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About Calamos Autocallable Income ETF
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Inception date
Jun 25, 2025
Structure
Open-Ended Fund
Replication method
Synthetic
Dividend treatment
Distributes
Distribution tax treatment
Ordinary income
Income tax type
Capital Gains
Max ST capital gains rate
39.60%
Max LT capital gains rate
20.00%
Primary advisor
Calamos Advisors LLC
Distributor
Calamos Financial Services LLC
ISIN
US12811T5719
CAIE is a complex alternative investment. Investors need to dig into the details to understand aspects such as observation periods, performance caps, limitations to the downside, and counterparty risk. CAIE is a non-diversified, actively managed ETF investing in total return swaps based on Autocallable Index exposure, yet not replicating or tracking it. The fund aims to make monthly distributions tied to the performance of the MerQube US Large Cap Vol Advantage Index. An index that is designed to reflect the performance of a theoretical portfolio of 50-260 synthetic autocallables arranged in a ladder structure with staggered entry points. If on a specified monthly observation date, the index has reached or exceeded a certain level the note is called, and the distribution may not be paid. If the index has fallen below a preset limit, investors are exposed to further losses on a 1:1 basis. The active management aims to diversify the exposure, minimize timing risks, counterparty exposure and creditworthiness. The fund invests in US Treasury securities, cash, equivalents, and derivatives, using a Cayman Islands Subsidiary for tax purposes.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Government
Bonds, Cash & Other100.00%
Government94.94%
Miscellaneous4.42%
Cash0.64%
Stock breakdown by region
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history
Assets under management (AUM)
Fund Flows
Frequently Asked Questions
CAIE last dividends amounted to 0.31 USD. The month before, the issuer paid 0.39 USD in dividends, which shows a 26.34% decrease.
CAIE assets under management is 193.19 M USD. It's risen 92.32% over the last month.
CAIE fund flows account for 185.08 M USD (1 year). Many traders use this metric to get insight into investors' sentiment and evaluate whether it's time to buy or sell the fund.
Yes, CAIE pays dividends to its holders with the dividend yield of 15.31%. The last dividend (Sep 8, 2025) amounted to 0.31 USD. The dividends are paid monthly.
CAIE shares are issued by Calamos Family Partners, Inc. under the brand Calamos. The ETF was launched on Jun 25, 2025, and its management style is Active.
CAIE expense ratio is 0.74% meaning you'd have to pay 0.74% of your investment to help manage the fund.
CAIE follows the No Underlying Index. ETFs usually track some benchmark seeking to replicate its performance and guide asset selection and objectives.
CAIE invests in bonds.
CAIE trades at a premium (0.63%) meaning the ETF is trading at a higher price than the calculated NAV.