Each N-PORT filing of CLOI compared with the one before: positions added and dropped, the largest weight changes, turnover. Computed by Mulden from the filings; dated by filing period and SEC receipt.https://themulden.com/enhttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/162 positions became 172: 29 added (16.28% of the fund), 19 dropped (8.38%). Turnover proxy 16.3%. Largest decreases: 610 Funding 2 CLO Ltd 4.83% to 4.43%; Trinitas CLO Ltd 1.71% to 1.41%; Regatta VI Funding Ltd. 2.77% to 2.53%; Signal Peak CLO, LLC 2.81% to 2.58%; CQS US CLO Ltd 2.65% to 2.42%; Ocean Trails CLO 2.66% to 2.44%. 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%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Wed, 26 Aug 2026 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/160 positions became 162: 22 added (16.33% of the fund), 20 dropped (15.01%). Turnover proxy 16.3%. Largest decreases: Trinitas CLO Ltd 2.03% to 1.71%; LCM Ltd Partnership 0.13% to 0.09%; Bluemountain CLO Ltd 0.11% to 0.07%; KKR Financial CLO Ltd 0.15% to 0.11%; Bain Capital Credit CLO, Limited 0.98% to 0.95%; Bain Capital Credit CLO, Limited 0.78% to 0.74%. New: 610 Funding 2 CLO Ltd (4.83%), Ocean Trails CLO (2.66%), CQS US CLO Ltd (2.65%), United States Treasury (0.87%), 610 Funding 2 CLO Ltd (0.83%), Signal Peak CLO, LLC (0.76%). Gone: United States Treasury (6.72%), RR Ltd (1.68%), OZLM Ltd (1.27%), 610 Funding 2 CLO Ltd (0.81%), OZLM Ltd (0.77%), Sound Point CLO LTD (0.76%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Thu, 28 May 2026 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/159 positions became 160: 16 added (18.23% of the fund), 15 dropped (13.03%). Turnover proxy 18.2%. Largest decreases: Trinitas CLO Ltd 2.49% to 2.03%; Signal Peak CLO, LLC 0.32% to 0.11%; Signal Peak CLO, LLC 2.98% to 2.84%; TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME 0.26% to 0.13%; Neuberger Berman CLO Ltd 2.15% to 2.05%; Octagon 64 Ltd 2.01% to 1.92%. New: United States Treasury (6.72%), Regatta VI Funding Ltd. (2.79%), ICG US CLO Ltd (1.44%), Capital Four US CLO (1.28%), KKR Financial CLO Ltd (1.09%), Bluemountain CLO Ltd (1.08%). Gone: RR Ltd (2.53%), United States Treasury (2.34%), AGL CLO 5 Ltd (1.86%), United States Treasury (1.65%), Octagon Credit Partners 46, LTD (0.81%), Carlyle Global Market Strategies (0.68%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Fri, 27 Feb 2026 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/150 positions became 159: 32 added (25.59% of the fund), 23 dropped (11.18%). Turnover proxy 25.6%. Largest increases: LCM Ltd Partnership 0.26% to 0.29%. Largest decreases: RR Ltd 3.02% to 2.53%; Trinitas CLO Ltd 2.97% to 2.49%; Neuberger Berman CLO Ltd 2.56% to 2.15%; Octagon 64 Ltd 2.4% to 2.01%; AGL CLO 5 Ltd 2.22% to 1.86%; Neuberger Berman CLO Ltd 2.16% to 1.81%. New: Signal Peak CLO, LLC (2.98%), United States Treasury (2.34%), HalseyPoint CLO Ltd. (1.77%), KKR Financial CLO Ltd (1.77%), United States Treasury (1.65%), Sculptor CLO Ltd (1.61%). Gone: United States Treasury (2.2%), Trinitas CLO Ltd (1.11%), OZLM Ltd (1.02%), Cent CLO LP (0.96%), Trinitas CLO Ltd (0.65%), Voya CLO Ltd (0.58%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Fri, 21 Nov 2025 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/151 