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A new way to seek extra yield

Key takeaways

  • ETFs that invest in collateralized loan obligations (CLOs) are opening access to a market once reserved for institutions, offering income potential beyond traditional bonds.
  • These ETFs may offer investors a unique blend of features—such as limited interest-rate risk, daily liquidity, and historically higher yields than many traditional types of fixed income.
  • Different ETFs may focus on different parts of the CLO structure, allowing investors to target lower or higher risk and returns potential.

To squeeze more yield out of their income investments, investors have historically had 2 main options to choose from: Either invest in longer-dated securities (for example, buying 10-year Treasurys instead of 3-month T-bills), or invest in lower-rated securities (i.e., buying high-yield debt instead of investment-grade bonds).

Both of those options come with obvious tradeoffs. Investing in longer maturities exposes investors to more price volatility from changing interest rates, while lower-rated securities expose investors to greater risk of default.

Yet a new class of ETFs is turning those old tradeoffs on their head. By opening access to an asset class that was once off limits to everyday investors, these ETFs offer a way to potentially boost yield without the usual drawbacks. They still carry their own risks. But they also provide daily liquidity, minimal interest-rate risk, and even the potential to invest in AAA-rated securities.

Read on for what investors need to know about new collateralized loan obligation (CLO) ETFs, and why their unique mix of features might make them appealing for some yield-focused investors.

What are CLOs?

CLOs are structures that pool together a large number of underlying corporate loans. CLOs then issue securities backed by those loans, but with varying levels of seniority. For example, AAA-rated CLO securities have first claim on the cash flows paid by the pool of loans. Lower-rated securities issued by the CLO only receive payment after the higher-rated securities are paid up.

Infographic illustrates structure of potential cash flows among CLO tranches.
For illustrative purposes only.

CLOs have long been favored by institutions like banks, insurers, pensions, and endowments, for the potential access to higher yields and the ability to fine-tune credit-rating exposure. But until the launch of CLO ETFs in recent years, ordinary investors had no way of building a dedicated exposure to the asset class.

What types of loans do CLOs hold?

CLOs hold bank loans, which can also be called floating-rate loans or leveraged loans. These are loans issued with rates that “float,” or adjust periodically—typically at some kind of set premium over a short-term market rate.

That floating feature is key to why the loans, and the CLO securities backed by the loans, do not carry significant interest-rate risk. When market interest rates rise, the interest rates on these loans rise as well, allowing their market prices to remain relatively stable. That’s in contrast to traditional fixed-rate bonds, which fall in price when market interest rates rise (fixed-rate bonds must fall in price when rates rise, so that they can be competitive with new bonds being issued at higher rates). Keep in mind that floating-rate loans generally are subject to restrictions on resale. They sometimes trade infrequently in the secondary market, so may be more difficult to value, buy, or sell. A floating-rate loan might not be fully collateralized, which may cause it to decline significantly in value.

The loans are generally issued by below-investment-grade companies and are often a favored form of financing used by private equity firms in conducting leveraged buyouts. But they’re not concentrated in any one sector or pocket of the economy—which helps provide diversification.

“The underlying issuers can be very diverse, across nearly all industries,” says David DeBiase, lead manager of Fidelity® AAA CLO ETF ().

That diversification matters. “Individual loan performance is still important, but the default of a single name in the loan pool generally will not have a detrimental impact on a CLO’s rated debt securities,” says Michelle Liu, lead manager of Fidelity® CLO ETF (). This is because cash flows are spread across a broad, senior-secured loan portfolio, and higher-rated CLO debt sits atop the payment waterfall.

How do CLO ETFs work?

CLO ETFs work like other ETFs—investing in a basket of securities, trading on an exchange like a stock, and offering the ability to buy or sell on any day that the market’s open—but invest primarily in CLOs.

The risk and return potential of more senior CLO securities can be very different from the more junior securities (the most senior securities are typically AAA-rated debt, while the most junior securities typically carry no credit rating and are considered equity). For that reason, most CLO ETFs target a specific part of the CLO capital structure.

For example, Fidelity® AAA CLO ETF (), invests predominantly in AAA-rated CLO securities, offering a potentially lower-volatility and lower-risk option for investors seeking exposure to CLOs.

Fidelity® CLO ETF (), by contrast, focuses on the “mezzanine” CLO segments—with the largest portion of assets typically invested in BBB-rated securities. This may allow the ETF to target higher income and higher returns potential, but with more volatility and risk, compared with the AAA-focused ETF.

Features of CLO ETFs

Here are some of the characteristics and features investors might encounter with CLO ETFs:

Potentially higher yields

“CLOs have historically featured higher yields relative to other products with the same credit rating,” says Liu. That’s likely because it is a relatively illiquid and complex market—appealing only to large investors who can commit large sums, and who have the resources to do the required research.

