Investor Report Client Services Manager Gavin Keogh Hanover Building Jubilee CLO 2014-XII BV Windmill Lane Dublin D2 Ireland +353 1 900 7943 [email protected]

Investor Report Client Services Manager Gavin Keogh Hanover Building Jubilee CLO 2014-XII BV Windmill Lane Dublin D2 Ireland +353 1 900 7943 Gavin.Keogh@Bnymellon.Com

Closing Date 15-May-2014

Monthly Report 19-Sep-2017 Investor Report Client Services Manager Gavin Keogh Hanover Building Jubilee CLO 2014-XII BV Windmill Lane Dublin D2 Ireland +353 1 900 7943 [email protected]

Collateral Manager Oaktree Capital Management (UK) LLP 27 Knightsbridge London SW1X 7LY United Kingdom [email protected]

This report is for informational purposes only, certain information included in the report is estimated, approximated or projected and the report is provided without any representations or warranties as to accuracy or completeness and that none of the Collateral Manager, the Issuer, the Trustee or the Collateral Administrator will have any liability for such estimates, approximations or projections.

(This document contains information that is confidential and is the property of BNY Mellon . It may not be copied, published or used, in whole orin part, for any purpose other than as expressly authorised by BNY Mellon.) th 29 September 2017

Jubilee CLO 2014-XII B.V. Alcentra Investment Adviser’s Report

Market Commentary

The European loan market saw the pre-summer pipeline wrapped up over early August, ahead of the traditional summer lull, with the recent supply seeing a little weakness in secondary and the Credit Suisse Western European Leveraged Loan Index (“CS WELLI”) (hedged to EUR) posting a -0.02% return. This took the CS WELLI return for the year to date to +2.53% .

Following the strong new issue supply over June and July the secondary market saw more activity than is typical in August, as investors rebalanced portfolios following primary allocations. This supply was comfortably absorbed by the market though, and so while some names showed a little weakness compared to the high trading levels seen earlier in the year the market continued to feel robust.

Year-to-date loan volume stood at €73.0 billion at month-end, 80% up on 2016. While a significant proportion of this volume has been refinancing rather than new financings, we continue to see increased new money issuance with sponsor M&A activity picking up and providing new opportunities for the market. Since the summer large deals have launched for Stada, Avavtor/VWR, Sebia and Refresco/Cott, as well as smaller transactions for Synlab, Xella, Clarion, Esmaglass, Pronovias and Praesidiad.

Demand for the asset class remains strong, with inflows from a broad range of institutional clients and the level of CLO issuance continuing to be robust. The balance between this supply and demand will ultimately drive new issue margins, with the potential for new issue returns to increase slightly and secondary to show a little weakness, should we see further issuance come to market together with the transactions already launched. However, overall we expect inflows to continue to balance this supply and any moves to remain modest.

Please do not hesitate to contact any of us should you have any further questions.

Graham Rainbow Portfolio Manager +44 207 367 5267 [email protected]

Russell Holliday Portfolio Manager +44 207 367 5006 [email protected]

1 th 29 September 2017

Jubilee CLO 2014-XII B.V. Alcentra Investment Adviser’s Report

Weighted Average Spread

5.50% 5.25% 5.00% 4.75% 4.50% 4.25% 4.00% 3.75% 3.50% 3.25% 3.00%

Weighted Average Rating Factor

3200 3100 3000 2900 2800 2700 2600 2500 2400

Moody’s Ratings

B2 45.9% B1 23.9%

Caa3 0.6% Ba3 11.1% Caa1 1.1% B3 4.6% Ba2 Ba1 4.8% 8.1%

2 th 29 September 2017

Jubilee CLO 2014-XII B.V. Alcentra Investment Adviser’s Report

Fitch Ratings

BB CCC 4.4% 1.2% B+ 14.7%

BB- BB+ 12.0% 0.2%

BBB B- 0.6% 27.7% CC 0.6%

B 38.6%

Industry & Country information can be found on the collateral administrator’s report that follows this commentary.

Disclaimer:

This Investment Adviser’s Report has been prepared by Alcentra Limited for general information and discussion purposes only. It is not, and may not be relied on as investment advice or as an offer to sell or a solicitation of an offer to buy any security or investment referred to above or any interest in the fund. The information in this Report, including any expression of opinion, has been obtained from or is based upon sources believed by Alcentra Limited to be reliable but is not guaranteed as to its accuracy or completeness and no representation or warranty, expressed or implied is otherwise made with respect to any information contained herein. Any views reflected in this Report are those of Alcentra Limited alone and are subject to change without notice. Except where otherwise indicated herein, the information provided herein is based on matters as they exist as of the date of preparation and will not be updated or otherwise revised to reflect information that subsequently becomes available, or circumstances existing or changes occurring after the date hereof. Recipients should note that an investment in the fund is suitable for qualified professional investors and may only be made pursuant to the latest versions of the offering documents issued by the fund and related legal documentation, which include more detailed disclosure regarding the fund and its related risks that must be reviewed by investors prior to investing. The value of an investment in the fund may go down as well as up. There is no guarantee of trading performance and past performance is not necessarily a guide to future results. Any performance or other financial data included herein is unaudited unless otherwise indicated. The Report includes forward-looking statements. These involve risks and uncertainties that may cause actual results, performance, returns or industry results to be materially different from those expressed or implied by such statements, and are based on numerous assumptions regarding each of the fund’s present and future business strategies and the environment in which it operates. The future performance of the fund depends on numerous factors which are subject to uncertainty. The information contained herein must be kept strictly confidential and may only be reproduced or redistributed with the consent of Alcentra Limited.

3 Jubilee XII Market Value Positions as at 19/09/2017 Asset ID Issuer Name Asset Name Par Settled Mark Price LX150838 Action Holdings B.V. Facility B € 2,000,000.00 101.063 LX142050 Aenova Facility B (Dragenopharm) € 7,500,000.00 92.500 XS1028956909 Afflelou ABOPTD 5.625 04/15/19 CORP FIXED REGS € 1,348,000.00 100.254 LX140097 AHT Cooling Facility B1 € 3,902,035.50 100.667 LX152755 Allnex Tranche B-1 Term Loan € 5,458,750.00 100.183 21448 Amplitude 2 Unitranche € 1,180,000.00 100.000 LX145177 Angus Chemical Euro Term B-1 Loan € 2,450,000.00 100.229 LX160841 APCOA Term Loan B € 2,000,000.00 101.068 LX143652 AS Adventure Facility B € 4,500,000.00 98.431 LX165484 Avaloq Term Loan B € 2,000,000.00 99.833 XS1082473395 Boparan Finance Plc BOPRLN 4.375 07/15/21 CORP FIXED REGS € 3,767,000.00 99.500 XS1117279619 Cabot Financial Lux SA ECPG FLOAT 11/15/21 Corp € 797,000.00 104.500 LX165609 Caldic Term Loan € 4,000,000.00 100.813 LX137083 Car Trawler Facility B € 4,539,117.81 99.000 LX137091 Catalent Pharma Solutions Inc (FKA Cardinal Health) Euro Term Loan € 4,476,994.59 101.097 LX161320 Cerba Facility B € 2,000,000.00 99.674 LX135736 Ceva Sante Animale Facility B2 € 4,000,000.00 100.266 LX161997 Chemours Tranche B-1 Euro Term Loan € 4,488,750.00 100.641 LX153899 Coherent Euro Term Loan € 7,484,757.46 100.984 LX143893 Constantia Flexibles Facility B2A (EUR) € 259,780.91 100.250 LX143296 Constantia Flexibles Facility B1A (EUR) € 1,740,219.09 100.250 LX160654 Cooper Facility B2 € 300,125.37 100.732 LX159934 Cooper Facility B1 € 699,874.63 100.732 LX133726 CPA (aka Redtop) Initial Euro Term Loan (First Lien) € 3,000,000.00 100.000 LX141055 Delachaux 2014 Facility B1 € 7,781,932.68 101.021 LX137333 Deoleo S.A. Initial Term Loan (First Lien) € 5,000,000.00 70.031 LX164120 Diaverum Holding S.ar.l. (fka Velox Bidco SARL) 2nd Lien € 1,500,000.00 98.250 LX164119 Diaverum Holding S.ar.l. (fka Velox Bidco SARL) Term Loan € 4,000,000.00 99.683 LX161739 Dorna Sports, S.L. Term Loan (Euro) € 9,431,615.10 100.188 LX160537 Douglas Holding AG Facility B19 € 74,716.14 100.500 LX160534 Douglas Holding AG Facility B16 € 175,766.42 100.500 LX160539 Douglas Holding AG Facility B21 € 190,178.33 100.500 LX160538 Douglas Holding AG Facility B20 € 283,558.56 100.500 LX160536 Douglas Holding AG Facility B18 € 336,222.63 100.500 LX160535 Douglas Holding AG Facility B17 € 432,128.13 100.500 LX159199 Douglas Holding AG Facility B15 € 507,429.79 100.500 LX164355 Dummen Orange Term Loan B € 4,500,000.00 99.750 LX161434 Eircom Finco S.a r.l. Term Loan € 4,500,000.00 100.508 LX146849 Elsan (fka Vedici) Facility B € 6,000,000.00 100.881 LX168018 Equinix Term B-2 Loan (2017) € 6,982,500.00 100.281 LX137157 ERM Facility B2 (EUR) € 4,000,000.00 97.750 LX160780 Ethypharm Facility B € 1,500,000.00 100.667 LX163533 Euro Garage Limited Term Facility D2 (EUR) € 9,000,000.00 100.682 XS1587905727 Federal Mogul FDML 4 7/8 04/15/22 € 1,400,000.00 101.980 LX136879 FLINT(fka BASF) (aka ColourOz) Initial Euro Term Loan (First Lien) € 9,891,079.37 98.341 LX153737 Foncia Senior Facility B € 4,941,491.39 100.488 XS1071411547 GALAPAGOS SA GALAPG FLOAT 06/15/21 CORP REGS € 1,888,000.00 98.500 XS1492372088 Garfunkelux Holdco 3 SA GFKLDE 0 10/01/21 € 6,500,000.00 101.000 LX166222 Genesys (Greeneden) Euro Term Loan € 6,467,500.00 100.714 LX139056 Gesundheits GmbH Initial Term Loan € 4,000,000.00 98.250 XS1516322465 Guala Closures SPA GCLIM +4.75 11/15/21 € 2,250,000.00 100.750 LX161094 GVC Term Loan B € 1,000,000.00 100.333 LX152965 Hotelbeds Group Facility B € 2,954,693.88 100.986 LX160309 Ineos PLC New 2022 Euro Term Loan € 14,152,417.76 100.583 LX162255 Infinitas Facility B3 € 6,000,000.00 99.375 LX159914 INFOR (FKA LAWSON) Euro Tranche B-1 Term Loan € 3,690,750.00 100.375 LX162963 INOVYN Term Loan B € 1,488,768.75 100.850 LX156376 Interoute Finco PLC Facility B € 2,000,000.00 100.357 LX147780 ION Trading Technologies Tranche B-1 Euro Term Loan (First Lien) € 8,063,797.81 100.833 LX144052 Ista International Facility B1B3 € 16,538.39 99.938 LX144054 Ista International Facility B1E3 € 31,652.59 99.938 LX143932 Ista International Facility B1C3 € 114,841.90 99.938 LX143931 Ista International Facility B1A3 € 13,836,967.12 99.938 LX163472 Jacobs Douwe Egberts Term Loan B5 € 1,927,987.69 100.896 LX165634 Klockner Pentaplast Euro Term Loan € 8,000,000.00 98.450 LX167833 Kraton Polymers LLC Term Loan € 2,500,000.00 100.813 LX163674 Labeyrie Term Loan B2 € 313,186.81 100.946 LX162594 Labeyrie Term Loan € 1,186,813.19 100.946 Lumenis Unitranche (JPM USD Swap) € 3,532,800.00 97.000 LX145356 M7 Group S.A. Facility B (D) € 7,200,101.73 100.715 XS1496169001 MCS Groupe MCSGRP 5.75 09/30/21 € 1,200,000.00 106.125 LX137058 Memora TLB Facility € 6,459,589.56 101.208 LX163229 Misys Newco (aka Magic Newco) Euro Term Loan € 2,000,000.00 101.047 LX145135 Motor Fuel Group Term B (GBP JPM Swap 1) € 2,848,250.00 101.268 LX165654 MRH (GB) Limited Facility B4 € 3,500,000.00 100.263 LX157878 NEP Europe Finco B.V. Euro Term Loan (First Lien) € 1,492,500.00 100.750 XS1248517341 New Look Secured Issuer PLC NEWLOK +4.5% Float 07/01/22 € 750,000.00 62.851 LX152525 Novacap Facility B € 2,000,000.00 100.768 XS1634447988 NUOVO TRASPORTO VIAGGIATORI SPA NTV 0 06/01/23 € 2,000,000.00 101.980 LX157594 Oberthur Technologies Facility B1 (EUR) € 3,444,043.32 98.196 LX158095 Oberthur Technologies (EUR) COV-Lite TLB2 € 5,555,956.68 98.196 LX161834 OGF Term Loan B € 1,500,000.00 100.819 LX145020 Optimal Payments Facility B € 3,000,000.00 100.031 LX139695 ORION ENGINEERED CARBONS Initial Euro Term Loan € 7,476,765.54 101.042 LX161205 Parex Term Loan B € 4,000,000.00 100.438 LX157015 Platform Specialty (aka MacDermid) Euro Tranche C-4 Term Loan € 3,463,825.00 100.139 LX162203 Platform Specialty (aka MacDermid) Term Loan C5 € 6,436,242.81 100.431 LX164876 Portaventura Term Loan B € 2,500,000.00 100.050 LX167801 PQ Corporation Second Amendment Tranche B-2 Term Loan € 990,018.75 101.000 LX166130 Premier Lotteries Cov-Lite TLB € 750,000.00 100.375 LX162576 Prosol Term Loan B € 1,750,000.00 100.625 LX133835 Santander Asset Management Term Loan EUR € 4,842,660.51 100.458 LX142742 Sebia S.A. Facility B3B € 2,023,911.93 100.275 LX139399 Sebia S.A. Facility B3A € 7,378,223.23 100.275 LX162008 SFR (Numericable) (EUR) B11 TLB € 3,990,000.00 99.625 LX147340 Siblu Acquisition 1 € 687,500.00 100.000 29202 Siblu Acquisition 2 € 1,375,000.00 98.000 LX147339 Siblu Unitranche € 4,812,500.00 100.000 LX160224 Siemens Audiology Solutions Incremental Facility B6 € 1,955,113.43 100.984 LX157317 SLV Facility B € 2,000,000.00 95.458 XS1405782662 SMCP SMCPFP Float 05/01/22 Corp € 1,000,000.00 102.400 XS1684385161 SOFTBANK CORP SOFTBK 3 1/8 09/19/25 € 2,600,000.00 99.850 LX151195 Solera Euro Term Loan € 1,975,000.00 101.013 LX161998 Springer Science & Business Media New Initial B11 Term Loan € 14,191,764.04 100.260 LX168343 Stiga Facility B € 6,000,000.00 99.250 XS1087775240_J STRETFORD SEVENTY NINE ICELTD FLOAT 07/15/20 CORP_J12_SWAP € 1,562,900.13 99.750 LX161339 Styrolution Group GMBH Euro Term Loan € 5,586,462.59 101.102 LX146812 Sunrise Medical Facility B2 (First Lien) € 606,349.21 99.950 LX145738 Sunrise Medical Facility B1 (First Lien) € 4,393,650.79 99.950 LX152515 Taghleef Industries Facility B (EUR) € 1,500,000.00 100.729 LX162153 Technicolor First Incremental Euro Term Loan € 2,500,000.00 99.563 LX157075 Technicolor Euro Term Loan € 3,500,000.00 99.781 LX162004 Tele Columbus Facility A (New) € 5,500,000.00 100.636 LX161574 Tipico Term B Loan € 5,500,000.00 99.325 LX162575 TMF Group Holdco B.V. Term Loan B € 3,500,000.00 100.569 LX161584 Unilabs Term Loan B € 9,500,000.00 99.250 LX141580 Unit4 Facility B1 (EUR) € 7,000,000.00 100.167 XS1647814968 United Group (Adria Bidco BV) ADRBID 4 3/8 07/01/22 € 5,500,000.00 102.239 LX145475 Univar Inc Initial Euro Term Loan € 978,000.00 100.700 XS1117297603 UPCB Finance IV Ltd UPCB 4 01/15/27 € 3,000,000.00 105.246 LX164316 Verallia Facility B4 € 7,500,000.00 100.125 XS1179900102 Viridian VRDLN 7.5 03/01/20 CORP FIXED REGS € 1,575,000.00 103.730 LX139578 Vivarte Super Senior Term Loan € 3,052,004.20 85.600 LX136616 VNU Class B-2 Euro Term Loan € 3,120,359.84 100.225 LX159174 Webhelp Facility B2 € 3,000,000.00 100.698 XS1204622960 Wind WINDIM 0 07/15/20 € 1,000,000.00 100.159 XS1082635712 Wind WINDIM FLOAT 07/15/20 CORP REGS € 2,215,000.00 100.150 XS1505573995 WMG Acquisition Corp WMG 4.125% - 01/11/2024 Corp € 1,500,000.00 106.000 LX159274 Xella International S.A. Term Loan B € 3,500,000.00 100.198 LX159376 Ziggo (Casema, Amsterdamse Beheer) Term Loan F € 12,000,000.00 100.733

471,976,433.08

Disclaimer

Recipients should note that an investment in the fund is suitable for qualified professional investors and may only be made pursuant to the latest versions of the offering documents issued by the fund and related legal documentation, which include more detailed disclosure regarding the fund and its related risks that must be reviewed by investors prior to investing. The value of an investment in the fund may go down as well as up. There is no guarantee of trading performance and past performance is not necessarily a guide to future results. Any performance or other financial data included herein is unaudited unless otherwise indicated.

