Jubilee CLO 2015 XV BV - RNS Submit · Jubilee CLO 2015 XV BV Relationship Manager: Phone: Fax: ... Jubilee CLO 2015-XV B.V. ... LX153737 Foncia Senior Facility B €4,447,342.25

Monthly Report for the period 14 July 2017 to 15 August 2017

Jubilee CLO 2015 XV BV

Relationship Manager:

Phone:

Fax:

Email:

Gavin Keogh

+353 1900 7943

-

[email protected]

This report is for informational purposes only, certain information included in the report is estimated, approximated or projectedand 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 or in part, for any purpose other than as expressly authorised by BNY Mellon.)

© BNY Mellon, N.A. 2017. All Rights Reserved.

Jubilee CLO 2015-XV B.V.

Investment Adviser’s Report

1

31st

August 2017.

Alcentra

Market Commentary

The European loan market in July returned to the strong performance seen for most of the year, with the Credit Suisse Western European Leveraged Loan Index (“CS WELLI”) (hedged to EUR) posting a +0.48% return. This took the CS WELLI return for the year to date to +2.55%1. Supply over the month continued to be strong, with deals announced for a range of issuers including €1bn+ deals for Techem, Diversey and Holland & Barrett. With July the second busiest month of the year, and second consecutive month with over €10bn of issuance, the increase in loan supply has helped move the market into better balance between buyers and sellers. With secondary more balanced and investors more discriminating in the primary market we have also seen some increase in primary spreads from levels seen earlier in the year. Year-to-date loan volume stood at €70.4 billion at month-end, 87% up on 2016. As we have mentioned previously a significant proportion (61.2%) of this has been refinancing rather than new financings, although this has improved over recent months with only 40% of June/July volumes accounted for by refinancings. However, YTD new acquisition loan volume at €27.3 billion, remains only 4.3% above last year, despite €12.9 billion of supply in June/July (75.5% up over 2016)

2. The post summer pipeline looks to be building, with large deals expected for Stada, Avavtor/VWR and Refresco/Cott, and the press also reporting private equity likely to bid for a range of larger assets including Paysafe, Akzo Nobel’s specialty chemicals division, Unilever’s spreads business, CPA Global, Nets and Teamviewer3. With demand for the asset class remaining robust this supply will be important in keeping the market balanced into year end. 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 Credit Suisse Western European Leveraged Loan Index (hedged to EUR), 31 July 2017 2 S&P LCD August 2017 3 Bloomberg 28 July 2017

mailto:[email protected]



2

31st

August 2017.

Alcentra

Weighted Average Spread

Weighted Average Rating Factor

Moody’s Ratings

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

2400

2500

2600

2700

2800

2900

3000

3100

3200

B1 26.6%

B2 48.1%

B3 7.8%

Ba1 2.4%

Ba2 7.0% Ba3

4.9%

Caa1 3.2%



3

31st

August 2017.

Alcentra

S&P Ratings

Ratings, 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.

B 47.0%

B- 14.2%

B+ 17.8%

BB 3.0%

BB- 13.0%

BB+ 1.8%

CCC+ 3.2%

Asset ID Issuer Name Asset Name Par Settled Mark Price

LX142050 Aenova Facility B (Dragenopharm) €10,500,000.00 98.5880

LX140097 AHT Cooling Facility B1 €3,347,604.87 100.6670

LX140920 AHT Cooling Facility B2 €3,237,080.04 100.6670

LX162335 Albea Beauty Term Loan €4,000,000.00 100.7920

LX152755 Allnex Tranche B-1 Term Loan €4,962,500.00 100.2270

LX164184 Ameos Term Loan €1,000,000.00 100.8500

Amplitude 2 Unitranche Add On €2,500,000.00 100.0000

LX145177 Angus Chemical Euro Term B-1 Loan €8,101,483.37 100.0830

LX160841 APCOA Term Loan B €2,000,000.00 101.1820

artemis Unitranche Funded €2,572,241.37 100.0000

artemis Unitranche Unfunded €427,758.62 100.0000

LX165484 Avaloq Term Loan B €1,500,000.00 99.7500

LX164386 Biogroup Term B Loan €1,500,000.00 100.5000

XS1082473395 Boparan Finance Plc BOPRLN 4.375 07/15/21 CORP FIXED REGS €4,500,000.00 99.0500

XS1117279619 Cabot Financial Lux SA ECPG FLOAT 11/15/21 Corp €2,000,000.00 104.9880

LX165609 Caldic Term Loan €4,000,000.00 100.5250

LX137083 Car Trawler Facility B €2,723,470.69 99.0000

LX161320 Cerba Facility B €2,500,000.00 99.4750

LX135736 Ceva Sante Animale Facility B2 €3,000,000.00 100.3960

LX161997 Chemours Tranche B-1 Euro Term Loan €3,491,250.00 100.6460

LX153899 Coherent Euro Term Loan €6,163,917.91 101.1040

LX143296 Constantia Flexibles Facility B1A (EUR) €6,960,876.37 100.2860

LX143893 Constantia Flexibles Facility B2A (EUR) €1,039,123.63 100.2860

LX159934 Cooper Facility B1 €699,874.63 100.9380

LX160654 Cooper Facility B2 €300,125.37 100.9380

LX133726 CPA (aka Redtop) Initial Euro Term Loan (First Lien) €1,000,000.00 100.5000

LX141055 Delachaux 2014 Facility B1 €1,459,112.38 101.1090

LX137333 Deoleo S.A. Initial Term Loan (First Lien) €13,000,000.00 70.4500

LX164120 Diaverum Holding S.ar.l. (fka Velox Bidco SARL) 2nd Lien €1,500,000.00 100.0000

LX164119 Diaverum Holding S.ar.l. (fka Velox Bidco SARL) Term Loan €4,500,000.00 99.6880

LX161739 Dorna Sports, S.L. Term Loan (Euro) €3,000,000.00 100.2920

LX164355 Dummen Orange Term Loan B €4,000,000.00 100.4250

LX161434 Eircom Finco S.a r.l. Term Loan €4,000,000.00 100.2730

LX146849 Elsan (fka Vedici) Facility B €8,000,000.00 100.7190

LX157816 Equinix Term B-2 Loan €7,481,250.00 100.0140

LX160780 Ethypharm Facility B €1,500,000.00 100.8750

LX163533 Euro Garage Limited Term Facility D2 (EUR) €6,000,000.00 100.7500

XS1587905727 Federal Mogul FDML 4 7/8 04/15/22 €700,000.00 100.5500

LX144751 FLINT(fka BASF) (aka ColourOz) Euro Term B-3 Loan (First Lien) €3,910,000.00 100.1380

LX136879 FLINT(fka BASF) (aka ColourOz) Initial Euro Term Loan (First Lien) €4,882,035.48 100.1380

LX153737 Foncia Senior Facility B €4,447,342.25 100.4860

XS1071411547 GALAPAGOS SA GALAPG FLOAT 06/15/21 CORP REGS €5,643,000.00 99.1266

LX147457 Galileo Facility B Tranche 1 Loan €3,970,464.60 100.8750

LX148875 Galileo Facility B Tranche 2 Loan €4,529,535.40 100.8750

XS1492372088 Garfunkelux Holdco 3 SA GFKLDE 0 10/01/21 €6,000,000.00 101.5001

LX162321 Gas Natural Fenosa Telecomunicaciones (GNFT) Facility B-2 €5,000,000.00 100.3750

LX166222 Genesys (Greeneden) Euro Term Loan €5,472,500.00 101.0630

XS1516322465 Guala Closures SPA GCLIM +4.75 11/15/21 €400,000.00 100.9250

LX161094 GVC Term Loan B €2,000,000.00 100.2500

LX152965 Hotelbeds Group Facility B €2,954,693.88 101.1560

XS1117296209 Ineos PLC INEGRP 4 05/01/23 €2,000,000.00 103.2500

LX160309 Ineos PLC New 2022 Euro Term Loan €9,775,773.67 100.3070

LX162255 Infinitas Facility B3 €5,000,000.00 99.4170

LX159914 INFOR (FKA LAWSON) Euro Tranche B-1 Term Loan €1,496,250.00 100.2290

LX162963 INOVYN Term Loan B €2,481,281.25 101.0000

LX147780 ION Trading Technologies Tranche B-1 Euro Term Loan (First Lien) €2,862,757.49 100.8590

LX143932 Ista International Facility B1C3 €1,500,000.00 99.9710

LX163472 Jacobs Douwe Egberts Term Loan B5 €1,060,557.35 100.8060

LX165634 Klockner Pentaplast Euro Term Loan €7,000,000.01 98.5310

LX162594 Labeyrie Term Loan €1,582,417.58 101.1070

LX163674 Labeyrie Term Loan B2 €417,582.42 101.1070

LX145356 M7 Group S.A. Facility B (D) €4,044,836.81 100.5470

XS1496169001 MCS Groupe MCSGRP 5.75 09/30/21 €200,000.00 106.1248

LX137058 Memora TLB Facility €1,797,011.56 100.0630

LX162912 Micro Focus Term Loan B €1,500,000.00 100.4750

LX163229 Misys Newco (aka Magic Newco) Euro Term Loan €1,500,000.00 101.2190

LX145135 Motor Fuel Group Term B (GBP JPM Swap 1) €3,417,900.00 101.3210

LX165654 MRH (GB) Limited Facility B4 €1,000,000.00 100.4250

LX157878 NEP Europe Finco B.V. Euro Term Loan (First Lien) €1,492,500.00 100.5420

XS1248517341 New Look Secured Issuer PLC NEWLOK +4.5% Float 07/01/22 €9,000,000.00 63.6710

LX152525 Novacap Facility B €1,000,000.00 100.6790

XS1634447988 NUOVO TRASPORTO VIAGGIATORI SPA NTV 0 06/01/23 €800,000.00 101.7703

LX158095 Oberthur Technologies (EUR) COV-Lite TLB2 €4,321,299.64 98.6960

Jubilee XV Market Value Positions as at 15/08/2017

LX157594 Oberthur Technologies Facility B1 (EUR) €2,678,700.36 98.6960

LX161834 OGF Term Loan B €1,500,000.00 101.2640

LX145020 Optimal Payments Facility B €5,000,000.00 99.9580

LX164121 P&I Term Loan €1,000,000.00 100.4170

LX161205 Parex Term Loan B €4,500,000.00 100.3070

LX162395 Patheon Inc Euro Term Loan €4,245,120.99 100.3500

LX157015 Platform Specialty (aka MacDermid) Euro Tranche C-4 Term Loan €4,912,875.00 100.6940

LX166130 Premier Lotteries Cov-Lite TLB €3,000,000.00 100.2500

LX162576 Prosol Term Loan B €5,500,000.00 100.5210

LX145274 Raet Facility B (First Lien) €5,000,000.00 100.5000

LX162763 Rhodia Acetow Term Loan B Euro €1,500,000.00 101.2500

LX166008 Safetykleen Europe (EUR) Cov-Lite TLB €1,500,000.00 100.5940

LX139399 Sebia S.A. Facility B3A €1,229,703.87 100.8470

LX142742 Sebia S.A. Facility B3B €337,318.65 100.8470

LX162008 SFR (Numericable) (EUR) B11 TLB €7,980,000.00 100.0910

LX147340 Siblu Acquisition 1 €625,000.00 100.0000

Siblu Acquisition 2 €1,250,000.00 98.0000

LX147339 Siblu Unitranche €4,375,000.00 100.0000

LX160224 Siemens Audiology Solutions Incremental Facility B6 €4,887,783.57 101.0750

LX157317 SLV Facility B €1,000,000.00 95.9380

XS1405782662 SMCP SMCPFP Float 05/01/22 Corp €800,000.00 102.4999

LX151195 Solera Euro Term Loan €1,975,000.00 101.0940

LX161998 Springer Science & Business Media New Initial B11 Term Loan €5,398,968.75 100.1130

LX161339 Styrolution Group GMBH Euro Term Loan €2,800,249.46 101.1250

LX145738 Sunrise Medical Facility B1 (First Lien) €9,666,031.75 100.0000

LX146812 Sunrise Medical Facility B2 (First Lien) €1,333,968.25 100.0000

LX152515 Taghleef Industries Facility B (EUR) €1,500,000.00 100.7500

LX162153 Technicolor First Incremental Euro Term Loan €2,000,000.00 99.7500

LX162004 Tele Columbus Facility A (New) €3,500,000.00 100.5680

TFL Holdings Floating - 09/2018 €1,952,643.51 94.5000

LX161574 Tipico Term B Loan €5,000,000.00 99.4380

LX162575 TMF Group Holdco B.V. Term Loan B €2,500,000.00 100.7340

LX161584 Unilabs Term Loan B €7,500,000.00 99.0380

LX141580 Unit4 Facility B1 (EUR) €5,000,000.00 100.1880

LX142370 United Biscuits Facility B2A €2,166,902.32 99.7160

XS1647816823 United Group (Adria Bidco BV) ADRBID 0 07/01/23 €5,000,000.00 100.7500

LX145475 Univar Inc Initial Euro Term Loan €1,630,000.00 100.6880

XS1117297603 UPCB Finance IV Ltd UPCB 4 01/15/27 €1,800,000.00 104.3750

LX164316 Verallia Facility B4 €10,000,000.00 100.0000

LX146618 Vistra Initial Euro Term Loan €7,368,769.69 100.5310

LX159174 Webhelp Facility B2 €2,000,000.00 100.7500

LX159274 Xella International S.A. Term Loan B €3,000,000.00 100.4750

LX159376 Ziggo (Casema, Amsterdamse Beheer) Term Loan F €10,000,000.00 100.4520

409,541,444.81

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.

(1) Requirements Summary 1(2) Portfolio Assets - Asset Information 5(3) Account Balances 8(4) Notes Information 9(5) Class A/B Interest Coverage Test 10(6) Class C Interest Coverage Test 11(7) Class D Interest Coverage Test 12(8) Class E Interest Coverage Test 13(9) Interest Coverage Detail 14(10) Interest Smoothing Amount - Report 21(11) Class A/B Par Value Test 22(12) Class C Par Value Test 23(13) Class D Par Value Test 24(14) Class E Par Value Test 25(15) Class F Par Value Test 26(16) Par Value Tests Detail 27(17) Reinvestment Overcollateralisation Test 30(18) Moody's Minimum Weighted Average Recovery Rate Test 31(19) Maximum Weighted Average Life Test 35(20) Moody's Maximum Weighted Average Rating Factor 48(21) Minimum Weighted Average Fixed Coupon Test 51(22) Moody's Minimum Diversity Test 52(23) Minimum Weighted Average Spread Test 56(24) Minimum Weighted Average S&P Recovery Rate Test 60(25) S&P Minimum Weighted Average Recovery Rate Test - Class A Notes 61(26) S&P Minimum Weighted Average Recovery Rate Test - Class B Notes 65

Table Of ContentsAs Of 15-Aug-2017 Scenario : InitialJubilee CLO 2015-XV BV

TOC Page: 1

(27) S&P Minimum Weighted Average Recovery Rate Test - Class C Notes 69(28) S&P Minimum Weighted Average Recovery Rate Test - Class D Notes 73(29) S&P Minimum Weighted Average Recovery Rate Test - Class E Notes 77(30) S&P Minimum Weighted Average Recovery Rate Test - Class F Notes 81(31) Class A CDO Monitor Test 85(32) Class B CDO Monitor Test 86(33) Class C CDO Monitor Test 87(34) Class D CDO Monitor Test 88(35) Class E CDO Monitor Test 89(36) Class F CDO Monitor Test 90(37) (a) Secured Senior Loans & Bonds 91(38) (b) Secured Senior Loans 94(39) (c) Unsecured Senior Obligations, Second Lien Loans, Mezzanine Obligations and High Yield Bonds 97(40) (e) Highest Single Obligor - Unsecured Senior Obligations, Second Lien Loans, Mezzanine Obligations and High YieldBonds

98

(41) (f) Participations 99(42) (g) CCC Obligations - S&P 100(43) (h) Caa Obligations - Moody 101(44) (i) Fixed Rate Collateral Debt Obligations 102(45) (j) Current Pay Obligations 103(46) (k) Revolving Obligations and/or Delayed Drawdown Collateral Obligations 104(47) (l-i) Corporate Rescue Loans 105(48) (l-ii) Highest Single Obligor of Corporate Rescue Loans 106(49) 6th Highest Single Obligor 107(50) Highest Single Obligor 108(51) (m-i) PIK Securities that are Restructured 109

Table Of Contents (Continued)As Of 15-Aug-2017 Scenario : InitialJubilee CLO 2015-XV BV

TOC Page: 2

(52) (m-ii) PIK Securities that are not Restructured 110(53) (n) Cov-Lite Loans 111(54) (o) loans originated by the Investment Manager 112(55) (p-i) Obligors - Domiciled in country rated below Aa3 By Moody 113(56) (p-ii) Obligors - Domiciled in country rated below A3 By Moody 114(57) (p-iii) Obligors - Domiciled in country rated below Baa3 By Moody 115(58) (q) Obligors - Domiciled in country rated below A- By S&P 116(59) (r-i) Highest Single S&P Industry Category 117(60) (r-ii) 2nd Highest Single S&P Industry Category 118(61) (r-iii) 6th Highest Single S&P Industry Category 119(62) (s)(i) Moody's Aggregate Third Party Credit Exposure Rated Aaa or Lower 120(63) (s)(iii) Moody Aggregate Third Party Credit Exposure Rated Aa2 or Lower 121(64) (s)(ii) Moody Aggregate Third Party Credit Exposure Rated Aa1 or Lower 122(65) (s)(iv) Moody Aggregate Third Party Credit Exposure Rated Aa3 or Lower 123(66) (s)(v) Moody Aggregate Third Party Credit Exposure Rated A1 or Lower 124(67) (s)(vi) Moody Aggregate Third Party Credit Exposure Rated A2/P-1 or Lower 125(68) (s)(vii) Moody Aggregate Third Party Credit Exposure rated A2 or lower and not short term rating of P-1 126(69) (s)(i) Moody Individual Third Party Credit Exposure Rated Aaa 127(70) (s)(ii) Moody Individual Third Party Credit Exposure Rated Aa1 128(71) (s)(iii) Moody Individual Third Party Credit Exposure Rated Aa2 129(72) (s)(iv) Moody Individual Third Party Credit Exposure Rated Aa3 130(73) (s)(v) Moody Individual Third Party Credit Exposure Rated A1 131(74) (s)(vii) Moody Individual Third Party Credit Exposure rated A2 or lower and not short term rating of P-1 132(75) (s)(vi) Moody Individual Third Party Credit Exposure Rated A2 and with Short Term Rating P-1 133(76) (s)(i) S&P Aggregate Third Party Credit Exposure Rated AAA or Lower 134(77) (s)(ii) S&P Aggregate Third Party Credit Exposure Rated AA+ or Lower 135


TOC Page: 3

(78) (s)(iii) S&P Aggregate Third Party Credit Exposure Rated AA or Lower 136(79) (s)(iv) S&P Aggregate Third Party Credit Exposure Rated AA- or Lower 137(80) (s)(v) S&P Aggregate Third Party Credit Exposure Rated A+ or Lower 138(81) (s)(vi) S&P Aggregate Third Party Credit Exposure Rated A/A-1 or Lower 139(82) (s)(vii) S&P Aggregate Third Party Credit Exposure Rated A- or Lower 140(83) (s)(i) S&P Individual Third Party Credit Exposure Rated AAA 141(84) (s)(ii) S&P Individual Third Party Credit Exposure Rated AA+ 142(85) (s)(iii) S&P Individual Third Party Credit Exposure Rated AA 143(86) (s)(iv) S&P Individual Third Party Credit Exposure Rated AA- 144(87) (s)(v) S&P Individual Third Party Credit Exposure Rated A+ 145(88) (s)(vi) S&P Individual Third Party Credit Exposure Rated A and with Short Term Rating A-1 146(89) (s)(vii) S&P Individual Third Party Credit Exposure Rated A- or Lower 147(90) (t) Obligations whose Moody’s Rating is derived from an S&P Rating 148(91) (u) Obligations whose S&P Rating is derived from a Moody’s Rating 149(92) (v) Non-Euro Obligations 150(93) (w) Annual Obligations 151(94) (x) Aggregate Collateral Balance of Obligations issued by Obligors with total potential indebtedness >= 75m and < 150m 152(95) (y) Aggregate Collateral Balance of Obligations issued by Obligors with total potential indebtedness < 200m 153(96) Event of Default part (iv) Test 154(97) Cov-Lite Loans - for S&P recovery rate test 155(98) Frequency Switch Event 156(99) Lesser of APB (no defaults) and Reinvestment Target Par Balance 157(100) Liquidity Facility 158(101) Obligations whose S&P Rating is derived from a Moody’s Rating 159(102) Cashflow Summary - Traded Balances 160(103) Cashflow Summary - Settled Balances 164


TOC Page: 4

(104) Portfolio Assets - Asset Swap Transactions 168(105) Portfolio Assets - CDO's that became Defaulted /Deferred/Exchanged Equity Securities since the last Report 169(106) Portfolio Assets - Collateral Debt Obligations that pay interest semi-annually 170(107) Portfolio Assets - Collateral Enhancement Obligations 171(108) Portfolio Assets - Committed Trades 172(109) Portfolio Assets - Country Information 173(110) Portfolio Assets - Defaulted Obligations 177(111) Portfolio Assets - Deferring Obligations 178(112) Portfolio Assets - Discount Obligations - New 179(113) Portfolio Assets - Exchanged Securities 180(114) Portfolio Assets - Industry Information - Moody 181(115) Portfolio Assets - Industry Information - S&P 185(116) Portfolio Assets - Interest Rate Hedge Transactions 190(117) Portfolio Assets - Market Value - Collateral Enhancement Obligations 191(118) Portfolio Assets - Obligations forming CCC/Caa Excess 192(119) Portfolio Assets - Purchase & Sale Activity 193(120) Portfolio Assets - Rating Information - Moodys 194(121) Portfolio Assets - Rating Information - S&P 197(122) Portfolio Assets - Substitute Collateral Debt Obligations 200(123) Purchased / Sold Accrued Interest 201(124) Risk Retention Confirmation 202(125) Portfolio Assets - Securities Sold Detail 203(126) Portfolio Assets - Securities sold since the year beginning at the anniversary of the Closing Date 205

Total Number of Pages: 205


TOC Page: 5

Requirements SummaryAsset Information

Number of Assets 121Number of Equity Securities 0Aggregate Principal Balance 409,541,445.04 EURPrincipal Cash 30,051,022.10 EURAggregate Collateral Balance 439,592,467.14 EUR

Liability InformationTranche Commitment OutstandingClass A SeniorSecured FloatingRate Notes

252,750,000.00 EUR 252,750,000.00 EUR

Class B SeniorSecured FloatingRate Notes

60,250,000.00 EUR 60,250,000.00 EUR

Class C DeferrableMezzanine FloatingRate Notes

26,000,000.00 EUR 26,000,000.00 EUR

Class C DeferrableInterest

0.00 EUR 0.00 EUR

Class D DeferrableMezzanine FloatingRate Notes

23,500,000.00 EUR 23,500,000.00 EUR

Class D DeferrableInterest

0.00 EUR 0.00 EUR

Class E DeferrableMezzanine FloatingRate Notes

27,000,000.00 EUR 27,000,000.00 EUR

Class E DeferrableInterest

0.00 EUR 0.00 EUR

Class F DeferrableJunior Floating RateNotes

15,250,000.00 EUR 15,250,000.00 EUR

Class F DeferrableInterest

0.00 EUR 0.00 EUR

Subordinated Notes 46,000,000.00 EUR 46,000,000.00 EUR

Requirements SummaryOutcome Requirement Result

Collateral Quality61.79% < 67.86% PASSClass A CDO Monitor Test54.65% < 61.20% PASSClass B CDO Monitor Test49.22% < 56.50% PASSClass C CDO Monitor Test43.39% < 51.20% PASSClass D CDO Monitor Test36.78% < 41.12% PASSClass E CDO Monitor Test28.99% < 33.54% PASSClass F CDO Monitor Test

5.32 <= 5.81 PASSMaximum Weighted Average Life Test9.163% >= 5.75% PASSMinimum Weighted Average Fixed Coupon

Test-- -- PASSMinimum Weighted Average S&P

Recovery Rate Test4.210% 4.10% PASSWeighted Average Spread Test

2,853 <= 3,105 PASSMoody's Maximum Weighted AverageRating Factor

40 >=34 PASSMoody's Minimum Diversity Test46.0% >= 42.0% PASSMoody's Minimum Weighted Average

Recovery Rate Test35.7% >= 34.50% PASSS&P Minimum Weighted Average

Recovery Rate Test - Class A Notes44.5% >= 42.00% PASSS&P Minimum Weighted Average

Recovery Rate Test - Class B Notes50.5% >= 48.00% PASSS&P Minimum Weighted Average

Recovery Rate Test - Class C Notes56.6% >= 54.00% PASSS&P Minimum Weighted Average

Recovery Rate Test - Class D Notes61.7% >= 59.00% PASSS&P Minimum Weighted Average

Recovery Rate Test - Class E Notes63.7% >= 60.75% PASSS&P Minimum Weighted Average

Recovery Rate Test - Class F NotesCoverage Tests

517.61% >= 120.00% PASSClass A/B Interest Coverage Test140.44% >= 130.36% PASSClass A/B Par Value Test433.75% >= 110.00% PASSClass C Interest Coverage Test129.67% >= 122.14% PASSClass C Par Value Test364.74% >= 105.00% PASSClass D Interest Coverage Test121.27% >= 114.77% PASSClass D Par Value Test290.78% >= 102.00% PASSClass E Interest Coverage Test112.86% >= 107.39% PASSClass E Par Value Test108.61% >= 104.16% PASSClass F Par Value Test108.61% >= 104.66% PASSReinvestment Overcollateralisation Test

Portfolio Profile Test29-Aug-201704:40:20 PM Scenario: Initial As of 15-Aug-2017 Method: Trade Date

Jubilee CLO 2015-XV BV Requirements Summary Page 1

1

Requirements Summary450,750,000.00 EUR 450,750,000.00 EUROutcome Requirement Result

Portfolio Profile Test98.6% >= 90.0% PASS(a) Secured Senior Loans & Bonds90.8% >= 60.0% PASS(b) Secured Senior Loans

1.4% <= 10.0% PASS(c) Unsecured Senior Obligations, SecondLien Loans, Mezzanine Obligations andHigh Yield Bonds

1.0% <= 3.0% PASS(e) Highest Single Obligor - UnsecuredSenior Obligations, Second Lien Loans,Mezzanine Obligations and High YieldBonds

0.0% <= 5.0% PASS(f) Participations3.0% <= 7.5% PASS(g) CCC Obligations - S&P3.0% <= 7.5% PASS(h) Caa Obligations - Moody2.0% <= 10.0% PASS(i) Fixed Rate Collateral Debt Obligations0.0% <= 2.5% PASS(j) Current Pay Obligations0.4% <= 5.0% PASS(k) Revolving Obligations and/or Delayed

Drawdown Collateral Obligations0.0% <= 5.0% PASS(l-i) Corporate Rescue Loans0.0% <= 2.0% PASS(l-ii) Highest Single Obligor of Corporate

Rescue Loans0.0% <= 5.0% PASS(m-i) PIK Securities that are Restructured4.2% <= 20.0% PASS(n) Cov-Lite Loans0.0% <= 20.0% PASS(o) loans originated by the Investment

Manager0.0% <= 10.0% PASS(p-i) Obligors - Domiciled in country rated

below Aa3 By Moody0.0% <= 5.0% PASS(p-ii) Obligors - Domiciled in country rated

below A3 By Moody0.0% <= 0.0% PASS(p-iii) Obligors - Domiciled in country rated

below Baa3 By Moody6.1% <= 10.0% PASS(q) Obligors - Domiciled in country rated

below A- By S&P12.2% <= 17.5% PASS(r-i) Highest Single S&P Industry Category10.3% <= 15.0% PASS(r-ii) 2nd Highest Single S&P Industry

Category5.9% <= 12.0% PASS(r-iii) 6th Highest Single S&P Industry

Category0.0% <= 5.0% PASS(s)(i) Moody Individual Third Party Credit

Exposure Rated Aaa:0.0% <= 5.0% PASS(s)(i) Moody's Aggregate Third Party Credit

Exposure Rated Aaa or Lower0.0% <= 5.0% PASS(s)(i) S&P Aggregate Third Party Credit

Exposure Rated AAA or Lower0.0% <= 5.0% PASS(s)(i) S&P Individual Third Party Credit

Exposure Rated AAA:0.0% <= 5.0% PASS(s)(ii) Moody Aggregate Third Party Credit

Exposure Rated Aa1 or Lower

29-Aug-201704:40:20 PM Scenario: Initial As of 15-Aug-2017 Method: Trade Date


2


Portfolio Profile Test0.0% <= 5.0% PASS(s)(ii) Moody Individual Third Party Credit

Exposure Rated Aa1:0.0% <= 5.0% PASS(s)(ii) S&P Aggregate Third Party Credit

Exposure Rated AA+ or Lower0.0% <= 5.0% PASS(s)(ii) S&P Individual Third Party Credit

Exposure Rated AA+:0.0% <= 5.0% PASS(s)(iii) Moody Aggregate Third Party Credit

Exposure Rated Aa2 or Lower0.0% <= 5.0% PASS(s)(iii) Moody Individual Third Party Credit

Exposure Rated Aa2:0.0% <= 5.0% PASS(s)(iii) S&P Aggregate Third Party Credit

Exposure Rated AA or Lower0.0% <= 5.0% PASS(s)(iii) S&P Individual Third Party Credit

Exposure Rated AA:0.0% <= 5.0% PASS(s)(iv) Moody Aggregate Third Party Credit

Exposure Rated Aa3 or Lower0.0% <= 5.0% PASS(s)(iv) Moody Individual Third Party Credit

Exposure Rated Aa3:0.0% <= 5.0% PASS(s)(iv) S&P Aggregate Third Party Credit

Exposure Rated AA- or Lower0.0% <= 5.0% PASS(s)(iv) S&P Individual Third Party Credit

Exposure Rated AA-:0.0% <= 5.0% PASS(s)(v) Moody Aggregate Third Party Credit

Exposure Rated A1 or Lower0.0% <= 5.0% PASS(s)(v) Moody Individual Third Party Credit

Exposure Rated A1:0.0% <= 5.0% PASS(s)(v) S&P Aggregate Third Party Credit

Exposure Rated A+ or Lower0.0% <= 5.0% PASS(s)(v) S&P Individual Third Party Credit

Exposure Rated A+:0.0% <= 5.0% PASS(s)(vi) Moody Aggregate Third Party Credit

Exposure Rated A2/P-1 or Lower0.0% <= 5.0% PASS(s)(vi) Moody Individual Third Party Credit

Exposure Rated A2 and with Short TermRating P-1:

0.0% <= 5.0% PASS(s)(vi) S&P Aggregate Third Party CreditExposure Rated A/A-1 or Lower

0.0% <= 5.0% PASS(s)(vi) S&P Individual Third Party CreditExposure Rated A and with Short TermRating A-1:

0.0% = 0.0% PASS(s)(vii) Moody Aggregate Third Party CreditExposure rated A2 or lower and not shortterm rating of P-1

0.0% = 0.0% PASS(s)(vii) Moody Individual Third Party CreditExposure rated A2 or lower and not shortterm rating of P-1:

0.0% = 0.0% PASS(s)(vii) S&P Aggregate Third Party CreditExposure Rated A- or Lower



3


Portfolio Profile Test0.0% = 0.0% PASS(s)(vii) S&P Individual Third Party Credit

Exposure Rated A- or Lower:0.0% <= 10.0% PASS(t) Obligations whose Moody’s Rating is

derived from an S&P Rating0.0% <= 10.0% PASS(u) Obligations whose S&P Rating is

derived from a Moody’s Rating0.8% <= 30.0% PASS(v) Non-Euro Obligations0.0% <= 5.0% PASS(w) Annual Obligations1.7% <= 7.5% PASS(x) Aggregate Collateral Balance of

Obligations issued by Obligors with totalpotential indebtedness >= 75m and <150m

5.4% <= 12.5% PASS(y) Aggregate Collateral Balance ofObligations issued by Obligors with totalpotential indebtedness < 200m

2.3% <= 2.5% PASS6th Highest Single Obligor3.0% <= 3.0% PASSHighest Single Obligor

Summary0.0% <= 20.0% PASSCov-Lite Loans - for S&P recovery rate test0.0% <= 10.0% PASSObligations whose S&P Rating is derived

from a Moody’s Rating23.49% <= 30.00% PASSPortfolio Assets - Securities Sold Detail

0.00% <= 30.00% PASSPortfolio Assets - Securities sold since theyear beginning at the anniversary of theClosing Date



4

Portfolio Assets - Asset InformationRestricted Trading Period No

Issuer Asset Security ISIN CUSIP Security ID LX ID Currency Maturity DateMoodyRating

S&PRating

SwappedNon-DiscountObligation

Is BridgeLoan Frequency

BaseRateFloor All In Rate Spread

PurchasedAccruedInterest

AccretionFactor Principal Balance Notional Notional Native

Is First-LienLast-OutLoan

Country ofOperation Is Restructured Cov-Lite Seniority

RateOption

PIKSecurity ZeroCouponType StepupCouponType

DeferringSecurity IsCurrentPay IsRevolver IsDelayedDD

Is CorporateRescue Loan

BondBISOHO SAS Float - 05/2022 BISOHO SAS - Float - 05/2022 XS1405782662 XS1405782662 EUR 01-Nov-2022 B1 B No No Quarterly 0.00% 5.6710% 6.0000% 0.00 EUR 0.0000% 800,000.00 800,000.00 800,000.00 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoBoparan Finance Plc 4.375% - 07/2021 Boparan Finance Plc - 4.375% - 07/2021 XS1082473395 108247339 XS1082473395 EUR 15-Jul-2021 B2 B No No Semi-Annual N/A 4.3750% 0.0000% 0.00 EUR 0.0000% 4,500,000.00 4,500,000.00 4,500,000.00 EUR No United Kingdom No Yes Senior Unsecured Fixed No 0 0 No No 0 0 NoCabot Finacial Luxembou ECPG Float - 11/15/2021 Cabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 XS1117279619 EUR 15-Nov-2021 B2 B+ No No Quarterly 0.00% 5.8750% 5.8750% 0.00 EUR 0.0000% 2,000,000.00 2,000,000.00 2,000,000.00 EUR No United States No No Senior Secured Float No 0 0 No No 0 0 NoFederal Mogul Holding C 4.875% - 04/2022 Federal Mogul Holding C - 4.875% - 04/2022 XS1587905727 XS1587905727 EUR 15-Apr-2022 B1 B- No No Semi-Annual N/A 4.8750% 0.0000% 0.00 EUR 0.0000% 700,000.00 700,000.00 700,000.00 EUR No United States No No Senior Secured Fixed No 0 0 No No 0 0 NoGALAPAGOS SA Floating - 06/2021 GALAPAGOS SA - Floating - 06/2021 XS1071411547 107141154 XS1071411547 EUR 15-Jun-2021 B2 B- No No Quarterly N/A 4.4190% 4.7500% 0.00 EUR 0.0000% 5,643,000.00 5,643,000.00 5,643,000.00 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 NoGARFUNKELUX HOLDCO 3 SA Float - 10/2021 GARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 XS1492372088 EUR 01-Oct-2021 B2 B+ No No Quarterly 0.00% 5.5000% 5.5000% 0.00 EUR 0.0000% 6,000,000.00 6,000,000.00 6,000,000.00 EUR No Luxembourg No No Senior Secured Float No 0 0 No No 0 0 NoGuala Closures SPA Float - 11/2021 Guala Closures SPA - Float - 11/2021 XS1516322465 XS1516322465 EUR 15-Nov-2021 B2 B No No Quarterly 0.00% 4.7500% 4.7500% 0.00 EUR 0.0000% 400,000.00 400,000.00 400,000.00 EUR No Italy No No Senior Secured Float No 0 0 No No 0 0 NoIneos Finance PLC 4% - 05/2023 Ineos Finance PLC - 4% - 05/2023 XS1117296209 XS1117296209 EUR 01-May-2023 Ba2 BB- No No Semi-Annual N/A 4.0000% 0.0000% 0.00 EUR 0.0000% 2,000,000.00 2,000,000.00 2,000,000.00 EUR No United Kingdom No No Senior Secured Fixed No 0 0 No No 0 0 NoNew Look Secured Issuer Float - 07/2022 New Look Secured Issuer - Float - 07/2022 XS1248517341 XS1248517341 EUR 01-Jul-2022 B2 B- No No Quarterly 0.00% 4.5000% 4.5000% 0.00 EUR 0.0000% 9,000,000.00 9,000,000.00 9,000,000.00 EUR No United Kingdom No No Senior Secured Float No 0 0 No No 0 0 NoNUOVO TRASPORTO VIAGGIAT Float - 06/2023 NUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 XS1634447988 EUR 01-Jun-2023 B1 B+ No No Quarterly 0.00% 3.5000% 0.0000% 0.00 EUR 0.0000% 800,000.00 800,000.00 800,000.00 EUR No Italy No No Senior Secured Float No 0 0 No No 0 0 NoPromontoria Mcs SAS Float - 09/2021 Promontoria Mcs SAS - Float - 09/2021 XS1496169001 XS1496169001 EUR 30-Sep-2021 B2 BB- No No Quarterly 0.00% 5.7500% 5.7500% 0.00 EUR 0.0000% 200,000.00 200,000.00 200,000.00 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoUnited Group BV Float - 07/2023 United Group BV - Float - 07/2023 XS1647816823 XS1647816823 EUR 03-Jul-2023 B2 B No No Quarterly N/A 4.0460% 4.3750% 0.00 EUR 0.0000% 5,000,000.00 5,000,000.00 5,000,000.00 EUR No Netherlands No No Senior Secured Float No 0 0 No No 0 0 NoUPCB Finance IV LTD 4% - 01/2027 UPCB Finance IV LTD - 4% - 01/2027 XS1117297603 XS1117297603 EUR 15-Jan-2027 Ba3 BB- No No Semi-Annual N/A 4.0000% 0.0000% 0.00 EUR 0.0000% 1,800,000.00 1,800,000.00 1,800,000.00 EUR No Germany No No Senior Secured Fixed No 0 0 No No 0 0 No

38,843,000.00 38,843,000.00Bond SubtotalLoan

Aenova Holding GmbH Facility B Aenova Holding GmbH - Facility B AENOVAHLDG_FB LX139191 EUR 29-Sep-2020 B3 B- No No Monthly 1.00% 5.0000% 4.0000% 0.00 EUR 0.0000% 7,488,379.00 7,488,379.00 7,488,378.64 EUR No Germany Yes No Senior Secured Float No 0 0 No No 0 0 NoAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH Facility B Aenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH

- Facility BDE009A2NPB16 AENVAHDRGN_FB LX142050 EUR 29-Sep-2020 B3 B- No No Quarterly 1.00% 5.0000% 4.0000% 0.00 EUR 0.0000% 1,626,755.00 1,626,755.00 1,626,755.22 EUR No Germany Yes No Senior Secured Float No 0 0 No No 0 0 No

Aenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl Facility B Aenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl -Facility B

LU009A2NPBV9 AENVASWSCP_FB LX142051 EUR 29-Sep-2020 B3 B- No No Monthly 1.00% 5.0000% 4.0000% 0.00 EUR 0.0000% 991,042.30 991,042.30 991,042.29 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 No

Aenova Holding GMBH - Temmler Pharma GMBH & Co. KG Facility B Aenova Holding GMBH - Temmler Pharma GMBH & Co. KG -Facility B

DE009A2NPFL2 TEMLRPHRMA_FB LX142052 EUR 29-Sep-2020 B3 B- No No Monthly 1.00% 5.0000% 4.0000% 0.00 EUR 0.0000% 393,823.80 393,823.80 393,823.85 EUR No Germany Yes No Senior Secured Float No 0 0 No No 0 0 No

Albea Beauty Holdings SA Facility B (EUR) Albea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS LX162335 EUR 22-Apr-2024 B2 B No No Semi-Annual 0.00% 4.0000% 4.0000% 0.00 EUR 0.0000% 4,000,000.00 4,000,000.00 4,000,000.00 EUR No Luxembourg No No Senior Secured Float No 0 0 No No 0 0 NoAllnex SARL Tranche B-1 Term Loan Allnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 LX152755 EUR 13-Sep-2023 B1 B No No Quarterly 0.00% 3.2500% 3.2500% 0.00 EUR 0.0000% 4,962,500.00 4,962,500.00 4,962,500.00 EUR No Luxembourg No No Senior Secured Float No 0 0 No No 0 0 NoAlpha Bidco SAS Facility B1 Alpha Bidco SAS - Facility B1 AlphaBidco_TL LX159934 EUR 07-Mar-2024 *** *** No No 0.00% 3.5000% 0.0000% 0.00 EUR 0.0000% 699,874.60 699,874.60 699,874.63 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 NoAlpha BidCo SAS - Dutch Topco Facility B2 Alpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 LX160654 EUR 07-Mar-2024 *** *** No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 300,125.40 300,125.40 300,125.37 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 NoAmplitude Surgical Term Loan Amplitude Surgical - Term Loan AMPLID_SURGIC EUR 30-Nov-2022 *** *** No No Monthly 0.00% 5.0000% 5.0000% 0.00 EUR 0.0000% 2,500,000.00 2,500,000.00 2,500,000.00 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoAPCOA Parking Holdings Gmbh Term Loan B APCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB LX160841 EUR 20-Mar-2024 B1 B+ No No Quarterly 0.00% 4.2500% 4.2500% 0.00 EUR 0.0000% 2,000,000.00 2,000,000.00 2,000,000.00 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 NoArtemis Unitranche Unfunded Artemis - Unitranche Unfunded ARTEMIS_UNF EUR 10-Oct-2021 *** *** No No Quarterly 0.00% 2.5000% 2.5000% 0.00 EUR 0.0000% 427,758.60 427,758.60 427,758.62 EUR No Germany No No Senior Secured Float No 0 0 No No 0 1 NoArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh Unitranche Facility Artemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - Unitranche

FacilityARTLKONEGMBHF EUR 10-Oct-2021 *** *** No No Quarterly 0.00% 5.5000% 5.5000% 0.00 EUR 0.0000% 1,571,925.00 1,571,925.00 1,571,925.28 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 No

Artemis - Lichtblick Kontaktlinsen Wirges GmbH Unitranche Facility Artemis - Lichtblick Kontaktlinsen Wirges GmbH - UnitrancheFacility

ATLIKONWGMBH EUR 11-Oct-2021 *** *** No No Quarterly 0.00% 5.5000% 5.5000% 0.00 EUR 0.0000% 257,224.10 257,224.10 257,224.14 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 No

Aruba Investments Inc Euro Term B-1 Loan Aruba Investments Inc - Euro Term B-1 Loan US04317MAF86 04317MAF8 ARUBAIN_ETLB1 LX145177 EUR 02-Feb-2022 B1 B- No No Quarterly 1.00% 4.2500% 3.2500% 0.00 EUR 0.0000% 8,101,484.00 8,101,484.00 8,101,483.37 EUR No United States No No Senior Secured Float No 0 0 No No 0 0 NoAuris Luxembourg III SARL Facility B6 Auris Luxembourg III SARL - Facility B6 L0421UAE1 AURIS_LUXIIB6 LX160224 EUR 17-Jan-2022 B1 B+ No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 4,887,784.00 4,887,784.00 4,887,783.57 EUR No Germany Yes No Senior Secured Float No 0 0 No No 0 0 NoBaring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV

First Lien Initial Euro Term Loan Baring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV - First Lien Initial Euro Term Loan

86088LAE7 BARINGSTIP_TL LX146618 EUR 26-Oct-2022 B2 B No No Monthly 1.00% 4.0000% 3.0000% 0.00 EUR 0.0000% 7,368,770.00 7,368,770.00 7,368,769.69 EUR No Netherlands No No Senior Secured Float No 0 0 No No 0 0 No

Beteiligungsgesellschaft Fur Pensionsgelder Und AndereInstitutionelle Mittel In Europa Sarl

Facility B Beteiligungsgesellschaft Fur Pensionsgelder Und AndereInstitutionelle Mittel In Europa Sarl - Facility B

AMEOSKLI_FLT LX164184 EUR 14-Jun-2024 *** *** No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 1,000,000.00 1,000,000.00 1,000,000.00 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 No

Big White Acquico Gmbh Facility B Big White Acquico Gmbh - Facility B BIGWHACG_FACB LX157317 EUR 03-Jan-2024 *** *** No No Monthly 0.00% 4.2500% 4.2500% 0.00 EUR 0.0000% 1,000,000.00 1,000,000.00 1,000,000.00 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 NoCab & Bio Lam LCD Facility B Cab & Bio Lam LCD - Facility B LX164386 LX164386 EUR 14-Jun-2024 *** *** No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 1,500,000.00 1,500,000.00 1,500,000.00 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoCDS Holdco III BV Facility B Commitment CDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII LX145356 EUR 30-Jun-2021 *** *** No No Monthly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 4,044,837.00 4,044,837.00 4,044,836.84 EUR No Luxembourg No No Senior Secured Float No 0 0 No No 0 0 NoCeva Sante Animale Facility B2 Ceva Sante Animale - Facility B2 EF9255359 CEVASANAN_FLTB LX135736 EUR 30-Jun-2021 B1 B+ No No Quarterly 0.00% 3.0000% 3.0000% 0.00 EUR 0.0000% 3,000,000.00 3,000,000.00 3,000,000.00 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 NoChemours Company (The) Tranche B1 Euro Term Loan Chemours Company (The) - Tranche B1 Euro Term Loan 16384YAD9 CHEMOURS_FLTL LX161997 EUR 12-May-2022 Ba1 BB- No No Quarterly 0.75% 3.0000% 2.2500% 0.00 EUR 0.0000% 3,491,250.00 3,491,250.00 3,491,250.00 EUR No United States No No Senior Secured Float No 0 0 No No 0 0 NoCidron Ollopa BV Facility B1 Cidron Ollopa BV - Facility B1 CIDRON_OLLOPA LX145738 EUR 29-Jul-2022 *** *** No No Quarterly 1.00% 4.5000% 3.5000% 0.00 EUR 0.0000% 9,666,032.00 9,666,032.00 9,666,031.75 EUR No Netherlands No No Senior Secured Float No 0 0 No No 0 0 NoCidron Ollopa BV Facility B2 Cidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 LX146812 EUR 29-Jul-2022 *** *** No No Quarterly 1.00% 4.5000% 3.5000% 0.00 EUR 0.0000% 1,333,968.00 1,333,968.00 1,333,968.25 EUR No Netherlands No No Senior Secured Float No 0 0 No No 0 0 NoCoherent Holding Gmbh Euro Term Loan Coherent Holding Gmbh - Euro Term Loan D2000EAC5 COHERENTH_TLB LX153899 EUR 07-Nov-2023 Ba1 BB No No Quarterly 0.75% 3.0000% 2.2500% 0.00 EUR 0.0000% 6,163,918.00 6,163,918.00 6,163,917.91 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 No


Jubilee CLO 2015-XV BV Portfolio Assets - PagePage 5

1


S&PRating








RateOption




Colouroz Investment 1 GMBH New First Lien Initial Term Loan Colouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET LX136879 EUR 07-Sep-2021 B2 B No No Quarterly 0.75% 3.7500% 3.0000% 0.00 EUR 0.0000% 4,882,036.00 4,882,036.00 4,882,035.61 EUR No Germany Yes No Senior Secured Float No 0 0 No No 0 0 NoColouroz Midco Euro Term B-3 Loan Colouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 LX144751 EUR 07-Sep-2021 B2 B No No Quarterly 0.75% 3.7500% 3.0000% 0.00 EUR 0.0000% 3,910,000.00 3,910,000.00 3,910,000.00 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 NoConstantia Flexibles Gmbh Term B1A Eur Constantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A LX143296 EUR 30-Apr-2022 B1 BB- No No Quarterly 1.00% 4.0000% 3.0000% 0.00 EUR 0.0000% 6,960,877.00 6,960,877.00 6,960,876.37 EUR No Austria Yes No Senior Secured Float No 0 0 No No 0 0 NoConstantia Flexibles Gmbh Term B2A Eur Constantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A LX143893 EUR 30-Apr-2022 B1 BB- No No Quarterly 1.00% 4.0000% 3.0000% 0.00 EUR 0.0000% 1,039,124.00 1,039,124.00 1,039,123.63 EUR No Austria Yes No Senior Secured Float No 0 0 No No 0 0 NoCool International Holding GMBH Facility B1 Cool International Holding GMBH - Facility B1 COINTHGMBH_FB LX140097 EUR 19-Nov-2020 *** *** No No Quarterly 0.00% 4.2500% 4.2500% 0.00 EUR 0.0000% 3,347,605.00 3,347,605.00 3,347,604.88 EUR No Austria No No Senior Secured Float No 0 0 No No 0 0 NoCool International Holding GMBH Facility B2 Cool International Holding GMBH - Facility B2 AHT_TLB LX140920 EUR 19-Nov-2020 *** *** No No Quarterly 0.00% 4.2500% 4.2500% 0.00 EUR 0.0000% 3,237,080.00 3,237,080.00 3,237,080.04 EUR No Austria No No Senior Secured Float No 0 0 No No 0 0 NoDelachaux S.A. - Railtech International S.A. Facility B1 Delachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 LX141055 EUR 28-Oct-2021 *** B+ No No Quarterly 0.00% 3.7500% 3.7500% 0.00 EUR 0.0000% 1,459,112.00 1,459,112.00 1,459,112.38 EUR No France Yes Yes Senior Secured Float No 0 0 No No 0 0 NoDeoleo S.A. First Lien Term Loan B Deoleo S.A. - First Lien Term Loan B Deoleo_FLTLB LX137333 EUR 11-Jun-2021 Caa1 CCC+ No No Quarterly 1.00% 4.5000% 3.5000% 0.00 EUR 0.0000% 13,000,000.00 13,000,000.00 13,000,000.00 EUR No Spain No No Senior Secured Float No 0 0 No No 0 0 NoDiaverum Holding SARL Second Lien Term Loan Diaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL LX164120 EUR 04-Jul-2025 *** *** No No Quarterly 0.00% 8.0000% 8.0000% 0.00 EUR 0.0000% 1,500,000.00 1,500,000.00 1,500,000.00 EUR No Sweden No No Senior Unsecured Float No 0 0 No No 0 0 NoDiaverum Sarl Facility B Diaverum Sarl - Facility B DIAVERUM_SARL LX164119 EUR 10-Jun-2024 *** *** No No Quarterly 0.00% 3.2500% 3.2500% 0.00 EUR 0.0000% 4,500,000.00 4,500,000.00 4,500,000.00 EUR No Sweden Yes No Senior Secured Float No 0 0 No No 0 0 NoDorna Sports SL B2 Euro Term Loan Dorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL LX161739 EUR 12-Apr-2024 *** *** No No Semi-Annual 0.00% 3.2500% 3.2500% 0.00 EUR 0.0000% 3,000,000.00 3,000,000.00 3,000,000.00 EUR No Spain No No Senior Secured Float No 0 0 No No 0 0 NoEircom Finco S.a.r.l 2017 Term Loan B Eircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL LX161434 EUR 19-Apr-2024 B1 B+ No No Monthly 0.00% 3.2500% 3.2500% 0.00 EUR 0.0000% 4,000,000.00 4,000,000.00 4,000,000.00 EUR No Ireland Yes No Senior Secured Float No 0 0 No No 0 0 NoElsan SAS Facility B2 Elsan SAS - Facility B2 ELSANSAS_FAB2 LX146849 EUR 30-Oct-2022 B1 B+ No No Monthly 0.00% 3.7500% 3.7500% 0.00 EUR 0.0000% 8,000,000.00 8,000,000.00 8,000,000.00 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoEquinix Inc Term B-2 Loan Equinix Inc - Term B-2 Loan 29446BAS5 EQUINIX_INCTB LX157816 EUR 05-Jan-2024 Ba2 BB+ No No Quarterly 0.00% 3.2500% 3.2500% 0.00 EUR 0.0000% 7,481,250.00 7,481,250.00 7,481,250.01 EUR No United Kingdom No No Senior Secured Float No 0 0 No No 0 0 NoFinanciere Dry Mix Solutions SAS Facility B Financiere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB LX161205 EUR 13-Mar-2024 B2 B No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 4,500,000.00 4,500,000.00 4,500,000.00 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoFinanciere Labeyrie Fine Foods Term Loan B2 Financiere Labeyrie Fine Foods - Term Loan B2 LX163674 LX163674 EUR 23-May-2023 *** *** No No Quarterly 0.00% 4.2500% 4.2500% 0.00 EUR 0.0000% 417,582.40 417,582.40 417,582.42 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoFinanciere Verdi I SAS New Facility B Financiere Verdi I SAS - New Facility B FINANCIEV_FLT LX160780 EUR 21-Jul-2023 *** *** No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 1,500,000.00 1,500,000.00 1,500,000.00 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 NoFlamingo LUX II Senior Facility B Flamingo LUX II - Senior Facility B FLAMINGO_SRFB LX153737 EUR 07-Sep-2023 B2 B No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 4,447,342.00 4,447,342.00 4,447,342.25 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoGalileo Global Education Finance S.a r.l. Facility B1 Galileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 LX147457 EUR 21-Oct-2022 *** *** No No Quarterly 0.00% 3.7500% 3.7500% 0.00 EUR 0.0000% 3,970,465.00 3,970,465.00 3,970,464.60 EUR No Luxembourg No No Senior Secured Float No 0 0 No No 0 0 NoGalileo Global Education Finance S.a r.l. Facility B2 Galileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 LX148875 EUR 21-Oct-2022 *** *** No No Semi-Annual 0.00% 3.7500% 3.7500% 0.00 EUR 0.0000% 4,529,536.00 4,529,536.00 4,529,535.40 EUR No Luxembourg No No Senior Secured Float No 0 0 No No 0 0 NoGreenbird Holding B V Facility B Greenbird Holding B V - Facility B GREENBI_FAC B LX145274 EUR 09-Apr-2021 *** *** No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 5,000,000.00 5,000,000.00 5,000,000.00 EUR No Netherlands No No Senior Secured Float No 0 0 No No 0 0 NoGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan Greeneden U.S. Holdings I, LLC - Additional Tranche B1 Euro

Term Loan39479UAF0 GREENE_DENATL LX160020 EUR 01-Dec-2023 B2 B- No No Quarterly 1.00% 4.7500% 3.7500% 0.00 EUR 0.0000% 5,472,500.00 5,472,500.00 5,472,500.00 EUR No United States Yes No Senior Secured Float No 0 0 No No 0 0 No

GVC Holdings Plc Facility B GVC Holdings Plc - Facility B GVCHOLDLC_TLB LX161094 EUR 02-Mar-2023 *** *** No No Semi-Annual 0.00% 3.2500% 3.2500% 0.00 EUR 0.0000% 2,000,000.00 2,000,000.00 2,000,000.00 EUR No United Kingdom No No Senior Secured Float No 0 0 No No 0 0 NoHNVR Holdco Limited Facility B HNVR Holdco Limited - Facility B HNVRHOL_FLTLB LX152965 EUR 12-Sep-2023 *** B No No Quarterly 0.00% 5.0000% 5.0000% 0.00 EUR 0.0000% 2,954,694.00 2,954,694.00 2,954,693.88 EUR No Spain No No Senior Secured Float No 0 0 No No 0 0 NoHorizon Holdings II SAS Facility B4 Horizon Holdings II SAS - Facility B4 HORIZONHII_B4 LX164316 EUR 28-Oct-2022 B1 B No No Semi-Annual 0.00% 3.0000% 3.7500% 0.00 EUR 0.0000% 10,000,000.00 10,000,000.00 9,999,999.90 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 NoIneos Finance PLC New 2022 Euro Term Loan Ineos Finance PLC - New 2022 Euro Term Loan G4768PAE1 INEOSFNC_EUTB LX160309 EUR 31-Mar-2022 Ba2 BB- No No Bi-monthly 0.75% 3.2500% 2.5000% 0.00 EUR 0.0000% 9,775,774.00 9,775,774.00 9,775,773.69 EUR No United Kingdom Yes Yes Senior Secured Float No 0 0 No No 0 0 NoIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan Ineos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan D3542BAD2 STRYMBHGR_ETL LX161339 EUR 29-Mar-2024 Ba3 BB- No No Quarterly 0.75% 3.2500% 2.5000% 0.00 EUR 0.0000% 2,800,250.00 2,800,250.00 2,800,249.48 EUR No Germany Yes Yes Senior Secured Float No 0 0 No No 0 0 NoInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV Facility B3 Infinitas Learning Holding B.V - Infinitas Learning Netherlands BV -