positions became 150: 29 added (20.56% of the fund), 30 dropped (13.69%). Turnover proxy 20.6%. Largest decreases: Generate CLO Ltd. 1.99% to 0.96%; Sculptor CLO Ltd 1.17% to 0.17%; Signal Peak CLO, LLC 0.89% to 0.38%; ICG US CLO Ltd 1.08% to 0.58%; TCW CLO 2021-1, Ltd. 1.19% to 0.79%; Bain Capital Credit CLO, Limited 0.5% to 0.24%. New: RR Ltd (3.02%), Trinitas CLO Ltd (2.97%), Octagon 64 Ltd (2.4%), United States Treasury (2.2%), Bluemountain CLO Ltd (1.25%), Generate CLO Ltd. (1.15%). Gone: Bluemountain CLO Ltd (1.47%), OZLM Ltd (1.14%), CreekSource (Dunes Creek) CLO Ltd (0.9%), Ocean Trails CLO (0.72%), Signal Peak CLO, LLC (0.69%), Benefit Street Partners CLO Ltd (0.69%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Thu, 21 Aug 2025 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/138 positions became 151: 36 added (28.46% of the fund), 23 dropped (11.65%). Turnover proxy 30.2%. Largest increases: OZLM Ltd 1.01% to 1.63%; OZLM Ltd 0.69% to 1.14%; Ocean Trails CLO 0.38% to 0.72%; 610 Funding 2 CLO Ltd 0.31% to 0.6%. Largest decreases: AGL CLO 5 Ltd 2.91% to 2.31%; Generate CLO Ltd. 2.51% to 1.99%; OZLM Ltd 2.1% to 1.65%; Bluemountain CLO Ltd 1.85% to 1.47%; HalseyPoint CLO Ltd. 1.82% to 1.44%; LCM Ltd Partnership 1.8% to 1.42%. New: Neuberger Berman CLO Ltd (2.63%), Neuberger Berman CLO Ltd (2.22%), RR Ltd (2.19%), Silver Rock CLO Ltd (2.08%), Trinitas CLO Ltd (1.68%), Canyon Capital CLO Ltd (1.65%). Gone: Symphony Loan Funding Ltd (1.51%), TCW CLO 2017-1, Ltd (1.51%), United States Treasury (1.38%), Carlyle Global Market Strategies (1.3%), Cent CLO LP (1.05%), Cent CLO LP (0.75%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Tue, 27 May 2025 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/110 positions became 138: 47 added (45.73% of the fund), 19 dropped (14.06%). Turnover proxy 46.1%. Largest increases: Signal Peak CLO, LLC 0.21% to 0.57%. Largest decreases: OZLM Ltd 3.3% to 2.1%; Bain Capital Credit CLO, Limited 2.56% to 1.63%; TCW CLO 2017-1, Ltd 2.39% to 1.51%; Rockford Tower CLO Ltd 2.39% to 1.51%; Trinitas CLO Ltd 2.29% to 1.45%; Symphony CLO Ltd 2.12% to 1.34%. New: AGL CLO 5 Ltd (2.91%), Generate CLO Ltd. (2.51%), Bluemountain CLO Ltd (1.85%), HalseyPoint CLO Ltd. (1.82%), LCM Ltd Partnership (1.8%), Rockford Tower CLO Ltd (1.7%). Gone: Warwick Capital CLO Ltd (2.8%), Allegro CLO Ltd (1.48%), Barings CLO Ltd. 2016-II (1.32%), United States Treasury (1.04%), United States Treasury (1.03%), Wind River CLO Ltd (0.96%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Wed, 26 Feb 2025 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/87 positions became 110: 32 added (30.84% of the fund), 9 dropped (8.81%). Turnover proxy 32.7%. Largest increases: TCW CLO 2019-1 AMR, LTD. 0.69% to 1.78%; Sound Point CLO LTD 1.32% to 2.09%. Largest decreases: OZLM Funding Ltd 2.56% to 1.39%; Warwick Capital CLO Ltd 3.73% to 2.8%; TCW CLO 2017-1, Ltd 3.2% to 2.39%; Trinitas CLO Ltd 3.06% to 2.29%; Symphony CLO Ltd 2.83% to 2.12%; OZLM Ltd 2.82% to 2.11%. New: OZLM Ltd (3.3%), Bain Capital Credit CLO, Limited (2.56%), Rockford Tower CLO Ltd (2.39%), 610 Funding 2 CLO Ltd (2.11%), Dryden Senior Loan Fund (2.06%), Carlyle Global Market Strategies (2.04%). Gone: Bain Capital Credit CLO, Limited (2.82%), Bain