Calamos Autocallable Income ETF (CAIE) Delivers Strong First Distribution Following Successful Launch

METRO CHICAGO, Ill., Aug. 1, 2025 /PRNewswire/ -- John Koudounis, President and CEO of Calamos, a leading alternatives manager, announced the first distribution for the Calamos Autocallable Income ETF (Ticker: CAIE):

• CAIE announces inaugural distribution rate of 17.48% ($0.38592/share).¹
  
  
• Robust net inflows highlight investor demand for derivative income strategy previously only available to UHNW investors & institutions in structured product market, now democratized in the ETF wrapper with CAIE.
  
  
• Strong initial performance validates bringing sophisticated autocallable strategies to market through accessible, liquid and tax-efficient ETF wrapper.

The Fund's inaugural 17.48% annualized distribution delivered on its goal of high, stable monthly income, showcasing an attractive distribution for the period since the ETF's June 25th launch.

CEO John Koudounis stated, "CAIE's first distribution represents a pivotal moment in the $200 billion derivative income revolution. We've successfully brought institutional-quality autocallable strategies—which represent nearly 70% of all structured note sales—into a liquid, transparent ETF wrapper, eliminating the operational complexity and tax inefficiency that advisors have had to navigate."

The distribution reflects the collective coupons of CAIE's laddered portfolio of 52+ autocallables staggered weekly, successfully delivering the anticipated income stream while providing investors with transparency, daily liquidity and tax-efficient distributions previously unavailable in the autocallable market.

"This first distribution demonstrates our 'easy button' approach to the popular autocallable space is working exactly as designed," said Matt Kaufman, Head of ETFs at Calamos. " Today marks the beginning of a new era—we've brought an entirely new form of derivative income to the ETF market, delivering a differentiated source of high, stable income without being tied to traditional bond factors like duration or credit."

The fund's August 1st ex-dividend date marks the beginning of CAIE's regular monthly distribution schedule, with J.P. Morgan continuing to serve as primary swap counterparty and MerQube Indices providing the underlying autocallable index methodology.

To learn more, visit Calamos.com/autocall or read Calamos' new whitepaper "From complexity to accessibility: Democratizing autocallable yield notes through ETF innovation".

About Calamos
Calamos is a diversified global investment firm, headquartered in the Chicago metropolitan area, offering innovative investment strategies, including Bitcoin, alternatives, multi-asset, convertible, fixed income, private credit, equity, and sustainable equity. With more than $43 billion in AUM, including more than $18 billion in liquid alternatives assets as of June 30, 2025, the firm offers strategies through ETFs, mutual funds, closed-end funds, interval funds, UCITS funds and separately managed portfolios. Clients include financial advisors, wealth management platforms, pension funds, foundations & endowments, and individuals, globally. For more information, visit us on LinkedIn, Twitter (@Calamos), Instagram (@calamos_investments), or at www.calamos.com.

¹As of 7/31/25. The Distribution Rate represents a single distribution from the Fund and is not a representation of the Fund's total return. is calculated by multiplying the most recent distribution by 12 in order to annualize it, and then dividing by the Fund's NAV.

Before investing, carefully consider the fund's investment objectives, risks, and 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. 

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

The Fund enters into swap agreements with J.P. Morgan to obtain exposure to the MerQube US Large Cap Vol Advantage Autocallable Index. J.P. Morgan is not an advisor, promoter, in any way affiliated with the Fund and has no responsibility for the Fund's performance, marketing, or trading, or any responsibility regarding the suitability of the Fund as an investment. 

An investment in the Fund(s) is subject to risks, and you could lose money on your investment in the Fund(s). There can be no assurance that the Fund(s) will achieve its investment objective. Your investment in the Fund(s) 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(s) can increase during times of significant market volatility. The Fund(s) also has specific principal risks, which are described below. More detailed information regarding these risks can be found in the Fund's prospectus. 

Investing involves risks. Loss of principal is possible. The Fund(s) face numerous market trading risks, including authorized participation concentration risk, cap change risk, capital protection risk, capped upside risk, cash holdings risk, clearing member default risk, correlation risk, derivatives risk, equity securities risk, investment timing risk, large-capitalization investing risk, liquidity risk, market maker risk, market risk, non-diversification risk, options risk, premium-discount risk, secondary market trading risk, sector risk, tax risk, trading issues risk, underlying ETF risk and valuation risk. For a detailed list of fund risks see the prospectus. 

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. 

Autocallable Structure Risk --The Fund's returns are correlated to the performance of a synthetic portfolio of autocallable notes tracked by the Laddered Autocall Index. Autocallable notes have specific structural features that may be unfamiliar to many investors: 

--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.

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.  

Calamos and its representatives do not provide tax or legal advice. Each individual's tax and financial situation is unique. Individuals should consult their tax and/or legal advisor for advice and information concerning their particular situation.

Calamos Financial Services LLC, Distributor 

© 2025 Calamos Investments LLC. All Rights Reserved. Calamos® and Calamos Investments® are registered trademarks of Calamos Investments LLC. 

SOURCE Calamos Investments