Facility B3N4473EAC8 INFINITANED_B LX162255 EUR 03-May-2024 *** *** No No Quarterly 0.00% 3.7500% 3.7500% 0.00 EUR 0.0000% 5,000,000.00 5,000,000.00 5,000,000.00 EUR No Netherlands Yes No Senior Secured Float No 0 0 No No 0 0 No

Infor (US) Inc Euro Tranche B-1 Term Loan Infor (US) Inc - Euro Tranche B-1 Term Loan 45672LAD7 INFORUSINC_TL LX159914 EUR 01-Feb-2022 B1 B- No No Quarterly 1.00% 3.7500% 2.7500% 0.00 EUR 0.0000% 1,496,250.00 1,496,250.00 1,496,250.00 EUR No United States Yes No Senior Secured Float No 0 0 No No 0 0 NoInovyn Finance PLC 2024 Tranche B Euro Term Loan Inovyn Finance PLC - 2024 Tranche B Euro Term Loan G4818YAE2 INOVYNFIN_FLTB LX162963 EUR 10-May-2024 B2 B+ No No Quarterly 0.75% 3.7500% 3.0000% 0.00 EUR 0.0000% 2,481,281.00 2,481,281.00 2,481,281.25 EUR No United Kingdom Yes No Senior Secured Float No 0 0 No No 0 0 NoIntervias Finco Ltd Facility D2 Intervias Finco Ltd - Facility D2 INTERVIAS_TL LX163533 EUR 30-Jan-2023 B2 B No No Quarterly 0.00% 4.0000% 4.0000% 0.00 EUR 0.0000% 6,000,000.00 6,000,000.00 6,000,000.00 EUR No United Kingdom Yes No Senior Secured Float No 0 0 No No 0 0 NoIon Trading Finance Limited Tranche B-1 Euro Loan Ion Trading Finance Limited - Tranche B-1 Euro Loan L5582BAN7 IONTRDLT_EDL LX147780 EUR 11-Aug-2023 B2 B+ No No Quarterly 1.00% 3.7500% 2.7500% 0.00 EUR 0.0000% 2,862,758.00 2,862,758.00 2,862,757.49 EUR No Ireland Yes No Senior Secured Float No 0 0 No No 0 0 NoJacobs Douwe Egberts Holdings BV Term Loan B - EUR Jacobs Douwe Egberts Holdings BV - Term Loan B - EUR 67180FAH0 JACOBS_EURTBL LX163472 EUR 02-Jul-2022 Ba2 BB No No Quarterly 0.75% 2.7500% 2.0000% 0.00 EUR 0.0000% 1,060,557.00 1,060,557.00 1,060,557.43 EUR No Netherlands Yes No Senior Secured Float No 0 0 No No 0 0 NoJade Germany GmbH Initial Euro Term Loan Jade Germany GmbH - Initial Euro Term Loan D3824EAC7 SOLVAYTL_TERM LX162763 EUR 31-May-2023 B1 B+ No No Quarterly 1.00% 5.7500% 4.7500% 0.00 EUR 0.0000% 1,500,000.00 1,500,000.00 1,500,000.00 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 NoKlockner Pentaplast of America Inc Euro Term Loan Klockner Pentaplast of America Inc - Euro Term Loan US49865NAP50 49865NAP5 KLOCKNEP_FLTL LX165634 EUR 29-Jun-2022 B3 B No No Quarterly 0.00% 4.7500% 4.7500% 0.00 EUR 0.0000% 7,000,000.00 7,000,000.00 6,999,999.99 EUR No United States No No Senior Secured Float No 0 0 No No 0 0 NoLabeyrie Fine Foods Term B-1 Loan Labeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 LX162594 EUR 23-May-2023 *** *** No No Quarterly 0.00% 4.2500% 4.2500% 0.00 EUR 0.0000% 1,582,418.00 1,582,418.00 1,582,417.58 EUR No United Kingdom No No Senior Secured Float No 0 0 No No 0 0 NoLETO Gmbh Unitranche Facility LETO Gmbh - Unitranche Facility LETOGMBH_UNFA EUR 11-Oct-2021 *** *** No No Quarterly 0.00% 5.5000% 5.5000% 0.00 EUR 0.0000% 743,091.90 743,091.90 743,091.96 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 NoLSF10 XL BIdco SCA Facility B LSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB LX159274 EUR 11-Apr-2024 B2 B+ No No Bi-monthly 0.00% 4.0000% 4.0000% 0.00 EUR 0.0000% 3,000,000.00 3,000,000.00 3,000,000.00 EUR No Luxembourg No No Senior Secured Float No 0 0 No No 0 0 NoLSF9 Robin Investments Limited Facility B4 LSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 LX165654 EUR 14-Dec-2023 B1 B No No Quarterly 0.00% 3.0000% 3.0000% 0.00 EUR 0.0000% 1,000,000.00 1,000,000.00 1,000,000.00 EUR No United Kingdom Yes No Senior Secured Float No 0 0 No No 0 0 NoMacdermid Funding LLC Euro Tranche C-4 Term Loan Macdermid Funding LLC - Euro Tranche C-4 Term Loan 554276AT2 MADRMDFUN_EC4 LX157015 EUR 07-Jun-2020 B2 BB- No No Monthly 1.00% 4.2500% 3.2500% 0.00 EUR 0.0000% 4,912,875.00 4,912,875.00 4,912,875.00 EUR No United States Yes No Senior Secured Float No 0 0 No No 0 0 NoMemora Servicios Funeraios, SLU Term Loan B Memora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB LX137058 EUR 28-May-2021 *** *** No No Quarterly N/A 3.4190% 3.7500% 0.00 EUR 0.0000% 1,797,012.00 1,797,012.00 1,797,011.56 EUR No Spain No No Senior Secured Float No 0 0 No No 0 0 NoMiami Escrow Borrower LLC Euro Tranche Term Loan Miami Escrow Borrower LLC - Euro Tranche Term Loan 55280FAH4 MIAMESCROW_ET LX162912 EUR 21-Jun-2024 B1 BB- No No Monthly 0.00% 3.0000% 3.0000% 0.00 EUR 0.0000% 1,500,000.00 1,500,000.00 1,500,000.00 EUR No United States No No Senior Secured Float No 0 0 No No 0 0 NoMisys Limited First Lien Euro Term Loan Misys Limited - First Lien Euro Term Loan 02034DAD9 MISYSLTD_EUTL LX163229 EUR 13-Jun-2024 B2 B No No Quarterly 1.00% 4.2500% 3.2500% 0.00 EUR 0.0000% 1,500,000.00 1,500,000.00 1,500,000.00 EUR No Luxembourg No No Senior Secured Float No 0 0 No No 0 0 NoMotor Fuel Group Term Loan Eur/ Swap Motor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP EUR 18-Jul-2022 *** *** No No Quarterly N/A 3.4990% 3.8300% 0.00 EUR 0.0000% 3,417,900.00 3,417,900.00 3,417,900.00 EUR No United Kingdom No No Senior Secured Float No 0 0 No No 0 0 NoMustang Bidco Limited Facility B Mustang Bidco Limited - Facility B MUSTANGIT_TLB LX137083 EUR 29-Apr-2021 *** *** No No Monthly 0.00% 3.7500% 3.7500% 0.00 EUR 0.0000% 2,723,471.00 2,723,471.00 2,723,470.70 EUR No United Kingdom No No Senior Secured Float No 0 0 No No 0 0 NoNEP Europe Finco BV Euro Term Loan (First Lien) NEP Europe Finco BV - Euro Term Loan (First Lien) US62908UAH95 62908UAH9 NEP_EUROFINCO LX157878 EUR 03-Jan-2024 B1 B No No Quarterly 0.75% 3.7500% 3.0000% 0.00 EUR 0.0000% 1,492,500.00 1,492,500.00 1,492,500.00 EUR No Netherlands No No Senior Secured Float No 0 0 No No 0 0 NoNetInvest Limited Facility B NetInvest Limited - Facility B Netinvest LX145020 EUR 10-Aug-2022 *** BB No No Quarterly 0.00% 3.7500% 3.7500% 0.00 EUR 0.0000% 5,000,000.00 5,000,000.00 5,000,000.00 EUR No United Kingdom No No Senior Secured Float No 0 0 No No 0 0 NoNewCo Sab Bidco Facility B NewCo Sab Bidco - Facility B NEWCOSAB_FB LX161320 EUR 22-Apr-2024 B1 B+ No No Quarterly 0.00% 3.0000% 3.0000% 0.00 EUR 0.0000% 2,500,000.00 2,500,000.00 2,500,000.00 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoNovacap Group Bidco Facility B Novacap Group Bidco - Facility B NOVACAP_FACB LX152525 EUR 22-Jun-2023 B1 B No No Quarterly 0.00% 4.2500% 4.2500% 0.00 EUR 0.0000% 1,000,000.00 1,000,000.00 1,000,000.00 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 NoOberthur Technologies SA Facility B1 - Euro Oberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 LX157594 EUR 10-Jan-2024 B2 B- No No Quarterly 0.00% 3.7500% 3.7500% 0.00 EUR 0.0000% 2,678,700.00 2,678,700.00 2,678,700.36 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoOberthur Technologies SA Facility B2 - Euro Oberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU LX158095 EUR 10-Jan-2024 B2 B- No No Quarterly 0.00% 3.7500% 3.7500% 0.00 EUR 0.0000% 4,321,300.00 4,321,300.00 4,321,299.64 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoObol France 3 SAS Facility B Obol France 3 SAS - Facility B OBOLFRAN3_FAB LX161834 EUR 11-Apr-2023 B2 B+ No No Semi-Annual 0.00% 3.7500% 3.7500% 0.00 EUR 0.0000% 1,500,000.00 1,500,000.00 1,500,000.00 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 No



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RateOption




P&ISWBidCo GmbH Facility B1 P&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL LX164121 EUR 10-Nov-2023 *** *** No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 1,000,000.00 1,000,000.00 1,000,000.00 EUR No Germany Yes No Senior Secured Float No 0 0 No No 0 0 NoPatheon Holdings I BV Tranche B Euro Term Loan Patheon Holdings I BV - Tranche B Euro Term Loan N4715WAJ1 DPX_HOLDTRLOB LX162395 EUR 22-Apr-2024 B2 B+ No No Quarterly 1.00% 4.0000% 3.0000% 0.00 EUR 0.0000% 4,245,121.00 4,245,121.00 4,245,120.99 EUR No Netherlands Yes No Senior Secured Float No 0 0 No No 0 0 NoPetrus Bidco BV Facility B Petrus Bidco BV - Facility B LX165609 LX165609 EUR 18-Jul-2024 *** *** No No Quarterly 0.00% 3.2500% 3.2500% 0.00 EUR 0.0000% 4,000,000.00 4,000,000.00 4,000,000.00 EUR No Netherlands No No Senior Secured Float No 0 0 No No 0 0 NoPremier Lotteries Ireland DAC Term Loan B Premier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED LX166130 EUR 12-Jun-2024 *** *** No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 3,000,000.00 3,000,000.00 3,000,000.00 EUR No Ireland No No Senior Secured Float No 0 0 No No 0 0 NoRedtop Acquisitions Limited Initial Euro Term Loan (First Lien) Redtop Acquisitions Limited - Initial Euro Term Loan (First Lien) L7916MAC0 RDTPACQ_FLEUT LX133726 EUR 03-Dec-2020 B1 B No No Quarterly 1.00% 4.0000% 3.0000% 0.00 EUR 0.0000% 1,000,000.00 1,000,000.00 1,000,000.00 EUR No United Kingdom No No Senior Secured Float No 0 0 No No 0 0 NoSam Bidco Facility B3B Sam Bidco - Facility B3B SAMBIDCO_FB3B LX142742 EUR 17-Dec-2021 *** *** No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 337,318.70 337,318.70 337,318.67 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 NoSam Bidco New Facility B3A Sam Bidco - New Facility B3A SAMBDCONW_B3A LX139399 EUR 17-Dec-2021 *** *** No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 1,229,704.00 1,229,704.00 1,229,703.87 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 NoSFR Group SA Refinancing Term Loan B11 SFR Group SA - Refinancing Term Loan B11 67053NAL8 YPSOSFRGR_TLB LX162008 EUR 31-Jul-2025 B1 B+ No No Quarterly 0.00% 3.0000% 3.0000% 0.00 EUR 0.0000% 7,980,000.00 7,980,000.00 7,980,000.00 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoShilton Bidco Limited Facility B1 Shilton Bidco Limited - Facility B1 SHILTON_BIDB1 LX166008 EUR 13-Jul-2024 *** *** No No Quarterly 0.00% 3.2500% 3.2500% 0.00 EUR 0.0000% 1,500,000.00 1,500,000.00 1,500,000.00 EUR No United Kingdom No No Senior Secured Float No 0 0 No No 0 0 NoSolera LLC Euro Term Loan Solera LLC - Euro Term Loan 83421MAC2 SOLERALLC_ETL LX151195 EUR 03-Mar-2023 Ba3 B- No No Quarterly 0.75% 3.7500% 3.0000% 0.00 EUR 0.0000% 1,975,000.00 1,975,000.00 1,975,000.00 EUR No United States Yes No Senior Secured Float No 0 0 No No 0 0 NoSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan Springer Science & Business Media Deutschland GMBH - Initial

B11 Term LoanD1200YAL1 SPRINGER_SCIENCE LX161998 EUR 14-Aug-2020 B2 B No No Quarterly 0.50% 3.7500% 3.2500% 0.00 EUR 0.0000% 5,398,969.00 5,398,969.00 5,398,968.77 EUR No Germany Yes No Senior Secured Float No 0 0 No No 0 0 No

SSCP Eleanor Finance S.A.R.L Acquisition Facility 2 SSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 EUR 07-Aug-2024 *** *** No No Quarterly N/A 1.7188% 0.0000% 0.00 EUR 0.0000% 1,250,000.00 1,250,000.00 1,250,000.00 EUR No France No No Senior Secured Float No 0 0 No No 0 1 NoSSCP Eleanor Finance S.A.R.L Acqusition Term Loan SSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI LX147340 EUR 07-Aug-2024 *** *** No No Quarterly 0.50% 6.2500% 6.2500% 0.00 EUR 0.0000% 625,000.00 625,000.00 625,000.00 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 NoSSCP Eleanor Finance S.A.R.L Unitranche SSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL LX147339 EUR 07-Aug-2024 *** *** No No Quarterly 0.50% 6.2500% 6.2500% 0.00 EUR 0.0000% 4,375,000.00 4,375,000.00 4,375,000.00 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 NoTackle Sarl New Facility B Tackle Sarl - New Facility B TACKLESAL_TLB LX161574 EUR 08-Aug-2022 *** *** No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 5,000,000.00 5,000,000.00 5,000,000.00 EUR No Germany Yes No Senior Secured Float No 0 0 No No 0 0 NoTaghleef Industries Holdco Limited Facility B (EUR) Taghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR LX152515 EUR 10-May-2023 Ba3 BB- No No Semi-Annual 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 1,500,000.00 1,500,000.00 1,500,000.00 EUR No United States No No Senior Secured Float No 0 0 No No 0 0 NoTechnicolor S.A. First Incremental Euro Term Loan Technicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE LX162153 EUR 06-Dec-2023 Ba3 BB- No No Bi-monthly 0.00% 3.0000% 3.0000% 0.00 EUR 0.0000% 2,000,000.00 2,000,000.00 2,000,000.00 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoTele Columbus AG 2017 New Facility A Tele Columbus AG - 2017 New Facility A TELECOLUMBUSA LX162004 EUR 15-Oct-2024 B2 B No No Semi-Annual 0.00% 3.2500% 3.2500% 0.00 EUR 0.0000% 3,500,000.00 3,500,000.00 3,500,000.00 EUR No Germany Yes No Senior Secured Float No 0 0 No No 0 0 NoTFL International GmbH Consideration Notes TFL International GmbH - Consideration Notes TFL_CNotes EUR 11-Sep-2018 B2 *** No No Quarterly 0.00% 3.0000% 3.0000% 0.00 EUR 0.0000% 1,952,644.00 1,952,644.00 1,952,643.51 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 NoTMF Group Holding BV Facility B TMF Group Holding BV - Facility B TMFGROUP_FLTB LX162575 EUR 13-Oct-2023 B2 B No No Semi-Annual 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 2,500,000.00 2,500,000.00 2,500,000.00 EUR No Netherlands Yes No Senior Secured Float No 0 0 No No 0 0 NoTrionista Holdco GMBH - Meter Acquisition SAS Facility B1C3 Trionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 LX143932 EUR 30-Apr-2020 Ba3 BB- No No Quarterly 0.00% 3.0000% 3.0000% 0.00 EUR 0.0000% 1,500,000.00 1,500,000.00 1,500,000.00 EUR No Germany No No Senior Secured Float No 0 0 No No 0 0 NoUfinet Telecom Holding SLU Facility B2 Ufinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 LX162321 EUR 30-Jun-2023 B2 B No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 5,000,000.00 5,000,000.00 5,000,000.00 EUR No Spain Yes No Senior Secured Float No 0 0 No No 0 0 NoUMV Global Foods Company Ltd. Facility B2A UMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 LX142370 EUR 19-Nov-2021 B1 B+ No No Monthly 0.00% 3.7500% 3.7500% 0.00 EUR 0.0000% 2,166,902.00 2,166,902.00 2,166,902.32 EUR No United Kingdom No No Senior Secured Float No 0 0 No No 0 0 NoUnilabs Diagnostics AB New Euro Term Loan B2 Unilabs Diagnostics AB - New Euro Term Loan B2 W9800LAD3 UNILABSDIA_FTB LX161584 EUR 19-Apr-2024 B2 B No No Semi-Annual 0.00% 3.0000% 3.0000% 0.00 EUR 0.0000% 7,500,000.00 7,500,000.00 7,500,000.00 EUR No Sweden Yes No Senior Secured Float No 0 0 No No 0 0 NoUnit 4 Sweden Holding AB Facility B1 (EUR) Unit 4 Sweden Holding AB - Facility B1 (EUR) EN9020681 UNTIV_FACB1 LX141580 EUR 17-Mar-2021 B2 B No No Monthly 0.00% 4.2500% 4.2500% 0.00 EUR 0.0000% 5,000,000.00 5,000,000.00 5,000,000.00 EUR No Netherlands Yes No Senior Secured Float No 0 0 No No 0 0 NoUnivar USA Inc Initial Euro Term Loan Univar USA Inc - Initial Euro Term Loan 91335PAC3 UNIVARUS_IETL LX145475 EUR 01-Jul-2022 B2 BB- No No Quarterly 1.00% 4.2500% 3.2500% 0.00 EUR 0.0000% 1,630,000.00 1,630,000.00 1,630,000.00 EUR No United States No No Senior Secured Float No 0 0 No No 0 0 NoWatson Bidco BV Facility B Watson Bidco BV - Facility B XAN9435HAB95 N9435HAB9 WATSNBIDCO_TL LX164355 EUR 20-May-2024 *** *** No No Quarterly 0.00% 3.5000% 3.5000% 0.00 EUR 0.0000% 4,000,000.00 4,000,000.00 4,000,000.00 EUR No Netherlands No No Senior Secured Float No 0 0 No No 0 0 NoWowMidco SAS Facility B2 WowMidco SAS - Facility B2 WOWMIDC_FACB2 LX159174 EUR 16-Mar-2023 *** *** No No Semi-Annual 0.00% 4.2500% 4.2500% 0.00 EUR 0.0000% 2,000,000.00 2,000,000.00 2,000,000.00 EUR No France Yes No Senior Secured Float No 0 0 No No 0 0 NoWP/AV CH Holdings III BV Facility B Loan WP/AV CH Holdings III BV - Facility B Loan N9660EAB2 AVALOQ_GRTRLB LX165484 EUR 12-Jun-2024 B2 B No No Quarterly 0.00% 4.2500% 4.2500% 0.00 EUR 0.0000% 1,500,000.00 1,500,000.00 1,500,000.00 EUR No Netherlands No No Senior Secured Float No 0 0 No No 0 0 NoZF Bidco Senior Facility B ZF Bidco - Senior Facility B PROSOLG_FLTLB LX162576 EUR 26-Apr-2024 *** *** No No Quarterly 0.00% 4.0000% 4.0000% 0.00 EUR 0.0000% 5,500,000.00 5,500,000.00 5,500,000.00 EUR No France No No Senior Secured Float No 0 0 No No 0 0 NoZiggo Secured Finance Partnership Term Loan F Ziggo Secured Finance Partnership - Term Loan F N9833RAF6 ZIGGO_SECURF LX159376 EUR 15-Apr-2025 Ba3 BB- No No Semi-Annual 0.00% 3.0000% 3.0000% 0.00 EUR 0.0000% 10,000,000.00 10,000,000.00 10,000,000.00 EUR No Netherlands No No Senior Secured Float No 0 0 No No 0 0 No

370,698,445.33 370,698,445.33Loan Subtotal



3

409,541,445.33 409,541,445.33Grand Total

Account Balances

Account NameAccountNumber Traded Balance Settled Balance

Settled ProjectedReinvestment

IncomeGeneral

JUBILEE 2015 EXPENSE RESERVE ACC EUR 6664999788 0.00 EUR 0.00 EUR 0.00 EURJUBILEE 2015 EXPENSE RESERVE ACC GBP 6664998268 0.00 EUR 0.00 EUR 0.00 EURJUBILEE 2015 EXPENSE RESERVE ACC USD 6664998408 0.00 EUR 0.00 EUR 0.00 EURJUBILEE 2015 FIRST PERIOD RSRVE ACC EUR 6664999789 0.00 EUR 0.00 EUR 0.00 EURJUBILEE 2015 FIRST PERIOD RSRVE ACC GBP 6664998269 0.00 EUR 0.00 EUR 0.00 EURJUBILEE 2015 PAYMENT ACCOUNT EUR 6664999787 0.04 EUR 0.04 EUR 0.00 EURJUBILEE 2015 PAYMENT ACCOUNT GBP 6664998267 0.00 EUR 0.00 EUR 0.00 EURJUBILEE 2015 PAYMENT ACCOUNT USD 6664998407 0.02 EUR 0.02 EUR 0.00 EURJUBILEE 2015 UNUSED PROCEEDS ACC EUR 6664999786 0.00 EUR 0.00 EUR 0.00 EURJUBILEE 2015 UNUSED PROCEEDS ACC GBP 6664998266 0.00 EUR 0.00 EUR 0.00 EURJUBILEE 2015 UNUSED PROCEEDS ACC USD 6664998406 0.00 EUR 0.00 EUR 0.00 EURJUBILEE CLO 2015-XV B.V. -UNFUNDED REVOLVER RES ACC 6692289784 1,677,758.62 EUR 1,677,758.62 EUR 0.00 EUR

1,677,758.68 EUR 1,677,758.68 EUR 0.00 EURGeneral SubtotalInterest

JUBILEE 2015 XV INTEREST EUR A/C 6664999783 2,800,550.14 EUR 2,800,550.14 EUR 0.00 EURJUBILEE 2015 XV INTEREST GBP A/C 6664998263 46,104.14 EUR 46,104.14 EUR 0.00 EURJUBILEE 2015 XV INTEREST USD A/C 6664998403 0.00 EUR 0.00 EUR 0.00 EUR

2,846,654.29 EUR 2,846,654.29 EUR 0.00 EURInterest SubtotalPrincipal

JUBILEE 2015 XV PRINCIPAL EUR A/C 6664999782 30,051,022.10 EUR 30,051,022.10 EUR 0.00 EURJUBILEE 2015 XV PRINCIPAL GBP A/C 6664998262 0.00 EUR 0.00 EUR 0.00 EURJUBILEE 2015 XV PRINCIPAL USD A/C 6664998402 0.00 EUR 0.00 EUR 0.00 EUR

30,051,022.10 EUR 30,051,022.10 EUR 0.00 EURPrincipal Subtotal


Jubilee CLO 2015-XV BV Account Balances PagePage 8

1

34,575,435.06 EUR 34,575,435.07 EUR 0.00 EURGrand Total

Notes Information

Tranche Contract All-In-Rate Base Rate Spread Date From Date To CurrencyIdentifier Interest Par Amount Outstanding Par Amount NativeClass A Senior Secured Floating Rate Notes Term Funded 0.9690% (0.3310%) 1.3000% 12-Jul-2017 12-Oct-2017 EUR 625,893.25 EUR 252,750,000.00 EUR 252,750,000.00 EURClass B Senior Secured Floating Rate Notes Term Funded 1.6690% (0.3310%) 2.0000% 12-Jul-2017 12-Oct-2017 EUR 256,979.64 EUR 60,250,000.00 EUR 60,250,000.00 EURClass C Deferrable Mezzanine Floating Rate Notes Term Funded 2.5690% (0.3310%) 2.9000% 12-Jul-2017 12-Oct-2017 EUR 170,695.78 EUR 26,000,000.00 EUR 26,000,000.00 EURClass D Deferrable Mezzanine Floating Rate Notes Term Funded 3.3190% (0.3310%) 3.6500% 12-Jul-2017 12-Oct-2017 EUR 199,324.39 EUR 23,500,000.00 EUR 23,500,000.00 EURClass E Deferrable Mezzanine Floating Rate Notes Term Funded 4.6190% (0.3310%) 4.9500% 12-Jul-2017 12-Oct-2017 EUR 318,711.00 EUR 27,000,000.00 EUR 27,000,000.00 EURClass F Deferrable Junior Floating Rate Notes Term Funded 5.6490% (0.3310%) 5.9800% 12-Jul-2017 12-Oct-2017 EUR 220,154.08 EUR 15,250,000.00 EUR 15,250,000.00 EUR


Jubilee CLO 2015-XV BV Notes Information PagePage 9

1

1,791,758.14 EUR 404,750,000.00 EURGrand Total

Class A/B Interest Coverage Test

RequirementPASS>= 120.00%517.61%

Repo

rt Sum

mary

Interest Coverage %Outcome

Current Distribution Period: 30-Jun-2017 - 29-Sep-2017Current Collection Period: 12-Jul-2017 - 12-Oct-2017

Interest Accounts Balance 2,846,654.29 EURMiscellaneous Interest Proceeds 0.00 EUR

Subtotal: 2,846,654.29 EURProjected:

Scheduled Interest on Collateral DebtObligations (excl Defaults) 2,003,929.89 EUR

Reinvest. Income from Sched. Int. Pymnts 0.00 EURInterest on Account Balances 0.00 EURScheduled Periodic Hedge CounterpartyPayments 40,156.55 EUR

Amounts payable from Expense ReserveAccount, Interest Smoothing Account, FirstPeriod Reserve Account and/or CurrencyAccount

0.00 EUR

Subtotal: 2,044,086.44 EURLess:

Amounts Payable to Interest SmoothingAccounts 0.00 EUR

Purchased Accrued Interest 0.00 EURInterest Priority of Payments paras (A) to(F) 320,899.43 EUR

Subtotal: 320,899.43 EURInterest Coverage Numerator: 4,569,841.30 EURInterest Coverage Denominator: 882,872.89 EUR


Jubilee CLO 2015-XV BV Class A/B Interest PagePage 10

1

Class C Interest Coverage Test


Repo

rt Sum

mary








0.00 EUR




Subtotal: 320,899.43 EURInterest Coverage Numerator: 4,569,841.30 EURInterest Coverage Denominator: 1,053,568.67 EUR


Jubilee CLO 2015-XV BV Class C Interest PagePage 11

1

Class D Interest Coverage Test


Repo

rt Sum

mary








0.00 EUR






Jubilee CLO 2015-XV BV Class D Interest PagePage 12

1

Class E Interest Coverage Test


Repo

rt Sum

mary








0.00 EUR






Jubilee CLO 2015-XV BV Class E Interest PagePage 13

1

Interest Coverage DetailReinvestment Rate: 0Collection Period Start Date: 30-Jun-2017Collection Period End Date: 29-Sep-2017

Maturity Interest Collected Calc. Method PAR ContractCurrentInterest

Rate Payment DateNo. of

Days inPeriod Scheduled Distribution

No. of DaysReinvested

ReinvestmentInterest

5,001.44 EURAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH - Facility B

29-Sep-2020 21,238.19 EURAenova Holding GmbH - Facility B

29-Sep-2020 97,764.94 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl - Facility B

29-Sep-2020 12,938.61 EURAenova Holding GMBH - Temmler Pharma GMBH & Co. KG - Facility B

29-Sep-2020 5,141.59 EURAI Garden BV - Mediq BV - Facility B2

28-Feb-2022 8,784.19 EURAllnex SARL - Tranche B-1 Term Loan

13-Sep-2023 40,842.80 EUR13-Sep-2023 ACT/360 4,962,500.00 EUR 10 3.2500% 25-Aug-2017 31 13,888.11 EUR 35 0.00 EUR13-Sep-2023 ACT/360 4,962,500.00 EUR 10 3.2500% 25-Sep-2017 31 13,888.11 EUR 4 0.00 EUR

Alpha BidCo SAS - Dutch Topco - Facility B207-Mar-2024 2,655.28 EUR07-Mar-2024 ACT/360 300,125.37 EUR 3 3.5000% 29-Sep-2017 91 2,655.28 EUR 0 0.00 EUR

Alpha Bidco SAS - Facility B107-Mar-2024 6,191.95 EUR07-Mar-2024 ACT/360 699,874.63 EUR 3 3.5000% 29-Sep-2017 91 6,191.95 EUR 0 0.00 EUR

Amplitude Surgical - Term Loan30-Nov-2022 21,527.78 EUR30-Nov-2022 ACT/360 2,500,000.00 EUR 7 5.0000% 31-Aug-2017 31 10,763.89 EUR 29 0.00 EUR

APCOA Parking Holdings Gmbh - Term Loan B20-Mar-2024 ACT/360 222,857.14 EUR 3 4.2500% 20-Sep-2017 92 2,420.48 EUR 9 0.00 EUR20-Mar-2024 ACT/360 279,428.57 EUR 4 4.2500% 20-Sep-2017 92 3,034.90 EUR 9 0.00 EUR20-Mar-2024 ACT/360 119,714.29 EUR 5 4.2500% 20-Sep-2017 92 1,300.23 EUR 9 0.00 EUR20-Mar-2024 ACT/360 117,714.29 EUR 6 4.2500% 20-Sep-2017 92 1,278.51 EUR 9 0.00 EUR20-Mar-2024 ACT/360 1,260,285.71 EUR 7 4.2500% 20-Sep-2017 92 13,688.10 EUR 9 0.00 EUR

Artemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - Unitranche Facility10-Oct-2021 ACT/360 1,571,925.28 EUR 5 5.5000% 22-Aug-2017 92 22,094.28 EUR 38 0.00 EUR

Artemis - Lichtblick Kontaktlinsen Wirges GmbH - Unitranche Facility11-Oct-2021 ACT/360 257,224.14 EUR 6 5.5000% 22-Aug-2017 92 3,615.43 EUR 38 0.00 EUR

Artemis - Unitranche Unfunded10-Oct-2021 ACT/360 427,758.62 EUR 3 2.5000% 22-Aug-2017 92 2,732.90 EUR 38 0.00 EUR

Aruba Investments Inc - Euro Term B-1 Loan02-Feb-2022 87,256.71 EUR02-Feb-2022 ACT/360 8,101,483.37 EUR 7 4.2500% 29-Sep-2017 91 87,034.69 EUR 0 0.00 EUR

Auris Luxembourg III SARL - Facility B617-Jan-2022 43,353.47 EUR17-Jan-2022 ACT/360 4,887,783.57 EUR 3 3.5000% 29-Sep-2017 91 43,243.31 EUR 0 0.00 EUR

Baring Private Equity Asia VI Holding (1) Limited - Stiphout Finance BV - First Lien Initial Euro Term Loan26-Oct-2022 50,827.22 EUR26-Oct-2022 ACT/360 7,368,769.69 EUR 10 4.0000% 31-Aug-2017 31 25,381.32 EUR 29 0.00 EUR


Jubilee CLO 2015-XV BV Interest Coverage Detail Page 14

1






Beteiligungsgesellschaft Fur Pensionsgelder Und Andere Institutionelle Mittel In Europa Sarl - Facility B14-Jun-2024 ACT/360 1,000,000.00 EUR 1 3.5000% 29-Sep-2017 85 8,263.89 EUR 0 0.00 EUR

Big White Acquico Gmbh - Facility B03-Jan-2024 7,201.39 EUR03-Jan-2024 ACT/360 230,982.37 EUR 19 4.2500% 31-Aug-2017 31 845.33 EUR 29 0.00 EUR03-Jan-2024 ACT/360 139,294.71 EUR 20 4.2500% 31-Aug-2017 31 509.78 EUR 29 0.00 EUR03-Jan-2024 ACT/360 629,722.92 EUR 21 4.2500% 31-Aug-2017 31 2,304.61 EUR 29 0.00 EUR

BISOHO SAS - Float - 05/202201-Nov-2022 12,266.67 EUR

Boparan Finance Plc - 4.375% - 07/202115-Jul-2021 30/360 ISMA 4,500,000.00 EUR 4.3750% 16-Aug-2017 181 98,984.38 EUR 44 0.00 EUR

Cab & Bio Lam LCD - Facility B14-Jun-2024 ACT/360 1,164,652.57 EUR 1 3.5000% 14-Sep-2017 85 9,624.56 EUR 15 0.00 EUR14-Jun-2024 ACT/360 335,347.43 EUR 2 3.5000% 14-Sep-2017 85 2,771.27 EUR 15 0.00 EUR

Cabot Finacial Luxembou - ECPG Float - 11/15/202115-Nov-2021 ACT/360 2,000,000.00 EUR 5.8750% 16-Aug-2017 93 30,354.17 EUR 44 0.00 EUR

CD&R Firefly Bidco Limited - Retired Facility B16-Jul-2022 41,102.77 EUR

CDS Holdco III BV - Facility B Commitment30-Jun-2021 23,988.13 EUR30-Jun-2021 ACT/360 4,044,836.84 EUR 5 3.5000% 31-Aug-2017 31 12,190.69 EUR 29 0.00 EUR

Ceva Sante Animale - Facility B230-Jun-2021 27,062.50 EUR30-Jun-2021 ACT/360 1,726,820.43 EUR 16 3.0000% 29-Sep-2017 91 13,095.05 EUR 0 0.00 EUR30-Jun-2021 ACT/360 1,273,179.57 EUR 17 3.0000% 29-Sep-2017 91 9,654.95 EUR 0 0.00 EUR

Chemours Company (The) - Tranche B1 Euro Term Loan12-May-2022 31.35 EUR

Cidron Ollopa BV - Facility B129-Jul-2022 113,575.87 EUR

Cidron Ollopa BV - Facility B229-Jul-2022 15,674.13 EUR

Coherent Holding Gmbh - Euro Term Loan07-Nov-2023 29,377.76 EUR07-Nov-2023 ACT/360 6,163,917.91 EUR 4 3.0000% 29-Sep-2017 91 46,743.04 EUR 0 0.00 EUR

Colouroz Investment 1 GMBH - New First Lien Initial Term Loan07-Sep-2021 46,365.22 EUR07-Sep-2021 ACT/360 7,533.45 EUR 18 3.7500% 29-Sep-2017 67 52.58 EUR 0 0.00 EUR07-Sep-2021 ACT/360 3,902.74 EUR 20 3.7500% 29-Sep-2017 67 27.24 EUR 0 0.00 EUR07-Sep-2021 ACT/360 1,114.04 EUR 22 3.7500% 29-Sep-2017 67 7.78 EUR 0 0.00 EUR

Colouroz Midco - Euro Term B-3 Loan07-Sep-2021 37,133.33 EUR07-Sep-2021 ACT/360 10,000.00 EUR 15 3.7500% 29-Sep-2017 67 69.79 EUR 0 0.00 EUR

Constantia Flexibles Gmbh - Term B1A Eur30-Apr-2022 70,382.19 EUR30-Apr-2022 ACT/360 6,960,876.00 EUR 4 4.0000% 29-Sep-2017 91 70,382.19 EUR 0 0.00 EUR

Constantia Flexibles Gmbh - Term B2A Eur30-Apr-2022 10,506.69 EUR30-Apr-2022 ACT/360 1,039,123.60 EUR 4 4.0000% 29-Sep-2017 91 10,506.69 EUR 0 0.00 EUR

Cool International Holding GMBH - Facility B119-Nov-2020 35,963.51 EUR19-Nov-2020 ACT/360 1,685,426.07 EUR 13 4.2500% 29-Sep-2017 91 18,106.63 EUR 0 0.00 EUR19-Nov-2020 ACT/360 1,255,351.83 EUR 14 4.2500% 29-Sep-2017 91 13,486.31 EUR 0 0.00 EUR19-Nov-2020 ACT/360 406,826.98 EUR 15 4.2500% 29-Sep-2017 91 4,370.56 EUR 0 0.00 EUR



2






Cool International Holding GMBH - Facility B219-Nov-2020 34,776.13 EUR19-Nov-2020 ACT/360 3,237,080.04 EUR 7 4.2500% 29-Sep-2017 91 34,776.13 EUR 0 0.00 EUR

Delachaux S.A. - Railtech International S.A. - Facility B128-Oct-2021 14,155.42 EUR28-Oct-2021 ACT/360 1,459,112.38 EUR 3 3.7500% 29-Sep-2017 91 13,831.17 EUR 0 0.00 EUR

Deoleo S.A. - First Lien Term Loan B11-Jun-2021 ACT/360 13,000,000.00 EUR 7 4.5000% 18-Sep-2017 94 152,750.00 EUR 11 0.00 EUR

Diaverum Holding SARL - Facility C201-Apr-2022 75,833.33 EUR

Diaverum Sarl - Facility B10-Jun-2024 8,531.25 EUR

Eircom Finco S.a.r.l - 2017 Term Loan B19-Apr-2024 21,666.67 EUR19-Apr-2024 ACT/360 4,000,000.00 EUR 4 3.2500% 11-Sep-2017 31 11,194.44 EUR 18 0.00 EUR

Elsan SAS - Facility B230-Oct-2022 37,604.17 EUR30-Oct-2022 ACT/360 2,609,740.84 EUR 23 3.7500% 13-Sep-2017 30 8,155.44 EUR 16 0.00 EUR30-Oct-2022 ACT/360 91,954.04 EUR 24 3.7500% 13-Sep-2017 30 287.36 EUR 16 0.00 EUR30-Oct-2022 ACT/360 3,123,678.16 EUR 25 3.7500% 13-Sep-2017 30 9,761.49 EUR 16 0.00 EUR30-Oct-2022 ACT/360 1,259,463.60 EUR 26 3.7500% 13-Sep-2017 30 3,935.82 EUR 16 0.00 EUR30-Oct-2022 ACT/360 915,163.36 EUR 27 3.7500% 13-Sep-2017 30 2,859.89 EUR 16 0.00 EUR

Equinix Inc - Term B-2 Loan05-Jan-2024 70,338.80 EUR05-Jan-2024 ACT/360 7,481,250.01 EUR 1 3.2500% 29-Sep-2017 45 30,392.58 EUR 0 0.00 EUR

Financiere Dry Mix Solutions SAS - Facility B13-Mar-2024 ACT/360 910,404.63 EUR 2 3.5000% 15-Sep-2017 92 8,143.06 EUR 14 0.00 EUR13-Mar-2024 ACT/360 1,040,462.42 EUR 3 3.5000% 15-Sep-2017 92 9,306.36 EUR 14 0.00 EUR13-Mar-2024 ACT/360 2,549,132.95 EUR 4 3.5000% 15-Sep-2017 92 22,800.58 EUR 14 0.00 EUR

Financiere Labeyrie Fine Foods - Term Loan B223-May-2023 ACT/360 417,582.42 EUR 1 4.2500% 29-Sep-2017 63 3,105.77 EUR 0 0.00 EUR

Financiere Verdi I SAS - New Facility B21-Jul-2023 13,270.83 EUR21-Jul-2023 ACT/360 303,181.39 EUR 4 3.5000% 29-Sep-2017 91 2,682.31 EUR 0 0.00 EUR21-Jul-2023 ACT/360 393,780.27 EUR 5 3.5000% 29-Sep-2017 91 3,483.86 EUR 0 0.00 EUR21-Jul-2023 ACT/360 803,038.34 EUR 6 3.5000% 29-Sep-2017 91 7,104.66 EUR 0 0.00 EUR

Flamingo LUX II - Senior Facility B07-Sep-2023 ACT/360 2,176,990.97 EUR 10 3.5000% 07-Sep-2017 92 19,471.97 EUR 22 0.00 EUR07-Sep-2023 ACT/360 1,355,837.79 EUR 11 3.5000% 07-Sep-2017 92 12,127.22 EUR 22 0.00 EUR07-Sep-2023 ACT/360 914,513.49 EUR 12 3.5000% 07-Sep-2017 92 8,179.82 EUR 22 0.00 EUR

GALAPAGOS SA - Floating - 06/202115-Jun-2021 ACT/365 5,643,000.00 EUR 4.4190% 15-Sep-2017 91 62,170.25 EUR 14 0.00 EUR

GARFUNKELUX HOLDCO 3 SA - Float - 10/202101-Oct-2021 83,416.67 EUR

Greenbird Holding B V - Facility B09-Apr-2021 51,319.44 EUR

Greeneden U.S. Holdings I, LLC - Additional Tranche B1 Euro Term Loan01-Dec-2023 78,407.47 EUR01-Dec-2023 ACT/360 5,472,500.00 EUR 4 4.7500% 29-Sep-2017 51 36,825.36 EUR 0 0.00 EUR

Guala Closures SPA - Float - 11/202115-Nov-2021 4,855.56 EUR

GVC Holdings Plc - Facility B02-Mar-2023 ACT/360 2,000,000.00 EUR 1 3.2500% 11-Sep-2017 164 29,611.11 EUR 18 0.00 EUR



3






Horizon Holdings II SAS - Facility B428-Oct-2022 32,500.00 EUR

Ineos Finance PLC - New 2022 Euro Term Loan31-Mar-2022 53,901.17 EUR31-Mar-2022 ACT/360 9,775,773.69 EUR 6 3.2500% 29-Sep-2017 60 52,952.11 EUR 0 0.00 EUR

Ineos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan29-Mar-2024 23,315.92 EUR29-Mar-2024 ACT/360 2,800,249.48 EUR 2 3.2500% 29-Sep-2017 91 23,004.83 EUR 0 0.00 EUR

Infinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B303-May-2024 50,000.00 EUR

Infinitas Learning Holding BV - Infinitas Learning Netherlands BV - Retired - Facility B206-Feb-2023 53,125.00 EUR

Infor (US) Inc - Euro Tranche B-1 Term Loan01-Feb-2022 14,218.75 EUR

Inovyn Finance PLC - 2024 Tranche B Euro Term Loan10-May-2024 13,181.81 EUR

Intervias Finco Ltd - Facility D230-Jan-2023 49,333.33 EUR

Ion Trading Finance Limited - Tranche B-1 Euro Loan11-Aug-2023 28,141.02 EUR11-Aug-2023 ACT/360 2,862,757.49 EUR 3 3.7500% 29-Sep-2017 91 27,136.56 EUR 0 0.00 EUR

Jacobs Douwe Egberts Holdings BV - Term Loan B - EUR02-Jul-2022 7,453.36 EUR

Jade Germany GmbH - Initial Euro Term Loan31-May-2023 5,750.00 EUR31-May-2023 ACT/360 1,467,857.14 EUR 3 5.7500% 29-Sep-2017 91 21,334.90 EUR 0 0.00 EUR31-May-2023 ACT/360 32,142.86 EUR 4 5.7500% 29-Sep-2017 91 467.19 EUR 0 0.00 EUR

Kerneos Tech Group SAS - Floating - 03/202101-Mar-2021 22,856.57 EUR01-Mar-2021 ACT/360 3,960,000.00 EUR 4.4210% 18-Jul-2017 47 22,856.57 EUR 45 0.00 EUR

Kleopatra Holdings 2 - KP Germany Erste GmbH - Retired- Replacement Erste Euro Term Loan28-Apr-2020 26,140.45 EUR

Kleopatra Holdings 2 - KP Germany Erste GmbH - Retired- Replacement GmbH Euro Term Loan28-Apr-2020 23,133.14 EUR

Klockner Pentaplast of America Inc - Euro Term Loan29-Jun-2022 ACT/360 6,999,999.99 EUR 1 4.7500% 29-Sep-2017 91 76,710.54 EUR 0 0.00 EUR

Labeyrie Fine Foods - Term B-1 Loan23-May-2023 5,230.77 EUR23-May-2023 ACT/360 1,582,417.58 EUR 2 4.2500% 29-Sep-2017 91 17,000.00 EUR 0 0.00 EUR

LETO Gmbh - Unitranche Facility11-Oct-2021 ACT/360 743,091.96 EUR 8 5.5000% 22-Aug-2017 92 10,444.57 EUR 38 0.00 EUR

LSF10 XL BIdco SCA - Facility B11-Apr-2024 25,333.33 EUR11-Apr-2024 ACT/360 3,000,000.00 EUR 3 4.0000% 11-Sep-2017 62 20,666.67 EUR 18 0.00 EUR

LSF9 Robin Investments Limited - Facility B414-Dec-2023 ACT/360 1,000,000.00 EUR 1 3.0000% 29-Sep-2017 91 7,583.33 EUR 0 0.00 EUR

LSF9 Robin Investments Limited - Retired - Facility B214-Dec-2023 10,111.11 EUR

Macdermid Funding LLC - Euro Tranche C-4 Term Loan07-Jun-2020 35,423.35 EUR07-Jun-2020 ACT/360 4,912,875.00 EUR 9 4.2500% 31-Aug-2017 31 17,979.76 EUR 29 0.00 EUR

Memora Servicios Funeraios, SLU - Term Loan B28-May-2021 16,009.38 EUR



4






28-May-2021 ACT/360 1,261,613.24 EUR 21 3.4190% 29-Sep-2017 91 10,903.46 EUR 0 0.00 EUR28-May-2021 ACT/360 535,398.32 EUR 22 3.4190% 29-Sep-2017 91 4,627.17 EUR 0 0.00 EUR

Miami Escrow Borrower LLC - Euro Tranche Term Loan21-Jun-2024 3,500.00 EUR21-Jun-2024 ACT/360 1,500,000.00 EUR 2 3.0000% 21-Aug-2017 31 3,875.00 EUR 39 0.00 EUR21-Jun-2024 ACT/360 1,500,000.00 EUR 2 3.0000% 21-Sep-2017 31 3,875.00 EUR 8 0.00 EUR

Misys Limited - First Lien Euro Term Loan13-Jun-2024 ACT/360 1,500,000.00 EUR 1 4.2500% 31-Aug-2017 71 12,572.92 EUR 29 0.00 EUR

Motor Fuel Group - Term Loan Eur/ Swap18-Jul-2022 ACT/360 3,417,900.00 EUR 2 3.4990% 29-Sep-2017 93 30,894.68 EUR 0 0.00 EUR

Mustang Bidco Limited - Facility B29-Apr-2021 18,459.08 EUR29-Apr-2021 ACT/360 2,723,470.70 EUR 38 3.7500% 31-Aug-2017 31 8,851.28 EUR 29 0.00 EUR

NEP Europe Finco BV - Euro Term Loan (First Lien)03-Jan-2024 17,391.56 EUR03-Jan-2024 ACT/360 1,231,858.22 EUR 4 3.7500% 29-Sep-2017 86 11,035.40 EUR 0 0.00 EUR03-Jan-2024 ACT/360 260,641.78 EUR 5 3.7500% 29-Sep-2017 86 2,334.92 EUR 0 0.00 EUR

NetInvest Limited - Facility B10-Aug-2022 16,666.67 EUR10-Aug-2022 ACT/360 5,000,000.00 EUR 7 3.7500% 17-Aug-2017 31 16,145.83 EUR 43 0.00 EUR10-Aug-2022 ACT/360 5,000,000.00 EUR 7 3.7500% 18-Sep-2017 31 16,145.83 EUR 11 0.00 EUR

NewCo Sab Bidco - Facility B22-Apr-2024 ACT/360 2,500,000.00 EUR 2 3.0000% 06-Sep-2017 92 19,166.67 EUR 23 0.00 EUR

Novacap Group Bidco - Facility B22-Jun-2023 ACT/360 542,310.68 EUR 12 4.2500% 22-Sep-2017 92 5,890.10 EUR 7 0.00 EUR22-Jun-2023 ACT/360 421,228.70 EUR 13 4.2500% 22-Sep-2017 92 4,575.01 EUR 7 0.00 EUR22-Jun-2023 ACT/360 36,460.62 EUR 14 4.2500% 22-Sep-2017 92 396.00 EUR 7 0.00 EUR

NUOVO TRASPORTO VIAGGIAT - Float - 06/202301-Jun-2023 ACT/360 800,000.00 EUR 3.5000% 01-Sep-2017 70 5,444.44 EUR 28 0.00 EUR

Oberthur Technologies SA - Facility B1 - Euro10-Jan-2024 25,391.85 EUR10-Jan-2024 ACT/360 1,656,726.34 EUR 4 3.7500% 29-Sep-2017 91 15,704.39 EUR 0 0.00 EUR10-Jan-2024 ACT/360 1,021,974.02 EUR 5 3.7500% 29-Sep-2017 91 9,687.46 EUR 0 0.00 EUR

Oberthur Technologies SA - Facility B2 - Euro10-Jan-2024 10,803.25 EUR10-Jan-2024 ACT/360 4,321,299.64 EUR 2 3.7500% 29-Sep-2017 91 40,962.32 EUR 0 0.00 EUR

Optima Sub Finco Limited - Term Facility B2 (Eur)30-Jan-2023 16,666.67 EUR

P&ISWBidCo GmbH - Facility B110-Nov-2023 ACT/360 1,000,000.00 EUR 2 3.5000% 29-Sep-2017 91 8,847.22 EUR 0 0.00 EUR

Patheon Holdings I BV - Tranche B Euro Term Loan22-Apr-2024 33,489.29 EUR22-Apr-2024 ACT/360 4,245,120.99 EUR 2 4.0000% 31-Aug-2017 62 29,244.17 EUR 29 0.00 EUR

Petrus Bidco BV - Facility B18-Jul-2024 ACT/360 4,000,000.00 EUR 1 3.2500% 18-Aug-2017 18 6,500.00 EUR 42 0.00 EUR

Premier Lotteries Ireland DAC - Term Loan B12-Jun-2024 ACT/360 3,000,000.00 EUR 1 3.5000% 29-Sep-2017 58 16,916.67 EUR 0 0.00 EUR

Promontoria Mcs SAS - Float - 09/202130-Sep-2021 2,906.94 EUR

Redtop Acquisitions Limited - Initial Euro Term Loan (First Lien)03-Dec-2020 10,444.44 EUR

Sam Bidco - Facility B3B17-Dec-2021 3,012.77 EUR



5






17-Dec-2021 ACT/360 337,318.67 EUR 4 3.5000% 29-Sep-2017 91 2,984.33 EUR 0 0.00 EURSam Bidco - New Facility B3A

17-Dec-2021 11,007.35 EUR17-Dec-2021 ACT/360 1,229,703.87 EUR 2 3.5000% 29-Sep-2017 91 10,879.46 EUR 0 0.00 EUR

SFR Group SA - Refinancing Term Loan B1131-Jul-2025 58,000.00 EUR

Shilton Bidco Limited - Facility B113-Jul-2024 ACT/360 1,500,000.00 EUR 1 3.2500% 29-Sep-2017 60 8,125.00 EUR 0 0.00 EUR

Solera LLC - Euro Term Loan03-Mar-2023 18,768.75 EUR03-Mar-2023 ACT/360 1,975,000.00 EUR 3 3.7500% 29-Sep-2017 91 18,721.35 EUR 0 0.00 EUR

Springer Science & Business Media Deutschland GMBH - Initial B11 Term Loan14-Aug-2020 47,359.38 EUR14-Aug-2020 ACT/360 2,205,363.14 EUR 2 3.7500% 29-Sep-2017 91 20,905.00 EUR 0 0.00 EUR14-Aug-2020 ACT/360 1,554,155.53 EUR 3 3.7500% 29-Sep-2017 91 14,732.10 EUR 0 0.00 EUR14-Aug-2020 ACT/360 1,639,450.10 EUR 4 3.7500% 29-Sep-2017 91 15,540.62 EUR 0 0.00 EUR

SSCP Eleanor Finance S.A.R.L - Acquisition Facility25-Jul-2022 13,875.87 EUR

SSCP Eleanor Finance S.A.R.L - Acqusition Term Loan07-Aug-2024 ACT/360 62,500.00 EUR 3 6.2500% 25-Sep-2017 49 531.68 EUR 4 0.00 EUR07-Aug-2024 ACT/360 125,000.00 EUR 5 6.2500% 28-Sep-2017 52 1,128.47 EUR 1 0.00 EUR

SSCP Eleanor Finance S.A.R.L - Unitranche Facility25-Jul-2022 189,583.33 EUR

Tackle Sarl - New Facility B08-Aug-2022 37,625.00 EUR08-Aug-2022 ACT/360 5,000,000.00 EUR 2 3.5000% 29-Sep-2017 91 44,236.11 EUR 0 0.00 EUR

Technicolor S.A. - First Incremental Euro Term Loan06-Dec-2023 ACT/360 2,000,000.00 EUR 2 3.0000% 31-Aug-2017 92 15,333.33 EUR 29 0.00 EUR

Tele Columbus AG - 2017 New Facility A15-Oct-2024 29,701.39 EUR

TFL International GmbH - Consideration Notes11-Sep-2018 14,807.55 EUR11-Sep-2018 ACT/360 1,952,643.51 EUR 3 3.0000% 29-Sep-2017 91 14,807.55 EUR 0 0.00 EUR

TMF Group Holding BV - Facility B13-Oct-2023 ACT/360 2,500,000.00 EUR 3 3.5000% 25-Sep-2017 92 22,361.11 EUR 4 0.00 EUR

Trionista Holdco GMBH - Meter Acquisition SAS - Facility B1C330-Apr-2020 11,750.00 EUR

Ufinet Telecom Holding SLU - Facility B230-Jun-2023 ACT/360 5,000,000.00 EUR 1 3.5000% 31-Aug-2017 92 44,722.22 EUR 29 0.00 EUR

UMV Global Foods Company Ltd. - Facility B2A19-Nov-2021 7,819.75 EUR19-Nov-2021 ACT/360 2,166,902.32 EUR 24 3.7500% 21-Aug-2017 32 7,223.01 EUR 39 0.00 EUR19-Nov-2021 ACT/360 2,166,902.32 EUR 24 3.7500% 21-Sep-2017 31 6,997.29 EUR 8 0.00 EUR

Unit 4 Sweden Holding AB - Facility B1 (EUR)17-Mar-2021 36,006.94 EUR17-Mar-2021 ACT/360 3,636,363.64 EUR 45 4.2500% 31-Aug-2017 31 13,308.08 EUR 29 0.00 EUR17-Mar-2021 ACT/360 1,363,636.36 EUR 46 4.2500% 31-Aug-2017 31 4,990.53 EUR 29 0.00 EUR

Univar USA Inc - Initial Euro Term Loan01-Jul-2022 17,645.47 EUR01-Jul-2022 ACT/360 1,630,000.00 EUR 9 4.2500% 29-Sep-2017 91 17,511.18 EUR 0 0.00 EUR

UPCB Finance IV LTD - 4% - 01/202715-Jan-2027 36,000.00 EUR

Verisure Holding AB - Facility B1E



6






10-Oct-2022 3,750.00 EURVerisure Holding AB - Retired Facility B1C

21-Oct-2022 12,625.00 EURWatson Bidco BV - Facility B

20-May-2024 11,666.67 EUR20-May-2024 ACT/360 4,000,000.00 EUR 3 3.5000% 21-Aug-2017 33 12,833.33 EUR 39 0.00 EUR20-May-2024 ACT/360 4,000,000.00 EUR 3 3.5000% 21-Sep-2017 31 12,055.56 EUR 8 0.00 EUR