The Report includes forward-looking statements. These involve risks and uncertainties that may cause actual results, performance, returns or industry results to be materially different from those expressed or implied by such statements, and are based on numerous assumptions regarding each of the fund’s present and future business strategies and the environment in which it operates. The future performance of the fund depends on numerous factors which are subject to uncertainty. The information contained herein must be kept strictly confidential and may only be reproduced or redistributed with the consent of Alcentra Limited.

Table of Contents

Jubilee CLO 2014-XII BV 19-Sep-2017 12:00:00AM

Report Page

Account Balances 2 Portfolio Assets - Market Value determined by Investment Manager 42

Compliance Tests 4 Portfolio Assets - Moodys Ratings Derived Pursuant to Clause (e) 43

Industry Stratification 7 Portfolio Assets - Obligations forming CCC/Caa Excess 44

Asset Information I 8 Portfolio Assets - Participations with no Lender of Record 45

Asset Information II 13 Portfolio Assets - Ratings Change Report 46

Asset Information III 18 Portfolio Assets - Securities Sold Detail 47

Interest Coverage Tests 23 Portfolio Assets - Substitute Collateral Debt Obligations 50

Interest Coverage Tests - Statistical Highlights 24 Portfolio Assets - Swapped Non-Discount Obligations 51

Notes and Asset Information 25 Purchase and Sale Activity 52

Par Value Tests 26 Purchased/Sold Accrued Interest 53

Par Value Tests - Statistical Highlights 27 Ratings Stratification 54

Portfolio Assets - Affiliated Issuers with Investment Manager 28 Restructured Obligations 55

Portfolio Assets - Asset Swap Transactions 29 Risk Retention Confirmation 58

Portfolio Assets - Collateral Debt Obligations that pay interest semi-annually 30 Securities that have been Upgraded or Downgraded 59

Portfolio Assets - Collateral Enhancement Obligations 31

Portfolio Assets - Committed Trades 32

Portfolio Assets - Cov-Lite Loans 33

Portfolio Assets - Current Pay Excess 34

Portfolio Assets - Current Pay Obligations 35

Portfolio Assets - Defaulted Obligations 36

Portfolio Assets - Deferring Obligations 37

Portfolio Assets - Discount Obligations 38

Portfolio Assets - Discretionary Reason for Sale 39

Portfolio Assets - Exchanged Securities 40

Portfolio Assets - Interest Rate Hedge Transactions 41

Jubilee CLO 2014-XII BV 19-Sep-2017

Account Name Account Opening Closing Opening Closing Number Traded Traded Settled Settled Balance Balance Balance Balance

General

Jubilee CLO 2014-XII BV Asset Swap Ac-GBP 5584188261 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Asset Swap acc -EUR 5584189781 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Asset Swap acc -USD 5584188401 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Collateral Enhancement Ac-GBP 5584188262 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Collateral Enhancement acc -EUR 5584189782 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Collateral Enhancement acc -USD 5584188402 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Contribution Ac -EUR 5584199787 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Contribution Ac -USD 5584198407 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Contribution Ac-GBP 5584198267 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Counterparty Downgrade Coll Ac-GBP 5584188263 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Counterparty Downgrade Coll acc -EUR 5584189783 930,000.00 930,000.00 930,000.00 930,000.00

Jubilee CLO 2014-XII BV Counterparty Downgrade Coll acc -USD 5584188403 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Expense Reserve Ac -USD 5584198405 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Expense Reserve Ac-GBP 5584198265 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV First Perid Res Ac -EUR 5584199786 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV First Perid Res Ac -USD 5584198406 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV First Perid Res Ac-GBP 5584198266 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV General Ac - USD 5584198400 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV General Ac -EUR 5584199780 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV General Ac -GBP 5584198260 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Hedge Termination Ac-GBP 5584188260 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Hedge Termination acc -EUR 5584189780 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Hedge Termination acc -USD 5584188400 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Payment Ac -EUR 5584199784 0.12 0.12 0.12 0.12

Jubilee CLO 2014-XII BV Payment Ac -USD 5584198404 0.01 0.01 0.01 0.01

Jubilee CLO 2014-XII BV Payment Ac-GBP 5584198264 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Unfund Revo Res Ac -EUR 5584199788 1,375,000.00 1,375,000.00 1,375,000.00 1,375,000.00

Jubilee CLO 2014-XII BV Unfund Revo Res Ac -USD 5584198408 0.01 0.01 0.01 0.01

Jubilee CLO 2014-XII BV Unfund Revo Res Ac-GBP 5584198268 0.00 0.00 0.00 0.00

Interest

Jubilee CLO 2014-XII BV Interest Ac - USD 5584198402 2.03 146,960.36 2.03 146,960.36

Jubilee CLO 2014-XII BV Interest Ac -EUR 5584199782 1,718,974.90 2,410,906.14 1,718,974.90 2,410,906.14

Jubilee CLO 2014-XII BV 19-Sep-2017

Account Name Account Opening Closing Opening Closing Number Traded Traded Settled Settled Balance Balance Balance Balance

Jubilee CLO 2014-XII BV Interest Ac-GBP 5584198262 53,883.22 75,548.57 53,883.22 75,548.57

Principal

Jubilee CLO 2014-XII BV Principal Ac -EUR 5584199781 29,850,285.18 28,899,169.68 29,850,285.18 28,899,169.68

Jubilee CLO 2014-XII BV Principal Ac -USD 5584198401 0.01 0.01 0.01 0.01

Jubilee CLO 2014-XII BV Principal Ac-GBP 5584198261 0.02 0.01 0.02 0.01

Jubilee CLO 2014-XII BV Unused Proceeds Ac -EUR 5584199783 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Unused Proceeds Ac -USD 5584198403 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV Unused Proceeds Ac-GBP 5584198263 0.00 0.00 0.00 0.00

Reserve

Jubilee CLO 2014-XII BV Expense Reserve Ac -EUR 5584199785 0.00 0.00 0.00 0.00

Jubilee CLO 2014-XII BV 19-Sep-2017

Test Name Numerator Maximum/Minimum Actual Target Result

Collateral Quality

Fitch Maximum Weighted Average Rating Factor Test Maximum 32.72 <= 33 PASS

Fitch Minimum Weighted Average Recovery Rate Test Minimum 65.0% >= 64.8% PASS

Maximum Moody's Weighted Average Rating Factor Maximum 2,688 <= 3,095 PASS

Maximum Weighted Average Life Test Maximum 5.04 <= 4.65 FAIL

Minimum Weighted Average Fixed Coupon Test Minimum 8.752% >= 6.20% PASS

Moody's Minimum Diversity Test Minimum 45 >= 40 PASS

Moody's Minimum Weighted Average Recovery Rate Test Minimum 46.2% >= 42.0% PASS

Weighted Average Spread Test Minimum 3.995% >= 3.80% PASS

Coverage Tests

Class A/B Interest Coverage Test Minimum 483.45% >= 120.00% PASS

Class A/B Par Value Test Minimum 139.91% >= 129.66% PASS

Class C Interest Coverage Test Minimum 406.16% >= 110.00% PASS

Class C Par Value Test Minimum 130.27% >= 121.54% PASS

Class D Interest Coverage Test Minimum 337.08% >= 105.00% PASS

Class D Par Value Test Minimum 122.34% >= 115.13% PASS

Class E Interest Coverage Test Minimum 245.94% >= 101.00% PASS

Class E Par Value Test Minimum 112.23% >= 106.53% PASS

Class F Par Value Test Minimum 107.65% >= 102.96% PASS

Reinvestment Overcollateralisation Test Minimum 107.65% >= 103.46% PASS

Portfolio Profile Test

(a) Senior Secured Loans & Bonds Minimum 98.9% >= 90.0% PASS

(b) Senior Secured Loans Minimum 85.9% >= 60.0% PASS

(c) Unsecured Senior Obligations, Mezzanine Obligations, Second Lien Loans and High Yield Bonds Maximum 1.1% <= 10.0% PASS

(d-i) Highest Single Obligor of Secured Senior Loans and Bonds Maximum 2.8% <= 3.0% PASS

(d-ii) 6th Highest Single Obligor of Secured Senior Loans and Bonds Maximum 2.0% <= 2.5% PASS

(e) Highest Single Obligor - Unsecured Senior Obligations, Mezzanine Obligations, Second Lien Loans and High Yield Bonds Maximum 0.8% <= 1.5% PASS

(f) Participations Maximum 0.0% <= 5.0% PASS

(g) CCC Obligations - Fitch Maximum 1.8% <= 7.5% PASS

(h) Caa Obligations - Moody Maximum 1.6% <= 7.5% PASS

(i) Fixed Rate Collateral Debt Obligations Maximum 4.1% <= 10.0% PASS

(j) Current Pay Obligations Maximum 0.0% <= 2.5% PASS

(k) Revolving Obligations and/or Delayed Drawdown Collateral Obligations Maximum 0.3% <= 5.0% PASS

Jubilee CLO 2014-XII BV 19-Sep-2017

Test Name Numerator Maximum/Minimum Actual Target Result

(l-i) Corporate Rescue Loans Maximum 0.0% <= 5.0% PASS

(l-ii) Highest Single Obligor of Corporate Rescue Loans Maximum 0.0% <= 2.0% PASS

(m-i) PIK Securities that are Restructured Maximum 0.0% <= 5.0% PASS

(m-ii) PIK Securities that are not Restructured Maximum 0.0% <= 0.0% PASS

(n) Cov-Lite Loans Maximum 5.8% <= 20.0% PASS

(o) Loans originated by the Investment Manager Maximum 0.0% <= 20.0% PASS

(p-i) Obligors - Domiciled in country rated below Aa3 By Moody Maximum 0.5% <= 10.0% PASS

(p-ii) Obligors - Domiciled in country rated below A3 By Moody Maximum 0.0% <= 5.0% PASS

(p-iii) Obligors - Domiciled in country rated below Baa3 By Moody Maximum 0.0% <= 0.0% PASS

(q) Obligors - Domiciled in country rated below A- By Fitch Maximum 7.4% <= 10.0% PASS

(r-i) Top Fitch Industry Classification Maximum 14.2% <= 17.5% PASS

(r-ii) Top 3 Fitch Industry Classifications Maximum 32.3% <= 40.0% PASS

(s)(ii)(vi) Moody Individual Third Party Credit Exposure rated A2/P1 Maximum 0% <= 5% PASS

(s)(ii)(vii) Moody Aggregate Third Party Credit Exposure rated A2 and not short term rating of P-1 or lower Maximum 0% <= 5% PASS

(s)(ii)(vii) Moody Individual Third Party Credit Exposure rated A2 and not short term rating of P-1 or lower Maximum 0% <= 5% PASS

(t) Moody's Rating derived from S&P's Ratings Maximum 0.0% <= 10.0% PASS

(u) Non-Euro Obligations Maximum 1.6% <= 30.0% PASS

(v-i) Highest Single Obligor Maximum 2.8% <= 3.0% PASS

(v-ii) 6th Highest Single Obligor Maximum 2.0% <= 2.5% PASS

Portfolio Profile: Bivariate

(s)(i) Fitch Individual Third Party Credit Exposure Rated AAA Maximum 0.0% <= 20.0% PASS

(s)(i)(i) Fitch Aggregate Third Party Credit Exposure Rated AAA or Lower Maximum 0.0% <= 20.0% PASS

(s)(i)(ii) Fitch Aggregate Third Party Credit Exposure Rated AA+ or Lower Maximum 0.0% <= 20.0% PASS

(s)(i)(ii) Fitch Individual Third Party Credit Exposure Rated AA+ Maximum 0.0% <= 10.0% PASS

(s)(i)(iii) Fitch Aggregate Third Party Credit Exposure Rated AA or Lower Maximum 0.0% <= 20.0% PASS

(s)(i)(iii) Fitch Individual Third Party Credit Exposure Rated AA Maximum 0.0% <= 10.0% PASS

(s)(i)(iv) Fitch Aggregate Third Party Credit Exposure Rated AA- or Lower Maximum 0.0% <= 15.0% PASS

(s)(i)(iv) Fitch Individual Third Party Credit Exposure Rated AA- Maximum 0.0% <= 10.0% PASS

(s)(i)(v) Fitch Aggregate Third Party Credit Exposure Rated A+ or Lower Maximum 0.0% <= 10.0% PASS

(s)(i)(v) Fitch Individual Third Party Credit Exposure Rated A+ Maximum 0.0% <= 5.0% PASS

(s)(i)(vi) Fitch Aggregate Third Party Credit Exposure Rated A or Lower Maximum 0.0% <= 5.0% PASS

(s)(i)(vi) Fitch Individual Third Party Credit Exposure Rated A Maximum 0.0% <= 5.0% PASS

(s)(i)(vii) Fitch Aggregate Third Party Credit Exposure Rated A- or Lower Equivalent 0.0% = 0.0% PASS

Jubilee CLO 2014-XII BV 19-Sep-2017

Test Name Numerator Maximum/Minimum Actual Target Result

(s)(i)(vii) Fitch Individual Third Party Credit Exposure Rated A- Equivalent 0.0% = 0.0% PASS

(s)(ii)(i) Moody Individual Third Party Credit Exposure Rated Aaa Maximum 0.0% <= 20.0% PASS

(s)(ii)(i) Moody's Aggregate Third Party Credit Exposure Rated Aaa or Lower Maximum 0.0% <= 20.0% PASS

(s)(ii)(ii) Moody Aggregate Third Party Credit Exposure Rated Aa1 or Lower Maximum 0.0% <= 20.0% PASS

(s)(ii)(ii) Moody Individual Third Party Credit Exposure Rated Aa1 Maximum 0.0% <= 10.0% PASS

(s)(ii)(iii) Moody Aggregate Third Party Credit Exposure Rated Aa2 or Lower Maximum 0.0% <= 20.0% PASS

(s)(ii)(iii) Moody Individual Third Party Credit Exposure Rated Aa2 Maximum 0.0% <= 10.0% PASS

(s)(ii)(iv) Moody Aggregate Third Party Credit Exposure Rated Aa3 or Lower Maximum 0.0% <= 15.0% PASS

(s)(ii)(iv) Moody Individual Third Party Credit Exposure Rated Aa3 Maximum 0.0% <= 10.0% PASS

(s)(ii)(v) Moody Aggregate Third Party Credit Exposure Rated A1 or Lower Maximum 0.0% <= 10.0% PASS

(s)(ii)(v) Moody Individual Third Party Credit Exposure Rated A1 Maximum 0.0% <= 5.0% PASS

(s)(ii)(vi) Moody Aggregate Third Party Credit Exposure Rated A2 or Lower Maximum 0.0% <= 5.0% PASS

(s)(ii)(vi) Moody Aggregate Third Party Credit Exposure rated A2/P1 Maximum 0% <= 5% PASS

(so)(ii)(vi) Moody Individual Third Party Credit Exposure Rated A2 Maximum 0.0% <= 5.0% PASS

Jubilee CLO 2014-XII BV 19-Sep-2017

Fitch Industry Breakdown 16

6 % of APB 4

Drugs Utilities Oil & gas Health care Automotive Food service Food products Rail industries Leisure Cable &tel satelliteevision Clothing/textiles drug) products Radio & Television Containers & glass services equipment Food/drug retailersFarming/agriculture Chemicals & plastics Electronics/electrical Industrial equipmentTelecommunications Ecological services & Beverage & Tobacco Business equipment & Retailers (except food & Financial intermediaries Building & Development Environmental services goods/activities/movies P

Moody's Industry Breakdown 16

4 % of APB 2

Finance Utilities Banking Grocery Ecological Electronics Retail Store Automobile

Glass Service Childcare Telecommunications Printing and Publishing Manufacturing Farming and Agriculture Personal Transportation Diversified/Conglomerate Diversified/Conglomerate Healthcare, Education and Buildings and Real Estate Containers, Packaging and Machinery (Non-Agriculture,Non-Electronic) Leisure,Pic Amusement,tures, Entertainment Motion Non-Construction and Beverage, Food and Tobacco HomeH andousewares Office Furnishings, and Durable Chemicals, PlasticsBroadcasting and Rubber and Entertainment Consumer Products Hotels, Motels,P Inns and Gaming

Jubilee CLO 2014-XII BV 19-Sep-2017

Issuer Name Asset LXID / ISIN Rate Payment Maturity Net Euribor Seniority Currency Asset Country of Principal Option Frequency Date Spread Floor Type Domicile Balance