Limited interest-rate risk

Because the underlying loans pay floating rates, CLO securities typically have low duration and don’t see large price swings purely from changes in market interest rates. That can be an advantage in rising-rate environments (when traditional fixed-rate bonds often decline), and a relative disadvantage in falling-rate environments (when fixed-rate bonds often rise).

Active management

CLOs themselves are actively managed, allowing managers to adapt to changing economic and market conditions. Many CLO ETFs—including the new Fidelity offerings—are also actively managed, aiming to select managers, deals, and securities that balance income, liquidity, and downside protection. Active management can allow managers to avoid overvalued parts of the market, to get ahead of potential negative price moves, and adapt when market conditions change.

Embedded credit protections

Beyond diversification, the CLO structure often includes credit protections that can limit risk and help protect investors should credit stress rise. “There are many guardrails and covenants,” says Liu. For example, CLOs are typically overcollateralized—meaning they hold a portfolio of loans worth more than 100% of the CLO principal value. If certain thresholds of rising credit risk were triggered, all of a CLO's cash flows may be redirected to fully pay off the rated debt securities, beginning with the AAAs. While past performance is no guarantee of future results, DeBiase notes that AAA-rated CLO securities have never experienced a default.

Credit risk and price volatility

Even with these protections, CLOs are still exposed to credit cycles. Prices can move when investors reassess default risk or demand higher spreads. “If markets enter a risk-off period, investors could see temporary price declines,” says DeBiase. The magnitude of those moves may depend on tranche selection (AAA vs. mezzanine), manager quality, and market liquidity.

Daily liquidity

Like other ETFs, CLO ETFs trade on exchanges and can generally be bought or sold on any market day. (Learn more about the potential benefits of ETFs.)

Tax consequences

Distributions and capital gains from CLO ETFs are generally taxable (though the ETF structure can help reduce some types of taxable events). There may be a benefit to holding CLO ETFs in a tax-deferred or other tax-advantaged account, such as a traditional or Roth IRA. Consult with a tax professional to better understand how investing in CLOs may impact your personal tax situation. 

How have CLOs performed historically?

New CLO ETFs do not have track records for investors to analyze. While past performance is no guarantee of future results, CLO indexes can give investors some sense of how the asset class has generally performed in different environments. As the chart below shows, CLOs have historically had higher returns potential in environments when interest rates are generally high.

Table shows calendar-year performance for various CLO tranches, compared with investment-grade bonds, from 2016 to 2025.
Past performance is no guarantee of future results. Annual total returns. CLO performance represented by the JP Morgan Collateralized Loan Obligation Index. Investment-grade bonds represented by the Bloomberg US Aggregate Bond Index. The JP Morgan Collateralized Loan Obligation Index (CLOIE) is a total return benchmark for broadly syndicated arbitrage floating-rate US CLO debt. The Bloomberg US Aggregate Bond Index measures the performance of the total US investment-grade bond market, and includes investment-grade US Treasury bonds, government-related bonds, corporate bonds, mortgage-backed pass-through securities, commercial mortgage-backed securities, and asset-backed securities that are publicly offered for sale in the US. Source: Bloomberg.

What was the role of CLOs in the Global Financial Crisis?

Structured products famously played a leading role in fueling the 2008 to 2009 financial crisis, and many saw significant losses. In the alphabet soup of acronyms, it’s easy to associate CLOs with products such as asset-backed securities (ABS), collateralized debt obligations (CDOs), and residential mortgage-backed securities (RMBS).

But the true story is more nuanced. The greatest damage and losses flowed from securities backed by subprime mortgages—particularly mortgage-linked CDOs. Those products bundled risky home loans, which often rested on poor underwriting, into securitized structures. In many cases the resulting securities also received inflated credit ratings, due to inaccurate assumptions about rising home prices.

Because they own corporate loans and not mortgages, plus due to their active management and unique structures, CLO performance was actually resilient during the financial crisis and did not play a major role in fueling the crisis. Over the long term, impairments on CLO debt securities have generally been quite low.1 In fact, a Fed working paper found that, “CLO debt tranches default at a much lower rate than equivalently rated corporate debt.”2

All asset classes can face environments when they thrive and environments when they struggle, and CLOs could face bumpy patches in the future. But investors shouldn’t write them off simply due to the poor track record of a different (but similarly named) group of securities.

More on the ETFs mentioned above

Investors can learn more about the ETFs mentioned in this article, including ETF objectives and most recent complete holdings, by visiting the ETF summary pages on Fidelity.com:

  • Fidelity® AAA CLO ETF ()
  • Fidelity® CLO ETF ()

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Before investing in any mutual fund or exchange-traded fund, you should consider its investment objectives, risks, charges, and expenses. Contact Fidelity for a prospectus, an offering circular, or, if available, a summary prospectus containing this information. Read it carefully.

