Investment

Venture 35 CLO, Limited closed on November 14th, 2018 with capitalization totaling $614,500,000 Million. It invests primarily in loans. The Liability Structure is as follows:

USD    50,000,000 Class A-L Notes due 2031
USD  255,000,000 Class A-S Notes due 2031
USD    80,000,000 Class A-F Notes due 2031
USD    36,475,000 Class B-L Notes due 2031
USD    30,525,000 Class B-F Notes due 2031
USD    40,500,000 Class C Notes due 2031
USD    32,500,000 Class D Notes due 2031
USD    30,000,000 Class E Notes due 2031
USD    59,500,000 Subordinated Notes due 2031

Venture 34 CLO, Limited closed on October 25th, 2018 with capitalization totaling $509,350,000 Million. It invests primarily in loans. The Liability Structure is as follows:

USD  325,000,000 Class A Notes due 2031
USD    55,000,000 Class B Notes due 2031
USD    25,500,000 Class C Notes due 2031
USD    29,500,000 Class D Notes due 2031
USD    25,000,000 Class E Notes due 2031
USD    49,350,000 Subordinated Notes due 2031

Venture 33 CLO, Limited closed on August 15th, 2018 with capitalization totaling $612,875 Million. It invests primarily in loans. The Liability Structure is as follows:

USD    58,000,000 Class A1F Notes due 2031
USD  307,000,000 Class A1L Notes due 2031
USD    25,000,000 Class A2 Notes due 2031
USD    63,000,000 Class B Notes due 2031
USD    37,500,000 Class C Notes due 2031
USD    33,500,000  Class D Notes due 2031
USD    28,000,000 Class E Notes due 2031
USD      9,000,000  Class F Notes due 2031
USD    51,875,000 Subordinated Notes due 2031

Venture 32 CLO, Limited closed on July 18th, 2018 with capitalization totaling $625 Million.  It invests primarily in loans.  The Liability Structure is as follows:

USD  243,650,000 Class A-1 Notes due 2031
USD  102,000,000 Class A2A Notes due 2031
USD    12,250,000 Class A2BF Notes due 2031
USD   40,600,000 Class AF Notes due 2031
USD     5,000,000 Class AX Notes due 2031
USD   65,000,000 Class B Notes due 2031
USD   38,250,000 Class C Notes due 2031
USD   34,250,000 Class D Notes due 2031
USD   28,500,000  Class E Notes due 2031
USD   10,500,000   Class F Notes due 2031
USD   44,850,000 Subordinated Notes due 2031

Venture 31 CLO, Limited closed on April 4th, 2018 with capitalization totaling $820 Million.  It invests primarily in loans.  The Liability Structure is as follows:

USD 512,000,000 Class A-1 Notes due 2031
USD   24,000,000 Class A-2 Notes due 2031
USD   72,000,000 Class B     Notes due 2031
USD   47,000,000 Class C-1 Notes due 2031
USD     5,000,000 Class C-2 Notes due 2031
USD   44,000,000 Class D    Notes due 2031
USD   32,000,000 Class E     Notes due 2031
USD   12,000,000 Class F     Notes due 2031
USD   72,350,000 Subordinated Notes due 2031

Venture XXX CLO, Limited closed on December 7, 2017 with capitalization totaling $715 Million. It invests primarily in leveraged loans. The Liability Structure is as follows:

USD 434,000,000.00 Class A-1 Notes due 2031
USD 35,000,000.00 Class A-2 Notes due 2031
USD 62,000,000.00 Class B Notes due 2031
USD 43,500,000.00 Class C Notes due 2031
USD 38,000,000.00 Class D Notes due 2031
USD 31,500,000.00 Class E Notes due 2031
USD 71,000,000.00 Subordinated Notes due 2031

Venture XXIX CLO, Limited closed on September 7, 2017 with capitalization totaling $541Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $2,500,000 Class X Notes Due 2030
U.S. $336,000,000 Class A Notes Due 2030
U.S. $59,000,000 Class B Notes Due 2030
U.S. $30,000,000 Class C Notes Due 2030
U.S. $31,500,000 Class D Notes Due 2030
U.S. $26,000,000 Class E Notes Due 2030
U.S. $55,500,000 Subordinated Notes Due 2030

