NCLO Performance — Nuveen AA-BBB CLO ETF
Data updated: 2026-10-13
NCLO returned +3.06% year to date and +5.66% over one year to Jul 2026. Over one year the fund trailed its International Ultrashort Securitized Bond category average: $100 grew to $106, against $107 for the category. Volatility over the past 12 months was 0.79% a year. In the 12 months to Jul 2026 the fund took in a net $50.8M, and assets reached $152.17M.
NCLO Growth of $100
What $100 invested in Nuveen AA-BBB CLO ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Ultrashort Securitized Bond category average over the same months.
| Period | NCLO | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $106 | $107 |
| Since data start (Dec 2024 – Jul 2026) | $110 | $113 |
NCLO Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.06% |
| 1 year | +5.66% |
NCLO Annual Returns
Calendar-year total returns of Nuveen AA-BBB CLO ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +3.06% |
| 2025 | +6.11% |
| 2024 (Dec–Dec) | +0.42% |
NCLO Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.6% | 0.0% | +0.1% | +0.9% | +0.5% | +0.4% | +0.5% | — | — | — | — | — |
| 2025 | +0.7% | +0.3% | −0.1% | 0.0% | +1.4% | +0.5% | +0.6% | +0.6% | +0.5% | +0.4% | +0.4% | +0.5% |
| 2024 | — | — | — | — | — | — | — | — | — | — | — | +0.4% |
NCLO Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 0.79%
- Best month: +0.86% (Apr 2026)
- Worst month: +0.02% (Feb 2026)
NCLO Fund Flows
Monthly money in and out of Nuveen AA-BBB CLO ETF, from SEC Form N-PORT.
- 12-month net flow: $50.8M
- 12-month gross sales (incl. reinvestments): $125.3M
- Sales ÷ redemptions: 1.68×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $11.9M | $0 | $11.9M |
| Jun 2026 | $7.5M | $19.4M | −$11.9M |
| May 2026 | $3.8M | $0 | $3.8M |
| Apr 2026 | $622K | $6.2M | −$5.6M |
| Mar 2026 | $3.1M | $4.4M | −$1.2M |
| Feb 2026 | $10.0M | $5.0M | $5.0M |
| Jan 2026 | $6.3M | $0 | $6.3M |
| Dec 2025 | $23.8M | $0 | $23.8M |
| Nov 2025 | $3.8M | $0 | $3.8M |
| Oct 2025 | $2.5M | $0 | $2.5M |
| Sep 2025 | $52.1M | $17.6M | $34.5M |
| Aug 2025 | $0 | $21.9M | −$21.9M |
NCLO Assets Under Management
Net assets of Nuveen AA-BBB CLO ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $152.17M |
| 2026-04-30 | $148.42M |
| 2026-01-31 | $150.72M |
| 2025-10-31 | $116.83M |
| 2025-07-31 | $101.78M |
| 2025-04-30 | $88.99M |
| 2025-01-31 | $71.18M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.