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RIT Capital Partners PLC

Annual Report Feb 28, 2013

4696_10-k_2013-02-28_89f39553-acdb-422c-b962-36a679ffa74b.pdf

Annual Report

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JZ CAPITAL PARTNERS LIMITED

Annual Report and Accounts For the year ended 28 February 2013

Contents

Who we are 1 Statement of comprehensive income 32
Performance highlights 2 Statement of financial position 33
Chairman's statement 3 Statement of changes in equity 34
Report of the directors 6 Statement of cash flows 35
Investment Adviser's report 9 Notes to the financial statements 36
Valuation policy 16 Company advisers 78
Investment portfolio – major holdings 17 Board of directors 79
Directors' remuneration report 20 Useful information for Shareholders 80
Corporate governance 21 Notice of Annual General Meeting 83
Independent Auditor's report 26 Form of Proxy 87
Investment portfolio 27
Statement of comprehensive income 32
Statement of financial position 33
Statement of changes in equity 34
Statement of cash flows 35
Notes to the financial statements 36
Company advisers 78
Board of directors 79
Useful information for Shareholders 80
Notice of Annual General Meeting 83
Form of Proxy 87

Annual Report and Accounts 1

Who we are

Corporate objective

"To create a portfolio of investments in businesses primarily in the United States, providing a superior overall return comprised of a current yield and significant capital appreciation."

About us

JZ Capital Partners Limited ("JZCP") is a listed private equity company which invests primarily in US and European micro cap businesses. JZCP's Investment Adviser is Jordan/ZalaznickAdvisers, Inc. ("JZAI") which was founded by David Zalaznick and Jay Jordan in 1986. JZAI has investment professionals in New York, Chicago, London and Madrid.

JZCP's investment objective is to provide an overall total return comprised of dividend yield plus stock appreciation. The current Board policy is to pay a dividend equal to 3 per cent of net asset value, paid through semi-annual instalments.

JZAI believes that the best way to earn superior returns, on a risk adjusted basis, is to invest in a portfolio of high-quality, niche businesses at reasonable prices. These businesses are grouped together by industry sector into "verticals" which constitute respective strategic build-ups. JZAI's team of experienced industry executives assist the portfolio companies' management teams with operational expertise, focus and accountability. JZCP also provides growth capital to its portfolio companies, both for organic growth as well as for strategic acquisitions.

Most of the companies JZCP invests in are at the smaller end of the middle market, i.e. micro cap companies that have enterprise values under US\$200 million. JZCP invests in businesses that are normally not sold at auction, generally private companies where the owner is looking for a partner to help plan, fund and execute a growth plan. JZCP also invests in other asset classes such as real estate, bank loans and mezzanine debt.

JZCP is a closed-ended investment company which is admitted to trading on the Specialist Fund Market of the London Stock Exchange and listed on the Channel Islands Stock Exchange.

Our key investment principles

  • 1 A disciplined value oriented and value added approach to deliver superior returns on a risk-adjusted basis
  • 2 A focus on high-quality micro cap businesses in the US and Europe bought at reasonable prices in partnership with management
  • 3 A strategy of working with our management partners at each portfolio company to enhance growth through operational focus and strategic acquisitions
  • 4 A proprietary network of intermediaries to find investment opportunities rather than participating in auctions
  • 5 A diversified portfolio in terms of industry sector, geography and asset class

Investment PerformanceAdviser's highlightsreport continued

"We are delighted with another excellent set of results for JZCP. In particular, the record total return of 43 per cent, record dividend distribution and narrowing of the discount from 38 per cent to 18 per cent are a reflection of the underlying value of JZCP's portfolio."

Results highlights

Share price and Shareholder returns

The share price rose from 366p at 29 February 2012 to 500p on 28 February 2013. The total Shareholder return for the period including dividends paid was 43 per cent.

Total Shareholder returns

NAV to market price discount

The discount has narrowed from 38 per cent on 29 February 2012 to 18 per cent on 30 April 2013.

Net asset value ("NAV") per share and total NAV returns

NAV per share climbed from US\$9.47 on 29 February 2012 to US\$9.69 on 28 February 2013. The total NAV return for the period including dividends paid was 6 per cent.

NAV total returns

Chairman's statement

"2012 has been a year of significant progress for the Company, both strategically and from a performance perspective. The Investment Adviser's unrivalled track record and expertise in US and European micro cap buyouts continues to provide Shareholders with long-term profitable growth."

I am pleased to report the results of JZ Capital Partners Limited ("JZCP" or the "Company") for the 12-month period ended 28 February 2013.

JZCP has produced another 12 months of steady growth during a year that has been characterised by the implementation of several strategic initiatives. The measures have been designed to broaden Shareholder base, build on the Company's core micro cap investment strategy and lay the foundations for long-term future profitable growth. We have been delighted by the significant support received from Shareholders for the changes.

A simplified share capital structure was introduced to accommodate a growing number of US investors and JZCP moved from the Main Market to the Specialist Fund Market ("SFM") of the London Stock Exchange. Trading volumes in the stock have remained at or near to historic levels. A new dividend policy provides a longterm solution to narrowing the discount by offering more predictable distributions at a rate of 3 per cent of NAV per year in two instalments. The proportion of NAV that can be invested outside the US has risen from 20 per cent to 30 per cent to enable the Company to apply its expertise in originating and investing in high-quality micro cap opportunities in other regions.

These initiatives were successfully implemented against the backdrop of the continuing uncertainty in the global economy. The temporary resolution of the US fiscal cliff drama helped to renew optimism in our core US market while action by the European Central Bank in the summer of 2012 improved sentiment and allayed fears about the break-up of the Euro zone. However, the global economy remains weak and growth in developed markets continues to be anaemic, despite the equity market rally which saw the FTSE 100 rise 7.2 per cent

and the Dow Jones climb by 8.3 per cent over the period. Interest rates in both the US and Europe also remain at historic lows.

Performance

Despite this renewed macroeconomic uncertainty, the directors are delighted with JZCP's excellent performance. During the period, NAV (including dividends paid) rose by 6 per cent, from US\$9.47 per share to US\$9.69 per share (US\$10.02 before dividends paid). The Company's share price rallied to an all-time high, rising 44.3 per cent during the period following the transfer to the SFM. This share price performance was in the top quartile of JZCP's peer group during the period.

The discount to NAV has significantly narrowed, reducing from 38 per cent to 18 per cent as at 30 April 2013. The Board remains convinced that the corporate actions it has already taken, combined with the Investment Adviser's ability to generate long-term NAV growth will reduce the discount to NAV even further.

Strategy

The continuing robust performance of the Company is a result of its disciplined and value orientated strategy which uses a proprietary network to find high-quality micro cap companies with the potential for significant further growth. Activities continue to be focused on the US, where JZCP predominantly follows a buy-and-build strategy that focuses on thoroughly researched industry sectors with substantial growth potential known as "verticals". These micro cap investments constitute 29 per cent of NAV, and are the main driver of growth for the Company. Supervisors, regarded as the leaders in their field, support the existing management of these companies to help build better businesses, create value and deliver strong returns to investors.

The Company's only gearing is through its Zero Dividend Preference shares ("ZDPs"). The Board will, from 2014, have the Company's portfolio managed to ensure there is sufficient cash available to repay the ZDPs in the absence of any other refinancing proposal. To help with this, a modest proportion of the portfolio is also now invested in gilts.

Chairman's statement continued

Portfolio

The underlying portfolio companies have performed well and the EBITDA of all of the US micro cap businesses increased 7 per cent over the past year.

The portfolio saw 19 realisations generating US\$146 million but with new investment the portfolio comprises 51 investments across 10 industry sectors at the end of the period. US micro cap investments increased by US\$137 million during the period.

Exposure to the European micro cap sector complements the US micro cap investments. Spain continues to be the main focus of the European portfolio as distressed valuations and a lack of traditional bank lending to the SME sector has created excellent investment opportunities for the Company. The portfolio currently holds five companies which are located in the region that are performing despite the country's challenging trading environment. These investments constituted 17 per cent of NAV at period end. The Company is continuing to seek good quality and performing companies across Europe through its network of intermediaries. There is scope to pursue micro cap opportunities in other regions, such as in Latin America, but the bulk of the portfolio will remain in the US.

Distributions

In May 2012, the Board proposed a new dividend policy to provide a long-term solution to narrow the discount by providing regular and more predictable distributions. The new policy provides distributions at a rate of 3 per cent of NAV per year in two instalments.

The directors declared and paid an interim dividend of 14 cents per share for the six months ended 31 August 2012. The Board has declared a second dividend for the year of 15 cents per share. Therefore the total distribution for the year will be 29 cents per share, compared to 25 cents for the year ended 29 February 2012. This implies an annualised yield as at 28 February 2013 of 4 per cent.

Rotation of directors

At the forthcoming Annual General Meeting, David Macfarlane and James Jordan will each retire by rotation and will each offer themselves for re-election.

Outlook

While the Board is mindful of the uncertain economic environment, we remain positive about the ability of JZCP and the broader private equity sector to outperform public markets, as has been evidenced over the last 12 months.

Furthermore, there is scope for these returns to be enhanced further by JZCP's disciplined micro cap strategy. The Company has performed well yet again and the new dividend policy is providing stable and regular distributions to investors.

The directors are confident in the Investment Adviser's ability to continue to grow NAV given its significant experience in the US and Europe, the Company's strong balance sheet and a healthy pipeline of realisation and investment opportunities.

We have worked hard during the period to prepare the Company for a more secure, long-term future and we enter 2013 with a positive outlook, renewed confidence and well positioned to generate significant returns to our Shareholders.

David Allison

I am sad to report the recent tragic death in an accident of our colleague, David Allison. He contributed substantially to our Company and we shall miss him and his wise counsel greatly.

David Macfarlane Chairman

20 May 2013

Special business for the Annual General Meeting

Last year, proposals which were put to Shareholders and adopted that included restructuring the Ordinary share capital of the Company so as to accommodate the weight of US ownership of the Company's equity and at the same time avoid the associated threat of delinquency under US securities law and to obtain admission to listing on the Official List of the Channel Islands Stock Exchange (the "CISX"). As part of the process pursuant to which the Company's Ordinary shares were admitted to the CISX in July 2012, the CISX required certain changes to be made to the Company's Articles of Incorporation at the first Annual General Meeting following the CISX listing. The required changes are: that the voting provisions relating to Shareholder resolutions on the appointment or removal of directors be moved from article 5 to article 14; and to ensure that the directors' discretion to restrict transfers of Ordinary shares to Restricted Persons and other Non-Qualified Holders (as defined in the Articles of Incorporation) may only be exercised where failure to do so may result in a regulatory, pecuniary, legal, taxation or material administrative disadvantage to the Company or its Shareholders as a whole and where such exercise would not disturb the market in the Ordinary shares. The changes required by the CISX satisfy their requirements regarding the equality of treatment for Shareholders without impacting upon the effectiveness of last year's restructuring arrangements as regards US securities laws. Special resolution 1 (agenda item no. 9) is therefore proposed to adopt the amended Articles of Incorporation in place of the Company's current Articles of Incorporation.

A copy of the proposed new Articles of Incorporation and a copy of the current Articles of Incorporation marked to show the proposed changes are available for inspection at the Company's registered office and at the offices of Ashurst LLP at Broadwalk House, 5 Appold Street, London EC2A 2HA during normal business hours from the date of this document until the close of the Annual General Meeting to be held on 24 June 2013 (Saturdays, Sundays and public holidays in the UK excepted) and will be available at the place of the Annual General Meeting for at least 15 minutes prior to, and during, the meeting.

Report of the directors

The directors present their Annual Report together with the audited financial statements of JZ Capital Partners Limited (the "Company") for the year ended 28 February 2013.

Principal activities

JZ Capital Partners is a closed-ended investment company with limited liability which was incorporated in Guernsey on 14 April 2008 under The Companies (Guernsey) Law, 1994. The Company is subject to The Companies (Guernsey) Law, 2008. The Company's share capital consists of Ordinary shares and Zero Dividend Preference ("ZDP") shares. The Ordinary and ZDP shares were admitted to the Official List of the London Stock Exchange ("LSE") on 27 June 2008.

The Company was granted consent on 8 May 2008 by the Guernsey Financial Services Commission under The Control of Borrowing (Bailiwick of Guernsey) Ordinance, 1959 to raise up to £300,000,000 by the issue of shares.

The Company's corporate objective is to create a portfolio of investments in businesses primarily in the United States, providing a superior overall return comprised of a current yield and significant capital appreciation. The Company's present strategies include investments in micro cap buyouts, mezzanine loans (sometimes with equity participations) and high yield securities, senior secured debt and second lien loans, real estate and other debt and equity opportunities, including distressed debt and structured financings, derivatives and opportunistic purchase of publicly traded securities.

On 31 July 2012, the Company announced the cancellation of the listing of its Ordinary shares on the premium segment of the Official List and trading on the London Stock Exchange's Main Market for listed securities. Subsequently the Company's shares were admitted to trading on the SFM. The Company also announced the admission to listing on Channel Islands Stock Exchange ("CISX").

Business review

The total profit attributable to Ordinary Shareholders for the year ended 28 February 2012 was US\$35,850,000 (year ended 29 February 2012: profit of US\$45,044,000). The revenue return for the year was US\$27,113,000 (year ended 29 February 2012: US\$25,202,000), after charging administrative expenses of US\$2,785,000 (year ended 29 February 2012: US\$2,786,000) and Investment Adviser's base fee US\$10,707,000 (year ended 29 February 2012: US\$10,247,000) and an income incentive fee payable to the Investment Adviser of US\$Nil (29 February 2012: US\$4,410,000). The net asset value ("NAV") of the Company at year end was US\$630,182,000 (29 February 2012: US\$615,462,000) equal to US\$9.69 (29 February 2012: US\$9.47) per Ordinary share.

For the year ended 28 February 2013, the Company had US\$2,196,000 (year ended 29 February 2012: US\$1,633,000) of cash inflows resulting from operating activities.

A review of the Company's activities and performance is detailed in the Chairman's statement on pages 3 to 5 and the Investment Adviser's report on pages 9 to 15. The valuation of the listed and unlisted investments is detailed on pages 27 to 31.

Dividends

It is the Board's policy to distribute 3 per cent of the Company's net assets in the form of dividends.

For the year ended 28 February 2012, an interim dividend of 14.0 cents per Ordinary share (total US\$9,102,605) was declared by the Board on 10 October 2012 and paid on 5 November 2012.

A second dividend of 15.0 cents per Ordinary share (total US\$9,752,792) was declared by the Board on 20 May 2013.

Directors

The directors listed below are all non-executive and have served on the Board throughout the year and were in office at the end of the year and subsequent to the date of this report. The biographical details of the directors are shown on page 79.

David Macfarlane (Chairman) Patrick Firth James Jordan Tanja Tibaldi

All directors are independent at the year end, throughout the year and to the date of this report.

David Allison served as a director until his death on 26 April 2013.

Annual General Meeting

The Company's Annual General Meeting is due to be held on 24 June 2013.

Share capital and purchase of own shares

Details of Zero Dividend Preference shares and Ordinary shares can be found in notes 15 and 16 on pages 52 and 53. During the year the Company did not buy back any of its own shares.

The beneficial interests of the directors in the Ordinary shares of the Company are shown below:

Number of
Ordinary
shares
1 March
2012
Ordinary
shares
(sold)
Number of
Ordinary
shares
purchased/ 28 February
2013
David Macfarlane 43,000 7,000 50,000
James Jordan 30,000 30,000
Tanja Tibaldi 2,000 2,000
75,000 7,000 82,000

Patrick Firth did not hold an interest in Ordinary shares during the year. None of the directors held any interest in Zero Dividend Preference shares during the year. There have been no changes in the directors' interests between 28 February 2013 and the date of this report.

Directors' statement as to the disclosure of information to the Auditors

All the present directors were members of the Board at the time of approving this report and each of the directors confirms that:

  • To the best of his/her knowledge and belief, there is no information relevant to the preparation of this report of which the Company's Auditors are unaware; and
  • He/she has taken all the steps a director might reasonably be expected to have taken to be aware of relevant audit information and to establish that the Company's Auditors are aware of that information.

Independent Auditor

A resolution to reappoint Ernst & Young LLP as Auditor to the Company will be proposed at the next Annual General Meeting.

Substantial Shareholders

As at 28 February 2013 and at the date of this report, the Company has been notified in accordance with applicable legislation of the following interests in the Ordinary share capital of the Company:

As at 28 February 2013 As at 30 April 2013
shares % of
Ordinary Ordinary
shares
shares % of
Ordinary Ordinary
shares
Edgewater Growth
Capital Partners 13,494,037 20.75% 13,494,037 20.75%
John W. Jordan 7,719,240 11.87% 7,719,240 11.87%
DavidW. Zalaznick 7,717,377 11.87% 7,717,377 11.87%
AbramsCapital
Management L.P. 5,614,390 8.64% 4,914,389 7.56%
Rothschild Wealth
Management 5,428,531 8.35% 5,461,009 8.40%
Leucadia Financial
Corporation 4,527,563 6.96% 4,527,563 6.96%
Third Avenue
Management LLC 3,407,535 5.24% 4,151,226 6.38%

The percentage of Ordinary shares shown above represents the ownership of voting rights at the year end before weighting for votes on directors.

It is the responsibility of the Shareholder to notify the Company of any change to their shareholdings when it reaches 3 per cent of shares in issue and any change which moves up or down through any whole percentage figure above 3 per cent.

Report of the directors continued

Ongoing charges

During the year, the Association of Investment Companies ("AIC") recommended that ongoing charges disclosure should replace the total expense ratio which has traditionally been calculated by investment companies. Ongoing charges for the year ended 28 February 2013 and 29 February 2012 have been prepared in accordance with the AIC's recommended methodology. The ongoing charges for the year ended 28 February 2013 were 2.22 per cent (29 February 2012: 2.21 per cent) excluding incentive fees and 3.69 per cent.Including incentive fees (29 February 2012: 3.86 per cent).

Corporate governance

The Company's Corporate governance report, disclosed on pages 21 to 25, forms part of the directors' report for the year ended 28 February 2013.

Statement of directors' responsibilities The

directors are responsible for preparing financial statements in accordance with International Financial Reporting Standards as adopted by the European Union ("IFRS") and The Companies (Guernsey) Law, 2008 for each financial period which give a true and fair view of the state of affairs of the Company and its profit or loss for that period. International Accounting Standard 1 requires that financial statements present fairly for each financial period the Company's financial position, financial performance and cash flows. This requires the faithful representation of the effects of transactions, other events and conditions in accordance with the definitions and recognition criteria for assets, liabilities, income and expenses set out in the International Accounting Standards Board's "Framework for the preparation and presentation of financial statements". In virtually all circumstances a fair presentation will be achieved by compliance with all applicable International Financial Reporting Standards.

In preparing financial statements the directors are required to:

  • Ensure that the financial statements comply with the Memorandum and Articles of Incorporation and IFRS;
  • Select suitable accounting policies and apply them consistently;
  • Present information including accounting policies, in a manner that provides relevant, reliable, comparable and understandable information;
  • Make judgements and estimates that are reasonable and prudent;
  • Prepare the financial statements on the going concern basis, unless it is inappropriate to presume that the Company will continue in business; and

● Provide additional disclosures when compliance with the specific requirements of IFRS is insufficient to enable users to understand the impact of particular transactions, other events and conditions on the Company's financial position and financial performance.

The directors confirm that they have complied with these requirements in preparing the financial statements.

Responsibility statement of the directors in respect of the financial statements

Each of the directors confirms to the best of each person's knowledge and belief that:

  • The financial statements, prepared in accordance with IFRS and in accordance with the requirements of the London Stock Exchange (LSE), give a true and fair view of the assets, liabilities, financial position and profit of the Company; and
  • The Investment Adviser's report includes a fair review of the development and performance of the business and the position of the Company. The financial statements describe the principal risks and uncertainties faced by the Company.

