YCLO Franklin BSP CLO ETF

ETF

ETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

YCLO — —
Key stats
About

Franklin BSP CLO ETF (YCLO) ETF

No description available.

Exchange
ARCX
Inception
2026-06-02
Has Options
No
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
Expense ratio
0.35%
prospectus, filed May 22, 2026
Assets
$50M
SEC filing, Jun 30, 2026
Trailing yield
1.51%
paid monthly
Average daily volume
$169K
30 sessions
Holdings
49
top 10 are 49.7%
Listed
Jun 2, 2026
NYSE Arca
Closure risk, 12 months
6.2%
low: trading volume, age · model
FrenzyCap ETF score
30
how it is built
Cost44
Liquidity8
Scale8
Diversification56

Stated objective. To seek capital preservation and current income. (from the fund's prospectus)

All 49 holdingsFlow historyOverlap toolAll Bank Loans & CLOs ETFs

Fund flows
through Jun 2026SEC filings
Jun 2026
+$50M
latest reported month
Latest 3 months
+$50M
+99.4% of assets
Latest 12 months
—
Apr 2026: $0AprMay 2026: $0MayJun 2026: +$50M+$50MJun
View as a table
Net flows of YCLO by month, Apr 2026 to Jun 2026
MonthNet flow
Jun 2026+$50M
May 2026$0
Apr 2026$0

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 3 months ago

Similar funds
FundOverlapFeeAssets1Y
JAAAJanus Henderson AAA CLO ETF—0.20%$31.6B−0.2%compare
PAAAPGIM AAA CLO ETF—0.19%$13.9B+0.1%compare
BKLNInvesco Senior Loan ETF—0.65%$6.5B−2.1%compare
SRLNState Street Blackstone Senior Loan ETF—0.70%$5.4B−2.6%compare
FTSLFirst Trust Senior Loan Fund ETF—0.70%$2.4B−2.6%compare

The largest other funds in the Bank Loans & CLOs category.

ETF Profile
holdings as of 2027-03-31
Holdings
49
AUM
$53.1M
Provider
Nport
Inception
2026-06-02
Exchange
ARCX
Data As Of
2027-03-31
Expense Ratio
0.35%
Dividend Yield
1.51%
Distribution
Monthly
Recent distributions
Ex-Date Pay Date Amount Type
2026-10-01 2026-10-06 $0.1001 CD
2026-09-01 2026-09-04 $0.1061 CD
2026-08-03 2026-08-06 $0.0946 CD
2026-07-01 2026-07-07 $0.0792 CD
Asset Allocation
Top Holdings
top 49 of 49 holdings
Symbol Name Weight % Asset Class Country
— PIKES PEAK CLO 3 7.95% Other KY
— TPG CLO 2025-2 LTD 5.97% Other KY
— VIBRANT CLO XI LTD 5.96% Other KY
— HALSEYPOINT CLO 5 LTD 4.97% Other KY
— TRIMARAN CAVU 2021-2 LTD 4.97% Other KY
— WIND RIVER 2023-1 CLO LTD 3.99% Other KY
— SILVER POINT CLO 15 LTD 3.98% Other KY
— DIAMETER CAPITAL CLO 9 LTD 3.97% Other KY
— SIXTH STREET CLO 2023-22 LTD 3.97% Other KY
— MADISON PARK FUNDING XXXIV LTD 3.97% Other KY
— VIBRANT CLO XI LTD 3.96% Other KY
— MARINO PARK CLO DAC 3.80% Other IE
— BlackRock Liquidity FedFund 3.52% Short-term investment US
— FIDELITY GRAND HARBOUR CLO 2023-1 DAC 3.41% Other IE
— AQUEDUCT EUROPEAN CLO 4-2019 DAC 3.41% Other IE
— VOYA EURO CLO I DAC 3.40% Other IE
— ARES LOAN FUNDING IV LTD 2.83% Other JE
— AQUEDUCT EUROPEAN CLO 5-2020 DAC 2.27% Other IE
— NASSAU EURO CLO I DAC 2.27% Other IE
— CADOGAN SQUARE CLO XI DAC 2.27% Debt IE
— OCP EURO CLO 2017-2 DAC 2.27% Other IE
— BAIN CAPITAL EURO CLO 2025-1 DAC 2.27% Other IE
— PALMER SQUARE CLO 2014-1 LTD 2.00% Other KY
— Northwoods Capital XV Ltd. 1.99% Other US
— HALSEYPOINT CLO 6 LTD 1.99% Other KY
— BATTALION CLO 17 LTD 1.99% Other KY
— VIBRANT CLO LTD 1.99% Other JE
— STRATA CLO II LTD 1.98% Other KY
— CAIRN CLO XVII DAC 1.38% Other IE
— AQUEDUCT EUROPEAN CLO 7-2022 DAC 1.11% Other IE
— SOUND POINT EURO CLO IV FUNDING DAC 0.95% Other IE
— RAVENSDALE PARK CLO DAC 0.84% Other IE
— ROMARK CLO V LTD 0.80% Other KY
— GUGGENHEIM CLO 2022-2 LTD 0.70% Other US
— HAYFIN EMERALD CLO VIII DAC 0.57% Other IE
— BRIDGE STREET CLO II LTD 0.50% Other KY
— MADISON PARK FUNDING XLV LTD 0.50% Other KY
— JAMESTOWN CLO XIV LTD 0.49% Other KY
— STATE STREET GLOBAL MARKETS, LLC 0.25% Derivative (FX) US
— State Street Bank and Trust Company 0.09% Derivative (FX) US
— STATE STREET GLOBAL MARKETS, LLC 0.06% Derivative (FX) US
— State Street Bank and Trust Company 0.03% Derivative (FX) US
— STATE STREET GLOBAL MARKETS, LLC 0.01% Derivative (FX) US
— STATE STREET GLOBAL MARKETS, LLC 0.01% Derivative (FX) US
— NATIONAL AUSTRALIA BANK LIMITED 0.00% Derivative (FX) US
— NATIONAL AUSTRALIA BANK LIMITED -0.00% Derivative (FX) US
— State Street Bank and Trust Company -0.01% Derivative (FX) US
— STATE STREET GLOBAL MARKETS, LLC -0.01% Derivative (FX) US
— STATE STREET GLOBAL MARKETS, LLC -0.06% Derivative (FX) US
Non-Equity Breakdown
Franklin BSP CLO ETF · NPORT-P period 2026-06-30 (filed 2026-08-27)
Net assets: $50M · 49 total positions · equity 0.00% · non-equity 105.55%
Non-equity holdings — 49 positions, 105.55% of NAV
Category Weight Value Positions
CBO/CDO (Corporate) 71.41% $35.9M 23
ABS-O 27.98% $14.1M 13
Short-term investment 3.52% $1.8M 1
Corporate 2.27% $1.1M 1
Derivative (FX) 0.37% $187953 11
Chart
Seasonality
Month'26Avg
Jan----
Feb----
Mar----
Apr----
May----
Jun0.48%0.48%
Jul0.48%0.48%
Aug0.32%0.32%
Sep0.40%0.40%
Oct0.12%*0.12%
Nov----
Dec----
Total1.81%1.81%
* Only 1 year(s) of data available.
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $25.19
SMA 50: $25.20
SMA 200: —
Current: $25.18
EMA 12: $25.18
EMA 26: $25.19
MACD: -0.0087 | Signal: -0.0051
BEARISH
ADX (14): 21.38
WEAK TREND
+DI: 42.84
−DI: 51.94