Aenova Holding GmbH Facility B (Aenova Holding) LX142050 Float Monthly 29-Sep-2020 4.00% 1.00% Senior Secured EUR Loan Germany 3,914,737.00

Aenova Holding GmbH - Dragenopharm Facility B LX142050 Float Quarterly 29-Sep-2020 4.00% 1.00% Senior Secured EUR Loan Germany 1,936,613.00 Apotheker Pueschl GmbH Aenova Holding GmbH - SwissCaps Facility B LX142050 Float Monthly 29-Sep-2020 4.00% 1.00% Senior Secured EUR Loan Luxembourg 1,179,812.00 Holding (Luxembourg) Sarl Aenova Holding GMBH - Temmler Pharma Facility B (Temmler) LX142050 Float Monthly 29-Sep-2020 4.00% 1.00% Senior Secured EUR Loan Germany 468,837.90 GMBH & Co. KG Allnex SARL Tranche B-1 Term Loan LX152755 Float Quarterly 13-Sep-2023 3.25% 0.00% Senior Secured EUR Loan Luxembourg 5,458,750.00

Alpha Bidco SAS Facility B1 LX159934 Float Quarterly 07-Mar-2024 0.00% 0.00% Senior Secured EUR Loan France 699,874.60

Alpha BidCo SAS - Dutch Topco Facility B2 LX160654 Float Quarterly 07-Mar-2024 3.50% 0.00% Senior Secured EUR Loan France 300,125.40

Amplitude Float - 08/2021 (Private Placement) 21448 Float Semi-Annual 20-Aug-2021 5.00% 0.00% Senior Secured EUR Loan France 1,180,000.00

APCOA Parking Holdings Gmbh Term Loan B LX160841 Float Quarterly 20-Mar-2024 4.25% 0.00% Senior Secured EUR Loan Germany 2,000,000.00

Aruba Investments Inc Euro Term B-1 Loan LX145177 Float Quarterly 02-Feb-2022 3.25% 1.00% Senior Secured EUR Loan United States 2,450,000.00

AS Adventure BV Facility B LX143652 Float Quarterly 14-Apr-2022 5.00% 0.00% Senior Secured EUR Loan United Kingdom 4,500,000.00

Auris Luxembourg III SARL Facility B6 LX160224 Float Quarterly 17-Jan-2022 3.50% 0.00% Senior Secured EUR Loan Germany 1,955,113.00

Big White Acquico Gmbh Facility B LX157317 Float Monthly 03-Jan-2024 4.25% 0.00% Senior Secured EUR Loan Germany 2,000,000.00

BISOHO SAS Float - 05/2022 XS1405782662 Float Quarterly 01-Nov-2022 6.00% 0.00% Senior Secured EUR Bond France 1,000,000.00

Boparan Finance Plc 4.375% - 07/2021 XS1082473395 Fixed Semi-Annual 15-Jul-2021 0.00% N/A Senior Unsecured EUR Loan United Kingdom 3,767,000.00

Cabot Finacial Luxembou ECPG Float - 11/15/2021 XS1117279619 Float Quarterly 15-Nov-2021 5.88% 0.00% Senior Secured EUR Bond United States 797,000.00

Catalent Pharma Solutions Inc 1st Lien EUR Term Loan LX137091 Float Monthly 20-May-2021 2.50% 1.00% Senior Secured EUR Loan United States 4,476,995.00

CDS Holdco III BV Facility B Commitment LX145356 Float Monthly 30-Jun-2021 3.25% 0.00% Senior Secured EUR Loan Luxembourg 7,200,102.00

Ceva Sante Animale Facility B2 LX135736 Float Quarterly 30-Jun-2021 3.00% 0.00% Senior Secured EUR Loan France 4,000,000.00

Chemours Company (The) Tranche B1 Euro Term Loan LX161997 Float Quarterly 12-May-2022 2.25% 0.75% Senior Secured EUR Loan United States 4,488,750.00

Cidron Gloria Group Services Gmbh Initial Term Loan LX139056 Float Quarterly 30-Aug-2021 3.00% 1.00% Senior Secured EUR Loan Germany 4,000,000.00

Cidron Ollopa BV Facility B1 (First Lien) LX145738 Float Quarterly 29-Jul-2022 3.50% 1.00% Senior Secured EUR Loan Netherlands 4,393,651.00

Cidron Ollopa BV Facility B2 (First Lien) LX146812 Float Quarterly 30-Sep-2022 3.50% 1.00% Senior Secured EUR Loan Netherlands 606,349.20

Coherent Holding Gmbh Euro Term Loan LX153899 Float Quarterly 07-Nov-2023 2.25% 0.75% Senior Secured EUR Loan Germany 7,484,758.00

Colouroz Investment 1 GMBH New First Lien Initial Term Loan LX136879 Float Quarterly 07-Sep-2021 3.00% 0.75% Senior Secured EUR Loan Germany 9,891,079.00

Constantia Flexibles Gmbh Facility B1A (EUR) LX143296 Float Quarterly 30-Apr-2022 3.00% 1.00% Senior Secured EUR Loan Austria 1,740,219.00

Constantia Flexibles Gmbh Facility B2A (EUR) LX143893 Float Quarterly 30-Apr-2022 3.00% 1.00% Senior Secured EUR Loan Austria 259,780.90

Cool International Holding GMBH Facility B1 LX140097 Float Quarterly 19-Nov-2020 4.25% 0.00% Senior Secured EUR Loan Austria 3,902,036.00

Delachaux S.A. - Railtech International Facility B1 LX141055 Float Quarterly 28-Oct-2021 3.75% 0.00% Senior Secured EUR Loan France 7,781,933.00 S.A. Deoleo S.A. Initial Term Loan (First Lien) LX137333 Float Quarterly 11-Jun-2021 3.50% 1.00% Senior Secured EUR Loan Spain 5,000,000.00

Diaverum Holding SARL Second Lien Term Loan LX164120 Float Quarterly 04-Jul-2025 8.23% 0.00% Senior Unsecured EUR Loan Luxembourg 1,500,000.00

Diaverum Sarl Facility B LX164119 Float Bi-monthly 10-Jun-2024 3.25% 0.00% Senior Secured EUR Loan Luxembourg 4,000,000.00

Dorna Sports SL B2 Euro Term Loan LX161739 Float Semi-Annual 31-Dec-2023 3.25% 0.00% Senior Secured EUR Loan Spain 9,431,615.00

Jubilee CLO 2014-XII BV 19-Sep-2017

Issuer Name Asset LXID / ISIN Rate Payment Maturity Net Euribor Seniority Currency Asset Country of Principal Option Frequency Date Spread Floor Type Domicile Balance

Eircom Finco S.a.r.l 2017 Term Loan B LX161434 Float Monthly 19-Apr-2024 3.48% 0.00% Senior Secured EUR Loan Ireland 4,500,000.00

Elsan SAS Facility B2 LX146849 Float Monthly 31-Oct-2022 3.75% 0.00% Senior Secured EUR Loan France 6,000,000.00

Emerald 2 Limited - Eagle US Inc Facility B2 LX137157 Float Quarterly 17-May-2021 4.00% 1.00% Senior Secured EUR Loan United Kingdom 4,000,000.00

Equinix Inc Term B-2 Commitment LX168018 Float Quarterly 05-Jan-2024 2.50% 0.00% Senior Secured EUR Loan United States 6,982,500.00

Federal Mogul Holding C 4.875% - 04/2022 XS1587905727 Fixed Semi-Annual 15-Apr-2022 0.00% N/A Senior Secured EUR Bond United States 1,400,000.00

Financiere Dry Mix Solutions SAS Facility B LX161205 Float Quarterly 13-Mar-2024 3.50% 0.00% Senior Secured EUR Loan France 4,000,000.00

Financiere Labeyrie Fine Foods Term Loan B2 LX163674 Float Quarterly 23-May-2023 4.25% 0.00% Senior Secured EUR Loan France 313,186.80

Financiere Verdi I SAS New Facility B LX160780 Float Quarterly 21-Jul-2023 3.50% 0.00% Senior Secured EUR Loan France 1,500,000.00

Flamingo LUX II Senior Facility B LX153737 Float Quarterly 07-Sep-2023 3.50% 0.00% Senior Secured EUR Loan France 4,941,492.00

GALAPAGOS SA Floating - 06/2021 XS1071411547 Float Quarterly 15-Jun-2021 4.75% N/A Senior Secured EUR Bond Germany 1,888,000.00

GARFUNKELUX HOLDCO 3 SA Float - 10/2021 XS1492372088 Float Quarterly 01-Oct-2021 5.50% 0.00% Senior Secured EUR Bond Luxembourg 6,500,000.00

Greeneden U.S. Holdings I, LLC Tranche B-2 Euro Term Loan LX166222 Float Quarterly 01-Dec-2023 3.75% 0.00% Senior Secured EUR Loan United States 6,467,500.00

Guala Closures SPA Float - 11/2021 XS1516322465 Float Quarterly 15-Nov-2021 4.75% 0.00% Senior Secured EUR Bond Italy 2,250,000.00

GVC Holdings Plc Facility B LX161094 Float Semi-Annual 02-Mar-2023 3.25% 0.00% Senior Secured EUR Loan United Kingdom 1,000,000.00

HNVR Holdco Limited Facility B LX152965 Float Quarterly 12-Sep-2023 5.00% 0.00% Senior Secured EUR Loan Spain 2,954,694.00

Horizon Holdings II SAS Facility B4 LX164316 Float Semi-Annual 28-Oct-2022 2.75% 0.00% Senior Secured EUR Loan France 7,500,000.00

Ineos Finance PLC New 2022 Euro Term Loan LX160309 Float Bi-monthly 31-Mar-2022 2.50% 0.75% Senior Secured EUR Loan United Kingdom 14,152,420.00

Ineos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan LX161339 Float Quarterly 29-Mar-2024 2.50% 0.75% Senior Secured EUR Loan Germany 5,586,463.00

Infinitas Learning Holding B.V - Infinitas Facility B3 LX162255 Float Quarterly 03-May-2024 3.75% 0.00% Senior Secured EUR Loan Netherlands 6,000,000.00 Learning Netherlands BV Infor (US) Inc Euro Tranche B-1 Term Loan LX159914 Float Quarterly 01-Feb-2022 2.75% 1.00% Senior Secured EUR Loan United States 3,690,750.00

Inovyn Finance PLC 2024 Tranche B Euro Term Loan LX162963 Float Quarterly 10-May-2024 3.00% 0.75% Senior Secured EUR Loan United Kingdom 1,488,769.00

International Park Holdings B.V. Facility B LX164876 Float Semi-Annual 13-Jun-2024 3.50% 0.00% Senior Secured EUR Loan Netherlands 2,500,000.00

Interoute Communications Limited Facility B LX156376 Float Quarterly 03-Nov-2023 3.75% 0.00% Senior Secured EUR Loan United Kingdom 2,000,000.00

Intervias Finco Ltd Facility D2 LX163533 Float Quarterly 30-Jan-2023 4.00% 0.00% Senior Secured EUR Loan United Kingdom 9,000,000.00

Ion Trading Finance Limited Tranche B-1 Euro Loan LX147780 Float Quarterly 11-Aug-2023 2.75% 1.00% Senior Secured EUR Loan Ireland 8,063,798.00

Jacobs Douwe Egberts Holdings BV Term Loan B - EUR LX163472 Float Quarterly 02-Jul-2022 2.00% 0.75% Senior Secured EUR Loan Netherlands 1,927,988.00

Kirk Beauty One Gmbh - Douglas Gmbh Facility B1 LX159199 Float Quarterly 12-Aug-2022 3.50% 0.00% Senior Secured EUR Loan Germany 507,429.70

Kirk Beauty One Gmbh - Douglas Gmbh Facility B2 LX160534 Float Quarterly 12-Aug-2022 3.50% 0.00% Senior Secured EUR Loan Germany 175,766.00

Kirk Beauty One Gmbh - Douglas Gmbh Facility B3 LX160535 Float Quarterly 12-Aug-2022 3.50% 0.00% Senior Secured EUR Loan Germany 432,128.00

Kirk Beauty One Gmbh - Douglas Gmbh Facility B4 LX160536 Float Quarterly 12-Aug-2022 3.50% 0.00% Senior Secured EUR Loan Germany 336,222.60

Kirk Beauty One Gmbh - Douglas Gmbh Facility B5 LX160537 Float Quarterly 12-Aug-2022 3.50% 0.00% Senior Secured EUR Loan Germany 74,716.00

Kirk Beauty One Gmbh - Douglas Gmbh Facility B6 LX160538 Float Quarterly 12-Aug-2022 3.50% 0.00% Senior Secured EUR Loan Germany 283,558.50

Kirk Beauty One Gmbh - Douglas Gmbh Facility B7 LX160539 Float Quarterly 12-Aug-2022 3.50% 0.00% Senior Secured EUR Loan Germany 190,178.00

Klockner Pentaplast of America Inc Euro Term Loan LX165634 Float Quarterly 29-Jun-2022 4.75% 0.00% Senior Secured EUR Loan Germany 8,000,000.00

Jubilee CLO 2014-XII BV 19-Sep-2017

Issuer Name Asset LXID / ISIN Rate Payment Maturity Net Euribor Seniority Currency Asset Country of Principal Option Frequency Date Spread Floor Type Domicile Balance

Kraton Polymers Holdings BV Initial Euro Term Loan LX167833 Float Quarterly 06-Jan-2022 2.50% 0.75% Senior Secured EUR Loan United States 2,500,000.00

Labeyrie Fine Foods Term B-1 Loan LX162594 Float Quarterly 23-May-2023 4.25% 0.00% Senior Secured EUR Loan France 1,186,813.00

LSF10 XL BIdco SCA Facility B LX159274 Float Bi-monthly 11-Apr-2024 4.00% 0.00% Senior Secured EUR Loan Luxembourg 3,500,000.00

LSF9 Robin Investments Limited Facility B4 LX165654 Float Quarterly 14-Dec-2023 3.00% 0.00% Senior Secured EUR Loan United Kingdom 3,500,000.00

Lumenis EUR/SWAP 2 Float Quarterly 29-Aug-2023 3.90% N/A Senior Secured EUR Loan Netherlands 3,532,800.00

MacDermid Agricultural Solutions Holdings Euro Tranche C-5 Term Loan LX162203 Float Monthly 07-Jun-2023 2.75% 0.75% Senior Secured EUR Loan United States 6,436,243.00 BV Macdermid Funding LLC Euro Tranche C-4 Term Loan LX157015 Float Monthly 07-Jun-2020 3.25% 1.00% Senior Secured EUR Loan United States 3,463,825.00

Memora Servicios Funeraios, SLU Term Loan B LX137058 Float Quarterly 28-May-2021 3.75% N/A Senior Secured EUR Loan Spain 6,459,590.00

Misys Limited First Lien Euro Term Loan LX163229 Float Quarterly 13-Jun-2024 3.25% 1.00% Senior Secured EUR Loan Luxembourg 2,000,000.00

Motor Fuel Group Term Loan Eur/ Swap Float Quarterly 18-Jul-2022 3.83% N/A Senior Secured EUR Loan United Kingdom 2,848,250.00

Mustang Bidco Limited Facility B LX137083 Float Monthly 29-Apr-2021 3.75% 0.00% Senior Secured EUR Loan United Kingdom 4,539,118.00

NEP Europe Finco BV Euro Term Loan (First Lien) LX157878 Float Quarterly 03-Jan-2024 3.00% 0.75% Senior Secured EUR Loan United States 1,492,500.00

NetInvest Limited Facility B LX145020 Float Quarterly 10-Aug-2022 3.75% 0.00% Senior Secured EUR Loan United Kingdom 3,000,000.00

New Look Secured Issuer Float - 07/2022 XS1248517341 Float Quarterly 01-Jul-2022 4.50% 0.00% Senior Secured EUR Bond United Kingdom 750,000.00

NewCo Sab Bidco Facility B LX161320 Float Quarterly 22-Apr-2024 3.00% 0.00% Senior Secured EUR Loan France 2,000,000.00

Nielsen Finance LLC (VNU) Class B-2 Euro Term Loan LX136616 Float Monthly 15-Apr-2021 2.50% N/A Senior Secured EUR Loan Netherlands 3,120,360.00

Novacap Group Bidco Retired Facility B LX166914 Float Quarterly 22-Jun-2023 4.25% 0.00% Senior Secured EUR Loan France 2,000,000.00

NUOVO TRASPORTO VIAGGIAT Float - 06/2023 XS1634447988 Float Quarterly 01-Jun-2023 0.00% 0.00% Senior Secured EUR Bond Italy 2,000,000.00

Oberthur Technologies SA Facility B1 - Euro LX157594 Float Quarterly 10-Jan-2024 3.75% 0.00% Senior Secured EUR Loan France 3,444,043.00

Oberthur Technologies SA Facility B2 - Euro LX158095 Float Quarterly 10-Jan-2024 3.75% 0.00% Senior Secured EUR Loan France 5,555,957.00

Obol France 3 SAS Facility B LX161834 Float Semi-Annual 11-Apr-2023 3.75% 0.00% Senior Secured EUR Loan France 1,500,000.00

Orion Engineered Carbons GmbH Initial Euro Term Loan LX139695 Float Quarterly 25-Jul-2021 2.75% 1.00% Senior Secured EUR Loan Germany 7,476,766.00