1. Larry Cordell, Michael R. Roberts, Michael Schwert, “CLO Performance,” Federal Reserve Bank of Philadelphia, Working Papers, Research Department, Revised November 2021, https://www.philadelphiafed.org/-/media/frbp/assets/working-papers/2020/wp20-48.pdf. “Default & Loss Rates of Structured Finance Securities: 1993-2009,” Moody’s Investors Service, September 24, 2010. 2. Larry Cordell, Michael R. Roberts, Michael Schwert, “CLO Performance,” Federal Reserve Bank of Philadelphia, Working Papers, Research Department, Revised November 2021, https://www.philadelphiafed.org/-/media/frbp/assets/working-papers/2020/wp20-48.pdf.

Views expressed are as of the date indicated, based on the information available at that time, and may change based on market or other conditions. Unless otherwise noted, the opinions provided are those of the speaker or author and not necessarily those of Fidelity Investments or its affiliates. Fidelity does not assume any duty to update any of the information.

This information is intended to be educational and is not tailored to the investment needs of any specific investor.

​As with all your investments through Fidelity, and in connection with your evaluation of the security, you must make your own determination whether an investment in any particular security or securities is consistent with your investment objectives, risk tolerance, and financial situation. Fidelity is not recommending or endorsing this investment by making it available to its customers.

Past performance is no guarantee of future results.

Keep in mind that investing involves risk. The value of your investment will fluctuate over time, and you may gain or lose money.

Collateralized loan obligations (CLOs) are associated with a number of risks including liquidity, interest-rate, credit, event, and call risk as well as the risk of default of the underlying assets. CLO tranches rated from BBB+ to B- are often subordinate to higher-rated tranches in terms of payment priority. Subordinated (i.e., mezzanine) CLO tranches are subject to higher credit risk and liquidity risk relative to more senior CLO tranches.

Investing in bonds involves risk, including interest rate risk, inflation risk, credit and default risk, call risk, and liquidity risk.

Concentration risk — The degree of diversification varies significantly from one ETP to another. Certain ETPs target a small universe of securities, such as a specific region or market sector. These ETPs are generally subject to greater market volatility, as well as to the specific risks associated with that sector, region, or other focus.

Correlation risk — Asset classes that have been historically uncorrelated could become positively correlated. This could produce unexpected results for investors and might lead to a decrease in the overall level of diversification in an investor’s portfolio.

Derivatives risk — Certain ETPs use derivatives to track an underlying index or other benchmark, such as a particular commodity or currency. The prices of derivatives’ contracts are inherently volatile, and even small price movements might result in large losses to the ETP.

Foreign investment risk — Foreign securities are subject to interest rate, currency exchange rate, economic, and political risks. All these risks are magnified in emerging markets.

Liquidity risk — The liquidity of an ETP is not only a function of the trading of the ETP itself, but is also directly linked to the liquidity of its underlying securities. Therefore, the degree of liquidity can vary significantly from one ETP to another. An investor’s losses might be exacerbated if no liquid market exists for the ETP’s shares at the time the investor wishes to sell them.

Market risk — ETPs are subject to market volatility and the risks of their underlying securities, which might include the risks associated with investing in smaller companies, foreign securities, commodities, and fixed income investments. Yield and investment return vary; therefore, an investor’s shares, when redeemed or sold, might be worth more or less than their original cost. Diversification and asset allocation might not protect against market risk.

Secondary-market risk — Secondary-market trading in ETP shares might be halted by a stock exchange because of market conditions, extreme market volatility, or other reasons. Further, investors have no assurance that the ETP will continue to meet the requirements necessary to maintain the listing or trading of its shares or that these requirements will remain unchanged.

Spread risk — An ETP might sometimes trade at a premium or discount to its net asset value (NAV). The premium or discount to NAV can lead to differences between the bid and ask of the ETP, referred to as the spread. The ETP’s premium or discount to NAV and its bid and ask spread might be the result of factors such as supply and demand in the market, the lack of liquidity for the ETP of some of its underlying securities, or the bid and ask spreads of the ETP’s underlying securities. For exchange-traded notes, the discount or premium is relative to their indicative value.

Tracking error risk — The return of an index-based ETP is usually different from that of the index it tracks. The difference can be small or large and might result from the cost of managing and operating the ETP, the timing of the ETP’s trades, the ETP’s holding a smaller basket of securities than the complete set of securities held by the index, or the ETP's holding securities in a different proportion from the index.

Floating-rate loans generally are subject to restrictions on resale. They sometimes trade infrequently in the secondary market, so may be more difficult to value, buy, or sell. A floating-rate loan might not be fully collateralized, which may cause it to decline significantly in value.

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