Venture XXVIII A CLO, Limited closed on July 28, 2017 with capitalization totaling $431.15 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $164,736,000 Class A-1 Notes Due 2029
U.S. $105,264,000 Class A-2 Notes Due 2029
U.S. $5,264,000 Class B-1 Notes Due 2029
U.S. $42,536,000 Class B-F Notes Due 2029
U.S. $13,868,000 Class C-1 Notes Due 2029
U.S. $12,632,000 Class C-F Notes Due 2029
U.S. $23,300,000 Class D Notes Due 2029
U.S. $20,500,000 Class E Notes Due 2029
U.S. $43,050,000 Subordinated Notes Due 2029

Venture XXVIII CLO, Limited closed on July 18, 2017 with capitalization totaling $587.3 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $148,421,053 Class A1 Notes Due 2030
U.S. $219,242,948 Class A2 Notes Due 2030
U.S. $37,368,422 Class B1 Notes Due 2030
U.S. $27,750,000 Class BF Notes Due 2030
U.S. $13,157,895 Class C1 Notes Due 2030
U.S. $22,950,000 Class CF Notes Due 2030
U.S. $31,742,381 Class D Notes Due 2030
U.S. $27,900,000 Class E Notes Due 2030
U.S. $58,750,000 Subordinated Notes Due 2030

Venture XXVII CLO, Limited closed on May 18, 2017 with capitalization totaling $614.4 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $384,000,000 Class A Notes Due 2030
U.S. $72,000,000 Class B Notes Due 2030
U.S. $30,500,000 Class C Notes Due 2030
U.S. $36,000,000 Class D Notes Due 2030
U.S. $29,500,000 Class E Notes Due 2030
U.S. $62,400,000 Subordinated Notes Due 2030

Venture XXVI CLO, Limited closed on February 14, 2017 with capitalization totaling $527.6 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $336,000,000 Class A Notes Due Due 2029
U.S. $59,850,000 Class B Loan Due Due 2029
U.S. $32,550,000 Class C Notes Due Due 2029
U.S. $28,875,000 Class D Notes Due Due 2029
U.S. $25,700,000 Class E Notes Due Due 2029
U.S. $44,650,000 Subordinated Notes Due Due 2029

Venture XXV CLO, Limited closed on December 20, 2016 with capitalization totaling $601.6 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $369,000,000 Class A-1 Notes Due 2029
U.S. $15,000,000 Class A-F Notes Due 2029
U.S. $68,500,000 Class B Loan Due 2029
U.S. $15,000,000 Class C-1 Notes Due 2029
U.S. $24,500,000 Class C-F Notes Due 2029
U.S. $12,000,000 Class D-1 Notes Due 2029
U.S. $18,750,000 Class D-2 Notes Due 2029
U.S. $29,250,000 Class E Notes Due 2029
U.S. $49,600,000 Subordinated Notes Due 2029

Venture XXIV CLO, Limited closed on September 20, 2016 with capitalization totaling $525.5 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $129,000,000 Class A1D Notes Due 2028
U.S. $79,000,000 Class A1P Notes Due 2028
U.S. $50,000,000 Class A2A Loan Due 2028
U.S. $36,000,000 Class A2A Notes Due 2028
U.S. $14,000,000 Class A2B Notes Due 2028
U.S. $30,000,000 Class AF Notes Due 2028
U.S. $58,000,000 Class B Notes Due 2028
U.S. $22,500,000 Class C1 Notes Due 2028
U.S. $12,000,000 Class CF Notes Due 2028
U.S. $15,000,000 Class D1 Notes Due 2028
U.S. $12,000,000 Class D2 Notes Due 2028
U.S. $25,500,000 Class E Notes Due 2028
U.S. $42,450,000 Subordinated Notes Due 2028