Peer Holdings BV Facility B LX150838 Float Quarterly 25-Feb-2022 3.25% 0.00% Senior Secured EUR Loan Netherlands 2,000,000.00

Petrus Bidco BV Facility B LX165609 Float Quarterly 18-Jul-2024 3.25% 0.00% Senior Secured EUR Loan Netherlands 4,000,000.00

PQ Corporation Second Amendment Tranche B-2 Term LX167801 Float Quarterly 04-Nov-2022 3.25% 0.75% Senior Secured EUR Loan United States 990,018.80 Loans Premier Lotteries Ireland DAC Term Loan B LX166130 Float Quarterly 12-Jun-2024 3.50% 0.00% Senior Secured EUR Loan Ireland 750,000.00

Promontoria Mcs SAS Float - 09/2021 XS1496169001 Float Quarterly 30-Sep-2021 5.75% 0.00% Senior Secured EUR Bond France 1,200,000.00

Redtop Acquisitions Limited Initial Euro Term Loan (First Lien) LX133726 Float Quarterly 03-Dec-2020 3.00% 1.00% Senior Secured EUR Loan United Kingdom 3,000,000.00

Sam Bidco Facility B3B LX142742 Float Quarterly 17-Dec-2021 3.50% 0.00% Senior Secured EUR Loan France 2,023,912.00

Sam Bidco New Facility B3A LX139399 Float Quarterly 17-Dec-2021 3.50% 0.00% Senior Secured EUR Loan France 7,378,223.00

SAM Finance Lux S.A R.L Euro Term Loan LX133835 Float Quarterly 17-Dec-2020 3.50% 1.00% Senior Secured EUR Loan United Kingdom 4,842,661.00

SFR Group SA Refinancing Term Loan B11 LX162008 Float Quarterly 31-Jul-2025 3.00% 0.00% Senior Secured EUR Loan France 3,990,000.00

Softbank Group Corp 3.125% - 09/2025 XS1684385161 Fixed Semi-Annual 19-Sep-2025 0.00% N/A Senior Secured EUR Bond Japan 2,600,000.00

Solera LLC Euro Term Loan LX151195 Float Quarterly 03-Mar-2023 3.00% 0.75% Senior Secured EUR Loan United States 1,975,000.00

Jubilee CLO 2014-XII BV 19-Sep-2017

Issuer Name Asset LXID / ISIN Rate Payment Maturity Net Euribor Seniority Currency Asset Country of Principal Option Frequency Date Spread Floor Type Domicile Balance

Springer Science & Business Media Initial B11 Term Loan LX161998 Float Quarterly 14-Aug-2020 3.25% 0.50% Senior Secured EUR Loan Germany 14,191,760.00 Deutschland GMBH SSCP Eleanor Finance S.A.R.L Acquisition Facility 2 Float Quarterly 07-Aug-2024 0.00% N/A Senior Secured EUR Loan United Kingdom 1,375,000.00

SSCP Eleanor Finance S.A.R.L Acqusition Term Loan LX147340 Float Quarterly 07-Aug-2024 6.25% 0.50% Senior Secured EUR Loan United Kingdom 687,500.00

SSCP Eleanor Finance S.A.R.L Unitranche LX147339 Float Quarterly 07-Aug-2024 6.25% 0.50% Senior Secured EUR Loan United Kingdom 4,812,500.00

Stiga SPA Facility B LX168343 Float Quarterly 26-Aug-2024 4.25% N/A Senior Secured EUR Loan Italy 6,000,000.00

Stretford Seventy Nine Float - 07/2020- EUROSWAP XS1087775240 Float Semi-Annual 15-Jul-2020 0.00% N/A Senior Secured EUR Loan United Kingdom 1,562,900.00

Tackle Sarl New Facility B LX161574 Float Quarterly 28-Mar-2023 3.50% 0.00% Senior Secured EUR Loan Luxembourg 5,500,000.00

Taghleef Industries Holdco Limited Facility B (EUR) LX152515 Float Semi-Annual 10-May-2023 3.50% 0.00% Senior Secured EUR Loan United States 1,500,000.00

Technicolor S.A. First Incremental Euro Term Loan LX162153 Float Bi-monthly 06-Dec-2023 3.00% 0.00% Senior Secured EUR Loan France 2,500,000.00

Technicolor S.A. Term Loan LX157075 Float Quarterly 06-Dec-2023 3.50% 0.00% Senior Secured EUR Loan France 3,500,000.00

Tele Columbus AG 2017 New Facility A LX162004 Float Semi-Annual 15-Oct-2024 3.25% 0.00% Senior Secured EUR Loan Germany 5,500,000.00

THREEAB OPITIQUE DV 5.625% - 04/2019 XS1028956909 Fixed Semi-Annual 15-Apr-2019 0.00% N/A Senior Secured EUR Bond France 1,348,000.00

TMF Group Holding BV Facility B LX162575 Float Semi-Annual 13-Oct-2023 3.50% 0.00% Senior Secured EUR Loan Netherlands 3,500,000.00

Trionista Holdco GMBH - Ista Holding Facility B1B3 LX144052 Float Quarterly 30-Apr-2020 3.00% 0.00% Senior Secured EUR Loan Germany 16,538.00 Netherlands BV Trionista Holdco GMBH - Ista International Facility B1A3 LX143931 Float Quarterly 30-Apr-2020 3.00% 0.00% Senior Secured EUR Loan Germany 13,836,970.00 GMBH Trionista Holdco GMBH - Meter Acquisition Facility B1C3 LX143932 Float Quarterly 30-Apr-2020 3.00% 0.00% Senior Secured EUR Loan Germany 114,841.80 SAS Trionista Holdco GMBH - VES HOLDING Facility B1E3 LX144054 Float Quarterly 30-Apr-2020 3.00% 0.00% Senior Secured EUR Loan Germany 31,652.50 APS Unilabs Diagnostics AB New Euro Term Loan B2 LX161584 Float Semi-Annual 19-Apr-2024 3.00% 0.00% Senior Secured EUR Loan Sweden 9,500,000.00

Unit 4 Sweden Holding AB Facility B1 (EUR) LX141580 Float Monthly 17-Mar-2021 4.25% 0.00% Senior Secured EUR Loan Netherlands 7,000,000.00

United Group BV Fixed 4.375% - 07/2022 XS1647814968 Fixed Semi-Annual 01-Jul-2022 0.00% N/A Senior Secured EUR Bond Netherlands 5,500,000.00

Univar USA Inc Initial Euro Term Loan LX145475 Float Quarterly 01-Jul-2022 3.25% 1.00% Senior Secured EUR Loan United States 978,000.00

UPCB Finance IV LTD 4% - 01/2027 XS1117297603 Fixed Semi-Annual 15-Jan-2027 0.00% N/A Senior Secured EUR Bond Germany 3,000,000.00

Viridian Group Fundco II 7.5% - 03/2020 XS1179900102 Fixed Semi-Annual 01-Mar-2020 0.00% N/A Senior Secured EUR Bond United Kingdom 1,575,000.00

Vivarte New Money A Preference Share 0.00% N/A Senior Secured EUR Equity France 583.00

Vivarte New Money B Preference Shares 0.00% N/A Senior Secured EUR Equity France 583.00

Vivarte S.A. Preferred New Money Shares 0.00% N/A Senior Secured EUR Equity France 1,916.00

Vivarte S.A. Super Senior Facility LX139578 Float Quarterly 29-Oct-2019 4.00% 0.00% Senior Secured EUR Loan France 3,052,004.00

Watson Bidco BV Facility B LX164355 Float Quarterly 20-May-2024 3.50% 0.00% Senior Secured EUR Loan Netherlands 4,500,000.00

Wind Acquisition Fin SA Float 4.125%- 07/2020 XS1204622960 Float Quarterly 15-Jul-2020 4.13% 0.00% Senior Secured EUR Bond Italy 1,000,000.00

Wind Acquisition Holdings Finance SA Floating - 07/2020 XS1082635712 Float Quarterly 15-Jul-2020 4.00% N/A Senior Secured EUR Bond Italy 2,215,000.00

WMG Acquisition Corp 4.125% - 11/2024 XS1505573995 Fixed Semi-Annual 01-Nov-2024 0.00% N/A Senior Secured EUR Bond United States 1,500,000.00

WowMidco SAS Facility B2 LX159174 Float Semi-Annual 16-Mar-2023 4.25% 0.00% Senior Secured EUR Loan France 3,000,000.00

WP/AV CH Holdings III BV Facility B Loan LX165484 Float Quarterly 12-Jun-2024 4.25% 0.00% Senior Secured EUR Loan Netherlands 2,000,000.00

Jubilee CLO 2014-XII BV 19-Sep-2017

Issuer Name Asset LXID / ISIN Rate Payment Maturity Net Euribor Seniority Currency Asset Country of Principal Option Frequency Date Spread Floor Type Domicile Balance

ZF Bidco Senior Facility B LX162576 Float Quarterly 26-Apr-2024 4.00% 0.00% Senior Secured EUR Loan France 1,750,000.00

Ziggo Secured Finance Partnership Term Loan F LX159376 Float Semi-Annual 15-Apr-2025 3.00% 0.00% Senior Secured EUR Loan Netherlands 12,000,000.00

Total Balance: 471,979,518.70

Jubilee CLO 2014-XII BV 19-Sep-2017

Issuer Name Facility LXID / ISIN Principal Balance CDO Type Security Security Cov-Lite Step Up Coupon Delayed Discount Deferring Obligation Obligation Obligation Corporate Revolving Drawdown Bridge Loan PIK Security Current Pay Restructured Rescue Loan Zero Coupon Swapped Non

BISOHO SAS Float - 05/2022 XS1405782662 ------1,000,000.00

Cabot Finacial Luxembou ECPG Float - 11/15/2021 XS1117279619 ------797,000.00

Federal Mogul Holding C 4.875% - 04/2022 XS1587905727 ------1,400,000.00

GALAPAGOS SA Floating - 06/2021 XS1071411547 ------1,888,000.00

GARFUNKELUX HOLDCO 3 SA Float - 10/2021 XS1492372088 ------6,500,000.00

Guala Closures SPA Float - 11/2021 XS1516322465 ------2,250,000.00

New Look Secured Issuer Float - 07/2022 XS1248517341 ------750,000.00

NUOVO TRASPORTO VIAGGIAT Float - 06/2023 XS1634447988 ------2,000,000.00

Promontoria Mcs SAS Float - 09/2021 XS1496169001 ------1,200,000.00

Softbank Group Corp 3.125% - 09/2025 XS1684385161 ------2,600,000.00

THREEAB OPITIQUE DV 5.625% - 04/2019 XS1028956909 ------1,348,000.00

United Group BV Fixed 4.375% - 07/2022 XS1647814968 ------5,500,000.00

UPCB Finance IV LTD 4% - 01/2027 XS1117297603 ------3,000,000.00

Viridian Group Fundco II 7.5% - 03/2020 XS1179900102 ------1,575,000.00

Wind Acquisition Fin SA Float 4.125%- 07/2020 XS1204622960 ------1,000,000.00

Wind Acquisition Holdings Finance SA Floating - 07/2020 XS1082635712 ------2,215,000.00

WMG Acquisition Corp 4.125% - 11/2024 XS1505573995 ------1,500,000.00

Vivarte New Money A Preference Share ------583.00

Vivarte New Money B Preference Shares ------583.00

Vivarte S.A. Preferred New Money Shares ------1,916.00

Aenova Holding GmbH Facility B (Aenova Holding) LX142050 Yes ------3,914,737.00

Aenova Holding GmbH - Dragenopharm Facility B DE009A2NPB16 Yes ------1,936,613.00 Apotheker Pueschl GmbH Aenova Holding GmbH - SwissCaps Facility B LU009A2NPBV9 ------1,179,812.00 Holding (Luxembourg) Sarl Aenova Holding GMBH - Temmler Pharma Facility B (Temmler) DE009A2NPFL2 Yes ------468,837.90 GMBH & Co. KG Allnex SARL Tranche B-1 Term Loan LX152755 Yes ------5,458,750.00

Alpha Bidco SAS Facility B1 LX159934 Yes ------699,874.60

Alpha BidCo SAS - Dutch Topco Facility B2 LX160654 Yes ------300,125.40

Amplitude Float - 08/2021 (Private Placement) 21448 ------1,180,000.00

APCOA Parking Holdings Gmbh Term Loan B LX160841 ------2,000,000.00

Aruba Investments Inc Euro Term B-1 Loan US04317MAF86 ------2,450,000.00

AS Adventure BV Facility B LX143652 ------4,500,000.00

Auris Luxembourg III SARL Facility B6 LX160224 Yes ------1,955,113.00

Big White Acquico Gmbh Facility B LX157317 ------2,000,000.00

Boparan Finance Plc 4.375% - 07/2021 XS1082473395 ------3,767,000.00

Jubilee CLO 2014-XII BV 19-Sep-2017

Catalent Pharma Solutions Inc 1st Lien EUR Term Loan LX137091 ------4,476,995.00

CDS Holdco III BV Facility B Commitment LX145356 ------7,200,102.00

Ceva Sante Animale Facility B2 LX135736 Yes ------4,000,000.00

Chemours Company (The) Tranche B1 Euro Term Loan LX161997 ------4,488,750.00

Cidron Gloria Group Services Gmbh Initial Term Loan LX139056 ------4,000,000.00

Cidron Ollopa BV Facility B1 (First Lien) LX145738 ------4,393,651.00

Cidron Ollopa BV Facility B2 (First Lien) LX146812 ------606,349.20

Coherent Holding Gmbh Euro Term Loan XAD2000EAC57 ------7,484,758.00

Colouroz Investment 1 GMBH New First Lien Initial Term Loan LX136879 ------9,891,079.00

Constantia Flexibles Gmbh Facility B1A (EUR) LX143296 Yes ------1,740,219.00

Constantia Flexibles Gmbh Facility B2A (EUR) LX143893 Yes ------259,780.90

Cool International Holding GMBH Facility B1 LX140097 Yes ------3,902,036.00

Delachaux S.A. - Railtech International Facility B1 LX141055 Yes Yes ------7,781,933.00 S.A. Deoleo S.A. Initial Term Loan (First Lien) XAE3640KAB61 ------5,000,000.00

Diaverum Holding SARL Second Lien Term Loan LX164120 ------1,500,000.00

Diaverum Sarl Facility B LX164119 Yes ------4,000,000.00

Dorna Sports SL B2 Euro Term Loan LX161739 Yes ------9,431,615.00

Eircom Finco S.a.r.l 2017 Term Loan B LX161434 Yes ------4,500,000.00

Elsan SAS Facility B2 LX146849 Yes ------6,000,000.00

Emerald 2 Limited - Eagle US Inc Facility B2 LX137157 ------4,000,000.00

Equinix Inc Term B-2 Commitment LX168018 Yes ------6,982,500.00

Financiere Dry Mix Solutions SAS Facility B LX161205 ------4,000,000.00

Financiere Labeyrie Fine Foods Term Loan B2 LX163674 ------313,186.80

Financiere Verdi I SAS New Facility B LX160780 Yes ------1,500,000.00

Flamingo LUX II Senior Facility B LX153737 ------4,941,492.00

Greeneden U.S. Holdings I, LLC Tranche B-2 Euro Term Loan US39479UAH68 Yes ------6,467,500.00

GVC Holdings Plc Facility B LX161094 ------1,000,000.00

HNVR Holdco Limited Facility B LX152965 ------2,954,694.00

Horizon Holdings II SAS Facility B4 LX164316 Yes ------7,500,000.00

Ineos Finance PLC New 2022 Euro Term Loan LX160309 Yes Yes ------14,152,420.00

Ineos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan LX161339 Yes Yes ------5,586,463.00

Infinitas Learning Holding B.V - Infinitas Facility B3 LX162255 Yes ------6,000,000.00 Learning Netherlands BV Infor (US) Inc Euro Tranche B-1 Term Loan LX159914 ------3,690,750.00

Inovyn Finance PLC 2024 Tranche B Euro Term Loan LX162963 Yes ------1,488,769.00

Jubilee CLO 2014-XII BV 19-Sep-2017

International Park Holdings B.V. Facility B LX164876 ------2,500,000.00

Interoute Communications Limited Facility B LX156376 ------2,000,000.00

Intervias Finco Ltd Facility D2 LX163533 Yes ------9,000,000.00

Ion Trading Finance Limited Tranche B-1 Euro Loan LX147780 Yes ------8,063,798.00

Jacobs Douwe Egberts Holdings BV Term Loan B - EUR LX163472 ------1,927,988.00

Kirk Beauty One Gmbh - Douglas Gmbh Facility B1 LX159199 Yes ------507,429.70

Kirk Beauty One Gmbh - Douglas Gmbh Facility B2 LX160534 Yes ------175,766.00

Kirk Beauty One Gmbh - Douglas Gmbh Facility B3 LX160535 Yes ------432,128.00

Kirk Beauty One Gmbh - Douglas Gmbh Facility B4 LX160536 Yes ------336,222.60

Kirk Beauty One Gmbh - Douglas Gmbh Facility B5 LX160537 Yes ------74,716.00

Kirk Beauty One Gmbh - Douglas Gmbh Facility B6 LX160538 Yes ------283,558.50

Kirk Beauty One Gmbh - Douglas Gmbh Facility B7 LX160539 Yes ------190,178.00

Klockner Pentaplast of America Inc Euro Term Loan US49865NAP50 Yes ------8,000,000.00