Momentum Oscillators

RSI (14): 44.98
NEUTRAL
Stoch %K: 23.37
Stoch %D: 17.80
Williams %R: -70.00

Volume & Volatility

BB Upper: $25.26
BB Lower: $25.13
NEUTRAL
OBV: 204,940
Vol SMA 20: 10,058
Vol ROC: -41.67%
ATR: $0.01
True Range: $0.01
HV 20: 1.5%
HV 30: 1.7%
HV 60: 1.5%

Data Summary

Data Points: 88
Last Updated:
Date Range: 2026-06-04T00:00:00 – 2026-10-09T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

YCLO Options Activity & IV Rank

Loading options activity...
Spread Scanner GPU

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d —
— pts EXTREME
ATM — / Wing —
30 DTE / 10d —
— pts EXTREME
ATM — / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis

Risk Metrics

Beta: -0.0069
Alpha: 1.34%
Correlation: -0.0679
R-Squared: 0.5%
Stock Volatility: 1.3%
Market Volatility: 12.8%

Analysis Details

Benchmark: SPY
Data Points: 87
Period: 252 trading days
Interpretation:
Negative beta - stock moves opposite to market
Beta & Alpha Over Time

YCLO Institutional Ownership (13F)

Latest filings — 2026-06-30

Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.

  • Shares — long equity positions in this name, aggregated across share classes.
  • Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
  • % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
  • Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.

Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.

9 filers2,199,632 shares$55.40M value
# Filer Shares Value % of Total % of Float Period
1 Franklin Resources, Inc. Custodian 600,000 $15.11M 27.28% — 2026-06-30
2 Barclays PLC Custodian 400,000 $10.07M 18.19% — 2026-06-30
3 Bank of America Corp Custodian 200,000 $5.04M 9.09% — 2026-06-30
4 Citigroup Inc. Custodian 200,000 $5.04M 9.09% — 2026-06-30
5 Goldman Sachs Group Inc Custodian 200,000 $5.04M 9.09% — 2026-06-30
6 Morgan Stanley Custodian 200,000 $5.04M 9.09% — 2026-06-30
7 JPMorgan Chase & Co Custodian 200,000 $5.04M 9.09% — 2026-06-30
8 Bank of Montreal Custodian 199,448 $5.02M 9.07% — 2026-06-30
9 Royal Bank of Canada Custodian 184 $5.00K <0.01% — 2026-06-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
Constituent Performance

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Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month