After adjustment for age, sex, body mass index, educational attainment, WHO-stage, tuberculosis status, and year of ART initiation, CAA-positivity showed a trend of a decreased hazard of death/LFU (HR: 0.58, 95% CI: 0.32–1.05, p = 0.07), while CD4 count at baseline (HR: 0.86, 95% CI: 0.76–1.00, p = 0.02) and MXD (sum of eosinophils, basophils, and monocytes counts) >1,100 cells/μl (HR: 0.56, 95% CI: 0.34–0.93, p = 0.03) were identified as independently protective factors. Here, CD4 is linked to tuberculosis.