Kraton Polymers Holdings BV Initial Euro Term Loan LX167833 ------2,500,000.00

Labeyrie Fine Foods Term B-1 Loan LX162594 ------1,186,813.00

LSF10 XL BIdco SCA Facility B LX159274 ------3,500,000.00

LSF9 Robin Investments Limited Facility B4 LX165654 Yes ------3,500,000.00

Lumenis EUR/SWAP 2 ------3,532,800.00

MacDermid Agricultural Solutions Holdings Euro Tranche C-5 Term Loan LX162203 ------6,436,243.00 BV Macdermid Funding LLC Euro Tranche C-4 Term Loan LX157015 Yes ------3,463,825.00

Memora Servicios Funeraios, SLU Term Loan B LX137058 ------6,459,590.00

Misys Limited First Lien Euro Term Loan LX163229 ------2,000,000.00

Motor Fuel Group Term Loan Eur/ Swap ------2,848,250.00

Mustang Bidco Limited Facility B LX137083 ------4,539,118.00

NEP Europe Finco BV Euro Term Loan (First Lien) US62908UAH95 ------1,492,500.00

NetInvest Limited Facility B LX145020 ------3,000,000.00

NewCo Sab Bidco Facility B LX161320 ------2,000,000.00

Nielsen Finance LLC (VNU) Class B-2 Euro Term Loan LX136616 Yes ------3,120,360.00

Novacap Group Bidco Retired Facility B LX166914 Yes ------2,000,000.00

Oberthur Technologies SA Facility B1 - Euro LX157594 ------3,444,043.00

Oberthur Technologies SA Facility B2 - Euro LX158095 ------5,555,957.00

Obol France 3 SAS Facility B LX161834 Yes ------1,500,000.00

Orion Engineered Carbons GmbH Initial Euro Term Loan XAD5929GAC15 ------7,476,766.00

Peer Holdings BV Facility B LX150838 Yes ------2,000,000.00

Jubilee CLO 2014-XII BV 19-Sep-2017

Petrus Bidco BV Facility B LX165609 ------4,000,000.00

PQ Corporation Second Amendment Tranche B-2 Term LX167801 Yes ------990,018.80 Loans Premier Lotteries Ireland DAC Term Loan B LX166130 ------750,000.00

Redtop Acquisitions Limited Initial Euro Term Loan (First Lien) LX133726 ------3,000,000.00

Sam Bidco Facility B3B LX142742 Yes ------2,023,912.00

Sam Bidco New Facility B3A LX139399 Yes ------7,378,223.00

SAM Finance Lux S.A R.L Euro Term Loan XAL6239UAC44 ------4,842,661.00

SFR Group SA Refinancing Term Loan B11 LX162008 ------3,990,000.00

Solera LLC Euro Term Loan LX151195 Yes ------1,975,000.00

Springer Science & Business Media Initial B11 Term Loan LX161998 ------14,191,760.00 Deutschland GMBH SSCP Eleanor Finance S.A.R.L Acquisition Facility 2 ------Yes - - 1,375,000.00

SSCP Eleanor Finance S.A.R.L Acqusition Term Loan LX147340 Yes ------687,500.00

SSCP Eleanor Finance S.A.R.L Unitranche LX147339 Yes ------4,812,500.00

Stiga SPA Facility B LX168343 ------6,000,000.00

Stretford Seventy Nine Float - 07/2020- EUROSWAP XS1087775240 - Yes ------1,562,900.00

Tackle Sarl New Facility B LX161574 Yes ------5,500,000.00

Taghleef Industries Holdco Limited Facility B (EUR) LX152515 ------1,500,000.00

Technicolor S.A. First Incremental Euro Term Loan LX162153 ------2,500,000.00

Technicolor S.A. Term Loan LX157075 ------3,500,000.00

Tele Columbus AG 2017 New Facility A LX162004 Yes ------5,500,000.00

TMF Group Holding BV Facility B LX162575 Yes ------3,500,000.00

Trionista Holdco GMBH - Ista Holding Facility B1B3 LX144052 Yes ------16,538.00 Netherlands BV Trionista Holdco GMBH - Ista International Facility B1A3 LX143931 Yes ------13,836,970.00 GMBH Trionista Holdco GMBH - Meter Acquisition Facility B1C3 LX143932 Yes ------114,841.80 SAS Trionista Holdco GMBH - VES HOLDING Facility B1E3 LX144054 Yes ------31,652.50 APS Unilabs Diagnostics AB New Euro Term Loan B2 LX161584 Yes ------9,500,000.00

Unit 4 Sweden Holding AB Facility B1 (EUR) LX141580 Yes ------7,000,000.00

Univar USA Inc Initial Euro Term Loan LX145475 ------978,000.00

Vivarte S.A. Super Senior Facility LX139578 ------3,052,004.00

Watson Bidco BV Facility B XAN9435HAB95 ------4,500,000.00

WowMidco SAS Facility B2 LX159174 Yes ------3,000,000.00

WP/AV CH Holdings III BV Facility B Loan LX165484 ------2,000,000.00

ZF Bidco Senior Facility B LX162576 ------1,750,000.00

Jubilee CLO 2014-XII BV 19-Sep-2017

Ziggo Secured Finance Partnership Term Loan F LX159376 ------12,000,000.00

Total Balance: 471,979,518.70

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Maturity Long Moody's Moody's Fitch Moody's Industry Fitch Industry Name Moody's Fitch Principal Date Dated Rating DPR Rating Name Recovery Recovery Balance Rate Rate

Aenova Holding GmbH - Dragenopharm Apotheker Pueschl LX142050 29-Sep-2020 No B3 Caa1 *** Healthcare, Education and Drugs 50% *** 1,936,613.30 GmbH Term Loan Childcare Aenova Holding GmbH - SwissCaps Holding (Luxembourg) LX142050 29-Sep-2020 No B3 Caa1 *** Healthcare, Education and Drugs 50% *** 1,179,812.24 Sarl Term Loan Childcare Aenova Holding GMBH - Temmler Pharma GMBH & Co. KG LX142050 29-Sep-2020 No B3 Caa1 *** Healthcare, Education and Drugs 50% *** 468,837.90 Term Loan Childcare Aenova Holding GmbH Term Loan LX142050 29-Sep-2020 No B3 Caa1 *** Healthcare, Education and Drugs 50% *** 3,914,736.56 Childcare Allnex SARL Term Loan LX152755 13-Sep-2023 No B1 B1 *** Chemicals, Plastics and Chemicals & plastics 45% *** 5,458,750.00 Rubber Alpha BidCo SAS - Dutch Topco Term Loan LX160654 07-Mar-2024 No *** *** *** Healthcare, Education and Drugs *** *** 300,125.37 Childcare Alpha Bidco SAS Term Loan LX159934 07-Mar-2024 No *** *** *** Healthcare, Education and Drugs *** *** 699,874.63 Childcare Amplitude 21448 20-Aug-2021 No *** *** *** Healthcare, Education and Health care *** *** 1,180,000.00 Childcare APCOA Parking Holdings Gmbh Term Loan LX160841 20-Mar-2024 No B1 B1 *** Automobile Automotive 45% *** 2,000,000.00

Aruba Investments Inc Term Loan LX145177 02-Feb-2022 No B1 B2 *** Chemicals, Plastics and Chemicals & plastics 50% *** 2,450,000.00 Rubber AS Adventure BV Term Loan LX143652 14-Apr-2022 No *** *** *** Retail Store Food/drug retailers *** *** 4,500,000.00

Auris Luxembourg III SARL Term Loan LX160224 17-Jan-2022 No B1 B2 *** Healthcare, Education and Health care 50% *** 1,955,113.43 Childcare Big White Acquico Gmbh Term Loan LX157317 03-Jan-2024 No *** *** *** Electronics Electronics/electrical *** *** 2,000,000.00

BISOHO SAS XS1405782662 01-Nov-2022 No B1 B1 *** Retail Store Clothing/textiles 35% *** 1,000,000.00

Boparan Finance Plc XS1082473395 15-Jul-2021 No B2 B2 *** Beverage, Food and Food products 30% *** 3,767,000.00 Tobacco Cabot Finacial Luxembou XS1117279619 15-Nov-2021 No B2 B2 *** Finance Financial intermediaries 35% *** 797,000.00

Catalent Pharma Solutions Inc Term Loan LX137091 20-May-2021 No Ba3 B1 *** Healthcare, Education and Drugs 50% *** 4,476,994.59 Childcare CDS Holdco III BV Term Loan LX145356 30-Jun-2021 No *** *** *** Broadcasting and Radio & Television *** *** 7,200,101.79 Entertainment Ceva Sante Animale Term Loan LX135736 30-Jun-2021 No B1 B1 *** Healthcare, Education and Drugs 45% *** 4,000,000.00 Childcare Chemours Company (The) Term Loan LX161997 12-May-2022 No Ba1 Ba3 *** Chemicals, Plastics and Chemicals & plastics 60% *** 4,488,750.00 Rubber Cidron Gloria Group Services Gmbh Term Loan LX139056 30-Aug-2021 No B2 B2 *** Healthcare, Education and Drugs 45% *** 4,000,000.00 Childcare Cidron Ollopa BV Term Loan LX145738 29-Jul-2022 No *** *** *** Healthcare, Education and Health care *** *** 4,393,650.79 Childcare Cidron Ollopa BV Term Loan LX146812 30-Sep-2022 No *** *** *** Healthcare, Education and Health care *** *** 606,349.21 Childcare Coherent Holding Gmbh Term Loan LX153899 07-Nov-2023 No Ba1 Ba1 *** Electronics Industrial equipment 45% *** 7,484,757.47

Colouroz Investment 1 GMBH Term Loan LX136879 07-Sep-2021 No B2 B2 *** Printing and Publishing Chemicals & plastics 45% *** 9,891,079.06

Constantia Flexibles Gmbh Term Loan LX143296 30-Apr-2022 No B1 B1 *** Containers, Packaging and Containers & glass 45% *** 1,740,219.00 Glass products Constantia Flexibles Gmbh Term Loan LX143893 30-Apr-2022 No B1 B1 *** Containers, Packaging and Containers & glass 45% *** 259,780.90 Glass products Cool International Holding GMBH Term Loan LX140097 19-Nov-2020 No *** *** *** Buildings and Real Estate Industrial equipment *** *** 3,902,035.50

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Maturity Long Moody's Moody's Fitch Moody's Industry Fitch Industry Name Moody's Fitch Principal Date Dated Rating DPR Rating Name Recovery Recovery Balance Rate Rate

Delachaux S.A. - Railtech International S.A. Term Loan LX141055 28-Oct-2021 No *** *** *** Diversified/Conglomerate Industrial equipment *** *** 7,781,932.68 Manufacturing Deoleo S.A. Term Loan LX137333 11-Jun-2021 No Caa1 Caa1 *** Beverage, Food and Food products 45% *** 5,000,000.00 Tobacco Diaverum Holding SARL Term Loan LX164120 04-Jul-2025 No *** *** *** Healthcare, Education and Health care *** *** 1,500,000.00 Childcare Diaverum Sarl Term Loan LX164119 10-Jun-2024 No *** *** *** Healthcare, Education and Health care *** *** 4,000,000.00 Childcare Dorna Sports SL Term Loan LX161739 31-Dec-2023 No *** *** *** Leisure, Amusement, Leisure *** *** 9,431,615.10 Motion Pictures, goods/activities/movies Entertainment Eircom Finco S.a.r.l Term Loan LX161434 19-Apr-2024 No B1 B1 B+ Telecommunications Telecommunications 45% 60% 4,500,000.00

Elsan SAS Term Loan LX146849 31-Oct-2022 No *** *** *** Healthcare, Education and Health care *** *** 6,000,000.00 Childcare Emerald 2 Limited - Eagle US Inc Term Loan LX137157 17-May-2021 No B2 B3 *** Ecological Ecological services & 50% *** 4,000,000.00 equipment Equinix Inc Term Loan LX168018 05-Jan-2024 No Ba2 Ba3 BB Telecommunications Telecommunications 50% 95% 6,982,500.01

Federal Mogul Holding C XS1587905727 15-Apr-2022 No B1 B2 *** Automobile Automotive 45% *** 1,400,000.00

Financiere Dry Mix Solutions SAS Term Loan LX161205 13-Mar-2024 No B2 B2 *** Buildings and Real Estate Building & Development 45% *** 4,000,000.00

Financiere Labeyrie Fine Foods Term Loan LX163674 23-May-2023 No *** *** *** Beverage, Food and Beverage & Tobacco *** *** 313,186.81 Tobacco Financiere Verdi I SAS Term Loan LX160780 21-Jul-2023 No *** *** *** Healthcare, Education and Drugs *** *** 1,500,000.00 Childcare Flamingo LUX II Term Loan LX153737 07-Sep-2023 No B2 B2 *** Buildings and Real Estate Building & Development 45% *** 4,941,491.39

GALAPAGOS SA XS1071411547 15-Jun-2021 No B2 B3 *** Machinery Industrial equipment 45% *** 1,888,000.00 (Non-Agriculture, Non-Construction and Non-Electronic) GARFUNKELUX HOLDCO 3 SA XS1492372088 01-Oct-2021 No B2 B2 *** Finance Financial intermediaries 35% *** 6,500,000.00

Greeneden U.S. Holdings I, LLC Term Loan LX166222 01-Dec-2023 No B2 B3 *** Electronics Electronics/electrical 50% *** 6,467,500.00

Guala Closures SPA XS1516322465 15-Nov-2021 No B2 B2 *** Containers, Packaging and Containers & glass 35% *** 2,250,000.00 Glass products GVC Holdings Plc Term Loan LX161094 02-Mar-2023 No *** *** *** Leisure, Amusement, Leisure *** *** 1,000,000.00 Motion Pictures, goods/activities/movies Entertainment HNVR Holdco Limited Term Loan LX152965 12-Sep-2023 No *** *** *** Hotels, Motels, Inns and Leisure *** *** 2,954,693.88 Gaming goods/activities/movies Horizon Holdings II SAS Term Loan LX164316 28-Oct-2022 No B1 B1 *** Containers, Packaging and Containers & glass 45% *** 7,499,999.70 Glass products Ineos Finance PLC Term Loan LX160309 31-Mar-2022 No Ba2 Ba3 *** Chemicals, Plastics and Chemicals & plastics 50% *** 14,152,417.79 Rubber Ineos Styrolution Group GmbH Term Loan LX161339 29-Mar-2024 No Ba3 Ba3 *** Chemicals, Plastics and Chemicals & plastics 45% *** 5,586,462.61 Rubber Infinitas Learning Holding B.V - Infinitas Learning LX162255 03-May-2024 No B2 B2 *** Printing and Publishing Radio & Television 45% *** 6,000,000.00 Netherlands BV Term Loan Infor (US) Inc Term Loan LX159914 01-Feb-2022 No B1 B3 *** Diversified/Conglomerate Business equipment & 60% *** 3,690,750.00 Service services Inovyn Finance PLC Term Loan LX162963 10-May-2024 No B2 B2 B+ Chemicals, Plastics and Chemicals & plastics 45% 64% 1,488,768.75 Rubber

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Maturity Long Moody's Moody's Fitch Moody's Industry Fitch Industry Name Moody's Fitch Principal Date Dated Rating DPR Rating Name Recovery Recovery Balance Rate Rate

International Park Holdings B.V. Term Loan LX164876 13-Jun-2024 No B2 B2 *** Leisure, Amusement, Leisure 45% *** 2,500,000.00 Motion Pictures, goods/activities/movies Entertainment Interoute Communications Limited Term Loan LX156376 03-Nov-2023 No B1 B1 *** Telecommunications Telecommunications 45% *** 2,000,000.00

Intervias Finco Ltd Term Loan LX163533 30-Jan-2023 No B2 B2 *** Retail Store Retailers (except food & 45% *** 9,000,000.00 drug) Ion Trading Finance Limited Term Loan LX147780 11-Aug-2023 No B2 B2 *** Finance Electronics/electrical 45% *** 8,063,797.81