The directors are also responsible for the keeping of proper accounting records which disclose with reasonable accuracy at any time, the financial position of the Company and to enable them to ensure that the financial statements comply with The Companies (Guernsey) Law, 2008 and the Listing Rules of the London Stock Exchange and Channel Islands Stock Exchange. They are also responsible for the system of internal controls, safeguarding the assets of the Company and hence for taking reasonable steps for the prevention and detection of fraud and other irregularities.

The directors are also responsible for the maintenance and integrity of the corporate and financial information included on the Company's website. Legislation in the United Kingdom and Guernsey governing the preparation and dissemination of financial statements may differ from legislation in other jurisdictions.

Approved by the Board of directors and agreed on behalf of the Board on 20 May 2013.

David Macfarlane Patrick Firth
Chairman Director

Investment Adviser's report

"Our opportunistic approach to value investing has led us to some exciting new opportunities in the real estate sector which will complement our core micro cap strategy."

David Zalaznick and Jay Jordan

Dear Fellow Shareholders,

We are pleased to report JZCP achieved a 43 per cent total return for its Shareholders for the fiscal year ended 28 February 2013. The increase in our stock price was driven by a year-on-year growth in net asset value ("NAV"), and an increased dividend. Finally, we completed the trifecta as the discount went from 38 per cent at the beginning of the fiscal year to 18 per cent as at 30 April 2013. The discount is heading in the right direction, but is still not where we want it to be. Our NAV (before dividends paid) was up 6 per cent, as per share NAV went up to US\$10.02 from US\$9.47. JZCP's dividend will be 29 cents versus 25 cents last year. This is the first full year of our new dividend policy of paying 3 per cent of NAV in semi-annual payments; at our current stock price, the implied dividend yield is 4 per cent.

Our Company's balance sheet continues to be exceptionally strong, with a large cash and liquid assets position of US\$228.5 million and no long-term obligations other than the Zero Dividend Preference shares ("ZDPs") which mature in 2016. Since the last Annual Report we have received US\$145.9 million in proceeds from 19 realisations and deployed US\$200.7 million in 25 new investments.

JZCP's underlying portfolio companies have performed well on an operating basis during this fiscal year. On a combined basis, EBITDA of all of our US micro cap businesses increased 7 per cent over the past year.

Our US micro cap portfolio is valued at 6.9x EBITDA after an average 23 per cent marketability discount. The underlying leverage senior to JZCP's position in our micro cap portfolio, both in the US and Europe, is under 1.2x EBITDA (though we expect that to grow slightly as we put more third-party debt onto several portfolio companies). Our European micro cap portfolio, currently consisting of five Spanish businesses, are valued using a 7.1x EBITDA multiple, after a 20 per cent marketability discount, with 1.1x EBITDA of third-party leverage.

We had two significant realisations since the last Annual Report. The first is the successful conclusion to one of our US micro cap investments – Horsburgh and Scott ("H&S"). In March 2013 (post-period), we sold H&S, which makes large diameter gears. Over time, we realised US\$38.6 million on our US\$21.8 million investment, for a 1.8x multiple of capital invested, and a 13 per cent IRR. Given that we had been writing this investment up over time, there was a negligible effect on NAV.

Secondly, we sold our remaining position in TAL, our container leasing business. At the beginning of the year, we owned 1,065,738 shares for a NAV per share of 59 cents. We sold these shares for US\$42.1 million in a secondary offering creating a 6 cent increase in NAV. Given that TAL was a listed equity portfolio company, we had been writing this investment up and down as the markets dictated. Over the course of the TAL investment we have done five secondary offerings to realise our investment. We achieved a 4.5x multiple of invested capital and a 27 per cent IRR over eight years.

Investing in micro cap companies has historically been the main driver of NAV growth and will continue to be so. We continue to be active in our current five business sectors, or "verticals": Industrial Services Solution (ISS), Sensors Solutions, Healthcare Revenue Cycle Management, Water Services, and Testing Services. These verticals are each managed by an experienced business professional, who is involved in both making acquisitions, and helping the business we own grow

Investment Adviser's report continued

organically and through synergistic actions. For these activities, we invest with Edgewater Growth Capital Partners; together with them, we have a majority position in all of our verticals. We are also growing our micro cap portfolio by co-investing with other well-known US buyout firms whose operational focus in buying and managing small businesses overlap with ours.

Our opportunistic approach to value investing has led us to some exciting new opportunities in the real estate sector which will complement our core micro cap strategy. It is important to note that we are applying the same disciplined approach to these investments as we have always used; buying businesses at reasonable values in conjunction with excellent management teams. For our real estate investments, we have been backing a management team that has extensive (and successful) experience in buying and renovating smaller off-market properties in up and coming neighbourhoods in Brooklyn, NY. The Company is also establishing a new asset management business in the US that will address the growing demand from endowments and pension funds for fiduciary management services.

NAV growth

For the 12 months ending 28 February 2013, JZCP's net assets increased from US\$9.47 per share to US\$10.02, a 6 per cent increase, before 32.5 cents of dividends paid, or 2 per cent after the dividends. Note that we have had NAV growth in 15 of the last 16 quarters. The chart below shows the source of the annual growth for this fiscal year:

Net asset value per Ordinary share

as of 29 February 2012 US\$9.47
+ Change in private investments 0.05
+ Change in public investments 0.18
+ Income from investments 0.63
+ Escrows received 0.12
- ZDP dividend accrual (0.11)
- Fees and expenses (0.37)
+/- Other 0.05
Net asset value per Ordinary share
(before dividends) US\$10.02
- Dividends paid (0.33)
Net asset value per Ordinary share
as of 28 February 2013 US\$9.69

Regarding the increases in the private investments above, we have prudently lowered the valuation of the US micro cap portfolio by 4 cents, driven by a 24 cent decrease in the value of Accutest, our environmental testing business. We also show a 6 cent increase in New Vitality, our co-investment in this vitamin and supplement company, due to very positive performance, and a positive resolution to a once potential lawsuit. The remaining 14 cent increase in value is comprised of small increases spread across seven different entities. The European micro cap portfolio has a 7 cent increase, driven by continued very strong performance (23 cents) at Factor Energia, our energy and natural gas distribution business in Spain. Offsetting this performance is a write down of Xacom, our supplier of parts and technologies to Spanish and South American telecom companies (14 cents), several of which have delayed orders of certain of their products. Finally, our listed equities have performed well, adding 13 cents to our NAV.

Returns

The chart below summarises the cumulative total NAV returns and total Shareholder returns for the most recent three months, most recent 12 months, and most recent 36 months (the relevant time periods since our "recapitalisation" in June 2009).

As at
28/02/2013 30/11/2012 29/02/2012 28/02/2010
Since Since Since
Share price
(in GBP) £5.00 £4.34 £3.66 £2.73
Dividends paid
(in US cents) 32.5c 70.0c
Total Shareholders'
return 15% 43% 99%
NAV per share
(in USD) US\$9.69 US\$9.41 US\$9.47 US\$7.04
NAV total returns 3% 6% 48%
NAV to market
price discount 22% 26% 38% 41%

Portfolio summary

We continue to diversify JZCP's portfolio into many different industry sectors as well as geographically across the United States and into Europe. Currently, we have a diversified portfolio of 51 businesses in 10 different sectors, as you will see in the charts below. In addition, our portfolio is diversified in terms of vintage years.

Below is a summary of our portfolio, comparing the assets as of 28 February 2013 to the previous year end. As you will note, our US micro cap portfolio increased by US\$137.2 million due to the acquisition activity described below. Our mezzanine and bank debt portfolios continue to run off as companies are sold or refinanced. Finally, as discussed, we realised on the remainder of our TAL listed equity.

(and cash) 51 731,022 710,954 2.9%
Total investments
Total listed investments
(and cash)
5 227,758 389,226 (41.5%)
Cash 102,740 202,481 (49.3%)
UK treasury gilts 31,809 33,465 (4.9%)
Bank debt 1 11,690 32,512 (64.0%)
Listed corporate bonds 2 26,450 32,129 (17.7%)
Listed equity 2 55,069 88,639 (37.9%)
Total private
i
nvestments
46 503,264 321,728 56.4%
Other portfolio 5 11,080 1,620 584.4%
Real estate portfolio 5 30,860
Mezzanine investments 4 11,294 29,632 (61.9%)
European investments 5 107,463 85,129 26.2%
US micro cap portfolio 27 342,567 205,347 66.8%
Number of
as at 28/02/2013
investments 28/02/2013 29/02/2012
US\$'000
US\$'000 Change %

Note that we have continued our programme of holding highly rated listed corporate bonds as a means of earning an enhanced return on our cash. The obligors of these bonds are two highly rated banks: HSBC and JP Morgan Chase and mature from 2014 to 2016. In previous periods we have purchased UK Gilts with an eye toward the 2016 maturity date of our ZDPs.

US micro cap portfolio

As mentioned, we have written down this portfolio by 4 cents, led by a decrease in value of Accutest, our environmental testing business. We feel this new valuation reflects a now-stabilised level of earnings. Offsetting this were (i) a 6 cent increase in New Vitality, our co-investment in a vitamin and supplement company, and (ii) smaller increases in values based upon improved performance across seven different businesses. We continue to value this portfolio prudently: the average multiple used, after a 23 per cent marketability discount, was 6.9x.

New US investments – verticals

We made 11 investments totalling US\$90.8 million across several of our verticals:

Industrial Services

We made six acquisitions into our Industrial Services vertical.

Investment Adviser's report continued

We acquired Bay Valve, which is an industrial valve distributor and provider of valve field services and equipment repair throughout the western United States. Its primary markets are petrochemical and power generation. JZCP purchased US\$18.9 million of senior and subordinated notes, and a nominal amount of common stock. JZCP's equity interest in this entity is 31 per cent.

We also purchased Gator Compressor, a small independent dealer of used and refurbished air compressor equipment and associated filter, lubricant and sundry parts. The company stocks a wide variety of inventory, and is capable of supplying aftermarket equipment and parts for a wide variety of OEM compressor brands. JZCP purchased 33 per cent of this business with US\$1.5 million of senior notes.

National Compressors was the next ISS acquisition, which provides air compressor services and solutions to manufacturing plants across several end-markets, including steel, power generation, automotive, and industrial and general manufacturing. We purchased US\$4.4 million of senior notes, and acquired 31 per cent of this business.

We also made an investment in Pennsylvania Electric Motor Services, which specialises in the repair, rebuild, maintenance and installation of electric motors in a wide variety of uses, from integrated motion control devices to more mundane electric motors installations. The company services customers in a wide variety of end markets, including mining, metals, chemicals and automotive industries. JZCP purchased US\$6.6 million of senior and subordinated notes, and acquired 34 per cent of the business' equity.

We acquired Madison Smith, which provides a range of industrial services to manufacturing plants operating in a variety of end-markets, including consumer products, food, automotive, energy, agriculture, material handling and packaging. We paid US\$4.8 million for a 34 per cent interest in this company.

Finally, we purchased RAM Industrial Services, a provider of repair and replacement options for motors, pumps, controls, variable frequency drives (used to adjust motor speed) and related equipment for a diversified customer base. We purchased US\$7.8 million in notes for 31 per cent of this business.

Healthcare Revenue Cycle Management

We made our first investment in our new Healthcare Revenue Cycle Management vertical, MEDS, which is an outsourced provider of patient benefit eligibility, enrolment and revenue recovery services to hospitals

and health systems. MEDS helps its customers increase cash flow and accelerate cash collections by securing government-funded reimbursement for uncompensated medical expenses provided to uninsured and underinsured patients. JZCP purchased US\$7.2 million in senior notes, and US\$5.9 million of preferred and common stock, and acquired 30 per cent of the equity of this business.

Mike Shea, our CEO in this vertical, has extensive experience in helping hospitals manage their cash flows though MEDS-type vehicles. He founded, built, ran and sold a large MEDS competitor, achieving exemplary returns for his investors. His reputation in this growing segment of the healthcare industry has helped populate a very active acquisition pipeline.

Water Services

We made three acquisitions in our Water Services vertical. The first acquisition was Klenzoid Canada, which came to us via a reference from our Nashville Chemical investment management. Klenzoid is a specialty water treatment chemicals and services business. The company treats boilers, cooling water towers and process water systems for hospitals and industrial/commercial customers. Klenzoid develops its own proprietary chemical formulations, outsources the manufacturing/ blending to chemical blenders and then sells the chemicals, along with chemical feed equipment and water softeners, to middle market customers in the Great Lakes region. We acquired a 29 per cent share of the business for US\$11.2 million by purchasing US\$6.0 million in notes, and US\$5.2 million in preferred stock.

We also purchased two businesses in the water infrastructure repair sub-sector, a large and rapidly growing area of concern for municipalities and other water suppliers. LMK Technologies is a nationwide provider of non-invasive, long-lasting repair of underground water pipes. Using patent protected proprietary technologies, LMK products allow for repair of leaking pipes with minimal or no excavation. The deterioration of infrastructure in US cities and towns implies significant growth opportunities for LMK. JZCP purchased US\$6.0 million of senior notes, and US\$4.2 million of preferred and common stock for 20 per cent of this business.

The second business in this sub-sector is Perma-Liner, whose products perform essentially the same function as LMK, but are sold through a different channel. JZCP invested US\$5.2 million in US\$4.0 million senior notes and US\$1.2 million of preferred stock for 25 per cent of this entity.

Testing Services

We made our second acquisition in our Testing Services vertical. Argus Group sells, rents and services industrial hygiene and safety equipment including gas monitoring and measurement equipment and personal protective equipment. The company's clients span a wide range of industries, from environmental consulting firms to industrial businesses. JZCP purchased US\$2.5 million in senior notes, and US\$2.9 million in preferred and common stock, and acquired 31 per cent of the equity in this business.

New US investments – co-investments

Similar to our verticals strategy, the combination of JZCP's and our partners' equity always creates a majority position in these companies.

We put almost US\$40.0 million to work across four new businesses:

  • Along with Baird Capital Partners, we acquired Medplast/UPG, a precision moulded medical plastics business. This company designs, engineers and produces precision moulded thermoplastic, rubber and elastomer components primarily for the healthcare and pharmaceutical markets. The close tolerances and highly monitored processes allow Medplast/UPG to garner higher-than-average margins. It operates from ten locations worldwide, has eight clean room production facilities and a complete line of sub-assembly services. JZCP purchased US\$10.0 million of subordinated notes, and US\$7.5 million of preferred and common stock, for an effective 11 per cent equity interest.
  • Also with Baird, we acquired PC Helps, a provider of on-demand "how to" support and workforce productivity training solutions associated with software applications and mobile devices used every day at Fortune 500 and middle-market companies, federal agencies and higher education institutions. The company specialises in support for Microsoft Office and other applications and for the full range of mobile devices on the market today. JZCP invested US\$9.0 million (preferred and common stock), for an effective 19 per cent equity interest in this business.
  • Along with ACON Investments, we purchased Suzo-Happ, a designer, manufacturer and distributor of components, parts and supplies for the global gaming and amusement markets, servicing both the OEM and aftermarket channels. The growth in gaming throughout the world creates significant growth opportunities for Suzo-Happ; their products are used in most slot machine manufacturers' products. JZCP invested US\$5.0 million for 9 per cent of its equity.

● In conjunction with ACON Latin America, a successful fund that has been investing in Latin America for 15 years, we invested in BSM Engenharia S.A., a provider of supply chain logistics, infrastructure services and equipment rental to oil and gas, petrochemical, mining and energy markets in Brazil. It operates from four ports in Brazil and its blue chip customer list includes Petrobras, AcelorMittal and ThyssenKrupp. We purchased 4 per cent of this business for US\$6.1 million of stock.

European micro cap portfolio

JZCP is investing in the European micro cap sector through its 75 per cent ownership of the European Microcap Fund ("EMF"). Exposure to the European micro cap sector continues to complement and diversify JZCP's existing micro cap portfolio. As you may recall, EMF has offices in London and Madrid and an outstanding team with over ten years of investment experience in European micro cap deals. To date, all five investments are in Spain, where we are finding value in historically profitable businesses run by entrepreneurial managers. As at 28 February 2013, the European micro cap portfolio represented 17 per cent of total NAV.

As mentioned previously, Factor Energia, our energy and natural gas distribution business, continues to outperform expectations. The uplift in its valuation accounts for a 23 cent increase in NAV. This is offset by a 14 cent decrease in Xacom's valuation. Xacom, a supplier of products and technologies to Spanish telecoms in Spain and South America, has seen a delay in orders from its large customers, however, most recently business has picked up.

EMF made one acquisition in the past fiscal year, purchasing 30 per cent of Oro Direct, a leading precious metals trading business in Spain. EMF invested €13.5 million alongside a co-investor, LFPI, which invested €11.5 million for 25 per cent interest. Based in Valencia, Spain, Oro produces scrap gold and silver from 1,500 pawn shops and jewellers for the spot price less a commission per kilo transacted. The precious metals are then sold on to a refiner in Switzerland. This business is very scalable and opened an office in Vienna immediately after our transaction.

Real estate portfolio

We have begun to assemble a portfolio of properties, retail and residential, in Brooklyn, a borough of New York City that has experienced a rapid gentrification in certain neighbourhoods. The management team we are backing is RedSky Capital, a Brooklyn-based real estate and development and management company.

Investment Adviser's report continued

Brooklyn on its own would be the fourth largest city in the United States, and demographic projections suggest that significant growth is anticipated in the next ten years. It has 2.4 million people, about the same size as Chicago in terms of population.

Brooklyn is in the early stages of a renaissance where areas that have been historically industrial, low-income and/or artist communities are beginning to see seismic population changes fuelled by an influx of young and affluent ex-Manhattan residents. They migrate to Brooklyn in search of more space and a trendier community that embraces a relaxed, artistic and young lifestyle.

The RedSky team recognised this evolution in its infancy, and began acquiring retail and multi-family developments at discounts to their intrinsic value with significant upside as these communities mature and develop. We liked what they were doing; buying properties (offmarket, non-auction) in a growth market, providing hands-on management (tremendous value added) and proven earnings performance. Similar to our strategic build-ups, there is a multiple expansion (a lower cap rate in the real estate world) when valuing properties that have been redeveloped and are generating significantly higher cash flows.

In the past year, JZ RedSky has acquired four properties, with an additional five properties under contract. The current capitalisation of the existing portfolio is US\$93.0 million, with US\$42.7 million in total equity, of which US\$34.4 million was funded by separate JZ REIT entities. The properties are in Williamsburg, Flatbush and Fulton Mall.

The first acquired property is almost a square block on Bedford Street, in the Williamsburg section of Brooklyn; JZCP's investment is US\$14.3 million. This retail/ residential building is in a premier location of an area that is in the biggest and most valuable retail redevelopment in Northern Brooklyn. The team is in the process of finding new, high-end tenants for this property, which should be fully repositioned in the next two years.

The second property, with a total investment by JZCP of US\$10.0 million, is an assemblage of three properties on the Fulton Mall area, the third largest retail centre in New York City and second only to Times Square in terms of transit density. We have purchased the first two properties and have a deposit on the third, which will close soon.

Finally, we invested US\$3.5 million in Flatbush across the street from the entrance to the newly opened US\$1.2 billion Barclays Center, a 20,000 person arena in Brooklyn, home of the NBA franchise Brooklyn Nets. The Barclays Center has been the focus of a newly revitalised

neighbourhood in the centre of Brooklyn. Our team plans to renovate the building and build an additional floor and premium signage and lease it to a sports retailer.