Venture XXIII CLO, Limited closed on July 20, 2016 with capitalization totaling $411 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $256,000,000 Class A Notes Due Due 2028
U.S. $48,000,000 Class B Notes Due 2028
U.S. $21,500,000 Class C Notes Due 2028
U.S. $22,500,000 Class D Notes Due 2028
U.S. $20,000,000 Class E Notes Due 2028
U.S. $2,500,000 Class X Notes Due 2028
U.S. $40,750,000 Subordinated Notes Due 2028

Venture XXII CLO, Limited closed on January 28, 2016 with capitalization totaling $400.5 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $222,000,000 Class A-1L Notes Due Due 2028
U.S. $15,000,000 Class A-1F Fixed Notes Due Due 2028
U.S. $20,000,000 Class A-2 Notes Due Due 2028
U.S. $20,292,105 Class B-1L Notes Due Due 2028
U.S. $23,157,895 Class B-1F Fixed Notes Due Due 2028
U.S. $10,550,000 Class C-1L Notes Due Due 2028
U.S. $10,000,000 Class C-1F Fixed Notes Due Due 2028
U.S. $9,000,000 Class D-1 Notes Due Due 2028
U.S. $16,000,000 Class D-2 Notes Due Due 2028
U.S. $22,000,000 Class E Notes Due Due 2028
U.S. $8,000,000 Class F Notes Due Due 2028
U.S. $24,500,000 Subordinated Notes Due Due 2028

Venture XXI CLO, Limited closed on July 9, 2015 with capitalization totaling $718.8 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $436,250,000 Class A Notes Due Due 2027
U.S. $84,000,000 Class B Notes Due Due 2027
U.S. $55,500,000 Class C Notes Due Due 2027
U.S. $36,750,000 Class D Notes Due Due 2027
U.S. $31,500,000 Class E Notes Due Due 2027
U.S. $15,750,000 Class F Notes Due Due 2027
U.S. $59,000,000 Subordinated Notes Due Due 2027

Venture XX CLO, Limited closed on April 15, 2015 with capitalization totaling $616 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $378,100,000 Class A-R Notes Due 2027
U.S. $61,900,000 Class B-1-R Notes Due 2027
U.S. $10,000,000 Class B-2-R Fixed Notes Due 2027
U.S. $46,100,000 Class C-R Notes Due 2027
U.S. $31,400,000 Class D-R Notes Due 2027
U.S. $16,500,000 Class E-1 Notes Due 2027
U.S. $8,000,000 Class E-2 Notes Due 2027
U.S. $13,800,000 Class F Notes Due 2027
U.S. $50,500,000 Subordinated Notes Due 2027

Venture XIX CLO, Limited closed on January 15, 2015 with capitalization totaling $461 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $280,350,000 Class A-R Notes Due 2027
U.S. $52,650,000 Class B-R Notes Due 2027
U.S. $32,400,000 Class C-R Notes Due 2027
U.S. $25,200,000 Class D Notes Due 2027
U.S. $24,300,000 Class E Notes Due 2027
U.S. $46,125,000 Subordinated Notes Due 2027

Venture XVIII CLO, Limited closed on August 27, 2014 with capitalization totaling $618.2 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $100,000,000 Class A Loans Due 2026
U.S. $271,000,000 Class A Notes Due 2026
U.S. $69,000,000 Class B Notes Due 2026
U.S. $51,000,000 Class C Notes Due 2026
U.S. $33,000,000 Class D Notes Due 2026
U.S. $29,000,000 Class E Notes Due 2026
U.S. $65,200,000 Subordinated Notes Due 2026

Venture XVII CLO, Limited closed May 21, 2014 with capitalization totaling $716.7 million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $432.000.000.00 Class A-R Notes Due 2026
U.S. $33,000,000.00 Class B-1R Notes Due 2026
U.S. $31,500,000.00 Class B-2R Notes Due 2026
U.S. $74,000,000.00 Class C-R Notes Due 2026
U.S. $40,500,000.00 Class D Notes Due 2026
U.S. $34,000,000.00 Class E Notes Due 2026
U.S. $71,700,000.00 Subordinated Notes Due 2026