Jacobs Douwe Egberts Holdings BV Term Loan LX163472 02-Jul-2022 No Ba2 Ba2 *** Beverage, Food and Beverage & Tobacco 45% *** 1,927,987.76 Tobacco Kirk Beauty One Gmbh - Douglas Gmbh Term Loan LX159199 12-Aug-2022 No B1 B2 *** Retail Store Retailers (except food & 50% *** 507,429.70 drug) Kirk Beauty One Gmbh - Douglas Gmbh Term Loan LX160534 12-Aug-2022 No B1 B2 *** Retail Store Retailers (except food & 50% *** 175,766.00 drug) Kirk Beauty One Gmbh - Douglas Gmbh Term Loan LX160535 12-Aug-2022 No B1 B2 *** Retail Store Retailers (except food & 50% *** 432,128.00 drug) Kirk Beauty One Gmbh - Douglas Gmbh Term Loan LX160536 12-Aug-2022 No B1 B2 *** Retail Store Retailers (except food & 50% *** 336,222.60 drug) Kirk Beauty One Gmbh - Douglas Gmbh Term Loan LX160537 12-Aug-2022 No B1 B2 *** Retail Store Retailers (except food & 50% *** 74,716.00 drug) Kirk Beauty One Gmbh - Douglas Gmbh Term Loan LX160538 12-Aug-2022 No B1 B2 *** Retail Store Retailers (except food & 50% *** 283,558.50 drug) Kirk Beauty One Gmbh - Douglas Gmbh Term Loan LX160539 12-Aug-2022 No B1 B2 *** Retail Store Retailers (except food & 50% *** 190,178.00 drug) Klockner Pentaplast of America Inc Term Loan LX165634 29-Jun-2022 No B3 B3 *** Containers, Packaging and Containers & glass 45% *** 8,000,000.00 Glass products Kraton Polymers Holdings BV Term Loan LX167833 06-Jan-2022 No Ba3 B1 *** Chemicals, Plastics and Chemicals & plastics 50% *** 2,500,000.00 Rubber Labeyrie Fine Foods Term Loan LX162594 23-May-2023 No *** *** *** Beverage, Food and Food service *** *** 1,186,813.19 Tobacco LSF10 XL BIdco SCA Term Loan LX159274 11-Apr-2024 No B2 B2 B Buildings and Real Estate Building & Development 45% 52% 3,500,000.00

LSF9 Robin Investments Limited Term Loan LX165654 14-Dec-2023 No B1 B1 B- Retail Store Retailers (except food & 45% 63% 3,500,000.00 drug) Lumenis Term Loan 29-Aug-2023 No *** *** *** Healthcare, Education and Health care *** *** 3,532,800.00 Childcare MacDermid Agricultural Solutions Holdings BV Term Loan LX162203 07-Jun-2023 No B2 B2 *** Chemicals, Plastics and Chemicals & plastics 45% *** 6,436,242.81 Rubber Macdermid Funding LLC Term Loan LX157015 07-Jun-2020 No B2 B2 *** Chemicals, Plastics and Chemicals & plastics 45% *** 3,463,825.00 Rubber Memora Servicios Funeraios, SLU Term Loan LX137058 28-May-2021 No *** *** *** Ecological Ecological services & *** *** 6,459,589.55 equipment Misys Limited Term Loan LX163229 13-Jun-2024 No B2 B3 BB- Electronics Electronics/electrical 50% 100% 2,000,000.00

Motor Fuel Group Term Loan 18-Jul-2022 No *** *** *** Retail Store Retailers (except food & *** *** 2,848,250.00 drug) Mustang Bidco Limited Term Loan LX137083 29-Apr-2021 No *** *** *** Leisure, Amusement, Leisure *** *** 4,539,117.81 Motion Pictures, goods/activities/movies Entertainment NEP Europe Finco BV Term Loan LX157878 03-Jan-2024 No B1 B2 *** Broadcasting and Radio & Television 50% *** 1,492,500.00 Entertainment NetInvest Limited Term Loan LX145020 10-Aug-2022 No Ba2 Ba2 *** Diversified/Conglomerate Business equipment & 45% *** 3,000,000.00 Service services New Look Secured Issuer XS1248517341 01-Jul-2022 No B3 Caa1 *** Retail Store Retailers (except food & 45% *** 750,000.00 drug) © Copyright 2014, BNY Mellon. All Rights Reserved. 20 Asset Information III Asset Information III

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Maturity Long Moody's Moody's Fitch Moody's Industry Fitch Industry Name Moody's Fitch Principal Date Dated Rating DPR Rating Name Recovery Recovery Balance Rate Rate

NewCo Sab Bidco Term Loan LX161320 22-Apr-2024 No B1 B2 *** Healthcare, Education and Health care 50% *** 2,000,000.00 Childcare Nielsen Finance LLC (VNU) Term Loan LX136616 15-Apr-2021 No Ba1 Ba3 *** Diversified/Conglomerate Radio & Television 60% *** 3,120,359.84 Service Novacap Group Bidco Term Loan LX166914 22-Jun-2023 No B1 B1 *** Chemicals, Plastics and Chemicals & plastics 45% *** 1,999,999.99 Rubber NUOVO TRASPORTO VIAGGIAT XS1634447988 01-Jun-2023 No B1 B1 BB- Personal Transportation Rail industries 35% 80% 2,000,000.00

Oberthur Technologies SA Term Loan LX157594 10-Jan-2024 No B2 B2 *** Electronics Electronics/electrical 45% *** 3,444,043.32

Oberthur Technologies SA Term Loan LX158095 10-Jan-2024 No B2 B2 B Electronics Electronics/electrical 45% 64% 5,555,956.68

Obol France 3 SAS Term Loan LX161834 11-Apr-2023 No *** *** *** Healthcare, Education and Environmental services *** *** 1,500,000.00 Childcare Orion Engineered Carbons GmbH Term Loan LX139695 25-Jul-2021 No Ba3 Ba3 *** Chemicals, Plastics and Chemicals & plastics 45% *** 7,476,765.54 Rubber Peer Holdings BV Term Loan LX150838 25-Feb-2022 No B1 B1 *** Retail Store Retailers (except food & 45% *** 2,000,000.00 drug) Petrus Bidco BV Term Loan LX165609 18-Jul-2024 No B1 B2 *** Chemicals, Plastics and Chemicals & plastics 50% *** 4,000,000.00 Rubber PQ Corporation Term Loan LX167801 04-Nov-2022 No B2 B3 *** Chemicals, Plastics and Chemicals & plastics 50% *** 990,018.75 Rubber Premier Lotteries Ireland DAC Term Loan LX166130 12-Jun-2024 No *** *** *** Leisure, Amusement, Leisure *** *** 750,000.00 Motion Pictures, goods/activities/movies Entertainment Promontoria Mcs SAS XS1496169001 30-Sep-2021 No B2 B2 *** Finance Financial intermediaries 35% *** 1,200,000.00

Redtop Acquisitions Limited Term Loan LX133726 03-Dec-2020 No B1 B1 *** Diversified/Conglomerate Business equipment & 45% *** 3,000,000.00 Service services Sam Bidco Term Loan LX139399 17-Dec-2021 No *** *** *** Healthcare, Education and Health care *** *** 7,378,223.20 Childcare Sam Bidco Term Loan LX142742 17-Dec-2021 No *** *** *** Healthcare, Education and Health care *** *** 2,023,911.99 Childcare SAM Finance Lux S.A R.L Term Loan LX133835 17-Dec-2020 No Ba1 Ba1 *** Finance Financial intermediaries 45% *** 4,842,660.52

SFR Group SA Term Loan LX162008 31-Jul-2025 No B1 B1 *** Broadcasting and Cable & satellite television 45% *** 3,990,000.00 Entertainment Softbank Group Corp XS1684385161 19-Sep-2025 No Ba1 Ba1 *** Telecommunications Telecommunications 35% *** 2,600,000.00

Solera LLC Term Loan LX151195 03-Mar-2023 No Ba3 B2 *** Diversified/Conglomerate Business equipment & 60% *** 1,975,000.00 Service services Springer Science & Business Media Deutschland GMBH LX161998 14-Aug-2020 No B2 B2 *** Printing and Publishing Radio & Television 45% *** 14,191,764.05 Term Loan SSCP Eleanor Finance S.A.R.L Delayed Drawdown 07-Aug-2024 No B2 B3 *** Hotels, Motels, Inns and Leisure 50% *** 1,375,000.00 Gaming goods/activities/movies SSCP Eleanor Finance S.A.R.L Term Loan LX147339 07-Aug-2024 No B2 B3 *** Hotels, Motels, Inns and Leisure 50% *** 4,812,500.00 Gaming goods/activities/movies SSCP Eleanor Finance S.A.R.L Term Loan LX147340 07-Aug-2024 No B2 B3 *** Hotels, Motels, Inns and Leisure 50% *** 687,500.00 Gaming goods/activities/movies Stiga SPA Term Loan LX168343 26-Aug-2024 No B1 B2 *** Home and Office Leisure 50% *** 6,000,000.00 Furnishings, Housewares goods/activities/movies and Durable Consumer Products Stretford Seventy Nine XS1087775240 15-Jul-2020 No B2 B2 *** Grocery Food/drug retailers 45% *** 1,562,900.13

Tackle Sarl Term Loan LX161574 28-Mar-2023 No *** *** *** Hotels, Motels, Inns and Leisure *** *** 5,500,000.00 Gaming goods/activities/movies

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Maturity Long Moody's Moody's Fitch Moody's Industry Fitch Industry Name Moody's Fitch Principal Date Dated Rating DPR Rating Name Recovery Recovery Balance Rate Rate

Taghleef Industries Holdco Limited Term Loan LX152515 10-May-2023 No Ba3 Ba3 *** Containers, Packaging and Containers & glass 45% *** 1,500,000.00 Glass products Technicolor S.A. Term Loan LX157075 06-Dec-2023 No Ba3 Ba3 *** Broadcasting and Radio & Television 45% *** 3,500,000.00 Entertainment Technicolor S.A. Term Loan LX162153 06-Dec-2023 No Ba3 Ba3 *** Broadcasting and Radio & Television 45% *** 2,500,000.00 Entertainment Tele Columbus AG Term Loan LX162004 15-Oct-2024 No B2 B2 *** Telecommunications Cable & satellite television 45% *** 5,500,000.00

THREEAB OPITIQUE DV XS1028956909 15-Apr-2019 No B2 B3 *** Healthcare, Education and Health care 45% *** 1,348,000.00 Childcare TMF Group Holding BV Term Loan LX162575 13-Oct-2023 No B2 B2 *** Finance Financial intermediaries 45% *** 3,500,000.00

Trionista Holdco GMBH - Ista Holding Netherlands BV Term LX144052 30-Apr-2020 No Ba3 B1 *** Utilities Utilities 50% *** 16,538.00 Loan Trionista Holdco GMBH - Ista International GMBH Term LX143931 30-Apr-2020 No Ba3 B1 *** Utilities Utilities 50% *** 13,836,967.00 Loan Trionista Holdco GMBH - Meter Acquisition SAS Term Loan LX143932 30-Apr-2020 No Ba3 B1 *** Utilities Utilities 50% *** 114,841.82

Trionista Holdco GMBH - VES HOLDING APS Term Loan LX144054 30-Apr-2020 No Ba3 B1 *** Utilities Utilities 50% *** 31,652.50

Unilabs Diagnostics AB Term Loan LX161584 19-Apr-2024 No B2 B3 *** Healthcare, Education and Health care 50% *** 9,500,000.00 Childcare Unit 4 Sweden Holding AB Term Loan LX141580 17-Mar-2021 No B2 B2 *** Electronics Electronics/electrical 45% *** 7,000,000.00

United Group BV XS1647814968 01-Jul-2022 No B2 B2 *** Broadcasting and Radio & Television 35% *** 5,500,000.00 Entertainment Univar USA Inc Term Loan LX145475 01-Jul-2022 No B2 B2 *** Chemicals, Plastics and Chemicals & plastics 45% *** 978,000.00 Rubber UPCB Finance IV LTD XS1117297603 15-Jan-2027 No Ba3 Ba3 *** Telecommunications Cable & satellite television 35% *** 3,000,000.00

Viridian Group Fundco II XS1179900102 01-Mar-2020 No B2 B1 *** Utilities Oil & gas 25% *** 1,575,000.00

Vivarte S.A. Term Loan LX139578 29-Oct-2019 No Caa3 Caa3 *** Retail Store Retailers (except food & 45% *** 3,052,004.20 drug) Watson Bidco BV Term Loan LX164355 20-May-2024 No *** *** *** Farming and Agriculture Farming/agriculture *** *** 4,500,000.00

Wind Acquisition Fin SA XS1204622960 15-Jul-2020 No Ba3 B1 *** Telecommunications Telecommunications 45% *** 1,000,000.00

Wind Acquisition Holdings Finance SA XS1082635712 15-Jul-2020 No Ba3 B1 B+ Telecommunications Telecommunications 45% 80% 2,215,000.00

WMG Acquisition Corp XS1505573995 01-Nov-2024 No Ba3 B1 *** Broadcasting and Radio & Television 45% *** 1,500,000.00 Entertainment WowMidco SAS Term Loan LX159174 16-Mar-2023 No B2 B2 *** Diversified/Conglomerate Business equipment & 45% *** 3,000,000.00 Service services WP/AV CH Holdings III BV Term Loan LX165484 12-Jun-2024 No B2 B2 *** Banking Electronics/electrical 45% *** 2,000,000.00

ZF Bidco Term Loan LX162576 26-Apr-2024 No *** *** *** Beverage, Food and Beverage & Tobacco *** *** 1,750,000.00 Tobacco Ziggo Secured Finance Partnership Term Loan LX159376 15-Apr-2025 No Ba3 Ba3 *** Broadcasting and Cable & satellite television 45% *** 12,000,000.00 Entertainment

Grand Total: 471,976,430.73

Jubilee CLO 2014-XII BV 19-Sep-2017

Test Formula Numerator Denominator Actual Headroom Target Result

Class A/B Interest Coverage Test [A]/([B]+[C]+[D]) 7,894,414.75 EUR 1,632,917.31 EUR 483.45% 363.45% >= 120.00% PASS

Class C Interest Coverage Test [A]/([B]+[C]+[D]+[E]) 7,894,414.75 EUR 1,943,689.43 EUR 406.16% 296.16% >= 110.00% PASS

Class D Interest Coverage Test [A]/([B]+[C]+[D]+[E]+[F]) 7,894,414.75 EUR 2,342,020.96 EUR 337.08% 232.08% >= 105.00% PASS

Class E Interest Coverage Test [A]/([B]+[C]+[D]+[E]+[F]+[G]) 7,894,414.75 EUR 3,209,930.48 EUR 245.94% 144.94% >= 101.00% PASS

Interest Coverage Test Numerator Detail Interest Coverage Test Denominators Class A Senior Secured Floating Rate Notes 1,192,824.50 EUR [B] Interest Accounts Balance 2,633,415.08 EUR Class B1 Senior Secured Floating Rate Notes 382,912.25 EUR [C] Miscellaneous Interest Proceeds 0.00 EUR Class B2 Senior Secured Fixed Rate Notes 57,180.56 EUR [D] Subtotal: 2,633,415.08 EUR Class C Senior Secured Deferrable Floating Rate Notes 310,772.13 EUR [E] Projected: Class D Senior Secured Deferrable Floating Rate Notes 398,331.53 EUR [F] Scheduled Interest on Collateral Debt Obligations (excl PIK interest and Defaults) 6,066,202.21 EUR Class E Senior Secured Deferrable Floating Rate Notes 867,909.53 EUR [G] Reinvest. Income from Sched. Int. Pymnts 0.00 EUR Class F Senior Secured Deferrable Floating Rate Notes 524,157.75 EUR [H] Interest on Account Balances 0.00 EUR Subordinated Notes Scheduled Periodic Hedge Counterparty Payments (226,920.51 EUR)

Accrued Collateral Debt Obligation Interest 0.00 EUR

Subtotal: 5,839,281.70 EUR Less:

Purchased Accrued Interest 0.00 EUR

Interest Priority of Payments paras (A) to (F) 578,282.03 EUR

Subtotal: 578,282.03 EUR

Interest Coverage Numerator: 7,894,414.75 EUR

Interest Coverage Denominator: 3,209,930.48 EUR

Jubilee CLO 2014-XII BV 19-Sep-2017

Class A/B Interest Coverage Test Class C Interest Coverage Test

600 500

500 400

400 300 369.16 448.03 342.05 408.23 407.07 415.90 335.59 334.61 296.16 300 343.33 363.45 279.25

Actual (%) Actual (%) 200 200

100 100 120.00 120.00 120.00 120.00 120.00 120.00 110.00 110.00 110.00 110.00 110.00 110.00

0 0

Threshold 05-Jul-2017 Threshold 05-Jul-2017 18-Apr-2017 18-May-2017 20-Jun-2017 Period 18-Aug-2017 19-Sep-2017 18-Apr-2017 18-May-2017 20-Jun-2017Period 18-Aug-2017 19-Sep-2017 >= 120.00% >= 110.00%

Class D Interest Coverage Test Class E Interest Coverage Test

400 320

350 280

300 240

250 294.41 200 192.43 266.43 265.62 271.82 171.87 171.27 175.83 232.08 218.05 134.70 144.94 200 160

Actual (%) 150 Actual (%) 120

100 80

101.00 101.00 101.00 101.00 101.00 101.00 50 105.00 105.00 105.00 105.00 105.00 105.00 40

0 0

Threshold 05-Jul-2017 Threshold 05-Jul-2017 18-Apr-2017 18-May-2017 20-Jun-2017 Period 18-Aug-2017 19-Sep-2017 18-Apr-2017 18-May-2017 20-Jun-2017 Period 18-Aug-2017 19-Sep-2017 >= 105.00% >= 101.00%

Jubilee CLO 2014-XII BV 19-Sep-2017

Class Balance (EUR) All-In Rate Spread Interest (EUR) Fitch Rating Moody's Rating

Original Current Original Current

Class A Senior Secured Floating Rate Notes 302,000,000.00 0.7770% 1.0500% 1,192,824.50 AAA Aaa

