15
08/21/2025 0.12
08/22/2025 0.19
08/25/2025 0.08
08/26/2025 0.23
08/27/2025 0.3
08/28/2025 0.37
08/29/2025 0.53
09/02/2025 0.38
09/03/2025 0.27
09/04/2025 0.26
09/05/2025 0.53
09/08/2025 0.49
09/09/2025 0.26
09/10/2025 0.26
09/11/2025 0.26
09/12/2025 0.63
09/15/2025 0.37
09/16/2025 0.18
09/17/2025 0.44
09/18/2025 0.33
09/19/2025 0.48
09/22/2025 0.26
09/23/2025 0.33
09/24/2025 0.26
09/25/2025 0.07
09/26/2025 0.59
09/29/2025 0.73
09/30/2025 0.18
10/01/2025 0.51
10/02/2025 0.37
10/03/2025 0.51
10/06/2025 -0.07
10/07/2025 0.44
10/08/2025 0.11
10/09/2025 0.51
10/10/2025 0.08
10/13/2025 0.34
10/14/2025 -0.26
10/15/2025 0.19
10/16/2025 0.15
10/17/2025 0.33
10/20/2025 0.44
10/21/2025 0.37
10/22/2025 0.15
10/23/2025 0.29
10/24/2025 0.26
10/27/2025 0
10/28/2025 -0.62
10/29/2025 0.11
10/30/2025 -0.18
10/31/2025 0.44
11/03/2025 0
11/04/2025 0.15
11/05/2025 0.55
11/06/2025 0.49

Premium and Discount

As of 11/6/25
Q1 2025 Q2 2025 Q3 2025 Q4 2025
Days Traded at Premium 0 3 62 23
Days Traded at Discount 0 1 2 4

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.

From Complexity to Accessibility: Democratizing Autocallable Yield Notes Through ETF Innovation

Calamos Investments is bringing one of the most in-demand forms of income to the ETF market. Autocallable yield notes (or “autocallables”) have captured significant investor interest for their ability to deliver high stable income that is tied to equity market performance, rather than traditional fixed income factors like credit or duration.

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.

The personal data collected by Calamos on this website, or by any other means, is collected and stored in accordance with the General Data Protection Regulation (EU) 2016/679 ("GDPR").

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.

SRP Americas Awards Methodology: SRP typically conducts a comprehensive market survey involving institutions active in the structured products space. Industry professionals-including issuers, distributors, and service providers-are invited to vote on various award categories. For the "Most Innovative Product" award, the evaluation likely focuses on: product design originality, client-centric innovation, market impact and adoption, risk-return profile enhancements and integration of new technologies or strategies. Finalists are often reviewed by a panel of SRP editors and industry experts who assess the submissions based on qualitative and quantitative factors.

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 principal 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