Other assets

As mentioned, our Listed Equity portfolio has been reduced by the final sale of our remaining interest in TAL, the container leasing company. See below for details of these sales. Remaining in Listed Equities is primarily Safety Insurance, the Massachusetts-based propertycasualty insurer. It has performed well, creating an 8 cent increase in NAV over the course of the year.

The only asset of any size that remains in our Mezzanine, Bank Debt and Legacy portfolios is Healthcare Products, our power wheelchair manufacturer, marketer and seller. We have written Healthcare Products down by 8 cents to reflect the ongoing challenges the company has with its largest customer – the US Medicare system.

We also made a commitment of up to US\$15.0 million into a new asset management portfolio company, run by David Russ. David brings with him an impressive track record as Chief Investment Officer of Dartmouth College's endowment, as well as having senior investment roles at Stanford University and the Regents of the University of California. His plan is to approach smaller endowments and pension funds who have limited resources and offer them an institutional grade investment management programme; this type of asset management business is known as an "outsourced CIO/Endowment model." We are excited to be working with David and his team, and will report more on this business as it develops.

Significant realisations

We had 19 realisations across all our business sectors, totalling US\$145.9 million. Of note are the following:

In our micro cap portfolio, we had two significant realisations. First, as mentioned above, in March 2013 (post-period), we sold Horsburgh and Scott, the large diameter gear business. Over time, we realised US\$38.6 million on our US\$21.8 million investment, for a respectable 1.8x multiple of capital invested, and a 13 per cent IRR. Given that we had been writing this investment up over time, there was a negligible effect on NAV. We also realised US\$9.2 million from the refinancing of some of the debt we put into our micro cap sensors vertical.

We realised US\$28.9 million from our Mezzanine portfolio, as four investments paid off their debt; we are left with some yield enhancement equity stubs in these successful ventures. We had US\$23.9 million of our bank debt paid off with refinancing, across five businesses.

Perhaps most importantly, we sold our remaining interest in TAL, the container leasing business. Over the course of the year, we sold 1,065,738 shares for a total of US\$42.1 million. As this investment was listed, it increased and decreased in NAV depending of the public markets. However, we did get a 6 cent increase in NAV from this successful secondary offering.

Principal risks and uncertainties

As an investment fund, our principal risks are those that are associated with its investment portfolio. Given the nature of the portfolio, the principal risks are associated with the financial and operating performance of the underlying investments, along with market risk associated with the publicly listed equities.

In memoriam

As most of our Shareholders are aware, we lost a valued colleague and JZCP director, David Allison, in a tragic biking accident in Guernsey last month. David was a considerate and thoughtful man and very helpful as a director. Everyone always knew David was only interested in what was best for the Shareholders, having no personal agenda or ego to satisfy. We will miss him.

Outlook

Our philosophy and style of investing has remained consistent for the past 30 plus years. We believe the best way to achieve superior returns is by maintaining investment discipline and investing your (and our) money in a diversified portfolio of good quality niche businesses at reasonable prices. We are value oriented investors, i.e. we like to buy things that we hope have more intrinsic value and growth prospects than we have to pay in cash. As the market has become more competitive, we have responded by increasing the value-added/operations management component of our strategy significantly. We are pleased to have excellent managers as partners and, together, we develop growth strategies and work on operational efficiencies for the respective portfolio companies. This approach to investing offers superior risk adjusted returns for our Shareholders over the long term.

We are delighted that JZCP achieved what we like to call the "trifecta" this past year – increased stock price, increased NAV and dividend, and narrowing of the discount. We are very optimistic that our NAV and dividend will grow. We can only hope the stock market cooperates as well.

Having said that, it is clearly a good time for publicly quoted private equity stocks. The liquidity it affords Shareholders is now better appreciated than before the financial crisis. Investors who want exposure to this asset class have no other way of participating with seasoned

managers other than the traditional LP route which has a ten-year lock-up. So, we're hopeful that our "sector" will continue to be more in favour in the future and our discount will eventually become a premium.

In the meantime, we're sticking to the fundamentals that have worked well for us over JZCP's 26-year history. Our entire JZAI team, both in the US and Europe, appreciate your support and don't take it for granted.

Please feel free to contact us with any ideas that might be beneficial to JZCP.

Yours faithfully,

Jordan/ZalaznickAdvisers, Inc.

In valuing investments in accordance with International Financial Reporting Standards, the directors follow a number of general principles as detailed in the International Private Equity and Venture Capital Association ("IPEVCA") guidelines.

Investments are valued according to one of the following methods:

i) Mezzanine loans

Investments are generally valued at amortised cost except where there is deemed to be impairment in value which indicates that a provision should be made. Mezzanine loans are classified in the statement of financial position as loans and receivables and are accounted for at amortised cost using the effective interest method less accumulated impairment allowances in accordance with IFRS.

The Company assesses at each reporting date whether a financial asset or group of financial assets classified as loans and receivables is impaired. Evidence of impairment may include indications that the debtor or a group of debtors is experiencing significant financial difficulty, default or delinquency in interest or principal payments, the probability that they will enter bankruptcy or other financial reorganisation and where observable data indicates that there is a measurable decease in the estimated future cash flows, such as changes in arrears or economic conditions that correlate with defaults. If there is objective evidence that an impairment loss has been incurred, the amount of the loss is measured as the difference between the asset's carrying amount and the net present value of expected cash flows discounted at the original effective interest rate.

ii) Unquoted preferred shares, micro cap loans, unquoted equities and equity related securities Unquoted preferred shares, micro cap loans, unquoted equities and equity related securities investments are classified in the statement of financial position as investments at fair value through profit or loss. These investments are typically valued by reference to their enterprise value, which is generally calculated by applying an appropriate multiple to the last 12 months' earnings before interest, tax, depreciation and amortisation ("EBITDA"). In determining the multiple, the directors consider inter alia, where practical, the multiples used in recent transactions in comparable unquoted companies, previous valuation multiples used and, where appropriate, multiples of comparable publicly traded companies. In accordance with IPEVCA guidelines, a marketability discount is applied which

reflects the discount that in the opinion of the directors, market participants would apply in a transaction in the investment in question.

In respect of unquoted preferred shares and micro cap loans, the Company values these investments by reference to the attributable enterprise value as the exit strategy in respect to these investments would be a one tranche disposal together with the equity component. The fair value of the investment is determined by reference to the attributable enterprise value (this is calculated by a multiple of EBITDA reduced by senior debt and marketability discount) covering the aggregate of the unquoted equity, unquoted preferred shares and debt instruments invested in the underlying company. The increase of the fair value of the aggregate investment is reflected through the unquoted equity component of the investment and a decrease in the fair value is reflected across all financial instruments invested in an underlying company.

iii) Traded loans

Traded loans including first and second lien term securities are valued by reference to the last indicative bid price from recognised market makers. These investments are classified in the statement of financial position as investments at fair value through profit or loss.

iv) Listed investments

Listed investments are valued at the last quoted bid price. These investments are classified in the statement of financial position as investments at fair value through profit or loss.

Investment portfolio – major holdings

The investments listed represent the top ten investments in terms of directors' valuation:

EUROMICROCAP FUND 2010, LP Headquarters: London, UK Sector: Acquirer of Europe-based micro

cap companies Euro Micro Cap Fund 2010, LP is a private equity fund built around the investment team at JZ International, the European private equity platform founded in 1999 with Jock Green-Armytage, a former Chairman of JZEP. The fund's aim is to make investments in Europe-based

Summary of JZCP's 75 per cent share of underlying investments in the EuroMicrocap Fund 2010, LP:

micro cap companies.

Directors'
valuation at
28/02/2013
US\$'000
Factor Energia SA 52,032
Oro Direct 13,237
Grupo Ombuds SA 9,446
Docout SL 7,877
Xacom Comunicaciones SL 6,177
Other net assets less carried interest (1,202)
(87,567)

At 28 February 2013, JZCP had invested US\$62,428,000 in the EuroMicrocap Fund 2010, LP.

SAFETY INSURANCE GROUP, INC. Headquarters: Boston, Massachusetts, USA Sector: Property and casualty insurance

Safety Insurance Group, Inc., which is listed on NASDAQ (NASDAQ: SAFT), provides personal property and casualty insurance focused exclusively on the Massachusetts market. The Company's principal product line is private passenger automobile insurance. In addition, Safety Insurance offers commercial automobile, homeowners, dwelling fire, umbrella and business-owning policies.

Historical Directors'
book valuation at
cost* 28/02/2013
US\$'000 US\$'000
Common stock 6,816 54,292
Year ended 31 December 2012
Sales US\$703.864m
Year ended 31 December 2012
Adjusted EBITDA US\$95.83m

BG HOLDINGS INC.

Headquarters: Cleveland, Ohio, USA Sector: Industrial gears

BG Holdings Inc. owns The Horsburgh & Scott Co ("H&S") and Mid-American Machine & Equipment Co ("MAM"). H&S is a privately held manufacturer of highly engineered industrial gears and mechanical gear drives, with a market-leading position in the large diameter gear market. Founded in 1886, H&S offers a wide array of large gear types and engineering services for new or replacement installations, as well as custom industrial gears, repair, spare parts, heat treatment and other technical solutions. H&S also provides field service for its customers. H&S products are used in a variety of applications in steel, mining, sugar, aluminium and power generation among other industries. MAM is a provider of service, repair and equipment refurbishments primarily to the tyre and rubber industry.

Historical
book
US\$'000
Directors'
valuation at
cost* 28/02/2013
US\$'000
12.5% senior subordinated notes 2,624 3,297
Preferred stock 17,031 27,475
Common stock with an equity
interest of 37.3% 78 3,112
19,733 33,884
Year ended 31 December 2012
Sales US\$93.279m
Year ended 31 December 2012
Adjusted EBITDA US\$15.934m

* Original book cost incurred by JZEP/JZCP adjusted for subsequent transactions. The book cost represents the cash outflow and excludes the notional cost of PIK investments.

Investment portfolio – major holdings

continued

ACCUTEST HOLDINGS, INC.

Headquarters: Dalton, New Jersey, USA

Sector: Environmentaltesting laboratories Accutest Laboratories is a full service, independent testing laboratory successfully delivering legally defensive data for more than 50 years. Founded in 1956, they provide a full range of water, soil and air testing services to industrial, engineering/consulting and government clients throughout the United States.

Historical
book
US\$'000
Directors'
valuation at
cost* 28/02/2013
US\$'000
12.5% senior subordinated notes 7,425 8,967
10% preferred stock 24,052 17,202
Common stock with an equity
interest of 38.7% 39
31,516 26,169
Year ended 31 December 2012
Sales
US\$76.022m
Year ended 31 December 2012
Adjusted EBITDA US\$9.563m

DENTAL HOLDINGS CORPORATION

Headquarters: Minneapolis, Minnesota, USA Sector: Healthcare equipment and services Dental Holdings Corporation is the parent of Dental Services Group ("DSG"). DSG is an operator of laboratories which manufacture oral appliances for dentists and dental centres. It runs both full service labs and "sale and delivery" sites in the United States, Canada and Mexico, making it one of the largest companies of its kind.

Historical Directors'
book valuation at
cost* 28/02/2013
US\$'000 US\$'000
15% senior notes 7,500 10,033
12.5% senior notes 8,404 12,156
8% preferred stock 6,713 3,908
Common stock with an equity
interest of 35.4% 37
27,604 26,097
Year ended 31 December 2012
Sales US\$74.230m
Year ended 31 December 2012
Adjusted EBITDA US\$2.744m

AMPTEK, INC.

Headquarters: Bedford, Massachusetts, USA Sector: Non-destructive testing

Amptek, Inc. ("Amptek") designs and manufactures instrumentation used in numerous non-destructive testing and elemental analysis applications. Amptek's instruments are typically used both in the field and within laboratory settings to quickly and easily identify the composition of materials using Amptek's industry-leading x-ray detectors. Amptek is the largest manufacturer of x-ray detectors in the world that utilise the x-ray fluorescence method.

Historical
book
US\$'000
Directors'
valuation at
cost* 28/02/2013
US\$'000
7% preferred stock 13,361 14,348
Common stock 37 6,900
13,398 21,248
Year ended 31 December 2012
Sales US\$30.288m
Year ended 31 December 2012
Adjusted EBITDA
US\$12.224m

BAY VALVE SERVICE & ENGINEERING, INC.

Headquarters: Seattle, Washington, USA Sector: Industrial valves

Bay Valve Service & Engineering, Inc. ("BVS") is a leading provider of valve field services and equipment repair throughout the Western US. BVS specialises in valves used in petrochemical/refineries, power generation, upstream oil and gas and other industries where there is a need to isolate, control or direct flow of media. BVS provides valve service and repair as well as engineered valve solutions from eight regional locations.

15% senior notes
12.5% senior notes
8% preferred stock
7,500
8,404
6,713
10,033
12,156
3,908
Historical
book
US\$'000
Directors'
valuation at
cost* 28/02/2013
US\$'000
10% preferred stock
Common stock with an equity
interest of 35.4%
4,950
37

10% senior notes
11% subordinated notes
13,740
4,950
14,330
5,438
27,604 26,097 18,690 19,768
Year ended 31 December 2012
Sales
US\$74.230m Year ended 31 December 2012
Sales
US\$41.571m
Year ended 31 December 2012
Adjusted EBITDA
US\$2.744m Year ended 31 December 2012
Adjusted EBITDA
US\$5.552m

* Original book cost incurred by JZEP/JZCP adjusted for subsequent transactions. The book cost represents the cash outflow and excludes the notional cost of PIK investments.

TWH WATER TREATMENT INDUSTRIES, INC.

Headquarters: Nashville, Tennessee, USA and Mississauga, Ontario, Canada

Sector: Water treatment products and services TWH Water Treatment Industries, Inc. is the parent of Nashville Chemical & Equipment Company, Klenzoid Canada Company and Eldon Water, Inc. TWH Water Treatment Industries, Inc. companies provide water treatment supplies and services to various end markets in the United States and Canada.

Historical Directors'
book valuation at
cost* 28/02/2013
US\$'000 US\$'000
10% preferred stock 8,666 9,334
Common stock 19 550
18,437 19,636
Year ended 31 December 2012
Sales US\$41.636m
Year ended 31 December 2012
Adjusted EBITDA US\$5.470m

MEDPLAST/UPG HOLDINGS

Headquarters: Tempe, Arizona, USA Sector: Medical/industrialplastic injection moulding

Medplast designs, engineers, and produces precision custom moulded thermoplastic, rubber and elastomer components and moulds for the healthcare and pharmaceutical and consumer/industrial markets. UPG Holdings operates as a manufacturer of precision plastic products for electronics, automotive, industrial, medical, datacentre and consumer markets.

book
US\$'000
valuation at
cost* 28/02/2013
US\$'000
Historical
book
US\$'000
Directors'
valuation at
cost* 28/02/2013
US\$'000
10% senior notes 9,752 9,752
10% preferred stock 8,666 9,334 14.5% subordinated notes 9,800 9,962
Common stock 19 550 7% preferred stock 6,824 7,232
18,437 19,636 Common stock 720 720
Year ended 31 December 2012 17,344 17,914
Sales US\$41.636m Year ended 31 December 2012
Year ended 31 December 2012 Sales US\$223.054m
Adjusted EBITDA US\$5.470m Year ended 31 December 2012
Adjusted EBITDA US\$19.914m

HEALTHCARE PRODUCTS HOLDINGS, INC.

Headquarters: Sarasota, Florida, USA Sector: Healthcare services and equipment Healthcare Products Holdings, Inc.'s operating subsidiary is Hoveround Corporation, a designer, manufacturer and distributor of motorised wheelchairs and other patented mobility vehicles. Hoveround Corporation utilises a direct-to-the-customer marketing concept to sell and deliver its products.

Historical Directors'
book valuation at
cost* 28/02/2013
US\$'000 US\$'000
12.5% second lien notes 3,250 9,432
12% subordinated notes 8,149 9,587
14% subordinated notes 2,450 222
6% preferred stock 3,550
Common stock with an equity
interest of 2% 237
17,636 19,241
Year ended 31 December 2012
Sales US\$94.013m
Year ended 31 December 2012
Adjusted EBITDA US\$6.032m

* Original book cost incurred by JZEP/JZCP adjusted for subsequent transactions. The book cost represents the cash outflow and excludes the notional cost of PIK investments.

Directors' remuneration report

The directors' remuneration report has been prepared on behalf of the directors in accordance with the UK Corporate Governance Code ("the Code") as issued by the UK Listing Authority.

The Company's policy in regard to directors' remuneration is to ensure that the Company maintains a competitive fee structure in order to recruit, retain and motivate non-executive directors of excellent quality in the overall interests of Shareholders.

Remuneration policy

The directors do not consider it necessary for the Company to establish a separate Remuneration Committee. All of the matters recommended by the Code that would be delegated to such a committee are considered by the Board as a whole.

It is the responsibility of the Board as a whole to determine and approve the directors' fees, following a recommendation from the Chairman who will have given the matter proper consideration, having regard to the level of fees payable to non-executive directors in the industry generally, the role that individual directors fulfil in respect of Board and committee responsibilities and the time committed to the Company's affairs. The Chairman's remuneration is decided separately and is approved by the Board as a whole.

The remuneration policy set out above is the one applied for the year ended 28 February 2013 and is not expected to change in the foreseeable future.

Directors' and Officers' liability insurance cover is maintained by the Company on behalf of the directors.

Directors'term of appointment

Each director retires from office at the third Annual General Meeting after his appointment or (as the case may be) the general meeting at which he was last reappointed and is eligible for reappointment.

The directors were appointed as non-executive directors by letters issued in April 2008 which state that their appointment and any subsequent termination or retirement shall be subject to three months' notice from either party and otherwise to the Articles. Each director's appointment letter provides that, upon the termination of his/her appointment, that he/she must resign in writing and all records remain the property of the Company. The directors' appointments can be terminated in accordance with the Articles and without compensation. There is no notice period specified in the Articles for the removal of directors. The Articles provide that the office of director shall be terminated by, among other things: (a) written resignation; (b) unauthorised absences from Board meetings for six months or more; (c) unanimous written request of the other directors; and (d) an ordinary resolution of the Company.

Remuneration for qualifying services

The Company's Articles states that directors' remuneration Fees for Fees for
payable in any accounting year shall not exceed in the services to services to
the Company the Company
aggregate an annual sum of US\$650,000. Each director is for the year to for the year to
also entitled to reimbursement oftheir reasonable expenses. 28 February 29 February
There are no commission or profit sharing arrangements 2013 2012
between the Company and the directors. Similarly, none US\$ US\$
of the directors is entitled to pension, retirement or David Macfarlane (Chairman) 140,000 140,000
similar benefits. David Allison 60,000 60,000
Patrick Firth 60,000 60,000
No element of the directors' remuneration is performance James Jordan 60,000 60,000
related, nor does any director have any entitlement to Tanja Tibaldi 60,000 60,000
pensions, share options or any long-term incentive plans
from the Company.
380,000 380,000

The amounts payable to directors as shown above were for services as non-executive directors.

No director has a service contract with the Company, nor are any such contracts proposed.

Signed on behalf of the Board of directors on 20 May 2013 by:

David Macfarlane Patrick Firth Chairman Director

Corporate governance

The Board of JZ Capital Partners Limited has considered the principles and recommendationsof the AIC Code of Corporate Governance (the "AIC Guide").

The AIC Code, as explained by the AIC Guide, addresses all the principles set out in the UK Corporate Governance Code, as well as setting out additional principles and recommendations on issues that are of specific relevance to JZ Capital Partners Limited.

The Board considers that reporting against the principles and recommendations of the AIC Code, and by reference to the AIC Guide (which incorporates the UK Corporate Governance Code), will provide better information to Shareholders.

