BlackRock AAA CLO ETF
Data updated: 2026-06-25
C000239899 — BlackRock AAA CLO ETF data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Long Securitized (MBS/ABS/CMBS) Bond · $2.07B AUM · 0.20% expense ratio · 5.8% 1-yr return. From SEC regulatory filings.
C000239899 Fund Overview
BlackRock AAA CLO ETF is a US mutual fund managed by BlackRock ETF Trust II, categorised as Long Securitized (MBS/ABS/CMBS) Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: BlackRock ETF Trust II
- Category: Long Securitized (MBS/ABS/CMBS) Bond
- Assets under management: $2.07B
- 1-year return: 5.8%
- SEC CIK: 0001804196
- SEC series ID: S000079064
- Share class ID: C000239899
C000239899 Holdings
Top 10 holdings of BlackRock AAA CLO ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Madison Park Funding Ltd | 1.35% |
| New Mountain CLO Ltd | 1.06% |
| Elmwood CLO 20 Ltd | 1.02% |
| Dewolf Park clo, ltd | 0.97% |
| ARES CLO Ltd | 0.97% |
| Carlyle Global Market Strategies | 0.97% |
| OCP CLO Ltd | 0.91% |
| Sixth Street CLO XVI, LTD. | 0.87% |
| Anchorage Capital CLO LTD | 0.78% |
| KKR Financial CLO Ltd | 0.74% |
C000239899 Portfolio Allocation
Asset-class allocation of BlackRock AAA CLO ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Securitized | 100.1% |
| Cash & Equivalents | 0.6% |
C000239899 Performance
Total returns for C000239899 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.5% |
| 1 year | 5.8% |
| 3 years (annualised) | 6.8% |
C000239899 Risk Information
Risk metrics for C000239899, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 0.5%
C000239899 Costs and Fees
C000239899 costs about $20 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.20%
- Gross expense ratio: 0.20%
- Portfolio turnover: 89%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
C000239899 Cashflows
Over the 12 months to 2026-04, BlackRock AAA CLO ETF had net inflows of $1.27B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | $119.11M |
| 2026-03 | $362.72M |
| 2026-02 | $129.67M |
| 2026-01 | $72.71M |
| 2025-12 | −$87.97M |
| 2025-11 | $41.51M |
C000239899 Debt Constituents
No individual debt constituents are reported in BlackRock AAA CLO ETF's latest SEC N-PORT filing.
C000239899 Prospectus and SEC Filings
Official BlackRock AAA CLO ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Long Securitized (MBS/ABS/CMBS) Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.