WowMidco SAS - Facility B216-Mar-2023 42,736.11 EUR

WP/AV CH Holdings III BV - Facility B Loan12-Jun-2024 ACT/360 1,500,000.00 EUR 1 4.2500% 29-Sep-2017 72 12,750.00 EUR 0 0.00 EUR

ZF Bidco - Senior Facility B26-Apr-2024 56,222.22 EUR

Ziggo Secured Finance Partnership - Term Loan F15-Apr-2025 140,833.33 EUR



7

2,820,006.50 EUR 2,003,929.89 EUR 0.00 EURGrand Total

Interest Smoothing Amount - ReportDue Period - Start Date 30-Jun-2017Due Period - End Date 29-Sep-2017Due Period - Next End Date 29-Sep-2015

(A) - Frequency Switch Event N

(B) - Factor 50.0000%

(i) interest received during the related Due Period in respect of each Semi-Annual Obligation [ Collected + Scheduled ] 750,531.87 EUR(ii) interest scheduled to be received during the immediately following Due Period in respect of each Semi-Annual Obligation [ Unscheduled ] 0.00 EUR(C) = (i) - (ii) 750,531.87 EUR

Interest Smoothing Amount --- if {(A) = 'N', max [(B) * (C)],0] 375,265.93 EUR

Description ISINInterest

Collected PARCurrentInterest

Rate Payment DateScheduled

DistributionUnscheduled

Accrued InterestBoparan Finance Plc XS1082473395 4,500,000.00 EUR 4.3750% 16-Aug-2017 98,984.38 EURDiaverum Holding SARL 4,000,000.00 EUR 3.7500% 04-Jul-2017 75,833.33 EURGVC Holdings Plc 2,000,000.00 EUR 3.2500% 11-Sep-2017 29,611.11 EURHorizon Holdings II SAS 9,999,999.90 EUR 3.0000% 01-Aug-2017 32,500.00 EURInfinitas Learning Holding BV - Infinitas Learning Netherlands BV 0.00 EUR 4.5000% 07-Aug-2017 9,031.25 EURInfinitas Learning Holding BV - Infinitas Learning Netherlands BV 0.00 EUR 4.5000% 07-Aug-2017 44,093.75 EURSSCP Eleanor Finance S.A.R.L 62,500.00 EUR 7.5000% 07-Aug-2017 1,783.85 EURSSCP Eleanor Finance S.A.R.L 69,791.67 EUR 7.5000% 07-Aug-2017 1,410.37 EURSSCP Eleanor Finance S.A.R.L 125,000.00 EUR 7.0000% 07-Aug-2017 3,208.33 EURSSCP Eleanor Finance S.A.R.L 180,208.33 EUR 7.5000% 07-Aug-2017 2,590.49 EURSSCP Eleanor Finance S.A.R.L 187,500.00 EUR 7.5000% 07-Aug-2017 4,882.81 EURSSCP Eleanor Finance S.A.R.L 4,375,000.00 EUR 7.5000% 11-Jul-2017 164,973.96 EURUPC Financing Partnership US903203BR73 0.00 EUR 3.0000% 17-Jul-2017 37,000.00 EURUPCB Finance IV LTD XS1117297603 1,800,000.00 EUR 4.0000% 17-Jul-2017 36,400.00 EURVerisure Holding AB 0.00 EUR 3.0000% 10-Aug-2017 3,750.00 EURVerisure Holding AB 0.00 EUR 3.5000% 10-Aug-2017 12,625.00 EURWowMidco SAS 16,897.43 EUR 4.2500% 31-Jul-2017 361.07 EURWowMidco SAS 147,765.30 EUR 4.2500% 31-Jul-2017 3,157.46 EURWowMidco SAS 587,473.19 EUR 4.2500% 31-Jul-2017 12,553.16 EURWowMidco SAS 617,774.41 EUR 4.2500% 31-Jul-2017 13,200.64 EURWowMidco SAS 630,089.67 EUR 4.2500% 31-Jul-2017 13,463.79 EURZiggo Secured Finance BV XAN9833RAC33 0.00 EUR 3.7500% 17-Jul-2017 8,283.78 EURZiggo Secured Finance Partnership 10,000,000.00 EUR 3.0000% 15-Aug-2017 140,833.33 EUR


Jubilee CLO 2015-XV BV Interest Smoothing Amount Page 21

1

0 750,531.87 EUR 0.00 EURGrand Total

Class A/B Par Value Test


Repo

rt Sum

mary

Par Value RatioOutcome


Aggregate Principal Balance of CDO's (exclDefaulted, Discount, Deferring) 409,541,445.04 EUR

Principal and Unused Proceeds Account 30,051,022.10 EURPlus:

Deferring and Defaulted Securities 0.00 EURDiscount Obligations 0.00 EUR

Less: Excess CCC Adjustment Amount 0.00 EUR

Adjusted Collateral Principal Amount: 439,592,467.14 EUR

Divided By: Principal Amount Outstanding of Notes 313,000,000.00 EUR


Jubilee CLO 2015-XV BV Class A/B Par PagePage 22

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Class C Par Value Test


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rt Sum

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Jubilee CLO 2015-XV BV Class C Par PagePage 23

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Class D Par Value Test


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rt Sum

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Jubilee CLO 2015-XV BV Class D Par PagePage 24

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Class E Par Value Test


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rt Sum

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Jubilee CLO 2015-XV BV Class E Par PagePage 25

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Class F Par Value Test


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Jubilee CLO 2015-XV BV Class F Par PagePage 26

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Par Value Tests Detail

Security Security ID CurrencyS&PRating

MoodyRating

DefaultedObligation

DeferringSecurity Principal Balance

RecoveryAmount

Collateral Debt Obligations excluding Defaults & DeferringAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH - Facility B AENVAHDRGN_FB EUR B- B3 No No 1,626,755.22 EUR 0.00 EURAenova Holding GmbH - Facility B AENOVAHLDG_FB EUR B- B3 No No 7,488,378.64 EUR 0.00 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl - Facility B AENVASWSCP_FB EUR B- B3 No No 991,042.29 EUR 0.00 EURAenova Holding GMBH - Temmler Pharma GMBH & Co. KG - Facility B TEMLRPHRMA_FB EUR B- B3 No No 393,823.85 EUR 0.00 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS EUR B B2 No No 4,000,000.00 EUR 0.00 EURAllnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 EUR B B1 No No 4,962,500.00 EUR 0.00 EURAlpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 EUR *** *** No No 300,125.37 EUR 0.00 EURAlpha Bidco SAS - Facility B1 AlphaBidco_TL EUR *** *** No No 699,874.63 EUR 0.00 EURAmplitude Surgical - Term Loan AMPLID_SURGIC EUR *** *** No No 2,500,000.00 EUR 0.00 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB EUR B+ B1 No No 2,000,000.00 EUR 0.00 EURArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - Unitranche Facility ARTLKONEGMBHF EUR *** *** No No 1,571,925.28 EUR 0.00 EURArtemis - Lichtblick Kontaktlinsen Wirges GmbH - Unitranche Facility ATLIKONWGMBH EUR *** *** No No 257,224.14 EUR 0.00 EURArtemis - Unitranche Unfunded ARTEMIS_UNF EUR *** *** No No 427,758.62 EUR 0.00 EURAruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 EUR B- B1 No No 8,101,483.37 EUR 0.00 EURAuris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 EUR B+ B1 No No 4,887,783.57 EUR 0.00 EURBaring Private Equity Asia VI Holding (1) Limited - Stiphout Finance BV - First Lien Initial Euro Term Loan BARINGSTIP_TL EUR B B2 No No 7,368,769.69 EUR 0.00 EURBeteiligungsgesellschaft Fur Pensionsgelder Und Andere Institutionelle Mittel In Europa Sarl - Facility B AMEOSKLI_FLT EUR *** *** No No 1,000,000.00 EUR 0.00 EURBig White Acquico Gmbh - Facility B BIGWHACG_FACB EUR *** *** No No 1,000,000.00 EUR 0.00 EURBISOHO SAS - Float - 05/2022 XS1405782662 EUR B B1 No No 800,000.00 EUR 0.00 EURBoparan Finance Plc - 4.375% - 07/2021 XS1082473395 EUR B B2 No No 4,500,000.00 EUR 0.00 EURCab & Bio Lam LCD - Facility B LX164386 EUR *** *** No No 1,500,000.00 EUR 0.00 EURCabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 EUR B+ B2 No No 2,000,000.00 EUR 0.00 EURCDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII EUR *** *** No No 4,044,836.84 EUR 0.00 EURCeva Sante Animale - Facility B2 CEVASANAN_FLTB EUR B+ B1 No No 3,000,000.00 EUR 0.00 EURChemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL EUR BB- Ba1 No No 3,491,250.00 EUR 0.00 EURCidron Ollopa BV - Facility B1 CIDRON_OLLOPA EUR *** *** No No 9,666,031.75 EUR 0.00 EURCidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 EUR *** *** No No 1,333,968.25 EUR 0.00 EURCoherent Holding Gmbh - Euro Term Loan COHERENTH_TLB EUR BB Ba1 No No 6,163,917.91 EUR 0.00 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET EUR B B2 No No 4,882,035.61 EUR 0.00 EURColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 EUR B B2 No No 3,910,000.00 EUR 0.00 EURConstantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A EUR BB- B1 No No 6,960,876.37 EUR 0.00 EURConstantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A EUR BB- B1 No No 1,039,123.63 EUR 0.00 EURCool International Holding GMBH - Facility B1 COINTHGMBH_FB EUR *** *** No No 3,347,604.88 EUR 0.00 EURCool International Holding GMBH - Facility B2 AHT_TLB EUR *** *** No No 3,237,080.04 EUR 0.00 EURDelachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 EUR B+ *** No No 1,459,112.38 EUR 0.00 EURDeoleo S.A. - First Lien Term Loan B Deoleo_FLTLB EUR CCC+ Caa1 No No 13,000,000.00 EUR 0.00 EURDiaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL EUR *** *** No No 1,500,000.00 EUR 0.00 EURDiaverum Sarl - Facility B DIAVERUM_SARL EUR *** *** No No 4,500,000.00 EUR 0.00 EURDorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL EUR *** *** No No 3,000,000.00 EUR 0.00 EUREircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL EUR B+ B1 No No 4,000,000.00 EUR 0.00 EURElsan SAS - Facility B2 ELSANSAS_FAB2 EUR B+ B1 No No 8,000,000.00 EUR 0.00 EUREquinix Inc - Term B-2 Loan EQUINIX_INCTB EUR BB+ Ba2 No No 7,481,250.01 EUR 0.00 EURFederal Mogul Holding C - 4.875% - 04/2022 XS1587905727 EUR B- B1 No No 700,000.00 EUR 0.00 EURFinanciere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB EUR B B2 No No 4,500,000.00 EUR 0.00 EURFinanciere Labeyrie Fine Foods - Term Loan B2 LX163674 EUR *** *** No No 417,582.42 EUR 0.00 EURFinanciere Verdi I SAS - New Facility B FINANCIEV_FLT EUR *** *** No No 1,500,000.00 EUR 0.00 EURFlamingo LUX II - Senior Facility B FLAMINGO_SRFB EUR B B2 No No 4,447,342.25 EUR 0.00 EURGALAPAGOS SA - Floating - 06/2021 XS1071411547 EUR B- B2 No No 5,643,000.00 EUR 0.00 EURGalileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 EUR *** *** No No 3,970,464.60 EUR 0.00 EURGalileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 EUR *** *** No No 4,529,535.40 EUR 0.00 EUR


Jubilee CLO 2015-XV BV Par Value Tests PagePage 27

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MoodyRating

DefaultedObligation


RecoveryAmount

GARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 EUR B+ B2 No No 6,000,000.00 EUR 0.00 EURGreenbird Holding B V - Facility B GREENBI_FAC B EUR *** *** No No 5,000,000.00 EUR 0.00 EURGreeneden U.S. Holdings I, LLC - Additional Tranche B1 Euro Term Loan GREENE_DENATL EUR B- B2 No No 5,472,500.00 EUR 0.00 EURGuala Closures SPA - Float - 11/2021 XS1516322465 EUR B B2 No No 400,000.00 EUR 0.00 EURGVC Holdings Plc - Facility B GVCHOLDLC_TLB EUR *** *** No No 2,000,000.00 EUR 0.00 EURHNVR Holdco Limited - Facility B HNVRHOL_FLTLB EUR B *** No No 2,954,693.88 EUR 0.00 EURHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 EUR B B1 No No 9,999,999.90 EUR 0.00 EURIneos Finance PLC - 4% - 05/2023 XS1117296209 EUR BB- Ba2 No No 2,000,000.00 EUR 0.00 EURIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB EUR BB- Ba2 No No 9,775,773.69 EUR 0.00 EURIneos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL EUR BB- Ba3 No No 2,800,249.48 EUR 0.00 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B3 INFINITANED_B EUR *** *** No No 5,000,000.00 EUR 0.00 EURInfor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL EUR B- B1 No No 1,496,250.00 EUR 0.00 EURInovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB EUR B+ B2 No No 2,481,281.25 EUR 0.00 EURIntervias Finco Ltd - Facility D2 INTERVIAS_TL EUR B B2 No No 6,000,000.00 EUR 0.00 EURIon Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL EUR B+ B2 No No 2,862,757.49 EUR 0.00 EURJacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL EUR BB Ba2 No No 1,060,557.43 EUR 0.00 EURJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM EUR B+ B1 No No 1,500,000.00 EUR 0.00 EURKlockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL EUR B B3 No No 6,999,999.99 EUR 0.00 EURLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 EUR *** *** No No 1,582,417.58 EUR 0.00 EURLETO Gmbh - Unitranche Facility LETOGMBH_UNFA EUR *** *** No No 743,091.96 EUR 0.00 EURLSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB EUR B+ B2 No No 3,000,000.00 EUR 0.00 EURLSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 EUR B B1 No No 1,000,000.00 EUR 0.00 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 EUR BB- B2 No No 4,912,875.00 EUR 0.00 EURMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB EUR *** *** No No 1,797,011.56 EUR 0.00 EURMiami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET EUR BB- B1 No No 1,500,000.00 EUR 0.00 EURMisys Limited - First Lien Euro Term Loan MISYSLTD_EUTL EUR B B2 No No 1,500,000.00 EUR 0.00 EURMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP EUR *** *** No No 3,417,900.00 EUR 0.00 EURMustang Bidco Limited - Facility B MUSTANGIT_TLB EUR *** *** No No 2,723,470.70 EUR 0.00 EURNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO EUR B B1 No No 1,492,500.00 EUR 0.00 EURNetInvest Limited - Facility B Netinvest EUR BB *** No No 5,000,000.00 EUR 0.00 EURNew Look Secured Issuer - Float - 07/2022 XS1248517341 EUR B- B2 No No 9,000,000.00 EUR 0.00 EURNewCo Sab Bidco - Facility B NEWCOSAB_FB EUR B+ B1 No No 2,500,000.00 EUR 0.00 EURNovacap Group Bidco - Facility B NOVACAP_FACB EUR B B1 No No 1,000,000.00 EUR 0.00 EURNUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 EUR B+ B1 No No 800,000.00 EUR 0.00 EUROberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 EUR B- B2 No No 2,678,700.36 EUR 0.00 EUROberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU EUR B- B2 No No 4,321,299.64 EUR 0.00 EURObol France 3 SAS - Facility B OBOLFRAN3_FAB EUR B+ B2 No No 1,500,000.00 EUR 0.00 EURP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL EUR *** *** No No 1,000,000.00 EUR 0.00 EURPatheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB EUR B+ B2 No No 4,245,120.99 EUR 0.00 EURPetrus Bidco BV - Facility B LX165609 EUR *** *** No No 4,000,000.00 EUR 0.00 EURPremier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED EUR *** *** No No 3,000,000.00 EUR 0.00 EURPromontoria Mcs SAS - Float - 09/2021 XS1496169001 EUR BB- B2 No No 200,000.00 EUR 0.00 EURRedtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT EUR B B1 No No 1,000,000.00 EUR 0.00 EURSam Bidco - Facility B3B SAMBIDCO_FB3B EUR *** *** No No 337,318.67 EUR 0.00 EURSam Bidco - New Facility B3A SAMBDCONW_B3A EUR *** *** No No 1,229,703.87 EUR 0.00 EURSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB EUR B+ B1 No No 7,980,000.00 EUR 0.00 EURShilton Bidco Limited - Facility B1 SHILTON_BIDB1 EUR *** *** No No 1,500,000.00 EUR 0.00 EURSolera LLC - Euro Term Loan SOLERALLC_ETL EUR B- Ba3 No No 1,975,000.00 EUR 0.00 EURSpringer Science & Business Media Deutschland GMBH - Initial B11 Term Loan SPRINGER_SCIENCE EUR B B2 No No 5,398,968.77 EUR 0.00 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 EUR *** *** No No 1,250,000.00 EUR 0.00 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI EUR *** *** No No 625,000.00 EUR 0.00 EURSSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL EUR *** *** No No 4,375,000.00 EUR 0.00 EURTackle Sarl - New Facility B TACKLESAL_TLB EUR *** *** No No 5,000,000.00 EUR 0.00 EURTaghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR EUR BB- Ba3 No No 1,500,000.00 EUR 0.00 EURTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE EUR BB- Ba3 No No 2,000,000.00 EUR 0.00 EUR



2


MoodyRating

DefaultedObligation


RecoveryAmount

Tele Columbus AG - 2017 New Facility A TELECOLUMBUSA EUR B B2 No No 3,500,000.00 EUR 0.00 EURTFL International GmbH - Consideration Notes TFL_CNotes EUR *** B2 No No 1,952,643.51 EUR 0.00 EURTMF Group Holding BV - Facility B TMFGROUP_FLTB EUR B B2 No No 2,500,000.00 EUR 0.00 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 EUR BB- Ba3 No No 1,500,000.00 EUR 0.00 EURUfinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 EUR B B2 No No 5,000,000.00 EUR 0.00 EURUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 EUR B+ B1 No No 2,166,902.32 EUR 0.00 EURUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB EUR B B2 No No 7,500,000.00 EUR 0.00 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 EUR B B2 No No 5,000,000.00 EUR 0.00 EURUnited Group BV - Float - 07/2023 XS1647816823 EUR B B2 No No 5,000,000.00 EUR 0.00 EURUnivar USA Inc - Initial Euro Term Loan UNIVARUS_IETL EUR BB- B2 No No 1,630,000.00 EUR 0.00 EURUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 EUR BB- Ba3 No No 1,800,000.00 EUR 0.00 EURWatson Bidco BV - Facility B WATSNBIDCO_TL EUR *** *** No No 4,000,000.00 EUR 0.00 EURWowMidco SAS - Facility B2 WOWMIDC_FACB2 EUR *** *** No No 2,000,000.00 EUR 0.00 EURWP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB EUR B B2 No No 1,500,000.00 EUR 0.00 EURZF Bidco - Senior Facility B PROSOLG_FLTLB EUR *** *** No No 5,500,000.00 EUR 0.00 EURZiggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF EUR BB- Ba3 No No 10,000,000.00 EUR 0.00 EUR

409,541,445.04 EUR 0.00 EURCollateral Debt Obligations excluding Defaults & Deferring Subtotal



3

409,541,445.04 EUR 0.00 EURGrand Total

Reinvestment Overcollateralisation Test


Repo

rt Sum

mary










Jubilee CLO 2015-XV BV ReinvestmentPage 30

1

Moody's Minimum Weighted Average Recovery Rate TestLesser of (x) the Reinvestment Target Par Balance and (y) the Aggregate Principal Balance (excluding Defaulted Obligations) 409,541,445.04 EURMoody's Recovery Rate Test Numerator 188,284,323.16 EURWeighted Average Moody’s Recovery Rate 46.0%Rating Factor Test trigger (From Matrix) 2,785Adjusted Weighted Average Moody's Rating Factor 2,853Moody's Weighted Average Rating Factor Adjustment [B] 0.0%Recovery Rate Test Trigger {Max(0.36, 0.42 - [B])} >= 42.0%Result PASS

Security Security IDAssetType Security Level Moody Mezzanine

SecondLien

Moody'sRating

Moody'sDefaultProbabilityRating Principal Balance

RecoveryRate Recovery Amount

Other Collateral Debt Obligations - Differential = 0 Boparan Finance Plc - 4.375% - 07/2021 XS1082473395 Bond Senior Unsecured No No B2 B2 4,500,000.00 EUR 30.0000% 1,350,000.00 EUR

1,350,000.00 EUROther Collateral Debt Obligations - Differential = 0 SubtotalSecond Lien Loans/Senior Secured Bonds/Mezzanine Loans - Differential = 0

BISOHO SAS - Float - 05/2022 XS1405782662 Bond Senior Secured No No B1 B1 800,000.00 EUR 35.0000% 280,000.00 EURCabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 Bond Senior Secured No No B2 B2 2,000,000.00 EUR 35.0000% 700,000.00 EURGARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 Bond Senior Secured No No B2 B2 6,000,000.00 EUR 35.0000% 2,100,000.00 EURGuala Closures SPA - Float - 11/2021 XS1516322465 Bond Senior Secured No No B2 B2 400,000.00 EUR 35.0000% 140,000.00 EURNUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 Bond Senior Secured No No B1 B1 800,000.00 EUR 35.0000% 280,000.00 EURPromontoria Mcs SAS - Float - 09/2021 XS1496169001 Bond Senior Secured No No B2 B2 200,000.00 EUR 35.0000% 70,000.00 EURUnited Group BV - Float - 07/2023 XS1647816823 Bond Senior Secured No No B2 B2 5,000,000.00 EUR 35.0000% 1,750,000.00 EURUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 Bond Senior Secured No No Ba3 Ba3 1,800,000.00 EUR 35.0000% 630,000.00 EUR

5,950,000.00 EURSecond Lien Loans/Senior Secured Bonds/Mezzanine Loans - Differential = 0 SubtotalSecond Lien Loans/Senior Secured Bonds/Mezzanine Loans - Differential = 1

Diaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL Loan Senior Unsecured No Yes *** *** 1,500,000.00 EUR 45.0000% 675,000.00 EURFederal Mogul Holding C - 4.875% - 04/2022 XS1587905727 Bond Senior Secured No No B1 B2 700,000.00 EUR 45.0000% 315,000.00 EURGALAPAGOS SA - Floating - 06/2021 XS1071411547 Bond Senior Secured No No B2 B3 5,643,000.00 EUR 45.0000% 2,539,350.00 EURIneos Finance PLC - 4% - 05/2023 XS1117296209 Bond Senior Secured No No Ba2 Ba3 2,000,000.00 EUR 45.0000% 900,000.00 EURNew Look Secured Issuer - Float - 07/2022 XS1248517341 Bond Senior Secured No No B2 B3 9,000,000.00 EUR 45.0000% 4,050,000.00 EUR

8,479,350.00 EURSecond Lien Loans/Senior Secured Bonds/Mezzanine Loans - Differential = 1 SubtotalSenior Secured Loans - Differential = -1

Greenbird Holding B V - Facility B GREENBI_FAC B Loan Senior Secured No No *** *** 5,000,000.00 EUR 40.0000% 2,000,000.00 EURTFL International GmbH - Consideration Notes TFL_CNotes Loan Senior Secured No No B2 B1 1,952,643.51 EUR 40.0000% 781,057.40 EUR

2,781,057.40 EURSenior Secured Loans - Differential = -1 SubtotalSenior Secured Loans - Differential = 0

Albea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS Loan Senior Secured No No B2 B2 4,000,000.00 EUR 45.0000% 1,800,000.00 EURAllnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 Loan Senior Secured No No B1 B1 4,962,500.00 EUR 45.0000% 2,233,125.00 EURAlpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 Loan Senior Secured No No *** *** 300,125.37 EUR 45.0000% 135,056.41 EURAlpha Bidco SAS - Facility B1 AlphaBidco_TL Loan Senior Secured No No *** *** 699,874.63 EUR 45.0000% 314,943.59 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB Loan Senior Secured No No B1 B1 2,000,000.00 EUR 45.0000% 900,000.00 EURBaring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV - First Lien Initial Euro Term Loan

BARINGSTIP_TL Loan Senior Secured No No B2 B2 7,368,769.69 EUR 45.0000% 3,315,946.36 EUR


Jubilee CLO 2015-XV BV Moody's Minimum Weighted Page 31

1


SecondLien

Moody'sRating



Beteiligungsgesellschaft Fur Pensionsgelder Und AndereInstitutionelle Mittel In Europa Sarl - Facility B

AMEOSKLI_FLT Loan Senior Secured No No *** *** 1,000,000.00 EUR 45.0000% 450,000.00 EUR

Big White Acquico Gmbh - Facility B BIGWHACG_FACB Loan Senior Secured No No *** *** 1,000,000.00 EUR 45.0000% 450,000.00 EURCab & Bio Lam LCD - Facility B LX164386 Loan Senior Secured No No *** *** 1,500,000.00 EUR 45.0000% 675,000.00 EURCDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII Loan Senior Secured No No *** *** 4,044,836.84 EUR 45.0000% 1,820,176.58 EURCeva Sante Animale - Facility B2 CEVASANAN_FLTB Loan Senior Secured No No B1 B1 3,000,000.00 EUR 45.0000% 1,350,000.00 EURCoherent Holding Gmbh - Euro Term Loan COHERENTH_TLB Loan Senior Secured No No Ba1 Ba1 6,163,917.91 EUR 45.0000% 2,773,763.06 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET Loan Senior Secured No No B2 B2 4,882,035.61 EUR 45.0000% 2,196,916.03 EURColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 Loan Senior Secured No No B2 B2 3,910,000.00 EUR 45.0000% 1,759,500.00 EURConstantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A Loan Senior Secured No No B1 B1 6,960,876.37 EUR 45.0000% 3,132,394.37 EURConstantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A Loan Senior Secured No No B1 B1 1,039,123.63 EUR 45.0000% 467,605.63 EURDelachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 Loan Senior Secured No No *** *** 1,459,112.38 EUR 45.0000% 656,600.57 EURDeoleo S.A. - First Lien Term Loan B Deoleo_FLTLB Loan Senior Secured No No Caa1 Caa1 13,000,000.00 EUR 45.0000% 5,850,000.00 EUREircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL Loan Senior Secured No No B1 B1 4,000,000.00 EUR 45.0000% 1,800,000.00 EURElsan SAS - Facility B2 ELSANSAS_FAB2 Loan Senior Secured No No B1 B1 8,000,000.00 EUR 45.0000% 3,600,000.00 EURFinanciere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB Loan Senior Secured No No B2 B2 4,500,000.00 EUR 45.0000% 2,025,000.00 EURFinanciere Labeyrie Fine Foods - Term Loan B2 LX163674 Loan Senior Secured No No *** *** 417,582.42 EUR 45.0000% 187,912.09 EURFinanciere Verdi I SAS - New Facility B FINANCIEV_FLT Loan Senior Secured No No *** *** 1,500,000.00 EUR 45.0000% 675,000.00 EURFlamingo LUX II - Senior Facility B FLAMINGO_SRFB Loan Senior Secured No No B2 B2 4,447,342.25 EUR 45.0000% 2,001,304.01 EURGalileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 Loan Senior Secured No No *** *** 3,970,464.60 EUR 45.0000% 1,786,709.07 EURGalileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 Loan Senior Secured No No *** *** 4,529,535.40 EUR 45.0000% 2,038,290.93 EURGVC Holdings Plc - Facility B GVCHOLDLC_TLB Loan Senior Secured No No *** *** 2,000,000.00 EUR 45.0000% 900,000.00 EURHNVR Holdco Limited - Facility B HNVRHOL_FLTLB Loan Senior Secured No No *** *** 2,954,693.88 EUR 45.0000% 1,329,612.25 EURHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 Loan Senior Secured No No B1 B1 9,999,999.90 EUR 45.0000% 4,499,999.96 EURIneos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL Loan Senior Secured No No Ba3 Ba3 2,800,249.48 EUR 45.0000% 1,260,112.27 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV -Facility B3

INFINITANED_B Loan Senior Secured No No *** *** 5,000,000.00 EUR 45.0000% 2,250,000.00 EUR

Inovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB Loan Senior Secured No No B2 B2 2,481,281.25 EUR 45.0000% 1,116,576.56 EURIntervias Finco Ltd - Facility D2 INTERVIAS_TL Loan Senior Secured No No B2 B2 6,000,000.00 EUR 45.0000% 2,700,000.00 EURIon Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL Loan Senior Secured No No B2 B2 2,862,757.49 EUR 45.0000% 1,288,240.87 EURJacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL Loan Senior Secured No No Ba2 Ba2 1,060,557.43 EUR 45.0000% 477,250.85 EURJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM Loan Senior Secured No No B1 B1 1,500,000.00 EUR 45.0000% 675,000.00 EURKlockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL Loan Senior Secured No No B3 B3 6,999,999.99 EUR 45.0000% 3,150,000.00 EURLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 Loan Senior Secured No No *** *** 1,582,417.58 EUR 45.0000% 712,087.91 EURLSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB Loan Senior Secured No No B2 B2 3,000,000.00 EUR 45.0000% 1,350,000.00 EURLSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 Loan Senior Secured No No B1 B1 1,000,000.00 EUR 45.0000% 450,000.00 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 Loan Senior Secured No No B2 B2 4,912,875.00 EUR 45.0000% 2,210,793.75 EURMiami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET Loan Senior Secured No No B1 B1 1,500,000.00 EUR 45.0000% 675,000.00 EURMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP Loan Senior Secured No No *** *** 3,417,900.00 EUR 45.0000% 1,538,055.00 EURNetInvest Limited - Facility B Netinvest Loan Senior Secured No No *** *** 5,000,000.00 EUR 45.0000% 2,250,000.00 EURNovacap Group Bidco - Facility B NOVACAP_FACB Loan Senior Secured No No B1 B1 1,000,000.00 EUR 45.0000% 450,000.00 EUROberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 Loan Senior Secured No No B2 B2 2,678,700.36 EUR 45.0000% 1,205,415.16 EUROberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU Loan Senior Secured No No B2 B2 4,321,299.64 EUR 45.0000% 1,944,584.84 EURObol France 3 SAS - Facility B OBOLFRAN3_FAB Loan Senior Secured No No B2 B2 1,500,000.00 EUR 45.0000% 675,000.00 EURP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL Loan Senior Secured No No *** *** 1,000,000.00 EUR 45.0000% 450,000.00 EURPremier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED Loan Senior Secured No No *** *** 3,000,000.00 EUR 45.0000% 1,350,000.00 EURRedtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT Loan Senior Secured No No B1 B1 1,000,000.00 EUR 45.0000% 450,000.00 EURSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB Loan Senior Secured No No B1 B1 7,980,000.00 EUR 45.0000% 3,591,000.00 EURSpringer Science & Business Media Deutschland GMBH - InitialB11 Term Loan

SPRINGER_SCIENCE Loan Senior Secured No No B2 B2 5,398,968.77 EUR 45.0000% 2,429,535.94 EUR

Tackle Sarl - New Facility B TACKLESAL_TLB Loan Senior Secured No No *** *** 5,000,000.00 EUR 45.0000% 2,250,000.00 EURTaghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR Loan Senior Secured No No Ba3 Ba3 1,500,000.00 EUR 45.0000% 675,000.00 EURTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE Loan Senior Secured No No Ba3 Ba3 2,000,000.00 EUR 45.0000% 900,000.00 EURTele Columbus AG - 2017 New Facility A TELECOLUMBUSA Loan Senior Secured No No B2 B2 3,500,000.00 EUR 45.0000% 1,575,000.00 EUR



2


SecondLien

Moody'sRating



TMF Group Holding BV - Facility B TMFGROUP_FLTB Loan Senior Secured No No B2 B2 2,500,000.00 EUR 45.0000% 1,125,000.00 EURUfinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 Loan Senior Secured No No B2 B2 5,000,000.00 EUR 45.0000% 2,250,000.00 EURUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 Loan Senior Secured No No B1 B1 2,166,902.32 EUR 45.0000% 975,106.04 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 Loan Senior Secured No No B2 B2 5,000,000.00 EUR 45.0000% 2,250,000.00 EURUnivar USA Inc - Initial Euro Term Loan UNIVARUS_IETL Loan Senior Secured No No B2 B2 1,630,000.00 EUR 45.0000% 733,500.00 EURWatson Bidco BV - Facility B WATSNBIDCO_TL Loan Senior Secured No No *** *** 4,000,000.00 EUR 45.0000% 1,800,000.00 EURWowMidco SAS - Facility B2 WOWMIDC_FACB2 Loan Senior Secured No No *** *** 2,000,000.00 EUR 45.0000% 900,000.00 EURWP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB Loan Senior Secured No No B2 B2 1,500,000.00 EUR 45.0000% 675,000.00 EURZF Bidco - Senior Facility B PROSOLG_FLTLB Loan Senior Secured No No *** *** 5,500,000.00 EUR 45.0000% 2,475,000.00 EURZiggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF Loan Senior Secured No No Ba3 Ba3 10,000,000.00 EUR 45.0000% 4,500,000.00 EUR

108,857,115.09 EURSenior Secured Loans - Differential = 0 SubtotalSenior Secured Loans - Differential = 1

Aenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH- Facility B

AENVAHDRGN_FB Loan Senior Secured No No B3 Caa1 1,626,755.22 EUR 50.0000% 813,377.61 EUR

Aenova Holding GmbH - Facility B AENOVAHLDG_FB Loan Senior Secured No No B3 Caa1 7,488,378.64 EUR 50.0000% 3,744,189.32 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl -Facility B

AENVASWSCP_FB Loan Senior Secured No No B3 Caa1 991,042.29 EUR 50.0000% 495,521.15 EUR

Aenova Holding GMBH - Temmler Pharma GMBH & Co. KG -Facility B

TEMLRPHRMA_FB Loan Senior Secured No No B3 Caa1 393,823.85 EUR 50.0000% 196,911.93 EUR

Amplitude Surgical - Term Loan AMPLID_SURGIC Loan Senior Secured No No *** *** 2,500,000.00 EUR 50.0000% 1,250,000.00 EURArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - UnitrancheFacility

ARTLKONEGMBHF Loan Senior Secured No No *** *** 1,571,925.28 EUR 50.0000% 785,962.64 EUR

Artemis - Lichtblick Kontaktlinsen Wirges GmbH - UnitrancheFacility

ATLIKONWGMBH Loan Senior Secured No No *** *** 257,224.14 EUR 50.0000% 128,612.07 EUR

Artemis - Unitranche Unfunded ARTEMIS_UNF Loan Senior Secured No No *** *** 427,758.62 EUR 50.0000% 213,879.31 EURAruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 Loan Senior Secured No No B1 B2 8,101,483.37 EUR 50.0000% 4,050,741.68 EURAuris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 Loan Senior Secured No No B1 B2 4,887,783.57 EUR 50.0000% 2,443,891.78 EURCidron Ollopa BV - Facility B1 CIDRON_OLLOPA Loan Senior Secured No No *** *** 9,666,031.75 EUR 50.0000% 4,833,015.88 EURCidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 Loan Senior Secured No No *** *** 1,333,968.25 EUR 50.0000% 666,984.13 EURCool International Holding GMBH - Facility B1 COINTHGMBH_FB Loan Senior Secured No No *** *** 3,347,604.88 EUR 50.0000% 1,673,802.44 EURCool International Holding GMBH - Facility B2 AHT_TLB Loan Senior Secured No No *** *** 3,237,080.04 EUR 50.0000% 1,618,540.02 EURDiaverum Sarl - Facility B DIAVERUM_SARL Loan Senior Secured No No *** *** 4,500,000.00 EUR 50.0000% 2,250,000.00 EURDorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL Loan Senior Secured No No *** *** 3,000,000.00 EUR 50.0000% 1,500,000.00 EUREquinix Inc - Term B-2 Loan EQUINIX_INCTB Loan Senior Secured No No Ba2 Ba3 7,481,250.01 EUR 50.0000% 3,740,625.00 EURGreeneden U.S. Holdings I, LLC - Additional Tranche B1 EuroTerm Loan

GREENE_DENATL Loan Senior Secured No No B2 B3 5,472,500.00 EUR 50.0000% 2,736,250.00 EUR

Ineos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB Loan Senior Secured No No Ba2 Ba3 9,775,773.69 EUR 50.0000% 4,887,886.85 EURLETO Gmbh - Unitranche Facility LETOGMBH_UNFA Loan Senior Secured No No *** *** 743,091.96 EUR 50.0000% 371,545.98 EURMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB Loan Senior Secured No No *** *** 1,797,011.56 EUR 50.0000% 898,505.78 EURMisys Limited - First Lien Euro Term Loan MISYSLTD_EUTL Loan Senior Secured No No B2 B3 1,500,000.00 EUR 50.0000% 750,000.00 EURMustang Bidco Limited - Facility B MUSTANGIT_TLB Loan Senior Secured No No *** *** 2,723,470.70 EUR 50.0000% 1,361,735.35 EURNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO Loan Senior Secured No No B1 B2 1,492,500.00 EUR 50.0000% 746,250.00 EURNewCo Sab Bidco - Facility B NEWCOSAB_FB Loan Senior Secured No No B1 B2 2,500,000.00 EUR 50.0000% 1,250,000.00 EURPatheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB Loan Senior Secured No No B2 B3 4,245,120.99 EUR 50.0000% 2,122,560.50 EURPetrus Bidco BV - Facility B LX165609 Loan Senior Secured No No *** *** 4,000,000.00 EUR 50.0000% 2,000,000.00 EURSam Bidco - Facility B3B SAMBIDCO_FB3B Loan Senior Secured No No *** *** 337,318.67 EUR 50.0000% 168,659.34 EURSam Bidco - New Facility B3A SAMBDCONW_B3A Loan Senior Secured No No *** *** 1,229,703.87 EUR 50.0000% 614,851.93 EURShilton Bidco Limited - Facility B1 SHILTON_BIDB1 Loan Senior Secured No No *** *** 1,500,000.00 EUR 50.0000% 750,000.00 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 Loan Senior Secured No No *** *** 1,250,000.00 EUR 50.0000% 625,000.00 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI Loan Senior Secured No No *** *** 625,000.00 EUR 50.0000% 312,500.00 EURSSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL Loan Senior Secured No No *** *** 4,375,000.00 EUR 50.0000% 2,187,500.00 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 Loan Senior Secured No No Ba3 B1 1,500,000.00 EUR 50.0000% 750,000.00 EURUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB Loan Senior Secured No No B2 B3 7,500,000.00 EUR 50.0000% 3,750,000.00 EUR



3


SecondLien

Moody'sRating



56,689,300.67 EURSenior Secured Loans - Differential = 1 SubtotalSenior Secured Loans - Differential >= 2

Chemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL Loan Senior Secured No No Ba1 Ba3 3,491,250.00 EUR 60.0000% 2,094,750.00 EURInfor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL Loan Senior Secured No No B1 B3 1,496,250.00 EUR 60.0000% 897,750.00 EURSolera LLC - Euro Term Loan SOLERALLC_ETL Loan Senior Secured No No Ba3 B2 1,975,000.00 EUR 60.0000% 1,185,000.00 EUR

4,177,500.00 EURSenior Secured Loans - Differential >= 2 Subtotal



4

188,284,323.16 EURGrand Total

Maximum Weighted Average Life TestAggregate Principal Balance Excluding Defaults 409,541,445.04 EURAggregate Product of Principal Balance and Years to Amortisation 2,179,579,353.31 EURWeighted Average Life 5.32Maximum Weighted Average Life <= 5.81Result PASS

Issuer Asset Amortisation Amount Principal BalanceAmortisation

DateYears toAmortisation

Product of Principal Balanceand Years

Aenova Holding GmbH Facility B 7,488,378.64 EUR 7,488,378.64 EUR 29-Sep-2020 3.13 23,438,625.14 EURAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH Facility B 1,626,755.22 EUR 1,626,755.22 EUR 29-Sep-2020 3.13 5,091,743.84 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl Facility B 991,042.29 EUR 991,042.29 EUR 29-Sep-2020 3.13 3,101,962.37 EURAenova Holding GMBH - Temmler Pharma GMBH & Co. KG Facility B 393,823.85 EUR 393,823.85 EUR 29-Sep-2020 3.13 1,232,668.65 EURAlbea Beauty Holdings SA Facility B (EUR) 4,000,000.00 EUR 4,000,000.00 EUR 22-Apr-2024 6.69 26,760,000.00 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 02-Oct-2017 0.13 1,256.53 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 02-Jan-2018 0.38 3,672.92 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 02-Apr-2018 0.63 6,089.32 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 02-Jul-2018 0.88 8,505.71 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 01-Oct-2018 1.13 10,922.11 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 31-Dec-2018 1.38 13,338.50 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 01-Apr-2019 1.63 15,754.90 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 01-Jul-2019 1.88 18,171.29 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 30-Sep-2019 2.13 20,587.69 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 31-Dec-2019 2.38 23,004.08 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 31-Mar-2020 2.63 25,420.48 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 30-Jun-2020 2.88 27,836.87 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 30-Sep-2020 3.13 30,253.27 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 31-Dec-2020 3.38 32,669.66 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 31-Mar-2021 3.63 35,086.06 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 30-Jun-2021 3.88 37,502.45 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 30-Sep-2021 4.13 39,918.85 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 31-Dec-2021 4.38 42,335.24 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 31-Mar-2022 4.63 44,751.64 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 30-Jun-2022 4.88 47,168.03 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 30-Sep-2022 5.13 49,584.43 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 03-Jan-2023 5.39 52,097.48 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 31-Mar-2023 5.63 54,417.22 EURAllnex SARL Tranche B-1 Term Loan 9,665.58 EUR 9,665.58 EUR 30-Jun-2023 5.88 56,833.61 EURAllnex SARL Tranche B-1 Term Loan 4,730,526.09 EUR 4,730,526.09 EUR 13-Sep-2023 6.08 28,761,598.63 EURAlpha Bidco SAS Facility B1 699,874.63 EUR 699,874.63 EUR 30-Jan-2023 5.46 3,821,315.48 EURAlpha BidCo SAS - Dutch Topco Facility B2 300,125.37 EUR 300,125.37 EUR 30-Jan-2023 5.46 1,638,684.52 EURAmplitude Surgical Term Loan 2,500,000.00 EUR 2,500,000.00 EUR 30-Nov-2022 5.3 13,250,000.00 EURAPCOA Parking Holdings Gmbh Term Loan B 2,000,000.00 EUR 2,000,000.00 EUR 20-Mar-2024 6.6 13,200,000.00 EURArtemis Unitranche Unfunded 427,758.62 EUR 427,758.62 EUR 10-Oct-2021 4.16 1,779,475.86 EURArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh Unitranche Facility 1,571,925.28 EUR 1,571,925.28 EUR 10-Oct-2021 4.16 6,539,209.16 EURArtemis - Lichtblick Kontaktlinsen Wirges GmbH Unitranche Facility 257,224.14 EUR 257,224.14 EUR 11-Oct-2021 4.16 1,070,052.42 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 29-Sep-2017 0.12 2,480.05 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 29-Dec-2017 0.37 7,646.81 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 30-Mar-2018 0.62 12,813.57 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 29-Jun-2018 0.87 17,980.33 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 28-Sep-2018 1.12 23,147.10 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 31-Dec-2018 1.38 28,520.53 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 29-Mar-2019 1.62 33,480.62 EUR


Jubilee CLO 2015-XV BV Maximum Weighted Average Page 35

1




Aruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 28-Jun-2019 1.87 38,647.38 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 30-Sep-2019 2.13 44,020.82 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 31-Dec-2019 2.38 49,187.58 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 31-Mar-2020 2.63 54,354.34 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 30-Jun-2020 2.88 59,521.10 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 30-Sep-2020 3.13 64,687.87 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 31-Dec-2020 3.38 69,854.63 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 31-Mar-2021 3.63 75,021.39 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 30-Jun-2021 3.88 80,188.15 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 30-Sep-2021 4.13 85,354.92 EURAruba Investments Inc Euro Term B-1 Loan 20,667.05 EUR 20,667.05 EUR 31-Dec-2021 4.38 90,521.68 EURAruba Investments Inc Euro Term B-1 Loan 7,729,476.48 EUR 7,729,476.48 EUR 02-Feb-2022 4.47 34,550,759.87 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 29-Sep-2017 0.12 1,473.81 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 29-Dec-2017 0.37 4,544.24 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 30-Mar-2018 0.62 7,614.67 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 29-Jun-2018 0.87 10,685.10 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 28-Sep-2018 1.12 13,755.53 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 31-Dec-2018 1.38 16,948.77 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 29-Mar-2019 1.62 19,896.39 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 28-Jun-2019 1.87 22,966.82 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 30-Sep-2019 2.13 26,160.06 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 31-Dec-2019 2.38 29,230.49 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 31-Mar-2020 2.63 32,300.92 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 30-Jun-2020 2.88 35,371.35 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 30-Sep-2020 3.13 38,441.78 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 31-Dec-2020 3.38 41,512.21 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 31-Mar-2021 3.63 44,582.64 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 30-Jun-2021 3.88 47,653.07 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 30-Sep-2021 4.13 50,723.50 EURAuris Luxembourg III SARL Facility B6 12,281.72 EUR 12,281.72 EUR 30-Dec-2021 4.38 53,793.93 EURAuris Luxembourg III SARL Facility B6 4,666,712.63 EUR 4,666,712.63 EUR 17-Jan-2022 4.43 20,673,536.95 EURBaring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV

First Lien Initial Euro Term Loan 18,749.62 EUR 18,749.62 EUR 29-Sep-2017 0.12 2,249.95 EUR

Baring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV

First Lien Initial Euro Term Loan 18,749.62 EUR 18,749.62 EUR 29-Dec-2017 0.37 6,937.36 EUR


First Lien Initial Euro Term Loan 18,749.62 EUR 18,749.62 EUR 30-Mar-2018 0.62 11,624.76 EUR


First Lien Initial Euro Term Loan 18,749.62 EUR 18,749.62 EUR 29-Jun-2018 0.87 16,312.17 EUR





















2





















First Lien Initial Euro Term Loan 6,975,027.71 EUR 6,975,027.71 EUR 26-Oct-2022 5.2 36,270,144.09 EUR

Beteiligungsgesellschaft Fur Pensionsgelder Und AndereInstitutionelle Mittel In Europa Sarl

Facility B 1,000,000.00 EUR 1,000,000.00 EUR 24-May-2024 6.78 6,780,000.00 EUR

Big White Acquico Gmbh Facility B 1,000,000.00 EUR 1,000,000.00 EUR 03-Jan-2024 6.39 6,390,000.00 EURBISOHO SAS Float - 05/2022 800,000.00 EUR 800,000.00 EUR 01-Nov-2022 5.22 4,176,000.00 EURBoparan Finance Plc 4.375% - 07/2021 4,500,000.00 EUR 4,500,000.00 EUR 15-Jul-2021 3.92 17,640,000.00 EURCab & Bio Lam LCD Facility B 1,500,000.00 EUR 1,500,000.00 EUR 14-Jun-2024 6.84 10,260,000.00 EURCabot Finacial Luxembou ECPG Float - 11/15/2021 2,000,000.00 EUR 2,000,000.00 EUR 15-Nov-2021 4.25 8,500,000.00 EURCDS Holdco III BV Facility B Commitment 4,044,836.84 EUR 4,044,836.84 EUR 30-Jun-2021 3.88 15,693,966.94 EURCeva Sante Animale Facility B2 3,000,000.00 EUR 3,000,000.00 EUR 30-Jun-2021 3.88 11,640,000.00 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 29-Sep-2017 0.12 1,050.00 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 29-Dec-2017 0.37 3,237.50 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 30-Mar-2018 0.62 5,425.00 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 29-Jun-2018 0.87 7,612.50 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 28-Sep-2018 1.12 9,800.00 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 31-Dec-2018 1.38 12,075.00 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 29-Mar-2019 1.62 14,175.00 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 28-Jun-2019 1.87 16,362.50 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 30-Sep-2019 2.13 18,637.50 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 31-Dec-2019 2.38 20,825.00 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 31-Mar-2020 2.63 23,012.50 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 30-Jun-2020 2.88 25,200.00 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 30-Sep-2020 3.13 27,387.50 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 31-Dec-2020 3.38 29,575.00 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 31-Mar-2021 3.63 31,762.50 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 30-Jun-2021 3.88 33,950.00 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 30-Sep-2021 4.13 36,137.50 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 31-Dec-2021 4.38 38,325.00 EURChemours Company (The) Tranche B1 Euro Term Loan 8,750.00 EUR 8,750.00 EUR 31-Mar-2022 4.63 40,512.50 EURChemours Company (The) Tranche B1 Euro Term Loan 3,325,000.00 EUR 3,325,000.00 EUR 12-May-2022 4.74 15,760,500.00 EURCidron Ollopa BV Facility B1 9,666,031.75 EUR 9,666,031.75 EUR 29-Jul-2022 4.96 47,943,517.48 EURCidron Ollopa BV Facility B2 1,333,968.25 EUR 1,333,968.25 EUR 30-Sep-2022 5.13 6,843,257.12 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 29-Sep-2017 0.12 2,100.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 29-Dec-2017 0.37 6,475.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Mar-2018 0.62 10,850.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 29-Jun-2018 0.87 15,225.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 28-Sep-2018 1.12 19,600.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 31-Dec-2018 1.38 24,150.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 29-Mar-2019 1.62 28,350.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 28-Jun-2019 1.87 32,725.00 EUR



3




Coherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Sep-2019 2.13 37,275.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 31-Dec-2019 2.38 41,650.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 31-Mar-2020 2.63 46,025.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Jun-2020 2.88 50,400.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Sep-2020 3.13 54,775.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 31-Dec-2020 3.38 59,150.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 31-Mar-2021 3.63 63,525.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Jun-2021 3.88 67,900.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Sep-2021 4.13 72,275.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 31-Dec-2021 4.38 76,650.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 31-Mar-2022 4.63 81,025.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Jun-2022 4.88 85,400.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Sep-2022 5.13 89,775.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Dec-2022 5.38 94,150.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 31-Mar-2023 5.63 98,525.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Jun-2023 5.88 102,900.00 EURCoherent Holding Gmbh Euro Term Loan 17,500.00 EUR 17,500.00 EUR 29-Sep-2023 6.13 107,275.00 EURCoherent Holding Gmbh Euro Term Loan 5,726,417.91 EUR 5,726,417.91 EUR 07-Nov-2023 6.23 35,675,583.58 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 29-Sep-2017 0.12 1,506.03 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 29-Dec-2017 0.37 4,643.58 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 30-Mar-2018 0.62 7,781.14 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 29-Jun-2018 0.87 10,918.69 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 28-Sep-2018 1.12 14,056.25 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 31-Dec-2018 1.38 17,319.30 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 29-Mar-2019 1.62 20,331.36 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 28-Jun-2019 1.87 23,468.91 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 30-Sep-2019 2.13 26,731.97 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 31-Dec-2019 2.38 29,869.52 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 31-Mar-2020 2.63 33,007.08 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 30-Jun-2020 2.88 36,144.63 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 30-Sep-2020 3.13 39,282.19 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 31-Dec-2020 3.38 42,419.74 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 31-Mar-2021 3.63 45,557.30 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 12,550.22 EUR 12,550.22 EUR 30-Jun-2021 3.88 48,694.85 EURColouroz Investment 1 GMBH New First Lien Initial Term Loan 4,681,232.09 EUR 4,681,232.09 EUR 07-Sep-2021 4.07 19,052,614.61 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 30-Sep-2017 0.13 1,300.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 31-Dec-2017 0.38 3,800.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 31-Mar-2018 0.62 6,200.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 30-Jun-2018 0.87 8,700.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 30-Sep-2018 1.13 11,300.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 31-Dec-2018 1.38 13,800.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 31-Mar-2019 1.62 16,200.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 30-Jun-2019 1.87 18,700.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 30-Sep-2019 2.13 21,300.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 31-Dec-2019 2.38 23,800.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 31-Mar-2020 2.63 26,300.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 30-Jun-2020 2.88 28,800.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 30-Sep-2020 3.13 31,300.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 31-Dec-2020 3.38 33,800.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 31-Mar-2021 3.63 36,300.00 EURColouroz Midco Euro Term B-3 Loan 10,000.00 EUR 10,000.00 EUR 30-Jun-2021 3.88 38,800.00 EURColouroz Midco Euro Term B-3 Loan 3,749,999.99 EUR 3,749,999.99 EUR 07-Sep-2021 4.07 15,262,499.96 EURConstantia Flexibles Gmbh Term B1A Eur 6,960,876.37 EUR 6,960,876.37 EUR 30-Apr-2022 4.71 32,785,727.70 EURConstantia Flexibles Gmbh Term B2A Eur 1,039,123.63 EUR 1,039,123.63 EUR 30-Apr-2022 4.71 4,894,272.30 EURCool International Holding GMBH Facility B1 3,347,604.88 EUR 3,347,604.88 EUR 19-Nov-2020 3.27 10,946,667.96 EUR



4




Cool International Holding GMBH Facility B2 3,237,080.04 EUR 3,237,080.04 EUR 19-Nov-2020 3.27 10,585,251.73 EURDelachaux S.A. - Railtech International S.A. Facility B1 1,459,112.38 EUR 1,459,112.38 EUR 28-Oct-2021 4.21 6,142,863.12 EURDeoleo S.A. First Lien Term Loan B 13,000,000.00 EUR 13,000,000.00 EUR 11-Jun-2021 3.82 49,660,000.00 EURDiaverum Holding SARL Second Lien Term Loan 1,500,000.00 EUR 1,500,000.00 EUR 08-May-2025 7.73 11,595,000.00 EURDiaverum Sarl Facility B 4,500,000.00 EUR 4,500,000.00 EUR 10-Jun-2024 6.82 30,690,000.00 EURDorna Sports SL B2 Euro Term Loan 3,000,000.00 EUR 3,000,000.00 EUR 12-Apr-2024 6.66 19,980,000.00 EUREircom Finco S.a.r.l 2017 Term Loan B 4,000,000.00 EUR 4,000,000.00 EUR 19-Apr-2024 6.68 26,720,000.00 EURElsan SAS Facility B2 8,000,000.00 EUR 8,000,000.00 EUR 31-Oct-2022 5.21 41,680,000.00 EUREquinix Inc Term B-2 Loan 7,481,250.01 EUR 7,481,250.01 EUR 05-Jan-2024 6.39 47,805,187.56 EURFederal Mogul Holding C 4.875% - 04/2022 700,000.00 EUR 700,000.00 EUR 15-Apr-2022 4.67 3,269,000.00 EURFinanciere Dry Mix Solutions SAS Facility B 4,500,000.00 EUR 4,500,000.00 EUR 15-Mar-2024 6.59 29,655,000.00 EURFinanciere Labeyrie Fine Foods Term Loan B2 417,582.42 EUR 417,582.42 EUR 23-May-2023 5.77 2,409,450.56 EURFinanciere Verdi I SAS New Facility B 1,500,000.00 EUR 1,500,000.00 EUR 21-Jul-2023 5.93 8,895,000.00 EURFlamingo LUX II Senior Facility B 4,447,342.25 EUR 4,447,342.25 EUR 07-Sep-2023 6.07 26,995,367.46 EURGALAPAGOS SA Floating - 06/2021 5,643,000.00 EUR 5,643,000.00 EUR 15-Jun-2021 3.84 21,669,120.00 EURGalileo Global Education Finance S.a r.l. Facility B1 3,970,464.60 EUR 3,970,464.60 EUR 21-Oct-2022 5.19 20,606,711.27 EURGalileo Global Education Finance S.a r.l. Facility B2 4,529,535.40 EUR 4,529,535.40 EUR 21-Oct-2022 5.19 23,508,288.73 EURGARFUNKELUX HOLDCO 3 SA Float - 10/2021 6,000,000.00 EUR 6,000,000.00 EUR 01-Oct-2021 4.13 24,780,000.00 EURGreenbird Holding B V Facility B 5,000,000.00 EUR 5,000,000.00 EUR 09-Apr-2021 3.65 18,250,000.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 29-Sep-2017 0.12 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 29-Dec-2017 0.37 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 30-Mar-2018 0.62 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 29-Jun-2018 0.87 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 28-Sep-2018 1.12 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 31-Dec-2018 1.38 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 29-Mar-2019 1.62 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 28-Jun-2019 1.87 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 30-Sep-2019 2.13 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 31-Dec-2019 2.38 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 31-Mar-2020 2.63 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 30-Jun-2020 2.88 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 30-Sep-2020 3.13 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 31-Dec-2020 3.38 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 31-Mar-2021 3.63 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 30-Jun-2021 3.88 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 30-Sep-2021 4.13 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 31-Dec-2021 4.38 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 31-Mar-2022 4.63 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 30-Jun-2022 4.88 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 30-Sep-2022 5.13 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 30-Dec-2022 5.38 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 31-Mar-2023 5.63 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 30-Jun-2023 5.88 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 29-Sep-2023 6.13 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 0.00 EUR 0.00 EUR 01-Dec-2023 6.3 0.00 EURGreeneden U.S. Holdings I, LLC Additional Tranche B1 Euro Term Loan 5,472,500.00 EUR 5,472,500.00 EUR 01-Dec-2023 6.3 34,476,750.00 EURGuala Closures SPA Float - 11/2021 400,000.00 EUR 400,000.00 EUR 15-Nov-2021 4.25 1,700,000.00 EURGVC Holdings Plc Facility B 2,000,000.00 EUR 2,000,000.00 EUR 02-Mar-2023 5.55 11,100,000.00 EURHNVR Holdco Limited Facility B 2,954,693.88 EUR 2,954,693.88 EUR 12-Sep-2023 6.08 17,964,538.79 EURHorizon Holdings II SAS Facility B4 9,999,999.90 EUR 9,999,999.90 EUR 28-Oct-2022 5.21 52,099,999.48 EURIneos Finance PLC 4% - 05/2023 2,000,000.00 EUR 2,000,000.00 EUR 01-May-2023 5.71 11,420,000.00 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 02-Oct-2017 0.13 3,193.09 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 03-Jan-2018 0.39 9,579.28 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 30-Mar-2018 0.62 15,228.60 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 02-Jul-2018 0.88 21,614.78 EUR



