Power Your Advice Episode 302 – Inside Calamos’ Award-Winning Autocallable ETF Strategy with Matt Kaufman
Matt Kaufman, Global Head of ETFs at Calamos, returns with big news: CAIE has earned two major industry honors—the SRP Americas Most Innovative Product Award and Structured Product Intelligence’s Deal of the Year—rare recognition for an ETF in a category traditionally dominated by structured notes. Kaufman says the awards validate the core idea behind CAIE: bringing a complex autocallable note strategy into a simple, transparent, liquid ETF format that advisors already trust.
He introduces CAIQ as the natural next step—a NASDAQ-focused autocallable ETF built on the same laddered weekly issuance, volatility-targeted index design, and J.P. Morgan swap partnership that have powered CAIE’s success. The key enhancement is a tighter 30% downside barrier, allowing for a higher expected coupon while maintaining historical durability. Kaufman positions CAIQ as a complement to CAIE, mirroring how advisors pair NASDAQ and S&P exposures in traditional equity allocations. With CAIE now past $300M and demand accelerating, he expects more innovation ahead from Calamos in the autocallable ETF space.
Resources: Calamos