Capital Credit CLO, Limited (1.47%), Warwick Capital CLO Ltd (1.08%), KKR Financial CLO Ltd (0.97%), Rockford Tower CLO Ltd (0.67%), Signal Peak CLO, LLC (0.54%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Tue, 19 Nov 2024 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/74 positions became 87: 27 added (39.72% of the fund), 14 dropped (14.64%). Turnover proxy 39.7%. Largest decreases: Warwick Capital CLO Ltd 5.24% to 3.73%; TCW CLO 2017-1, Ltd 4.49% to 3.2%; Canyon Capital CLO Ltd 3.74% to 2.67%; Cent CLO LP 3.74% to 2.68%; Barings CLO Ltd. 2016-II 2.87% to 1.93%; Carlyle Global Market Strategies 3.19% to 2.27%. New: Trinitas CLO Ltd (3.06%), Symphony CLO Ltd (2.83%), Bain Capital Credit CLO, Limited (2.82%), Bain Capital Credit CLO, Limited (2.82%), OZLM Ltd (2.82%), Sound Point CLO LTD (2.63%). Gone: Carlyle Global Market Strategies (2.27%), Voya CLO Ltd (1.94%), TCI-Symphony CLO (1.83%), Madison Park Funding Ltd (1.68%), Canyon Capital CLO Ltd (1.46%), KKR Financial CLO Ltd (1.35%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Tue, 20 Aug 2024 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/68 positions became 74: 30 added (49.55% of the fund), 24 dropped (40.33%). Turnover proxy 49.6%. Largest decreases: Wind River CLO Ltd 0.67% to 0%; Canyon Capital CLO Ltd 4.33% to 3.74%; Barings CLO Ltd. 2016-II 3.32% to 2.87%; Cent CLO LP 3.55% to 3.12%; Carlyle Global Market Strategies 1.64% to 1.28%; Carlyle Global Market Strategies 2.63% to 2.27%. New: Warwick Capital CLO Ltd (5.24%), TCW CLO 2017-1, Ltd (4.49%), Cent CLO LP (3.74%), Carlyle Global Market Strategies (3.19%), KKR Financial CLO Ltd (3%), Signal Peak CLO, LLC (2.7%). Gone: OZLM Funding Ltd (5.39%), Canyon Capital CLO Ltd (4.59%), LCM Ltd Partnership (3.9%), Sound Point CLO LTD (3%), Trinitas CLO Ltd (2.94%), Octagon Investment Partners XXI Ltd (2.37%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Tue, 28 May 2024 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/60 positions became 68: 19 added (43.58% of the fund), 11 dropped (21.19%). Turnover proxy 45.8%. Largest increases: Barings CLO Ltd. 2016-II 1.6% to 3.32%; Generate CLO Ltd. 1.16% to 1.64%. Largest decreases: Sound Point CLO LTD 4.36% to 3%; Cent CLO LP 3.76% to 2.58%; LCM Ltd Partnership 2.81% to 1.65%; Wind River CLO Ltd 3.46% to 2.36%; Octagon Investment Partners XXI Ltd 3.46% to 2.37%; Bain Capital Credit CLO, Limited 3.45% to 2.38%. New: OZLM Funding Ltd (5.39%), Canyon Capital CLO Ltd (4.59%), Canyon Capital CLO Ltd (4.33%), LCM Ltd Partnership (3.9%), Cent CLO LP (3.55%), Trinitas CLO Ltd (2.94%). Gone: Rad CLO Ltd (4.65%), Rockford Tower CLO Ltd (4.1%), Voya CLO Ltd (3.14%), Wind River CLO Ltd (3.11%), Betony CLO 2, Ltd. (2.48%), Babson CLO Ltd (0.79%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Thu, 22 Feb 2024 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/46 positions became 60: 14 added (37.61% of the fund), 0 dropped (0%). Turnover proxy 38.1%. Largest increases: LCM Ltd Partnership 2.05% to 2.51%; Barings CLO Ltd. 2016-II 1.59% to 1.6%. Largest decreases: LCM Ltd Partnership 5.01% to 2.81%; Voya CLO Ltd 5.13% to 3.14%; TCI-Symphony CLO 5.12% to 3.14%; Betony CLO 2, Ltd. 4.12% to 2.48%; Canyon Capital CLO Ltd 4.12% to 2.52%; TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME 4.12% to 2.52%. New: Rad CLO Ltd (4.65%), Sound Point CLO LTD (4.36%), Rockford Tower CLO Ltd (4.1%), Cent CLO LP (3.76%), Octagon Investment Partners XXI Ltd (3.46%), Bain Capital Credit CLO, Limited (3.45%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Mon, 27 Nov 2023 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/37 positions became 46: 9 added (33.29% of the fund), 0 dropped (0%). Turnover proxy 35%. Largest increases: Canyon Capital CLO Ltd 3.25% to 4.12%; Betony CLO 2, Ltd. 3.26% to 4.12%. Largest decreases: Sound Point CLO LTD 4.12% to 1.01%; OZLM Ltd 4.89% to 2.94%; LCM Ltd Partnership 4.34% to 2.75%; ARES CLO Ltd 3.98% to 2.53%; Wind River CLO Ltd 3.25% to 1.88%; HPS Loan Management Ltd 3.25% to 1.92%. New: Voya CLO Ltd (5.13%), TCI-Symphony CLO (5.12%), LCM Ltd Partnership (5.01%), TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME (4.12%), Dryden Senior Loan Fund (4.11%), Wind River CLO Ltd (4.09%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Wed, 16 Aug 2023 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/18 positions became 37: 19 added (58.78% of the fund), 0 dropped (0%). Turnover proxy 58.8%. Largest decreases: ARES CLO Ltd 9.67% to 3.98%; Dryden Senior Loan Fund 6.78% to 2.78%; Bain Capital Credit CLO, Limited 6.74% to 2.75%; OCP CLO LTD 6.74% to 2.79%; Cedar Funding Ltd 6.71% to 2.79%; Babson CLO Ltd 4.95% to 2.05%. New: OZLM Ltd (4.89%), LCM Ltd Partnership (4.34%), Sound Point CLO LTD (4.12%), TCW CLO (3.26%), Betony CLO 2, Ltd. (3.26%), Highbridge Loan Management Ltd (3.25%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Tue, 30 May 2023 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/18 positions became 18: 0 added (0% of the fund), 0 dropped (0%). Turnover proxy 0.4%. Largest increases: Bain Capital Credit CLO, Limited 6.64% to 6.74%; Dryden Senior Loan Fund 4.69% to 4.78%; ARES CLO Ltd 9.61% to 9.67%; Cedar Funding Ltd 6.66% to 6.71%; OCP CLO LTD 6.7% to 6.74%; Dryden Senior Loan Fund 6.76% to 6.78%. Largest decreases: Babson CLO Ltd 5.04% to 4.95%; Dryden Senior Loan Fund 4.89% to 4.82%; CIFC Funding Ltd 4.93% to 4.88%; Myers Park CLO LTD 4.92% to 4.87%; Dryden Senior Loan Fund 4.93% to 4.88%; Goldentree Loan Opportunities IX Ltd 4.95% to 4.92%. Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Mon, 27 Feb 2023 12:00:00 GMThttps://themulden.com/funds/cloi/https://themulden.com/funds/cloi/18 positions became 18: 3 added (14.47% of the fund), 3 dropped (13.99%). Turnover proxy 15%. Largest increases: Dryden Senior Loan Fund 4.84% to 4.93%; CIFC Funding Ltd 4.86% to 4.93%; Dryden Senior Loan Fund 4.8% to 4.87%; Elmwood CLO 15 Ltd 4.88% to 4.93%; Goldentree Loan Opportunities IX Ltd 4.9% to 4.95%; Myers Park CLO LTD 4.87% to 4.92%. Largest decreases: ARES CLO Ltd 10.57% to 9.61%; Bain Capital Credit CLO, Limited 6.68% to 6.64%; OCP CLO Ltd 4.9% to 4.89%; Gulf Stream Meridian 1 Ltd. 4.92% to 4.92%. New: Babson CLO Ltd (5.04%), Signal Peak CLO, LLC (4.73%), Dryden Senior Loan Fund (4.69%). Gone: Carlyle Global Market Strategies (4.74%), Generate CLO 8 Ltd. (4.71%), Signal Peak CLO, LLC (4.54%). Weights are shares of the fund's own investments, securities-lending collateral excluded; positions matched on identifiers.Mon, 28 Nov 2022 12:00:00 GMT