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Ineos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 01-Oct-2018 1.13 27,755.34 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 31-Dec-2018 1.38 33,895.91 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 01-Apr-2019 1.63 40,036.47 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 01-Jul-2019 1.88 46,177.03 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 30-Sep-2019 2.13 52,317.59 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 31-Dec-2019 2.38 58,458.16 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 31-Mar-2020 2.63 64,598.72 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 30-Jun-2020 2.88 70,739.28 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 30-Sep-2020 3.13 76,879.84 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 31-Dec-2020 3.38 83,020.41 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 31-Mar-2021 3.63 89,160.97 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 30-Jun-2021 3.88 95,301.53 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 30-Sep-2021 4.13 101,442.09 EURIneos Finance PLC New 2022 Euro Term Loan 24,562.25 EUR 24,562.25 EUR 31-Dec-2021 4.38 107,582.66 EURIneos Finance PLC New 2022 Euro Term Loan 9,333,653.27 EUR 9,333,653.27 EUR 31-Mar-2022 4.63 43,214,814.64 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 29-Sep-2017 0.12 842.18 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 29-Dec-2017 0.37 2,596.72 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 30-Mar-2018 0.62 4,351.27 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 29-Jun-2018 0.87 6,105.81 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 28-Sep-2018 1.12 7,860.35 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 31-Dec-2018 1.38 9,685.07 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 29-Mar-2019 1.62 11,369.44 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 28-Jun-2019 1.87 13,123.98 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 30-Sep-2019 2.13 14,948.70 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 31-Dec-2019 2.38 16,703.24 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 31-Mar-2020 2.63 18,457.79 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 30-Jun-2020 2.88 20,212.33 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 30-Sep-2020 3.13 21,966.87 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 31-Dec-2020 3.38 23,721.41 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 31-Mar-2021 3.63 25,475.96 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 30-Jun-2021 3.88 27,230.50 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 30-Sep-2021 4.13 28,985.04 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 31-Dec-2021 4.38 30,739.58 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 31-Mar-2022 4.63 32,494.13 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 30-Jun-2022 4.88 34,248.67 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 30-Sep-2022 5.13 36,003.21 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 30-Dec-2022 5.38 37,757.75 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 31-Mar-2023 5.63 39,512.30 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 30-Jun-2023 5.88 41,266.84 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 29-Sep-2023 6.13 43,021.38 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 7,018.17 EUR 7,018.17 EUR 29-Dec-2023 6.38 44,775.92 EURIneos Styrolution Group GmbH 2024 Euro Tranche 1 Term Loan 2,617,777.08 EUR 2,617,777.08 EUR 29-Mar-2024 6.62 17,329,684.27 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV Facility B3 5,000,000.00 EUR 5,000,000.00 EUR 03-May-2024 6.72 33,600,000.00 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 29-Sep-2017 0.12 450.00 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 29-Dec-2017 0.37 1,387.50 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 30-Mar-2018 0.62 2,325.00 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 29-Jun-2018 0.87 3,262.50 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 28-Sep-2018 1.12 4,200.00 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 31-Dec-2018 1.38 5,175.00 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 29-Mar-2019 1.62 6,075.00 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 28-Jun-2019 1.87 7,012.50 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 30-Sep-2019 2.13 7,987.50 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 31-Dec-2019 2.38 8,925.00 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 31-Mar-2020 2.63 9,862.50 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 30-Jun-2020 2.88 10,800.00 EUR



6




Infor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 30-Sep-2020 3.13 11,737.50 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 31-Dec-2020 3.38 12,675.00 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 31-Mar-2021 3.63 13,612.50 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 30-Jun-2021 3.88 14,550.00 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 30-Sep-2021 4.13 15,487.50 EURInfor (US) Inc Euro Tranche B-1 Term Loan 3,750.00 EUR 3,750.00 EUR 31-Dec-2021 4.38 16,425.00 EURInfor (US) Inc Euro Tranche B-1 Term Loan 1,428,750.00 EUR 1,428,750.00 EUR 01-Feb-2022 4.47 6,386,512.50 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 02-Oct-2017 0.13 806.42 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 02-Jan-2018 0.38 2,357.22 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 02-Apr-2018 0.63 3,908.02 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 02-Jul-2018 0.88 5,458.82 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 01-Oct-2018 1.13 7,009.62 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 31-Dec-2018 1.38 8,560.42 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 01-Apr-2019 1.63 10,111.22 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 01-Jul-2019 1.88 11,662.02 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 30-Sep-2019 2.13 13,212.82 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 31-Dec-2019 2.38 14,763.62 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 31-Mar-2020 2.63 16,314.42 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 30-Jun-2020 2.88 17,865.22 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 30-Sep-2020 3.13 19,416.02 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 31-Dec-2020 3.38 20,966.82 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 31-Mar-2021 3.63 22,517.62 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 30-Jun-2021 3.88 24,068.42 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 30-Sep-2021 4.13 25,619.22 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 31-Dec-2021 4.38 27,170.02 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 31-Mar-2022 4.63 28,720.82 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 30-Jun-2022 4.88 30,271.62 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 30-Sep-2022 5.13 31,822.42 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 30-Dec-2022 5.38 33,373.22 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 31-Mar-2023 5.63 34,924.02 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 30-Jun-2023 5.88 36,474.82 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 02-Oct-2023 6.13 38,025.62 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 02-Jan-2024 6.39 39,638.45 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 6,203.20 EUR 6,203.20 EUR 01-Apr-2024 6.63 41,127.22 EURInovyn Finance PLC 2024 Tranche B Euro Term Loan 2,313,794.77 EUR 2,313,794.77 EUR 10-May-2024 6.74 15,594,976.75 EURIntervias Finco Ltd Facility D2 6,000,000.00 EUR 6,000,000.00 EUR 30-Jan-2023 5.46 32,760,000.00 EURIon Trading Finance Limited Tranche B-1 Euro Loan 0.00 EUR 0.00 EUR 29-Sep-2017 0.12 0.00 EURIon Trading Finance Limited Tranche B-1 Euro Loan 0.00 EUR 0.00 EUR 29-Dec-2017 0.37 0.00 EURIon Trading Finance Limited Tranche B-1 Euro Loan 0.00 EUR 0.00 EUR 30-Mar-2018 0.62 0.00 EURIon Trading Finance Limited Tranche B-1 Euro Loan 2,481.65 EUR 2,481.65 EUR 29-Jun-2018 0.87 2,159.04 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 28-Sep-2018 1.12 8,130.73 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 31-Dec-2018 1.38 10,018.22 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 29-Mar-2019 1.62 11,760.52 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 28-Jun-2019 1.87 13,575.41 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 30-Sep-2019 2.13 15,462.91 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 31-Dec-2019 2.38 17,277.80 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 31-Mar-2020 2.63 19,092.70 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 30-Jun-2020 2.88 20,907.59 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 30-Sep-2020 3.13 22,722.49 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 31-Dec-2020 3.38 24,537.38 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 31-Mar-2021 3.63 26,352.28 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 30-Jun-2021 3.88 28,167.17 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 30-Sep-2021 4.13 29,982.07 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 31-Dec-2021 4.38 31,796.96 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 31-Mar-2022 4.63 33,611.86 EUR



7




Ion Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 30-Jun-2022 4.88 35,426.75 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 30-Sep-2022 5.13 37,241.65 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 30-Dec-2022 5.38 39,056.54 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 31-Mar-2023 5.63 40,871.44 EURIon Trading Finance Limited Tranche B-1 Euro Loan 7,259.58 EUR 7,259.58 EUR 30-Jun-2023 5.88 42,686.33 EURIon Trading Finance Limited Tranche B-1 Euro Loan 2,715,084.17 EUR 2,715,084.17 EUR 11-Aug-2023 5.99 16,263,354.18 EURJacobs Douwe Egberts Holdings BV Term Loan B - EUR 1,060,557.43 EUR 1,060,557.43 EUR 01-Jul-2022 4.88 5,175,520.26 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 29-Sep-2017 0.12 450.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 29-Dec-2017 0.37 1,387.50 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Mar-2018 0.62 2,325.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 29-Jun-2018 0.87 3,262.50 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 28-Sep-2018 1.12 4,200.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Dec-2018 1.38 5,175.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 29-Mar-2019 1.62 6,075.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 28-Jun-2019 1.87 7,012.50 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Sep-2019 2.13 7,987.50 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Dec-2019 2.38 8,925.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Mar-2020 2.63 9,862.50 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Jun-2020 2.88 10,800.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Sep-2020 3.13 11,737.50 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Dec-2020 3.38 12,675.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Mar-2021 3.63 13,612.50 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Jun-2021 3.88 14,550.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Sep-2021 4.13 15,487.50 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Dec-2021 4.38 16,425.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Mar-2022 4.63 17,362.50 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Jun-2022 4.88 18,300.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Sep-2022 5.13 19,237.50 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Dec-2022 5.38 20,175.00 EURJade Germany GmbH Initial Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Mar-2023 5.63 21,112.50 EURJade Germany GmbH Initial Euro Term Loan 1,413,750.00 EUR 1,413,750.00 EUR 31-May-2023 5.79 8,185,612.50 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 02-Oct-2017 0.13 2,275.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 02-Jan-2018 0.38 6,650.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Mar-2018 0.62 10,850.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 02-Jul-2018 0.88 15,400.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 01-Oct-2018 1.13 19,775.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 31-Dec-2018 1.38 24,150.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 01-Apr-2019 1.63 28,525.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 01-Jul-2019 1.88 32,900.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Sep-2019 2.13 37,275.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Dec-2019 2.38 41,650.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Mar-2020 2.62 45,850.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Jun-2020 2.88 50,400.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Sep-2020 3.13 54,775.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Dec-2020 3.38 59,150.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Mar-2021 3.62 63,350.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Jun-2021 3.88 67,900.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Sep-2021 4.13 72,275.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Dec-2021 4.38 76,650.00 EURKlockner Pentaplast of America Inc Euro Term Loan 17,500.00 EUR 17,500.00 EUR 30-Mar-2022 4.62 80,850.00 EURKlockner Pentaplast of America Inc Euro Term Loan 6,667,499.99 EUR 6,667,499.99 EUR 29-Jun-2022 4.87 32,470,724.95 EURLabeyrie Fine Foods Term B-1 Loan 1,582,417.58 EUR 1,582,417.58 EUR 28-Apr-2023 5.7 9,019,780.21 EURLETO Gmbh Unitranche Facility 743,091.96 EUR 743,091.96 EUR 10-Oct-2021 4.16 3,091,262.55 EURLSF10 XL BIdco SCA Facility B 3,000,000.00 EUR 3,000,000.00 EUR 11-Apr-2024 6.66 19,980,000.00 EURLSF9 Robin Investments Limited Facility B4 1,000,000.00 EUR 1,000,000.00 EUR 14-Dec-2023 6.33 6,330,000.00 EUR



8




Macdermid Funding LLC Euro Tranche C-4 Term Loan 4,912,875.00 EUR 4,912,875.00 EUR 07-Jun-2020 2.81 13,805,178.75 EURMemora Servicios Funeraios, SLU Term Loan B 1,797,011.56 EUR 1,797,011.56 EUR 28-May-2021 3.79 6,810,673.81 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Oct-2017 0.21 787.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Jan-2018 0.46 1,725.00 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 30-Apr-2018 0.71 2,662.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Jul-2018 0.96 3,600.00 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Oct-2018 1.21 4,537.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Jan-2019 1.46 5,475.00 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 30-Apr-2019 1.71 6,412.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Jul-2019 1.96 7,350.00 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Oct-2019 2.21 8,287.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Jan-2020 2.46 9,225.00 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 30-Apr-2020 2.71 10,162.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Jul-2020 2.96 11,100.00 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 30-Oct-2020 3.21 12,037.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 29-Jan-2021 3.46 12,975.00 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 30-Apr-2021 3.71 13,912.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 30-Jul-2021 3.96 14,850.00 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 29-Oct-2021 4.21 15,787.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Jan-2022 4.47 16,762.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 29-Apr-2022 4.71 17,662.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 29-Jul-2022 4.96 18,600.00 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Oct-2022 5.21 19,537.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Jan-2023 5.47 20,512.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 28-Apr-2023 5.7 21,375.00 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Jul-2023 5.96 22,350.00 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Oct-2023 6.21 23,287.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 31-Jan-2024 6.47 24,262.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 3,750.00 EUR 3,750.00 EUR 30-Apr-2024 6.71 25,162.50 EURMiami Escrow Borrower LLC Euro Tranche Term Loan 1,398,750.00 EUR 1,398,750.00 EUR 21-Jun-2024 6.85 9,581,437.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Nov-2017 0.29 1,087.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 28-Feb-2018 0.54 2,025.00 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-May-2018 0.79 2,962.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Aug-2018 1.04 3,900.00 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Nov-2018 1.29 4,837.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 28-Feb-2019 1.54 5,775.00 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-May-2019 1.79 6,712.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Aug-2019 2.04 7,650.00 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 29-Nov-2019 2.29 8,587.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 28-Feb-2020 2.54 9,525.00 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 29-May-2020 2.79 10,462.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Aug-2020 3.05 11,437.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Nov-2020 3.3 12,375.00 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 26-Feb-2021 3.54 13,275.00 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-May-2021 3.79 14,212.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Aug-2021 4.05 15,187.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Nov-2021 4.3 16,125.00 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 28-Feb-2022 4.54 17,025.00 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-May-2022 4.79 17,962.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Aug-2022 5.05 18,937.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Nov-2022 5.3 19,875.00 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 28-Feb-2023 5.54 20,775.00 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-May-2023 5.79 21,712.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-Aug-2023 6.05 22,687.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 30-Nov-2023 6.3 23,625.00 EUR



9




Misys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 29-Feb-2024 6.55 24,562.50 EURMisys Limited First Lien Euro Term Loan 3,750.00 EUR 3,750.00 EUR 31-May-2024 6.8 25,500.00 EURMisys Limited First Lien Euro Term Loan 1,398,750.00 EUR 1,398,750.00 EUR 13-Jun-2024 6.83 9,553,462.50 EURMotor Fuel Group Term Loan Eur/ Swap 3,417,900.00 EUR 3,417,900.00 EUR 18-Jul-2022 4.93 16,850,247.00 EURMustang Bidco Limited Facility B 2,723,470.70 EUR 2,723,470.70 EUR 29-Apr-2021 3.71 10,104,076.30 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 29-Sep-2017 0.12 371.41 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 29-Dec-2017 0.37 1,145.19 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 30-Mar-2018 0.62 1,918.97 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 29-Jun-2018 0.87 2,692.75 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 28-Sep-2018 1.12 3,466.53 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 31-Dec-2018 1.38 4,271.27 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 29-Mar-2019 1.62 5,014.09 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 28-Jun-2019 1.87 5,787.87 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 30-Sep-2019 2.13 6,592.61 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 31-Dec-2019 2.38 7,366.39 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 31-Mar-2020 2.63 8,140.17 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 30-Jun-2020 2.88 8,913.95 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 30-Sep-2020 3.13 9,687.73 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 31-Dec-2020 3.38 10,461.51 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 31-Mar-2021 3.63 11,235.29 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 30-Jun-2021 3.88 12,009.07 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 30-Sep-2021 4.13 12,782.85 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 31-Dec-2021 4.38 13,556.63 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 31-Mar-2022 4.63 14,330.41 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 30-Jun-2022 4.88 15,104.19 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 30-Sep-2022 5.13 15,877.97 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 30-Dec-2022 5.38 16,651.75 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 31-Mar-2023 5.63 17,425.53 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 30-Jun-2023 5.88 18,199.31 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 29-Sep-2023 6.13 18,973.09 EURNEP Europe Finco BV Euro Term Loan (First Lien) 3,095.12 EUR 3,095.12 EUR 29-Dec-2023 6.38 19,746.87 EURNEP Europe Finco BV Euro Term Loan (First Lien) 1,412,026.85 EUR 1,412,026.85 EUR 03-Jan-2024 6.39 9,022,851.57 EURNetInvest Limited Facility B 5,000,000.00 EUR 5,000,000.00 EUR 10-Aug-2022 4.99 24,950,000.00 EURNew Look Secured Issuer Float - 07/2022 9,000,000.00 EUR 9,000,000.00 EUR 01-Jul-2022 4.88 43,920,000.00 EURNewCo Sab Bidco Facility B 2,500,000.00 EUR 2,500,000.00 EUR 22-Apr-2024 6.69 16,725,000.00 EURNovacap Group Bidco Facility B 1,000,000.00 EUR 1,000,000.00 EUR 22-Jun-2023 5.85 5,850,000.00 EURNUOVO TRASPORTO VIAGGIAT Float - 06/2023 800,000.00 EUR 800,000.00 EUR 01-Jun-2023 5.8 4,640,000.00 EUROberthur Technologies SA Facility B1 - Euro 2,678,700.36 EUR 2,678,700.36 EUR 10-Jan-2024 6.41 17,170,469.31 EUROberthur Technologies SA Facility B2 - Euro 4,321,299.64 EUR 4,321,299.64 EUR 10-Jan-2024 6.41 27,699,530.69 EURObol France 3 SAS Facility B 1,500,000.00 EUR 1,500,000.00 EUR 11-Apr-2023 5.66 8,490,000.00 EURP&ISWBidCo GmbH Facility B1 1,000,000.00 EUR 1,000,000.00 EUR 10-Nov-2023 6.24 6,240,000.00 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 29-Sep-2017 0.12 1,273.54 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 29-Dec-2017 0.37 3,926.74 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 30-Mar-2018 0.62 6,579.94 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 29-Jun-2018 0.87 9,233.14 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 28-Sep-2018 1.12 11,886.34 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 31-Dec-2018 1.38 14,645.66 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 29-Mar-2019 1.62 17,192.74 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 28-Jun-2019 1.87 19,845.94 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 30-Sep-2019 2.13 22,605.26 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 31-Dec-2019 2.38 25,258.46 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 31-Mar-2020 2.63 27,911.66 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 30-Jun-2020 2.88 30,564.86 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 30-Sep-2020 3.13 33,218.06 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 31-Dec-2020 3.38 35,871.26 EUR



10




Patheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 31-Mar-2021 3.63 38,524.46 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 29-Jun-2021 3.87 41,071.54 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 30-Sep-2021 4.13 43,830.86 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 31-Dec-2021 4.38 46,484.06 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 31-Mar-2022 4.63 49,137.26 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 30-Jun-2022 4.88 51,790.46 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 30-Sep-2022 5.13 54,443.66 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 30-Dec-2022 5.38 57,096.86 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 31-Mar-2023 5.63 59,750.06 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 30-Jun-2023 5.88 62,403.26 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 29-Sep-2023 6.13 65,056.46 EURPatheon Holdings I BV Tranche B Euro Term Loan 10,612.80 EUR 10,612.80 EUR 29-Dec-2023 6.38 67,709.66 EURPatheon Holdings I BV Tranche B Euro Term Loan 3,969,188.13 EUR 3,969,188.13 EUR 22-Apr-2024 6.69 26,553,868.59 EURPetrus Bidco BV Facility B 4,000,000.00 EUR 4,000,000.00 EUR 18-Jul-2024 6.93 27,720,000.00 EURPremier Lotteries Ireland DAC Term Loan B 3,000,000.00 EUR 3,000,000.00 EUR 24-Jun-2024 6.86 20,580,000.00 EURPromontoria Mcs SAS Float - 09/2021 200,000.00 EUR 200,000.00 EUR 30-Sep-2021 4.13 826,000.00 EURRedtop Acquisitions Limited Initial Euro Term Loan (First Lien) 1,000,000.00 EUR 1,000,000.00 EUR 03-Dec-2020 3.3 3,300,000.00 EURSam Bidco Facility B3B 0.00 EUR 0.00 EUR 17-Dec-2021 4.34 0.00 EURSam Bidco Facility B3B 337,318.67 EUR 337,318.67 EUR 17-Dec-2021 4.34 1,463,963.03 EURSam Bidco New Facility B3A 1,229,703.87 EUR 1,229,703.87 EUR 17-Dec-2021 4.34 5,336,914.80 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Oct-2017 0.21 4,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jan-2018 0.46 9,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 30-Apr-2018 0.71 14,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jul-2018 0.96 19,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Oct-2018 1.21 24,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jan-2019 1.46 29,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 30-Apr-2019 1.71 34,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jul-2019 1.96 39,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Oct-2019 2.21 44,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jan-2020 2.46 49,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 30-Apr-2020 2.71 54,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jul-2020 2.96 59,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 30-Oct-2020 3.21 64,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 29-Jan-2021 3.46 69,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 30-Apr-2021 3.71 74,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 30-Jul-2021 3.96 79,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 29-Oct-2021 4.21 84,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jan-2022 4.47 89,400.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 29-Apr-2022 4.71 94,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 29-Jul-2022 4.96 99,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Oct-2022 5.21 104,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jan-2023 5.47 109,400.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 28-Apr-2023 5.7 114,000.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jul-2023 5.96 119,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Oct-2023 6.21 124,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jan-2024 6.47 129,400.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 30-Apr-2024 6.71 134,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jul-2024 6.96 139,200.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Oct-2024 7.22 144,400.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 31-Jan-2025 7.47 149,400.00 EURSFR Group SA Refinancing Term Loan B11 20,000.00 EUR 20,000.00 EUR 30-Apr-2025 7.71 154,200.00 EURSFR Group SA Refinancing Term Loan B11 7,360,000.00 EUR 7,360,000.00 EUR 31-Jul-2025 7.96 58,585,600.00 EURShilton Bidco Limited Facility B1 1,500,000.00 EUR 1,500,000.00 EUR 12-Jul-2024 6.91 10,365,000.00 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 30-Sep-2017 0.13 645.06 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 31-Dec-2017 0.38 1,885.57 EUR



11




Solera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 31-Mar-2018 0.62 3,076.46 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 30-Jun-2018 0.87 4,316.97 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 30-Sep-2018 1.13 5,607.09 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 31-Dec-2018 1.38 6,847.60 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 31-Mar-2019 1.62 8,038.49 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 30-Jun-2019 1.87 9,279.00 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 30-Sep-2019 2.13 10,569.12 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 31-Dec-2019 2.38 11,809.63 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 31-Mar-2020 2.63 13,050.14 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 30-Jun-2020 2.88 14,290.65 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 30-Sep-2020 3.13 15,531.15 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 31-Dec-2020 3.38 16,771.66 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 31-Mar-2021 3.63 18,012.17 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 30-Jun-2021 3.88 19,252.68 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 30-Sep-2021 4.13 20,493.18 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 31-Dec-2021 4.38 21,733.69 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 31-Mar-2022 4.63 22,974.20 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 30-Jun-2022 4.88 24,214.71 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 30-Sep-2022 5.13 25,455.21 EURSolera LLC Euro Term Loan 4,962.03 EUR 4,962.03 EUR 31-Dec-2022 5.38 26,695.72 EURSolera LLC Euro Term Loan 1,865,835.36 EUR 1,865,835.36 EUR 03-Mar-2023 5.55 10,355,386.25 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 29-Sep-2017 0.12 1,625.41 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 29-Dec-2017 0.37 5,011.69 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 30-Mar-2018 0.62 8,397.97 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 29-Jun-2018 0.87 11,784.25 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 28-Sep-2018 1.12 15,170.53 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 31-Dec-2018 1.38 18,692.27 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 29-Mar-2019 1.62 21,943.09 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 28-Jun-2019 1.87 25,329.37 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 30-Sep-2019 2.13 28,851.11 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 31-Dec-2019 2.38 32,237.39 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 31-Mar-2020 2.63 35,623.67 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 13,545.12 EUR 13,545.12 EUR 30-Jun-2020 2.88 39,009.95 EURSpringer Science & Business Media Deutschland GMBH Initial B11 Term Loan 5,236,427.36 EUR 5,236,427.36 EUR 14-Aug-2020 3 15,709,282.08 EURSSCP Eleanor Finance S.A.R.L Acquisition Facility 2 1,250,000.00 EUR 1,250,000.00 EUR 07-Aug-2024 6.98 8,725,000.00 EURSSCP Eleanor Finance S.A.R.L Acqusition Term Loan 625,000.00 EUR 625,000.00 EUR 07-Aug-2024 6.98 4,362,500.00 EURSSCP Eleanor Finance S.A.R.L Unitranche 4,375,000.00 EUR 4,375,000.00 EUR 07-Aug-2024 6.98 30,537,500.00 EURTackle Sarl New Facility B 5,000,000.00 EUR 5,000,000.00 EUR 08-Aug-2022 4.98 24,900,000.00 EURTaghleef Industries Holdco Limited Facility B (EUR) 1,500,000.00 EUR 1,500,000.00 EUR 10-May-2023 5.74 8,610,000.00 EURTechnicolor S.A. First Incremental Euro Term Loan 2,000,000.00 EUR 2,000,000.00 EUR 06-Dec-2023 6.31 12,620,000.00 EURTele Columbus AG 2017 New Facility A 3,500,000.00 EUR 3,500,000.00 EUR 15-Oct-2024 7.17 25,095,000.00 EURTFL International GmbH Consideration Notes 1,952,643.51 EUR 1,952,643.51 EUR 11-Sep-2018 1.07 2,089,328.56 EURTMF Group Holding BV Facility B 2,500,000.00 EUR 2,500,000.00 EUR 16-Oct-2023 6.17 15,425,000.00 EURTrionista Holdco GMBH - Meter Acquisition SAS Facility B1C3 1,500,000.00 EUR 1,500,000.00 EUR 30-Apr-2020 2.71 4,065,000.00 EURUfinet Telecom Holding SLU Facility B2 5,000,000.00 EUR 5,000,000.00 EUR 04-Jun-2023 5.81 29,050,000.00 EURUMV Global Foods Company Ltd. Facility B2A 2,166,902.32 EUR 2,166,902.32 EUR 19-Nov-2021 4.27 9,252,672.91 EURUnilabs Diagnostics AB New Euro Term Loan B2 7,500,000.00 EUR 7,500,000.00 EUR 19-Apr-2024 6.68 50,100,000.00 EURUnit 4 Sweden Holding AB Facility B1 (EUR) 5,000,000.00 EUR 5,000,000.00 EUR 17-Mar-2021 3.59 17,950,000.00 EURUnited Group BV Float - 07/2023 5,000,000.00 EUR 5,000,000.00 EUR 03-Jul-2023 5.88 29,400,000.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 29-Sep-2017 0.12 1,500.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 29-Dec-2017 0.37 4,625.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 30-Mar-2018 0.62 7,750.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 29-Jun-2018 0.87 10,875.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 28-Sep-2018 1.12 14,000.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 31-Dec-2018 1.38 17,250.00 EUR



12




Univar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 29-Mar-2019 1.62 20,250.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 28-Jun-2019 1.87 23,375.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 30-Sep-2019 2.13 26,625.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 31-Dec-2019 2.38 29,750.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 31-Mar-2020 2.63 32,875.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 30-Jun-2020 2.88 36,000.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 30-Sep-2020 3.13 39,125.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 31-Dec-2020 3.38 42,250.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 31-Mar-2021 3.63 45,375.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 30-Jun-2021 3.88 48,500.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 30-Sep-2021 4.13 51,625.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 31-Dec-2021 4.38 54,750.00 EURUnivar USA Inc Initial Euro Term Loan 12,500.00 EUR 12,500.00 EUR 31-Mar-2022 4.63 57,875.00 EURUnivar USA Inc Initial Euro Term Loan 1,392,500.00 EUR 1,392,500.00 EUR 01-Jul-2022 4.88 6,795,400.00 EURUPCB Finance IV LTD 4% - 01/2027 1,800,000.00 EUR 1,800,000.00 EUR 15-Jan-2027 9.42 16,956,000.00 EURWatson Bidco BV Facility B 4,000,000.00 EUR 4,000,000.00 EUR 20-May-2024 6.77 27,080,000.00 EURWowMidco SAS Facility B2 2,000,000.00 EUR 2,000,000.00 EUR 16-Mar-2023 5.59 11,180,000.00 EURWP/AV CH Holdings III BV Facility B Loan 1,500,000.00 EUR 1,500,000.00 EUR 12-Jun-2024 6.83 10,245,000.00 EURZF Bidco Senior Facility B 5,500,000.00 EUR 5,500,000.00 EUR 29-Apr-2024 6.71 36,905,000.00 EURZiggo Secured Finance Partnership Term Loan F 10,000,000.00 EUR 10,000,000.00 EUR 15-Apr-2025 7.67 76,700,000.00 EUR



13

409,541,445.05 EUR 409,541,445.04 EUR 2,179,579,353.31 EURGrand Total

Moody's Maximum Weighted Average Rating FactorAggregate Principal Balance Excluding Defaults 409,541,445.04 EURAggregate Product of Principal Balance and Rating Factor 1,168,213,646,228.08

EURWeighted Average Rating Factor 2,853Unadjusted Maximum Weighted Average Rating Factor 2,785Moody's Weighted Average Recovery Adjustment 320Moody's Par WARF Modifier 0Maximum Weighted Average Rating Factor <= 3,105Result PASS

Security Security ID Principal BalanceAdjustedMoody'sDP Rating

RatingFactor Weight

Aenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH - Facility B AENVAHDRGN_FB 1,626,755.22 EUR Caa1 4,770.00 7,759,622,399.40 EURAenova Holding GmbH - Facility B AENOVAHLDG_FB 7,488,378.64 EUR Caa1 4,770.00 35,719,566,112.80 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl - Facility B AENVASWSCP_FB 991,042.29 EUR Caa1 4,770.00 4,727,271,723.30 EURAenova Holding GMBH - Temmler Pharma GMBH & Co. KG - Facility B TEMLRPHRMA_FB 393,823.85 EUR Caa1 4,770.00 1,878,539,764.50 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS 4,000,000.00 EUR B2 2,720.00 10,880,000,000.00 EURAllnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 4,962,500.00 EUR B1 2,220.00 11,016,750,000.00 EURAlpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 300,125.37 EUR *** *** ***Alpha Bidco SAS - Facility B1 AlphaBidco_TL 699,874.63 EUR *** *** ***Amplitude Surgical - Term Loan AMPLID_SURGIC 2,500,000.00 EUR *** *** ***APCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 2,000,000.00 EUR B1 2,220.00 4,440,000,000.00 EURArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - Unitranche Facility ARTLKONEGMBHF 1,571,925.28 EUR *** *** ***Artemis - Lichtblick Kontaktlinsen Wirges GmbH - Unitranche Facility ATLIKONWGMBH 257,224.14 EUR *** *** ***Artemis - Unitranche Unfunded ARTEMIS_UNF 427,758.62 EUR *** *** ***Aruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 8,101,483.37 EUR B2 2,720.00 22,036,034,766.40 EURAuris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 4,887,783.57 EUR B2 2,720.00 13,294,771,310.40 EURBaring Private Equity Asia VI Holding (1) Limited - Stiphout Finance BV - First Lien Initial Euro Term Loan BARINGSTIP_TL 7,368,769.69 EUR B2 2,720.00 20,043,053,556.80 EURBeteiligungsgesellschaft Fur Pensionsgelder Und Andere Institutionelle Mittel In Europa Sarl - Facility B AMEOSKLI_FLT 1,000,000.00 EUR *** *** ***Big White Acquico Gmbh - Facility B BIGWHACG_FACB 1,000,000.00 EUR *** *** ***BISOHO SAS - Float - 05/2022 XS1405782662 800,000.00 EUR B1 2,220.00 1,776,000,000.00 EURBoparan Finance Plc - 4.375% - 07/2021 XS1082473395 4,500,000.00 EUR B3 3,490.00 15,705,000,000.00 EURCab & Bio Lam LCD - Facility B LX164386 1,500,000.00 EUR *** *** ***Cabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 2,000,000.00 EUR B2 2,720.00 5,440,000,000.00 EURCDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII 4,044,836.84 EUR *** *** ***Ceva Sante Animale - Facility B2 CEVASANAN_FLTB 3,000,000.00 EUR B2 2,720.00 8,160,000,000.00 EURChemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL 3,491,250.00 EUR Ba3 1,766.00 6,165,547,500.00 EURCidron Ollopa BV - Facility B1 CIDRON_OLLOPA 9,666,031.75 EUR *** *** ***Cidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 1,333,968.25 EUR *** *** ***Coherent Holding Gmbh - Euro Term Loan COHERENTH_TLB 6,163,917.91 EUR Ba1 940.00 5,794,082,835.40 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 4,882,035.61 EUR B2 2,720.00 13,279,136,859.20 EURColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 3,910,000.00 EUR B2 2,720.00 10,635,200,000.00 EURConstantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A 6,960,876.37 EUR B1 2,220.00 15,453,145,541.40 EURConstantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A 1,039,123.63 EUR B1 2,220.00 2,306,854,458.60 EURCool International Holding GMBH - Facility B1 COINTHGMBH_FB 3,347,604.88 EUR *** *** ***Cool International Holding GMBH - Facility B2 AHT_TLB 3,237,080.04 EUR *** *** ***Delachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 1,459,112.38 EUR *** *** ***Deoleo S.A. - First Lien Term Loan B Deoleo_FLTLB 13,000,000.00 EUR Caa2 6,500.00 84,500,000,000.00 EURDiaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL 1,500,000.00 EUR *** *** ***


Jubilee CLO 2015-XV BV Moody's Maximum Weighted Page 48

1


RatingFactor Weight

Diaverum Sarl - Facility B DIAVERUM_SARL 4,500,000.00 EUR *** *** ***Dorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL 3,000,000.00 EUR *** *** ***Eircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL 4,000,000.00 EUR B1 2,220.00 8,880,000,000.00 EURElsan SAS - Facility B2 ELSANSAS_FAB2 8,000,000.00 EUR B1 2,220.00 17,760,000,000.00 EUREquinix Inc - Term B-2 Loan EQUINIX_INCTB 7,481,250.01 EUR Ba3 1,766.00 13,211,887,517.66 EURFederal Mogul Holding C - 4.875% - 04/2022 XS1587905727 700,000.00 EUR B2 2,720.00 1,904,000,000.00 EURFinanciere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB 4,500,000.00 EUR B2 2,720.00 12,240,000,000.00 EURFinanciere Labeyrie Fine Foods - Term Loan B2 LX163674 417,582.42 EUR *** *** ***Financiere Verdi I SAS - New Facility B FINANCIEV_FLT 1,500,000.00 EUR *** *** ***Flamingo LUX II - Senior Facility B FLAMINGO_SRFB 4,447,342.25 EUR B2 2,720.00 12,096,770,920.00 EURGALAPAGOS SA - Floating - 06/2021 XS1071411547 5,643,000.00 EUR B3 3,490.00 19,694,070,000.00 EURGalileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 3,970,464.60 EUR *** *** ***Galileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 4,529,535.40 EUR *** *** ***GARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 6,000,000.00 EUR B2 2,720.00 16,320,000,000.00 EURGreenbird Holding B V - Facility B GREENBI_FAC B 5,000,000.00 EUR *** *** ***Greeneden U.S. Holdings I, LLC - Additional Tranche B1 Euro Term Loan GREENE_DENATL 5,472,500.00 EUR B3 3,490.00 19,099,025,000.00 EURGuala Closures SPA - Float - 11/2021 XS1516322465 400,000.00 EUR B2 2,720.00 1,088,000,000.00 EURGVC Holdings Plc - Facility B GVCHOLDLC_TLB 2,000,000.00 EUR *** *** ***HNVR Holdco Limited - Facility B HNVRHOL_FLTLB 2,954,693.88 EUR *** *** ***Horizon Holdings II SAS - Facility B4 HORIZONHII_B4 9,999,999.90 EUR B1 2,220.00 22,199,999,778.00 EURIneos Finance PLC - 4% - 05/2023 XS1117296209 2,000,000.00 EUR Ba3 1,766.00 3,532,000,000.00 EURIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB 9,775,773.69 EUR Ba3 1,766.00 17,264,016,336.54 EURIneos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL 2,800,249.48 EUR Ba3 1,766.00 4,945,240,581.68 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B3 INFINITANED_B 5,000,000.00 EUR *** *** ***Infor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL 1,496,250.00 EUR B3 3,490.00 5,221,912,500.00 EURInovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB 2,481,281.25 EUR B2 2,720.00 6,749,085,000.00 EURIntervias Finco Ltd - Facility D2 INTERVIAS_TL 6,000,000.00 EUR B2 2,720.00 16,320,000,000.00 EURIon Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL 2,862,757.49 EUR B2 2,720.00 7,786,700,372.80 EURJacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL 1,060,557.43 EUR Ba2 1,350.00 1,431,752,530.50 EURJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM 1,500,000.00 EUR B1 2,220.00 3,330,000,000.00 EURKlockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL 6,999,999.99 EUR B3 3,490.00 24,429,999,965.10 EURLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 1,582,417.58 EUR *** *** ***LETO Gmbh - Unitranche Facility LETOGMBH_UNFA 743,091.96 EUR *** *** ***LSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB 3,000,000.00 EUR B2 2,720.00 8,160,000,000.00 EURLSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 1,000,000.00 EUR B1 2,220.00 2,220,000,000.00 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 4,912,875.00 EUR B3 3,490.00 17,145,933,750.00 EURMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB 1,797,011.56 EUR *** *** ***Miami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET 1,500,000.00 EUR B1 2,220.00 3,330,000,000.00 EURMisys Limited - First Lien Euro Term Loan MISYSLTD_EUTL 1,500,000.00 EUR B3 3,490.00 5,235,000,000.00 EURMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP 3,417,900.00 EUR *** *** ***Mustang Bidco Limited - Facility B MUSTANGIT_TLB 2,723,470.70 EUR *** *** ***NEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO 1,492,500.00 EUR B3 3,490.00 5,208,825,000.00 EURNetInvest Limited - Facility B Netinvest 5,000,000.00 EUR *** *** ***New Look Secured Issuer - Float - 07/2022 XS1248517341 9,000,000.00 EUR B3 3,490.00 31,410,000,000.00 EURNewCo Sab Bidco - Facility B NEWCOSAB_FB 2,500,000.00 EUR B2 2,720.00 6,800,000,000.00 EURNovacap Group Bidco - Facility B NOVACAP_FACB 1,000,000.00 EUR B1 2,220.00 2,220,000,000.00 EURNUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 800,000.00 EUR B1 2,220.00 1,776,000,000.00 EUROberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 2,678,700.36 EUR B2 2,720.00 7,286,064,979.20 EUROberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU 4,321,299.64 EUR B2 2,720.00 11,753,935,020.80 EURObol France 3 SAS - Facility B OBOLFRAN3_FAB 1,500,000.00 EUR B2 2,720.00 4,080,000,000.00 EURP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL 1,000,000.00 EUR *** *** ***Patheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB 4,245,120.99 EUR B2 2,720.00 11,546,729,092.80 EURPetrus Bidco BV - Facility B LX165609 4,000,000.00 EUR *** *** ***



2


RatingFactor Weight

Premier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED 3,000,000.00 EUR *** *** ***Promontoria Mcs SAS - Float - 09/2021 XS1496169001 200,000.00 EUR B2 2,720.00 544,000,000.00 EURRedtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT 1,000,000.00 EUR B1 2,220.00 2,220,000,000.00 EURSam Bidco - Facility B3B SAMBIDCO_FB3B 337,318.67 EUR *** *** ***Sam Bidco - New Facility B3A SAMBDCONW_B3A 1,229,703.87 EUR *** *** ***SFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB 7,980,000.00 EUR B1 2,220.00 17,715,600,000.00 EURShilton Bidco Limited - Facility B1 SHILTON_BIDB1 1,500,000.00 EUR *** *** ***Solera LLC - Euro Term Loan SOLERALLC_ETL 1,975,000.00 EUR B3 3,490.00 6,892,750,000.00 EURSpringer Science & Business Media Deutschland GMBH - Initial B11 Term Loan SPRINGER_SCIENCE 5,398,968.77 EUR B2 2,720.00 14,685,195,054.40 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 1,250,000.00 EUR *** *** ***SSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 625,000.00 EUR *** *** ***SSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL 4,375,000.00 EUR *** *** ***Tackle Sarl - New Facility B TACKLESAL_TLB 5,000,000.00 EUR *** *** ***Taghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR 1,500,000.00 EUR Ba3 1,766.00 2,649,000,000.00 EURTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE 2,000,000.00 EUR Ba3 1,766.00 3,532,000,000.00 EURTele Columbus AG - 2017 New Facility A TELECOLUMBUSA 3,500,000.00 EUR B2 2,720.00 9,520,000,000.00 EURTFL International GmbH - Consideration Notes TFL_CNotes 1,952,643.51 EUR B1 2,220.00 4,334,868,592.20 EURTMF Group Holding BV - Facility B TMFGROUP_FLTB 2,500,000.00 EUR B2 2,720.00 6,800,000,000.00 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 1,500,000.00 EUR Ba3 1,766.00 2,649,000,000.00 EURUfinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 5,000,000.00 EUR B2 2,720.00 13,600,000,000.00 EURUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 2,166,902.32 EUR B2 2,720.00 5,893,974,310.40 EURUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB 7,500,000.00 EUR B3 3,490.00 26,175,000,000.00 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 5,000,000.00 EUR B2 2,720.00 13,600,000,000.00 EURUnited Group BV - Float - 07/2023 XS1647816823 5,000,000.00 EUR B3 3,490.00 17,450,000,000.00 EURUnivar USA Inc - Initial Euro Term Loan UNIVARUS_IETL 1,630,000.00 EUR B1 2,220.00 3,618,600,000.00 EURUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 1,800,000.00 EUR Ba3 1,766.00 3,178,800,000.00 EURWatson Bidco BV - Facility B WATSNBIDCO_TL 4,000,000.00 EUR *** *** ***WowMidco SAS - Facility B2 WOWMIDC_FACB2 2,000,000.00 EUR *** *** ***WP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB 1,500,000.00 EUR B2 2,720.00 4,080,000,000.00 EURZF Bidco - Senior Facility B PROSOLG_FLTLB 5,500,000.00 EUR *** *** ***Ziggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF 10,000,000.00 EUR B1 2,220.00 22,200,000,000.00 EUR



3

409,541,445.04 EUR 1,168,213,646,228.08 EURGrand Total

Minimum Weighted Average Fixed Coupon Test_____________________________________________________________________________________________________________________________

APB of Collateral Debt Obligations (excluding Defaults) (A) 409,541,445.04 EURAPB of Fixed Rate Collateral Debt Obligations (excluding Defaults) (C) 9,000,000.00 EUR

Aggregate Coupon (excluding Defaults) 383,000.00 EURCoupon Test Denominator 9,000,000.00 EUR

_____________________________________________________________________________________________________________________________

Minimum Weighted Average Fixed Coupon TestWeighted Average Coupon (excluding Defaults) 4.256%Gross Spread Excess 4.908%

Weighted Average Coupon plus Gross Spread Excess 9.163% Minimum Weighted Average Coupon >= 5.75%

Result: PASS

Security Security ID Amount All In RateAdjustedCoupon Annual Interest

Boparan Finance Plc - 4.375% - 07/2021 XS1082473395 4,500,000.00 EUR 4.3750% 4.3750% 196,875.00 EURFederal Mogul Holding C - 4.875% - 04/2022 XS1587905727 700,000.00 EUR 4.8750% 4.8750% 34,125.00 EURIneos Finance PLC - 4% - 05/2023 XS1117296209 2,000,000.00 EUR 4.0000% 4.0000% 80,000.00 EURUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 1,800,000.00 EUR 4.0000% 4.0000% 72,000.00 EUR


Jubilee CLO 2015-XV BV Minimum Weighted Average Page 51

1

9,000,000.00 EUR 383,000.00 EURGrand Total

Moody's Minimum Diversity TestAggregate Principal Balance 409,541,445.04 EURIssuer Count 105Average Principal Balance 3,900,394.71 EUR

Diversity Score 40Minimum Diversity Score >=34Test Result: PASS

Issuer Principal Balance% OfAvg

EquivalentUnit Score

IndustryDiversity

ScoreAutomotive

Federal Mogul Holding C 700,000.00 EUR 0.1795 0.1795700,000.00 EUR 0.1795 0.2000Automotive Subtotal

Banking, Finance, Insurance & Real EstateBaring Private Equity Asia VI Holding (1) Limited - Stiphout Finance BV 7,368,769.69 EUR 1.8892 1.0000Cabot Finacial Luxembou 2,000,000.00 EUR 0.5128 0.5128GARFUNKELUX HOLDCO 3 SA 6,000,000.00 EUR 1.5383 1.0000Ion Trading Finance Limited 2,862,757.49 EUR 0.7340 0.7340Promontoria Mcs SAS 200,000.00 EUR 0.0513 0.0513TMF Group Holding BV 2,500,000.00 EUR 0.6410 0.6410

20,931,527.18 EUR 3.9391 2.3000Banking, Finance, Insurance & Real Estate SubtotalBeverage, Food and Tobacco

Boparan Finance Plc 4,500,000.00 EUR 1.1537 1.0000Deoleo S.A. 13,000,000.00 EUR 3.3330 1.0000Financiere Labeyrie Fine Foods 417,582.42 EUR 0.1071 0.1071Jacobs Douwe Egberts Holdings BV 1,060,557.43 EUR 0.2719 0.2719Labeyrie Fine Foods 1,582,417.58 EUR 0.4057 0.4057UMV Global Foods Company Ltd. 2,166,902.32 EUR 0.5556 0.5556ZF Bidco 5,500,000.00 EUR 1.4101 1.0000

28,227,459.75 EUR 4.3403 2.4333Beverage, Food and Tobacco SubtotalCapital Equipment

Delachaux S.A. - Railtech International S.A. 1,459,112.38 EUR 0.3741 0.37411,459,112.38 EUR 0.3741 0.4000Capital Equipment Subtotal

Chemicals, Plastics and RubberAllnex SARL 4,962,500.00 EUR 1.2723 1.0000Aruba Investments Inc 8,101,483.37 EUR 2.0771 1.0000Chemours Company (The) 3,491,250.00 EUR 0.8951 0.8951Ineos Finance PLC 11,775,773.69 EUR 3.0191 1.0000Ineos Styrolution Group GmbH 2,800,249.48 EUR 0.7179 0.7179Inovyn Finance PLC 2,481,281.25 EUR 0.6362 0.6362Jade Germany GmbH 1,500,000.00 EUR 0.3846 0.3846Macdermid Funding LLC 4,912,875.00 EUR 1.2596 1.0000Novacap 1,000,000.00 EUR 0.2564 0.2564Petrus Bidco BV 4,000,000.00 EUR 1.0255 1.0000Univar USA Inc 1,630,000.00 EUR 0.4179 0.4179


Jubilee CLO 2015-XV BV Moody's Minimum Diversity Page 52

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IndustryDiversity

Score

46,655,412.78 EUR 8.3081 3.5750Chemicals, Plastics and Rubber SubtotalConstruction & Building

Cool International Holding GMBH 6,584,684.92 EUR 1.6882 1.0000Financiere Dry Mix Solutions SAS 4,500,000.00 EUR 1.1537 1.0000Flamingo LUX II 4,447,342.25 EUR 1.1402 1.0000LSF10 XL BIdco SCA 3,000,000.00 EUR 0.7692 0.7692

18,532,027.17 EUR 3.7692 2.2667Construction & Building SubtotalConsumer Goods: Durable

GALAPAGOS SA 5,643,000.00 EUR 1.4468 1.0000Memora Servicios Funeraios, SLU 1,797,011.56 EUR 0.4607 0.4607TFL International GmbH 1,952,643.51 EUR 0.5006 0.5006

9,392,655.07 EUR 1.9613 1.5000Consumer Goods: Durable SubtotalConsumer Goods: Non-durable

Greenbird Holding B V 5,000,000.00 EUR 1.2819 1.00005,000,000.00 EUR 1.0000 1.0000Consumer Goods: Non-durable Subtotal

Containers, Packaging and GlassAlbea Beauty Holdings SA 4,000,000.00 EUR 1.0255 1.0000Constantia Flexibles Gmbh 8,000,000.00 EUR 2.0511 1.0000Guala Closures SPA 400,000.00 EUR 0.1026 0.1026Horizon Holdings III 9,999,999.90 EUR 2.5638 1.0000Klockner Pentaplast of America Inc 6,999,999.99 EUR 1.7947 1.0000Taghleef Industries Holdco Limited 1,500,000.00 EUR 0.3846 0.3846

30,899,999.89 EUR 4.4872 2.5000Containers, Packaging and Glass SubtotalEnvironmental Industries

Shilton Bidco Limited 1,500,000.00 EUR 0.3846 0.3846Watson Bidco BV 4,000,000.00 EUR 1.0255 1.0000

5,500,000.00 EUR 1.3846 1.2000Environmental Industries SubtotalHealthcare & Pharmaceuticals

Aenova Holding GmbH 10,500,000.00 EUR 2.6920 1.0000Alpha Bidco SAS 699,874.63 EUR 0.1794 0.1794Alpha BidCo SAS - Dutch Topco 300,125.37 EUR 0.0769 0.0769Amplitude Surgical 2,500,000.00 EUR 0.6410 0.6410Artemis 3,000,000.00 EUR 0.7692 0.7692Auris Luxembourg III SARL 4,887,783.57 EUR 1.2532 1.0000Beteiligungsgesellschaft Fur Pensionsgelder Und Andere Institutionelle Mittel In Europa Sarl 1,000,000.00 EUR 0.2564 0.2564Cab & Bio Lam LCD 1,500,000.00 EUR 0.3846 0.3846Ceva Sante Animale 3,000,000.00 EUR 0.7692 0.7692Cidron Ollopa BV 11,000,000.00 EUR 2.8202 1.0000Diaverum Holding SARL 1,500,000.00 EUR 0.3846 0.3846Diaverum Sarl 4,500,000.00 EUR 1.1537 1.0000Elsan SAS 8,000,000.00 EUR 2.0511 1.0000Financiere Verdi I SAS 1,500,000.00 EUR 0.3846 0.3846Galileo Global Education Finance S.a r.l. 8,500,000.00 EUR 2.1793 1.0000Obol France 3 SAS 1,500,000.00 EUR 0.3846 0.3846Patheon Holdings I BV 4,245,120.99 EUR 1.0884 1.0000Sam Bidco 1,567,022.54 EUR 0.4018 0.4018Unilabs Diagnostics AB 7,500,000.00 EUR 1.9229 1.0000



2



IndustryDiversity

Score

77,199,927.10 EUR 12.6323 4.2600Healthcare & Pharmaceuticals SubtotalHigh Tech Industries

Big White Acquico Gmbh 1,000,000.00 EUR 0.2564 0.2564Coherent Holding Gmbh 6,163,917.91 EUR 1.5803 1.0000Greeneden U.S. Holdings I, LLC 5,472,500.00 EUR 1.4031 1.0000Miami Escrow Borrower LLC 1,500,000.00 EUR 0.3846 0.3846Misys Limited 1,500,000.00 EUR 0.3846 0.3846Oberthur Technologies SA 7,000,000.00 EUR 1.7947 1.0000WP/AV CH Holdings III BV 1,500,000.00 EUR 0.3846 0.3846

24,136,417.91 EUR 4.4102 2.4667High Tech Industries SubtotalHotel, Gaming & Leisure

Dorna Sports SL 3,000,000.00 EUR 0.7692 0.7692GVC Holdings Plc 2,000,000.00 EUR 0.5128 0.5128HNVR Holdco Limited 2,954,693.88 EUR 0.7575 0.7575Mustang Bidco Limited 2,723,470.70 EUR 0.6983 0.6983Premier Lotteries Ireland DAC 3,000,000.00 EUR 0.7692 0.7692SSCP Eleanor Finance S.A.R.L 6,250,000.00 EUR 1.6024 1.0000Tackle Sarl 5,000,000.00 EUR 1.2819 1.0000

24,928,164.58 EUR 5.5070 2.8333Hotel, Gaming & Leisure SubtotalMedia: Advertising, Printing & Publishing

Colouroz Midco 8,792,035.61 EUR 2.2541 1.0000Infinitas Learning Holding B.V - Infinitas Learning Netherlands BV 5,000,000.00 EUR 1.2819 1.0000Springer Science & Business Media SA 5,398,968.77 EUR 1.3842 1.0000

19,191,004.38 EUR 3.0000 2.0000Media: Advertising, Printing & Publishing SubtotalMedia: Broadcasting & Subscription

CDS Holdco III BV 4,044,836.84 EUR 1.0370 1.0000SFR Group SA 7,980,000.00 EUR 2.0459 1.0000United Group BV 5,000,000.00 EUR 1.2819 1.0000Ziggo Secured Finance Partnership 10,000,000.00 EUR 2.5638 1.0000

27,024,836.84 EUR 4.0000 2.3333Media: Broadcasting & Subscription SubtotalMedia: Diversified & Production

Solera LLC 1,975,000.00 EUR 0.5064 0.5064Technicolor S.A. 2,000,000.00 EUR 0.5128 0.5128

3,975,000.00 EUR 1.0192 1.0000Media: Diversified & Production SubtotalRetail

BISOHO SAS 800,000.00 EUR 0.2051 0.2051Intervias Finco Ltd 6,000,000.00 EUR 1.5383 1.0000LSF9 Robin Investments Limited 1,000,000.00 EUR 0.2564 0.2564Motor Fuel Group 3,417,900.00 EUR 0.8763 0.8763New Look Secured Issuer 9,000,000.00 EUR 2.3075 1.0000

20,217,900.00 EUR 3.3378 2.1000Retail SubtotalServices: Business

APCOA Parking Holdings Gmbh 2,000,000.00 EUR 0.5128 0.5128Infor (US) Inc 1,496,250.00 EUR 0.3836 0.3836NEP Europe Finco BV 1,492,500.00 EUR 0.3827 0.3827



3



IndustryDiversity

ScoreNetInvest Limited 5,000,000.00 EUR 1.2819 1.0000NewCo Sab Bidco 2,500,000.00 EUR 0.6410 0.6410P&ISWBidCo GmbH 1,000,000.00 EUR 0.2564 0.2564Trionista Holdco GMBH - Celliande SAS 1,500,000.00 EUR 0.3846 0.3846Unit 4 Sweden Holding AB 5,000,000.00 EUR 1.2819 1.0000WowMidco SAS 2,000,000.00 EUR 0.5128 0.5128

21,988,750.00 EUR 5.0739 2.7000Services: Business SubtotalServices: Consumer

Redtop Acquisitions Limited 1,000,000.00 EUR 0.2564 0.25641,000,000.00 EUR 0.2564 0.3000Services: Consumer Subtotal

TelecommunicationsEircom Finco S.a.r.l 4,000,000.00 EUR 1.0255 1.0000Equinix Inc 7,481,250.01 EUR 1.9181 1.0000Tele Columbus AG 3,500,000.00 EUR 0.8973 0.8973Ufinet Telecom Holding SLU 5,000,000.00 EUR 1.2819 1.0000UPCB Finance IV LTD 1,800,000.00 EUR 0.4615 0.4615

