CLOI holdings

Computed by this site from the fund's SEC Form N-PORT filing; what the measure does not tell you · every fund in one table · hold it with other funds? X-ray the mix. Pricing: 0% at a quoted market price (level 1), 4 issuer countries.

CLOI's largest investment is U.S. Treasury Bills at 5.32% of net assets. Garrison Funding 2016 1 Ltd and Signal Peak CLO 4 Ltd follow; the three together are 12.39%. Ten companies are 26.36% of the fund; the other 162 share the rest. Across 17 quarterly filings CLOI has become less concentrated: it behaved like 16.9 at 2022-06-30 and 72.4 at 2026-06-30. Between the 2026-03-31 and 2026-06-30 filings 29 positions were added and 19 dropped; 16.3% of the weight moved. KY is the largest country at 84.22% of the portfolio, across 4 countries in the filing.

Each sentence is read from the fund's own SEC filing; the class median is computed across the comparable CDO/CLO funds on this site. Nothing here is a view on the fund.

Between 2022-06-30 and 2026-06-30, CLOI went from behaving like 16.9 equally weighted positions to 72.4 — 328% more, while its top ten went from 61.79% to 26.36% of net assets. Read across the funds on the concentration-over-time table.

One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.

The 15 largest of 172 positions in CLOI's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: CLOI.csv.gz.

Share of CLOI's own investments by the issuer country the filer reported (incorporation, not revenue). Each country links to every fund that holds it.

Monthly total returns from Item B.5 of CLOI's own filings, 49 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference — percentage points over 0 months, which is roughly the distributions. Every month with the filing it came from: CLOI.json · all funds.

162 positions became 172: 29 added (16.3% of the fund at the later date), 19 dropped (8.4% at the earlier date). Half the sum of all weight changes, a turnover proxy: 16.3%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of CLOI compared this way, as a feed: changes.xml · all funds: filings received.

New: United States Treasury (5.27%), Market Street CLO Ltd (1.28%), Anchorage Capital CLO LTD (1.04%), Rad CLO Ltd (0.87%), Whitebox CLO Ltd (0.85%), CQS US CLO Ltd (0.84%). Gone: KKR Financial CLO Ltd (1.08%), United States Treasury (0.87%), 610 Funding 2 CLO Ltd (0.83%), Symphony CLO Ltd (0.81%), Wind River CLO Ltd (0.76%), Signal Peak CLO, LLC (0.53%).

94.73% CDO/CLO, 5.27% short-term investment as filed; 0.0% carried at a quoted market price (fair-value level 1). Categories and levels are the filer's; what a low level-1 share does and does not mean is in the measure's page.

Every measured CDO/CLO fund lined up by how many holdings it behaves like; these sit either side of CLOI (72.4). Same filings, same arithmetic. Position in this list says nothing about which fund is better.