The Company has considered the recommendations of the AIC Code and the relevant provisions of the UK Corporate Governance Code, except as set out below.

The UK Corporate Governance code includes provisions relating to:

  • the role of the Chief Executive
  • executive directors' remuneration
  • the need for an internal audit function

For the reasons set out in the AIC guide, and as explained in the UK Corporate Governance Code, the Board considers these provisions are not relevant to the position of JZ Capital Partners Limited, being an externally managed investment company. The Company has therefore not reported further in respect of these provisions.

Guernsey Code of Corporate Governance

The Guernsey Financial Services Commission's (GFSC) "Finance Sector Code of Corporate Governance" (Guernsey Code) came into effect on 1 January 2012. The introduction to the Guernsey Code states that companies which report against the UK Corporate Governance Code or the AIC's Code of Corporate Governance are deemed to meet the Guernsey Code.

The Board

Corporate governance of JZCP is monitored by the Board, which at the end of the year comprised five directors, all of whom are non-executive. Biographical details of the Board members at the date of signing these financial statements are shown on page 79 and their

interests in the shares of JZCP are shown in the report of the directors on page 7. The directors' biographies highlight their wide range of business experience.

The Board considers that all of the directors are independent of the Investment Adviser. The Board considers the directors are free from any business or other relationship that could materially interfere with the exercise of their independent judgement. The Board reviews the independence of the directors at least annually.

Proceedings of the Board

The directors have overall responsibility for the Company's activities and the determination of its investment policy and strategy. The Company has entered into an investment advisory and management agreement with its Investment Adviser, JZAI, pursuant to which, subject to the overall supervision of the directors, the Investment Adviser acts as the investment manager to the Company and manages the investment and reinvestment of the assets of the Company in pursuit of the investment objective of the Company and in accordance with the investment policies and investment guidelines from time to time of the Company and any investment limits and restrictions notified by the directors (following consultation with the Investment Adviser). Within its strategic responsibilities the Board regularly considers corporate strategy as well as dividend policy, the policy on share buy backs and corporate governance issues.

The directors meet at least quarterly to direct and supervise the Company's affairs. This includes reviewing the investment strategy, risk profile and performance of the Company and the performance of the Company's functionaries, and to monitor compliance with the Company's objectives. The directors hold regular meetings to review the Investment Adviser's investment decisions and valuations and to decide if the levels of gearing within the investment portfolio are appropriate. The directors deem it appropriate to review the valuations on a quarterly basis. The schedule of directors and committee meetings is shown on page 23.

Corporate governance continued

Continuing terms of Investment

Adviser agreement

In the opinion of the directors, the continuing appointment of the Investment Adviser on the terms agreed continues to be in the interests of Shareholders. In reaching its conclusion the Board considers the Investment Adviser's investment strategy and performance.

Supply of information

The Chairman ensures that all directors are properly briefed on issues arising at Board meetings. The Company's advisers provide the Board with appropriate and timely information in order that the Board may reach proper decisions. Directors can, if necessary, obtain independent professional advice at the Company's expense.

Directors'training

The Board is provided with information concerning changes to the regulatory or statutory regimes as they may affect the Company, and are offered the opportunity to attend courses or seminars on such changes or other relevant matters.

Chairman and senior independent director

The Chairman is a non-executive director, together with the rest of the Board. There is no executive director position within the Company. Day-to-day management of the Company's affairs has been delegated to the Administrator. The Board has considered whether a senior independent director should be appointed. However, as the Board comprises entirely non-executive directors, the appointment of a senior independent director for the time being, is not considered necessary. Any of the non-executive directors are available to Shareholders if they have concerns which cannot be resolved through discussion with the Chairman.

Re-election of directors

The principle set out in the UK Corporate Governance Code is that directors should submit themselves for re-election at regular intervals and at least every three years, and in any event as soon as it is practical after their initial appointment to the Board. It is a further requirement that non-executive directors are appointed for a specific period.

The Letters of Appointment of the non-executive directors suggest that it is appropriate for directors to retire and be nominated for re-election after three years of service, subject to the recommendation of the general meeting. The Nominations Committee met on 15 May 2013 and it was decided David Macfarlane and James Jordan would put themselves forward for re-election at the 2013 Annual General Meeting.

Mr Firth and Ms Tibaldi were re-elected to the Board at the 2011 Annual General Meeting.

The Board's evaluation

An appraisal system has been agreed by the Board to evaluate its performance and that of the Chairman and individual directors on an annual basis. The evaluation takes the form of a questionnaire followed by a discussion of the results and any issues subsequently raised. The questionnaire is designed to highlight areas of the Board's activities, policies or processes which could be improved. The results of the evaluation process concluded the Board was functioning effectively and the Board and its committees provided a suitable mix of skills and experience.

Board committees

In accordance with the AIC Code, the Board has established an Audit Committee and a Nomination Committee, in each case with formally delegated duties and responsibilities within written terms of reference. As the Board has no executive directors and is comprised solely of non-executive directors a Remuneration Committee is deemed unnecessary. The process for agreeing the non-executive directors' fees is set out in the directors' remuneration report on page 20. The identity of each of the chairmen of the committees referred to above are reviewed on an annual basis. The Board has decided that the entire Board should fulfil the role of the Audit and Nomination Committees. The terms of reference of the committees are kept under review.

Nomination Committee

In accordance with the Code, the Company has established a Nomination Committee. The main role of the committee is to propose candidates for election to the Board of directors, including the Chairman. The Nomination Committee takes into consideration the Code's rules on independence of the Board in relation to the Company, its senior management and major Shareholders. The Nomination Committee is chaired by David Macfarlane, and each of the other directors is also a member. The members of the committee are independent of the Investment Adviser. The Nomination Committee has responsibility for considering the size, structure and composition of the Board, retirements and appointments of additional and replacement directors and making appropriate recommendations to the Board.

The committee did not meet during the year ended 28 February 2013, because there were no matters to discuss in terms of nominations. The committee met on 15 May 2013.

The vacancy following the tragic death only recently of David Allison remains under discussion.

The final decision with regard to appointments always rests with the Board and all such appointments are subject to confirmation by Shareholders.

Due to the nature of the Company being a listed investment company investing in private equity with an international Shareholder base, the Company needs directors with a broad range of financial experience. For this reason, directors believe that it is more appropriate to use their own contacts as a source of suitable candidates as no one external consultancy or advertising source is likely to be in a position to identify suitable candidates.

Audit Committee

The Audit Committee is chaired by Patrick Firth. All the other directors are members. Members of the Committee are independent of the Company's external Auditors and the Investment Adviser. The Audit Committee meets at least twice a year and meets the external Auditors at least twice a year. The Audit Committee is responsible for overseeing the Company's relationship with the external Auditors, including making recommendations to the Board on the appointment of the external Auditors and their remuneration. The Committee also considers the nature, scope and results of the Auditors' work and reviews, and develops and implements policies on the supply of any non-audit services that are to be provided by the external Auditors.

The Committee receives and reviews reports from the Investment Adviser and the Company's external Auditors relating to the Company's Annual Report and Accounts. The Committee also focuses particularly on compliance with legal requirements, accounting standards and the Listing Rules and ensuring that an effective system of internal financial and non-financial controls is maintained. The ultimate responsibility for reviewing and approving the Annual Report and Accounts remain with the Board. The committee met twice during the year ended 28 February 2013 – on 14 May 2012 and 9 October 2012.

Furthermore, the Board has reviewed the need for an internal audit function, as recommended by the Code. Due to the size of JZCP and its outsourced functions an internal audit function is not considered necessary, although this is kept under review.

Management Engagement Committee

The Company currently does not have a separate Management Engagement Committee. The recommended functions and responsibilities of such a committee are exercised by the full Board, each member of which is unassociated with the managers.

Board and committee meeting attendance The number of formal meetings of the Board and its committees held during the year and the attendance of individual directors at these meetings was as follows:

Number of meetings
Board
Main
Board Other
Other Committee Committee
Audit
Total number
of meetings 4 7 1 2
David Macfarlane 4 3 0 2
David Allison 4 7 1 2
Patrick Firth 4 6 1 2
James Jordan 4 5 0 2
Tanja Tibaldi 4 4 1 2

The main Board meetings are held to agree the Company's valuation of its investments, agree the Company's financial statements and discuss and agree other strategic issues. Other meetings are held when required to agree Board decisions on ad hoc issues.

Going concern

The directors consider the Company has adequate financial resources, in view of its holding in cash and cash equivalents and liquid investments and the income streams deriving from its investments and believe that the Company is well placed to manage its business risks successfully to continue in operational existence for the foreseeable future and that it is appropriate to prepare the financial statements on the going concern basis.

Relations with Shareholders

The directors believe that the maintenance of good relations with both institutional and retail Shareholders is important for the long-term prospects of the Company. It therefore seeks active engagement with investors, bearing in mind the duties regarding equal treatment of Shareholders and the dissemination of inside information. The Board receives feedback on Shareholder views from its Corporate Broker and Investment Adviser, and is circulated with Broker reports on the Company.

Corporate governance continued

The directors believe that the Annual General Meeting, a meeting for all Shareholders, is the key point in the year when the Board of directors accounts to all Shareholders for the performance of the Company. It therefore encourages all Shareholders to attend, and all directors are present unless unusual circumstances prevail.

The directors believe that the Company policy of reporting to Shareholders as soon as possible after the Company's year end and the holding of the Annual General Meeting at the earliest opportunity is valuable.

The Company also provides Interim Report and Accounts in accordance with IAS 34 interim management statements for the quarterly periods in line with the requirements of the Transparency Directive.

Principal risks and uncertainties

As an investment fund, the principal risks are those that are associated with its investment portfolio. Given the nature of the portfolio, the principal risks are associated with the financial and operating performance of the underlying investments, along with market risks associated with the publicly listed equities. Note 21 on pages 69 to 72 of the financial statements describes the Company's risk management processes.

Internal controls and the management of risk

Under the AIC Code the Board has overall responsibility for the Company's systems of internal controls, including its financial, operational and compliance controls, risk management, and for reviewing their effectiveness.

The key risk of the Company is the identification and evaluation of investments. As the principal objective of the Company is to invest in US and European businesses, the responsibility of identifying appropriate investments has been delegated to the Company's Investment Adviser, JZAI, who are highly regarded in the US and Europe and have many years of experience of making successful investments. JZAI are able to identify potential investments through a wide network of contacts and review these investments in conjunction with lawyers and accountants.

Other business risks identified by the Board include the risks associated with the various financial instruments issued by the investee companies such as market price, interest rate changes, foreign currency exchange rates and liquidity are explained more fully in note 21 on pages 69 to 72.

Control procedures

The main controls which relate to investments have been delegated to JZAI, and the Board reviews their performance.

A control report is provided to the Board incorporating a key risk table that identifies the risks to which the Company is exposed, the controls in place to mitigate them and details of any known internal control concerns. The report is reviewed by the Audit Committee. Controls relating to the risks identified, covering financial, operational, compliance and risk management, are embedded in the operations of the Investment Adviser, Administrator and Secretary and other outsourced service providers. There is a monitoring and reporting process to track risks identified by Auditors and compliance functions of these service providers.

The Company's system of internal controls is designed to manage rather than eliminate the risk of failure to achieve business objectives. However, no system can provide absolute assurance against material misstatement or loss. The Company's system is designed to assist the directors in obtaining reasonable, but not absolute, assurance that problems are being identified on a timely basis and are dealt with appropriately.

Internal control and risk management over financial reporting

Overall control environment

The Audit Committee is responsible for monitoring the internal control and risk management systems related to the financial reporting process on an ongoing basis.

The internal control and risk management systems are designed to mitigate rather than eliminate the risks identified in the financial reporting process. Internal controls related to the financial reporting process are established to mitigate, detect and correct material misstatements in the financial statements.

Risk assessment

The risk assessment process related to financial reporting is conducted annually.

Significant transactions, balances and changes to accounting standards are identified. The associated risks are identified based on the evaluation of the materiality of the impact and the likelihood of the risks identified occurring.

Control activities

Financial controls are also in place in order to enable the Board to meet its responsibilities regarding the integrity and accuracy of the Company's accounting records. The Board delegates this responsibility to the Administrator who provides the Board with regular updates on the Company's net asset value, income statement and cash balances.

Monitoring

The monitoring of the internal control and risk management systems related to financial reporting is performed by the Audit Committee.

Related party transactions

The responsibility of identifying relationships or potential transactions with related parties has been delegated to the Company's Investment Adviser, JZAI. The Investment Adviser will report on a regular basis to the Board. The Board will determine if Shareholder support is appropriate to authorise the transaction.

Foreign Account Tax Compliance Act

The Foreign Account Tax Compliance Act ("FATCA") became effective on 1 January 2013. The legislation is aimed at determining the ownership of US assets in foreign accounts and improving US tax compliance with respect to those assets. However, the States of Guernsey has recently announced that it has decided to enter into an intergovernmental agreement ("IGA") with the US Treasury in order to facilitate the requirements under FATCA and is currently in negotiations with regards to how this is to be implemented and, as a result, the impact this will have on the Company remains unknown. The Board is in the process of ensuring the Company complies with FATCA's requirements.

Independent Auditors' report

Independent Auditors' report to the members of JZ Capital Partners Limited

We have audited the financial statements of JZ Capital Partners Limited for the year ended 28 February 2013 which comprise the investment portfolio, statement of comprehensive income, statement of financial position, statement of changes in equity, statement of cash flows, and the related notes 1 to 32. The financial reporting framework that has been applied in their preparation is applicable law and International Financial Reporting Standards as adopted by the European Union.

This report is made solely to the Company's members, as a body, in accordance with Section 262 of the Companies (Guernsey) Law, 2008. Our audit work has been undertaken so that we might state to the Company's members those matters we are required to state to them in an Auditor's report and for no other purpose. To the fullest extent permitted by law, we do not accept or assume responsibility to anyone other than the Company and the Company's members as a body, for our audit work, for this report or for the opinions we have formed.

Respective responsibilities of directors and Auditors

As explained more fully in the directors' responsibilities statement in the report of the directors, the directors are responsible for the preparation of the financial statements and for being satisfied that they give a true and fair view. Our responsibility is to audit and express an opinion on the financial statements in accordance with applicable law and International Standards on Auditing (UK and Ireland). Those standards require us to comply with the Auditing Practices Board's Ethical Standards for Auditors.

Scope of the audit of the financial statements

An audit involves obtaining evidence about the amounts and disclosures in the financial statements sufficient to give reasonable assurance that the financial statements are free from material misstatement, whether caused by fraud or error. This includes an assessment of: whether the accounting policies are appropriate to the company's circumstances and have been consistently applied and adequately disclosed; the reasonableness of significant accounting estimates made by the directors; and the overall presentation of the financial statements. In addition, we read all the financial and non-financial information in the annual report for the year ended 28 February 2013 to identify material inconsistencies with the audited financial statements. If we become aware of any apparent material misstatements or inconsistencies we consider the implications for our report.

Opinion

In our opinion the financial statements:

  • give a true and fair view of the state of the Company's affairs as at 28 February 2013 and of its profit for the year then ended;
  • have been properly prepared in accordance with International Financial Reporting Standards as adopted by the European Union; and
  • have been prepared in accordance with the requirements of The Companies (Guernsey) Law, 2008.

Matters on which we are required to report by exception

We have nothing to report in respect of the following:

Under the Companies (Guernsey) Law, 2008 we are required to report to you if, in our opinion:

  • proper accounting records have not been kept; or
  • the financial statements are not in agreement with the accounting records; or
  • we have not received all the information and explanations we require for our audit.

Ernst & Young LLP Guernsey, Channel Islands

20 May 2013

Notes:

    1. The maintenance and integrity of the JZ Capital Partners Limited website is the responsibility of the directors; the work carried out by the Auditor does not involve consideration of these matters and, accordingly, the Auditors accept no responsibility for any changes that may have occurred to the financial statements since they were initially presented on the website.
    1. Legislation in Guernsey governing the preparation and dissemination of financial statements may differ from legislation in other jurisdictions.

Investment portfolio

Company JZCP
book
cost*
US\$'000
Historical
book
cost**
US\$'000
Directors'
valuation at
28 February
2013
US\$'000
Carrying
value
including
accrued
interest
28 February
2013
US\$'000
Percentage
of portfolio
%
US micro cap portfolio
Industrial Service Solutions
BAY VALVE SERVICES
Provider of industrial valve services and repair throughout
the Western US. Bay Valve is a subsidiary of ISS #2,
part of Industrial Services business
18,989 18,989 20,149 20,496 3.3
ISS COMPRESSORS INDUSTRIES, INC.
Acquirer of industrial air compressor services and repair
companies. ISS Compressors Industries, Inc., which owns
Worthington Compressor (combination of Southern
Parts & Engineering Company and Gator Compressor)
and National Compressors, is a subsidiary of ISS #2,
part of Industrial Services business
12,564 12,514 11,744 11,943 1.9
MADISON SMITH MACHINE & TOOL COMPANY
Provider of industrial motor services and repair services to
manufacturing plants operating in a variety of end markets
4,881 4,881 4,903 4,987 0.8
ISS MOTORS INDUSTRIES, INC.
Acquirer of industrial motor services and repair companies.
ISS Motors Industries, Inc., which owns Pennsylvania
Electric Motor Services and RAM Industrial
Services, Inc., is a subsidiary of Industrial
Service Solutions
14,431 14,431 14,771 14,902 2.4
Healthcare Revenue Cycle Management
MEDS HOLDINGS, INC.
An outsourced provider of patient benefit eligibility,
enrolment and revenue recovery services to hospitals
and health systems. Meds Holdings is a subsidiary of
Bolder Healthcare Solutions, LLC
13,289 13,289 13,552 13,772 2.2
Sensors Solutions
AMPTEK, INC.
Designer and manufacturer of instrumentation used in
numerous non-destructive testing and elemental analysis
applications. Amptek, Inc. is a subsidiary of Sensors
Solutions Holdings
13,909 13,909 20,845 21,019 3.3
NIELSEN-KELLERMAN
Designer and manufacturer of weather, wind and timing
measurement instruments and devices. Nielsen-Kellerman
is a subsidiary of Sensors Solutions Holdings
2,613 2,613 4,169 4,221 0.7