21,781,250.01 EUR 4.3588 2.4667Telecommunications SubtotalTransportation: Consumer

NUOVO TRASPORTO VIAGGIAT 800,000.00 EUR 0.2051 0.2051800,000.00 EUR 0.2051 0.2000Transportation: Consumer Subtotal



4

409,541,445.04 EUR 40.0350Grand Total

Minimum Weighted Average Spread Test_____________________________________________________________________________________________________________________________

APB of Collateral Debt Obligations (excluding Defaults) 409,541,445.04 EURAPB of Floating Rate Collateral Debt Obligations (excluding Defaults) 400,541,445.04 EUR

Aggregate Funded Spread (excluding Defaults) 16,842,417.99 EURAggregate Unfunded Spread 21,484.38 EURSpread Test Denominator 400,541,445.04 EUR

_____________________________________________________________________________________________________________________________

Minimum Weighted Average Floating Spread TestWeighted Average Spread (excluding Defaults) 4.210%Gross Fixed Rate Excess 0.000%

Weighted Average Floating Spread plus Gross Fixed Rate Excess 4.210% Minimum Weighted Average Spread >= 4.10%Moody’s Weighted Average Recovery Adjustment 0.00%Minimum Weighted Average Spread (final trigger) 4.10%

Result: PASS

Security Security ID AmountBaseRateFloor All In Rate

EffectiveSpread Annual Interest

FundedAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH - Facility B AENVAHDRGN_FB 1,626,755.22 EUR 1.00% 5.0000% 5.3310% 86,722.32 EURAenova Holding GmbH - Facility B AENOVAHLDG_FB 7,488,378.64 EUR 1.00% 5.0000% 5.3310% 399,205.47 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl - Facility B AENVASWSCP_FB 991,042.29 EUR 1.00% 5.0000% 5.3310% 52,832.46 EURAenova Holding GMBH - Temmler Pharma GMBH & Co. KG - Facility B TEMLRPHRMA_FB 88,799.23 EUR 1.00% 5.0000% 5.3310% 4,733.89 EURAenova Holding GMBH - Temmler Pharma GMBH & Co. KG - Facility B TEMLRPHRMA_FB 305,024.62 EUR 1.00% 5.0000% 5.3310% 16,260.86 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS 10,531.61 EUR 0.00% 4.0000% 4.3310% 456.12 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS 27,009.44 EUR 0.00% 4.0000% 4.3310% 1,169.78 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS 29,712.22 EUR 0.00% 4.0000% 4.3310% 1,286.84 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS 3,932,746.73 EUR 0.00% 4.0000% 4.3310% 170,327.26 EURAllnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 4,962,500.00 EUR 0.00% 3.2500% 3.5810% 177,707.13 EURAlpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 300,125.37 EUR 0.00% 3.5000% 3.8310% 11,497.80 EURAlpha Bidco SAS - Facility B1 AlphaBidco_TL 699,874.63 EUR 0.00% 3.5000% 3.8310% 26,812.20 EURAmplitude Surgical - Term Loan AMPLID_SURGIC 2,500,000.00 EUR 0.00% 5.0000% 5.3310% 133,275.00 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 117,714.29 EUR 0.00% 4.2500% 4.5810% 5,392.49 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 119,714.29 EUR 0.00% 4.2500% 4.5810% 5,484.11 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 222,857.14 EUR 0.00% 4.2500% 4.5810% 10,209.09 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 279,428.57 EUR 0.00% 4.2500% 4.5810% 12,800.62 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 1,260,285.71 EUR 0.00% 4.2500% 4.5810% 57,733.69 EURArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - Unitranche Facility ARTLKONEGMBHF 1,571,925.28 EUR 0.00% 5.5000% 5.8310% 91,658.96 EURArtemis - Lichtblick Kontaktlinsen Wirges GmbH - Unitranche Facility ATLIKONWGMBH 257,224.14 EUR 0.00% 5.5000% 5.8310% 14,998.74 EURArtemis - Unitranche Unfunded ARTEMIS_UNF 427,758.62 EUR 0.00% 2.5000% 2.5000% 10,693.97 EURAruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 8,101,483.37 EUR 1.00% 4.2500% 4.5810% 371,128.95 EURAuris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 4,887,783.57 EUR 0.00% 3.5000% 3.8310% 187,250.99 EUR



1



Baring Private Equity Asia VI Holding (1) Limited - Stiphout Finance BV - First Lien Initial Euro Term Loan BARINGSTIP_TL 7,368,769.69 EUR 1.00% 4.0000% 4.3310% 319,141.42 EURBeteiligungsgesellschaft Fur Pensionsgelder Und Andere Institutionelle Mittel In Europa Sarl - Facility B AMEOSKLI_FLT 1,000,000.00 EUR 0.00% 3.5000% 3.8310% 38,310.00 EURBig White Acquico Gmbh - Facility B BIGWHACG_FACB 139,294.71 EUR 0.00% 4.2500% 4.5810% 6,381.09 EURBig White Acquico Gmbh - Facility B BIGWHACG_FACB 230,982.37 EUR 0.00% 4.2500% 4.5810% 10,581.30 EURBig White Acquico Gmbh - Facility B BIGWHACG_FACB 629,722.92 EUR 0.00% 4.2500% 4.5810% 28,847.61 EURBISOHO SAS - Float - 05/2022 XS1405782662 800,000.00 EUR 0.00% 5.6710% 6.3310% 50,648.00 EURCab & Bio Lam LCD - Facility B LX164386 335,347.43 EUR 0.00% 3.5000% 3.8310% 12,847.16 EURCab & Bio Lam LCD - Facility B LX164386 1,164,652.57 EUR 0.00% 3.5000% 3.8310% 44,617.84 EURCabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 2,000,000.00 EUR 0.00% 5.8750% 6.2060% 124,120.00 EURCDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII 4,044,836.84 EUR 0.00% 3.5000% 3.8310% 154,957.70 EURCeva Sante Animale - Facility B2 CEVASANAN_FLTB 1,273,179.57 EUR 0.00% 3.0000% 3.3310% 42,409.61 EURCeva Sante Animale - Facility B2 CEVASANAN_FLTB 1,726,820.43 EUR 0.00% 3.0000% 3.3310% 57,520.39 EURChemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL 3,491,250.00 EUR 0.75% 3.0000% 3.3310% 116,293.54 EURCidron Ollopa BV - Facility B1 CIDRON_OLLOPA 227,867.06 EUR 1.00% 4.5000% 4.8310% 11,008.26 EURCidron Ollopa BV - Facility B1 CIDRON_OLLOPA 638,072.73 EUR 1.00% 4.5000% 4.8310% 30,825.29 EURCidron Ollopa BV - Facility B1 CIDRON_OLLOPA 1,304,720.52 EUR 1.00% 4.5000% 4.8310% 63,031.05 EURCidron Ollopa BV - Facility B1 CIDRON_OLLOPA 7,495,371.44 EUR 1.00% 4.5000% 4.8310% 362,101.39 EURCidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 1,333,968.25 EUR 1.00% 4.5000% 4.8310% 64,444.01 EURCoherent Holding Gmbh - Euro Term Loan COHERENTH_TLB 6,163,917.91 EUR 0.75% 3.0000% 3.3310% 205,320.11 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 1,114.04 EUR 0.75% 3.7500% 4.0810% 45.46 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 3,902.74 EUR 0.75% 3.7500% 4.0810% 159.27 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 7,533.45 EUR 0.75% 3.7500% 4.0810% 307.44 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 432,246.69 EUR 0.75% 3.7500% 4.0810% 17,639.99 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 1,514,261.92 EUR 0.75% 3.7500% 4.0810% 61,797.03 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 2,922,976.78 EUR 0.75% 3.7500% 4.0810% 119,286.68 EURColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 10,000.00 EUR 0.75% 3.7500% 4.0810% 408.10 EURColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 3,900,000.00 EUR 0.75% 3.7500% 4.0810% 159,159.00 EURConstantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A 6,960,876.37 EUR 1.00% 4.0000% 4.3310% 301,475.56 EURConstantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A 1,039,123.63 EUR 1.00% 4.0000% 4.3310% 45,004.44 EURCool International Holding GMBH - Facility B1 COINTHGMBH_FB 406,826.98 EUR 0.00% 4.2500% 4.5810% 18,636.74 EURCool International Holding GMBH - Facility B1 COINTHGMBH_FB 1,255,351.83 EUR 0.00% 4.2500% 4.5810% 57,507.67 EURCool International Holding GMBH - Facility B1 COINTHGMBH_FB 1,685,426.07 EUR 0.00% 4.2500% 4.5810% 77,209.37 EURCool International Holding GMBH - Facility B2 AHT_TLB 3,237,080.04 EUR 0.00% 4.2500% 4.5810% 148,290.64 EURDelachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 1,459,112.38 EUR 0.00% 3.7500% 4.0810% 59,546.38 EURDeoleo S.A. - First Lien Term Loan B Deoleo_FLTLB 13,000,000.00 EUR 1.00% 4.5000% 4.8310% 628,030.00 EURDiaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL 1,500,000.00 EUR 0.00% 8.0000% 8.3310% 124,965.00 EURDiaverum Sarl - Facility B DIAVERUM_SARL 591,094.34 EUR 0.00% 3.2500% 3.5810% 21,167.09 EURDiaverum Sarl - Facility B DIAVERUM_SARL 3,908,905.66 EUR 0.00% 3.2500% 3.5810% 139,977.91 EURDorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL 3,000,000.00 EUR 0.00% 3.2500% 3.5810% 107,430.00 EUREircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL 4,000,000.00 EUR 0.00% 3.2500% 3.5810% 143,240.00 EURElsan SAS - Facility B2 ELSANSAS_FAB2 91,954.04 EUR 0.00% 3.7500% 4.0810% 3,752.64 EURElsan SAS - Facility B2 ELSANSAS_FAB2 915,163.36 EUR 0.00% 3.7500% 4.0810% 37,347.82 EURElsan SAS - Facility B2 ELSANSAS_FAB2 1,259,463.60 EUR 0.00% 3.7500% 4.0810% 51,398.71 EURElsan SAS - Facility B2 ELSANSAS_FAB2 2,609,740.84 EUR 0.00% 3.7500% 4.0810% 106,503.52 EURElsan SAS - Facility B2 ELSANSAS_FAB2 3,123,678.16 EUR 0.00% 3.7500% 4.0810% 127,477.31 EUREquinix Inc - Term B-2 Loan EQUINIX_INCTB 7,481,250.01 EUR 0.00% 3.2500% 3.5810% 267,903.56 EURFinanciere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB 910,404.63 EUR 0.00% 3.5000% 3.8310% 34,877.60 EURFinanciere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB 1,040,462.42 EUR 0.00% 3.5000% 3.8310% 39,860.12 EURFinanciere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB 2,549,132.95 EUR 0.00% 3.5000% 3.8310% 97,657.28 EURFinanciere Labeyrie Fine Foods - Term Loan B2 LX163674 417,582.42 EUR 0.00% 4.2500% 4.5810% 19,129.45 EURFinanciere Verdi I SAS - New Facility B FINANCIEV_FLT 303,181.39 EUR 0.00% 3.5000% 3.8310% 11,614.88 EURFinanciere Verdi I SAS - New Facility B FINANCIEV_FLT 393,780.27 EUR 0.00% 3.5000% 3.8310% 15,085.72 EURFinanciere Verdi I SAS - New Facility B FINANCIEV_FLT 803,038.34 EUR 0.00% 3.5000% 3.8310% 30,764.40 EURFlamingo LUX II - Senior Facility B FLAMINGO_SRFB 914,513.49 EUR 0.00% 3.5000% 3.8310% 35,035.01 EUR



2



Flamingo LUX II - Senior Facility B FLAMINGO_SRFB 1,355,837.79 EUR 0.00% 3.5000% 3.8310% 51,942.15 EURFlamingo LUX II - Senior Facility B FLAMINGO_SRFB 2,176,990.97 EUR 0.00% 3.5000% 3.8310% 83,400.52 EURGALAPAGOS SA - Floating - 06/2021 XS1071411547 5,643,000.00 EUR N/A 4.4190% 4.7500% 268,042.50 EURGalileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 3,970,464.60 EUR 0.00% 3.7500% 4.0810% 162,034.66 EURGalileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 4,529,535.40 EUR 0.00% 3.7500% 4.0810% 184,850.34 EURGARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 6,000,000.00 EUR 0.00% 5.5000% 5.8310% 349,860.00 EURGreenbird Holding B V - Facility B GREENBI_FAC B 5,000,000.00 EUR 0.00% 3.5000% 3.8310% 191,550.00 EURGreeneden U.S. Holdings I, LLC - Additional Tranche B1 Euro Term Loan GREENE_DENATL 5,472,500.00 EUR 1.00% 4.7500% 5.0810% 278,057.73 EURGuala Closures SPA - Float - 11/2021 XS1516322465 400,000.00 EUR 0.00% 4.7500% 5.0810% 20,324.00 EURGVC Holdings Plc - Facility B GVCHOLDLC_TLB 2,000,000.00 EUR 0.00% 3.2500% 3.5810% 71,620.00 EURHNVR Holdco Limited - Facility B HNVRHOL_FLTLB 2,954,693.88 EUR 0.00% 5.0000% 5.3310% 157,514.73 EURHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 9,999,999.90 EUR 0.00% 3.0000% 3.3310% 333,100.00 EURIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB 9,775,773.69 EUR 0.75% 3.2500% 3.5810% 350,070.46 EURIneos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL 2,800,249.48 EUR 0.75% 3.2500% 3.5810% 100,276.93 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B3 INFINITANED_B 581,395.35 EUR 0.00% 3.7500% 4.0810% 23,726.74 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B3 INFINITANED_B 751,162.79 EUR 0.00% 3.7500% 4.0810% 30,654.95 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B3 INFINITANED_B 3,667,441.86 EUR 0.00% 3.7500% 4.0810% 149,668.30 EURInfor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL 1,496,250.00 EUR 1.00% 3.7500% 4.0810% 61,061.96 EURInovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB 2,481,281.25 EUR 0.75% 3.7500% 4.0810% 101,261.09 EURIntervias Finco Ltd - Facility D2 INTERVIAS_TL 6,000,000.00 EUR 0.00% 4.0000% 4.3310% 259,860.00 EURIon Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL 2,862,757.49 EUR 1.00% 3.7500% 4.0810% 116,829.13 EURJacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL 1,060,557.43 EUR 0.75% 2.7500% 3.0810% 32,675.77 EURJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM 32,142.86 EUR 1.00% 5.7500% 6.0810% 1,954.61 EURJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM 1,467,857.14 EUR 1.00% 5.7500% 6.0810% 89,260.39 EURKlockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL 6,999,999.99 EUR 0.00% 4.7500% 5.0810% 355,670.00 EURLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 1,582,417.58 EUR 0.00% 4.2500% 4.5810% 72,490.55 EURLETO Gmbh - Unitranche Facility LETOGMBH_UNFA 743,091.96 EUR 0.00% 5.5000% 5.8310% 43,329.69 EURLSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB 3,000,000.00 EUR 0.00% 4.0000% 4.3310% 129,930.00 EURLSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 1,000,000.00 EUR 0.00% 3.0000% 3.3310% 33,310.00 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 4,912,875.00 EUR 1.00% 4.2500% 4.5810% 225,058.80 EURMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB 535,398.32 EUR N/A 3.4190% 3.7500% 20,077.44 EURMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB 1,261,613.24 EUR N/A 3.4190% 3.7500% 47,310.50 EURMiami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET 1,500,000.00 EUR 0.00% 3.0000% 3.3310% 49,965.00 EURMisys Limited - First Lien Euro Term Loan MISYSLTD_EUTL 1,500,000.00 EUR 1.00% 4.2500% 4.5810% 68,715.00 EURMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP 3,417,900.00 EUR N/A 3.4990% 3.8300% 130,905.57 EURMustang Bidco Limited - Facility B MUSTANGIT_TLB 2,723,470.70 EUR 0.00% 3.7500% 4.0810% 111,144.84 EURNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO 260,641.78 EUR 0.75% 3.7500% 4.0810% 10,636.79 EURNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO 1,231,858.22 EUR 0.75% 3.7500% 4.0810% 50,272.13 EURNetInvest Limited - Facility B Netinvest 5,000,000.00 EUR 0.00% 3.7500% 4.0810% 204,050.00 EURNew Look Secured Issuer - Float - 07/2022 XS1248517341 9,000,000.00 EUR 0.00% 4.5000% 4.8310% 434,790.00 EURNewCo Sab Bidco - Facility B NEWCOSAB_FB 2,500,000.00 EUR 0.00% 3.0000% 3.3310% 83,275.00 EURNovacap Group Bidco - Facility B NOVACAP_FACB 36,460.62 EUR 0.00% 4.2500% 4.5810% 1,670.26 EURNovacap Group Bidco - Facility B NOVACAP_FACB 421,228.70 EUR 0.00% 4.2500% 4.5810% 19,296.49 EURNovacap Group Bidco - Facility B NOVACAP_FACB 542,310.68 EUR 0.00% 4.2500% 4.5810% 24,843.25 EURNUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 800,000.00 EUR 0.00% 3.5000% 3.8310% 30,648.00 EUROberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 1,021,974.02 EUR 0.00% 3.7500% 4.0810% 41,706.76 EUROberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 1,656,726.34 EUR 0.00% 3.7500% 4.0810% 67,611.00 EUROberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU 4,321,299.64 EUR 0.00% 3.7500% 4.0810% 176,352.24 EURObol France 3 SAS - Facility B OBOLFRAN3_FAB 1,500,000.00 EUR 0.00% 3.7500% 4.0810% 61,215.00 EURP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL 1,000,000.00 EUR 0.00% 3.5000% 3.8310% 38,310.00 EURPatheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB 4,245,120.99 EUR 1.00% 4.0000% 4.3310% 183,856.19 EURPetrus Bidco BV - Facility B LX165609 4,000,000.00 EUR 0.00% 3.2500% 3.5810% 143,240.00 EURPremier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED 3,000,000.00 EUR 0.00% 3.5000% 3.8310% 114,930.00 EURPromontoria Mcs SAS - Float - 09/2021 XS1496169001 200,000.00 EUR 0.00% 5.7500% 6.0810% 12,162.00 EUR



3



Redtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT 1,000,000.00 EUR 1.00% 4.0000% 4.3310% 43,310.00 EURSam Bidco - Facility B3B SAMBIDCO_FB3B 337,318.67 EUR 0.00% 3.5000% 3.8310% 12,922.68 EURSam Bidco - New Facility B3A SAMBDCONW_B3A 1,229,703.87 EUR 0.00% 3.5000% 3.8310% 47,109.96 EURSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB 2,090,829.69 EUR 0.00% 3.0000% 3.3310% 69,645.54 EURSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB 5,889,170.31 EUR 0.00% 3.0000% 3.3310% 196,168.26 EURShilton Bidco Limited - Facility B1 SHILTON_BIDB1 1,500,000.00 EUR 0.00% 3.2500% 3.5810% 53,715.00 EURSolera LLC - Euro Term Loan SOLERALLC_ETL 1,975,000.00 EUR 0.75% 3.7500% 4.0810% 80,599.75 EURSpringer Science & Business Media Deutschland GMBH - Initial B11 Term Loan SPRINGER_SCIENCE 1,554,155.53 EUR 0.50% 3.7500% 4.0810% 63,425.09 EURSpringer Science & Business Media Deutschland GMBH - Initial B11 Term Loan SPRINGER_SCIENCE 1,639,450.10 EUR 0.50% 3.7500% 4.0810% 66,905.96 EURSpringer Science & Business Media Deutschland GMBH - Initial B11 Term Loan SPRINGER_SCIENCE 2,205,363.14 EUR 0.50% 3.7500% 4.0810% 90,000.87 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 62,500.00 EUR 0.50% 6.2500% 7.0810% 4,425.63 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 69,791.66 EUR 0.50% 6.2500% 7.0810% 4,941.95 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 125,000.00 EUR 0.50% 6.2500% 7.0810% 8,851.25 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 180,208.34 EUR 0.50% 6.2500% 7.0810% 12,760.55 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 187,500.00 EUR 0.50% 6.2500% 7.0810% 13,276.87 EURSSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL 4,375,000.00 EUR 0.50% 6.2500% 7.0810% 309,793.75 EURTackle Sarl - New Facility B TACKLESAL_TLB 5,000,000.00 EUR 0.00% 3.5000% 3.8310% 191,550.00 EURTaghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR 1,500,000.00 EUR 0.00% 3.5000% 3.8310% 57,465.00 EURTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE 2,000,000.00 EUR 0.00% 3.0000% 3.3310% 66,620.00 EURTele Columbus AG - 2017 New Facility A TELECOLUMBUSA 3,500,000.00 EUR 0.00% 3.2500% 3.5810% 125,335.00 EURTFL International GmbH - Consideration Notes TFL_CNotes 1,952,643.51 EUR 0.00% 3.0000% 3.3310% 65,042.56 EURTMF Group Holding BV - Facility B TMFGROUP_FLTB 2,500,000.00 EUR 0.00% 3.5000% 3.8310% 95,775.00 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 14,614.23 EUR 0.00% 3.0000% 3.3310% 486.80 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 1,485,385.77 EUR 0.00% 3.0000% 3.3310% 49,478.20 EURUfinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 5,000,000.00 EUR 0.00% 3.5000% 3.8310% 191,550.00 EURUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 2,166,902.32 EUR 0.00% 3.7500% 4.0810% 88,431.28 EURUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB 7,500,000.00 EUR 0.00% 3.0000% 3.3310% 249,825.00 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 1,363,636.36 EUR 0.00% 4.2500% 4.5810% 62,468.18 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 3,636,363.64 EUR 0.00% 4.2500% 4.5810% 166,581.82 EURUnited Group BV - Float - 07/2023 XS1647816823 5,000,000.00 EUR N/A 4.0460% 4.7060% 235,300.00 EURUnivar USA Inc - Initial Euro Term Loan UNIVARUS_IETL 1,630,000.00 EUR 1.00% 4.2500% 4.5810% 74,670.30 EURWatson Bidco BV - Facility B WATSNBIDCO_TL 4,000,000.00 EUR 0.00% 3.5000% 3.8310% 153,240.00 EURWowMidco SAS - Facility B2 WOWMIDC_FACB2 16,897.43 EUR 0.00% 4.2500% 4.5810% 774.07 EURWowMidco SAS - Facility B2 WOWMIDC_FACB2 147,765.30 EUR 0.00% 4.2500% 4.5810% 6,769.13 EURWowMidco SAS - Facility B2 WOWMIDC_FACB2 587,473.19 EUR 0.00% 4.2500% 4.5810% 26,912.15 EURWowMidco SAS - Facility B2 WOWMIDC_FACB2 617,774.41 EUR 0.00% 4.2500% 4.5810% 28,300.25 EURWowMidco SAS - Facility B2 WOWMIDC_FACB2 630,089.67 EUR 0.00% 4.2500% 4.5810% 28,864.41 EURWP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB 1,500,000.00 EUR 0.00% 4.2500% 4.5810% 68,715.00 EURZF Bidco - Senior Facility B PROSOLG_FLTLB 549,970.78 EUR 0.00% 4.0000% 4.3310% 23,819.23 EURZF Bidco - Senior Facility B PROSOLG_FLTLB 4,950,029.22 EUR 0.00% 4.0000% 4.3310% 214,385.77 EURZiggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF 10,000,000.00 EUR 0.00% 3.0000% 3.3310% 333,100.00 EUR

399,291,445.04 EUR 16,842,417.99 EURFunded SubtotalUnfunded

SSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 1,250,000.00 EUR N/A 1.7188% 1.7188% 21,484.38 EUR1,250,000.00 EUR 21,484.38 EURUnfunded Subtotal



4


Minimum Weighted Average S&P Recovery Rate TestMinimum Weighted Average S&P Recovery Rate Test

Weighted Average S&P Recovery Rate - Class A Notes PASSWeighted Average S&P Recovery Rate - Class B Notes PASSWeighted Average S&P Recovery Rate - Class C Notes PASSWeighted Average S&P Recovery Rate - Class D Notes PASSWeighted Average S&P Recovery Rate - Class E Notes PASSWeighted Average S&P Recovery Rate - Class F Notes PASS

RESULT PASS



1

S&P Minimum Weighted Average Recovery Rate Test - Class A NotesPrincipal Balance Total 409,541,445.04 EURRecovery Amount Total 145,950,088.65 EURWeighted Average S&P Recovery Rate 35.7%Requirement >= 34.50%RESULT PASS

Security Security ID AssetType Country SecurityLevel SP Principal BalanceRecovery

Rate Recovery AmountTable 1: Recovery Rating 1

Equinix Inc - Term B-2 Loan EQUINIX_INCTB Loan United Kingdom Senior Secured 7,481,250.01 EUR 65.0000% 4,862,812.51 EURChemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL Loan United States Senior Secured 3,491,250.00 EUR 65.0000% 2,269,312.50 EUR

10,972,500.01 EUR 7,132,125.01 EURTable 1: Recovery Rating 1 SubtotalTable 1: Recovery Rating 2H

Ineos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL Loan Germany Senior Secured 2,800,249.48 EUR 60.0000% 1,680,149.69 EURGVC Holdings Plc - Facility B GVCHOLDLC_TLB Loan United Kingdom Senior Secured 2,000,000.00 EUR 60.0000% 1,200,000.00 EURNetInvest Limited - Facility B Netinvest Loan United Kingdom Senior Secured 5,000,000.00 EUR 60.0000% 3,000,000.00 EUR

9,800,249.48 EUR 5,880,149.69 EURTable 1: Recovery Rating 2H SubtotalTable 1: Recovery Rating 2L

Univar USA Inc - Initial Euro Term Loan UNIVARUS_IETL Loan United States Senior Secured 1,630,000.00 EUR 50.0000% 815,000.00 EURAruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 Loan United States Senior Secured 8,101,483.37 EUR 50.0000% 4,050,741.68 EURUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 Bond Germany Senior Secured 1,800,000.00 EUR 50.0000% 900,000.00 EURIneos Finance PLC - 4% - 05/2023 XS1117296209 Bond United Kingdom Senior Secured 2,000,000.00 EUR 50.0000% 1,000,000.00 EURIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB Loan United Kingdom Senior Secured 9,775,773.69 EUR 50.0000% 4,887,886.85 EURInfor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL Loan United States Senior Secured 1,496,250.00 EUR 50.0000% 748,125.00 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 Loan Germany Senior Secured 1,500,000.00 EUR 50.0000% 750,000.00 EURCoherent Holding Gmbh - Euro Term Loan COHERENTH_TLB Loan Germany Senior Secured 6,163,917.91 EUR 50.0000% 3,081,958.96 EURNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO Loan Netherlands Senior Secured 1,492,500.00 EUR 50.0000% 746,250.00 EURSolera LLC - Euro Term Loan SOLERALLC_ETL Loan United States Senior Secured 1,975,000.00 EUR 50.0000% 987,500.00 EURLSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 Loan United Kingdom Senior Secured 1,000,000.00 EUR 50.0000% 500,000.00 EUR

36,934,924.97 EUR 18,467,462.48 EURTable 1: Recovery Rating 2L SubtotalTable 1: Recovery Rating 3H

WP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB Loan Netherlands Senior Secured 1,500,000.00 EUR 40.0000% 600,000.00 EURInovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB Loan United Kingdom Senior Secured 2,481,281.25 EUR 40.0000% 992,512.50 EURPatheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB Loan Netherlands Senior Secured 4,245,120.99 EUR 40.0000% 1,698,048.40 EURTackle Sarl - New Facility B TACKLESAL_TLB Loan Germany Senior Secured 5,000,000.00 EUR 40.0000% 2,000,000.00 EURUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB Loan Sweden Senior Secured 7,500,000.00 EUR 40.0000% 3,000,000.00 EURSpringer Science & Business Media Deutschland GMBH - InitialB11 Term Loan

SPRINGER_SCIENCE Loan Germany Senior Secured 5,398,968.77 EUR 40.0000% 2,159,587.51 EUR

Misys Limited - First Lien Euro Term Loan MISYSLTD_EUTL Loan Luxembourg Senior Secured 1,500,000.00 EUR 40.0000% 600,000.00 EURSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB Loan France Senior Secured 7,980,000.00 EUR 40.0000% 3,192,000.00 EURHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 Loan France Senior Secured 9,999,999.90 EUR 40.0000% 3,999,999.96 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 Loan United States Senior Secured 4,912,875.00 EUR 40.0000% 1,965,150.00 EURUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 Loan United Kingdom Senior Secured 2,166,902.32 EUR 40.0000% 866,760.93 EURNovacap Group Bidco - Facility B NOVACAP_FACB Loan France Senior Secured 1,000,000.00 EUR 40.0000% 400,000.00 EURElsan SAS - Facility B2 ELSANSAS_FAB2 Loan France Senior Secured 8,000,000.00 EUR 40.0000% 3,200,000.00 EURGreeneden U.S. Holdings I, LLC - Additional Tranche B1 EuroTerm Loan

GREENE_DENATL Loan United States Senior Secured 5,472,500.00 EUR 40.0000% 2,189,000.00 EUR

Ziggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF Loan Netherlands Senior Secured 10,000,000.00 EUR 40.0000% 4,000,000.00 EUR


Jubilee CLO 2015-XV BV S&P Minimum Weighted Page 61

1


Rate Recovery AmountAuris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 Loan Germany Senior Secured 4,887,783.57 EUR 40.0000% 1,955,113.43 EURCabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 Bond United States Senior Secured 2,000,000.00 EUR 40.0000% 800,000.00 EURNUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 Bond Italy Senior Secured 800,000.00 EUR 40.0000% 320,000.00 EUR


Aenova Holding GmbH - Facility B AENOVAHLDG_FB Loan Germany Senior Secured 7,488,378.64 EUR 30.0000% 2,246,513.59 EURBISOHO SAS - Float - 05/2022 XS1405782662 Bond France Senior Secured 800,000.00 EUR 30.0000% 240,000.00 EURGARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 Bond Luxembourg Senior Secured 6,000,000.00 EUR 30.0000% 1,800,000.00 EURGALAPAGOS SA - Floating - 06/2021 XS1071411547 Bond Germany Senior Secured 5,643,000.00 EUR 30.0000% 1,692,900.00 EURGreenbird Holding B V - Facility B GREENBI_FAC B Loan Netherlands Senior Secured 5,000,000.00 EUR 30.0000% 1,500,000.00 EURCidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 Loan Netherlands Senior Secured 1,333,968.25 EUR 30.0000% 400,190.48 EURCidron Ollopa BV - Facility B1 CIDRON_OLLOPA Loan Netherlands Senior Secured 9,666,031.75 EUR 30.0000% 2,899,809.53 EURAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH- Facility B

AENVAHDRGN_FB Loan Germany Senior Secured 1,626,755.22 EUR 30.0000% 488,026.57 EUR

Aenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl -Facility B

AENVASWSCP_FB Loan Germany Senior Secured 991,042.29 EUR 30.0000% 297,312.69 EUR

Promontoria Mcs SAS - Float - 09/2021 XS1496169001 Bond France Senior Secured 200,000.00 EUR 30.0000% 60,000.00 EURAenova Holding GMBH - Temmler Pharma GMBH & Co. KG -Facility B

TEMLRPHRMA_FB Loan Germany Senior Secured 393,823.85 EUR 30.0000% 118,147.16 EUR

Financiere Verdi I SAS - New Facility B FINANCIEV_FLT Loan France Senior Secured 1,500,000.00 EUR 30.0000% 450,000.00 EURCDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII Loan Luxembourg Senior Secured 4,044,836.84 EUR 30.0000% 1,213,451.05 EUREircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL Loan Ireland Senior Secured 4,000,000.00 EUR 30.0000% 1,200,000.00 EURAlpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 Loan France Senior Secured 300,125.37 EUR 30.0000% 90,037.61 EURLSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB Loan Luxembourg Senior Secured 3,000,000.00 EUR 30.0000% 900,000.00 EURAlpha Bidco SAS - Facility B1 AlphaBidco_TL Loan France Senior Secured 699,874.63 EUR 30.0000% 209,962.39 EUROberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 Loan France Senior Secured 2,678,700.36 EUR 30.0000% 803,610.11 EUROberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU Loan France Senior Secured 4,321,299.64 EUR 30.0000% 1,296,389.89 EURSam Bidco - Facility B3B SAMBIDCO_FB3B Loan France Senior Secured 337,318.67 EUR 30.0000% 101,195.60 EURBaring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV - First Lien Initial Euro Term Loan

BARINGSTIP_TL Loan Netherlands Senior Secured 7,368,769.69 EUR 30.0000% 2,210,630.91 EUR

Taghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR Loan United States Senior Secured 1,500,000.00 EUR 30.0000% 450,000.00 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 Loan Netherlands Senior Secured 5,000,000.00 EUR 30.0000% 1,500,000.00 EURColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 Loan Germany Senior Secured 3,910,000.00 EUR 30.0000% 1,173,000.00 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET Loan Germany Senior Secured 4,882,035.61 EUR 30.0000% 1,464,610.68 EURCeva Sante Animale - Facility B2 CEVASANAN_FLTB Loan France Senior Secured 3,000,000.00 EUR 30.0000% 900,000.00 EURMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP Loan United Kingdom Senior Secured 3,417,900.00 EUR 30.0000% 1,025,370.00 EURPetrus Bidco BV - Facility B LX165609 Loan Netherlands Senior Secured 4,000,000.00 EUR 30.0000% 1,200,000.00 EURP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL Loan Germany Senior Secured 1,000,000.00 EUR 30.0000% 300,000.00 EURSam Bidco - New Facility B3A SAMBDCONW_B3A Loan France Senior Secured 1,229,703.87 EUR 30.0000% 368,911.16 EURTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE Loan France Senior Secured 2,000,000.00 EUR 30.0000% 600,000.00 EURIntervias Finco Ltd - Facility D2 INTERVIAS_TL Loan United Kingdom Senior Secured 6,000,000.00 EUR 30.0000% 1,800,000.00 EURJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM Loan Germany Senior Secured 1,500,000.00 EUR 30.0000% 450,000.00 EURJacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL Loan Netherlands Senior Secured 1,060,557.43 EUR 30.0000% 318,167.23 EURTele Columbus AG - 2017 New Facility A TELECOLUMBUSA Loan Germany Senior Secured 3,500,000.00 EUR 30.0000% 1,050,000.00 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB Loan Germany Senior Secured 2,000,000.00 EUR 30.0000% 600,000.00 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV -Facility B3

INFINITANED_B Loan Netherlands Senior Secured 5,000,000.00 EUR 30.0000% 1,500,000.00 EUR

Ion Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL Loan Ireland Senior Secured 2,862,757.49 EUR 30.0000% 858,827.25 EURObol France 3 SAS - Facility B OBOLFRAN3_FAB Loan France Senior Secured 1,500,000.00 EUR 30.0000% 450,000.00 EURUfinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 Loan Spain Senior Secured 5,000,000.00 EUR 30.0000% 1,500,000.00 EURTMF Group Holding BV - Facility B TMFGROUP_FLTB Loan Netherlands Senior Secured 2,500,000.00 EUR 30.0000% 750,000.00 EURDiaverum Sarl - Facility B DIAVERUM_SARL Loan Sweden Senior Secured 4,500,000.00 EUR 30.0000% 1,350,000.00 EURPremier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED Loan Ireland Senior Secured 3,000,000.00 EUR 30.0000% 900,000.00 EURMiami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET Loan United States Senior Secured 1,500,000.00 EUR 30.0000% 450,000.00 EURShilton Bidco Limited - Facility B1 SHILTON_BIDB1 Loan United Kingdom Senior Secured 1,500,000.00 EUR 30.0000% 450,000.00 EUR



2


Rate Recovery Amount


Financiere Labeyrie Fine Foods - Term Loan B2 LX163674 Loan France Senior Secured 417,582.42 EUR 27.0000% 112,747.25 EURZF Bidco - Senior Facility B PROSOLG_FLTLB Loan France Senior Secured 5,500,000.00 EUR 27.0000% 1,485,000.00 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS Loan Luxembourg Senior Secured 4,000,000.00 EUR 27.0000% 1,080,000.00 EURNewCo Sab Bidco - Facility B NEWCOSAB_FB Loan France Senior Secured 2,500,000.00 EUR 27.0000% 675,000.00 EURDorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL Loan Spain Senior Secured 3,000,000.00 EUR 27.0000% 810,000.00 EURLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 Loan United Kingdom Senior Secured 1,582,417.58 EUR 27.0000% 427,252.75 EURWatson Bidco BV - Facility B WATSNBIDCO_TL Loan Netherlands Senior Secured 4,000,000.00 EUR 27.0000% 1,080,000.00 EURBeteiligungsgesellschaft Fur Pensionsgelder Und AndereInstitutionelle Mittel In Europa Sarl - Facility B

AMEOSKLI_FLT Loan Germany Senior Secured 1,000,000.00 EUR 27.0000% 270,000.00 EUR

Klockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL Loan United States Senior Secured 6,999,999.99 EUR 27.0000% 1,890,000.00 EURFlamingo LUX II - Senior Facility B FLAMINGO_SRFB Loan France Senior Secured 4,447,342.25 EUR 27.0000% 1,200,782.41 EURAllnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 Loan Luxembourg Senior Secured 4,962,500.00 EUR 27.0000% 1,339,875.00 EURHNVR Holdco Limited - Facility B HNVRHOL_FLTLB Loan Spain Senior Secured 2,954,693.88 EUR 27.0000% 797,767.35 EURBig White Acquico Gmbh - Facility B BIGWHACG_FACB Loan Germany Senior Secured 1,000,000.00 EUR 27.0000% 270,000.00 EURFinanciere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB Loan France Senior Secured 4,500,000.00 EUR 27.0000% 1,215,000.00 EURGalileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 Loan Luxembourg Senior Secured 3,970,464.60 EUR 27.0000% 1,072,025.44 EURGalileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 Loan Luxembourg Senior Secured 4,529,535.40 EUR 27.0000% 1,222,974.56 EURNew Look Secured Issuer - Float - 07/2022 XS1248517341 Bond United Kingdom Senior Secured 9,000,000.00 EUR 27.0000% 2,430,000.00 EURGuala Closures SPA - Float - 11/2021 XS1516322465 Bond Italy Senior Secured 400,000.00 EUR 27.0000% 108,000.00 EUR


Federal Mogul Holding C - 4.875% - 04/2022 XS1587905727 Bond United States Senior Secured 700,000.00 EUR 20.0000% 140,000.00 EURBoparan Finance Plc - 4.375% - 07/2021 XS1082473395 Bond United Kingdom Senior Unsecured 4,500,000.00 EUR 20.0000% 900,000.00 EURRedtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT Loan United Kingdom Senior Secured 1,000,000.00 EUR 20.0000% 200,000.00 EURDelachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 Loan France Senior Secured 1,459,112.38 EUR 20.0000% 291,822.48 EURDeoleo S.A. - First Lien Term Loan B Deoleo_FLTLB Loan Spain Senior Secured 13,000,000.00 EUR 20.0000% 2,600,000.00 EURWowMidco SAS - Facility B2 WOWMIDC_FACB2 Loan France Senior Secured 2,000,000.00 EUR 20.0000% 400,000.00 EURCab & Bio Lam LCD - Facility B LX164386 Loan France Senior Secured 1,500,000.00 EUR 20.0000% 300,000.00 EUR

24,159,112.38 EUR 4,831,822.48 EURTable 1: Recovery Rating 4L SubtotalTable 6: Senior Secured Loan (Cov-Lite Loan) and Secured Senior Bonds - Group A

United Group BV - Float - 07/2023 XS1647816823 Bond Netherlands Senior Secured 5,000,000.00 EUR 41.0000% 2,050,000.00 EUR5,000,000.00 EUR 2,050,000.00 EURTable 6: Senior Secured Loan (Cov-Lite Loan) and Secured Senior Bonds - Group A Subtotal

Table 6: Senior Secured Loan -Group AMustang Bidco Limited - Facility B MUSTANGIT_TLB Loan United Kingdom Senior Secured 2,723,470.70 EUR 50.0000% 1,361,735.35 EUR

2,723,470.70 EUR 1,361,735.35 EURTable 6: Senior Secured Loan -Group A SubtotalTable 6: Senior Secured Loan -Group B

TFL International GmbH - Consideration Notes TFL_CNotes Loan Germany Senior Secured 1,952,643.51 EUR 45.0000% 878,689.58 EURCool International Holding GMBH - Facility B2 AHT_TLB Loan Austria Senior Secured 3,237,080.04 EUR 45.0000% 1,456,686.02 EURCool International Holding GMBH - Facility B1 COINTHGMBH_FB Loan Austria Senior Secured 3,347,604.88 EUR 45.0000% 1,506,422.19 EURArtemis - Unitranche Unfunded ARTEMIS_UNF Loan Germany Senior Secured 427,758.62 EUR 45.0000% 192,491.38 EURLETO Gmbh - Unitranche Facility LETOGMBH_UNFA Loan Germany Senior Secured 743,091.96 EUR 45.0000% 334,391.38 EURArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - UnitrancheFacility

ARTLKONEGMBHF Loan Germany Senior Secured 1,571,925.28 EUR 45.0000% 707,366.38 EUR


ATLIKONWGMBH Loan Germany Senior Secured 257,224.14 EUR 45.0000% 115,750.86 EUR

Constantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A Loan Austria Senior Secured 6,960,876.37 EUR 45.0000% 3,132,394.37 EURConstantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A Loan Austria Senior Secured 1,039,123.63 EUR 45.0000% 467,605.63 EUR



3



19,537,328.43 EUR 8,791,797.79 EURTable 6: Senior Secured Loan -Group B SubtotalTable 6: Senior Secured Loan -Group C

Amplitude Surgical - Term Loan AMPLID_SURGIC Loan France Senior Secured 2,500,000.00 EUR 39.0000% 975,000.00 EURMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB Loan Spain Senior Secured 1,797,011.56 EUR 39.0000% 700,834.51 EURSSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL Loan France Senior Secured 4,375,000.00 EUR 39.0000% 1,706,250.00 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI Loan France Senior Secured 625,000.00 EUR 39.0000% 243,750.00 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 Loan France Senior Secured 1,250,000.00 EUR 39.0000% 487,500.00 EUR

10,547,011.56 EUR 4,113,334.51 EURTable 6: Senior Secured Loan -Group C SubtotalTable 6: Senior Unsecured Obligations/Second Lien Loan/Mezzanine/Unsubordinated High Yield Bonds -Group A

Diaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL Loan Sweden Senior Unsecured 1,500,000.00 EUR 18.0000% 270,000.00 EUR1,500,000.00 EUR 270,000.00 EURTable 6: Senior Unsecured Obligations/Second Lien Loan/Mezzanine/Unsubordinated High Yield Bonds -Group A Subtotal



4


S&P Minimum Weighted Average Recovery Rate Test - Class B NotesPrincipal Balance Total 409,541,445.04 EURRecovery Amount Total 182,225,873.89 EURWeighted Average S&P Recovery Rate 44.5%Requirement >= 42.00%RESULT PASS







Univar USA Inc - Initial Euro Term Loan UNIVARUS_IETL Loan United States Senior Secured 1,630,000.00 EUR 60.0000% 978,000.00 EURAruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 Loan United States Senior Secured 8,101,483.37 EUR 60.0000% 4,860,890.02 EURUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 Bond Germany Senior Secured 1,800,000.00 EUR 60.0000% 1,080,000.00 EURIneos Finance PLC - 4% - 05/2023 XS1117296209 Bond United Kingdom Senior Secured 2,000,000.00 EUR 60.0000% 1,200,000.00 EURIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB Loan United Kingdom Senior Secured 9,775,773.69 EUR 60.0000% 5,865,464.21 EURInfor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL Loan United States Senior Secured 1,496,250.00 EUR 60.0000% 897,750.00 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 Loan Germany Senior Secured 1,500,000.00 EUR 60.0000% 900,000.00 EURCoherent Holding Gmbh - Euro Term Loan COHERENTH_TLB Loan Germany Senior Secured 6,163,917.91 EUR 60.0000% 3,698,350.75 EURNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO Loan Netherlands Senior Secured 1,492,500.00 EUR 60.0000% 895,500.00 EURSolera LLC - Euro Term Loan SOLERALLC_ETL Loan United States Senior Secured 1,975,000.00 EUR 60.0000% 1,185,000.00 EURLSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 Loan United Kingdom Senior Secured 1,000,000.00 EUR 60.0000% 600,000.00 EUR


WP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB Loan Netherlands Senior Secured 1,500,000.00 EUR 50.0000% 750,000.00 EURInovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB Loan United Kingdom Senior Secured 2,481,281.25 EUR 50.0000% 1,240,640.63 EURPatheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB Loan Netherlands Senior Secured 4,245,120.99 EUR 50.0000% 2,122,560.50 EURTackle Sarl - New Facility B TACKLESAL_TLB Loan Germany Senior Secured 5,000,000.00 EUR 50.0000% 2,500,000.00 EURUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB Loan Sweden Senior Secured 7,500,000.00 EUR 50.0000% 3,750,000.00 EURSpringer Science & Business Media Deutschland GMBH - InitialB11 Term Loan


Misys Limited - First Lien Euro Term Loan MISYSLTD_EUTL Loan Luxembourg Senior Secured 1,500,000.00 EUR 50.0000% 750,000.00 EURSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB Loan France Senior Secured 7,980,000.00 EUR 50.0000% 3,990,000.00 EURHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 Loan France Senior Secured 9,999,999.90 EUR 50.0000% 4,999,999.95 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 Loan United States Senior Secured 4,912,875.00 EUR 50.0000% 2,456,437.50 EURUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 Loan United Kingdom Senior Secured 2,166,902.32 EUR 50.0000% 1,083,451.16 EURNovacap Group Bidco - Facility B NOVACAP_FACB Loan France Senior Secured 1,000,000.00 EUR 50.0000% 500,000.00 EURElsan SAS - Facility B2 ELSANSAS_FAB2 Loan France Senior Secured 8,000,000.00 EUR 50.0000% 4,000,000.00 EURGreeneden U.S. Holdings I, LLC - Additional Tranche B1 EuroTerm Loan





1


Rate Recovery AmountAuris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 Loan Germany Senior Secured 4,887,783.57 EUR 50.0000% 2,443,891.78 EURCabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 Bond United States Senior Secured 2,000,000.00 EUR 50.0000% 1,000,000.00 EURNUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 Bond Italy Senior Secured 800,000.00 EUR 50.0000% 400,000.00 EUR








Financiere Verdi I SAS - New Facility B FINANCIEV_FLT Loan France Senior Secured 1,500,000.00 EUR 40.0000% 600,000.00 EURCDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII Loan Luxembourg Senior Secured 4,044,836.84 EUR 40.0000% 1,617,934.74 EUREircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL Loan Ireland Senior Secured 4,000,000.00 EUR 40.0000% 1,600,000.00 EURAlpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 Loan France Senior Secured 300,125.37 EUR 40.0000% 120,050.15 EURLSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB Loan Luxembourg Senior Secured 3,000,000.00 EUR 40.0000% 1,200,000.00 EURAlpha Bidco SAS - Facility B1 AlphaBidco_TL Loan France Senior Secured 699,874.63 EUR 40.0000% 279,949.85 EUROberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 Loan France Senior Secured 2,678,700.36 EUR 40.0000% 1,071,480.14 EUROberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU Loan France Senior Secured 4,321,299.64 EUR 40.0000% 1,728,519.86 EURSam Bidco - Facility B3B SAMBIDCO_FB3B Loan France Senior Secured 337,318.67 EUR 40.0000% 134,927.47 EURBaring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV - First Lien Initial Euro Term Loan


Taghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR Loan United States Senior Secured 1,500,000.00 EUR 40.0000% 600,000.00 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 Loan Netherlands Senior Secured 5,000,000.00 EUR 40.0000% 2,000,000.00 EURColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 Loan Germany Senior Secured 3,910,000.00 EUR 40.0000% 1,564,000.00 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET Loan Germany Senior Secured 4,882,035.61 EUR 40.0000% 1,952,814.25 EURCeva Sante Animale - Facility B2 CEVASANAN_FLTB Loan France Senior Secured 3,000,000.00 EUR 40.0000% 1,200,000.00 EURMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP Loan United Kingdom Senior Secured 3,417,900.00 EUR 40.0000% 1,367,160.00 EURPetrus Bidco BV - Facility B LX165609 Loan Netherlands Senior Secured 4,000,000.00 EUR 40.0000% 1,600,000.00 EURP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL Loan Germany Senior Secured 1,000,000.00 EUR 40.0000% 400,000.00 EURSam Bidco - New Facility B3A SAMBDCONW_B3A Loan France Senior Secured 1,229,703.87 EUR 40.0000% 491,881.55 EURTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE Loan France Senior Secured 2,000,000.00 EUR 40.0000% 800,000.00 EURIntervias Finco Ltd - Facility D2 INTERVIAS_TL Loan United Kingdom Senior Secured 6,000,000.00 EUR 40.0000% 2,400,000.00 EURJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM Loan Germany Senior Secured 1,500,000.00 EUR 40.0000% 600,000.00 EURJacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL Loan Netherlands Senior Secured 1,060,557.43 EUR 40.0000% 424,222.97 EURTele Columbus AG - 2017 New Facility A TELECOLUMBUSA Loan Germany Senior Secured 3,500,000.00 EUR 40.0000% 1,400,000.00 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB Loan Germany Senior Secured 2,000,000.00 EUR 40.0000% 800,000.00 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV -Facility B3


Ion Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL Loan Ireland Senior Secured 2,862,757.49 EUR 40.0000% 1,145,102.99 EURObol France 3 SAS - Facility B OBOLFRAN3_FAB Loan France Senior Secured 1,500,000.00 EUR 40.0000% 600,000.00 EURUfinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 Loan Spain Senior Secured 5,000,000.00 EUR 40.0000% 2,000,000.00 EURTMF Group Holding BV - Facility B TMFGROUP_FLTB Loan Netherlands Senior Secured 2,500,000.00 EUR 40.0000% 1,000,000.00 EURDiaverum Sarl - Facility B DIAVERUM_SARL Loan Sweden Senior Secured 4,500,000.00 EUR 40.0000% 1,800,000.00 EURPremier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED Loan Ireland Senior Secured 3,000,000.00 EUR 40.0000% 1,200,000.00 EURMiami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET Loan United States Senior Secured 1,500,000.00 EUR 40.0000% 600,000.00 EURShilton Bidco Limited - Facility B1 SHILTON_BIDB1 Loan United Kingdom Senior Secured 1,500,000.00 EUR 40.0000% 600,000.00 EUR



2




Financiere Labeyrie Fine Foods - Term Loan B2 LX163674 Loan France Senior Secured 417,582.42 EUR 35.0000% 146,153.85 EURZF Bidco - Senior Facility B PROSOLG_FLTLB Loan France Senior Secured 5,500,000.00 EUR 35.0000% 1,925,000.00 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS Loan Luxembourg Senior Secured 4,000,000.00 EUR 35.0000% 1,400,000.00 EURNewCo Sab Bidco - Facility B NEWCOSAB_FB Loan France Senior Secured 2,500,000.00 EUR 35.0000% 875,000.00 EURDorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL Loan Spain Senior Secured 3,000,000.00 EUR 35.0000% 1,050,000.00 EURLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 Loan United Kingdom Senior Secured 1,582,417.58 EUR 35.0000% 553,846.15 EURWatson Bidco BV - Facility B WATSNBIDCO_TL Loan Netherlands Senior Secured 4,000,000.00 EUR 35.0000% 1,400,000.00 EURBeteiligungsgesellschaft Fur Pensionsgelder Und AndereInstitutionelle Mittel In Europa Sarl - Facility B


Klockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL Loan United States Senior Secured 6,999,999.99 EUR 35.0000% 2,450,000.00 EURFlamingo LUX II - Senior Facility B FLAMINGO_SRFB Loan France Senior Secured 4,447,342.25 EUR 35.0000% 1,556,569.79 EURAllnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 Loan Luxembourg Senior Secured 4,962,500.00 EUR 35.0000% 1,736,875.00 EURHNVR Holdco Limited - Facility B HNVRHOL_FLTLB Loan Spain Senior Secured 2,954,693.88 EUR 35.0000% 1,034,142.86 EURBig White Acquico Gmbh - Facility B BIGWHACG_FACB Loan Germany Senior Secured 1,000,000.00 EUR 35.0000% 350,000.00 EURFinanciere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB Loan France Senior Secured 4,500,000.00 EUR 35.0000% 1,575,000.00 EURGalileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 Loan Luxembourg Senior Secured 3,970,464.60 EUR 35.0000% 1,389,662.61 EURGalileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 Loan Luxembourg Senior Secured 4,529,535.40 EUR 35.0000% 1,585,337.39 EURNew Look Secured Issuer - Float - 07/2022 XS1248517341 Bond United Kingdom Senior Secured 9,000,000.00 EUR 35.0000% 3,150,000.00 EURGuala Closures SPA - Float - 11/2021 XS1516322465 Bond Italy Senior Secured 400,000.00 EUR 35.0000% 140,000.00 EUR


Federal Mogul Holding C - 4.875% - 04/2022 XS1587905727 Bond United States Senior Secured 700,000.00 EUR 26.0000% 182,000.00 EURBoparan Finance Plc - 4.375% - 07/2021 XS1082473395 Bond United Kingdom Senior Unsecured 4,500,000.00 EUR 26.0000% 1,170,000.00 EURRedtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT Loan United Kingdom Senior Secured 1,000,000.00 EUR 26.0000% 260,000.00 EURDelachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 Loan France Senior Secured 1,459,112.38 EUR 26.0000% 379,369.22 EURDeoleo S.A. - First Lien Term Loan B Deoleo_FLTLB Loan Spain Senior Secured 13,000,000.00 EUR 26.0000% 3,380,000.00 EURWowMidco SAS - Facility B2 WOWMIDC_FACB2 Loan France Senior Secured 2,000,000.00 EUR 26.0000% 520,000.00 EURCab & Bio Lam LCD - Facility B LX164386 Loan France Senior Secured 1,500,000.00 EUR 26.0000% 390,000.00 EUR





TFL International GmbH - Consideration Notes TFL_CNotes Loan Germany Senior Secured 1,952,643.51 EUR 49.0000% 956,795.32 EURCool International Holding GMBH - Facility B2 AHT_TLB Loan Austria Senior Secured 3,237,080.04 EUR 49.0000% 1,586,169.22 EURCool International Holding GMBH - Facility B1 COINTHGMBH_FB Loan Austria Senior Secured 3,347,604.88 EUR 49.0000% 1,640,326.39 EURArtemis - Unitranche Unfunded ARTEMIS_UNF Loan Germany Senior Secured 427,758.62 EUR 49.0000% 209,601.72 EURLETO Gmbh - Unitranche Facility LETOGMBH_UNFA Loan Germany Senior Secured 743,091.96 EUR 49.0000% 364,115.06 EURArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - UnitrancheFacility







3




Amplitude Surgical - Term Loan AMPLID_SURGIC Loan France Senior Secured 2,500,000.00 EUR 42.0000% 1,050,000.00 EURMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB Loan Spain Senior Secured 1,797,011.56 EUR 42.0000% 754,744.85 EURSSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL Loan France Senior Secured 4,375,000.00 EUR 42.0000% 1,837,500.00 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI Loan France Senior Secured 625,000.00 EUR 42.0000% 262,500.00 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 Loan France Senior Secured 1,250,000.00 EUR 42.0000% 525,000.00 EUR





4


S&P Minimum Weighted Average Recovery Rate Test - Class C NotesPrincipal Balance Total 409,541,445.04 EURRecovery Amount Total 206,628,713.37 EURWeighted Average S&P Recovery Rate 50.5%Requirement >= 48.00%RESULT PASS