Venture XVI CLO, Limited closed March 14, 2014 with capitalization totaling $512 million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $310,000,000.00 Class A- 1R Notes Due 2026
U.S. $10,000,000.00 Class A-2R-F Notes Due 2026
U.S. $38,000,000.00 Class A-2R Notes Due 2026
U.S. $49,000,000.00 Class A-3R Notes Due 2026
U.S. $29,000,000.00 Class B-1L Notes Due 2026
U.S. $27,000,000.00 Class B-2L Notes Due 2026
U.S. $49,770,000 Subordinated Notes Due 2026

Venture XV CLO, Limited closed December 12, 2013 with capitalization totaling $614 million. It invests primarily in leveraged loans (at least 95%) and up to 5% high yield bonds. The liability structure is as follows:

U.S. $374,000,000 Class A-R Notes Due 2028
U.S. $57,500,000 Class B-R Notes Due 2028
U.S. $30,000,000 Class C-1R Notes Due 2028
U.S. $22,500,000 Class C-FR Fixed Rate Notes Due 2028
U.S. $12,000,000 Class D-1R Notes Due 2028
U.S. $20,000,000 Class D-2R Notes Due 2028
U.S. $37,500,000 Class E-R Notes Due 2028
U.S. $61,000,000 Subordinated Notes Due 2028

Venture XIV CLO, Limited closed August 14, 2013 with capitalization totaling $600 million. It invests primarily in leveraged loans (at least 95%) and up to 5% high yield bonds. The liability structure is as follows:

U.S. $335,000,000.00 Class A-1 Floating Rate Due 2025
U.S. $20,000,000.00 Class A-2 Fixed Rate Due 2025
U.S. $49,000,000.00 Class B-1 Floating Rate Due 2025
U.S. $2,000,000.00 Class B-2 Fixed Rate Due 2025
U.S. $55,500,000.00 Class C Floating Rate Due 2025
U.S. $34,000,000.00 Class D Floating Rate Due 2025
U.S. $31,750,000.00 Class E Floating Rate Due 2025
U.S. $59,000,000.00 Subordinated Notes Due 2025

Venture XIII CLO, Limited closed March 25, 2013 with capitalization totaling $600 million. It invests primarily in leveraged loans (at least 95%) and up to 5% high yield bonds. The liability structure is as follows:

U.S. $362,500,000.00 Class A-1 Floating Rate Due 2025
U.S. $7,000,000.00 Class A-X Floating Rate Due 2025
U.S. $61,000,000.00 Class B Floating Rate Due 2025
U.S. $24,000,000.00 Class C-1 Floating Rate Due 2025
U.S. $10,000,000.00 Class C-2 Floating Rate Due 2025
U.S. $34,000,000.00 Class D Floating Rate Due 2025
U.S. $39,500,000.00 Class E Floating Rate Due 2025
U.S. $62,000,000.00 Subordinated Notes Due 2025

Venture XII CLO, Limited closed January 23, 2013 with capitalization totaling $750 million. It invests primarily in leveraged loans (at least 95%) and up to 5% high yield bonds. The liability structure is as follows:

U.S. $475,000,000.00 Class ARR Notes Due 2026
U.S. $70,000,000.00 Class BRR Notes Due 2026
U.S. $43,000,000.00 Class CRR Notes Due 2026
U.S. $36,000,000.00 Class DRR Notes Due 2026
U.S. $42,000,000.00 Class ERR Notes Due 2026
U.S. $74,000,000.00 Class Subordinated Notes Due 2026

Venture XI CLO, Limited closed October 23, 2012 with capitalization totaling $520 million. It invests primarily in leveraged loans (at least 95%) and up to 5% high yield bonds. The liability structure is as follows:

U.S. $326,300,000.00 Class A Floating Rate Due 2022
U.S. $57,900,000.00 Class B Floating Rate Due 2022
U.S. $35,100,000.00 Class C Floating Rate Due 2022
U.S. $18,600,000.00 Class D Floating Rate Due 2022
U.S. $20,100,000.00 Class E Floating Rate Due 2022
U.S. $11,000,000.00 Class F Floating Rate Due 2022
U.S. $51,000,000.00 Subordinated Notes Due 2022