Investment portfolio continued

Company JZCP
book
cost*
US\$'000
Historical
book
cost**
US\$'000
Directors'
valuation at
28 February
2013
US\$'000
Carrying
value
including
accrued
interest
28 February
2013
US\$'000
Percentage
of portfolio
%
Testing Services
ACCUTEST HOLDINGS, INC.
Provision of environmental testing laboratories to the
US market
34,976 31,515 26,169 26,949 4.3
ARGUS GROUP HOLDINGS
Sells, rents and services safety and testing equipment to a
variety of industries. Argus Group Holdings is a subsidiary
of Testing Services Holdings
8,382 8,382 8,589 8,724 1.4
GALSON LABORATORIES
Provider of analytical air testing services as well as
industrial hygiene rental equipment. Galson Laboratories
is a subsidiary of Testing Services Holdings
2,671 2,671 9,735 9,790 1.6
Water Services
TWH INFRASTRUCTURE INDUSTRIES, INC.
Environmental infrastructure company that provides
technology to facilitate repair of underground pipes and
other infrastructure. TWH Infrastructure Industries, Inc.,
which owns LMK Enterprises and Perma-Liner
Industries, is a subsidiary of Triwater Holdings
15,618 15,618 16,438 16,704 2.7
TWH WATER TREATMENT INDUSTRIES, INC.
Provider of water treatment supplies and services.
TWH Water Treatment Industries, Inc., which owns
Nashville Chemical & Equipment and Klenzoid
Canada Company/EldonWater, Inc., is a subsidiary
of Triwater Holdings 18,437 18,437 19,636 19,952 3.2
BG HOLDINGS, INC.
Manufacturer of industrial gears
19,732 19,732 33,883 34,467 5.5
CHINA DENTAL HOLDINGS, INC.
Acquirer of China-based dental laboratories
1,377 1,377 1,648 1,675 0.3
DENTAL HOLDINGS CORPORATION
Operator of dental laboratories
33,368 27,605 26,096 26,949 4.3
ETX HOLDINGS, INC.***
Provider of services to the auto after-sales market
391 391 671 684 0.1
HEALTHCARE PRODUCTS HOLDINGS, INC.***
Designer and manufacturer of motorised vehicles 13,849 17,637 19,241 20,309 3.2
JUSTRITE MANUFACTURING COMPANY
A manufacturer of industrial safety products
4,428 4,428 5,977 6,035 1.0
MEDPLAST/UPG HOLDINGS
Manufacturer of plastic medical components
17,344 17,344 17,915 18,246 2.9
MILESTONE AVIATION GROUP, INC.
Finance provider for helicopter and private jet owners
15,138 15,138 16,867 17,120 2.7
Company JZCP
book
cost*
US\$'000
Historical
book
cost**
US\$'000
Directors'
valuation at
28 February
2013
US\$'000
Carrying
value
including
accrued
interest
28 February
2013
US\$'000
Percentage
of portfolio
%
NATIONWIDE STUDIOS, INC.
Processor of digital photos for preschoolers
16,132 16,132 6,026 6,201 1.0
NEW VITALITY HOLDINGS, INC.
Direct-to-consumer provider of nutritional supplements
and personal care products
3,280 3,280 7,944 8,000 1.3
NTT ACQUISITION CORP.***
Technical education and training
894 0.0
PC HELPS SUPPORT LLC
Provider of outsourced IT support and training services
9,020 9,020 9,282 9,422 1.5
SALTER LABS, INC.
Developer and manufacturer of respiratory medical
products and equipment for the homecare, hospital,
and sleep disorder markets
19,163 19,163 12,866 13,147 2.1
SUZO-HAPP GROUP
Designer, manufacturer and distributor of components
for the global gaming, amusement and industrial markets
4,958 4,958 4,958 4,958 0.8
TAP HOLDINGS, INC.
Acquirer of food product manufacturers or distributors
945 945 1,116 1,133 0.2
TIGER INFORMATION SYSTEMS, INC.***
Provider of temporary staff and computer training
300 400 300 300 0.0
US SANITATION, LLC
Acquirer of janitorial and sanitorial product distributors
and related chemical manufacturers and blenders
425 425 455 462 0.1
Total US micro cap portfolio 320,610 316,118 335,945 342,567 54.8
European micro cap portfolio
EUROMICROCAP FUND 2010, LP****
Acquirer of Europe-based micro cap companies
62,428 62,428 87,567 87,567 13.9
DOCOUT, S.L.
Provider of digitalisation, document processing
and storage services
2,777 2,777 2,628 2,833 0.5
GRUPO OMBUDS
Provider of personal security and asset protection
14,795 14,795 13,771 15,640 2.5
ORO DIRECT
Buyer and seller of precious metals
1,275 1,275 1,307 1,423 0.2
Total European micro cap portfolio 81,275 81,275 105,273 107,463 17.1

Investment portfolio continued

Company JZCP
book
cost*
US\$'000
Historical
book
cost**
US\$'000
Directors'
valuation at
28 February
2013
US\$'000
Carrying
value
including
accrued
interest
28 February
2013
US\$'000
Percentage
of portfolio
%
Mezzanine portfolio
GED HOLDINGS, INC.
Manufacturer of windows 6,100 305 305 0.0
HAAS TCM GROUP, INC.
Speciality chemical distribution
7,500 7,500 7,584 7,764 1.2
METPAR INDUSTRIES, INC.
Manufacturer of restroom partitions 6,450 7,754 741 750 0.1
PETCO ANIMAL SUPPLIES, INC.
Retailer of pet food, supplies and services 1,237 1,237 2,475 2,475 0.4
Total mezzanine portfolio 15,187 22,591 11,105 11,294 1.7
Bank debt: second lien portfolio
DEKKO TECHNOLOGIES, LLC
Distributor of electrical sub-components
11,418 11,368 11,590 11,690 1.9
Total bank debt 11,418 11,368 11,590 11,690 1.9
Listed investments
Equities
SAFETY INSURANCE GROUP, INC.***
Provider of automobile insurance
42,223 6,816 54,292 54,292 8.6
UNIVERSAL TECHNICAL INSTITUTE, INC.***
Vocational training in the automotive and marine fields 835 15 777 777 0.1
Total listed equity investments 43,058 6,831 55,069 55,069 8.7
UK gilts
UK treasury 2% – maturity 22.01.2016
32,431 32,431 31,745 31,809 5.1
Total UK gilts 32,431 32,431 31,745 31,809 5.1
Corporate bonds
HSBC Finance Corp, 01.15.2014
4,868 4,868 4,994 4,997 0.8
JP Morgan Chase Bank NA, 05.30.2017 22,028 22,028 21,453 21,453 3.4
Total corporate bonds 26,896 26,896 26,447 26,450 4.2
Company JZCP
book
cost*
US\$'000
Historical
book
cost**
US\$'000
Directors'
valuation at
28 February
2013
US\$'000
Carrying
value
including
accrued
interest
28 February
2013
US\$'000
Percentage
of portfolio
%
Real estate
REDBRIDGE BEDFORD, LLC
Acquirer of several buildings compromising almost a
square block in Williamsburg, Brooklyn, New York
14,258 14,258 14,258 14,258 2.2
REDSKY JZ FULTON, LLC
Facilitating the purchase of a mixed use development site
on the Fulton Mall in Brooklyn, New York
10,077 10,077 10,077 10,077 1.6
REDSKY JZ TRIANGLE, LLC
Facilitating the purchase of a freestanding building on
Flatbush Avenue, across from the newly built Barclays
Center, in Brooklyn, New York
3,510 3,510 3,510 3,510 0.6
REDSKY ROEBLING, LLC
Facilitating the purchase of a full block front and 35 per cent
of a total city block in Brooklyn, New York
3,015 3,015 3,015 3,015 0.5
Total real estate investments 30,860 30,860 30,860 30,860 4.9
Other
BSM ENGENHARIA S.A.
Brazilian-based provider of supply chain logistics,
infrastructure services and equipment rental
6,115 6,115 5,450 5,450 0.9
CONSTITUENT CAPITAL MANAGEMENT, LLC
Asset management company that primarily manages
smaller endowments and pension funds
2,167 2,167 2,167 2,167 0.3
JZ INTERNATIONAL, LLC***
Fund of European LBO investments
1,620 660 1,620 1,620 0.3
JZ PALATINE CO-INVESTMENT, LLC
Invests in distressed debt
1,843 1,843 1,843 1,843 0.3
Total other 11,745 10,785 11,080 11,080 1.8
Total – portfolio
Zero Dividend Preference shares
Cash and other net assets
573,480 539,155 619,114 628,282
(89,839)
91,739
100
Net assets attributable to Ordinary shares 630,182

* Book cost to JZCP equating to transfer value as at 1 July 2008 upon the liquidation of JZEP and adjusted for subsequent transactions. The book cost excludes the transfer value and subsequent Payment In Kind (PIK) investments.

** Original book cost incurred by JZEP/JZCP adjusted for subsequent transactions. The book cost represents cash outflows and excludes PIK investments.

*** Legacy investments. Legacy investments are excluded from the calculation of capital and income incentive fees.

**** The underlying investments in EuroMicrocap Fund 2010, LP are disclosed within the major holdings review on page 17. Mezzanine portfolio includes common stock with a carrying value of US\$2,530,000; these investments are classified as investments at fair value through profit or loss.

Statement of comprehensive income

For the year ended 28 February 2013

Year ended 28 February 2013 Year ended 29 February 2012
Notes Revenue
return
US\$'000
Capital
return
US\$'000
Total
US\$'000
Revenue
return
US\$'000
Capital
return
US\$'000
Total
US\$'000
Income
Net gain on investments at fair value
through profit or loss 5 9,544 9,544 7,054 7,054
Net write back of impairments on loans
and receivables 6 1,025 1,025 142 142
Share of associate's net income 11 4,342 4,342 20,797 20,797
Realisations from investments held
in escrow accounts 7,528 7,528 2,093 2,093
Net foreign currency exchange gains 3,915 3,915 1,694 1,694
Investment income 7 41,343 41,343 43,558 43,558
Bank and deposit interest 393 393 460 460
41,736 26,354 68,090 44,018 31,780 75,798
Expenses
Investment Adviser's base fee 9 (10,707) (10,707) (10,247) (10,247)
Investment Adviser's capital incentive fee 9 (9,030) (9,030) (5,357) (5,357)
Investment Adviser's income incentive fee 9 (4,410) (4,410)
Administrative expenses 9 (2,785) (2,785) (2,786) (2,786)
Share class restructuring costs 9 (1,580) (1,580)
(13,492) (10,610) (24,102) (17,443) (5,357) (22,800)
Operating profit
Finance costs
28,244 15,744 43,988 26,575 26,423 52,998
Finance costs in respect of Zero
Dividend Preference shares
8 (7,007) (7,007) (6,581) (6,581)
Profit before taxation 28,244 8,737 36,981 26,575 19,842 46,417
Withholding taxes 10 (1,131) (1,131) (1,373) (1,373)
Profitfor the year 27,113 8,737 35,850 25,202 19,842 45,044
Weighted average number of Ordinary
shares in issue during year 16 65,018,607 65,018,607
Basic and diluted profit per Ordinary
share using the weighted average number
of Ordinary shares in issue during the year
41.70c 13.44c 55.14c 38.76c 30.52c 69.28c

All items in the above statement are derived from continuing operations.

The profit for the year is attributable to the Ordinary Shareholders of the Company.

The format of the income statement follows the recommendations of the AIC Statement of Recommended Practice.

The "Total" column of this statement represents the Company's statement of comprehensive income, prepared in accordance with IFRS.

There was no comprehensive income other than the profit for the year.

Statement of financial position

As at 28 February 2013

28 February 29 February
Notes 2013
US\$'000
2012
US\$'000
Assets
Non-current assets
Investments at fair value through profit or loss 11 531,950 414,549
Investments classified as loans and receivables 11 8,765 23,974
Investment in associate 11 87,567 69,950
628,282 508,473
Current assets
Cash, cash equivalents and cash held on deposit 12 102,740 202,481
Other receivables 13 552 451
103,292 202,932
Total assets 731,574 711,405
Liabilities
Current liabilities
Other payables 14 11,553 8,662
Non-current liabilities
Zero Dividend Preference shares 15 89,839 87,281
Total liabilities 101,392 95,943
Equity
Share capital account 18 149,269 149,269
Distributable reserve 18 353,528 353,528
Capital reserve 18 50,512 41,775
Revenue reserve 18 76,873 70,890
Total equity 630,182 615,462
Total liabilities and equity 731,574 711,405
Number of Ordinary shares in issue at year end 16 65,018,607 65,018,607
Net asset value per Ordinary share US\$9.69 US\$9.47

These audited financial statements were approved by the Board of directors and authorised for issue on 20 May 2013. They were signed on its behalf by:

David Macfarlane Patrick Firth
Chairman Director

Statement of changes in equity

For the year ended 28 February 2013

Notes Share
account
US\$'000
capital Distributable
reserve
US\$'000
Capital
reserve
realised
US\$'000
Capital
reserve
unrealised
US\$'000
Revenue
reserve
US\$'000
Total
US\$'000
Balance as at 1 March 2012 149,269 353,528 68,107 (26,332) 70,890 615,462
Profit/(loss) for the year 24,727 (15,990) 27,113 35,850
Dividends paid 29 (21,130) (21,130)
Balance at 28 February 2013 149,269 353,528 92,834 (42,322) 76,873 630,182

Comparative for the year ended 29 February 2012

Share
capital
account
US\$'000
Distributable
reserve
US\$'000
Capital
reserve
realised
US\$'000
Capital
reserve
unrealised
US\$'000
Revenue
reserve
US\$'000
Total
US\$'000
Balance at 1 March 2011* 149,269 353,528 14,525 7,408 56,058 580,788
Profit/(loss) for the year 53,582 (33,740) 25,202 45,044
Dividends paid (10,370) (10,370)
Balance at 29 February 2012 149,269 353,528 68,107 (26,332) 70,890 615,462

* The opening balances at 1 March 2011 have been adjusted to reflect the reallocation of ZDP interest totalling US\$9,826,000 from realised capital to unrealised capital.

Statement of cash flows

For the year ended 28 February 2013

1 March 1 March
2012 to 2011 to
28 February 29 February
2013 2012
Notes US\$'000 US\$'000
Operating activities
Net cash inflow from operating activities 25 2,196 1,633
Cash outflow for purchase of investments (174,607) (73,729)
Cash outflow for capital calls by the EuroMicrocap Fund 2010, LP (13,275) (49,153)
Cash inflow/(outflow)from deposits with maturity greater than 3 months 7,968 (7,901)
Cash outflow for purchase of corporate bonds (79,316) (64,293)
Cash inflow from repayment and disposal of investments 186,391 226,059
Net cash (outflow)/inflow before financing activities (70,643) 32,616
Financing activity
Dividends paid to Shareholders 29 (21,130) (10,370)
Net cash outflow from financing activities (21,130) (10,370)
(Decrease)/increase in cash and cash equivalents (91,773) 22,246
Reconciliation of net cash flow to movements in cash and cash equivalents
Cash and cash equivalents at 1 March 194,513 172,267
(Decrease)/increase in cash and cash equivalents as above (91,773) 22,246
Cash and cash equivalents at year end 102,740 194,513

1. General information

JZ Capital Partners Limited (the "Company") is a Guernsey domiciled closed-ended investment company which was incorporated in Guernsey on 14 April 2008 under The Companies (Guernsey) Law, 1994. The Company is now subject to The Companies (Guernsey) Law, 2008. The Company's share capital consists of Ordinary shares and Zero Dividend Preference ("ZDP") shares. The Ordinary shares and ZDP shares were admitted to trading on the London Stock Exchange's Specialist Fund Market ("SFM") and were admitted to listing on the Channel Islands Stock Exchange ("CISX") on 31 July 2012.

The Company was granted consent on 8 May 2008 by the Guernsey Financial Services Commission under The Control of Borrowing (Bailiwick of Guernsey) Ordinance,1959 to raise up to £300,000,000 by the issue of shares.

On 31 July 2012, the Company reorganised its capital structure to enable the Company to have a single class of Ordinary shares in place of the previous capital structure that consisted of Ordinary and LVO shares. The new, simplified structure is more appropriate to the mix of investors who own the Company and removes a structural inadequacy that restricted the Company's ability to accommodate US investors.

The Company is classed as an authorised fund under the Protection of Investors (Bailiwick of Guernsey) Law 1987.

The Company's corporate objective is to create a portfolio of investments in businesses primarily in the United States, providing a superior overall return comprised of a current yield and significant capital appreciation. The Company's present strategies include investments in micro cap buyouts, mezzanine loans (sometimes with equity participations) and high yield securities, senior secured debt and second lien loans, real estate and other debt and equity opportunities, including distressed debt and structured financing, derivatives and opportunistic purchase of publicly traded securities.

The Company has no direct employees. For its services the Investment Adviser receives a management fee and is also entitled to performance-related fees (note 9). The Company has no ownership interest in the Investment Adviser. During the year under review the Company was administered by Butterfield Fulcrum Group (Guernsey) Limited (note 9) until 1 September 2012, from when the Company appointed Northern Trust International Fund Administration Services (Guernsey) Limited, as the new Company Secretary and Administrator (note 9).

The financial statements are presented in US\$'000 except where otherwise indicated.

2. Significant accounting policies

The accounting policies adopted in the preparation of the audited annual financial statements have been consistently applied during the year, unless otherwise stated.

Statement of compliance

The financial statements have been prepared in accordance with the International Financial Reporting Standards as adopted by the European Union ("IFRS"), which comprise standards and interpretations approved by the International Accounting Standards Board ("IASB") and International Accounting Standards ("IAS") and Standing Interpretations approved by the International Accounting Standards Committee ("IASC") that remain in effect, and have been adopted by the European Union, together with applicable legal and regulatory requirements of Guernsey Law, the SFM and the GISX.

Basis of preparation

The financial statements have been prepared under the historical cost or amortised cost basis, modified by the revaluation of financial instruments designated at fair value through profit or loss upon initial recognition. The principal accounting policies adopted are set out below. The preparation of financial statements in conformity with IFRS requires the Company to make estimates and assumptions that affect the reported amounts of assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. The financial statements follow the Association of Investment Companies ("AIC") Statement of Recommended Practice ("SORP") issued on 21 January 2009.

Going concern

A fundamental principle of the preparation of financial statements in accordance with IFRS is the assumption that an entity will continue in existence as a going concern, which contemplates continuity of operations and the realisation of assets and settlement of liabilities occurring in the ordinary course of business.

The directors consider the Company has adequate financial resources, in view of its holding in cash and cash equivalents and liquid investments and the income streams deriving from its investments and believe that the Company is well placed to manage its business risks successfully to continue in operational existence for the foreseeable future and that it is appropriate to prepare the financial statements on the going concern basis.

Changes in accounting policy and disclosures

The accounting policies adopted are consistent with those of the previous financial year.

(i) Standards, amendments and interpretations effective during the year

There are no standards, interpretations or amendments to existing standards that are effective for the first time for the financial year beginning 1 March 2012 that had to have a material impact on the Company.

(ii) Standards, amendments and interpretations that are not effective and are not expected to have material impact on the financial position or performance of the Company

IAS 27 Separate Financial Statements. As a consequence of the new IFRS 10 and IFRS 12, what remains of IAS 27 is limited to accounting for subsidiaries, jointly controlled entities and associates in separate financial statements. The Company does not present separate financial statements. The amendment becomes effective for annual periods beginning on or after 1 January 2013.

IAS 28 Investments in Associates and Joint Ventures. As a consequence of the new IFRS 11 and IFRS 12. IAS 28 has been renamed IAS 28 Investments in Associates and Joint Ventures, and describes the application of the equity method to investments in joint ventures in addition to associates. The amendment becomes effective for annual periods beginning on or after 1 January 2013.

IFRS 9 Financial Instruments: Classification and Measurement. The adoption of the first phase of IFRS 9 (effective for periods beginning on after 1 January 2015) will have an effect on the classification and measurement of the Company's financial assets, but will potentially have no impact on classificationand measurements of financial liabilities.

IFRS 10 Consolidated Financial Statements. IFRS 10 establishes a single control model that applies to all entities including special purpose entities. The changes introduced by IFRS 10 will require management to exercise significant judgement to determine which entities are controlled and, therefore, are required to be consolidated by a parent. Investment Entities (Amendments to IFRS 10, IFRS 12 and IAS 27) was issued on 31 October 2012 and provides an exception to the consolidation requirements of IFRS 10. The amendment requires that investment entities measure subsidiaries at fair value through profit or loss, rather than consolidate them. This standard becomes effective on 1 January 2014 but early adoption is permitted to allow investment entities to apply the provisions at the same time they first apply the rest of IFRS 10. The Company is currently assessing the impact that this standard will have on the financial position and performance.

IFRS 12 Disclosure of Involvement with Other Entities. IFRS 12 includes all of the disclosures that were previously in IAS 27 related to consolidated financial statements, as well as all of the disclosures that were previously included in IAS 31 and IAS 28. These disclosures relate to an entity's interests in subsidiaries, joint arrangements, associates and structured entities. A number of new disclosures are also required. The Company is currently assessing the impact that this standard will have on the financial position and performance. This standard becomes effective for annual periods beginning on or after 1 January 2013.