Class B1 Senior Secured Floating Rate Notes 51,000,000.00 1.4770% 1.7500% 382,912.25 AA+ Aa2

Class B2 Senior Secured Fixed Rate Notes 5,000,000.00 2.3000% 2.3000% 57,180.56 AA+ Aa2

Class C Senior Secured Deferrable Floating Rate Notes 26,500,000.00 2.3070% 2.5800% 310,772.13 A+ A2

Class D Senior Secured Deferrable Floating Rate Notes 24,900,000.00 3.1470% 3.4200% 398,331.53 BBB+ Baa2

Class E Senior Secured Deferrable Floating Rate Notes 36,900,000.00 4.6270% 4.9000% 867,909.53 BB+ Ba2

Class F Senior Secured Deferrable Floating Rate Notes 19,000,000.00 5.4270% 5.7000% 524,157.75 B B2

Subordinated Notes 47,800,000.00 N/A N/A Residual

513,100,000.00

Assets Summary Test Results Summary

Senior Secured Loans 430,186,430.73 Test Type Pass Fail Collateral Quality 7 1 Senior Unsecured Loans 5,267,000.00 Coverage Tests 10 0 Senior Secured Bonds 36,523,000.00 Portfolio Profile Test 31 0 Senior Unsecured Bonds 0.00 Portfolio Profile: Bivariate 27 0 Subordinated Obligations 0.00

Collateral Value of Defaulted Obligations 0.00

Total CDO Par Amount 471,976,430.73

Total Cash 28,899,169.70

TOTAL : 500,875,600.43

Jubilee CLO 2014-XII BV 19-Sep-2017

Test Description Formula Numerator Denominator Actual Headroom Target Result

Class A/B Par Value Test [A]/([B]+[C]+[D]) 500,875,600.43 EUR 358,000,000.00 EUR 139.91% 10.25% >= 129.66% PASS

Class C Par Value Test [A]/([B]+[C]+[D]+[E]) 500,875,600.43 EUR 384,500,000.00 EUR 130.27% 8.73% >= 121.54% PASS

Class D Par Value Test [A]/([B]+[C]+[D]+[E]+[F]) 500,875,600.43 EUR 409,400,000.00 EUR 122.34% 7.21% >= 115.13% PASS

Class E Par Value Test [A]/([B]+[C]+[D]+[E]+[F]+[G]) 500,875,600.43 EUR 446,300,000.00 EUR 112.23% 5.70% >= 106.53% PASS

Class F Par Value Test [A]/([B]+[C]+[D]+[E]+[F]+[G]+[H]) 500,875,600.43 EUR 465,300,000.00 EUR 107.65% 4.69% >= 102.96% PASS

Reinvestment Overcollateralisation Test [A]/([B]+[C]+[D]+[E]+[F]+[G]+[H]) 500,875,600.43 EUR 465,300,000.00 EUR 107.65% 4.19% >= 103.46% PASS

Par Value Test Numerator Detail

Aggregate Principal Balance of CDO's (excl Defaulted, Discount, Deferring) 471,976,430.73 EUR

Principal and Unused Proceeds Account 28,899,169.70 EUR

Plus:

Deferring and Defaulted Securities 0.00 EUR

Discount Obligations 0.00 EUR

Less:

Excess CCC Adjustment Amount 0.00 EUR

Adjusted Collateral Principal Amount: 500,875,600.43 EUR [A]

Par Value Test Denominator Detail

Tranche Principal Amount Outstanding

Class A Senior Secured Floating Rate Notes 302,000,000.00 EUR [B]

Class B1 Senior Secured Floating Rate Notes 51,000,000.00 EUR [C]

Class B2 Senior Secured Fixed Rate Notes 5,000,000.00 EUR [D]

Class C Senior Secured Deferrable Floating Rate Notes 26,500,000.00 EUR [E]

Class D Senior Secured Deferrable Floating Rate Notes 24,900,000.00 EUR [F]

Class E Senior Secured Deferrable Floating Rate Notes 36,900,000.00 EUR [G]

Class F Senior Secured Deferrable Floating Rate Notes 19,000,000.00 EUR [H]

Jubilee CLO 2014-XII BV 19-Sep-2017

Class A/B Par Value Test Class C Par Value Test

140 140 10.29 10.26 10.25 10.24 10.24 10.25 8.76 8.73 8.73 8.72 8.72 8.73 120 120

100 100

80 80

129.66 129.66 129.66 129.66 129.66 129.66 60 60 121.54 121.54 121.54 121.54 121.54 121.54 Actual (%) Actual (%)

40 40

20 20

0 0

Threshold 05-Jul-2017 Threshold 05-Jul-2017 18-Apr-2017 18-May-2017 20-Jun-2017 Period 18-Aug-2017 19-Sep-2017 18-Apr-2017 18-May-2017 20-Jun-2017Period 18-Aug-2017 19-Sep-2017 >= 129.66% >= 121.54%

Class D Par Value Test Class E Par Value Test

140 120

5.73 5.70 5.70 5.69 5.69 5.70 120 7.25 7.22 7.22 7.21 7.21 7.21 100

100 80

80 60 106.53 106.53 106.53 106.53 106.53 106.53 60 115.13 115.13 115.13 115.13 115.13 115.13 Actual (%) Actual (%) 40 40

20 20

0 0

Threshold 05-Jul-2017 Threshold 05-Jul-2017 18-Apr-2017 18-May-2017 20-Jun-2017 Period 18-Aug-2017 19-Sep-2017 18-Apr-2017 18-May-2017 20-Jun-2017 Period 18-Aug-2017 19-Sep-2017 >= 115.13% >= 106.53%

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Security Principal Type Balance

There are no Affiliated Issuers with Investment Manager to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Description Asset Swap Asset Swap Initial Final Exchange Principal Balance Currency Applicable Counterparty Counterparty Fitch Exchange Date / Maturity of Asset Exchange Rate Moody's Rating Rating Date Date

Credit Suisse International

Stretford Seventy Nine - Float - 07/2020- EUROSWAP 15-Jul-2020 1,562,900.13 GBP 0.00

Credit Suisse International subtotal: 1,562,900.13

JP Morgan Securities

Motor Fuel Group - Term Loan Eur/ Swap 18-Jul-2022 2,848,250.00 GBP 0.00

JP Morgan Securities subtotal: 2,848,250.00

JPMorgan Chase Bank, N.A.

Lumenis - EUR/SWAP 2 29-Aug-2023 3,532,800.00 USD 0.00

JPMorgan Chase Bank, N.A. subtotal: 3,532,800.00

Grand Total: 7,943,950.13

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Frequency Coupon Principal Type Balance

Amplitude - Float - 08/2021 (Private Placement) Amplitude_EUR Semi-Annual Float 1,180,000.00 BOPARANFINANCEPLC - 4.375% - 07/2021 XS1082473395 Semi-Annual Fixed 3,767,000.00 Diaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL Semi-Annual Float 1,500,000.00 Dorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL Semi-Annual Float 9,431,615.10 fmh - 4.875% - 04/2022 XS1587905727 Semi-Annual Fixed 1,400,000.00 HNVR Holdco Limited - Facility B HNVRHOL_FLTLB Semi-Annual Float 2,954,693.88 Horizon Holdings II SAS - Facility B4 HORIZONHII_B4 Semi-Annual Float 7,499,999.70 Infinitas - Facility B3 INFINITANED_B Semi-Annual Float 697,674.42 Infinitas - Facility B3 INFINITANED_B Semi-Annual Float 901,395.35 Infinitas - Facility B3 INFINITANED_B Semi-Annual Float 4,400,930.23 INTERPARKHOLDI - Facility B IPHLDBVFL_TLB Semi-Annual Float 2,500,000.00 Lumenis - EUR/SWAP 2 EUR_SWAP2 Semi-Annual Float 3,532,800.00 Motor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP Semi-Annual Float 2,848,250.00 Obol France 3 SAS - Facility B OBOLFRAN3_FAB Semi-Annual Float 1,500,000.00 SOFTBANKGROUPCORP - 3.125% - 09/2025 XS1684385161 Semi-Annual Fixed 2,600,000.00 Stretford Seventy Nine - Float - 07/2020- EUROSWAP STRE_Euro Semi-Annual Float 1,562,900.13 Taghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR Semi-Annual Float 1,500,000.00 Tele Columbus AG - 2017 New Facility A TELECOLUMBUSA Semi-Annual Float 5,500,000.00 THREEAB OPITIQUE DV - 5.625% - 04/2019 XS1028956909 Semi-Annual Fixed 1,348,000.00 UF IV - 4% - 01/2027 XS1117297603 Semi-Annual Fixed 3,000,000.00 UNIBTDBV - Fixed 4.375% - 07/2022 XS1647814968 Semi-Annual Fixed 5,500,000.00 Unilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB Semi-Annual Float 9,500,000.00 ViridGrpFundII - 7.5% - 03/2020 XS1179900102 Semi-Annual Fixed 1,575,000.00 Vivarte S.A. - Super Senior Facility Vivarte_TL Semi-Annual Float 3,052,004.20 WMG Acquisition Corp - 4.125% - 11/2024 XS1505573995 Semi-Annual Fixed 1,500,000.00 Ziggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF Semi-Annual Float 12,000,000.00

Total Balance: 92,752,263.01

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Issuer Country Moody's Industry Group Fitch Industry Group Principal Balance

There are no Collateral Enhancement Obligations to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Security LX ID Client ID Security ID Trade Date Settle Date Par Amount Price Principal Interest Total Reason for Trade Proceeds

There are no Committed Trades to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Asset Type Cov-Lite? Cov-Lite with Principal Discount Proviso? Balance Recovery

Dela - Facility B1 Delax_Rail B1 Loan No No 7,781,932.68

Ineos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL Loan No No 5,586,462.61

INEOSFINANCEPLC - New 2022 Euro Term Loan INEOSFNC_EUTB Loan No No 14,152,417.79

Stretford Seventy Nine - Float - 07/2020- EUROSWAP STRE_Euro Loan No No 1,562,900.13

29,083,713.21

Jubilee CLO 2014-XII BV 19-Sep-2017

Aggregate Collateral Balance 500,875,600.43 EUR

5% of ACB 25,043,780.02 EUR

Current Pay Obligations 0.00 EUR

Threshold <= 25,043,780 EUR

Excess constituting Defaulted Obligation 0.00 EUR

Security Security ID Ìs Current Pay Fitch Rating Moody's Principal Balance Market Current Pay Is Obligation? Rating Price Excess Defaulted?

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Current Pay Fitch Moody's Principal Market Current Pay Is Defaulted? Obligation? Rating Rating Balance Price Excess

There are no Current Pay Obligations to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Default Principal Balance Market Price Fitch Moody's Recovery Par Value Test Date Recovery Recovery Amount Determination Rate Rate

There are no Defaulted Obligations to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Deferring Principal Market Price Fitch Moody's Recovery Amount Haircut Type Date Balance Recovery Rate Recovery Rate

There are no Deferring Obligations to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Trade Date Price Moody's Fitch Principal Discount Rating at Rating at Balance Recovery Purchase Purchase

There are no Discounted Obligations to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

ACB at start of the year Result Requirement

0.00 EUR 0.00% <= 25.00% PASS

Security Reason for Sale Sale Date Trade Amount

There are no Sales to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Issuer Country Moody's Industry Fitch Industry Group Principal Balance Group

There are no Exchanged Securities to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Hedge Counterparty Notional Amount Net Hedge Euribor Spread Moody's LT Fitch LT Moody's ST Fitch ST Payment Rating Rating Rating Rating

There are no Interest Rate Hedge Transactions to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Latest Market Market Valuie determined by Investment Manager Value

There are no Securities which have their Market Value determined by the Investment Manager to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Type Moody's Principal Rating Balance

There are no Securities which derive their Moody's Ratings pursuant to clause (e) to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Aggregate Collateral Balance: 500,875,600.43 EUR

7.5% of Aggregate Collateral Balance 37,565,670.03 EUR

Principal Balance of All CCC Obligations in Excess 0.00 EUR

Market Value of All CCC Obligations in Excess 0.00 EUR

Excess CCC Adjusted Amount 0.00 EUR

Security Security ID Market Price Market Value Market Value CCC Excess Is Principal Rating OC Haircut Type (EUR) Excess (EUR) (EUR) Original Balance (EUR) Moody's/Fitch CCC? Used

There are no Obligations forming CCC/Caa Excess to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Description Counter Institution Principal Balance Not Lender of Counterparty Counterparty Fitch Record Moody's Rating Rating

Jubilee CLO 2014-XII BV 19-Sep-2017

Description Loan X ID Previous Effective Current Effective Change Notional Amount (%) Rating Rating

There are no Ratings Changes to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

APB as of 12 months ago Result Requirement

499,822,930.77 EUR 38.78% >= 0.00% PASS

Security Sale Date Original Purchase Price Sale Price Trade Amount

Aenova Holding GmbH Facility B (Aenova Holding) 28-Nov-2014 99.50 0.00 105,713.36

Aenova Holding GmbH Facility B (Aenova Holding) 28-Nov-2014 99.50 0.00 1,936,613.30

Aenova Holding GmbH Facility B (Aenova Holding) 28-Nov-2014 99.50 0.00 1,179,812.24

Aenova Holding GmbH Facility B (Aenova Holding) 28-Nov-2014 99.50 0.00 363,124.54

Aenova Holding GmbH Facility B (Aenova Holding) 21-Nov-2014 99.50 99.77 5,000,000.00

Capio AB - IDC Salud SLU Retired - Tranche C 03-Jul-2014 0.00 100.38 4,000,000.00

Capio Sanidad SL Facility B1 03-Jul-2014 0.00 100.23 2,160,378.46

Catalent Pharma Solution Term Loan B2 25-Jul-2014 0.00 99.50 2,999,999.84

Colouroz Investment 1 GMBH First Lien Initial Euro Term Loan 03-Dec-2014 100.11 100.39 2,993,816.70

Colouroz Midco - ANI Printing Inks BV First Lien Initial Euro Term Loan 03-Dec-2014 0.00 100.39 1,993,683.30

Dell International LLC Retired - Euro Term Loan 15-May-2014 100.15 100.16 997,500.00

Dell International LLC Retired - Euro Term Loan 16-May-2014 69.46 100.15 8,000,000.00

Dell International LLC Retired - Euro Term Loan 25-Nov-2014 88.37 100.71 1,000,000.00

Diaverum Holding S.ar.l. (fka Velox Bidco SARL) Capex/Acquisition Facility 1X 23-Jun-2014 0.00 99.50 5,000,000.00

Diaverum Holding S.ar.l. (fka Velox Bidco SARL) Facility B (Lux) Retired 07/04/2017 23-Jun-2014 100.10 100.10 1,000,000.00

Dorna Sports SL Retired- B Euro Term Loan 15-May-2014 0.00 0.00 6,300,000.00

Douglas Holdings Facility B 27-Jun-2014 0.00 101.25 2,000,000.00

DRY MIX SOLUTIONS INVEST Floating - 06/2021 12-Dec-2014 100.00 97.50 5,000,000.00

Eircom Finco S.a.r.l Extended Term Loan 04-Jun-2014 0.00 96.25 8,000,000.00

Emerald 2 Limited - Eagle US Inc Facility B2 16-Dec-2014 99.50 100.50 4,000,000.00

ERM Holdings Euro Term Loan 17-Jun-2014 0.00 99.50 8,000,000.00

Etrawler Term Loan B 21-May-2014 0.00 99.75 11,000,000.00

First Atlas (IX) Lux SA - Capucine SAS Facility B 22-Jul-2014 0.00 0.00 690,836.26

First Atlas (IX) Lux SA - Webhelp SAS Facility B 22-Jul-2014 0.00 0.00 106,214.60

First Atlas (IX) Lux SA - Webhelp UK Trading Ltd Facility B 16-Jun-2014 0.00 100.84 1,000,000.00

First Atlas (IX) Lux SA - Webhelp UK Trading Ltd Facility B 22-Jul-2014 0.00 0.00 202,949.13

Flint Group Holdings SARL - Aster Zweite Beteiligungs Gmbh Mezzanine Term A1 05-Sep-2014 0.00 100.25 5,073,823.18

GALAPAGOS SA Floating - 06/2021 12-Dec-2014 100.00 98.63 5,000,000.00

IDC Salud SLU Second Lien Term Loan 11-Dec-2014 0.00 98.88 1,000,000.00

IDC Salud SLU Second Lien Term Loan 03-Dec-2014 0.00 98.88 5,000,000.00

Iglo Foods Midco Limited Retired - Facility F 28-Nov-2014 0.00 0.00 2,000,000.00

Iglo Foods Midco Limited Retired Facility B1 (Euro) 10-Dec-2014 78.18 98.13 2,900,000.00

Jubilee CLO 2014-XII BV 19-Sep-2017

APB as of 12 months ago Result Requirement

499,822,930.77 EUR 38.78% >= 0.00% PASS

Security Sale Date Original Purchase Price Sale Price Trade Amount

LGC Science Investments Limited Facility B (EUR) 16-Dec-2014 0.00 100.08 5,000,000.00