Venture X CLO, Limited closed June 14, 2012 with capitalization totaling $425 million. It invests primarily in leveraged loans (at least 95%) and up to 5% high yield bonds. The liability structure is as follows:

U.S. $243,142,000.00 Class A-R Floating Rate Notes Due 2022
U.S. $55,750,000.00 Class B-R Floating Rate Notes Due 2022
U.S. $27,000,000.00 Class C-R Floating Rate Notes Due 2022
U.S. $18,500,000.00 Class D-R Floating Rate Notes Due 2022
U.S. $13,750,000.00 Class E Floating Rate Notes Due 2022
U.S. $5,000,000.00 Class F Floating Rate Notes Due 2022
U.S. $41,500,000 Subordinated Notes Due Due 2022

Venture IX CDO, Limited closed September 27, 2007 with capitalization totaling $500 million. It invests primarily in leveraged loans (at least 90%) and up to 10% high yield bonds. The liability structure is as follows:

U.S. $370,000,000.00 Class A Senior Notes Due 2021
U.S. $35,000,000.00 Class B Senior Notes Due 2021
U.S. $25,000,000.00 Class C Deferrable Mezzanine Notes Due 2021
U.S. $16,000,000.00 Class D Deferrable Mezzanine Loan Due 2021
U.S. $14,000,000.00 Class E Deferrable Junior Notes Due 2021
U.S. $40,000,000.00 Subordinated Notes Due 2021

Limited closed April 29, 2008 (Amended and Reinstated) with capitalization totaling $169 million. It invests primarily in leveraged loans (at least 95%) and up to 5% high yield bonds. The liability structure is as follows:

U.S. $105,000,000.00 Senior Rated Notes Due 2017
U.S. $15,000,000.00 Mezzanine Deferrable Notes Due 2017
U.S. $1,500,000.00 Class E-1A Subordinated Notes Due 2017
U.S. $34,500,000.00 Class E-2A Subordinated Notes Due 2017
U.S. $13,000,000.00 Class E-3A Subordinated Notes Due 2017

Venture VIII CDO, Limited closed June 14, 2007 with capitalization totaling $850 million. It invests primarily in leveraged loans (at least 90%) and up to 10% high yield bonds. The liability structure is as follows:

U.S. $106,250,000 Class A-1A Revolving Notes Due 2021
U.S. $4,500,000 Class A-1A Floating Rate Notes Due 2021
U.S. $429,075,000 Class A-2A Floating Rate Notes Due 2021
U.S. $47,675,000 Class A-2B Floating Rate Notes Due 2021
U.S. $50,000,000 Class A-3 Floating Rate Notes Due 2021
U.S. $46,500,000 Class B Floating Rate Notes Due 2021
U.S. $50,000,000 Class C Deferrable Notes Due 2021
U.S. $32,500,000 Class D Deferrable Notes Due 2021
U.S. $24,000,000 Class E Deferrable Junior Notes Due 2021
U.S. $59,500,000 Subordinated Notes Due 2021

Venture VII CDO, Limited closed December 14, 2006 with capitalization totaling $732 million. It invests primarily in leveraged loans (at least 90%) and up to 10% high yield bonds. The liability structure is as follows:

U.S. $388,000,000.00 Class A-1A Floating Rate Notes Due 2022
U.S. $90,000,000.00 Class A-1AR Revolving Notes Due 2022
U.S. $53,125,000.00 Class A-1B Deferrable Rate Notes Due 2022
U.S. $49,775,000.00 Class A-2 Floating Rate Notes Due 2022
U.S. $31,250,000.00 Class B Senior Rate Notes Due 2022
U.S. $32,350,000.00 Class C Secured Deferrable Notes Due 2022
U.S. $23,700,000.00 Class D Secured Deferrable Notes Due 2022
U.S. $11,400,000.00 Class E Secured Deferrable Notes Due 2022
U.S. $53,300,000.00 Subordinated Notes Due 2022