IFRS 13 Fair Value Measurement. IFRS 13 establishes a single source of guidance under IFRS for all fair value measurements. IFRS 13 does not change when an entity is required to use fair value, but rather provides guidance on how to measure fair value under IFRS when fair value is required or permitted. The Company is currently assessing the impact that this standard will have on the financial position and performance. This standard becomes effective for annual periods beginning on or after 1 January 2013.

There are certain other current standards, amendments and interpretations that are not relevant to the Company's operations.

2. Significant accounting policies continued

Functional and presentational currency

Items included in the financial statements of the Company are measured in the currency of the primary economic environment in which the Company operates (the "functional currency"). The functional currency of the Company as determined in accordance with IFRS is the US Dollar because this is the currency that best reflects the economic substance of the underlying events and circumstances of the Company. The financial statements are presented in US Dollars, as the Company has chosen the US Dollar as its presentation currency.

Foreign exchange

Monetary assets and liabilities denominated in foreign currency are translated into the functional currency at the rate of exchange ruling at the end of the reporting period date. Transactions in foreign currencies during the course of the period are translated at the rate of exchange ruling at the date of the transaction. Foreign exchange gains and losses resulting from the settlement of such transactions and from the translation at reporting period end exchange rates of monetary assets and liabilities and non-monetary assets and liabilities that are denominated in foreign currencies are recognised in the statement of comprehensive income. Foreign exchange gains and losses on financial assets and financial liabilities at fair value through profit or loss are recognised together with other changes in the fair value. Net foreign exchange gains or losses on monetary financial assets and liabilities other than those classified as at fair value through profit or loss are included in the line item "net foreign currency exchange gains".

Financial assets and financialliabilities

(a) Financial assets and liabilities at fair value through profit or loss

(i) Classification

The Company classifies its investments in listed investments, investments in first and second lien debt securities, other equity opportunities and other investments within its micro cap and real estate portfolios as financial assets at fair value through profit or loss. These financial assets are designated by the Board of directors as at fair value through profit or loss at inception.

Financial assets and financial liabilities designated at fair value through profit or loss at inception are those that are managed and their performance evaluated on a fair value basis in accordance with the Company's investment strategy as documented in its prospectus and includes those investments over which the Company has significant influence except for the investment in the Associate (see (c) below). Information about these financial assets and financial liabilities are evaluated by the management of the Company on a fair value basis together with other relevant financial information.

(ii) Recognition/derecognition

Purchases and sales of investments are recognised on the trade date – the date on which the Company commits to purchase or sell the investment. Investments are derecognised when the rights to receive cash flows from the investments have expired or the Company has transferred substantially all risks and rewards of ownership.

Financial assets and liabilities at fair value through profit or loss are initially recognised at fair value. Transaction costs are expensed in the statement of comprehensive income. Subsequent to initial recognition, all financial assets and liabilities at fair value through profit or loss are measured at fair value. Gains and losses arising from changes in the fair value of the "financial assets or financial liabilities at fair value through profit or loss" category are presented in the statement of comprehensive income in the period in which they arise.

Dividend income from financial assets at fair value through profit or loss is recognised in the statement of comprehensive income within investment income when the Company's right to receive payment is established.

Realised surpluses and deficits on the partial sale of investments are arrived at by deducting the average cost of such investments from the sales proceeds.

(iii) Fair value estimation

The fair value of financial instruments traded in active markets (such as publicly traded securities) is based on quoted market prices at the statement of financial position date. The quoted market price used for financial assets held by the Company is the bid price.

Unquoted preferred shares, micro cap loans, unquoted equities and equity related securities investments are typically valued by reference to their enterprise value, which is generally calculated by applying an appropriate multiple to the last 12 months' earnings before interest, tax, depreciation and amortisation ("EBITDA").In determining the multiple, the directors consider inter alia, where practical, the multiples used in recent transactions in comparable unquoted companies, previous valuation multiples used and, where appropriate, multiples of comparable publicly traded companies. In accordance with IPEVCA guidelines, a marketability discount is applied that reflects the discount that in the opinion of the directors, market participants would apply in a transaction in the investment in question.

Traded loans including first and second lien term securities are valued by reference to the last indicative bid price from recognised market makers. These investments are classified in the statement of financial position as investments at fair value through profit or loss.

(b) Loans and receivables

(i) Classification

The Company classifies unquoted senior subordinated debt within mezzanine investments as loans and receivables. Investments are generally accounted for at amortised cost using the effective interest method except where there is deemed to be impairment in value which indicates that a provision should be made.

(ii) Recognition/derecognition

Purchases and sales of investments are recognised on the trade date – the date on which the Company commits to purchase or sell the investment. Investments are derecognised when the rights to receive cash flows from the investments have expired or the Company has transferred substantially all risks and rewards of ownership.

(iii) Measurement

The effective interest method is a method of calculating the amortised cost of a financial asset or a financial liability and of allocating the interest income or interest expense over the relevant period. The effective interest rate is the rate that exactly discounts estimated future cash payments or receipts through the expected life of the financial instrument or, when appropriate, a shorter period to the net carrying amount of the financial asset or financial liability. When calculating the effective interest rate, the Company estimates cash flows considering all contractual terms of the financial instrument but does not consider future credit losses. The calculation includes all fees paid or received between parties to the contract that are an integral part of the effective interest rate, transaction costs and all other premiums or discounts.

(iv) Impairment

The Company assesses at each reporting date whether the loans and receivables are impaired. Evidence of impairment may include indications that the counterparty is experiencing significant financial difficulty, default or delinquency in interest or principal payments, the probability that they will enter bankruptcy or other financial reorganisation and where observable data indicates that there is a measurable decrease in the estimated future cash flows, such as changes in arrears or economic conditions that correlate with defaults. If there is objective evidence that an impairment loss has occurred, the amount of the loss is measured as the difference between the asset's carrying amount and the net present value of expected cash flows discounted at the original effective interest rate.

The carrying amount of the asset is reduced through the use of an allowance account and the amount of the loss is recognised in the statement of comprehensive income as net impairments on loans and receivables.

Impaired debts together with the associated allowance are written off when there is no realistic prospect of future recovery and all collateral has been realised or has been transferred to the Company. If, in a subsequent period, the amount of the estimated impairment loss increases or decreases because of an event occurring after the impairment was recognised, the previously recognised impairment loss is increased or reduced by adjusting the allowance account. If a previous write-off is later recovered, the recovery is credited to net impairments/write back of impairments on loans and receivables.

2. Significant accounting policies continued

(c) Investment in an associate

The Company's investment in its associate is accounted for using the equity method. An associate is an entity in which the Company has significant influence. An entity is regarded as a subsidiary only if the Company has control over its strategic, operating and financial policies and intends to hold the investment on a long-term basis for the purpose of securing a contribution to the Company's activities.

The directors have determined that although the Company has over 50 per cent economic partnership interest in Euromicrocap Fund 2010, LP (the "Partnership"), it does not have the power to govern the financial and operating policies of the partnership. Such powers are vested with the General Partner. However, the Company does have significant influence over the partnership.

Under the equity method, the investment in the associate is carried in the statement of financial position at cost plus post-acquisition changes in the Company's share of net assets of the associate. The statement of comprehensive income reflects the share of the results of operations of the associate. Where there has been a change recognised directly in the equity of the associate, the Company recognises its share of any changes and discloses this, when applicable, in the statement of changes in equity. Unrealised gains and losses resulting from transactions between the Company and the associate are eliminated to the extent of the interest in the associate. The share of profit of an associate is shown on the face of the statement of comprehensive income. This is the profit attributed to holders of partnership interest in the associate.

After application of the equity method, the Company determines whether it is necessary to recognise an additional impairment loss on the Company's investment in its associate. The Company determines at each reporting date whether there is any objective evidence that the investment in the associate is impaired. If this is the case the Company calculates the amount of impairment as the difference between the recoverable amount of the associate and its carrying value and recognises the amount in the "share of associate's net income" in the statement of comprehensive income. Upon loss of significant influence over the associate, the Company measures and recognises any retaining investment at its fair value. Any difference between the carrying amount of the associate upon loss of significant influence and the fair value of the retaining investment and proceeds from disposal is recognised in the statement of comprehensive income.

(d) Cash on deposit

Cash on deposit comprises bank deposits with an original maturity of three months or more.

(e) Cash and cash equivalents

Cash and cash equivalents comprise bank balances and cash held by the Company including short-term bank deposits with an original maturity of three months or less. Cash also includes amounts held in interest-bearing overnight accounts.

(f) Other receivables and payables

Other receivables do not carry any interest and are short term in nature and are accordingly stated at their nominal value as reduced by appropriate allowances for estimated irrecoverable amounts. Other payables are not interest bearing and are stated at their nominal value.

(g) Financial liabilities and equity

Financial liabilities and equity are classified according to the substance of the contractual arrangements entered into. An equity instrument is any contract that evidences a residual interest in the assets of the Company after deducting all of its liabilities. Financial liabilities and equity are recorded at the amount of proceeds received, net of issue costs.

(h) Zero Dividend Preference ("ZDP") shares

In accordance with InternationalAccounting Standard 32 – "FinancialInstruments: Presentation", ZDP shares have been disclosed as a financial liability as the shares are redeemable at a fixed date and holders are entitled to a fixed return. ZDP shares are recorded at amortised cost using the effective interest rate method.

Income

Interest income for all interest-bearing financial instruments is included on an accruals basis using the effective interest method. Dividend income is recognised when the Company's right to receive payment is established. When there is reasonable doubt that income due to be received will actually be received, such income is not accrued until it is clear that its receipt is probable. Where following an accrual of income, receipt becomes doubtful, the accrual is either fully or partly written off until the reasonable doubt is removed.

Expenses

Investment Adviser's basic fees are allocated to revenue. The Company also provides for a capital gains incentive fee based on net unrealised investments gains.

Expenses which are deemed to be incurred wholly in connection with the maintenance or enhancement of the value of the investments are charged to realised capital reserve. All other expenses are accounted for on an accruals basis and are presented as revenue items.

Finance costs

Finance costs are interest expenses in respect of the ZDP shares and are recognised in the statement of comprehensive income using the effective interest method.

Escrow accounts

Where investments are disposed of, the consideration given may include contractual terms requiring that a percentage of the consideration is held in an escrow account pending resolution of any indemnifiable claims that may arise and as such the value of these escrow amounts is not immediately known. The Company records gains realised on investments held in escrow in the statement of comprehensive income following confirmation that any such indemnifiable claims have been resolved and none are expected in the future.

3. Segment information

The investment manager is responsible for allocating resources available to the Company in accordance with the overall business strategies as set out in the investment guidelines of the Company. The Company has been organised into the following segments:

  • Portfolio of US micro cap investments
  • Portfolio of European micro cap investments
  • Portfolio of mezzanine investments
  • Portfolio of bank debt
  • Portfolio of listed investments
  • Portfolio of real estate investments
  • Portfolio of other investments

The investment objective of each segment is to achieve consistent medium-term returns from the investments in each segment while safeguarding capital by investing in a diversified portfolio.

Investment in corporate bonds, money market funds and treasury gilts are not considered part of any individual segment and have therefore been excluded from this segmental analysis.

During the year the investment manager restructured its reportable segments. Investments within the legacy portfolio, which consisted of investments made prior to 22 July 2002, have been reanalysed as either US micro cap or other. The comparative data shown below has been amended to reflect this change. The segment information provided is presented to the Board of the Company on the same basis.

3. Segment information continued

For the year ended 28 February 2013

Micro cap Micro cap Mezzanine Bank Listed Real Other
US European portfolio debt investments estate investments Total
US\$'000 US\$'000 US\$'000 US\$'000 US\$'000 US\$'000 US\$'000 US\$'000
Interest revenue 29,131 1,607 2,223 2,290 35,251
Dividend revenue 1,023 3,771 29 4,823
Other revenue 189 189
Net gain/(loss) on
investments at fair value (2,768) (200) 1,704 1,817 8,481 (681) 8,353
Share of associate's
net income 4,342 4,342
Impairments on loans
and receivables 1,025 1,025
Investment Adviser's
base fee (5,014) (1,573) (163) (172) (813) (452) (162) (8,349)
Investment Adviser's
capital incentive fee¹ (1,329) (812) (6,280) (609) (9,030)
Total segmental
operating profit 20,020 4,176 5,000 4,124 5,159 (452) (1,423) 36,604

For the year ended 29 February 2012

Micro cap
US
US\$'000
Micro cap
European
US\$'000
Mezzanine
portfolio
US\$'000
Bank
debt
US\$'000
Listed
investments
US\$'000
Real
estate
US\$'000
Other
investments
US\$'000
Total
US\$'000
Interest revenue 24,785 1,377 5,387 2,483 4,301 38,333
Dividend revenue 4,577 4,577
Other revenue 249 249
Net gain/(loss) on
investments at fair value 2,130 (576) 3,080 4,246 (5,529) 3,098 6,449
Share of associate's
net income 20,797 20,797
Impairments on loans
and receivables 142 142
Investment Adviser's
base fee (3,949) (1,424) (695) (593) (977) (921) (8,559)
Investment Adviser's
capital incentive fee¹ (3,267) (486) (63) (1,541) (5,357)
Investment Adviser's
income incentive fee² (3,922) (68) (255) (104) (61) (4,410)
Total segmental
operating profit 15,777 19,620 7,596 6,281 (3,531) 6,478 52,221

1 The capital incentive fee is allocated across segments where a realised or unrealised gain or loss has occurred. Segments with realised or unrealised losses are allocated a credit pro rata to the size of the loss and segments with realised or unrealised gains are allocated a charge pro rata to the size of the gain.

2 The income incentive fee is allocated across segments in the ratio of the investment income earned during the quarter in which the fee became payable.

At 28 February 2013

Micro cap
US
US\$'000
Micro cap
European
US\$'000
Mezzanine
portfolio
US\$'000
Bank
debt
US\$'000
Listed
investments
US\$'000
Real
estate
US\$'000
Other
investments
US\$'000
Total
US\$'000
Investments at fair
value through profit
or loss 342,566 19,896 2,530 11,690 55,069 30,860 11,080 473,691
Investments classified
as loans and receivables 8,765 8,765
Investment in an associate 87,567 87,567
Other receivables 486 486
Other payables and
accrued expenses (1,664) (105) (823) (11) (7,338) (9,941)
Total segmental
net assets 340,902 107,358 10,472 11,679 48,217 30,860 11,080 560,568

At 29 February 2012

Micro cap
US
US\$'000
Micro cap
European
US\$'000
Mezzanine
portfolio
US\$'000
Bank
debt
US\$'000
Listed
investments
US\$'000
Real
estate
US\$'000
Other
investments
US\$'000
Total
US\$'000
Investments at fair
value through profit
or loss 205,347 15,179 5,658 32,512 88,639 1,620 348,955
Investments classified
as loans and receivables 23,974 23,974
Investment in an associate 69,950 69,950
Total segmental
net assets 205,347 85,129 29,632 32,512 88,639 1,620 442,879

Certain income and expenditure is not considered part of the performance of an individual segment. This includes net foreign exchange gains, interest on cash, finance costs, custodian and administration fees, directors' fees and other general expenses.

The following table provides a reconciliation between net reportable segment income and operating profits.

Year ended
28/02/2013
US\$'000
Year ended
29/02/2012
US\$'000
Net reportable segment profit 36,604 52,221
Net gains on treasury gilts and corporate bonds 1,194 605
Realised gains on investments held in escrow accounts 7,528 2,093
Net foreign exchange gains/(losses) 3,915 1,694
Interest on treasury notes and corporate bonds 1,077 399
Interest on cash 393 460
Other dividend income
Fees payable to Investment Adviser based on non-segmental assets (2,358) (1,688)
Expenses not attributable to segments (2,785) (2,786)
Share class restructuring costs (1,580)
Operating profit 43,988 52,998

3. Segment information continued

Other receivables and prepayments are not considered to be part of individual segment assets. Certain liabilities are not considered to be part of the net assets of an individual segment. These include custodian and administration fees payable, directors' fees payable and other payables and accrued expenses.

The following table provides a reconciliation between total net segment assets and total net assets.

28/02/2013
US\$'000
29/02/2012
US\$'000
Total net segmental assets 560,568 442,879
Non-segmental assets and liabilities:
Treasury gilts 31,809 33,465
Floating rate notes 26,450 32,129
Cash held on deposit and investments in money market funds 7,968
Cash and cash equivalents 102,740 194,513
Other receivables and prepayments 66 451
Zero Dividend Preference shares (89,839) (87,281)
Other payables and accrued expenses (1,612) (8,662)
Total non-segmental net assets 69,614 172,583
Total net assets 630,182 615,462

4. Critical accounting judgements and key sources of estimation uncertainty

The following are the key assumptions and other key sources of estimation uncertainty at the end of the reporting period, that have a significant risk of causing a material adjustment to the carrying amounts of assets and liabilities within the next financial year:

Fair value of investments at fair value through profit or loss ("FVTPL")

Certain investments are classified as FVTPL, and valued accordingly, as disclosed in note 2 and the valuation policy on page 16. The key source of estimation uncertainty is on the valuation of unquoted equities and equity-related securities.

In reaching its valuation of the unquoted equities and equity-related securities the key judgements the Board have to make relate to the selection of the multiples and the discount factors used in the valuation models.

Loans and receivables

Certain investments are classified as loans and receivables, and valued accordingly, as disclosed in note 2 and the valuation policy on page 16. The key estimation is the impairment review and the key assumptions are as disclosed in note 2.

Investment in associate

The policies applied in accounting for the Company's associate require significant judgement. Full details are disclosed in note 2c.

5. Net gains on investments at fair value through profit or loss

Year ended
28/02/2013
US\$'000
Year ended
29/02/2012
US\$'000
Net movement in unrealised gains/(losses) in the year 251 (11,284)
Proceeds from investments realised 185,577 197,663
Cost of investments realised (158,074) (141,696)
Unrealised gains in prior periods now realised (18,210) (37,629)
Total net realised gains in the year 9,293 18,338
Net gain on investments in the year 9,544 7,054

6. Net write back of impairments/(impairments) on loans and receivables

Year ended Year ended
28/02/2013 29/02/2012
US\$'000 US\$'000
Net write back of/(impairment on) loans and receivables 211 (174)
Proceeds from investments previously written off 814 29,118
Proceeds from loans repaid 15,226
Cost of investments disposed/realised (28,227)
Cost of investments repaid (15,226)
Unrealised gains in prior periods now realised (575)
Net realised gain 814 316
Net write back of impairments/(impairments) on loans and receivables 1,025 142

7. Investment income

Year ended
29/02/2012
US\$'000
38,202
5,356
43,558

7. Investment income continued

Income for the year ended 28 February 2013

Preference dividend Loan note
Dividends
US\$'000
PIK
US\$'000
Cash
US\$'000
PIK
US\$'000
Cash
US\$'000
Other
interest
US\$'000
Other
income
US\$'000
Total
US\$'000
US micro cap portfolio 13,353 8,887 6,891 3 29,134
European micro cap
portfolio 1,607 1,607
Mezzanine portfolio 1,023 9 195 2,019 3,246
Bank debt 2,290 189 2,479
Listed investments 3,771 3,771
Treasury gilts and
corporate bonds 1,077 1,077
Other 29 29
4,794 13,362 9,082 10,517 3,367 221 41,343

Income for the year ended 29 February 2012

Dividends
US\$'000
Preference dividend Loan note
PIK
US\$'000
Cash
US\$'000
PIK
US\$'000
Cash
US\$'000
Other
interest
US\$'000
Other
income
US\$'000
Total
US\$'000
US micro cap portfolio 16,634 6,432 6,016 29,082
European micro cap portfolio – 1,377 1,377
Mezzanine portfolio 31 360 4,996 5,387
Bank debt 2,483 249 2,732
Listed investments 4,577 4,577
Treasury gilts 399 399
Other 34 34
4,577 16,699 6,792 12,389 2,882 249 43,588

Interest on unlisted investments totalling US\$9,575,000 (year ended 28 February 2012: US\$7,704,000) has not been recognised in accordance with the Company's accounting and valuation policy.

