Autocallables May Offer Advantages Beyond Equity Income

Core Insights - The Calamos Autocallable Income ETF (CAIE) has experienced significant inflows since its launch on June 25, 2025, accumulating over $350 million in assets under management, indicating strong investor interest [1][2] - CAIE is designed to provide not only competitive monthly income but also capital appreciation opportunities, making it an attractive investment option in the current market [2][6] Fund Structure and Operation - CAIE generates yield by investing in a laddered selection of autocallable yield notes linked to the MerQube US Large-Cap Vol. Advantage Index, with a predetermined barrier level of -40% [3][4] - The fund's autocallables can continue to generate income as long as the index does not fall below the barrier, allowing for income generation even during market volatility [5] Performance Metrics - As of September 30, 2025, CAIE's distribution rate was reported at 14.36%, showcasing its strong income-generating capability [4] - The fund's net asset value (NAV) increased by 9.99% over the last three months, highlighting its potential for capital appreciation alongside income generation [6]