Univar USA Inc - Initial Euro Term Loan UNIVARUS_IETL Loan United States Senior Secured 1,630,000.00 EUR 66.0000% 1,075,800.00 EURAruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 Loan United States Senior Secured 8,101,483.37 EUR 66.0000% 5,346,979.02 EURUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 Bond Germany Senior Secured 1,800,000.00 EUR 66.0000% 1,188,000.00 EURIneos Finance PLC - 4% - 05/2023 XS1117296209 Bond United Kingdom Senior Secured 2,000,000.00 EUR 66.0000% 1,320,000.00 EURIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB Loan United Kingdom Senior Secured 9,775,773.69 EUR 66.0000% 6,452,010.64 EURInfor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL Loan United States Senior Secured 1,496,250.00 EUR 66.0000% 987,525.00 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 Loan Germany Senior Secured 1,500,000.00 EUR 66.0000% 990,000.00 EURCoherent Holding Gmbh - Euro Term Loan COHERENTH_TLB Loan Germany Senior Secured 6,163,917.91 EUR 66.0000% 4,068,185.82 EURNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO Loan Netherlands Senior Secured 1,492,500.00 EUR 66.0000% 985,050.00 EURSolera LLC - Euro Term Loan SOLERALLC_ETL Loan United States Senior Secured 1,975,000.00 EUR 66.0000% 1,303,500.00 EURLSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 Loan United Kingdom Senior Secured 1,000,000.00 EUR 66.0000% 660,000.00 EUR









1












Taghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR Loan United States Senior Secured 1,500,000.00 EUR 46.0000% 690,000.00 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 Loan Netherlands Senior Secured 5,000,000.00 EUR 46.0000% 2,300,000.00 EURColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 Loan Germany Senior Secured 3,910,000.00 EUR 46.0000% 1,798,600.00 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET Loan Germany Senior Secured 4,882,035.61 EUR 46.0000% 2,245,736.38 EURCeva Sante Animale - Facility B2 CEVASANAN_FLTB Loan France Senior Secured 3,000,000.00 EUR 46.0000% 1,380,000.00 EURMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP Loan United Kingdom Senior Secured 3,417,900.00 EUR 46.0000% 1,572,234.00 EURPetrus Bidco BV - Facility B LX165609 Loan Netherlands Senior Secured 4,000,000.00 EUR 46.0000% 1,840,000.00 EURP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL Loan Germany Senior Secured 1,000,000.00 EUR 46.0000% 460,000.00 EURSam Bidco - New Facility B3A SAMBDCONW_B3A Loan France Senior Secured 1,229,703.87 EUR 46.0000% 565,663.78 EURTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE Loan France Senior Secured 2,000,000.00 EUR 46.0000% 920,000.00 EURIntervias Finco Ltd - Facility D2 INTERVIAS_TL Loan United Kingdom Senior Secured 6,000,000.00 EUR 46.0000% 2,760,000.00 EURJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM Loan Germany Senior Secured 1,500,000.00 EUR 46.0000% 690,000.00 EURJacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL Loan Netherlands Senior Secured 1,060,557.43 EUR 46.0000% 487,856.42 EURTele Columbus AG - 2017 New Facility A TELECOLUMBUSA Loan Germany Senior Secured 3,500,000.00 EUR 46.0000% 1,610,000.00 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB Loan Germany Senior Secured 2,000,000.00 EUR 46.0000% 920,000.00 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV -Facility B3





2




Financiere Labeyrie Fine Foods - Term Loan B2 LX163674 Loan France Senior Secured 417,582.42 EUR 42.0000% 175,384.62 EURZF Bidco - Senior Facility B PROSOLG_FLTLB Loan France Senior Secured 5,500,000.00 EUR 42.0000% 2,310,000.00 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS Loan Luxembourg Senior Secured 4,000,000.00 EUR 42.0000% 1,680,000.00 EURNewCo Sab Bidco - Facility B NEWCOSAB_FB Loan France Senior Secured 2,500,000.00 EUR 42.0000% 1,050,000.00 EURDorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL Loan Spain Senior Secured 3,000,000.00 EUR 42.0000% 1,260,000.00 EURLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 Loan United Kingdom Senior Secured 1,582,417.58 EUR 42.0000% 664,615.38 EURWatson Bidco BV - Facility B WATSNBIDCO_TL Loan Netherlands Senior Secured 4,000,000.00 EUR 42.0000% 1,680,000.00 EURBeteiligungsgesellschaft Fur Pensionsgelder Und AndereInstitutionelle Mittel In Europa Sarl - Facility B









TFL International GmbH - Consideration Notes TFL_CNotes Loan Germany Senior Secured 1,952,643.51 EUR 53.0000% 1,034,901.06 EURCool International Holding GMBH - Facility B2 AHT_TLB Loan Austria Senior Secured 3,237,080.04 EUR 53.0000% 1,715,652.42 EURCool International Holding GMBH - Facility B1 COINTHGMBH_FB Loan Austria Senior Secured 3,347,604.88 EUR 53.0000% 1,774,230.58 EURArtemis - Unitranche Unfunded ARTEMIS_UNF Loan Germany Senior Secured 427,758.62 EUR 53.0000% 226,712.07 EURLETO Gmbh - Unitranche Facility LETOGMBH_UNFA Loan Germany Senior Secured 743,091.96 EUR 53.0000% 393,838.74 EURArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - UnitrancheFacility







3









4


S&P Minimum Weighted Average Recovery Rate Test - Class D NotesPrincipal Balance Total 409,541,445.04 EURRecovery Amount Total 231,690,303.67 EURWeighted Average S&P Recovery Rate 56.6%Requirement >= 54.00%RESULT PASS







Univar USA Inc - Initial Euro Term Loan UNIVARUS_IETL Loan United States Senior Secured 1,630,000.00 EUR 73.0000% 1,189,900.00 EURAruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 Loan United States Senior Secured 8,101,483.37 EUR 73.0000% 5,914,082.86 EURUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 Bond Germany Senior Secured 1,800,000.00 EUR 73.0000% 1,314,000.00 EURIneos Finance PLC - 4% - 05/2023 XS1117296209 Bond United Kingdom Senior Secured 2,000,000.00 EUR 73.0000% 1,460,000.00 EURIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB Loan United Kingdom Senior Secured 9,775,773.69 EUR 73.0000% 7,136,314.79 EURInfor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL Loan United States Senior Secured 1,496,250.00 EUR 73.0000% 1,092,262.50 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 Loan Germany Senior Secured 1,500,000.00 EUR 73.0000% 1,095,000.00 EURCoherent Holding Gmbh - Euro Term Loan COHERENTH_TLB Loan Germany Senior Secured 6,163,917.91 EUR 73.0000% 4,499,660.07 EURNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO Loan Netherlands Senior Secured 1,492,500.00 EUR 73.0000% 1,089,525.00 EURSolera LLC - Euro Term Loan SOLERALLC_ETL Loan United States Senior Secured 1,975,000.00 EUR 73.0000% 1,441,750.00 EURLSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 Loan United Kingdom Senior Secured 1,000,000.00 EUR 73.0000% 730,000.00 EUR









1












Taghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR Loan United States Senior Secured 1,500,000.00 EUR 53.0000% 795,000.00 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 Loan Netherlands Senior Secured 5,000,000.00 EUR 53.0000% 2,650,000.00 EURColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 Loan Germany Senior Secured 3,910,000.00 EUR 53.0000% 2,072,300.00 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET Loan Germany Senior Secured 4,882,035.61 EUR 53.0000% 2,587,478.88 EURCeva Sante Animale - Facility B2 CEVASANAN_FLTB Loan France Senior Secured 3,000,000.00 EUR 53.0000% 1,590,000.00 EURMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP Loan United Kingdom Senior Secured 3,417,900.00 EUR 53.0000% 1,811,487.00 EURPetrus Bidco BV - Facility B LX165609 Loan Netherlands Senior Secured 4,000,000.00 EUR 53.0000% 2,120,000.00 EURP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL Loan Germany Senior Secured 1,000,000.00 EUR 53.0000% 530,000.00 EURSam Bidco - New Facility B3A SAMBDCONW_B3A Loan France Senior Secured 1,229,703.87 EUR 53.0000% 651,743.05 EURTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE Loan France Senior Secured 2,000,000.00 EUR 53.0000% 1,060,000.00 EURIntervias Finco Ltd - Facility D2 INTERVIAS_TL Loan United Kingdom Senior Secured 6,000,000.00 EUR 53.0000% 3,180,000.00 EURJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM Loan Germany Senior Secured 1,500,000.00 EUR 53.0000% 795,000.00 EURJacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL Loan Netherlands Senior Secured 1,060,557.43 EUR 53.0000% 562,095.44 EURTele Columbus AG - 2017 New Facility A TELECOLUMBUSA Loan Germany Senior Secured 3,500,000.00 EUR 53.0000% 1,855,000.00 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB Loan Germany Senior Secured 2,000,000.00 EUR 53.0000% 1,060,000.00 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV -Facility B3





2




















3









4


S&P Minimum Weighted Average Recovery Rate Test - Class E NotesPrincipal Balance Total 409,541,445.04 EURRecovery Amount Total 252,577,615.70 EURWeighted Average S&P Recovery Rate 61.7%Requirement >= 59.00%RESULT PASS









WP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB Loan Netherlands Senior Secured 1,500,000.00 EUR 67.0000% 1,005,000.00 EURInovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB Loan United Kingdom Senior Secured 2,481,281.25 EUR 67.0000% 1,662,458.44 EURPatheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB Loan Netherlands Senior Secured 4,245,120.99 EUR 67.0000% 2,844,231.06 EURTackle Sarl - New Facility B TACKLESAL_TLB Loan Germany Senior Secured 5,000,000.00 EUR 67.0000% 3,350,000.00 EURUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB Loan Sweden Senior Secured 7,500,000.00 EUR 67.0000% 5,025,000.00 EURSpringer Science & Business Media Deutschland GMBH - InitialB11 Term Loan


Misys Limited - First Lien Euro Term Loan MISYSLTD_EUTL Loan Luxembourg Senior Secured 1,500,000.00 EUR 67.0000% 1,005,000.00 EURSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB Loan France Senior Secured 7,980,000.00 EUR 67.0000% 5,346,600.00 EURHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 Loan France Senior Secured 9,999,999.90 EUR 67.0000% 6,699,999.93 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 Loan United States Senior Secured 4,912,875.00 EUR 67.0000% 3,291,626.25 EURUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 Loan United Kingdom Senior Secured 2,166,902.32 EUR 67.0000% 1,451,824.55 EURNovacap Group Bidco - Facility B NOVACAP_FACB Loan France Senior Secured 1,000,000.00 EUR 67.0000% 670,000.00 EURElsan SAS - Facility B2 ELSANSAS_FAB2 Loan France Senior Secured 8,000,000.00 EUR 67.0000% 5,360,000.00 EURGreeneden U.S. Holdings I, LLC - Additional Tranche B1 EuroTerm Loan





1

















2














ARTLKONEGMBHF Loan Germany Senior Secured 1,571,925.28 EUR 70.0000% 1,100,347.70 EUR






3




Amplitude Surgical - Term Loan AMPLID_SURGIC Loan France Senior Secured 2,500,000.00 EUR 60.0000% 1,500,000.00 EURMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB Loan Spain Senior Secured 1,797,011.56 EUR 60.0000% 1,078,206.94 EURSSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL Loan France Senior Secured 4,375,000.00 EUR 60.0000% 2,625,000.00 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI Loan France Senior Secured 625,000.00 EUR 60.0000% 375,000.00 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 Loan France Senior Secured 1,250,000.00 EUR 60.0000% 750,000.00 EUR





4


S&P Minimum Weighted Average Recovery Rate Test - Class F NotesPrincipal Balance Total 409,541,445.04 EURRecovery Amount Total 260,552,664.72 EURWeighted Average S&P Recovery Rate 63.7%Requirement >= 60.75%RESULT PASS









WP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB Loan Netherlands Senior Secured 1,500,000.00 EUR 70.0000% 1,050,000.00 EURInovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB Loan United Kingdom Senior Secured 2,481,281.25 EUR 70.0000% 1,736,896.88 EURPatheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB Loan Netherlands Senior Secured 4,245,120.99 EUR 70.0000% 2,971,584.69 EURTackle Sarl - New Facility B TACKLESAL_TLB Loan Germany Senior Secured 5,000,000.00 EUR 70.0000% 3,500,000.00 EURUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB Loan Sweden Senior Secured 7,500,000.00 EUR 70.0000% 5,250,000.00 EURSpringer Science & Business Media Deutschland GMBH - InitialB11 Term Loan


Misys Limited - First Lien Euro Term Loan MISYSLTD_EUTL Loan Luxembourg Senior Secured 1,500,000.00 EUR 70.0000% 1,050,000.00 EURSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB Loan France Senior Secured 7,980,000.00 EUR 70.0000% 5,586,000.00 EURHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 Loan France Senior Secured 9,999,999.90 EUR 70.0000% 6,999,999.93 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 Loan United States Senior Secured 4,912,875.00 EUR 70.0000% 3,439,012.50 EURUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 Loan United Kingdom Senior Secured 2,166,902.32 EUR 70.0000% 1,516,831.62 EURNovacap Group Bidco - Facility B NOVACAP_FACB Loan France Senior Secured 1,000,000.00 EUR 70.0000% 700,000.00 EURElsan SAS - Facility B2 ELSANSAS_FAB2 Loan France Senior Secured 8,000,000.00 EUR 70.0000% 5,600,000.00 EURGreeneden U.S. Holdings I, LLC - Additional Tranche B1 EuroTerm Loan





1

















2














ARTLKONEGMBHF Loan Germany Senior Secured 1,571,925.28 EUR 74.0000% 1,163,224.71 EUR






3




Amplitude Surgical - Term Loan AMPLID_SURGIC Loan France Senior Secured 2,500,000.00 EUR 63.0000% 1,575,000.00 EURMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB Loan Spain Senior Secured 1,797,011.56 EUR 63.0000% 1,132,117.28 EURSSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL Loan France Senior Secured 4,375,000.00 EUR 63.0000% 2,756,250.00 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI Loan France Senior Secured 625,000.00 EUR 63.0000% 393,750.00 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 Loan France Senior Secured 1,250,000.00 EUR 63.0000% 787,500.00 EUR





4


Class A CDO Monitor Test

RequirementPASS< 67.86%61.79%

Repo

rt Sum

mary

Scenario Loss RateOutcome



Jubilee CLO 2015-XV BV Class A CDO PagePage 85

1

Class B CDO Monitor Test


Repo

rt Sum

mary




Jubilee CLO 2015-XV BV Class B CDO PagePage 86

1

Class C CDO Monitor Test


Repo

rt Sum

mary




Jubilee CLO 2015-XV BV Class C CDO PagePage 87

1

Class D CDO Monitor Test


Repo

rt Sum

mary




Jubilee CLO 2015-XV BV Class D CDO PagePage 88

1

Class E CDO Monitor Test


Repo

rt Sum

mary




Jubilee CLO 2015-XV BV Class E CDO PagePage 89

1

Class F CDO Monitor Test


Repo

rt Sum

mary




Jubilee CLO 2015-XV BV Class F CDO PagePage 90

1

(a) Secured Senior Loans & BondsRe

port S

umma

ry

Aggregate Coll Balanceex Defaults Requirement

PASS>= 90.0%% of ACBexD

98.6%439,592,467.14 EURReport Total

433,592,467.14 EUR

Security Security Id Principal Balance Principal Account Balances 30,051,022.10 EURAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH - Facility B AENVAHDRGN_FB 1,626,755.22 EURAenova Holding GmbH - Facility B AENOVAHLDG_FB 7,488,378.64 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl - Facility B AENVASWSCP_FB 991,042.29 EURAenova Holding GMBH - Temmler Pharma GMBH & Co. KG - Facility B TEMLRPHRMA_FB 393,823.85 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS 4,000,000.00 EURAllnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 4,962,500.00 EURAlpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 300,125.37 EURAlpha Bidco SAS - Facility B1 AlphaBidco_TL 699,874.63 EURAmplitude Surgical - Term Loan AMPLID_SURGIC 2,500,000.00 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 2,000,000.00 EURArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - Unitranche Facility ARTLKONEGMBHF 1,571,925.28 EURArtemis - Lichtblick Kontaktlinsen Wirges GmbH - Unitranche Facility ATLIKONWGMBH 257,224.14 EURArtemis - Unitranche Unfunded ARTEMIS_UNF 427,758.62 EURAruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 8,101,483.37 EURAuris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 4,887,783.57 EURBaring Private Equity Asia VI Holding (1) Limited - Stiphout Finance BV - First Lien Initial Euro Term Loan BARINGSTIP_TL 7,368,769.69 EURBeteiligungsgesellschaft Fur Pensionsgelder Und Andere Institutionelle Mittel In Europa Sarl - Facility B AMEOSKLI_FLT 1,000,000.00 EURBig White Acquico Gmbh - Facility B BIGWHACG_FACB 1,000,000.00 EURBISOHO SAS - Float - 05/2022 XS1405782662 800,000.00 EURCab & Bio Lam LCD - Facility B LX164386 1,500,000.00 EURCabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 2,000,000.00 EURCDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII 4,044,836.84 EURCeva Sante Animale - Facility B2 CEVASANAN_FLTB 3,000,000.00 EURChemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL 3,491,250.00 EURCidron Ollopa BV - Facility B1 CIDRON_OLLOPA 9,666,031.75 EURCidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 1,333,968.25 EURCoherent Holding Gmbh - Euro Term Loan COHERENTH_TLB 6,163,917.91 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 4,882,035.61 EURColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 3,910,000.00 EURConstantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A 6,960,876.37 EURConstantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A 1,039,123.63 EURCool International Holding GMBH - Facility B1 COINTHGMBH_FB 3,347,604.88 EURCool International Holding GMBH - Facility B2 AHT_TLB 3,237,080.04 EURDelachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 1,459,112.38 EURDeoleo S.A. - First Lien Term Loan B Deoleo_FLTLB 13,000,000.00 EURDiaverum Sarl - Facility B DIAVERUM_SARL 4,500,000.00 EURDorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL 3,000,000.00 EUREircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL 4,000,000.00 EURElsan SAS - Facility B2 ELSANSAS_FAB2 8,000,000.00 EUREquinix Inc - Term B-2 Loan EQUINIX_INCTB 7,481,250.01 EURFederal Mogul Holding C - 4.875% - 04/2022 XS1587905727 700,000.00 EURFinanciere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB 4,500,000.00 EUR


Jubilee CLO 2015-XV BV (a) Secured Senior PagePage 91

1

Security Security Id Principal BalanceFinanciere Labeyrie Fine Foods - Term Loan B2 LX163674 417,582.42 EURFinanciere Verdi I SAS - New Facility B FINANCIEV_FLT 1,500,000.00 EURFlamingo LUX II - Senior Facility B FLAMINGO_SRFB 4,447,342.25 EURGALAPAGOS SA - Floating - 06/2021 XS1071411547 5,643,000.00 EURGalileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 3,970,464.60 EURGalileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 4,529,535.40 EURGARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 6,000,000.00 EURGreenbird Holding B V - Facility B GREENBI_FAC B 5,000,000.00 EURGreeneden U.S. Holdings I, LLC - Additional Tranche B1 Euro Term Loan GREENE_DENATL 5,472,500.00 EURGuala Closures SPA - Float - 11/2021 XS1516322465 400,000.00 EURGVC Holdings Plc - Facility B GVCHOLDLC_TLB 2,000,000.00 EURHNVR Holdco Limited - Facility B HNVRHOL_FLTLB 2,954,693.88 EURHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 9,999,999.90 EURIneos Finance PLC - 4% - 05/2023 XS1117296209 2,000,000.00 EURIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB 9,775,773.69 EURIneos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL 2,800,249.48 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B3 INFINITANED_B 5,000,000.00 EURInfor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL 1,496,250.00 EURInovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB 2,481,281.25 EURIntervias Finco Ltd - Facility D2 INTERVIAS_TL 6,000,000.00 EURIon Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL 2,862,757.49 EURJacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL 1,060,557.43 EURJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM 1,500,000.00 EURKlockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL 6,999,999.99 EURLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 1,582,417.58 EURLETO Gmbh - Unitranche Facility LETOGMBH_UNFA 743,091.96 EURLSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB 3,000,000.00 EURLSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 1,000,000.00 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 4,912,875.00 EURMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB 1,797,011.56 EURMiami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET 1,500,000.00 EURMisys Limited - First Lien Euro Term Loan MISYSLTD_EUTL 1,500,000.00 EURMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP 3,417,900.00 EURMustang Bidco Limited - Facility B MUSTANGIT_TLB 2,723,470.70 EURNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO 1,492,500.00 EURNetInvest Limited - Facility B Netinvest 5,000,000.00 EURNew Look Secured Issuer - Float - 07/2022 XS1248517341 9,000,000.00 EURNewCo Sab Bidco - Facility B NEWCOSAB_FB 2,500,000.00 EURNovacap Group Bidco - Facility B NOVACAP_FACB 1,000,000.00 EURNUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 800,000.00 EUROberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 2,678,700.36 EUROberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU 4,321,299.64 EURObol France 3 SAS - Facility B OBOLFRAN3_FAB 1,500,000.00 EURP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL 1,000,000.00 EURPatheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB 4,245,120.99 EURPetrus Bidco BV - Facility B LX165609 4,000,000.00 EURPremier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED 3,000,000.00 EURPromontoria Mcs SAS - Float - 09/2021 XS1496169001 200,000.00 EURRedtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT 1,000,000.00 EURSam Bidco - Facility B3B SAMBIDCO_FB3B 337,318.67 EURSam Bidco - New Facility B3A SAMBDCONW_B3A 1,229,703.87 EURSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB 7,980,000.00 EURShilton Bidco Limited - Facility B1 SHILTON_BIDB1 1,500,000.00 EURSolera LLC - Euro Term Loan SOLERALLC_ETL 1,975,000.00 EURSpringer Science & Business Media Deutschland GMBH - Initial B11 Term Loan SPRINGER_SCIENCE 5,398,968.77 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 1,250,000.00 EUR



2

Security Security Id Principal BalanceSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 625,000.00 EURSSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL 4,375,000.00 EURTackle Sarl - New Facility B TACKLESAL_TLB 5,000,000.00 EURTaghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR 1,500,000.00 EURTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE 2,000,000.00 EURTele Columbus AG - 2017 New Facility A TELECOLUMBUSA 3,500,000.00 EURTFL International GmbH - Consideration Notes TFL_CNotes 1,952,643.51 EURTMF Group Holding BV - Facility B TMFGROUP_FLTB 2,500,000.00 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 1,500,000.00 EURUfinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 5,000,000.00 EURUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 2,166,902.32 EURUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB 7,500,000.00 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 5,000,000.00 EURUnited Group BV - Float - 07/2023 XS1647816823 5,000,000.00 EURUnivar USA Inc - Initial Euro Term Loan UNIVARUS_IETL 1,630,000.00 EURUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 1,800,000.00 EURWatson Bidco BV - Facility B WATSNBIDCO_TL 4,000,000.00 EURWowMidco SAS - Facility B2 WOWMIDC_FACB2 2,000,000.00 EURWP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB 1,500,000.00 EURZF Bidco - Senior Facility B PROSOLG_FLTLB 5,500,000.00 EURZiggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF 10,000,000.00 EUR



3


(b) Secured Senior LoansRe

port S

umma

ry


PASS>= 60.0%% of ACBexD


399,249,467.14 EUR

Security Security Id Principal Balance Principal Account Balances 30,051,022.10 EURAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH - Facility B AENVAHDRGN_FB 1,626,755.22 EURAenova Holding GmbH - Facility B AENOVAHLDG_FB 7,488,378.64 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl - Facility B AENVASWSCP_FB 991,042.29 EURAenova Holding GMBH - Temmler Pharma GMBH & Co. KG - Facility B TEMLRPHRMA_FB 393,823.85 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS 4,000,000.00 EURAllnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 4,962,500.00 EURAlpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 300,125.37 EURAlpha Bidco SAS - Facility B1 AlphaBidco_TL 699,874.63 EURAmplitude Surgical - Term Loan AMPLID_SURGIC 2,500,000.00 EURAPCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 2,000,000.00 EURArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - Unitranche Facility ARTLKONEGMBHF 1,571,925.28 EURArtemis - Lichtblick Kontaktlinsen Wirges GmbH - Unitranche Facility ATLIKONWGMBH 257,224.14 EURArtemis - Unitranche Unfunded ARTEMIS_UNF 427,758.62 EURAruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 8,101,483.37 EURAuris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 4,887,783.57 EURBaring Private Equity Asia VI Holding (1) Limited - Stiphout Finance BV - First Lien Initial Euro Term Loan BARINGSTIP_TL 7,368,769.69 EURBeteiligungsgesellschaft Fur Pensionsgelder Und Andere Institutionelle Mittel In Europa Sarl - Facility B AMEOSKLI_FLT 1,000,000.00 EURBig White Acquico Gmbh - Facility B BIGWHACG_FACB 1,000,000.00 EURCab & Bio Lam LCD - Facility B LX164386 1,500,000.00 EURCDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII 4,044,836.84 EURCeva Sante Animale - Facility B2 CEVASANAN_FLTB 3,000,000.00 EURChemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL 3,491,250.00 EURCidron Ollopa BV - Facility B1 CIDRON_OLLOPA 9,666,031.75 EURCidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 1,333,968.25 EURCoherent Holding Gmbh - Euro Term Loan COHERENTH_TLB 6,163,917.91 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 4,882,035.61 EURColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 3,910,000.00 EURConstantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A 6,960,876.37 EURConstantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A 1,039,123.63 EURCool International Holding GMBH - Facility B1 COINTHGMBH_FB 3,347,604.88 EURCool International Holding GMBH - Facility B2 AHT_TLB 3,237,080.04 EURDelachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 1,459,112.38 EURDeoleo S.A. - First Lien Term Loan B Deoleo_FLTLB 13,000,000.00 EURDiaverum Sarl - Facility B DIAVERUM_SARL 4,500,000.00 EURDorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL 3,000,000.00 EUREircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL 4,000,000.00 EURElsan SAS - Facility B2 ELSANSAS_FAB2 8,000,000.00 EUREquinix Inc - Term B-2 Loan EQUINIX_INCTB 7,481,250.01 EURFinanciere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB 4,500,000.00 EURFinanciere Labeyrie Fine Foods - Term Loan B2 LX163674 417,582.42 EURFinanciere Verdi I SAS - New Facility B FINANCIEV_FLT 1,500,000.00 EURFlamingo LUX II - Senior Facility B FLAMINGO_SRFB 4,447,342.25 EUR


Jubilee CLO 2015-XV BV (b) Secured Senior PagePage 94

1

Security Security Id Principal BalanceGalileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 3,970,464.60 EURGalileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 4,529,535.40 EURGreenbird Holding B V - Facility B GREENBI_FAC B 5,000,000.00 EURGreeneden U.S. Holdings I, LLC - Additional Tranche B1 Euro Term Loan GREENE_DENATL 5,472,500.00 EURGVC Holdings Plc - Facility B GVCHOLDLC_TLB 2,000,000.00 EURHNVR Holdco Limited - Facility B HNVRHOL_FLTLB 2,954,693.88 EURHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 9,999,999.90 EURIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB 9,775,773.69 EURIneos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL 2,800,249.48 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B3 INFINITANED_B 5,000,000.00 EURInfor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL 1,496,250.00 EURInovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB 2,481,281.25 EURIntervias Finco Ltd - Facility D2 INTERVIAS_TL 6,000,000.00 EURIon Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL 2,862,757.49 EURJacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL 1,060,557.43 EURJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM 1,500,000.00 EURKlockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL 6,999,999.99 EURLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 1,582,417.58 EURLETO Gmbh - Unitranche Facility LETOGMBH_UNFA 743,091.96 EURLSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB 3,000,000.00 EURLSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 1,000,000.00 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 4,912,875.00 EURMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB 1,797,011.56 EURMiami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET 1,500,000.00 EURMisys Limited - First Lien Euro Term Loan MISYSLTD_EUTL 1,500,000.00 EURMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP 3,417,900.00 EURMustang Bidco Limited - Facility B MUSTANGIT_TLB 2,723,470.70 EURNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO 1,492,500.00 EURNetInvest Limited - Facility B Netinvest 5,000,000.00 EURNewCo Sab Bidco - Facility B NEWCOSAB_FB 2,500,000.00 EURNovacap Group Bidco - Facility B NOVACAP_FACB 1,000,000.00 EUROberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 2,678,700.36 EUROberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU 4,321,299.64 EURObol France 3 SAS - Facility B OBOLFRAN3_FAB 1,500,000.00 EURP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL 1,000,000.00 EURPatheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB 4,245,120.99 EURPetrus Bidco BV - Facility B LX165609 4,000,000.00 EURPremier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED 3,000,000.00 EURRedtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT 1,000,000.00 EURSam Bidco - Facility B3B SAMBIDCO_FB3B 337,318.67 EURSam Bidco - New Facility B3A SAMBDCONW_B3A 1,229,703.87 EURSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB 7,980,000.00 EURShilton Bidco Limited - Facility B1 SHILTON_BIDB1 1,500,000.00 EURSolera LLC - Euro Term Loan SOLERALLC_ETL 1,975,000.00 EURSpringer Science & Business Media Deutschland GMBH - Initial B11 Term Loan SPRINGER_SCIENCE 5,398,968.77 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 1,250,000.00 EURSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 625,000.00 EURSSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL 4,375,000.00 EURTackle Sarl - New Facility B TACKLESAL_TLB 5,000,000.00 EURTaghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR 1,500,000.00 EURTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE 2,000,000.00 EURTele Columbus AG - 2017 New Facility A TELECOLUMBUSA 3,500,000.00 EURTFL International GmbH - Consideration Notes TFL_CNotes 1,952,643.51 EURTMF Group Holding BV - Facility B TMFGROUP_FLTB 2,500,000.00 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 1,500,000.00 EURUfinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 5,000,000.00 EUR



2

Security Security Id Principal BalanceUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 2,166,902.32 EURUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB 7,500,000.00 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 5,000,000.00 EURUnivar USA Inc - Initial Euro Term Loan UNIVARUS_IETL 1,630,000.00 EURWatson Bidco BV - Facility B WATSNBIDCO_TL 4,000,000.00 EURWowMidco SAS - Facility B2 WOWMIDC_FACB2 2,000,000.00 EURWP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB 1,500,000.00 EURZF Bidco - Senior Facility B PROSOLG_FLTLB 5,500,000.00 EURZiggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF 10,000,000.00 EUR



3


(c) Unsecured Senior Obligations, Second Lien Loans, Mezzanine Obligations and High Yield BondsRe

port S

umma

ry


PASS<= 10.0%% of ACBexD


6,000,000.00 EUR

Security Security IDAssetType Security Level

RateOption Is Mezzanine

Is SecondLien

Is HighYield Principal Balance

Boparan Finance Plc - 4.375% - 07/2021 XS1082473395 Bond Senior Unsecured Fixed No No No 4,500,000.00 EURDiaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL Loan Senior Unsecured Float No Yes No 1,500,000.00 EUR


Jubilee CLO 2015-XV BV (c) Unsecured Senior PagePage 97

1


(e) Highest Single Obligor - Unsecured Senior Obligations, Second Lien Loans, Mezzanine Obligationsand High Yield Bonds

Repo

rt Sum

mary




4,500,000.00 EUR

Issuer Principal BalanceBoparan Finance Plc 4,500,000.00 EUR


Jubilee CLO 2015-XV BV (e) Highest Single PagePage 98

1


(f) ParticipationsRe

port S

umma

ry




0.00 EUR

No records matched the report criteria or there is no data available.


Jubilee CLO 2015-XV BV (f) Participations PagePage 99

1

(g) CCC Obligations - S&PRe

port S

umma

ry




13,000,000.00 EUR

Security Security IdS&PRating Principal Balance

Deoleo S.A. - First Lien Term Loan B Deoleo_FLTLB CCC+ 13,000,000.00 EUR


Jubilee CLO 2015-XV BV (g) CCC Obligations PagePage 100

1


(h) Caa Obligations - MoodyRe

port S

umma

ry




13,000,000.00 EUR

Security Security IdMoodyRating Principal Balance

Deoleo S.A. - First Lien Term Loan B Deoleo_FLTLB Caa1 13,000,000.00 EUR


Jubilee CLO 2015-XV BV (h) Caa Obligations PagePage 101

1


(i) Fixed Rate Collateral Debt ObligationsRe

port S

umma

ry




9,000,000.00 EUR

Security Security Id Principal BalanceBoparan Finance Plc - 4.375% - 07/2021 XS1082473395 4,500,000.00 EURFederal Mogul Holding C - 4.875% - 04/2022 XS1587905727 700,000.00 EURIneos Finance PLC - 4% - 05/2023 XS1117296209 2,000,000.00 EURUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 1,800,000.00 EUR


Jubilee CLO 2015-XV BV (i) Fixed Rate PagePage 102

1


(j) Current Pay ObligationsRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (j) Current Pay PagePage 103

1

(k) Revolving Obligations and/or Delayed Drawdown Collateral ObligationsRe

port S

umma

ry




1,677,758.62 EUR

Security Security ID Facility Type Par Amount Outstanding Unfunded Amount Principal BalanceArtemis - Unitranche Unfunded ARTEMIS_UNF Delayed Drawdown 427,758.62 EUR 0.00 EUR 427,758.62 EUR 427,758.62 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 Delayed Drawdown 1,250,000.00 EUR 0.00 EUR 1,250,000.00 EUR 1,250,000.00 EUR


Jubilee CLO 2015-XV BV (k) Revolving Obligations Page 104

1

1,677,758.62 EUR 0.00 EUR 1,677,758.62 EUR 1,677,758.62 EURGrand Total

(l-i) Corporate Rescue LoansRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (l-i) Corporate Rescue PagePage 105

1

(l-ii) Highest Single Obligor of Corporate Rescue LoansRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (l-ii) Highest Single PagePage 106

1

6th Highest Single ObligorRe

port S

umma

ry




9,999,999.90 EUR

Issuer Principal BalanceHorizon Holdings III 9,999,999.90 EUR


Jubilee CLO 2015-XV BV 6th Highest Single PagePage 107

1


Highest Single ObligorRe

port S

umma

ry




13,000,000.00 EUR

Issuer Principal BalanceDeoleo S.A. 13,000,000.00 EUR


Jubilee CLO 2015-XV BV Highest Single Obligor PagePage 108

1


(m-i) PIK Securities that are RestructuredRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (m-i) PIK Securities PagePage 109

1

(m-ii) PIK Securities that are not Restructured



Jubilee CLO 2015-XV BV (m-ii) PIK Securities PagePage 110

1

(n) Cov-Lite LoansRe

port S

umma

ry




18,535,135.55 EUR

Security Security IdIs CovLite Principal Balance

Boparan Finance Plc - 4.375% - 07/2021 XS1082473395 Yes 4,500,000.00 EURDelachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 Yes 1,459,112.38 EURIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUT

BYes 9,775,773.69 EUR

Ineos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL

Yes 2,800,249.48 EUR


Jubilee CLO 2015-XV BV (n) Cov-Lite Loans PagePage 111

1


(o) loans originated by the Investment ManagerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (o) loans originated PagePage 112

1

(p-i) Obligors - Domiciled in country rated below Aa3 By MoodyRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (p-i) Obligors - PagePage 113

1

(p-ii) Obligors - Domiciled in country rated below A3 By MoodyRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (p-ii) Obligors - PagePage 114

1

(p-iii) Obligors - Domiciled in country rated below Baa3 By MoodyRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (p-iii) Obligors - PagePage 115

1

(q) Obligors - Domiciled in country rated below A- By S&PRe

port S

umma

ry




26,951,705.44 EUR

Affilliation Issuer Asset CountryCountryRating

Rating AgencyConfirmationfrom S&P Principal Balance

Deoleo S.A. Deoleo S.A. First Lien Term Loan B Spain BBB+ No 13,000,000.00 EURDorna Sports SL Dorna Sports SL B2 Euro Term Loan Spain BBB+ No 3,000,000.00 EURGuala Closures SPA Guala Closures SPA Float - 11/2021 Italy BBB No 400,000.00 EURHNVR Holdco Limited HNVR Holdco Limited Facility B Spain BBB+ No 2,954,693.88 EURMemora Servicios Funeraios, SLU Memora Servicios Funeraios, SLU Term Loan B Spain BBB+ No 1,797,011.56 EURNUOVO TRASPORTO VIAGGIAT NUOVO TRASPORTO VIAGGIAT Float - 06/2023 Italy BBB No 800,000.00 EURUfinet Telecom Holding SLU Ufinet Telecom Holding SLU Facility B2 Spain BBB+ No 5,000,000.00 EUR


Jubilee CLO 2015-XV BV (q) Obligors - PagePage 116

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(r-i) Highest Single S&P Industry CategoryRe

port S

umma

ry




53,817,448.39 EUR

Industry Principal BalanceChemical/plastics 53,817,448.39 EUR


Jubilee CLO 2015-XV BV (r-i) Highest Single PagePage 117

1


(r-ii) 2nd Highest Single S&P Industry CategoryRe

port S

umma

ry




45,251,817.67 EUR

Industry Principal BalanceHealth care 45,251,817.67 EUR


Jubilee CLO 2015-XV BV (r-ii) 2nd Highest PagePage 118

1


(r-iii) 6th Highest Single S&P Industry CategoryRe

port S

umma

ry




25,931,527.18 EUR

Industry Principal BalanceFinancial Intermediaries 25,931,527.18 EUR


Jubilee CLO 2015-XV BV (r-iii) 6th Highest PagePage 119

1


(s)(i) Moody's Aggregate Third Party Credit Exposure Rated Aaa or LowerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(i) Moody's Aggregate Page 120

1

(s)(iii) Moody Aggregate Third Party Credit Exposure Rated Aa2 or LowerRe

port S

umma

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0.00 EUR



Jubilee CLO 2015-XV BV (s)(iii) Moody Aggregate Page 121

1

(s)(ii) Moody Aggregate Third Party Credit Exposure Rated Aa1 or LowerRe

port S

umma

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0.00 EUR



Jubilee CLO 2015-XV BV (s)(ii) Moody Aggregate PagePage 122

1

(s)(iv) Moody Aggregate Third Party Credit Exposure Rated Aa3 or LowerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(iv) Moody Aggregate Page 123

1

(s)(v) Moody Aggregate Third Party Credit Exposure Rated A1 or LowerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(v) Moody Aggregate PagePage 124

1

(s)(vi) Moody Aggregate Third Party Credit Exposure Rated A2/P-1 or LowerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(vi) Moody Aggregate Page 125

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(s)(vii) Moody Aggregate Third Party Credit Exposure rated A2 or lower and not short term rating of P-1Re

port S

umma

ry


PASS= 0.0%% of ACBexD


0.00 EUR



Jubilee CLO 2015-XV BV (s)(vii) Moody Aggregate Page 126

1

(s)(i) Moody Individual Third Party Credit Exposure Rated AaaRe

port S

umma

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0.00 EUR



Jubilee CLO 2015-XV BV (s)(i) Moody Individual PagePage 127

1

(s)(ii) Moody Individual Third Party Credit Exposure Rated Aa1Re

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(ii) Moody Individual PagePage 128

1

(s)(iii) Moody Individual Third Party Credit Exposure Rated Aa2Re

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(iii) Moody Individual PagePage 129

1

(s)(iv) Moody Individual Third Party Credit Exposure Rated Aa3Re

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(iv) Moody Individual PagePage 130

1

(s)(v) Moody Individual Third Party Credit Exposure Rated A1Re

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(v) Moody Individual PagePage 131

1

(s)(vii) Moody Individual Third Party Credit Exposure rated A2 or lower and not short term rating of P-1Re

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(vii) Moody Individual Page 132

1

(s)(vi) Moody Individual Third Party Credit Exposure Rated A2 and with Short Term Rating P-1Re

port S

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0.00 EUR



Jubilee CLO 2015-XV BV (s)(vi) Moody Individual PagePage 133

1

(s)(i) S&P Aggregate Third Party Credit Exposure Rated AAA or LowerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(i) S&P Aggregate PagePage 134

1

(s)(ii) S&P Aggregate Third Party Credit Exposure Rated AA+ or LowerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(ii) S&P Aggregate PagePage 135

1

(s)(iii) S&P Aggregate Third Party Credit Exposure Rated AA or LowerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(iii) S&P Aggregate PagePage 136

1

(s)(iv) S&P Aggregate Third Party Credit Exposure Rated AA- or LowerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(iv) S&P Aggregate PagePage 137

1

(s)(v) S&P Aggregate Third Party Credit Exposure Rated A+ or LowerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(v) S&P Aggregate PagePage 138

1

(s)(vi) S&P Aggregate Third Party Credit Exposure Rated A/A-1 or LowerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(vi) S&P Aggregate PagePage 139

1

(s)(vii) S&P Aggregate Third Party Credit Exposure Rated A- or LowerRe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(vii) S&P Aggregate PagePage 140

1

(s)(i) S&P Individual Third Party Credit Exposure Rated AAARe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(i) S&P Individual PagePage 141

1

(s)(ii) S&P Individual Third Party Credit Exposure Rated AA+Re

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(ii) S&P Individual PagePage 142

1

(s)(iii) S&P Individual Third Party Credit Exposure Rated AARe

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(iii) S&P Individual PagePage 143

1

(s)(iv) S&P Individual Third Party Credit Exposure Rated AA-Re

port S

umma

ry




0.00 EUR



Jubilee CLO 2015-XV BV (s)(iv) S&P Individual PagePage 144

1

(s)(v) S&P Individual Third Party Credit Exposure Rated A+Re

port S

umma

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0.00 EUR



Jubilee CLO 2015-XV BV (s)(v) S&P Individual PagePage 145

1

(s)(vi) S&P Individual Third Party Credit Exposure Rated A and with Short Term Rating A-1Re

port S

umma

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0.00 EUR



Jubilee CLO 2015-XV BV (s)(vi) S&P Individual PagePage 146

1

(s)(vii) S&P Individual Third Party Credit Exposure Rated A- or LowerRe

port S

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0.00 EUR



Jubilee CLO 2015-XV BV (s)(vii) S&P Individual PagePage 147

1

(t) Obligations whose Moody’s Rating is derived from an S&P RatingRe

port S

umma

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0.00 EUR



Jubilee CLO 2015-XV BV (t) Obligations whose PagePage 148

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(u) Obligations whose S&P Rating is derived from a Moody’s RatingRe

port S

umma

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0.00 EUR



Jubilee CLO 2015-XV BV (u) Obligations whose PagePage 149

1

(v) Non-Euro ObligationsRe

port S

umma

ry




3,417,900.00 EUR

Security Security Id Principal BalanceMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP 3,417,900.00 EUR


Jubilee CLO 2015-XV BV (v) Non-Euro Obligations Page 150

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(w) Annual ObligationsRe

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0.00 EUR



Jubilee CLO 2015-XV BV (w) Annual Obligations PagePage 151

1

(x) Aggregate Collateral Balance of Obligations issued by Obligors with total potential indebtedness >=75m and < 150m

Repo

rt Sum

mary




7,628,137.10 EUR

Security Issue Size Principal BalanceDelachaux S.A. - Railtech International S.A. 100,052,925.59 EUR 1,459,112.38 EURConstantia Flexibles Gmbh 83,000,000.00 EUR 1,039,123.63 EURSam Bidco 86,138,469.88 EUR 337,318.67 EURFinanciere Labeyrie Fine Foods 95,000,000.00 EUR 417,582.42 EURSSCP Eleanor Finance S.A.R.L 105,000,000.00 EUR 4,375,000.00 EUR


Jubilee CLO 2015-XV BV (x) Aggregate Collateral PagePage 152

1


(y) Aggregate Collateral Balance of Obligations issued by Obligors with total potential indebtedness <200m

Repo

rt Sum

mary




23,697,276.67 EUR

Security Issue Size Principal BalanceNUOVO TRASPORTO VIAGGIAT 55,000,000.00 EUR 800,000.00 EURTFL International GmbH 32,486,964.25 EUR 1,952,643.51 EURMustang Bidco Limited 160,000,000.00 EUR 2,723,470.70 EURDelachaux S.A. - Railtech International S.A. 100,052,925.59 EUR 1,459,112.38 EURNovacap 15,860,368.53 EUR 1,000,000.00 EURConstantia Flexibles Gmbh 83,000,000.00 EUR 1,039,123.63 EURAmplitude Surgical 65,000,000.00 EUR 2,500,000.00 EURSam Bidco 86,138,469.88 EUR 337,318.67 EURAlpha BidCo SAS - Dutch Topco 179,550,000.00 EUR 300,125.37 EURDiaverum Holding SARL 160,000,000.00 EUR 1,500,000.00 EURMotor Fuel Group 3,987,550.00 EUR 3,417,900.00 EURFinanciere Labeyrie Fine Foods 95,000,000.00 EUR 417,582.42 EURSSCP Eleanor Finance S.A.R.L 105,000,000.00 EUR 4,375,000.00 EURSSCP Eleanor Finance S.A.R.L 15,000,000.00 EUR 625,000.00 EURSSCP Eleanor Finance S.A.R.L 30,000,000.00 EUR 1,250,000.00 EUR


Jubilee CLO 2015-XV BV (y) Aggregate Collateral PagePage 153

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Event of Default part (iv) TestAggregate Principal Balance of CDO's (excl Defaulted Obligations) 409,541,445.04 EURPrincipal and Unused Proceeds Account 30,051,022.10 EURMarket Value of Defaulted Securities 0.00 EUR

Total 439,592,467.14 EUR

Divided By: Principal Amount Outstanding of Class A Notes 252,750,000.00 EUR


Jubilee CLO 2015-XV BV Event of Default PagePage 154

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Cov-Lite Loans - for S&P recovery rate testRe

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0.00 EUR



Jubilee CLO 2015-XV BV Cov-Lite Loans - PagePage 155

1

Frequency Switch EventHas Frequency Switch Event occured? NoDate of Frequency Switch Event NA


Jubilee CLO 2015-XV BV Frequency Switch Event Page 156

1

Lesser of APB (no defaults) and Reinvestment Target Par BalanceLesser of APB (no defaults) and Reinvestment Target Par Balance 409,541,445.04 EUR


Jubilee CLO 2015-XV BV Lesser of APB PagePage 157

1

Liquidity FacilityLiquidity Facility Beginning Balances: 0.00 EUR

Report Begin Date 14-Jul-2017Liquidity Facility Available Amount 0.00 EURLiquidity Facility Drawn Amount 0.00 EURLiquidity Facility Undrawn Amount 0.00 EUR

Liquidity Facility Ending Balances: 0.00 EURReport End Date 15-Aug-2017Liquidity Facility Available Amount 0.00 EURLiquidity Facility Drawn Amount 0.00 EURLiquidity Facility Undrawn Amount 0.00 EUR


Jubilee CLO 2015-XV BV Liquidity Facility PagePage 158

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Obligations whose S&P Rating is derived from a Moody’s RatingRe

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APB incl Default CollValue SP Requirement

PASS<= 10.0%% of ACBDCV


0.00 EUR



Jubilee CLO 2015-XV BV Obligations whose S&P PagePage 159

1

Cashflow Summary - Traded Balances

Security Transaction Type Security IDTransaction

Date Transaction Amount Account BalanceJUBILEE 2015 XV INTEREST EUR A/C

Beginning Balance 13-Jul-2017 1,518,875.54 EUR 1,518,875.54 EURAI Garden BV - Mediq BV - Facility B2 Interest LX127506 17-Jul-2017 5,980.72 EUR 1,524,856.26 EURNetInvest Limited - Facility B Interest Netinvest 17-Jul-2017 16,666.67 EUR 1,541,522.93 EURUPCB Finance IV LTD - 4% - 01/2027 Interest XS1117297603 17-Jul-2017 36,000.00 EUR 1,577,522.93 EURDiaverum Sarl - Facility B Interest DIAVERUM_SARL 18-Jul-2017 373.54 EUR 1,577,896.47 EURDiaverum Sarl - Facility B Interest DIAVERUM_SARL 18-Jul-2017 2,470.21 EUR 1,580,366.68 EURKerneos Tech Group SAS - Floating - 03/2021 Interest XS1040429455 18-Jul-2017 22,856.57 EUR 1,603,223.25 EURWatson Bidco BV - Facility B Interest WATSNBIDCO_TL 19-Jul-2017 11,666.67 EUR 1,614,889.92 EURUMV Global Foods Company Ltd. - Facility B2A Interest UMVGLBLFD_FB2 20-Jul-2017 7,819.75 EUR 1,622,709.66 EURMiami Escrow Borrower LLC - Euro Tranche Term Loan Interest MIAMESCROW_ET 21-Jul-2017 3,500.00 EUR 1,626,209.66 EURTackle Sarl - New Facility B Waiver Fee TACKLESAL_TLB 21-Jul-2017 12,500.00 EUR 1,638,709.66 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan Interest COLMIFLIG_IET 24-Jul-2017 27,778.79 EUR 1,666,488.46 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan Interest COLMIFLIG_IET 24-Jul-2017 4,107.90 EUR 1,670,596.36 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan Interest COLMIFLIG_IET 24-Jul-2017 14,390.94 EUR 1,684,987.29 EURColouroz Midco - Euro Term B-3 Loan Interest COLOURFG_ETB3 24-Jul-2017 37,063.54 EUR 1,722,050.83 EUR

Executed FX from EUR to USD @ 1.1638140000 25-Jul-2017 (11.81 EUR) 1,722,039.02 EURAllnex SARL - Tranche B-1 Term Loan Interest ALNXSARL_TRB1 25-Jul-2017 40,768.32 EUR 1,762,807.34 EURDiaverum Sarl - Facility B Interest DIAVERUM_SARL 25-Jul-2017 2,470.21 EUR 1,765,277.55 EURDiaverum Sarl - Facility B Interest DIAVERUM_SARL 25-Jul-2017 373.54 EUR 1,765,651.09 EUR

BNY Mellon Negative interest on Deposite invoice no 270-1486804 26-Jul-2017 (14,529.52 EUR) 1,751,121.57 EURVerisure Holding AB - Facility B1E Delayed Compensation VERISURE_FLT 28-Jul-2017 (5,597.22 EUR) 1,745,524.35 EURVerisure Holding AB - Facility B1E Cost of Carry VERISURE_FLT 28-Jul-2017 (665.17 EUR) 1,744,859.18 EUR

TMF Group PFIC statement 2016 invoice no 91005744 31-Jul-2017 (19,965.00 EUR) 1,724,894.18 EURAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH- Facility B

Interest AENVAHDRGN_FB 31-Jul-2017 21,238.19 EUR 1,746,132.37 EUR

Aenova Holding GmbH - Facility B Interest AENOVAHLDG_FB 31-Jul-2017 97,764.94 EUR 1,843,897.32 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl -Facility B

Interest AENVASWSCP_FB 31-Jul-2017 12,938.61 EUR 1,856,835.92 EUR


Interest TEMLRPHRMA_FB 31-Jul-2017 1,159.32 EUR 1,857,995.25 EUR



AI Garden BV - Mediq BV - Facility B2 Interest LX127506 31-Jul-2017 2,616.57 EUR 1,864,594.08 EURAmplitude Surgical - Term Loan Interest AMPLID_SURGIC 31-Jul-2017 10,763.89 EUR 1,875,357.97 EURBaring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV - First Lien Initial Euro Term Loan

Interest BARINGSTIP_TL 31-Jul-2017 25,381.32 EUR 1,900,739.29 EUR

Big White Acquico Gmbh - Facility B Interest BIGWHACG_FACB 31-Jul-2017 845.33 EUR 1,901,584.62 EURBig White Acquico Gmbh - Facility B Interest BIGWHACG_FACB 31-Jul-2017 509.78 EUR 1,902,094.40 EURBig White Acquico Gmbh - Facility B Interest BIGWHACG_FACB 31-Jul-2017 2,304.61 EUR 1,904,399.01 EURCDS Holdco III BV - Facility B Commitment Interest CDS_HOLDCOIII 31-Jul-2017 12,190.69 EUR 1,916,589.70 EURCidron Ollopa BV - Facility B1 Interest CIDRON_OLLOPA 31-Jul-2017 7,497.35 EUR 1,924,087.05 EURCidron Ollopa BV - Facility B1 Interest CIDRON_OLLOPA 31-Jul-2017 15,330.47 EUR 1,939,417.52 EURCidron Ollopa BV - Facility B1 Interest CIDRON_OLLOPA 31-Jul-2017 2,677.44 EUR 1,942,094.96 EURCidron Ollopa BV - Facility B1 Interest CIDRON_OLLOPA 31-Jul-2017 88,070.61 EUR 2,030,165.57 EURCidron Ollopa BV - Facility B2 Interest SUNMEDINC_TLB2 31-Jul-2017 15,674.13 EUR 2,045,839.70 EURElsan SAS - Facility B2 Ticking Fee ELSANSAS_FAB2 31-Jul-2017 37,812.50 EUR 2,083,652.20 EURIneos Finance PLC - New 2022 Euro Term Loan Interest INEOSFNC_EUTB 31-Jul-2017 27,358.59 EUR 2,111,010.79 EURIntervias Finco Ltd - Facility D2 Interest INTERVIAS_TL 31-Jul-2017 49,333.33 EUR 2,160,344.12 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan Interest MADRMDFUN_EC4 31-Jul-2017 17,979.76 EUR 2,178,323.88 EURMustang Bidco Limited - Facility B Interest MUSTANGIT_TLB 31-Jul-2017 9,380.84 EUR 2,187,704.72 EUROptima Sub Finco Limited - Term Facility B2 (Eur) Interest EUROGARAG_TLB 31-Jul-2017 16,666.67 EUR 2,204,371.39 EUR


Jubilee CLO 2015-XV BV Cashflow Summary - PagePage 160

1


Date Transaction Amount Account BalanceRedtop Acquisitions Limited - Initial Euro Term Loan (First Lien) Interest RDTPACQ_FLEUT 31-Jul-2017 10,444.44 EUR 2,214,815.83 EURSFR Group SA - Refinancing Term Loan B11 Interest YPSOSFRGR_TLB 31-Jul-2017 15,196.51 EUR 2,230,012.34 EURSFR Group SA - Refinancing Term Loan B11 Interest YPSOSFRGR_TLB 31-Jul-2017 42,803.49 EUR 2,272,815.83 EURTele Columbus AG - 2017 New Facility A Interest TELECOLUMBUSA 31-Jul-2017 29,701.39 EUR 2,302,517.22 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 Interest TRIOMTER_BIC3 31-Jul-2017 114.48 EUR 2,302,631.70 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 Interest TRIOMTER_BIC3 31-Jul-2017 11,635.52 EUR 2,314,267.22 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) Interest UNTIV_FACB1 31-Jul-2017 13,308.08 EUR 2,327,575.30 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) Interest UNTIV_FACB1 31-Jul-2017 4,990.53 EUR 2,332,565.83 EURWowMidco SAS - Facility B2 Interest WOWMIDC_FACB2 31-Jul-2017 13,200.64 EUR 2,345,766.47 EURWowMidco SAS - Facility B2 Interest WOWMIDC_FACB2 31-Jul-2017 13,463.79 EUR 2,359,230.26 EURWowMidco SAS - Facility B2 Interest WOWMIDC_FACB2 31-Jul-2017 12,553.16 EUR 2,371,783.42 EURWowMidco SAS - Facility B2 Interest WOWMIDC_FACB2 31-Jul-2017 361.07 EUR 2,372,144.49 EURWowMidco SAS - Facility B2 Interest WOWMIDC_FACB2 31-Jul-2017 3,157.46 EUR 2,375,301.94 EURAI Garden BV - Mediq BV - Facility B2 Interest LX127506 01-Aug-2017 186.90 EUR 2,375,488.84 EURBISOHO SAS - Float - 05/2022 Interest XS1405782662 01-Aug-2017 12,266.67 EUR 2,387,755.51 EUR

TMF Group managing directors fee and ECB repoting fee from12th july to 11 july 2018 invoice no 91005622

02-Aug-2017 (17,485.05 EUR) 2,370,270.46 EUR

Jacobs Douwe Egberts Holdings BV - Term Loan B - EUR Interest JACOBS_EURTBL 03-Aug-2017 7,453.36 EUR 2,377,723.82 EURHorizon Holdings II SAS - Facility B4 Interest HORIZONHII_B4 04-Aug-2017 32,500.00 EUR 2,410,223.82 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV -Facility B3

Interest INFINITANED_B 07-Aug-2017 36,674.42 EUR 2,446,898.24 EUR

Infinitas Learning Holding B.V - Infinitas Learning Netherlands BV -Facility B3




Infinitas Learning Holding BV - Infinitas Learning Netherlands BV -Retired - Facility B2