8. Finance costs

Year ended Year ended
28/02/2013 29/02/2012
US\$'000 US\$'000
Zero Dividend Preference shares
7,007
6,581
7,007 6,581

Finance costs arising are allocated to the statement of comprehensive income using the effective interest rate method. The rights and entitlements of the ZDP shares, which are accounted for at amortised cost are described in note 15.

9. Expenses

10,707
Investment Adviser's base fee
Investment Adviser's capital incentive fee
9,030
Investment Adviser's income incentive fee

19,737
Administrative expenses:
Legal and professional fees
1,086
Other expenses
565
Directors' remuneration
380
Accounting, secretarial and administration fees
451
Auditors' remuneration
190
Auditors' remuneration – non-audit fees
65
Custodian fees
48
2,785
Other:
Share class restructuring costs
1,580
Year ended
28/02/2013
US\$'000
Year ended
29/02/2012
US\$'000
10,247
5,357
4,410
20,014
1,308
504
380
400
99
65
30
2,786
Total expenses 24,102 22,800

Directors' fees

The Chairman is entitled to a fee of US\$140,000 per annum. Each of the other directors are entitled to a fee of US\$60,000 per annum. For the year ended 28 February 2013, total directors' fees included in the statement of comprehensive income were US\$380,000 (year ended 29 February 2012: US\$380,000), of this amount US\$62,000 was outstanding at the year end (29 February 2012: US\$63,000) and included within other payables.

Investment advisory and performance fees

The Company entered into an investment advisory and management agreement with Jordan/Zalaznick Advisers, Inc. (the "Investment Adviser") in May 2008 which was then amended and restated on 20 May 2009 and again on 23 December 2010 (the "Advisory Agreement").

Pursuant to the Advisory Agreement, the Investment Adviser is entitled to a base management fee and to an incentive fee. The base management fee is an amount equal to 1.5 per cent per annum of the average total assets under management of the Company less those assets identified by the Company as being excluded from the base management fee, under the terms of the agreement. The base management fee is payable quarterly in arrears; the agreement provides that payments in advance on account of the base management fee will be made.

For the year ended 28 February 2013, total investment advisory and management expenses, based on the average total assets of the Company, were included in the statement of comprehensive income of US\$10,707,000 (year ended 29 February 2012: US\$10,247,000). Of this amount US\$715,000 (29 February 2012: US\$1,105,000) was outstanding at the year end and is included within other payables.

9. Expenses continued

The incentive fee has two parts. The first part is calculated by reference to the net investment income of the Company ("Income Incentive fee") and is payable quarterly in arrears provided that the net investment income for the quarter exceeds 2 per cent of the average of the net asset value of the Company for that quarter (the "hurdle") (8 per cent annualised). The fee is an amount equal to (a) 100 per cent of that proportion of the net investment income for the quarter as exceeds the hurdle, up to an amount equal to a hurdle of 2.5 per cent, and (b) 20 per cent of the net investment income of the Company above a hurdle of 2.5 per cent in any quarter. Change in the valuation of income related (PIK) investments are also classed as an increase or decrease to investment income. Investments categorised as legacy investments and other assets identified by the Company as being excluded are excluded from the calculation of the fee. A true-up calculation is also prepared at the end of each financial year to determine if further fees are payable to the Investment Adviser or if any amounts are recoverable from future income incentive fees.

For the year ended 28 February 2013, there was no income incentive fee. For the year ended 29 February 2012, an amount of US\$4,410,000 was paid on the basis that the net investment income of the Company as determined in the Advisory Agreement exceeded the hurdle rate of 2 per cent (8 per cent per annum). This is further discussed in note 28.

The second part of the incentive fee is calculated by reference to the net realised capital gains ("capital gains incentive fee") of the Company and is equal to: 20 per cent of the realised capital gains of the Company for each financial year less all realised capital losses of the Company for the year less the aggregate of all previous capital gains incentive fees paid by the Company to the Investment Adviser. The capital gains incentive is payable in arrears within 90 days of the fiscal year end. Investments categorised as legacy investments and assets of the Euro Microcap Fund 2010, LP are excluded from the calculation of the fee.

The Company provides for a capital gains incentive fee based on cumulative net realised and unrealised investments gains. For the year ended 28 February 2013, US\$9,030,000 (29 February 2012: US\$5,357,000) was paid to the Investment Adviser in relation to the capital gains incentive fee.

The Advisory Agreement may be terminated by the Company or the Investment Adviser upon not less than two and one half years' (i.e. 913 days') prior notice (or such lesser period as may be agreed by the Company and Investment Adviser).

Administration fees

Northern Trust International Fund Administration Services (Guernsey) Limited was appointed as Administrator to the Company on 1 September 2012. The Administrator is entitled to a fee payable quarterly in arrears. Fees payable to the Administrator are fixed for the three years from the date of appointment and are then subsequently subject to an annual fee review. The Administrator is also due an initial set up fee.

During the period from 1 March 2012 to 31 August 2012, Butterfield Fund Services (Guernsey) Limited ("BFGL") acted as Administrator, Secretary and Registrar. BFGL was entitled to a quarterly fee payable monthly in arrears and further fees for services provided with the Company's transition to the new service provider.

Custodian fees

HSBC Bank (USA) N.A. (the "Custodian"), was appointed on 12 May 2008 under a custodian agreement. The Custodian is entitled to receive an annual fee of US\$2,000 and a transaction fee of US\$50 per transaction. For the year ended 28 February 2013, total Custodian expenses of US\$48,000 (29 February 2012: US\$30,000) were included in the statement of comprehensive income of which US\$6,000 (29 February 2012: US\$Nil) was outstanding at the year end and is included within other payables.

Auditors' remuneration

All of the Auditors' remuneration relates to the annual audit and half year review report. During the year ended 28 February 2013, professional fees of US\$Nil were paid to Ernst & Young for taxation services (28 February 2012: US\$65,000).

10. Taxation

For both 2013 and 2012, the Company applied for and was granted exempt status for Guernsey tax purposes under the terms of The Income Tax (Zero 10) (Guernsey) Law, 2007.

For the year ended 28 February 2013, the Company incurred withholding tax of US\$1,131,000 (29 February 2012: US\$1,373,000) on dividend income from listed investments.

11. Investments

Carrying
Listed Unlisted value
28/02/2013 28/02/2013 28/02/2013
Categories of financialinstruments US\$'000 US\$'000 US\$'000
Fair value through profit or loss (FVTPL) 113,328 418,622 531,950
Loans and receivables 8,765 8,765
Investment in an associate 87,567 87,567
113,328 514,954 628,282
Carrying
Listed Unlisted value
28/02/2013 28/02/2013 28/02/2013
US\$'000 US\$'000 US\$'000
Book cost at 1 March 2012 132,577 381,086 513,663
Purchases in year 79,316 174,607 253,923
Capital calls during year 13,275 13,275
Payment in kind ("PIK") 21,466 21,466
Proceeds from investments disposed/realised (129,934) (56,457) (186,391)
Realised gains on disposal 20,425 7,892 28,317
Book cost at 28 February 2013 102,384 541,869 644,253
Unrealised gains/(losses) at 28 February 2013 10,877 (36,016) (25,139)
Accrued interest at 28 February 2013 67 9,101 9,168
Carrying value at 28 February 2013 113,328 514,954 628,282

11. Investments continued

Carrying
value
29/02/2012
US\$'000 US\$'000 US\$'000
414,549
23,974
69,950 69,950
508,473
Listed
29/02/2012
154,233

154,233
Unlisted
29/02/2012
260,316
23,974
354,240
Listed
29/02/2012
US\$'000
Unlisted
29/02/2012
US\$'000
Carrying
value
29/02/2012
US\$'000
Book cost at 1 March 2011 75,017 394,118 469,135
Purchases in year 64,847 73,729 138,576
Capital calls during year 49,153 49,153
Payment in kind ("PIK") 25,995 25,995
Proceeds from investments disposed/realised (10,850) (215,204) (226,054)
Realised gains on disposal 3,563 53,295 56,858
Book cost at 29 February 2012 132,577 381,086 513,663
Unrealised gains/(losses) at 29 February 2012 21,514 (33,310) (11,796)
Accrued interest at 29 February 2012 142 6,464 6,606
Carrying value at 29 February 2012 154,233 354,240 508,473

The above book cost is the cost to JZCP equating to the transfer value as at 1 July 2008 upon the liquidation of JZEP and adjusted for subsequent transactions.

The cost of PIK investments is deemed to be interest not received in cash but settled by the issue of further securities when that interest has been recognised in the statement of comprehensive income.

Investment in associate

At 29 February 2012, the Company had one associate carrying on business which affects the profits and assets of the Company. The Company's associate consists solely of a limited partnership interest directly held in the Partnership.

Entity Principal activity % interest
EuroMicrocap Fund 2010, LP Acquirer of Europe-based micro cap companies 75%

The Company's share of the aggregated financial information of the equity accounted associate is set out below. The balance as at 28 February 2013 includes the share of results and net assets in the associate.

28/02/2013
US\$'000
29/02/2012
US\$'000
Share of result in associate 4,342 20,797
Non-current assets
Current assets
83,451
4,116
68,795
1,155
Share of limited partner's interest in associate 87,567 69,950

12. Cash and cash equivalents

28/02/2013
US\$'000
29/02/2012
US\$'000
Cash at bank
39,612
194,513
55,497
Money Market Funds
Cash held on deposit with maturity of less than 3 months
7,631
102,740 194,513
Cash held on deposit with maturity of greater than 3 months 7,968
Cash, cash equivalents and cash held on deposits
102,740
202,481

Cash and cash equivalents comprise bank balances and cash held by the Company including short-term bank deposits and investments in money market funds with an original maturity of three months or less. In the prior year cash held on deposit had a maturity date of greater than three months. The carrying value of these assets approximates to their fair value.

13. Other receivables

28/02/2013
US\$'000
29/02/2012
US\$'000
Accrued dividend income on listed investments 486 405
Other receivables and prepayments 66 44
Bank and deposit interest 2
552 451

Other receivables and prepayments include US\$7,123 in respect of a structured forward currency contract entered into during the year (note 20).

14. Other payables

28/02/2013
US\$'000
29/02/2012
US\$'000
Investment Adviser's base and capital incentive fee
9,745
6,462
Provision for tax on dividends received not withheld at source
1,004
679
Legal fees
250
300
Fees due to administrator
174
67
201
Other expenses
222
Auditors' remuneration
110
79
Directors' remuneration 62 63
Custody fees 7
Payable on unsettled trades 790
11,553 8,662

15. Zero Dividend Preference ("ZDP") shares

28/02/2013
US\$'000
29/02/2012
US\$'000
ZDP shares issued 22 June 2009
Amortised cost at 1 March 87,281 82,341
Finance costs allocated to statement of comprehensive income 7,007 6,581
Unrealised currency gain on translation during the year (4,449) (1,641)
Amortised cost at year end 89,839 87,281
Total number of ZDP shares in issue 20,707,141 20,707,141
Price per ZDP share US\$ USD 4.3466 USD 4.2254
Price per ZDP share GBP GBP 2.8634 GBP 2.6513

ZDP shares were issued on 22 June 2009 at a price of 215.80 pence and are designed to provide a predetermined final capital entitlement of 369.84 pence on 22 June 2016 which ranks behind the Company's creditors but in priority to the capital entitlements of the Ordinary shares. The ZDP shares carry no entitlement to income and the whole of their return will therefore take the form of capital. The capital appreciation of approximately 8 per cent per annum is calculated monthly. In certain circumstances, ZDP shares carry the right to vote at general meetings of the Company as detailed in the Company's Memorandum of Articles and Incorporation.Issue costs are deducted from the cost of the liability and allocated to the statement of comprehensive income over the life of the ZDP shares.

16. Share capital

Authorised capital

Unlimited number of Ordinary shares of no par value.

Ordinary shares – issued capital

28/02/2013
Number
29/02/2012
Number
of shares of shares
Balance at 1 March 37,319,238 42,913,133
Converted from Limited Voting Ordinary shares 27,699,369 1,300,000
Converted to Limited Voting Ordinary shares (6,893,895)
Total Ordinary shares in issue 65,018,607 37,319,238

Limited Voting Ordinary shares – issued capital

28/02/2013
Number
of shares
29/02/2012
Number
of shares
Balance at 1 March
27,699,369
22,105,474
Converted to Ordinary shares (27,699,369) (1,300,000)
Converted from Ordinary shares
6,893,895
Total limited voting Ordinary shares in issue
27,699,369
Total shares in issue
65,018,607
65,018,607

On 3 July 2012, a Shareholder resolution was passed which approved the conversion of all of the Limited Voting Ordinary ("LVO") shares into Ordinary shares on the basis that one LVO share would convert into one Ordinary share. A further resolution was passed approving the proposed transfer of the listing of the Ordinary shares to the London Stock Exchange's Specialist Fund Market ("SFM"). The move to this structure removes a structural inadequacy that had restricted the Company's ability to accommodate US investors and is more appropriate to the Company's mix of investors.

On 31 July 2012, the Company announced the cancellation of the listing of its Ordinary shares on the premium segment of the Official List and trading on the London Stock Exchange's Main Market for listed securities. Subsequently, the Company's shares were admitted to trading on the London Stock Exchange's Specialist Fund Market ("SFM"). The Company also announced the admission to listing on the Channel Islands Stock Exchange ("CISX").

LVO shares were issued so that certain of the Company's existing Shareholders and certain US new investors could participate in the Ordinary share issue without causing the Company to be treated as a US domestic company for the purposes of US securities laws and/or a CFC for US tax purposes. LVO shares were identical to, and ranked pari passu in all respects with, the New Ordinary shares except that the LVO shares only carried a limited entitlement to vote in respect of the appointment or removal of directors and did not carry any entitlement to vote in respect of certain other matters. The LVO shares were not listed and were not admitted to trade on or through the facilities of the London Stock Exchange.

The Ordinary shares carry a right to receive the profits of the Company available for distribution by dividend and resolved to be distributed by way of dividend to be made at such time as determined by the directors.

In addition to receiving the income distributed, the Ordinary shares are entitled to the net assets of the Company on a winding up, after all liabilities have been settled and the entitlement of the ZDP shares have been met. In addition, holders of Ordinary shares will be entitled on a winding up to receive any accumulated but unpaid revenue reserves of the Company, subject to all creditors having been paid out in full but in priority to the entitlements of the ZDP shares. Any distribution of revenue reserves on a winding up is currently expected to be made by way of a final special dividend prior to the Company's eventual liquidation.

Holders of Ordinary shares have the right to receive notice of, to attend and to vote at, all general meetings of the Company.

17. Capital management

The Company's capital is represented by the Ordinary shares and ZDP shares.

As a result of the ability to issue, repurchase and resell shares, the capital of the Company can vary. The Company is not subject to externally imposed capital requirements and has no restrictions on the issue, repurchase or resale of its shares.

The Company's objectives for managing capital are:

  • To invest the capital in investments meeting the description, risk exposure and expected return indicated in its prospectus.
  • To achieve consistent returns while safeguarding capital by investing in a diversified portfolio.
  • To maintain sufficient liquidity to meet the expenses of the Company.
  • To maintain sufficient size to make the operation of the Company cost-efficient.

The Company continues to keep under review opportunities to buy back Ordinary or ZDP shares.

The Company monitors capital by analysing the NAV per share over time and tracking the discount to the Company's share price. It also monitors the performance of the existing investments to identify opportunities for exiting at a reasonable return to the Shareholders.

18. Reserves

Capital raised on formation of Company

The Royal Court of Guernsey granted that on the admission of the Company's shares to the Official List and to trading on the London Stock Exchange's Main Market, the amount credited to the share premium account of the Company immediately following the admission of such shares be cancelled and any surplus thereby created accrue to the Company's distributable reserves to be used for all purposes permitted by Companies Law, including the purchase of shares and the payment of dividends.

Capital raised on issue of new shares

Subsequent amounts raised by the issue of new shares, net of issue costs, are credited to the share capital account.

Distributable reserves

Subject to satisfaction of the solvency test, all of the Company's capital and reserves are distributable in accordance with The Companies (Guernsey) Law, 2008.

Summary of reserves attributable to Ordinary Shareholders

28/02/2012 29/02/2012
US\$'000 US\$'000
Distributable reserve 353,528 353,528
Share capital account 149,269 149,269
Capital reserve 50,512 41,775
Revenue reserve 76,873 70,890
630,182 615,462
Distributable reserve
28/02/2012 29/02/2012
US\$'000 US\$'000
At 1 March 2012 353,528 353,528
At 28 February 2013 353,528 353,528
Share capital account
28/02/2012 29/02/2012
US\$'000 US\$'000
At 1 March 2012 149,269 149,269
At 28 February 2013 149,269 149,269

Capital reserve

All surpluses arising from the realisation or revaluation of investments and all other capital profits and accretions of capital are credited to the capital reserve. Any loss arising from the realisation or revaluation of investments or any expense, loss or liability classified as capital in nature may be debited to the capital reserve.

Capital reserve
Realised Unrealised Total
28/02/2013 28/02/2013 28/02/2013
US\$'000 US\$'000 US\$'000
At 1 March 2012 68,107 (26,332) 41,775
Net gains/(losses) on investments 28,390 (13,479) 14,911
Net gains/(losses) on foreign currency exchange (580) 4,495 3,915
Realised gains on investments held in escrow accounts 7,528 7,528
Expenses charged to capital (10,610) (10,610)
Finance costs in respect of Zero Dividend Preference shares (7,007) (7,007)
At 28 February 2013 92,835 (42,323) 50,512
Capital reserve
Realised Unrealised Total
29/02/2012 29/02/2012 29/02/2012
US\$'000 US\$'000 US\$'000
At 1 March 2011 14,525 7,408 21,933
Net gains on investments 56,858 (28,865) 27,993
Net gains/(losses) on foreign currency exchange (12) 1,706 1,694
Realised gains on investments held in escrow accounts 2,093 2,093
Expenses charged to capital (5,357) (5,357)
Finance costs in respect of Zero Dividend Preference shares (6,581) (6,581)
At 29 February 2012 68,107 (26,332) 41,775

Revenue reserve

28/02/2013 29/02/2012
US\$'000 US\$'000
At 1 March 2012 70,890 56,058
Profit for the year attributable to revenue 27,113 25,202
Dividend paid (21,130) (10,370)
At 28 February 2013 76,873 70,890

19. Financial instruments

Carrying Carrying
value value
28/02/2013 29/02/2012
Categories of financial instruments US\$'000 US\$'000
Financial assets
Fair value through profit or loss (FVTPL) 531,950 414,549
Loans and receivables 8,765 23,974
Investment in associate 87,567 69,950
Other receivables 552 451
Cash held on deposit (maturity date >3 months) 7,968
Cash and cash equivalents 102,740 194,513
Total assets 731,574 711,405
Financial liabilities
Zero Dividend Preference ("ZDP") shares (89,839) (87,281)
Trade payables (11,553) (8,662)
Total liabilities (101,392) (95,943)

Loans and receivables presented above represent mezzanine loans.

Financial liabilities measured at amortised cost presented above represent ZDP shares and trade payables as detailed in the statement of financial position.

20. Financial risk and management objectives and policies

Introduction

The Company's objective in managing risk is the creation and protection of Shareholder value. Risk is inherent in the Company's activities, but it is managed through a process of ongoing identification, measurement and monitoring, subject to risk limits and other controls. The process of risk management is critical to the Company's continuing profitability. The Company is exposed to market risk (which includes currency risk, interest rate risk and price risk), credit risk and liquidity risk arising from the financial instruments it holds.