Venture VI CDO, Limited closed August 3, 2006 with capitalization totaling $400 million. It invests primarily in leveraged loans (at least 90%) and up to 10% high yield bonds. The liability structure is as follows:

U.S. $240,000,000 Class A-1 Floating Rate Notes Due 2020
U.S. $50,400,000 Class A-1-S Floating Rate Notes Due 2020
U.S. $5,600,000 Class A-1-J Floating Rate Notes Due 2020
U.S. $17,000,000 Class A-2 Floating Rate Notes Due 2020
U.S. $21,000,000 Class B Floating Rate Notes Due 2020
U.S. $19,000,000 Class C Floating Rate Notes Due 2020
U.S. $47,000,000 Subordinated Notes Due 2020

Venture V CDO, Limited closed December 22, 2005 with capitalization totaling $400 million. It invests primarily in leveraged loans (at least 92.5%) and up to 7.5% high yield bonds. The liability structure is as follows:

U.S. $295,000,000.00 Class A-1 Floating Rate Notes Due 2018
U.S. $27,500,000.00 Class A-2 Floating Rate Notes Due 2018
U.S. $20,500,000.00 Class B Floating Rate Notes Due 2018
U.S. $13,500,000.00 Class C Floating Rate Notes Due 2018
U.S. $11,500,000.00 Class D Floating Rate Notes Due 2018
U.S. $32,000,000.00 Subordinated Notes Due 2018

Venture IV CDO, Limited closed August 23, 2004 with capitalization totaling $500 million. It invests primarily in leveraged loans (at least 92.5%) and up to 7.5% high yield bonds. The liability structure is as follows:

U.S. $373,500,000 Class A-1 Floating Rate Notes Due 2016
U.S. $27,500,000 Class A-2 Floating Rate Notes Due 2016
U.S. $20,500,000 Class B-1 Deferrable Floating Rate Notes Due 2016
U.S. $8,500,000 Class B-2 Deferrable Fixed Rate Notes Due 2016
U.S. $10,500,000 Class C-1 Floating Rate Notes Due 2016
U.S. $6,000,000 Class C-2 Fixed Rate Notes Due 2016
U.S. $11,000,000 Class D Floating Rate Notes Due 2016
U.S. $42,950,000 Subordinated Notes Due 2016

Venture III CDO, Limited closed December 16, 2003 with capitalization totaling $375 million. It invests primarily in leveraged loans (at least 93.5%) and up to 6.5% high yield bonds. The liability structure is as follows:

U.S. $279,000,000 Class A-1 Floating Rate Notes Due 2016
U.S. $30,000,000 Class A-2 Floating Rate Notes Due 2016
U.S. $16,000,000 Class B Floating Rate Notes Due 2016
U.S. $12,500,000 Class C Floating Rate Notes Due 2016
U.S. $5.500,000 Class D Fixed Rate Notes Due 2016
U.S. $32,000,000 Preferred Shares

Venture II CDO 2002, Limited closed November 21, 2002 with capitalization totaling $250 million. It invests primarily in leveraged loans (at least 90%) and up to 10% high yield bonds. The liability structure is as follows:

U.S. $187,000,000 Class A-1 Floating Rate Notes Due 2014
U.S. $18,000,000 Class A-2 Fixed Rate Notes Due 2014
U.S. $9,000,000 Class B Floating Rate Notes Due 2014
U.S. $12,250,000 Class C Floating Rate Notes Due 2014
U.S. $23,750,000 Preferred Shares

Venture CDO 2002, Limited closed March 27, 2002 with capitalization totaling $300 million. It invests primarily in leveraged loans (at least 95%) and up to 5% high yield bonds. The liability structure is as follows:

U.S. $237,000,000 Class A Floating Rate Notes Due 2015
U.S. $20,000,000 Class B Floating Rate Notes Due 2015
U.S. $8,250,000 Class C-1 Floating Rate Notes Due 2015
U.S. $5,000,000 Class C-2 Floating Rate Notes Due 2015
U.S. $8,000,000 Class D Fixed Rate Notes Due 2015
U.S. $21,750,000 Preferred Shares.