Interest INNETHERB_FB2 07-Aug-2017 44,093.75 EUR 2,504,317.57 EUR



SSCP Eleanor Finance S.A.R.L - Acquisition Facility Offset Interest SIBLULTDACQ_FAC 07-Aug-2017 (13,875.85 EUR) 2,499,472.97 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility Interest SIBLULTDACQ_FAC 07-Aug-2017 4,882.81 EUR 2,504,355.79 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility Interest SIBLULTDACQ_FAC 07-Aug-2017 3,208.33 EUR 2,507,564.12 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility Interest SIBLULTDACQ_FAC 07-Aug-2017 1,783.85 EUR 2,509,347.97 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility Interest SIBLULTDACQ_FAC 07-Aug-2017 1,410.37 EUR 2,510,758.35 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility Interest SIBLULTDACQ_FAC 07-Aug-2017 2,590.49 EUR 2,513,348.84 EURSSCP Eleanor Finance S.A.R.L - Unitranche Facility Offset Interest SIBLULTDUNITRANCHE 07-Aug-2017 (24,609.38 EUR) 2,488,739.46 EURSSCP Eleanor Finance S.A.R.L - Unitranche Facility Interest SIBLULTDUNITRANCHE 07-Aug-2017 24,609.38 EUR 2,513,348.84 EURGreeneden U.S. Holdings I, LLC - Additional Tranche B1 EuroTerm Loan

Interest GREENE_DENATL 09-Aug-2017 30,402.78 EUR 2,543,751.61 EUR

Verisure Holding AB - Retired Facility B1C Interest VERISURE_FLTL 10-Aug-2017 12,625.00 EUR 2,556,376.61 EURZF Bidco - Senior Facility B Interest PROSOLG_FLTLB 10-Aug-2017 50,600.30 EUR 2,606,976.91 EURZF Bidco - Senior Facility B Interest PROSOLG_FLTLB 10-Aug-2017 5,621.92 EUR 2,612,598.84 EUREircom Finco S.a.r.l - 2017 Term Loan B Interest EIRCOMFI_FLTL 11-Aug-2017 11,194.44 EUR 2,623,793.28 EUREquinix Inc - Term B-2 Loan Interest EQUINIX_INCTB 15-Aug-2017 31,067.97 EUR 2,654,861.25 EURGuala Closures SPA - Float - 11/2021 Interest XS1516322465 15-Aug-2017 4,855.56 EUR 2,659,716.81 EURZiggo Secured Finance Partnership - Term Loan F Interest ZIGGO_SECURF 15-Aug-2017 140,833.33 EUR 2,800,550.14 EUR

2,800,550.14 EURJUBILEE 2015 XV INTEREST EUR A/C SubtotalJUBILEE 2015 XV INTEREST GBP A/C

Beginning Balance 13-Jul-2017 46,104.14 EUR 46,104.14 EUR46,104.14 EURJUBILEE 2015 XV INTEREST GBP A/C Subtotal

JUBILEE 2015 XV INTEREST USD A/CBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EURExecuted FX from EUR to USD @ 1.1638140000 25-Jul-2017 12.06 EUR 12.06 EURMarkit Invoice for Sub- Trade Fee no NL0M0003Q120170721 25-Jul-2017 (12.06 EUR) 0.00 EUR



2


Date Transaction Amount Account Balance

0.00 EURJUBILEE 2015 XV INTEREST USD A/C SubtotalJUBILEE 2015 EXPENSE RESERVE ACC EUR

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 EXPENSE RESERVE ACC EUR Subtotal

JUBILEE 2015 EXPENSE RESERVE ACC GBPBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR

0.00 EURJUBILEE 2015 EXPENSE RESERVE ACC GBP SubtotalJUBILEE 2015 EXPENSE RESERVE ACC USD

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 EXPENSE RESERVE ACC USD Subtotal

JUBILEE 2015 FIRST PERIOD RSRVE ACC EURBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR

0.00 EURJUBILEE 2015 FIRST PERIOD RSRVE ACC EUR SubtotalJUBILEE 2015 FIRST PERIOD RSRVE ACC GBP

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 FIRST PERIOD RSRVE ACC GBP Subtotal

JUBILEE 2015 PAYMENT ACCOUNT EURBeginning Balance 13-Jul-2017 22,537.55 EUR 22,537.55 EURBNY Mellon Custody Fee Invoice no 270-1487573 26-Jul-2017 (5,634.38 EUR) 16,903.17 EURBNY Mellon Administration Fee Invoice no 539-16758 26-Jul-2017 (16,903.13 EUR) 0.04 EUR

0.04 EURJUBILEE 2015 PAYMENT ACCOUNT EUR SubtotalJUBILEE 2015 PAYMENT ACCOUNT GBP

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 PAYMENT ACCOUNT GBP Subtotal

JUBILEE 2015 PAYMENT ACCOUNT USDBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EURReinvestment income 31-Jul-2017 0.02 EUR 0.02 EUR

0.02 EURJUBILEE 2015 PAYMENT ACCOUNT USD SubtotalJUBILEE 2015 UNUSED PROCEEDS ACC EUR

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 UNUSED PROCEEDS ACC EUR Subtotal

JUBILEE 2015 UNUSED PROCEEDS ACC GBPBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR

0.00 EURJUBILEE 2015 UNUSED PROCEEDS ACC GBP SubtotalJUBILEE 2015 UNUSED PROCEEDS ACC USD

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 UNUSED PROCEEDS ACC USD Subtotal

JUBILEE 2015 XV PRINCIPAL EUR A/CBeginning Balance 13-Jul-2017 44,989,860.23 EUR 44,989,860.23 EUR

Kerneos Tech Group SAS - Floating - 03/2021 Redemption XS1040429455 18-Jul-2017 3,960,000.00 EUR 48,949,860.23 EUR



3


Date Transaction Amount Account BalanceWP/AV CH Holdings III BV - Facility B Loan Upfront Fee (Buy) AVALOQ_GRTRLB 19-Jul-2017 7,500.00 EUR 48,957,360.23 EURWP/AV CH Holdings III BV - Facility B Loan Principal (Buy) AVALOQ_GRTRLB 19-Jul-2017 (1,500,000.00 EUR) 47,457,360.23 EURUMV Global Foods Company Ltd. - Facility B2A Unscheduled Paydown UMVGLBLFD_FB2 20-Jul-2017 335,416.69 EUR 47,792,776.92 EURKlockner Pentaplast of America Inc - Euro Term Loan Upfront Fee (Buy) KLOCKNEP_FLTL 26-Jul-2017 21,390.32 EUR 47,814,167.24 EURKlockner Pentaplast of America Inc - Euro Term Loan Principal (Buy) KLOCKNEP_FLTL 26-Jul-2017 (2,139,031.50 EUR) 45,675,135.74 EURUnited Group BV - Float - 07/2023 Buy XS1647816823 27-Jul-2017 (5,000,000.00 EUR) 40,675,135.74 EURElsan SAS - Facility B2 Principal (Buy) ELSANSAS_FAB2 28-Jul-2017 (3,000,000.00 EUR) 37,675,135.74 EURFinanciere Labeyrie Fine Foods - Term Loan B2 Upfront Fee (Buy) LX163674 28-Jul-2017 2,087.91 EUR 37,677,223.65 EURFinanciere Labeyrie Fine Foods - Term Loan B2 Principal (Buy) LX163674 28-Jul-2017 (417,582.42 EUR) 37,259,641.23 EURVerisure Holding AB - Facility B1E Upfront Fee (Sale) VERISURE_FLT 28-Jul-2017 3,100.00 EUR 37,262,741.23 EURVerisure Holding AB - Facility B1E Principal (Sale) VERISURE_FLT 28-Jul-2017 1,000,000.00 EUR 38,262,741.23 EURVerisure Holding AB - Facility B1E Assignment Fee VERISURE_FLT 28-Jul-2017 (1,900.00 EUR) 38,260,841.23 EURPetrus Bidco BV - Facility B Principal (Buy) LX165609 31-Jul-2017 (4,000,000.00 EUR) 34,260,841.23 EURSFR Group SA - Refinancing Term Loan B11 Paydown YPSOSFRGR_TLB 31-Jul-2017 5,240.17 EUR 34,266,081.40 EURSFR Group SA - Refinancing Term Loan B11 Paydown YPSOSFRGR_TLB 31-Jul-2017 14,759.83 EUR 34,280,841.23 EURShilton Bidco Limited - Facility B1 Principal (Buy) SHILTON_BIDB1 31-Jul-2017 (1,500,000.00 EUR) 32,780,841.23 EURAI Garden BV - Mediq BV - Facility B2 Unscheduled Paydown LX127506 01-Aug-2017 1,495,180.87 EUR 34,276,022.10 EURPremier Lotteries Ireland DAC - Term Loan B Principal (Buy) PREMLOTTI_RED 02-Aug-2017 (3,000,000.00 EUR) 31,276,022.10 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 *** Transfer *** Unfunded Balance SSCP_ACQUIFA2 07-Aug-2017 (1,250,000.00 EUR) 30,026,022.10 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 Upfront Fee (Buy) SSCP_ACQUIFA2 07-Aug-2017 25,000.00 EUR 30,051,022.10 EUR

30,051,022.10 EURJUBILEE 2015 XV PRINCIPAL EUR A/C SubtotalJUBILEE 2015 XV PRINCIPAL GBP A/C

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 XV PRINCIPAL GBP A/C Subtotal

JUBILEE 2015 XV PRINCIPAL USD A/CBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR

0.00 EURJUBILEE 2015 XV PRINCIPAL USD A/C SubtotalJUBILEE CLO 2015-XV B.V. -UNFUNDED REVOLVER RES ACC

Beginning Balance 13-Jul-2017 427,758.62 EUR 427,758.62 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 *** Transfer *** Unfunded Balance SSCP_ACQUIFA2 07-Aug-2017 1,250,000.00 EUR 1,677,758.62 EUR

1,677,758.62 EURJUBILEE CLO 2015-XV B.V. -UNFUNDED REVOLVER RES ACC Subtotal



4

Cashflow Summary - Settled Balances


Date Transaction Amount Account BalanceJUBILEE 2015 XV INTEREST EUR A/C

Beginning Balance 13-Jul-2017 1,518,875.54 EUR 1,518,875.54 EURAI Garden BV - Mediq BV - Facility B2 Interest LX127506 17-Jul-2017 5,980.72 EUR 1,524,856.26 EURNetInvest Limited - Facility B Interest Netinvest 17-Jul-2017 16,666.67 EUR 1,541,522.93 EURUPCB Finance IV LTD - 4% - 01/2027 Interest XS1117297603 17-Jul-2017 36,000.00 EUR 1,577,522.93 EURDiaverum Sarl - Facility B Interest DIAVERUM_SARL 18-Jul-2017 373.54 EUR 1,577,896.47 EURDiaverum Sarl - Facility B Interest DIAVERUM_SARL 18-Jul-2017 2,470.21 EUR 1,580,366.68 EURKerneos Tech Group SAS - Floating - 03/2021 Interest XS1040429455 18-Jul-2017 22,856.57 EUR 1,603,223.25 EURWatson Bidco BV - Facility B Interest WATSNBIDCO_TL 19-Jul-2017 11,666.67 EUR 1,614,889.92 EURUMV Global Foods Company Ltd. - Facility B2A Interest UMVGLBLFD_FB2 20-Jul-2017 7,819.75 EUR 1,622,709.66 EURMiami Escrow Borrower LLC - Euro Tranche Term Loan Interest MIAMESCROW_ET 21-Jul-2017 3,500.00 EUR 1,626,209.66 EURTackle Sarl - New Facility B Waiver Fee TACKLESAL_TLB 21-Jul-2017 12,500.00 EUR 1,638,709.66 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan Interest COLMIFLIG_IET 24-Jul-2017 27,778.79 EUR 1,666,488.46 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan Interest COLMIFLIG_IET 24-Jul-2017 4,107.90 EUR 1,670,596.36 EURColouroz Investment 1 GMBH - New First Lien Initial Term Loan Interest COLMIFLIG_IET 24-Jul-2017 14,390.94 EUR 1,684,987.29 EURColouroz Midco - Euro Term B-3 Loan Interest COLOURFG_ETB3 24-Jul-2017 37,063.54 EUR 1,722,050.83 EUR

Executed FX from EUR to USD @ 1.1638140000 25-Jul-2017 (11.81 EUR) 1,722,039.02 EURAllnex SARL - Tranche B-1 Term Loan Interest ALNXSARL_TRB1 25-Jul-2017 40,768.32 EUR 1,762,807.34 EURDiaverum Sarl - Facility B Interest DIAVERUM_SARL 25-Jul-2017 2,470.21 EUR 1,765,277.55 EURDiaverum Sarl - Facility B Interest DIAVERUM_SARL 25-Jul-2017 373.54 EUR 1,765,651.09 EUR

BNY Mellon Negative interest on Deposite invoice no 270-1486804 26-Jul-2017 (14,529.52 EUR) 1,751,121.57 EURVerisure Holding AB - Facility B1E Delayed Compensation VERISURE_FLT 28-Jul-2017 (5,597.22 EUR) 1,745,524.35 EURVerisure Holding AB - Facility B1E Cost of Carry VERISURE_FLT 28-Jul-2017 (665.17 EUR) 1,744,859.18 EUR

TMF Group PFIC statement 2016 invoice no 91005744 31-Jul-2017 (19,965.00 EUR) 1,724,894.18 EURAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH- Facility B

Interest AENVAHDRGN_FB 31-Jul-2017 21,238.19 EUR 1,746,132.37 EUR

Aenova Holding GmbH - Facility B Interest AENOVAHLDG_FB 31-Jul-2017 97,764.94 EUR 1,843,897.32 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl -Facility B

Interest AENVASWSCP_FB 31-Jul-2017 12,938.61 EUR 1,856,835.92 EUR





AI Garden BV - Mediq BV - Facility B2 Interest LX127506 31-Jul-2017 2,616.57 EUR 1,864,594.08 EURAmplitude Surgical - Term Loan Interest AMPLID_SURGIC 31-Jul-2017 10,763.89 EUR 1,875,357.97 EURBaring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV - First Lien Initial Euro Term Loan

Interest BARINGSTIP_TL 31-Jul-2017 25,381.32 EUR 1,900,739.29 EUR

Big White Acquico Gmbh - Facility B Interest BIGWHACG_FACB 31-Jul-2017 845.33 EUR 1,901,584.62 EURBig White Acquico Gmbh - Facility B Interest BIGWHACG_FACB 31-Jul-2017 509.78 EUR 1,902,094.40 EURBig White Acquico Gmbh - Facility B Interest BIGWHACG_FACB 31-Jul-2017 2,304.61 EUR 1,904,399.01 EURCDS Holdco III BV - Facility B Commitment Interest CDS_HOLDCOIII 31-Jul-2017 12,190.69 EUR 1,916,589.70 EURCidron Ollopa BV - Facility B1 Interest CIDRON_OLLOPA 31-Jul-2017 7,497.35 EUR 1,924,087.05 EURCidron Ollopa BV - Facility B1 Interest CIDRON_OLLOPA 31-Jul-2017 15,330.47 EUR 1,939,417.52 EURCidron Ollopa BV - Facility B1 Interest CIDRON_OLLOPA 31-Jul-2017 2,677.44 EUR 1,942,094.96 EURCidron Ollopa BV - Facility B1 Interest CIDRON_OLLOPA 31-Jul-2017 88,070.61 EUR 2,030,165.57 EURCidron Ollopa BV - Facility B2 Interest SUNMEDINC_TLB2 31-Jul-2017 15,674.13 EUR 2,045,839.70 EURElsan SAS - Facility B2 Ticking Fee ELSANSAS_FAB2 31-Jul-2017 37,812.50 EUR 2,083,652.20 EURIneos Finance PLC - New 2022 Euro Term Loan Interest INEOSFNC_EUTB 31-Jul-2017 27,358.59 EUR 2,111,010.79 EURIntervias Finco Ltd - Facility D2 Interest INTERVIAS_TL 31-Jul-2017 49,333.33 EUR 2,160,344.12 EURMacdermid Funding LLC - Euro Tranche C-4 Term Loan Interest MADRMDFUN_EC4 31-Jul-2017 17,979.76 EUR 2,178,323.88 EURMustang Bidco Limited - Facility B Interest MUSTANGIT_TLB 31-Jul-2017 9,380.84 EUR 2,187,704.72 EUROptima Sub Finco Limited - Term Facility B2 (Eur) Interest EUROGARAG_TLB 31-Jul-2017 16,666.67 EUR 2,204,371.39 EUR



1


Date Transaction Amount Account BalanceRedtop Acquisitions Limited - Initial Euro Term Loan (First Lien) Interest RDTPACQ_FLEUT 31-Jul-2017 10,444.44 EUR 2,214,815.83 EURSFR Group SA - Refinancing Term Loan B11 Interest YPSOSFRGR_TLB 31-Jul-2017 15,196.51 EUR 2,230,012.34 EURSFR Group SA - Refinancing Term Loan B11 Interest YPSOSFRGR_TLB 31-Jul-2017 42,803.49 EUR 2,272,815.83 EURTele Columbus AG - 2017 New Facility A Interest TELECOLUMBUSA 31-Jul-2017 29,701.39 EUR 2,302,517.22 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 Interest TRIOMTER_BIC3 31-Jul-2017 114.48 EUR 2,302,631.70 EURTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 Interest TRIOMTER_BIC3 31-Jul-2017 11,635.52 EUR 2,314,267.22 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) Interest UNTIV_FACB1 31-Jul-2017 13,308.08 EUR 2,327,575.30 EURUnit 4 Sweden Holding AB - Facility B1 (EUR) Interest UNTIV_FACB1 31-Jul-2017 4,990.53 EUR 2,332,565.83 EURWowMidco SAS - Facility B2 Interest WOWMIDC_FACB2 31-Jul-2017 13,200.64 EUR 2,345,766.47 EURWowMidco SAS - Facility B2 Interest WOWMIDC_FACB2 31-Jul-2017 13,463.79 EUR 2,359,230.26 EURWowMidco SAS - Facility B2 Interest WOWMIDC_FACB2 31-Jul-2017 12,553.16 EUR 2,371,783.42 EURWowMidco SAS - Facility B2 Interest WOWMIDC_FACB2 31-Jul-2017 361.07 EUR 2,372,144.49 EURWowMidco SAS - Facility B2 Interest WOWMIDC_FACB2 31-Jul-2017 3,157.46 EUR 2,375,301.94 EURAI Garden BV - Mediq BV - Facility B2 Interest LX127506 01-Aug-2017 186.90 EUR 2,375,488.84 EURBISOHO SAS - Float - 05/2022 Interest XS1405782662 01-Aug-2017 12,266.67 EUR 2,387,755.51 EUR

TMF Group managing directors fee and ECB repoting fee from12th july to 11 july 2018 invoice no 91005622

02-Aug-2017 (17,485.05 EUR) 2,370,270.46 EUR

Jacobs Douwe Egberts Holdings BV - Term Loan B - EUR Interest JACOBS_EURTBL 03-Aug-2017 7,453.36 EUR 2,377,723.82 EURHorizon Holdings II SAS - Facility B4 Interest HORIZONHII_B4 04-Aug-2017 32,500.00 EUR 2,410,223.82 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV -Facility B3










SSCP Eleanor Finance S.A.R.L - Acquisition Facility Offset Interest SIBLULTDACQ_FAC 07-Aug-2017 (13,875.85 EUR) 2,499,472.97 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility Interest SIBLULTDACQ_FAC 07-Aug-2017 4,882.81 EUR 2,504,355.79 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility Interest SIBLULTDACQ_FAC 07-Aug-2017 3,208.33 EUR 2,507,564.12 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility Interest SIBLULTDACQ_FAC 07-Aug-2017 1,783.85 EUR 2,509,347.97 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility Interest SIBLULTDACQ_FAC 07-Aug-2017 1,410.37 EUR 2,510,758.35 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility Interest SIBLULTDACQ_FAC 07-Aug-2017 2,590.49 EUR 2,513,348.84 EURSSCP Eleanor Finance S.A.R.L - Unitranche Facility Offset Interest SIBLULTDUNITRANCHE 07-Aug-2017 (24,609.38 EUR) 2,488,739.46 EURSSCP Eleanor Finance S.A.R.L - Unitranche Facility Interest SIBLULTDUNITRANCHE 07-Aug-2017 24,609.38 EUR 2,513,348.84 EURGreeneden U.S. Holdings I, LLC - Additional Tranche B1 EuroTerm Loan

Interest GREENE_DENATL 09-Aug-2017 30,402.78 EUR 2,543,751.61 EUR

Verisure Holding AB - Retired Facility B1C Interest VERISURE_FLTL 10-Aug-2017 12,625.00 EUR 2,556,376.61 EURZF Bidco - Senior Facility B Interest PROSOLG_FLTLB 10-Aug-2017 50,600.30 EUR 2,606,976.91 EURZF Bidco - Senior Facility B Interest PROSOLG_FLTLB 10-Aug-2017 5,621.92 EUR 2,612,598.84 EUREircom Finco S.a.r.l - 2017 Term Loan B Interest EIRCOMFI_FLTL 11-Aug-2017 11,194.44 EUR 2,623,793.28 EUREquinix Inc - Term B-2 Loan Interest EQUINIX_INCTB 15-Aug-2017 31,067.97 EUR 2,654,861.25 EURGuala Closures SPA - Float - 11/2021 Interest XS1516322465 15-Aug-2017 4,855.56 EUR 2,659,716.81 EURZiggo Secured Finance Partnership - Term Loan F Interest ZIGGO_SECURF 15-Aug-2017 140,833.33 EUR 2,800,550.14 EUR

2,800,550.14 EURJUBILEE 2015 XV INTEREST EUR A/C SubtotalJUBILEE 2015 XV INTEREST GBP A/C

Beginning Balance 13-Jul-2017 46,104.14 EUR 46,104.14 EUR46,104.14 EURJUBILEE 2015 XV INTEREST GBP A/C Subtotal

JUBILEE 2015 XV INTEREST USD A/CBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR

0.00 EURJUBILEE 2015 XV INTEREST USD A/C Subtotal



2


Date Transaction Amount Account BalanceJUBILEE 2015 EXPENSE RESERVE ACC EUR

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 EXPENSE RESERVE ACC EUR Subtotal

JUBILEE 2015 EXPENSE RESERVE ACC GBPBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR

0.00 EURJUBILEE 2015 EXPENSE RESERVE ACC GBP SubtotalJUBILEE 2015 EXPENSE RESERVE ACC USD

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 EXPENSE RESERVE ACC USD Subtotal

JUBILEE 2015 FIRST PERIOD RSRVE ACC EURBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR

0.00 EURJUBILEE 2015 FIRST PERIOD RSRVE ACC EUR SubtotalJUBILEE 2015 FIRST PERIOD RSRVE ACC GBP

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 FIRST PERIOD RSRVE ACC GBP Subtotal

JUBILEE 2015 PAYMENT ACCOUNT EURBeginning Balance 13-Jul-2017 22,537.55 EUR 22,537.55 EURBNY Mellon Custody Fee Invoice no 270-1487573 26-Jul-2017 (5,634.38 EUR) 16,903.17 EURBNY Mellon Administration Fee Invoice no 539-16758 26-Jul-2017 (16,903.13 EUR) 0.04 EUR

0.04 EURJUBILEE 2015 PAYMENT ACCOUNT EUR SubtotalJUBILEE 2015 PAYMENT ACCOUNT GBP

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 PAYMENT ACCOUNT GBP Subtotal

JUBILEE 2015 PAYMENT ACCOUNT USDBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EURReinvestment income 31-Jul-2017 0.02 EUR 0.02 EUR

0.02 EURJUBILEE 2015 PAYMENT ACCOUNT USD SubtotalJUBILEE 2015 UNUSED PROCEEDS ACC EUR

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 UNUSED PROCEEDS ACC EUR Subtotal

JUBILEE 2015 UNUSED PROCEEDS ACC GBPBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR

0.00 EURJUBILEE 2015 UNUSED PROCEEDS ACC GBP SubtotalJUBILEE 2015 UNUSED PROCEEDS ACC USD

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 UNUSED PROCEEDS ACC USD Subtotal

JUBILEE 2015 XV PRINCIPAL EUR A/CBeginning Balance 13-Jul-2017 44,989,860.23 EUR 44,989,860.23 EUR

Kerneos Tech Group SAS - Floating - 03/2021 Redemption XS1040429455 18-Jul-2017 3,960,000.00 EUR 48,949,860.23 EURWP/AV CH Holdings III BV - Facility B Loan Upfront Fee (Buy) AVALOQ_GRTRLB 19-Jul-2017 7,500.00 EUR 48,957,360.23 EURWP/AV CH Holdings III BV - Facility B Loan Principal (Buy) AVALOQ_GRTRLB 19-Jul-2017 (1,500,000.00 EUR) 47,457,360.23 EUR



3


Date Transaction Amount Account BalanceUMV Global Foods Company Ltd. - Facility B2A Unscheduled Paydown UMVGLBLFD_FB2 20-Jul-2017 335,416.69 EUR 47,792,776.92 EURKlockner Pentaplast of America Inc - Euro Term Loan Upfront Fee (Buy) KLOCKNEP_FLTL 26-Jul-2017 21,390.32 EUR 47,814,167.24 EURKlockner Pentaplast of America Inc - Euro Term Loan Principal (Buy) KLOCKNEP_FLTL 26-Jul-2017 (2,139,031.50 EUR) 45,675,135.74 EURUnited Group BV - Float - 07/2023 Buy XS1647816823 27-Jul-2017 (5,000,000.00 EUR) 40,675,135.74 EURFinanciere Labeyrie Fine Foods - Term Loan B2 Upfront Fee (Buy) LX163674 28-Jul-2017 2,087.91 EUR 40,677,223.65 EURFinanciere Labeyrie Fine Foods - Term Loan B2 Principal (Buy) LX163674 28-Jul-2017 (417,582.42 EUR) 40,259,641.23 EURVerisure Holding AB - Facility B1E Upfront Fee (Sale) VERISURE_FLT 28-Jul-2017 3,100.00 EUR 40,262,741.23 EURVerisure Holding AB - Facility B1E Principal (Sale) VERISURE_FLT 28-Jul-2017 1,000,000.00 EUR 41,262,741.23 EURVerisure Holding AB - Facility B1E Assignment Fee VERISURE_FLT 28-Jul-2017 (1,900.00 EUR) 41,260,841.23 EURElsan SAS - Facility B2 Principal (Buy) ELSANSAS_FAB2 31-Jul-2017 (3,000,000.00 EUR) 38,260,841.23 EURPetrus Bidco BV - Facility B Principal (Buy) LX165609 31-Jul-2017 (4,000,000.00 EUR) 34,260,841.23 EURSFR Group SA - Refinancing Term Loan B11 Paydown YPSOSFRGR_TLB 31-Jul-2017 5,240.17 EUR 34,266,081.40 EURSFR Group SA - Refinancing Term Loan B11 Paydown YPSOSFRGR_TLB 31-Jul-2017 14,759.83 EUR 34,280,841.23 EURShilton Bidco Limited - Facility B1 Principal (Buy) SHILTON_BIDB1 31-Jul-2017 (1,500,000.00 EUR) 32,780,841.23 EURAI Garden BV - Mediq BV - Facility B2 Unscheduled Paydown LX127506 01-Aug-2017 1,495,180.87 EUR 34,276,022.10 EURPremier Lotteries Ireland DAC - Term Loan B Principal (Buy) PREMLOTTI_RED 02-Aug-2017 (3,000,000.00 EUR) 31,276,022.10 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 *** Transfer *** Unfunded Balance SSCP_ACQUIFA2 07-Aug-2017 (1,250,000.00 EUR) 30,026,022.10 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 Upfront Fee (Buy) SSCP_ACQUIFA2 09-Aug-2017 25,000.00 EUR 30,051,022.10 EUR

30,051,022.10 EURJUBILEE 2015 XV PRINCIPAL EUR A/C SubtotalJUBILEE 2015 XV PRINCIPAL GBP A/C

Beginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR0.00 EURJUBILEE 2015 XV PRINCIPAL GBP A/C Subtotal

JUBILEE 2015 XV PRINCIPAL USD A/CBeginning Balance 13-Jul-2017 0.00 EUR 0.00 EUR

0.00 EURJUBILEE 2015 XV PRINCIPAL USD A/C SubtotalJUBILEE CLO 2015-XV B.V. -UNFUNDED REVOLVER RES ACC

Beginning Balance 13-Jul-2017 427,758.62 EUR 427,758.62 EURSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 *** Transfer *** Unfunded Balance SSCP_ACQUIFA2 07-Aug-2017 1,250,000.00 EUR 1,677,758.62 EUR

1,677,758.62 EURJUBILEE CLO 2015-XV B.V. -UNFUNDED REVOLVER RES ACC Subtotal



4

Portfolio Assets - Asset Swap Transactions

DescriptionAsset SwapCounterpartyMoody Rating

Asset SwapCounterparty SPRating

InitialExchange Date

FinalExchange

Date Principal BalanceCurrency ofAsset

JP Morgan SecuritiesMotor Fuel Group - Term Loan Eur/ Swap Aa2 A+ 16-Jun-2017 18-Jul-2022 3,417,900.00 EUR GBP

3,417,900.00 EURJP Morgan Securities Subtotal



1


Portfolio Assets - CDO's that became Defaulted /Deferred/Exchanged Equity Securities since the last Report




1

Portfolio Assets - Collateral Debt Obligations that pay interest semi-annually

Security Security ID FrequencyCouponType Principal Balance

Albea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS Semi-Annual Float 10,531.61 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS Semi-Annual Float 27,009.44 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS Semi-Annual Float 29,712.22 EURAlbea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS Semi-Annual Float 3,932,746.73 EURBoparan Finance Plc - 4.375% - 07/2021 XS1082473395 Semi-Annual Fixed 4,500,000.00 EURDiaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL Semi-Annual Float 1,500,000.00 EURDorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL Semi-Annual Float 3,000,000.00 EURFederal Mogul Holding C - 4.875% - 04/2022 XS1587905727 Semi-Annual Fixed 700,000.00 EURGalileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 Semi-Annual Float 3,970,464.60 EURGalileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 Semi-Annual Float 4,529,535.40 EURGVC Holdings Plc - Facility B GVCHOLDLC_TLB Semi-Annual Float 2,000,000.00 EURHNVR Holdco Limited - Facility B HNVRHOL_FLTLB Semi-Annual Float 2,954,693.88 EURHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 Semi-Annual Float 9,999,999.90 EURIneos Finance PLC - 4% - 05/2023 XS1117296209 Semi-Annual Fixed 2,000,000.00 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B3 INFINITANED_B Semi-Annual Float 581,395.35 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B3 INFINITANED_B Semi-Annual Float 751,162.79 EURInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B3 INFINITANED_B Semi-Annual Float 3,667,441.86 EURObol France 3 SAS - Facility B OBOLFRAN3_FAB Semi-Annual Float 1,500,000.00 EURTaghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR Semi-Annual Float 1,500,000.00 EURTele Columbus AG - 2017 New Facility A TELECOLUMBUSA Semi-Annual Float 3,500,000.00 EURUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB Semi-Annual Float 7,500,000.00 EURUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 Semi-Annual Fixed 1,800,000.00 EURZiggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF Semi-Annual Float 10,000,000.00 EUR



1


Portfolio Assets - Collateral Enhancement Obligations




1

Portfolio Assets - Committed Trades




1

Portfolio Assets - Country InformationRe

port S

umma

ry

Aggregate PrinicpalBalance % of APB

100.0000%409,541,445.04 EURReport Total

409,541,445.04 EUR

Security Security IDCountryRatingMoody

CountryRatingS&P

S&P CountryTier Principal Balance % of APB

AustriaConstantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A Aaa AA+ S&P Group B 6,960,876.37 EUR 1.6997%Constantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A Aaa AA+ S&P Group B 1,039,123.63 EUR 0.2537%Cool International Holding GMBH - Facility B1 COINTHGMBH_FB Aaa AA+ S&P Group B 3,347,604.88 EUR 0.8174%Cool International Holding GMBH - Facility B2 AHT_TLB Aaa AA+ S&P Group B 3,237,080.04 EUR 0.7904%

14,584,684.92 EURAustria SubtotalFrance

Alpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 Aa2 AA S&P Group C 300,125.37 EUR 0.0733%Alpha Bidco SAS - Facility B1 AlphaBidco_TL Aa2 AA S&P Group C 699,874.63 EUR 0.1709%Amplitude Surgical - Term Loan AMPLID_SURGIC Aa2 AA S&P Group C 2,500,000.00 EUR 0.6104%BISOHO SAS - Float - 05/2022 XS1405782662 Aa2 AA S&P Group C 800,000.00 EUR 0.1953%Cab & Bio Lam LCD - Facility B LX164386 Aa2 AA S&P Group C 1,500,000.00 EUR 0.3663%Ceva Sante Animale - Facility B2 CEVASANAN_FLTB Aa2 AA S&P Group C 3,000,000.00 EUR 0.7325%Delachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 Aa2 AA S&P Group C 1,459,112.38 EUR 0.3563%Elsan SAS - Facility B2 ELSANSAS_FAB2 Aa2 AA S&P Group C 8,000,000.00 EUR 1.9534%Financiere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB Aa2 AA S&P Group C 4,500,000.00 EUR 1.0988%Financiere Labeyrie Fine Foods - Term Loan B2 LX163674 Aa2 AA S&P Group C 417,582.42 EUR 0.1020%Financiere Verdi I SAS - New Facility B FINANCIEV_FLT Aa2 AA S&P Group C 1,500,000.00 EUR 0.3663%Flamingo LUX II - Senior Facility B FLAMINGO_SRFB Aa2 AA S&P Group C 4,447,342.25 EUR 1.0859%Horizon Holdings II SAS - Facility B4 HORIZONHII_B4 Aa2 AA S&P Group C 9,999,999.90 EUR 2.4418%NewCo Sab Bidco - Facility B NEWCOSAB_FB Aa2 AA S&P Group C 2,500,000.00 EUR 0.6104%Novacap Group Bidco - Facility B NOVACAP_FACB Aa2 AA S&P Group C 1,000,000.00 EUR 0.2442%Oberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 Aa2 AA S&P Group C 2,678,700.36 EUR 0.6541%Oberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU Aa2 AA S&P Group C 4,321,299.64 EUR 1.0552%Obol France 3 SAS - Facility B OBOLFRAN3_FAB Aa2 AA S&P Group C 1,500,000.00 EUR 0.3663%Promontoria Mcs SAS - Float - 09/2021 XS1496169001 Aa2 AA S&P Group C 200,000.00 EUR 0.0488%Sam Bidco - Facility B3B SAMBIDCO_FB3B Aa2 AA S&P Group C 337,318.67 EUR 0.0824%Sam Bidco - New Facility B3A SAMBDCONW_B3A Aa2 AA S&P Group C 1,229,703.87 EUR 0.3003%SFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB Aa2 AA S&P Group C 7,980,000.00 EUR 1.9485%SSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 Aa2 AA S&P Group C 1,250,000.00 EUR 0.3052%SSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI Aa2 AA S&P Group C 625,000.00 EUR 0.1526%SSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL Aa2 AA S&P Group C 4,375,000.00 EUR 1.0683%Technicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE Aa2 AA S&P Group C 2,000,000.00 EUR 0.4884%WowMidco SAS - Facility B2 WOWMIDC_FACB2 Aa2 AA S&P Group C 2,000,000.00 EUR 0.4884%ZF Bidco - Senior Facility B PROSOLG_FLTLB Aa2 AA S&P Group C 5,500,000.00 EUR 1.3430%

76,621,059.49 EURFrance SubtotalGermany

Aenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH - Facility B AENVAHDRGN_FB Aaa AAA S&P Group B 1,626,755.22 EUR 0.3972%Aenova Holding GmbH - Facility B AENOVAHLDG_FB Aaa AAA S&P Group B 7,488,378.64 EUR 1.8285%



1


CountryRatingS&P


Aenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl - Facility B AENVASWSCP_FB Aaa AAA S&P Group B 991,042.29 EUR 0.2420%Aenova Holding GMBH - Temmler Pharma GMBH & Co. KG - Facility B TEMLRPHRMA_FB Aaa AAA S&P Group B 393,823.85 EUR 0.0962%APCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB Aaa AAA S&P Group B 2,000,000.00 EUR 0.4884%Artemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - Unitranche Facility ARTLKONEGMBHF Aaa AAA S&P Group B 1,571,925.28 EUR 0.3838%Artemis - Lichtblick Kontaktlinsen Wirges GmbH - Unitranche Facility ATLIKONWGMBH Aaa AAA S&P Group B 257,224.14 EUR 0.0628%Artemis - Unitranche Unfunded ARTEMIS_UNF Aaa AAA S&P Group B 427,758.62 EUR 0.1044%Auris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 Aaa AAA S&P Group B 4,887,783.57 EUR 1.1935%Beteiligungsgesellschaft Fur Pensionsgelder Und Andere Institutionelle Mittel In Europa Sarl - Facility B AMEOSKLI_FLT Aaa AAA S&P Group B 1,000,000.00 EUR 0.2442%Big White Acquico Gmbh - Facility B BIGWHACG_FACB Aaa AAA S&P Group B 1,000,000.00 EUR 0.2442%Coherent Holding Gmbh - Euro Term Loan COHERENTH_TLB Aaa AAA S&P Group B 6,163,917.91 EUR 1.5051%Colouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET Aaa AAA S&P Group B 4,882,035.61 EUR 1.1921%Colouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 Aaa AAA S&P Group B 3,910,000.00 EUR 0.9547%GALAPAGOS SA - Floating - 06/2021 XS1071411547 Aaa AAA S&P Group B 5,643,000.00 EUR 1.3779%Ineos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL Aaa AAA S&P Group B 2,800,249.48 EUR 0.6838%Jade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM Aaa AAA S&P Group B 1,500,000.00 EUR 0.3663%LETO Gmbh - Unitranche Facility LETOGMBH_UNFA Aaa AAA S&P Group B 743,091.96 EUR 0.1814%P&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL Aaa AAA S&P Group B 1,000,000.00 EUR 0.2442%Springer Science & Business Media Deutschland GMBH - Initial B11 Term Loan SPRINGER_SCIENCE Aaa AAA S&P Group B 5,398,968.77 EUR 1.3183%Tackle Sarl - New Facility B TACKLESAL_TLB Aaa AAA S&P Group B 5,000,000.00 EUR 1.2209%Tele Columbus AG - 2017 New Facility A TELECOLUMBUSA Aaa AAA S&P Group B 3,500,000.00 EUR 0.8546%TFL International GmbH - Consideration Notes TFL_CNotes Aaa AAA S&P Group B 1,952,643.51 EUR 0.4768%Trionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 Aaa AAA S&P Group B 1,500,000.00 EUR 0.3663%UPCB Finance IV LTD - 4% - 01/2027 XS1117297603 Aaa AAA S&P Group B 1,800,000.00 EUR 0.4395%

67,438,598.85 EURGermany SubtotalIreland

Eircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL Aa1 A+ S&P Group A 4,000,000.00 EUR 0.9767%Ion Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL Aa1 A+ S&P Group A 2,862,757.49 EUR 0.6990%Premier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED Aa1 A+ S&P Group A 3,000,000.00 EUR 0.7325%

9,862,757.49 EURIreland SubtotalItaly

Guala Closures SPA - Float - 11/2021 XS1516322465 Aa2 BBB S&P Group C 400,000.00 EUR 0.0977%NUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 Aa2 BBB S&P Group C 800,000.00 EUR 0.1953%

1,200,000.00 EURItaly SubtotalLuxembourg

Albea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS Aaa AAA S&P Group B 4,000,000.00 EUR 0.9767%Allnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 Aaa AAA S&P Group B 4,962,500.00 EUR 1.2117%CDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII Aaa AAA S&P Group B 4,044,836.84 EUR 0.9877%Galileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 Aaa AAA S&P Group B 3,970,464.60 EUR 0.9695%Galileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 Aaa AAA S&P Group B 4,529,535.40 EUR 1.1060%GARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 Aaa AAA S&P Group B 6,000,000.00 EUR 1.4651%LSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB Aaa AAA S&P Group B 3,000,000.00 EUR 0.7325%Misys Limited - First Lien Euro Term Loan MISYSLTD_EUTL Aaa AAA S&P Group B 1,500,000.00 EUR 0.3663%

32,007,336.84 EURLuxembourg SubtotalNetherlands

Baring Private Equity Asia VI Holding (1) Limited - Stiphout Finance BV - First Lien Initial Euro Term Loan BARINGSTIP_TL Aaa AAA S&P Group A 7,368,769.69 EUR 1.7993%Cidron Ollopa BV - Facility B1 CIDRON_OLLOPA Aaa AAA S&P Group A 9,666,031.75 EUR 2.3602%Cidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 Aaa AAA S&P Group A 1,333,968.25 EUR 0.3257%Greenbird Holding B V - Facility B GREENBI_FAC B Aaa AAA S&P Group A 5,000,000.00 EUR 1.2209%Infinitas Learning Holding B.V - Infinitas Learning Netherlands BV - Facility B3 INFINITANED_B Aaa AAA S&P Group A 5,000,000.00 EUR 1.2209%



2


CountryRatingS&P


Jacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL Aaa AAA S&P Group A 1,060,557.43 EUR 0.2590%NEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO Aaa AAA S&P Group A 1,492,500.00 EUR 0.3644%Patheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB Aaa AAA S&P Group A 4,245,120.99 EUR 1.0366%Petrus Bidco BV - Facility B LX165609 Aaa AAA S&P Group A 4,000,000.00 EUR 0.9767%TMF Group Holding BV - Facility B TMFGROUP_FLTB Aaa AAA S&P Group A 2,500,000.00 EUR 0.6104%Unit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 Aaa AAA S&P Group A 5,000,000.00 EUR 1.2209%United Group BV - Float - 07/2023 XS1647816823 Aaa AAA S&P Group A 5,000,000.00 EUR 1.2209%Watson Bidco BV - Facility B WATSNBIDCO_TL Aaa AAA S&P Group A 4,000,000.00 EUR 0.9767%WP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB Aaa AAA S&P Group A 1,500,000.00 EUR 0.3663%Ziggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF Aaa AAA S&P Group A 10,000,000.00 EUR 2.4418%

67,166,948.12 EURNetherlands SubtotalSpain

Deoleo S.A. - First Lien Term Loan B Deoleo_FLTLB Aa2 BBB+ S&P Group C 13,000,000.00 EUR 3.1743%Dorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL Aa2 BBB+ S&P Group C 3,000,000.00 EUR 0.7325%HNVR Holdco Limited - Facility B HNVRHOL_FLTLB Aa2 BBB+ S&P Group C 2,954,693.88 EUR 0.7215%Memora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB Aa2 BBB+ S&P Group C 1,797,011.56 EUR 0.4388%Ufinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 Aa2 BBB+ S&P Group C 5,000,000.00 EUR 1.2209%

25,751,705.44 EURSpain SubtotalSweden

Diaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL Aaa AAA S&P Group A 1,500,000.00 EUR 0.3663%Diaverum Sarl - Facility B DIAVERUM_SARL Aaa AAA S&P Group A 4,500,000.00 EUR 1.0988%Unilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB Aaa AAA S&P Group A 7,500,000.00 EUR 1.8313%

13,500,000.00 EURSweden SubtotalUnited Kingdom

Boparan Finance Plc - 4.375% - 07/2021 XS1082473395 Aa1 AAA S&P Group A 4,500,000.00 EUR 1.0988%Equinix Inc - Term B-2 Loan EQUINIX_INCTB Aa1 AAA S&P Group A 7,481,250.01 EUR 1.8267%GVC Holdings Plc - Facility B GVCHOLDLC_TLB Aa1 AAA S&P Group A 2,000,000.00 EUR 0.4884%Ineos Finance PLC - 4% - 05/2023 XS1117296209 Aa1 AAA S&P Group A 2,000,000.00 EUR 0.4884%Ineos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB Aa1 AAA S&P Group A 9,775,773.69 EUR 2.3870%Inovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB Aa1 AAA S&P Group A 2,481,281.25 EUR 0.6059%Intervias Finco Ltd - Facility D2 INTERVIAS_TL Aa1 AAA S&P Group A 6,000,000.00 EUR 1.4651%Labeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 Aa1 AAA S&P Group A 1,582,417.58 EUR 0.3864%LSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 Aa1 AAA S&P Group A 1,000,000.00 EUR 0.2442%Motor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP Aa1 AAA S&P Group A 3,417,900.00 EUR 0.8346%Mustang Bidco Limited - Facility B MUSTANGIT_TLB Aa1 AAA S&P Group A 2,723,470.70 EUR 0.6650%NetInvest Limited - Facility B Netinvest Aa1 AAA S&P Group A 5,000,000.00 EUR 1.2209%New Look Secured Issuer - Float - 07/2022 XS1248517341 Aa1 AAA S&P Group A 9,000,000.00 EUR 2.1976%Redtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT Aa1 AAA S&P Group A 1,000,000.00 EUR 0.2442%Shilton Bidco Limited - Facility B1 SHILTON_BIDB1 Aa1 AAA S&P Group A 1,500,000.00 EUR 0.3663%UMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 Aa1 AAA S&P Group A 2,166,902.32 EUR 0.5291%

61,628,995.55 EURUnited Kingdom SubtotalUnited States

Aruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 Aaa AA+ S&P Group B 8,101,483.37 EUR 1.9782%Cabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 Aaa AA+ S&P Group B 2,000,000.00 EUR 0.4884%Chemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL Aaa AA+ S&P Group B 3,491,250.00 EUR 0.8525%Federal Mogul Holding C - 4.875% - 04/2022 XS1587905727 Aaa AA+ S&P Group B 700,000.00 EUR 0.1709%Greeneden U.S. Holdings I, LLC - Additional Tranche B1 Euro Term Loan GREENE_DENATL Aaa AA+ S&P Group B 5,472,500.00 EUR 1.3363%Infor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL Aaa AA+ S&P Group B 1,496,250.00 EUR 0.3653%Klockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL Aaa AA+ S&P Group B 6,999,999.99 EUR 1.7092%



3


CountryRatingS&P


Macdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 Aaa AA+ S&P Group B 4,912,875.00 EUR 1.1996%Miami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET Aaa AA+ S&P Group B 1,500,000.00 EUR 0.3663%Solera LLC - Euro Term Loan SOLERALLC_ETL Aaa AA+ S&P Group B 1,975,000.00 EUR 0.4822%Taghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR Aaa AA+ S&P Group B 1,500,000.00 EUR 0.3663%Univar USA Inc - Initial Euro Term Loan UNIVARUS_IETL Aaa AA+ S&P Group B 1,630,000.00 EUR 0.3980%

39,779,358.36 EURUnited States Subtotal



4


Portfolio Assets - Defaulted Obligations




1

Portfolio Assets - Deferring Obligations




1

Portfolio Assets - Discount Obligations - New




1

Portfolio Assets - Exchanged Securities




1

Portfolio Assets - Industry Information - MoodyRe

port S

umma

ry


100.0000%409,541,445.04 EURReport Total

409,541,445.04 EUR

Security Security ID Principal Balance Moody Industry Description ACB %2

Federal Mogul Holding C - 4.875% - 04/2022 XS1587905727 700,000.00 EUR Automotive700,000.00 EUR 0.17%2 Subtotal

3Baring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV - First Lien Initial Euro Term Loan

BARINGSTIP_TL 7,368,769.69 EUR Banking, Finance, Insurance & Real Estate

Cabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 2,000,000.00 EUR Banking, Finance, Insurance & Real EstateGARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 6,000,000.00 EUR Banking, Finance, Insurance & Real EstateIon Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL 2,862,757.49 EUR Banking, Finance, Insurance & Real EstatePromontoria Mcs SAS - Float - 09/2021 XS1496169001 200,000.00 EUR Banking, Finance, Insurance & Real EstateTMF Group Holding BV - Facility B TMFGROUP_FLTB 2,500,000.00 EUR Banking, Finance, Insurance & Real Estate

20,931,527.18 EUR 5.11%3 Subtotal4

Boparan Finance Plc - 4.375% - 07/2021 XS1082473395 4,500,000.00 EUR Beverage, Food and TobaccoDeoleo S.A. - First Lien Term Loan B Deoleo_FLTLB 13,000,000.00 EUR Beverage, Food and TobaccoFinanciere Labeyrie Fine Foods - Term Loan B2 LX163674 417,582.42 EUR Beverage, Food and TobaccoJacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL 1,060,557.43 EUR Beverage, Food and TobaccoLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 1,582,417.58 EUR Beverage, Food and TobaccoUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 2,166,902.32 EUR Beverage, Food and TobaccoZF Bidco - Senior Facility B PROSOLG_FLTLB 5,500,000.00 EUR Beverage, Food and Tobacco

28,227,459.75 EUR 6.89%4 Subtotal5

Delachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 1,459,112.38 EUR Capital Equipment1,459,112.38 EUR 0.36%5 Subtotal

6Allnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 4,962,500.00 EUR Chemicals, Plastics and RubberAruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 8,101,483.37 EUR Chemicals, Plastics and RubberChemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL 3,491,250.00 EUR Chemicals, Plastics and RubberIneos Finance PLC - 4% - 05/2023 XS1117296209 2,000,000.00 EUR Chemicals, Plastics and RubberIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB 9,775,773.69 EUR Chemicals, Plastics and RubberIneos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL 2,800,249.48 EUR Chemicals, Plastics and RubberInovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB 2,481,281.25 EUR Chemicals, Plastics and RubberJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM 1,500,000.00 EUR Chemicals, Plastics and RubberMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 4,912,875.00 EUR Chemicals, Plastics and RubberNovacap Group Bidco - Facility B NOVACAP_FACB 1,000,000.00 EUR Chemicals, Plastics and RubberPetrus Bidco BV - Facility B LX165609 4,000,000.00 EUR Chemicals, Plastics and RubberUnivar USA Inc - Initial Euro Term Loan UNIVARUS_IETL 1,630,000.00 EUR Chemicals, Plastics and Rubber



1

Security Security ID Principal Balance Moody Industry Description ACB %

46,655,412.78 EUR 11.39%6 Subtotal7

Cool International Holding GMBH - Facility B1 COINTHGMBH_FB 3,347,604.88 EUR Construction & BuildingCool International Holding GMBH - Facility B2 AHT_TLB 3,237,080.04 EUR Construction & BuildingFinanciere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB 4,500,000.00 EUR Construction & BuildingFlamingo LUX II - Senior Facility B FLAMINGO_SRFB 4,447,342.25 EUR Construction & BuildingLSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB 3,000,000.00 EUR Construction & Building

18,532,027.17 EUR 4.53%7 Subtotal8

GALAPAGOS SA - Floating - 06/2021 XS1071411547 5,643,000.00 EUR Consumer Goods: DurableMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB 1,797,011.56 EUR Consumer Goods: DurableTFL International GmbH - Consideration Notes TFL_CNotes 1,952,643.51 EUR Consumer Goods: Durable

9,392,655.07 EUR 2.29%8 Subtotal9

Greenbird Holding B V - Facility B GREENBI_FAC B 5,000,000.00 EUR Consumer Goods: Non-durable5,000,000.00 EUR 1.22%9 Subtotal

10Albea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS 4,000,000.00 EUR Containers, Packaging and GlassConstantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A 6,960,876.37 EUR Containers, Packaging and GlassConstantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A 1,039,123.63 EUR Containers, Packaging and GlassGuala Closures SPA - Float - 11/2021 XS1516322465 400,000.00 EUR Containers, Packaging and GlassHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 9,999,999.90 EUR Containers, Packaging and GlassKlockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL 6,999,999.99 EUR Containers, Packaging and GlassTaghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR 1,500,000.00 EUR Containers, Packaging and Glass

30,899,999.89 EUR 7.55%10 Subtotal13

Shilton Bidco Limited - Facility B1 SHILTON_BIDB1 1,500,000.00 EUR Environmental IndustriesWatson Bidco BV - Facility B WATSNBIDCO_TL 4,000,000.00 EUR Environmental Industries

5,500,000.00 EUR 1.34%13 Subtotal15


AENVAHDRGN_FB 1,626,755.22 EUR Healthcare & Pharmaceuticals

Aenova Holding GmbH - Facility B AENOVAHLDG_FB 7,488,378.64 EUR Healthcare & PharmaceuticalsAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl -Facility B

AENVASWSCP_FB 991,042.29 EUR Healthcare & Pharmaceuticals


TEMLRPHRMA_FB 393,823.85 EUR Healthcare & Pharmaceuticals

Alpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 300,125.37 EUR Healthcare & PharmaceuticalsAlpha Bidco SAS - Facility B1 AlphaBidco_TL 699,874.63 EUR Healthcare & PharmaceuticalsAmplitude Surgical - Term Loan AMPLID_SURGIC 2,500,000.00 EUR Healthcare & PharmaceuticalsArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - UnitrancheFacility

ARTLKONEGMBHF 1,571,925.28 EUR Healthcare & Pharmaceuticals


ATLIKONWGMBH 257,224.14 EUR Healthcare & Pharmaceuticals

Artemis - Unitranche Unfunded ARTEMIS_UNF 427,758.62 EUR Healthcare & PharmaceuticalsAuris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 4,887,783.57 EUR Healthcare & PharmaceuticalsBeteiligungsgesellschaft Fur Pensionsgelder Und AndereInstitutionelle Mittel In Europa Sarl - Facility B

AMEOSKLI_FLT 1,000,000.00 EUR Healthcare & Pharmaceuticals

Cab & Bio Lam LCD - Facility B LX164386 1,500,000.00 EUR Healthcare & PharmaceuticalsCeva Sante Animale - Facility B2 CEVASANAN_FLTB 3,000,000.00 EUR Healthcare & Pharmaceuticals



2

Security Security ID Principal Balance Moody Industry Description ACB %Cidron Ollopa BV - Facility B1 CIDRON_OLLOPA 9,666,031.75 EUR Healthcare & PharmaceuticalsCidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 1,333,968.25 EUR Healthcare & PharmaceuticalsDiaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL 1,500,000.00 EUR Healthcare & PharmaceuticalsDiaverum Sarl - Facility B DIAVERUM_SARL 4,500,000.00 EUR Healthcare & PharmaceuticalsElsan SAS - Facility B2 ELSANSAS_FAB2 8,000,000.00 EUR Healthcare & PharmaceuticalsFinanciere Verdi I SAS - New Facility B FINANCIEV_FLT 1,500,000.00 EUR Healthcare & PharmaceuticalsGalileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 3,970,464.60 EUR Healthcare & PharmaceuticalsGalileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 4,529,535.40 EUR Healthcare & PharmaceuticalsLETO Gmbh - Unitranche Facility LETOGMBH_UNFA 743,091.96 EUR Healthcare & PharmaceuticalsObol France 3 SAS - Facility B OBOLFRAN3_FAB 1,500,000.00 EUR Healthcare & PharmaceuticalsPatheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB 4,245,120.99 EUR Healthcare & PharmaceuticalsSam Bidco - Facility B3B SAMBIDCO_FB3B 337,318.67 EUR Healthcare & PharmaceuticalsSam Bidco - New Facility B3A SAMBDCONW_B3A 1,229,703.87 EUR Healthcare & PharmaceuticalsUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB 7,500,000.00 EUR Healthcare & Pharmaceuticals

77,199,927.10 EUR 18.85%15 Subtotal16

Big White Acquico Gmbh - Facility B BIGWHACG_FACB 1,000,000.00 EUR High Tech IndustriesCoherent Holding Gmbh - Euro Term Loan COHERENTH_TLB 6,163,917.91 EUR High Tech IndustriesGreeneden U.S. Holdings I, LLC - Additional Tranche B1 EuroTerm Loan

GREENE_DENATL 5,472,500.00 EUR High Tech Industries

Miami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET 1,500,000.00 EUR High Tech IndustriesMisys Limited - First Lien Euro Term Loan MISYSLTD_EUTL 1,500,000.00 EUR High Tech IndustriesOberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 2,678,700.36 EUR High Tech IndustriesOberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU 4,321,299.64 EUR High Tech IndustriesWP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB 1,500,000.00 EUR High Tech Industries

