NCLO — Nuveen AA-BBB CLO ETF
Data updated: 2026-06-24
NCLO — Nuveen AA-BBB CLO ETF data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Long Securitized (MBS/ABS/CMBS) Bond · $148.42M AUM · 0.26% expense ratio · 6.8% 1-yr return. From SEC regulatory filings.
NCLO Fund Overview
NCLO — Nuveen AA-BBB CLO ETF is a US ETF managed by Nushares ETF Trust, 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 ETF
- Manager: Nushares ETF Trust
- Category: Long Securitized (MBS/ABS/CMBS) Bond
- Assets under management: $148.42M
- 1-year return: 6.8%
- Ticker: NCLO
- SEC CIK: 0001635073
- SEC series ID: S000088815
- Share class ID: C000255190
NCLO Holdings
Top 10 holdings of Nuveen AA-BBB CLO ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| AIMCO CLO Series 2015-A | 2.70% |
| OHA Credit Funding 10-R Ltd | 2.36% |
| OCP CLO 2025-40 Ltd | 2.36% |
| Goldentree Loan Management US Clo 17 Ltd | 2.28% |
| Invesco US CLO 2024-3 Ltd | 2.19% |
| MidOcean Credit CLO XVI | 2.19% |
| Neuberger Berman Loan Advisers CLO 34 Ltd | 2.03% |
| Serenity-Peace Park Clo Ltd | 2.03% |
| AIMCO CLO Series 2018-A | 2.03% |
| Ares LXXV CLO Ltd | 2.02% |
NCLO Portfolio Allocation
Asset-class allocation of Nuveen AA-BBB CLO ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Securitized | 99.3% |
| Equity | 0.5% |
NCLO Performance
Total returns for NCLO (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.6% |
| 1 year | 6.8% |
NCLO Risk Information
Risk metrics for NCLO, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 1.2%
NCLO Costs and Fees
NCLO costs about $26 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.26%
- Gross expense ratio: 0.26%
- Portfolio turnover: 25%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
NCLO Cashflows
Over the 12 months to 2026-04, Nuveen AA-BBB CLO ETF had net inflows of $58.92M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$5.61M |
| 2026-03 | −$1.24M |
| 2026-02 | $5.01M |
| 2026-01 | $6.25M |
| 2025-12 | $23.76M |
| 2025-11 | $3.76M |
NCLO Debt Constituents
No individual debt constituents are reported in Nuveen AA-BBB CLO ETF's latest SEC N-PORT filing.
NCLO Prospectus and SEC Filings
Official Nuveen AA-BBB 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.