Lion Seneca France 2 SAS Facility B 30-May-2014 0.00 100.50 2,000,000.00

LOCK AS Float - 08/2020 14-Nov-2014 0.00 0.00 800,000.00

Mustang Bidco Limited Facility B 30-Sep-2014 99.75 100.38 6,000,000.00

Nassa Midco AS Facility B (EUR) 15-Dec-2014 99.50 98.75 2,000,000.00

Nassa Midco AS Facility B (EUR) 12-Dec-2014 99.50 98.75 2,000,000.00

Novafives SAS Floating - 06/2020 25-Nov-2014 0.00 99.50 1,000,000.00

Novafives SAS Floating - 06/2020 26-Nov-2014 0.00 99.50 2,000,000.00

Orion Engineered Carbons GmbH Initial Euro Term Loan 02-Dec-2014 99.73 100.60 5,000,000.00

Parque de Atracciones Madrid SAU Facility B3A (Euro) Retired 05/03/2016 16-Aug-2014 100.19 100.42 2,250,000.00

Parque de Atracciones Madrid SAU Facility C3A (EURO) Retired 05/03/2016 16-Aug-2014 0.00 100.42 2,250,000.00

Refresco Group BV Euribor+4.00% - 05/2018 25-Nov-2014 0.00 100.00 8,000,000.00

Spectrum Brands Europe GMBH Term Loan (Euro) 04-Jun-2014 0.00 101.38 1,000,000.00

Springer Science & Business Media Deutschland GMBH Retired - Initial Term B-1 Loan 15-Aug-2014 0.00 0.00 353,542.06

Springer-Verlag GmbH Retired - Initial Term B-1 Loan 15-Aug-2014 0.00 0.00 3,611,483.00

Tech Finance & Co SCA Euro Term Loan 30-Sep-2014 100.17 100.56 5,317,812.50

Telenet International Finance S.A. Term Loan Y Facility Retired 11/10/2016 18-Dec-2014 66.79 99.75 1,000,000.00

Tyrol Acquisition 2 SAS Extended Facility A-2 Term Loan 02-Jun-2014 0.00 95.99 4,285,714.29

Tyrol Acquisition 2 SAS Extended Facility A-2 Term Loan - PIK 02-Dec-2014 0.00 99.00 144,238.28

Tyrol Acquisition 2 SAS Extended Facility A-2 Term Loan Non-PIK 02-Dec-2014 0.00 99.00 4,689,997.84

Tyrol Acquisition 2 SAS Extended Facility B2 02-Jun-2014 96.67 95.99 5,714,285.71

Tyrol Acquisition 2 SAS Extended Facility B2 02-Dec-2014 95.70 99.00 2,525,347.21

Tyrol Acquisition 2 SAS Extended Facility B2 Non-PIK 02-Dec-2014 0.00 99.00 1,000,000.00

Tyrol Acquisition 2 SAS Extended Facility B2 Non-PIK 06-Nov-2014 0.00 98.99 1,000,000.00

Tyrol Acquisition 2 SAS Extended Facility B2 Non-PIK 02-Dec-2014 0.00 99.00 3,599,997.42

Tyrol Acquisition 2 SAS Extended Facility B2 PIK 02-Dec-2014 63.70 99.00 172,224.73

Tyrol Acquisition 2 SAS Facility CA1 Tranche 2 Loan PIK 02-Dec-2014 97.21 99.00 2,449,998.87

Tyrol Acquisition 2 SAS Facility CA1 Tranche 2 Loan PIK 02-Dec-2014 97.21 99.00 75,348.35

Wind Telecommunicazioni S.P.A Retired - B-1 Term Loan 15-May-2014 0.00 100.25 5,000,000.00

Yellow Maple Holding BV Retired Facility B1 12-Dec-2014 99.75 100.25 2,000,000.00

YPSO Holding Sarl - NC Numericable SAS Term B1 I Recap NC Num 13-Jun-2014 0.00 99.50 2,000,000.00

Jubilee CLO 2014-XII BV 19-Sep-2017

APB as of 12 months ago Result Requirement

499,822,930.77 EUR 38.78% >= 0.00% PASS

Security Sale Date Original Purchase Price Sale Price Trade Amount

Ziggo B.V. Term Loan B4 - Euro 23-Dec-2014 0.00 0.00 2,604,000.00

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Issuer Country Moody's Industry Fitch Industry Group Principal Balance Group

There are no Substitute Collateral Debt Obligations to report on.

Jubilee CLO 2014-XII BV 19-Sep-2017

Aggregate Principal Balance 471,976,430.73 EUR

5% of APB 23,598,821.54 EUR

Target Par Amount 498,750,000.00 EUR

10% of TPA 49,875,000.00 EUR

Swapped Non-Discount Obligations 0.00 EUR

Threshold <= 23,598,822 EUR

Excess constituting Discount Obligation 0.00 EUR

Security Security ID Ìs Swapped Is Discount? Principal Discount Portion Excess Non-Discount? Balance

Jubilee CLO 2014-XII BV 19-Sep-2017

Security LXID/ISIN Trade Date Par Amount (EUR) Price Principal (EUR)

Purchases INTERPARKHOLDI - Facility B IPHLDBVFL_TLB 19-Sep-2017 2,500,000.00 100.00% (2,500,000.00)

Kraton Polymers Holdings BV - Initial Eu KRATON_POLYHO 29-Aug-2017 2,500,000.00 100.00% (2,500,000.00)

SOFTBANKGROUPCORP - 3.125% - 09/2025 XS1684385161 12-Sep-2017 2,600,000.00 100.00% (2,600,000.00)

Stiga SPA - Facility B GLOBAL_STIGA 30-Aug-2017 6,000,000.00 99.50% (5,970,000.00)

Purchases Subtotal: 13,600,000.00 (13,570,000.00)

Redemption Stretford Seventy Nine - Float - 07/2020 STRE_Euro 14-Sep-2017 (3,771,025.22) 0.00% 3,771,025.22

ViridGrpFundII - 7.5% - 03/2020 XS1179900102 29-Aug-2017 (175,000.00) 0.00% 175,000.00

Redemption Subtotal: (3,946,025.22) 3,946,025.22

Unscheduled Paydown UMV Global Foods Company Ltd. - Facility UMVGLBLFD_FB2 04-Sep-2017 (8,667,609.28) 0.00% 8,667,609.28

Unscheduled Paydown Subtotal: (8,667,609.28) 8,667,609.28

Grand Total: 986,365.50 (956,365.50)

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Currency Receive Date Amount Price Amount Native Currency

Viridian Group Fundco II 7.5% - 03/2020 EUR 01-Sep-2017 45,572.92 100.00 45,572.92

Jubilee CLO 2014-XII BV 19-Sep-2017

Moody's Rating Principal Balance (EUR) % of APB Fitch Rating Principal Balance (EUR) % of APB B2 217,581,519.41 46.10% B 182,381,030.80 38.64%

B1 111,730,451.66 23.67% B- 130,855,551.91 27.73%

Ba3 63,230,222.07 13.40% B+ 69,261,947.81 14.67%

Ba2 27,062,905.56 5.73% BB- 56,488,278.68 11.97%

Ba1 22,536,527.83 4.77% BB 20,587,617.32 4.36%

B3 21,782,800.00 4.62% CCC 5,750,000.00 1.22%

Caa1 5,000,000.00 1.06% CC 3,052,004.20 0.65%

Caa3 3,052,004.20 0.65% BBB 2,600,000.00 0.55%

BB+ 1,000,000.00 0.21% 471,976,430.73

471,976,430.73

240M 200M

200M 160M

160M 120M

120M

80M 80M Principal Balance (EUR) Principal Balance (EUR)

40M 40M

0M 0M Ba1 Ba2 Ba3 B1 B2 B3 Caa1 Caa3 BBB BB+ BB BB- B+ B B- CCC Others Moody's Rating Fitch Rating

Jubilee CLO 2014-XII BV 19-Sep-2017

Security CUSIP/ISIN Principal Balance Native Security Restructured Affiliate ID Currency Type Date

Aenova Holding GmbH Facility B (Aenova Holding) 3,914,736.56 EUR Loan

Aenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH DE009A2NPB16 1,936,613.30 EUR Loan Aenova Holding GmbH Facility B Aenova Holding GMBH - Temmler Pharma GMBH & Co. KG Facility B DE009A2NPFL2 105,713.36 EUR Loan Aenova Holding GmbH (Temmler) Aenova Holding GMBH - Temmler Pharma GMBH & Co. KG Facility B DE009A2NPFL2 363,124.54 EUR Loan Aenova Holding GmbH (Temmler) Allnex SARL Tranche B-1 Term Loan 13,750.00 EUR Loan

Allnex SARL Tranche B-1 Term Loan 5,445,000.00 EUR Loan

Alpha Bidco SAS Facility B1 699,874.63 EUR Loan

Alpha BidCo SAS - Dutch Topco Facility B2 300,125.37 EUR Loan Alpha Bidco SAS

Auris Luxembourg III SARL Facility B6 L0421UAE1 1,955,113.43 EUR Loan

Ceva Sante Animale Facility B2 EF9255359 1,697,572.76 EUR Loan

Ceva Sante Animale Facility B2 EF9255359 2,302,427.24 EUR Loan

Constantia Flexibles Gmbh Facility B1A (EUR) 1,740,218.91 EUR Loan

Constantia Flexibles Gmbh Facility B2A (EUR) 259,780.89 EUR Loan

Cool International Holding GMBH Facility B1 474,205.71 EUR Loan AHT Holding GMBH

Cool International Holding GMBH Facility B1 1,463,263.33 EUR Loan AHT Holding GMBH

Cool International Holding GMBH Facility B1 1,964,566.50 EUR Loan AHT Holding GMBH

Delachaux S.A. - Railtech International S.A. Facility B1 1,949.84 EUR Loan

Delachaux S.A. - Railtech International S.A. Facility B1 425,214.00 EUR Loan

Delachaux S.A. - Railtech International S.A. Facility B1 3,449,623.67 EUR Loan

Delachaux S.A. - Railtech International S.A. Facility B1 3,905,145.17 EUR Loan

Diaverum Sarl Facility B 525,417.18 EUR Loan

Diaverum Sarl Facility B 3,474,582.82 EUR Loan

Dorna Sports SL B2 Euro Term Loan 9,431,615.10 EUR Loan

Eircom Finco S.a.r.l 2017 Term Loan B 4,500,000.00 EUR Loan

Elsan SAS Facility B2 68,965.53 EUR Loan

Elsan SAS Facility B2 686,372.52 EUR Loan

Elsan SAS Facility B2 944,597.70 EUR Loan

Elsan SAS Facility B2 1,957,305.63 EUR Loan

Elsan SAS Facility B2 2,342,758.62 EUR Loan

Equinix Inc Term B-2 Commitment 29446BAV8 6,982,500.01 EUR Loan

Financiere Verdi I SAS New Facility B 303,181.39 EUR Loan

Financiere Verdi I SAS New Facility B 393,780.27 EUR Loan

Financiere Verdi I SAS New Facility B 803,038.34 EUR Loan

Greeneden U.S. Holdings I, LLC Tranche B-2 Euro Term Loan US39479UAH68 6,467,500.00 EUR Loan

Jubilee CLO 2014-XII BV 19-Sep-2017

Security CUSIP/ISIN Principal Balance Native Security Restructured Affiliate ID Currency Type Date

Horizon Holdings II SAS Facility B4 7,499,999.70 EUR Loan

Ineos Finance PLC New 2022 Euro Term Loan G4768PAE1 14,152,417.79 EUR Loan

Ineos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan D3542BAD2 5,586,462.61 EUR Loan

Infinitas Learning Holding B.V - Infinitas Learning Netherlands BV Facility N4473EAC8 697,674.42 EUR Loan Infinitas Learning Holding BV B3 Infinitas Learning Holding B.V - Infinitas Learning Netherlands BV Facility N4473EAC8 901,395.35 EUR Loan Infinitas Learning Holding BV B3 Infinitas Learning Holding B.V - Infinitas Learning Netherlands BV Facility N4473EAC8 4,400,930.23 EUR Loan Infinitas Learning Holding BV B3 Inovyn Finance PLC 2024 Tranche B Euro Term Loan G4818YAE2 1,488,768.75 EUR Loan

Intervias Finco Ltd Facility D2 9,000,000.00 EUR Loan

Ion Trading Finance Limited Tranche B-1 Euro Loan L5582BAN7 8,063,797.81 EUR Loan

Kirk Beauty One Gmbh - Douglas Gmbh Facility B1 507,429.70 EUR Loan

Kirk Beauty One Gmbh - Douglas Gmbh Facility B2 175,766.00 EUR Loan

Kirk Beauty One Gmbh - Douglas Gmbh Facility B3 432,128.00 EUR Loan

Kirk Beauty One Gmbh - Douglas Gmbh Facility B4 336,222.60 EUR Loan

Kirk Beauty One Gmbh - Douglas Gmbh Facility B5 74,716.00 EUR Loan

Kirk Beauty One Gmbh - Douglas Gmbh Facility B6 283,558.50 EUR Loan

Kirk Beauty One Gmbh - Douglas Gmbh Facility B7 190,178.00 EUR Loan

Klockner Pentaplast of America Inc Euro Term Loan US49865NAP50 8,000,000.00 EUR Loan

LSF9 Robin Investments Limited Facility B4 3,500,000.00 EUR Loan

Macdermid Funding LLC Euro Tranche C-4 Term Loan 554276AT2 3,463,825.00 EUR Loan Macdermid

Nielsen Finance LLC (VNU) Class B-2 Euro Term Loan 65409YBA2 3,120,359.84 EUR Loan Nielsen Finance Llc / Nielsen Finance Company

Novacap Group Bidco Retired Facility B 1,999,999.99 EUR Loan

Obol France 3 SAS Facility B 1,500,000.00 EUR Loan

Peer Holdings BV Facility B EN9024030 2,000,000.00 EUR Loan

PQ Corporation Second Amendment Tranche B-2 Term Loans 69353FAW4 990,018.75 EUR Loan

Sam Bidco Facility B3B 2,023,911.99 EUR Loan

Sam Bidco New Facility B3A 7,378,223.20 EUR Loan

Solera LLC Euro Term Loan 83421MAC2 1,975,000.00 EUR Loan

SSCP Eleanor Finance S.A.R.L Acqusition Term Loan 68,750.00 EUR Loan

SSCP Eleanor Finance S.A.R.L Acqusition Term Loan 76,770.83 EUR Loan

SSCP Eleanor Finance S.A.R.L Acqusition Term Loan 137,500.00 EUR Loan

SSCP Eleanor Finance S.A.R.L Acqusition Term Loan 198,229.17 EUR Loan

SSCP Eleanor Finance S.A.R.L Acqusition Term Loan 206,250.00 EUR Loan

SSCP Eleanor Finance S.A.R.L Unitranche 4,812,500.00 EUR Loan

Tackle Sarl New Facility B 5,500,000.00 EUR Loan

Jubilee CLO 2014-XII BV 19-Sep-2017

Security CUSIP/ISIN Principal Balance Native Security Restructured Affiliate ID Currency Type Date

Tele Columbus AG 2017 New Facility A 5,500,000.00 EUR Loan

TMF Group Holding BV Facility B 3,500,000.00 EUR Loan

Trionista Holdco GMBH - Ista Holding Netherlands BV Facility B1B3 16,537.61 EUR Loan Trionista Holdco GMBH - Ista International GMBH

Trionista Holdco GMBH - Ista International GMBH Facility B1A3 13,836,966.88 EUR Loan

Trionista Holdco GMBH - Meter Acquisition SAS Facility B1C3 1,118.88 EUR Loan Trionista Holdco GMBH - Ista International GMBH

Trionista Holdco GMBH - Meter Acquisition SAS Facility B1C3 113,722.94 EUR Loan Trionista Holdco GMBH - Ista International GMBH

Trionista Holdco GMBH - VES HOLDING APS Facility B1E3 31,652.41 EUR Loan Trionista Holdco GMBH - Ista International GMBH

Unilabs Diagnostics AB New Euro Term Loan B2 W9800LAD3 9,500,000.00 EUR Loan

Unit 4 Sweden Holding AB Facility B1 (EUR) EN9020681 1,909,090.91 EUR Loan

Unit 4 Sweden Holding AB Facility B1 (EUR) EN9020681 5,090,909.09 EUR Loan

WowMidco SAS Facility B2 25,346.15 EUR Loan

WowMidco SAS Facility B2 221,647.96 EUR Loan

WowMidco SAS Facility B2 881,209.78 EUR Loan

WowMidco SAS Facility B2 926,661.61 EUR Loan

WowMidco SAS Facility B2 945,134.51 EUR Loan

Jubilee CLO 2014-XII BV 19-Sep-2017

We have received written confirmation from the Retention Holder that: (a) it continues to hold, not less than 5 per cent. of the outstanding nominal valueof each Class of Notes (the 'Retention'); and

(b) neither it nor its Affiliates have transferred the Retention Notes nor has it sold , hedged or otherwise mitigated its credit risk under or associated with the Retention Notes or the underlying portfolio of Collateral Debt Obligations, except to the extent permitted in accordance with the Risk Retention Letter.

Jubilee CLO 2014-XII BV 19-Sep-2017

Security Security ID Asset Type Rating Principal Changed Balance

There are no Securities which have been Upgraded or Downgraded to report on.