24,136,417.91 EUR 5.89%16 Subtotal17

Dorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL 3,000,000.00 EUR Hotel, Gaming & LeisureGVC Holdings Plc - Facility B GVCHOLDLC_TLB 2,000,000.00 EUR Hotel, Gaming & LeisureHNVR Holdco Limited - Facility B HNVRHOL_FLTLB 2,954,693.88 EUR Hotel, Gaming & LeisureMustang Bidco Limited - Facility B MUSTANGIT_TLB 2,723,470.70 EUR Hotel, Gaming & LeisurePremier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED 3,000,000.00 EUR Hotel, Gaming & LeisureSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 1,250,000.00 EUR Hotel, Gaming & LeisureSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 625,000.00 EUR Hotel, Gaming & LeisureSSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL 4,375,000.00 EUR Hotel, Gaming & LeisureTackle Sarl - New Facility B TACKLESAL_TLB 5,000,000.00 EUR Hotel, Gaming & Leisure

24,928,164.58 EUR 6.09%17 Subtotal18

Colouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 4,882,035.61 EUR Media: Advertising, Printing & PublishingColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 3,910,000.00 EUR Media: Advertising, Printing & PublishingInfinitas Learning Holding B.V - Infinitas Learning Netherlands BV -Facility B3

INFINITANED_B 5,000,000.00 EUR Media: Advertising, Printing & Publishing

Springer Science & Business Media Deutschland GMBH - InitialB11 Term Loan

SPRINGER_SCIENCE 5,398,968.77 EUR Media: Advertising, Printing & Publishing

19,191,004.38 EUR 4.69%18 Subtotal19

CDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII 4,044,836.84 EUR Media: Broadcasting & SubscriptionSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB 7,980,000.00 EUR Media: Broadcasting & SubscriptionUnited Group BV - Float - 07/2023 XS1647816823 5,000,000.00 EUR Media: Broadcasting & SubscriptionZiggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF 10,000,000.00 EUR Media: Broadcasting & Subscription

27,024,836.84 EUR 6.60%19 Subtotal29-Aug-201704:43:09 PM Scenario: Initial As of 15-Aug-2017 Method: Trade Date


3

Security Security ID Principal Balance Moody Industry Description ACB %27,024,836.84 EUR 6.60%19 Subtotal20

Solera LLC - Euro Term Loan SOLERALLC_ETL 1,975,000.00 EUR Media: Diversified & ProductionTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE 2,000,000.00 EUR Media: Diversified & Production

3,975,000.00 EUR 0.97%20 Subtotal22

BISOHO SAS - Float - 05/2022 XS1405782662 800,000.00 EUR RetailIntervias Finco Ltd - Facility D2 INTERVIAS_TL 6,000,000.00 EUR RetailLSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 1,000,000.00 EUR RetailMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP 3,417,900.00 EUR RetailNew Look Secured Issuer - Float - 07/2022 XS1248517341 9,000,000.00 EUR Retail

20,217,900.00 EUR 4.94%22 Subtotal23

APCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 2,000,000.00 EUR Services: BusinessInfor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL 1,496,250.00 EUR Services: BusinessNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO 1,492,500.00 EUR Services: BusinessNetInvest Limited - Facility B Netinvest 5,000,000.00 EUR Services: BusinessNewCo Sab Bidco - Facility B NEWCOSAB_FB 2,500,000.00 EUR Services: BusinessP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL 1,000,000.00 EUR Services: BusinessTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 1,500,000.00 EUR Services: BusinessUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 5,000,000.00 EUR Services: BusinessWowMidco SAS - Facility B2 WOWMIDC_FACB2 2,000,000.00 EUR Services: Business

21,988,750.00 EUR 5.37%23 Subtotal24

Redtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT 1,000,000.00 EUR Services: Consumer1,000,000.00 EUR 0.24%24 Subtotal

26Eircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL 4,000,000.00 EUR TelecommunicationsEquinix Inc - Term B-2 Loan EQUINIX_INCTB 7,481,250.01 EUR TelecommunicationsTele Columbus AG - 2017 New Facility A TELECOLUMBUSA 3,500,000.00 EUR TelecommunicationsUfinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 5,000,000.00 EUR TelecommunicationsUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 1,800,000.00 EUR Telecommunications

21,781,250.01 EUR 5.32%26 Subtotal28

NUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 800,000.00 EUR Transportation: Consumer800,000.00 EUR 0.20%28 Subtotal



4


Portfolio Assets - Industry Information - S&PRe

port S

umma

ry


100.0000%409,541,445.04 EURReport Total

409,541,445.04 EUR

Security Security ID Maintain Characteristics S&P Industry Group ACB %3

APCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 2,000,000.00 EUR AutomotiveFederal Mogul Holding C - 4.875% - 04/2022 XS1587905727 700,000.00 EUR Automotive

2,700,000.00 EUR 0.66%3 Subtotal4

Jacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL 1,060,557.43 EUR Beverage and Tobacco1,060,557.43 EUR 0.26%4 Subtotal

5CDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII 4,044,836.84 EUR Radio and TelevisionNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO 1,492,500.00 EUR Radio and TelevisionTechnicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE 2,000,000.00 EUR Radio and TelevisionUnited Group BV - Float - 07/2023 XS1647816823 5,000,000.00 EUR Radio and Television

12,537,336.84 EUR 3.06%5 Subtotal7

Financiere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB 4,500,000.00 EUR Building and DevelopmentFlamingo LUX II - Senior Facility B FLAMINGO_SRFB 4,447,342.25 EUR Building and DevelopmentLSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB 3,000,000.00 EUR Building and Development

11,947,342.25 EUR 2.92%7 Subtotal8

Galileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 3,970,464.60 EUR Business equipment and servicesGalileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 4,529,535.40 EUR Business equipment and servicesGreenbird Holding B V - Facility B GREENBI_FAC B 5,000,000.00 EUR Business equipment and servicesInfor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL 1,496,250.00 EUR Business equipment and servicesRedtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT 1,000,000.00 EUR Business equipment and servicesSolera LLC - Euro Term Loan SOLERALLC_ETL 1,975,000.00 EUR Business equipment and servicesTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 1,500,000.00 EUR Business equipment and servicesUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 5,000,000.00 EUR Business equipment and servicesWowMidco SAS - Facility B2 WOWMIDC_FACB2 2,000,000.00 EUR Business equipment and services

26,471,250.00 EUR 6.46%8 Subtotal9

SFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB 7,980,000.00 EUR Cable and satellite televisionTele Columbus AG - 2017 New Facility A TELECOLUMBUSA 3,500,000.00 EUR Cable and satellite televisionUPCB Finance IV LTD - 4% - 01/2027 XS1117297603 1,800,000.00 EUR Cable and satellite televisionZiggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF 10,000,000.00 EUR Cable and satellite television

23,280,000.00 EUR 5.68%9 Subtotal



1

Security Security ID Maintain Characteristics S&P Industry Group ACB %23,280,000.00 EUR 5.68%9 Subtotal10

Allnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 4,962,500.00 EUR Chemical/plasticsAruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 8,101,483.37 EUR Chemical/plasticsChemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL 3,491,250.00 EUR Chemical/plasticsColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 4,882,035.61 EUR Chemical/plasticsColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 3,910,000.00 EUR Chemical/plasticsIneos Finance PLC - 4% - 05/2023 XS1117296209 2,000,000.00 EUR Chemical/plasticsIneos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB 9,775,773.69 EUR Chemical/plasticsIneos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL 2,800,249.48 EUR Chemical/plasticsInovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB 2,481,281.25 EUR Chemical/plasticsJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM 1,500,000.00 EUR Chemical/plasticsMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 4,912,875.00 EUR Chemical/plasticsNovacap Group Bidco - Facility B NOVACAP_FACB 1,000,000.00 EUR Chemical/plasticsPetrus Bidco BV - Facility B LX165609 4,000,000.00 EUR Chemical/plastics

53,817,448.39 EUR 13.14%10 Subtotal11

BISOHO SAS - Float - 05/2022 XS1405782662 800,000.00 EUR Clothing/textilesTFL International GmbH - Consideration Notes TFL_CNotes 1,952,643.51 EUR Clothing/textiles

2,752,643.51 EUR 0.67%11 Subtotal13

Albea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS 4,000,000.00 EUR Containers and glass productsConstantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A 6,960,876.37 EUR Containers and glass productsConstantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A 1,039,123.63 EUR Containers and glass productsGuala Closures SPA - Float - 11/2021 XS1516322465 400,000.00 EUR Containers and glass productsHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 9,999,999.90 EUR Containers and glass productsKlockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL 6,999,999.99 EUR Containers and glass productsTaghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR 1,500,000.00 EUR Containers and glass products

30,899,999.89 EUR 7.55%13 Subtotal15


AENVAHDRGN_FB 1,626,755.22 EUR Drugs

Aenova Holding GmbH - Facility B AENOVAHLDG_FB 7,488,378.64 EUR DrugsAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl -Facility B

AENVASWSCP_FB 991,042.29 EUR Drugs


TEMLRPHRMA_FB 393,823.85 EUR Drugs

Alpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 300,125.37 EUR DrugsAlpha Bidco SAS - Facility B1 AlphaBidco_TL 699,874.63 EUR DrugsCeva Sante Animale - Facility B2 CEVASANAN_FLTB 3,000,000.00 EUR DrugsFinanciere Verdi I SAS - New Facility B FINANCIEV_FLT 1,500,000.00 EUR DrugsPatheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB 4,245,120.99 EUR DrugsUnilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB 7,500,000.00 EUR Drugs

27,745,120.99 EUR 6.77%15 Subtotal16

Shilton Bidco Limited - Facility B1 SHILTON_BIDB1 1,500,000.00 EUR Ecological services and equipmentWatson Bidco BV - Facility B WATSNBIDCO_TL 4,000,000.00 EUR Ecological services and equipment

5,500,000.00 EUR 1.34%16 Subtotal17

Big White Acquico Gmbh - Facility B BIGWHACG_FACB 1,000,000.00 EUR Electronics/electric



2

Security Security ID Maintain Characteristics S&P Industry Group ACB %Coherent Holding Gmbh - Euro Term Loan COHERENTH_TLB 6,163,917.91 EUR Electronics/electricGreeneden U.S. Holdings I, LLC - Additional Tranche B1 EuroTerm Loan

GREENE_DENATL 5,472,500.00 EUR Electronics/electric

Miami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET 1,500,000.00 EUR Electronics/electricMisys Limited - First Lien Euro Term Loan MISYSLTD_EUTL 1,500,000.00 EUR Electronics/electricOberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 2,678,700.36 EUR Electronics/electricOberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU 4,321,299.64 EUR Electronics/electricP&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL 1,000,000.00 EUR Electronics/electricWP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB 1,500,000.00 EUR Electronics/electric

25,136,417.91 EUR 6.14%17 Subtotal20

Baring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV - First Lien Initial Euro Term Loan

BARINGSTIP_TL 7,368,769.69 EUR Financial Intermediaries

Cabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 2,000,000.00 EUR Financial IntermediariesGARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 6,000,000.00 EUR Financial IntermediariesIon Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL 2,862,757.49 EUR Financial IntermediariesNetInvest Limited - Facility B Netinvest 5,000,000.00 EUR Financial IntermediariesPromontoria Mcs SAS - Float - 09/2021 XS1496169001 200,000.00 EUR Financial IntermediariesTMF Group Holding BV - Facility B TMFGROUP_FLTB 2,500,000.00 EUR Financial Intermediaries

25,931,527.18 EUR 6.33%20 Subtotal21

ZF Bidco - Senior Facility B PROSOLG_FLTLB 5,500,000.00 EUR Food/drug retailers5,500,000.00 EUR 1.34%21 Subtotal

22Boparan Finance Plc - 4.375% - 07/2021 XS1082473395 4,500,000.00 EUR Food productsFinanciere Labeyrie Fine Foods - Term Loan B2 LX163674 417,582.42 EUR Food productsLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 1,582,417.58 EUR Food productsUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 2,166,902.32 EUR Food products

8,666,902.32 EUR 2.12%22 Subtotal23

Deoleo S.A. - First Lien Term Loan B Deoleo_FLTLB 13,000,000.00 EUR Food service13,000,000.00 EUR 3.17%23 Subtotal

25Amplitude Surgical - Term Loan AMPLID_SURGIC 2,500,000.00 EUR Health careArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - UnitrancheFacility

ARTLKONEGMBHF 1,571,925.28 EUR Health care


ATLIKONWGMBH 257,224.14 EUR Health care

Artemis - Unitranche Unfunded ARTEMIS_UNF 427,758.62 EUR Health careAuris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 4,887,783.57 EUR Health careBeteiligungsgesellschaft Fur Pensionsgelder Und AndereInstitutionelle Mittel In Europa Sarl - Facility B

AMEOSKLI_FLT 1,000,000.00 EUR Health care

Cab & Bio Lam LCD - Facility B LX164386 1,500,000.00 EUR Health careCidron Ollopa BV - Facility B1 CIDRON_OLLOPA 9,666,031.75 EUR Health careCidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 1,333,968.25 EUR Health careDiaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL 1,500,000.00 EUR Health careDiaverum Sarl - Facility B DIAVERUM_SARL 4,500,000.00 EUR Health careElsan SAS - Facility B2 ELSANSAS_FAB2 8,000,000.00 EUR Health careLETO Gmbh - Unitranche Facility LETOGMBH_UNFA 743,091.96 EUR Health careMemora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB 1,797,011.56 EUR Health care



3

Security Security ID Maintain Characteristics S&P Industry Group ACB %NewCo Sab Bidco - Facility B NEWCOSAB_FB 2,500,000.00 EUR Health careObol France 3 SAS - Facility B OBOLFRAN3_FAB 1,500,000.00 EUR Health careSam Bidco - Facility B3B SAMBIDCO_FB3B 337,318.67 EUR Health careSam Bidco - New Facility B3A SAMBDCONW_B3A 1,229,703.87 EUR Health care

45,251,817.67 EUR 11.05%25 Subtotal27

HNVR Holdco Limited - Facility B HNVRHOL_FLTLB 2,954,693.88 EUR Lodging and Casinos2,954,693.88 EUR 0.72%27 Subtotal

28Cool International Holding GMBH - Facility B1 COINTHGMBH_FB 3,347,604.88 EUR Industrial equipmentCool International Holding GMBH - Facility B2 AHT_TLB 3,237,080.04 EUR Industrial equipmentDelachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 1,459,112.38 EUR Industrial equipmentGALAPAGOS SA - Floating - 06/2021 XS1071411547 5,643,000.00 EUR Industrial equipment

13,686,797.30 EUR 3.34%28 Subtotal30

Dorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL 3,000,000.00 EUR Leisure goods/Activities/MoviesGVC Holdings Plc - Facility B GVCHOLDLC_TLB 2,000,000.00 EUR Leisure goods/Activities/MoviesMustang Bidco Limited - Facility B MUSTANGIT_TLB 2,723,470.70 EUR Leisure goods/Activities/MoviesPremier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED 3,000,000.00 EUR Leisure goods/Activities/MoviesSSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 1,250,000.00 EUR Leisure goods/Activities/MoviesSSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 625,000.00 EUR Leisure goods/Activities/MoviesSSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL 4,375,000.00 EUR Leisure goods/Activities/MoviesTackle Sarl - New Facility B TACKLESAL_TLB 5,000,000.00 EUR Leisure goods/Activities/Movies

21,973,470.69 EUR 5.37%30 Subtotal33


INFINITANED_B 5,000,000.00 EUR Publishing

Springer Science & Business Media Deutschland GMBH - InitialB11 Term Loan

SPRINGER_SCIENCE 5,398,968.77 EUR Publishing

10,398,968.77 EUR 2.54%33 Subtotal34

NUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 800,000.00 EUR Rail industries800,000.00 EUR 0.20%34 Subtotal

35Intervias Finco Ltd - Facility D2 INTERVIAS_TL 6,000,000.00 EUR Retailers (other than food/drug)LSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 1,000,000.00 EUR Retailers (other than food/drug)New Look Secured Issuer - Float - 07/2022 XS1248517341 9,000,000.00 EUR Retailers (other than food/drug)

16,000,000.00 EUR 3.91%35 Subtotal37

Univar USA Inc - Initial Euro Term Loan UNIVARUS_IETL 1,630,000.00 EUR Surface Transport1,630,000.00 EUR 0.40%37 Subtotal

38Eircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL 4,000,000.00 EUR TelecommunicationsEquinix Inc - Term B-2 Loan EQUINIX_INCTB 7,481,250.01 EUR TelecommunicationsUfinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 5,000,000.00 EUR Telecommunications



4

Security Security ID Maintain Characteristics S&P Industry Group ACB %

16,481,250.01 EUR 4.02%38 Subtotal39

Motor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP 3,417,900.00 EUR Utilities3,417,900.00 EUR 0.83%39 Subtotal



5


Portfolio Assets - Interest Rate Hedge Transactions




1

Portfolio Assets - Market Value - Collateral Enhancement Obligations




1

Portfolio Assets - Obligations forming CCC/Caa ExcessAggregate Collateral Balance: 439,592,467.14 EUR7.5% of Aggregate Collateral Balance 32,969,435.04 EURAggregate Collateral Balance incl Default Coll Value SP 439,592,467.14 EUR7.5% of Aggregate Collateral Balance incl Default Coll Value SP 32,969,435.04 EURAggregate Moody CCC Assets 13,000,000.00 EURAggregate S&P CCC Assets 13,000,000.00 EURPrincipal Balance of All CCC Obligations in Excess 0.00 EURMarket Value of All CCC Obligations in Excess 0.00 EURExcess CCC Adjusted Amount 0.00 EUR




1

Portfolio Assets - Purchase & Sale Activity

Security Security ID Trade Date Settle Date PAR Amount Price Principal Interest Total ProceedsReasonFor Trade

PaydownSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB 31-Jul-2017 31-Jul-2017 (14,759.83 EUR) 0.0000% 14,759.83 EUR 0.00 EUR 14,759.83 EURSFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB 31-Jul-2017 31-Jul-2017 (5,240.17 EUR) 0.0000% 5,240.17 EUR 0.00 EUR 5,240.17 EUR

(20,000.00 EUR) 20,000.00 EUR 0.00 EUR 20,000.00 EURPaydown SubtotalPurchases

Elsan SAS - Facility B2 ELSANSAS_FAB2 28-Jul-2017 28-Jul-2017 3,000,000.00 EUR 100.0000% (3,000,000.00 EUR) 0.00 EUR (3,000,000.00 EUR)Financiere Labeyrie Fine Foods - Term Lo LX163674 28-Jul-2017 28-Jul-2017 417,582.42 EUR 99.5000% (415,494.51 EUR) 0.00 EUR (415,494.51 EUR)Klockner Pentaplast of America Inc - Eur KLOCKNEP_FLTL 26-Jul-2017 26-Jul-2017 2,139,031.50 EUR 99.0000% (2,117,641.19 EUR) 0.00 EUR (2,117,641.19 EUR)Petrus Bidco BV - Facility B LX165609 31-Jul-2017 31-Jul-2017 4,000,000.00 EUR 100.0000% (4,000,000.00 EUR) 0.00 EUR (4,000,000.00 EUR)Premier Lotteries Ireland DAC - Term Loa PREMLOTTI_RED 02-Aug-2017 02-Aug-2017 3,000,000.00 EUR 100.0000% (3,000,000.00 EUR) 0.00 EUR (3,000,000.00 EUR)Shilton Bidco Limited - Facility B1 SHILTON_BIDB1 31-Jul-2017 31-Jul-2017 1,500,000.00 EUR 100.0000% (1,500,000.00 EUR) 0.00 EUR (1,500,000.00 EUR)SSCP Eleanor Finance S.A.R.L - Acquisiti SSCP_ACQUIFA2 07-Aug-2017 07-Aug-2017 1,250,000.00 EUR 98.0000% 25,000.00 EUR 0.00 EUR 25,000.00 EURUnited Group BV - Float - 07/2023 XS1647816823 27-Jul-2017 27-Jul-2017 5,000,000.00 EUR 100.0000% (5,000,000.00 EUR) 0.00 EUR (5,000,000.00 EUR)WP/AV CH Holdings III BV - Facility B Lo AVALOQ_GRTRLB 19-Jul-2017 19-Jul-2017 1,500,000.00 EUR 99.5000% (1,492,500.00 EUR) 0.00 EUR (1,492,500.00 EUR)

21,806,613.92 EUR (20,500,635.69 EUR) 0.00 EUR (20,500,635.69 EUR)Purchases SubtotalRestructured

Verisure Holding AB - Facility B1E VERISURE_FLT 28-Jul-2017 28-Jul-2017 (1,000,000.00 EUR) 100.3100% 1,003,100.00 EUR 0.00 EUR 1,003,100.00 EUR(1,000,000.00 EUR) 1,003,100.00 EUR 0.00 EUR 1,003,100.00 EURRestructured Subtotal

Unscheduled PaydownAI Garden BV - Mediq BV - Facility B2 LX127506 01-Aug-2017 01-Aug-2017 (1,495,180.87 EUR) 0.0000% 1,495,180.87 EUR 0.00 EUR 1,495,180.87 EURUMV Global Foods Company Ltd. - Facility UMVGLBLFD_FB2 20-Jul-2017 20-Jul-2017 (335,416.69 EUR) 0.0000% 335,416.69 EUR 0.00 EUR 335,416.69 EUR

(1,830,597.56 EUR) 1,830,597.56 EUR 0.00 EUR 1,830,597.56 EURUnscheduled Paydown Subtotal



1

18,956,016.36 EUR (17,646,938.13 EUR) 0.00 EUR (17,646,938.13 EUR)Grand Total

Portfolio Assets - Rating Information - MoodysAggregate Principal Balance 409,541,445.04 EURListed below as a % of APB:Securities Rated 100.0000%Securities Not Rated 0.0000%Derived from Moody's 0.0000%Derived from S&P 0.0000%Per Collateral Manager 0.4768%Estimated 0.0000%Implied Ratings 0.4800%Caa1 or Less 3.1743%Shadow Rated 28.2752%

Security Security ID Principal BalanceRating atPurchase orAquisition

UnadjustedMoody'sRating Type

CreditWatch

Moody'sRating

PriorRating

DateRating

ChangedAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH- Facility B

AENVAHDRGN_FB 1,626,755.22 EUR B3 B3

Aenova Holding GmbH - Facility B AENOVAHLDG_FB 7,488,378.64 EUR B3 B3Aenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl -Facility B

AENVASWSCP_FB 991,042.29 EUR B3 B3


TEMLRPHRMA_FB 393,823.85 EUR B3 B3

Albea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS 4,000,000.00 EUR B2 B2Allnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 4,962,500.00 EUR B1 B1Alpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 300,125.37 EUR *** ***Alpha Bidco SAS - Facility B1 AlphaBidco_TL 699,874.63 EUR *** ***Amplitude Surgical - Term Loan AMPLID_SURGIC 2,500,000.00 EUR *** ***APCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 2,000,000.00 EUR B1 B1Artemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - UnitrancheFacility

ARTLKONEGMBHF 1,571,925.28 EUR *** ***


ATLIKONWGMBH 257,224.14 EUR *** ***

Artemis - Unitranche Unfunded ARTEMIS_UNF 427,758.62 EUR *** ***Aruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 8,101,483.37 EUR B1 B1Auris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 4,887,783.57 EUR B1 B1Baring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV - First Lien Initial Euro Term Loan

BARINGSTIP_TL 7,368,769.69 EUR B2 B2


AMEOSKLI_FLT 1,000,000.00 EUR *** ***

Big White Acquico Gmbh - Facility B BIGWHACG_FACB 1,000,000.00 EUR *** ***BISOHO SAS - Float - 05/2022 XS1405782662 800,000.00 EUR B1 B1Boparan Finance Plc - 4.375% - 07/2021 XS1082473395 4,500,000.00 EUR B2 B2Cab & Bio Lam LCD - Facility B LX164386 1,500,000.00 EUR *** ***Cabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 2,000,000.00 EUR B2 B2CDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII 4,044,836.84 EUR *** ***Ceva Sante Animale - Facility B2 CEVASANAN_FLTB 3,000,000.00 EUR B1 B1Chemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL 3,491,250.00 EUR Ba1 Ba1Cidron Ollopa BV - Facility B1 CIDRON_OLLOPA 9,666,031.75 EUR *** ***Cidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 1,333,968.25 EUR *** ***Coherent Holding Gmbh - Euro Term Loan COHERENTH_TLB 6,163,917.91 EUR Ba1 Ba1



1



CreditWatch

Moody'sRating

PriorRating

DateRating

ChangedColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 4,882,035.61 EUR B2 B2Colouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 3,910,000.00 EUR B2 B2Constantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A 6,960,876.37 EUR B1 B1Constantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A 1,039,123.63 EUR B1 B1Cool International Holding GMBH - Facility B1 COINTHGMBH_FB 3,347,604.88 EUR *** ***Cool International Holding GMBH - Facility B2 AHT_TLB 3,237,080.04 EUR *** ***Delachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 1,459,112.38 EUR *** ***Deoleo S.A. - First Lien Term Loan B Deoleo_FLTLB 13,000,000.00 EUR Caa1 Caa1Diaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL 1,500,000.00 EUR *** ***Diaverum Sarl - Facility B DIAVERUM_SARL 4,500,000.00 EUR *** ***Dorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL 3,000,000.00 EUR *** ***Eircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL 4,000,000.00 EUR B1 B1Elsan SAS - Facility B2 ELSANSAS_FAB2 8,000,000.00 EUR B1 B1Equinix Inc - Term B-2 Loan EQUINIX_INCTB 7,481,250.01 EUR Ba2 Ba2Federal Mogul Holding C - 4.875% - 04/2022 XS1587905727 700,000.00 EUR B1 B1Financiere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB 4,500,000.00 EUR B2 B2Financiere Labeyrie Fine Foods - Term Loan B2 LX163674 417,582.42 EUR *** ***Financiere Verdi I SAS - New Facility B FINANCIEV_FLT 1,500,000.00 EUR *** ***Flamingo LUX II - Senior Facility B FLAMINGO_SRFB 4,447,342.25 EUR B2 B2GALAPAGOS SA - Floating - 06/2021 XS1071411547 5,643,000.00 EUR B2 B2Galileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 3,970,464.60 EUR *** ***Galileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 4,529,535.40 EUR *** ***GARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 6,000,000.00 EUR B2 B2Greenbird Holding B V - Facility B GREENBI_FAC B 5,000,000.00 EUR *** ***Greeneden U.S. Holdings I, LLC - Additional Tranche B1 EuroTerm Loan

GREENE_DENATL 5,472,500.00 EUR B2 B2

Guala Closures SPA - Float - 11/2021 XS1516322465 400,000.00 EUR B2 B2GVC Holdings Plc - Facility B GVCHOLDLC_TLB 2,000,000.00 EUR *** ***HNVR Holdco Limited - Facility B HNVRHOL_FLTLB 2,954,693.88 EUR *** ***Horizon Holdings II SAS - Facility B4 HORIZONHII_B4 9,999,999.90 EUR B1 B1Ineos Finance PLC - 4% - 05/2023 XS1117296209 2,000,000.00 EUR Ba2 Ba2Ineos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB 9,775,773.69 EUR Ba2 Ba2Ineos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL 2,800,249.48 EUR Ba3 Ba3Infinitas Learning Holding B.V - Infinitas Learning Netherlands BV -Facility B3

INFINITANED_B 5,000,000.00 EUR *** ***

Infor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL 1,496,250.00 EUR B1 B1Inovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB 2,481,281.25 EUR B2 B2Intervias Finco Ltd - Facility D2 INTERVIAS_TL 6,000,000.00 EUR B2 B2Ion Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL 2,862,757.49 EUR B2 B2Jacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL 1,060,557.43 EUR Ba2 Ba2Jade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM 1,500,000.00 EUR B1 B1Klockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL 6,999,999.99 EUR B3 B3Labeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 1,582,417.58 EUR *** ***LETO Gmbh - Unitranche Facility LETOGMBH_UNFA 743,091.96 EUR *** ***LSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB 3,000,000.00 EUR B2 B2LSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 1,000,000.00 EUR B1 B1Macdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 4,912,875.00 EUR B2 B2Memora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB 1,797,011.56 EUR *** ***Miami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET 1,500,000.00 EUR B1 B1Misys Limited - First Lien Euro Term Loan MISYSLTD_EUTL 1,500,000.00 EUR B2 B2Motor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP 3,417,900.00 EUR *** ***Mustang Bidco Limited - Facility B MUSTANGIT_TLB 2,723,470.70 EUR *** ***NEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO 1,492,500.00 EUR B1 B1NetInvest Limited - Facility B Netinvest 5,000,000.00 EUR *** DNG ***



2



CreditWatch

Moody'sRating

PriorRating

DateRating

ChangedNew Look Secured Issuer - Float - 07/2022 XS1248517341 9,000,000.00 EUR B2 B2NewCo Sab Bidco - Facility B NEWCOSAB_FB 2,500,000.00 EUR B1 B1Novacap Group Bidco - Facility B NOVACAP_FACB 1,000,000.00 EUR B1 B1NUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 800,000.00 EUR B1 B1Oberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 2,678,700.36 EUR B2 B2Oberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU 4,321,299.64 EUR B2 B2Obol France 3 SAS - Facility B OBOLFRAN3_FAB 1,500,000.00 EUR B2 B2P&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL 1,000,000.00 EUR *** ***Patheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB 4,245,120.99 EUR B2 B2Petrus Bidco BV - Facility B LX165609 4,000,000.00 EUR *** ***Premier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED 3,000,000.00 EUR *** ***Promontoria Mcs SAS - Float - 09/2021 XS1496169001 200,000.00 EUR B2 B2Redtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT 1,000,000.00 EUR B1 B1Sam Bidco - Facility B3B SAMBIDCO_FB3B 337,318.67 EUR *** Caa1 ***Sam Bidco - New Facility B3A SAMBDCONW_B3A 1,229,703.87 EUR *** Caa1 ***SFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB 7,980,000.00 EUR B1 B1Shilton Bidco Limited - Facility B1 SHILTON_BIDB1 1,500,000.00 EUR *** ***Solera LLC - Euro Term Loan SOLERALLC_ETL 1,975,000.00 EUR Ba3 Ba3Springer Science & Business Media Deutschland GMBH - InitialB11 Term Loan

SPRINGER_SCIENCE 5,398,968.77 EUR B2 B2

SSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 1,250,000.00 EUR *** ***SSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 625,000.00 EUR *** ***SSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL 4,375,000.00 EUR *** ***Tackle Sarl - New Facility B TACKLESAL_TLB 5,000,000.00 EUR *** ***Taghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR 1,500,000.00 EUR Ba3 Ba3Technicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE 2,000,000.00 EUR Ba3 Ba3Tele Columbus AG - 2017 New Facility A TELECOLUMBUSA 3,500,000.00 EUR B2 B2TFL International GmbH - Consideration Notes TFL_CNotes 1,952,643.51 EUR B2 B2TMF Group Holding BV - Facility B TMFGROUP_FLTB 2,500,000.00 EUR B2 B2Trionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 1,500,000.00 EUR Ba3 UPG Ba3Ufinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 5,000,000.00 EUR B2 B2UMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 2,166,902.32 EUR B1 B1Unilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB 7,500,000.00 EUR B2 B2Unit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 5,000,000.00 EUR B2 B2United Group BV - Float - 07/2023 XS1647816823 5,000,000.00 EUR B2 B2Univar USA Inc - Initial Euro Term Loan UNIVARUS_IETL 1,630,000.00 EUR B2 UPG B2UPCB Finance IV LTD - 4% - 01/2027 XS1117297603 1,800,000.00 EUR Ba3 Ba3Watson Bidco BV - Facility B WATSNBIDCO_TL 4,000,000.00 EUR *** ***WowMidco SAS - Facility B2 WOWMIDC_FACB2 2,000,000.00 EUR *** B2 ***WP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB 1,500,000.00 EUR B2 B2ZF Bidco - Senior Facility B PROSOLG_FLTLB 5,500,000.00 EUR *** ***Ziggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF 10,000,000.00 EUR Ba3 Ba3



3


Portfolio Assets - Rating Information - S&PAggregate Principal Balance 409,541,445.04 EURListed below as a % of APB:Securities Rated 100.0000%Securities Not Rated 0.0000%Derived from Moody's 0.0000%Derived from S&P 0.0000%Per Collateral Manager 0.0000%Estimated 0.0000%Implied Ratings 0.0000%CCC+ or Less 3.1743%Shadow Rated 26.4534%


UnadjustedS&P Rating Type

CreditWatch -AssetLevel

CreditWatch -IssuerLevel

S&PRating

PriorRating

DateRating

ChangedAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH- Facility B

AENVAHDRGN_FB 1,626,755.22 EUR B- B-

Aenova Holding GmbH - Facility B AENOVAHLDG_FB 7,488,378.64 EUR B- B-Aenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl -Facility B

AENVASWSCP_FB 991,042.29 EUR B- B-


TEMLRPHRMA_FB 393,823.85 EUR B- B-

Albea Beauty Holdings SA - Facility B (EUR) ALBEABTY_FBUS 4,000,000.00 EUR B BAllnex SARL - Tranche B-1 Term Loan ALNXSARL_TRB1 4,962,500.00 EUR B BAlpha BidCo SAS - Dutch Topco - Facility B2 ALPHA_BIDCOB2 300,125.37 EUR *** Shadow Rating ***Alpha Bidco SAS - Facility B1 AlphaBidco_TL 699,874.63 EUR *** Shadow Rating ***Amplitude Surgical - Term Loan AMPLID_SURGIC 2,500,000.00 EUR *** Estimated Rating ***APCOA Parking Holdings Gmbh - Term Loan B APCOA_PARKGMB 2,000,000.00 EUR B+ B+Artemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh - UnitrancheFacility

ARTLKONEGMBHF 1,571,925.28 EUR *** Estimated Rating ***


ATLIKONWGMBH 257,224.14 EUR *** Estimated Rating ***

Artemis - Unitranche Unfunded ARTEMIS_UNF 427,758.62 EUR *** Estimated Rating ***Aruba Investments Inc - Euro Term B-1 Loan ARUBAIN_ETLB1 8,101,483.37 EUR B- B-Auris Luxembourg III SARL - Facility B6 AURIS_LUXIIB6 4,887,783.57 EUR B+ B+Baring Private Equity Asia VI Holding (1) Limited - StiphoutFinance BV - First Lien Initial Euro Term Loan

BARINGSTIP_TL 7,368,769.69 EUR B B


AMEOSKLI_FLT 1,000,000.00 EUR *** Shadow Rating ***

Big White Acquico Gmbh - Facility B BIGWHACG_FACB 1,000,000.00 EUR *** Shadow Rating ***BISOHO SAS - Float - 05/2022 XS1405782662 800,000.00 EUR B BBoparan Finance Plc - 4.375% - 07/2021 XS1082473395 4,500,000.00 EUR B BCab & Bio Lam LCD - Facility B LX164386 1,500,000.00 EUR *** Shadow Rating ***Cabot Finacial Luxembou - ECPG Float - 11/15/2021 XS1117279619 2,000,000.00 EUR B+ B+CDS Holdco III BV - Facility B Commitment CDS_HOLDCOIII 4,044,836.84 EUR *** Estimated Rating ***Ceva Sante Animale - Facility B2 CEVASANAN_FLTB 3,000,000.00 EUR B+ B+Chemours Company (The) - Tranche B1 Euro Term Loan CHEMOURS_FLTL 3,491,250.00 EUR BB- BB-Cidron Ollopa BV - Facility B1 CIDRON_OLLOPA 9,666,031.75 EUR *** Shadow Rating ***Cidron Ollopa BV - Facility B2 SUNMEDINC_TLB2 1,333,968.25 EUR *** Shadow Rating ***



1





S&PRating

PriorRating

DateRating

ChangedCoherent Holding Gmbh - Euro Term Loan COHERENTH_TLB 6,163,917.91 EUR BB BBColouroz Investment 1 GMBH - New First Lien Initial Term Loan COLMIFLIG_IET 4,882,035.61 EUR B BColouroz Midco - Euro Term B-3 Loan COLOURFG_ETB3 3,910,000.00 EUR B BConstantia Flexibles Gmbh - Term B1A Eur CONSTAN_TLB1A 6,960,876.37 EUR B+ POS BB-Constantia Flexibles Gmbh - Term B2A Eur CONSTAN_TLB2A 1,039,123.63 EUR B+ POS BB-Cool International Holding GMBH - Facility B1 COINTHGMBH_FB 3,347,604.88 EUR *** Shadow Rating ***Cool International Holding GMBH - Facility B2 AHT_TLB 3,237,080.04 EUR *** Shadow Rating ***Delachaux S.A. - Railtech International S.A. - Facility B1 Delax_Rail B1 1,459,112.38 EUR B+ B+Deoleo S.A. - First Lien Term Loan B Deoleo_FLTLB 13,000,000.00 EUR CCC+ CCC+Diaverum Holding SARL - Second Lien Term Loan DIAVERUM_SLTL 1,500,000.00 EUR *** Shadow Rating ***Diaverum Sarl - Facility B DIAVERUM_SARL 4,500,000.00 EUR *** Shadow Rating ***Dorna Sports SL - B2 Euro Term Loan DORNASPOR_ETL 3,000,000.00 EUR *** Shadow Rating ***Eircom Finco S.a.r.l - 2017 Term Loan B EIRCOMFI_FLTL 4,000,000.00 EUR B+ B+Elsan SAS - Facility B2 ELSANSAS_FAB2 8,000,000.00 EUR B+ NM NM B+Equinix Inc - Term B-2 Loan EQUINIX_INCTB 7,481,250.01 EUR BB+ NM BB+Federal Mogul Holding C - 4.875% - 04/2022 XS1587905727 700,000.00 EUR B- B-Financiere Dry Mix Solutions SAS - Facility B FINCRDRYMX_FB 4,500,000.00 EUR B BFinanciere Labeyrie Fine Foods - Term Loan B2 LX163674 417,582.42 EUR *** ***Financiere Verdi I SAS - New Facility B FINANCIEV_FLT 1,500,000.00 EUR *** Shadow Rating ***Flamingo LUX II - Senior Facility B FLAMINGO_SRFB 4,447,342.25 EUR B BGALAPAGOS SA - Floating - 06/2021 XS1071411547 5,643,000.00 EUR B- B-Galileo Global Education Finance S.a r.l. - Facility B1 GAILEOGLB_FB1 3,970,464.60 EUR *** Estimated Rating ***Galileo Global Education Finance S.a r.l. - Facility B2 GAILEOGLB_FB2 4,529,535.40 EUR *** Estimated Rating ***GARFUNKELUX HOLDCO 3 SA - Float - 10/2021 XS1492372088 6,000,000.00 EUR B+ OFF B+Greenbird Holding B V - Facility B GREENBI_FAC B 5,000,000.00 EUR *** Estimated Rating ***Greeneden U.S. Holdings I, LLC - Additional Tranche B1 EuroTerm Loan

GREENE_DENATL 5,472,500.00 EUR B- OFF B-

Guala Closures SPA - Float - 11/2021 XS1516322465 400,000.00 EUR B BGVC Holdings Plc - Facility B GVCHOLDLC_TLB 2,000,000.00 EUR *** Shadow Rating ***HNVR Holdco Limited - Facility B HNVRHOL_FLTLB 2,954,693.88 EUR B BHorizon Holdings II SAS - Facility B4 HORIZONHII_B4 9,999,999.90 EUR B BIneos Finance PLC - 4% - 05/2023 XS1117296209 2,000,000.00 EUR BB- BB-Ineos Finance PLC - New 2022 Euro Term Loan INEOSFNC_EUTB 9,775,773.69 EUR BB- BB-Ineos Styrolution Group GmbH - 2024 Euro Tranche 1 Term Loan STRYMBHGR_ETL 2,800,249.48 EUR BB- BB-Infinitas Learning Holding B.V - Infinitas Learning Netherlands BV -Facility B3

INFINITANED_B 5,000,000.00 EUR *** Estimated Rating ***

Infor (US) Inc - Euro Tranche B-1 Term Loan INFORUSINC_TL 1,496,250.00 EUR B- B-Inovyn Finance PLC - 2024 Tranche B Euro Term Loan INOVYNFIN_FLTB 2,481,281.25 EUR B+ B+Intervias Finco Ltd - Facility D2 INTERVIAS_TL 6,000,000.00 EUR B BIon Trading Finance Limited - Tranche B-1 Euro Loan IONTRDLT_EDL 2,862,757.49 EUR B+ B+Jacobs Douwe Egberts Holdings BV - Term Loan B - EUR JACOBS_EURTBL 1,060,557.43 EUR BB BBJade Germany GmbH - Initial Euro Term Loan SOLVAYTL_TERM 1,500,000.00 EUR B+ B+Klockner Pentaplast of America Inc - Euro Term Loan KLOCKNEP_FLTL 6,999,999.99 EUR B BLabeyrie Fine Foods - Term B-1 Loan LURBRERRI_TB1 1,582,417.58 EUR *** Shadow Rating ***LETO Gmbh - Unitranche Facility LETOGMBH_UNFA 743,091.96 EUR *** Estimated Rating ***LSF10 XL BIdco SCA - Facility B LSF10XBD_FLTB 3,000,000.00 EUR B+ B+LSF9 Robin Investments Limited - Facility B4 LSFORBNI_IFB4 1,000,000.00 EUR B BMacdermid Funding LLC - Euro Tranche C-4 Term Loan MADRMDFUN_EC4 4,912,875.00 EUR BB- BB-Memora Servicios Funeraios, SLU - Term Loan B MEMORASVC_TLB 1,797,011.56 EUR *** Estimated Rating ***Miami Escrow Borrower LLC - Euro Tranche Term Loan MIAMESCROW_ET 1,500,000.00 EUR BB- BB-Misys Limited - First Lien Euro Term Loan MISYSLTD_EUTL 1,500,000.00 EUR B BMotor Fuel Group - Term Loan Eur/ Swap MOTOR_EURSWAP 3,417,900.00 EUR *** Shadow Rating ***Mustang Bidco Limited - Facility B MUSTANGIT_TLB 2,723,470.70 EUR *** Estimated Rating ***



2





S&PRating

PriorRating

DateRating

ChangedNEP Europe Finco BV - Euro Term Loan (First Lien) NEP_EUROFINCO 1,492,500.00 EUR B BNetInvest Limited - Facility B Netinvest 5,000,000.00 EUR BB BBNew Look Secured Issuer - Float - 07/2022 XS1248517341 9,000,000.00 EUR B- B-NewCo Sab Bidco - Facility B NEWCOSAB_FB 2,500,000.00 EUR B+ B+Novacap Group Bidco - Facility B NOVACAP_FACB 1,000,000.00 EUR B BNUOVO TRASPORTO VIAGGIAT - Float - 06/2023 XS1634447988 800,000.00 EUR B+ B+Oberthur Technologies SA - Facility B1 - Euro OBRTHRTCH_FB1 2,678,700.36 EUR B- B-Oberthur Technologies SA - Facility B2 - Euro OBTHRTCH_B2EU 4,321,299.64 EUR B- B-Obol France 3 SAS - Facility B OBOLFRAN3_FAB 1,500,000.00 EUR B+ B+P&ISWBidCo GmbH - Facility B1 PISWBIDCO_TL 1,000,000.00 EUR *** Shadow Rating ***Patheon Holdings I BV - Tranche B Euro Term Loan DPX_HOLDTRLOB 4,245,120.99 EUR B POS B+Petrus Bidco BV - Facility B LX165609 4,000,000.00 EUR *** Shadow Rating ***Premier Lotteries Ireland DAC - Term Loan B PREMLOTTI_RED 3,000,000.00 EUR *** Shadow Rating ***Promontoria Mcs SAS - Float - 09/2021 XS1496169001 200,000.00 EUR BB- BB-Redtop Acquisitions Limited - Initial Euro Term Loan (First Lien) RDTPACQ_FLEUT 1,000,000.00 EUR B BSam Bidco - Facility B3B SAMBIDCO_FB3B 337,318.67 EUR *** Shadow Rating ***Sam Bidco - New Facility B3A SAMBDCONW_B3A 1,229,703.87 EUR *** Shadow Rating ***SFR Group SA - Refinancing Term Loan B11 YPSOSFRGR_TLB 7,980,000.00 EUR B+ B+Shilton Bidco Limited - Facility B1 SHILTON_BIDB1 1,500,000.00 EUR *** Shadow Rating ***Solera LLC - Euro Term Loan SOLERALLC_ETL 1,975,000.00 EUR B- B-Springer Science & Business Media Deutschland GMBH - InitialB11 Term Loan

SPRINGER_SCIENCE 5,398,968.77 EUR B B

SSCP Eleanor Finance S.A.R.L - Acquisition Facility 2 SSCP_ACQUIFA2 1,250,000.00 EUR *** Estimated Rating ***SSCP Eleanor Finance S.A.R.L - Acqusition Term Loan SSCPELEF_ACQI 625,000.00 EUR *** Estimated Rating ***SSCP Eleanor Finance S.A.R.L - Unitranche SSCPELEF_FLTL 4,375,000.00 EUR *** Estimated Rating ***Tackle Sarl - New Facility B TACKLESAL_TLB 5,000,000.00 EUR *** Shadow Rating ***Taghleef Industries Holdco Limited - Facility B (EUR) TAGHLEEF_ EUR 1,500,000.00 EUR BB- BB-Technicolor S.A. - First Incremental Euro Term Loan TCHNICLR_INCE 2,000,000.00 EUR BB- OFF BB-Tele Columbus AG - 2017 New Facility A TELECOLUMBUSA 3,500,000.00 EUR B NM BTFL International GmbH - Consideration Notes TFL_CNotes 1,952,643.51 EUR *** Estimated Rating ***TMF Group Holding BV - Facility B TMFGROUP_FLTB 2,500,000.00 EUR B BTrionista Holdco GMBH - Meter Acquisition SAS - Facility B1C3 TRIOMTER_BIC3 1,500,000.00 EUR B+ POS POS BB-Ufinet Telecom Holding SLU - Facility B2 UFINET_FACIB2 5,000,000.00 EUR B BUMV Global Foods Company Ltd. - Facility B2A UMVGLBLFD_FB2 2,166,902.32 EUR B+ B+Unilabs Diagnostics AB - New Euro Term Loan B2 UNILABSDIA_FTB 7,500,000.00 EUR B BUnit 4 Sweden Holding AB - Facility B1 (EUR) UNTIV_FACB1 5,000,000.00 EUR B NM BUnited Group BV - Float - 07/2023 XS1647816823 5,000,000.00 EUR B BUnivar USA Inc - Initial Euro Term Loan UNIVARUS_IETL 1,630,000.00 EUR BB- OFF BB-UPCB Finance IV LTD - 4% - 01/2027 XS1117297603 1,800,000.00 EUR BB- BB-Watson Bidco BV - Facility B WATSNBIDCO_TL 4,000,000.00 EUR *** Shadow Rating ***WowMidco SAS - Facility B2 WOWMIDC_FACB2 2,000,000.00 EUR *** Shadow Rating ***WP/AV CH Holdings III BV - Facility B Loan AVALOQ_GRTRLB 1,500,000.00 EUR B BZF Bidco - Senior Facility B PROSOLG_FLTLB 5,500,000.00 EUR *** Shadow Rating ***Ziggo Secured Finance Partnership - Term Loan F ZIGGO_SECURF 10,000,000.00 EUR BB- BB-



3


Portfolio Assets - Substitute Collateral Debt Obligations




1

Purchased / Sold Accrued Interest



Jubilee CLO 2015-XV BV Purchased / Sold PagePage 201

1

Risk Retention ConfirmationWe have received written confirmation from the Retention Holder that:

(a) it continues to hold not less than 5 per cent. of the nominal value of each Class of Notes (the ''Retention''); and

(b) it has not sold, hedged or otherwise mitigated its credit risk under or associated with the Retention or the underlying portfolio of Collateral Debt Obligations, except tothe extent permitted in accordance with Article 122a.


Jubilee CLO 2015-XV BV Risk Retention Confirmation Page 202

1

Portfolio Assets - Securities Sold DetailRe

port S

umma

ry

APB as of 12 MonthsAgo Requirement

PASS<= 30.00%% of APB12

23.49%450,750,000.00 EURReport Total

105,902,337.22 EUR

Issuer Asset Reason For Sale Sale Date PriceOriginal

PurchasePrice Trade Amount

A Schulman Inc Initial Euro Term B Loan Discretionary 27-Apr-2016 98.63 0.00 743,620.69 EURAenova Holding GmbH Facility B Discretionary 21-Aug-2015 100.17 50.40 713,178.92 EURAenova Holding GmbH Facility B Discretionary 16-Oct-2015 99.50 50.40 1,782,947.30 EURAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH Facility B Discretionary 21-Aug-2015 100.17 50.40 154,929.07 EURAenova Holding GmbH - Dragenopharm Apotheker Pueschl GmbH Facility B Discretionary 16-Oct-2015 99.50 50.40 387,322.67 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl Facility B Discretionary 21-Aug-2015 100.17 50.40 94,384.98 EURAenova Holding GmbH - SwissCaps Holding (Luxembourg) Sarl Facility B Discretionary 16-Oct-2015 99.50 50.40 235,962.45 EURAenova Holding GMBH - Temmler Pharma GMBH & Co. KG Facility B Discretionary 21-Aug-2015 100.17 50.40 37,507.03 EURAenova Holding GMBH - Temmler Pharma GMBH & Co. KG Facility B Discretionary 16-Oct-2015 99.50 37.08 21,142.67 EURAenova Holding GMBH - Temmler Werke Holding GMBH Retired Facility B Discretionary 28-Aug-2015 0.00 50.40 29,049.96 EURAenova Holding GMBH - Temmler Werke Holding GMBH Retired Facility B Discretionary 16-Oct-2015 99.50 50.40 72,624.91 EURArtemis Unitranche Unfunded Discretionary 29-Oct-2015 100.00 0.00 427,758.62 EURArtemis - Lichtblick Kontaktlinsen Neunkirchen Gmbh Unitranche Facility Discretionary 29-Oct-2015 100.00 0.00 1,571,925.29 EURArtemis - Lichtblick Kontaktlinsen Wirges GmbH Unitranche Facility Discretionary 29-Oct-2015 100.00 0.00 257,224.14 EURAruba Investments Inc Euro Term B-1 Loan Discretionary 13-Sep-2016 100.38 51.40 2,000,000.00 EURASA Newco GMBH Facility C Discretionary 25-May-2016 100.13 0.00 2,799,781.62 EURBSN Medical Luxembourg Finance Holding Sarl Facility C Discretionary 13-Sep-2016 100.74 100.00 2,000,000.00 EURCD&R Firefly Bidco Limited Facility B - Euro/Swap Discretionary 16-Jun-2017 100.00 98.75 1,783,500.00 EURDiaverum Holding SARL Facility C2 Discretionary 08-Dec-2015 99.85 100.00 4,000,000.00 EUREircom Finco S.a.r.l Retired - Facility B3 Discretionary 03-Jul-2015 0.00 0.00 6,000,000.00 EUREphios Bondco PLC Float - 07/2022 Discretionary 01-Oct-2015 0.00 0.00 4,000,000.00 EUREuropean Cinema Holdings II AB Facility B Discretionary 16-Feb-2017 102.00 99.75 2,000,000.00 EURGALAPAGOS SA Floating - 06/2021 Discretionary 15-Nov-2016 100.00 10.71 3,327,000.00 EURIDC Salud SLU Second Lien Term Loan Discretionary 16-Dec-2015 100.06 0.00 2,500,000.00 EURIGLO FOODS BONDCO PLC Euribor + 4.50% - 06/2020 Discretionary 22-Feb-2016 98.00 0.00 915,000.00 EURIneos Styrolution Group GmbH 2021 Euro Term Loan Discretionary 05-Oct-2016 99.50 69.79 77,457.88 EURInformatica Corporation Euro Term Loan Discretionary 05-May-2016 99.75 0.00 3,497,493.80 EURInformatica Corporation Euro Term Loan Discretionary 25-May-2016 99.75 0.00 6,452,506.20 EURKleopatra Holdings 2 - KP Germany Erste GmbH Retired - Initial Erste Euro Term Loan Discretionary 09-Feb-2016 100.50 0.00 2,122,065.73 EURKleopatra Holdings 2 - KP Germany Erste GmbH Retired - Initial Erste Euro Term Loan Discretionary 02-Sep-2016 100.88 0.00 1,061,032.86 EURKleopatra Holdings 2 - KP Germany Erste GmbH Retired - Initial GmbH Euro Term Loan Discretionary 09-Feb-2016 100.50 0.00 1,877,934.27 EURKleopatra Holdings 2 - KP Germany Erste GmbH Retired - Initial GmbH Euro Term Loan Discretionary 02-Sep-2016 100.88 0.00 938,967.14 EURLETO Gmbh Unitranche Facility Discretionary 29-Oct-2015 100.00 0.00 743,091.95 EURLOCK AS Float 5.476%- 08/2020 Discretionary 16-Feb-2016 0.00 0.00 8,000,000.00 EURMediq Inc/Prn Life Support Services Inc Term Loan B2 Discretionary 22-Aug-2016 0.00 100.38 1,495,180.87 EURMotor Fuel Group Facility B - Euro/Swap Discretionary 16-Jun-2017 100.00 98.50 1,730,550.00 EURNovacap INT Floating - 05/2019 Discretionary 22-Feb-2016 98.75 0.00 1,500,000.00 EUROptima Sub Finco Limited Term Facility B2 (Eur) Discretionary 24-Mar-2016 99.50 99.00 1,000,000.00 EURPatheon Holdings I BV Retired - Euro Term Loan Discretionary 30-Oct-2015 100.31 0.00 2,992,424.24 EURSam Bidco Retired - Facility B1A Discretionary 13-Oct-2015 100.70 100.89 1,557,158.37 EURSam Bidco - Diacine France SAS Retired - Facility B1B Discretionary 13-Oct-2015 100.70 100.89 428,723.98 EUR



1

Issuer Asset Reason For Sale Sale Date PriceOriginal

PurchasePrice Trade Amount

SIG Combibloc PurchaseCo Sarl Initial Euro Term Loan Discretionary 02-Nov-2016 100.25 0.00 4,925,000.00 EURSpringer Science & Business Media Deutschland GMBH Retired Intial Term B8 Loan Discretionary 30-Jun-2015 0.00 100.00 732,218.10 EURSpringer Science & Business Media Finance Inc Retired Intial Term B8 Loan Discretionary 30-Jun-2015 0.00 0.00 1,279,494.00 EURSpringer Science & Business Media GMBH Initial Term B8 Loan Discretionary 23-Jun-2015 0.00 0.00 4,000,000.00 EURSYNLAB BONDCO Float - 07/2022 Discretionary 05-Nov-2015 101.70 0.00 6,000,000.00 EURSYNLAB BONDCO Float - 07/2022 Discretionary 01-Jul-2016 0.00 0.00 6,000,000.00 EURSynlab Bondco Plc Float - 07/2022 Discretionary 14-Jul-2016 0.00 0.00 3,000,000.00 EURTrionista Holdco GMBH - Celliande SAS Retired Facility B1C3 Discretionary 21-Mar-2016 98.25 0.00 335,134.51 EURTrionista Holdco GMBH - Celliande SAS Retired Facility B1C3 Discretionary 29-Apr-2016 0.00 0.00 502,701.74 EURTrionista Holdco GMBH - Comptage Immobilier Services SAS Retired Facility B1C3 Discretionary 21-Mar-2016 98.25 100.25 9,742.82 EURTrionista Holdco GMBH - Meter Acquisition SAS Facility B1C3 Discretionary 21-Mar-2016 98.25 100.25 655,122.67 EURUMV Global Foods Company Ltd. Facility B2A Discretionary 14-Mar-2016 98.75 0.00 2,000,000.00 EURUPCB Finance IV LTD 4% - 01/2027 Discretionary 22-Mar-2016 97.75 0.00 1,200,000.00 EURVerisure Holding AB Facility B1E Discretionary 28-Jul-2017 100.31 100.00 1,000,000.00 EURWebhelp Term B Discretionary 12-Aug-2015 100.78 0.00 933,475.77 EUR



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Portfolio Assets - Securities sold since the year beginning at the anniversary of the Closing DateRe

port S

umma

ry

Aggregate CollateralBalance January Requirement

PASS<= 30.00%

% ofACBJanuary

0.00%0.00 EURReport Total

0.00 EUR




1

Documents

Jubilee CLO 2015 XV BV - RNS Submit · Jubilee CLO 2015 XV BV Relationship Manager: Phone: Fax: ... Jubilee CLO 2015-XV B.V. ... LX153737 Foncia Senior Facility B €4,447,342.25