Risk management structure

The Company's Investment Adviser is responsible for identifying and controlling risks. The directors supervise the Investment Adviser and are ultimately responsible for the overall risk management approach within the Company.

Risk mitigation

The Company's prospectus sets out its overall business strategies, its tolerance for risk and its general risk management philosophy. The Company may use derivatives and other instruments for trading purposes and in connection with its risk management activities.

Market risk

Market risk is defined as "the risk that the fair value or future cash flows of a financial instrument will fluctuate because of changes in variables such as equity price, interest rate and foreign currency rate".

Market price risk

The Company's investments are subject to normal market fluctuations and there can be no assurance that no depreciation in the value of those investments will occur. There can be no guarantee that any realisation of an investment will be on a basis which necessarily reflects the Company's valuation of that investment for the purposes of calculating the net asset value of the shares.

Changes in industry conditions, competition, political and diplomatic events, tax, environmental and other laws and other factors, whether affecting the United States alone or other countries and regions more widely, can substantially and either adversely or favourably affect the value of the securities in which the Company invests and, therefore, the Company's performance and prospects.

The Company's market price risk is managed through diversification of the investment portfolio across various sectors. The Investment Adviser considers each investment purchase to ensure that an acquisition will enable the Company to continue to have an appropriate spread of market risk and that an appropriate risk/reward profile is maintained.

Equity price risk is the risk of unfavourable changes in the fair values of equity investments as the result of changes in the value of individual shares. The equity price risk exposure arises from the Company's investments in equity securities. The Company has two equity investments valued at US\$55,069,000 (29 February 2012: three investments valued at US\$88,639,000) which are listed on the NASDAQ and NYSE.

The Company does not generally invest in liquid equity investments and the current portfolio of the listed equity investments result from the successful flotation of unlisted investments.

Management's best estimate of the effect on the net assets attributable to Shareholders and on the profit for the year due to a reasonably possible change in equity indices, with all other variables held constant, is indicated in the table below. In practice, the actual trading results may differ from the sensitivity analysis below and the difference could be material. An equivalent decrease in each of the indices shown below would have resulted in an equivalent, but opposite, impact.

Sensitivity analysis for change in value of listed equity resulting from increase/decrease in relevant indices:

Carrying Effect on the
value net assets
of listed attributable to
equities Shareholders
Change in 28/02/2013 28/02/2013
Markets indices US\$'000 US\$'000
NYSE 10% 777 78
NASDAQ 10% 54,292 5,429
55,069 5,507

20. Financial risk and management objectives and policies continued

Carrying Effect on the
value net assets
of listed attributable to
equities Shareholders
Change in 29/02/2012 29/02/2012
Markets indices US\$'000 US\$'000
NYSE 10% 39,276 3,928
NASDAQ 10% 49,363 4,936
88,639 8,864

The table below analyses the Company's concentration of equity price risk by industrial distribution:

Percentage of equity securities
Industry 28/02/2013 29/02/2012
Property and casualty insurance 98.6% 55.7%
Education and training services 1.4% 1.0%
Rental and leasing services 43.3%
100.0% 100.0%

The Company has certain financial instruments (common stock private investments) that are recorded at fair value using valuation techniques such as earnings multiple model derived either from acquisition/purchase information or observable market data from comparable companies. In some cases an adjustment is made to the acquisition/ purchase multiple to reflect the underlying growth of the investment. These are adjusted to reflect counterparty credit risk and limitations in the model.

For the financial instruments whose fair value is estimated using valuation techniques with no market observable inputs, the net unrealised amount recorded in the statement of comprehensive income in the year due to changes in the inputs amounts to losses of US\$2,558,000 (29 February 2012: losses of US\$6,224,000).

The following table analyses the Company's concentration of common stock private investments by industrial distribution and the effect on the net assets attributable to Shareholders and on the increase/(decrease) in profit for the year due to a reasonably possible change in the value of unobservable inputs. In practice, the actual trading results may differ from the sensitivity analysis below and the difference could be material.

Percentage
of total Effect on the
common net assets
stock of attributable to
Carrying value private Un Shareholders
28/02/2013 investments Valuation observable Ranges 28/02/2013
Industry US\$'000 28/02/2013 approach inputs % US\$'000
Testing laboratory 6,343 9% Public EBITDA 10/-10 1,940/(1,940)
multiples multiple
Industrial investment firms 5,055 7% Purchase EBITDA 10/-10 0/0
multiples multiple
Pet supplies 2,475 3% Public EBITDA 10/-10 505/(505)
multiples multiple
Specialised equipment manufacturers 6,458 9% Public EBITDA 10/-10 975/(975)
multiples multiple
Personal care products 4,200 6% Public EBITDA 10/-10 1,195/(1,195)
multiples multiple
Strategic workforce solutions 1,202 2% Public EBITDA 10/-10 0/0
multiples multiple
Other 4,006 5% Public EBITDA 10/-10 0/0
and multiple
purchase
multiples
Sensors and instrumentation 6,900 9% Public EBITDA 10/-10 4,225/(4,225)
and multiple
multiples
Water treatment/infrastructure 1,000 1% Public EBITDA 10/-10 1,590/(1,000)
and multiple
purchase
multiples
Real estate 30,861 42% Purchase EBITDA 10/-10 0/0
multiples multiple
Logistics 5,450 7% Purchase EBITDA 10/-10 0/0
multiples multiple
73,950 100% 10,340/(9,840)

20. Financial risk and management objectives and policies continued

Percentage
of total Effect on the
common net assets
Carrying value stock of
private
attributable to
Shareholders
29/02/2012 investments Valuation Unobservable Ranges 29/02/2012
Industry US\$'000 29/02/2012 approach inputs % US\$'000
Testing laboratory 5,043 38% Public EBITDA 10/-10 715/(715)
multiples multiple
Roofing supplies 3,780 28% Public EBITDA 10/-10 690/(690)
multiples multiple
Industrial investment firms 1,809 13% Purchase EBITDA 10/-10 0/0
multiples multiple
Pet supplies 1,636 12% Public EBITDA 10/-10 0/0
multiples multiple
Specialised equipment manufacturers 443 3% Purchase EBITDA 10/-10 0/0
multiples multiple
Personal care products 328 2% Purchase EBITDA 10/-10 0/0
multiples multiple
Strategic workforce solutions 300 2% Public EBITDA 10/-10 0/0
and multiple
purchase
multiples
Other 229 2% Purchase EBITDA 10/-10 220/0
multiples multiple
Sensors and instrumentation 37 Public EBITDA 10/-10 0/0
multiples multiple
Water treatment/infrastructure Public EBITDA 10/-10 0/0
multiples multiple
13,605 100% 1,625/(1,405)

Interest rate risk

Interest rate risk arises from the possibility that changes in interest rates will affect future cash flows or the fair values of financial instruments. It has not been the Company's policy to use derivative instruments to mitigate interest rate risk, as the Investment Adviser believes that the effectiveness of such instruments does not justify the costs involved.

The table below summarises the Company's exposure to interest rate risks:

Non-interest
Fixed rate Floating rate Total
28/02/2013 28/02/2013 28/02/2013 28/02/2013
US\$'000 US\$'000 US\$'000 US\$'000
Investments at fair value through profit or loss 438,741 38,140 55,069 531,950
Loans and receivables 8,765 8,765
Investment in an associate 87,567 87,567
Other receivables and prepayments 552 552
Cash and cash equivalents 102,740 102,740
Zero Dividend Preference shares (89,839) (89,839)
Other payables (11,553) (11,553)
Total net assets 357,667 140,880 131,635 630,182
Non-interest
Fixed rate
Floating rate
Total
29/02/2012 29/02/2012 bearing
29/02/2012
29/02/2012
US\$'000 US\$'000 US\$'000 US\$'000
Investments at fair value through profit or loss 247,664 64,641 102,244 414,549
Loans and receivables 23,974 23,974
Investment in an associate 69,950 69,950
Other receivables and prepayments 451 451
Cash held on deposit (maturity date >3 months) 7,968 7,968
Cash and cash equivalents 194,513 194,513
Zero Dividend Preference shares (87,281) (87,281)
Other payables (8,662) (8,662)
Total net assets 192,325 259,154 163,983 615,462

The income receivable by the Company is not subject to significant amounts of risk due to fluctuations in the prevailing levels of market interest rates. However, whilst the income received from fixed rate securities is unaffected by changes in interest rates, the investments are subject to risk in the movement of fair value. The Investment Adviser considers the risk in the movement of fair value as a result of changes in the market interest rate for fixed rate securities to be insignificant, hence no sensitivity analysis is provided.

Of the money held on deposit, US\$47,243,000 (29 February 2012: US\$194,513,000) earns interest at variable rates and the income may rise and fall depending on changes to interest rates.

The sensitivity of the bank debt's market value is not influenced by a change in prevailing interest rates, because they are floating rate instruments. The market value of bank debt is influenced by factors such as the performance of the issuer and bank liquidity.

The data below demonstrates the sensitivity of the Company's profit/(loss)for the year to a reasonably possible change in interest rates, with all other variables held constant.

The sensitivity of the profit on interest received on cash and cash equivalents is the effect of the assumed changes in the daily interest rates throughout the year to 28 February 2013 and year ended 29 February 2012, on accounts where cash is held.

The sensitivity of the profit for the year on investment income received on bank debt is the effect of the assumed changes in the three-month Libor on which the interest paid was derived.

Sensitivity of interest
income increase/(decrease)
Sensitivity of investment
receivable on cash
income increase/(decrease)
and cash equivalents
receivable on bank debt
Change in basis points increase/(decrease) 28/02/2013
US\$'000
US\$'000 29/02/2012 28/02/2013
US\$'000
29/02/2012
US\$'000
+25/-25
+100/-100
167/(167)
666/(200)
383/(382) 45/(45)
1,527/(458) 182/(182) 402/(402)
101/(101)

20. Financial risk and management objectives and policies continued

The following table analyses the Company's interest rate exposure in terms of the assets and liabilities maturity dates.

28/02/2013 US\$'000 0-3 months 4-12 months
US\$'000
1-2 years
US\$'000
2-5 years
US\$'000
5 years
US\$'000
More than No maturity Non-interest
date
US\$'000
bearing
US\$'000
Total
US\$'000
Cash and
cash equivalents 102,740 102,740
Financial asset at fair value
through profit or loss 16,686 37,581 131,564 21,886 11,267 312,966 531,950
Loans and receivables 8,515 250 8,765
Investment in an associate 87,567 87,567
Zero Dividend
Preference shares (89,839) (89,839)
Other receivables/payables (11,001) (11,001)
102,740 16,686 37,581 50,240 21,886 11,517 389,532 630,182
29/02/2012 0-3 months
US\$'000
4-12 months
US\$'000
1-2 years
US\$'000
2-5 years
US\$'000
More than
5 years
US\$'000
No maturity
date
US\$'000
Non-interest
bearing
US\$'000
Total
US\$'000
Cash and
cash equivalents 194,513 194,513
Cash held on deposit
(maturity date >3 months) 7,968 7,968
Financial asset at fair value
through profit or loss 22,043 30,529 138,492 5,110 116,059 102,316 414,549
Loans and receivables 16,213 7,761 23,974
Investment in an associate 69,950 69,950
Zero Dividend
Preference shares (87,281) (87,281)
Other receivables/payables (8,211) (8,211)
194,513 46,224 30,529 58,972 5,110 116,059 164,055 615,462

The Investment Adviser monitors the Company's overall interest sensitivity on a regular basis by reference to prevailing interest rates and the level of the Company's cash balances. The Company has not used derivatives to mitigate the impact of changes in interest rates.

Credit risk

The Company takes on exposure to credit risk, which is the risk that a counterparty to a financial instrument will cause a financial loss to the Company by failing to discharge an obligation. These credit exposures exist within investment classified as FVTPL, debt investments, loans and receivables and cash and cash equivalents.

They may arise, for example, from a decline in the financial condition of a counterparty, from entering into derivative contracts under which counterparties have obligations to make payments to the Company. As the Company's credit exposure increases, it could have an adverse effect on the Company's business and profitability if material unexpected credit losses were to occur.

In the event of any default on the Company's loan investments by a counterparty, the Company will bear a risk of loss of principal and accrued interest of the investment, which could have a material adverse effect on the Company's income and potential to pay dividends to Shareholders and to redeem the ZDP shares.

In accordance with the Company's policy, the Investment Adviser monitors the Company's exposure to credit risk on a regular basis, by reviewing the financial statements, budgets and forecasts of underlying investee companies.

The table below analyses the Company's maximum exposure to credit risk. The maximum exposure is shown gross at the reporting date.

Total Total
28/02/2013 29/02/2012
US\$'000 US\$'000
Bank debt 11,690 32,512
Legacy portfolio debt 25,312
Mezzanine debt 11,294 29,632
US micro cap debt 342,567 181,655
European micro cap debt 107,463 85,129
Cash and cash equivalents 102,740 202,481
Accrued dividend income 486 405
576,240 557,126

A proportion of micro cap and mezzanine debt held does not entitle the Company to interest payment in cash. This interest is capitalised (PIK) and as a result has substantial credit risk as there is no return to the Company until the loan plus all the interest is repaid in full. Of the US\$2,214,000 (29 February 2012: US\$5,356,000) interest that was recognised in the statement of comprehensive income on investments classified as loans and receivables during the year US\$195,000 (29 February 2012: US\$360,000) was receivable in the form of PIK investments. There is no collateral held in respect of mezzanine debt forming the loans and receivables.

20. Financial risk and management objectives and policies continued

An impairment review is performed by the Investment Adviser on an investment by investment basis every quarter.

The movement in the allowance for impairment in respect of loans and receivables during the year was as follows:

28/02/2013
US\$'000
29/02/2012
US\$'000
Balance at beginning of year 9,293 9,119
Transfers out of loans and receivables (1,956)
Impairment (211) 174
Balance at year end 7,126 9,293

The table below analyses the Company's loans and receivables that are either past due or impaired.

Total of
impairment
28/02/2013
US\$'000
Past due
28/02/2013
US\$'000
Total
28/02/2013
US\$'000
Total of
impairment
29/02/2012
US\$'000
Past due
29/02/2012
US\$'000
Total
29/02/2012
US\$'000
Mezzanine portfolio 7,126 7,126 9,293 9,293
Total 7,126 7,126 9,293 9,293

Mezzanine investments typically have no or a limited trading market and therefore such investments will be illiquid, and as such the Company's ability to sell them in the short term may be limited.

The Investment Adviser closely monitors the creditworthiness of mezzanine debt counterparties and other loans and receivables and, upon unfavourable change, may seek to terminate the agreement or to obtain collateral. The creditworthiness is monitored by the reviewing of quarterly covenant agreements and by the Investment Adviser having Board representation on a significant number of these investees. The Company has also diversified its portfolio across different industry sectors.

Bank debt designated at fair value through profit or loss

The Company had previously invested in bank debt with investment grade credit ratings as rated by Standard & Poor's detailed below. As at 28 February 2013, the Company's only investment in bank debt was Dekko Technologies LLC, a private company whose debt was neither listed or rated:

Percentage of
debt instruments
Credit rating – bank debt first and second lien 28/02/2013 29/02/2012
B 13%
B- 6%
CCC+ 41%
No rating 100% 40%
100% 100%

The following table analyses the concentration of credit risk in the Company's debt portfolio by industrial distribution.

Industry 28/02/2013
US\$'000
29/02/2012
US\$'000
Healthcare services and equipment 25% 26%
House, leisure and personal goods 3% 2%
Construction and materials 1%
Support services 9% 18%
Industrial engineering 6% 11%
Industrial services 22% 3%
Water treatment/infrastructure 9% 2%
Electronic and electrical equipment 5% 7%
Financial general 21% 25%
Sensors and instrumentation 5%
100% 100%

20. Financial risk and management objectives and policies continued

The table below analyses the Company's cash and cash equivalents and cash deposits by rating agency category.

Credit ratings 29/02/2012
US\$'000
Standard &
Poor's
outlook
Issuer
default
rating
28/02/2013
US\$'000
Cash deposits
HSBC Bank USA NA Negative AA– 7,654 7,968
Deutsche Bank Negative A+ 47,843
55,497 7,968
Cash and cash equivalents
HSBC Bank USA NA Negative AA– 29,661 142,819
Deutsche Bank Negative A+ 17,524 51,434
Northern Trust (Guernsey) Limited Stable AA– 58
Butterfield Bank (Guernsey) Limited Negative A– 260
47,243 194,513

Bankruptcy or insolvency of the banks may cause the Company's rights with respect to these assets to be delayed or limited. The Investment Adviser monitors risk by reviewing the credit rating of the bank. If credit quality deteriorates, the Investment Adviser may move the holdings to another bank.

Liquidity risk

Liquidity risk is defined as the risk that the Company will encounter difficulty in meeting obligations associated with financial liabilities. Liquidity risk arises because of the possibility that the Company could be required to pay its liabilities earlier than expected.

Many of the Company's investments are private equity, mezzanine loans and other unlisted investments. By their nature, these investments will generally be of a long-term and illiquid nature and there may be no readily available market for sale of these investments.

There are no restrictions on the saleability of the listed investments (29 February 2012: US\$20,206,000) (being 42 per cent of TAL International Group, Inc.).

The Company has outstanding investment commitments at the year end of US\$40,032,000 (2012: US\$50,430,000) see note 25. The Company manages liquidity levels to ensure these obligations can be met.

The tables below analyse the Company's financial liabilities into relevant maturity groups based on the remaining period at the reporting date to the contractual maturity date. The amounts in the tables are not discounted to the net present value of the future cash outflows as it is not considered significant.

At 28 February 2013 Less than
1 month
US\$'000
2-12 months
US\$'000
1-5 years
US\$'000
>5 years
US\$'000
No stated
maturity
US\$'000
Other payables 11,553
Zero Dividend Preference shares 116,252
11,553 116,252
At 29 February 2012 Less than
1 month
US\$'000
2-12 months
US\$'000
1-5 years
US\$'000
>5 years
US\$'000
No stated
maturity
US\$'000
Other payables 8,662
Zero Dividend Preference shares 139,100
8,662 139,100

The Company has a capital requirement to pay ZDP Shareholders a predetermined final capital entitlement of 369.84 pence on 22 June 2016. As at 28 February 2013, the liability to the ZDP Shareholders amounted to US\$89,839,000 (29 February 2012: US\$87,281,000).

Currency risk

Currency risk is the risk that the value of a financial instrument will fluctuate due to changes in foreign exchange rates.

Zero Dividend Preference shares are denominated in Sterling. The Company has an obligation to redeem the ZDP Shareholders on 22 June 2016. The total liability on the redemption date, 22 June 2016, will be GBP76,583,969. The Company currently has no hedge to manage this risk to Sterling.

20. Financial risk and management objectives and policies continued

The following table sets out the Company's exposure to foreign currency risk.

At 28 February 2013 US Dollar
US\$'000
Euro
US\$'000
GB Sterling
US\$'000
Total
US\$'000
Assets
Financial asset at fair value through profit or loss 482,435 17,706 31,809 531,950
Loans and receivables 8,765 8,765
Investment in associate 87,567 87,567
Other receivables 486 66 552
Cash and cash equivalents 92,202 1,435 9,103 102,740
Total assets 583,888 106,708 40,978 731,574
Liabilities
Zero Dividend Preference shares 89,839 89,839
Other payables 11,411 142 11,553
Total liabilities 11,411 89,981 101,392
Net currency exposure 572,477 106,708 (49,003) 630,182

The Company has entered into a Structured Forward Currency Contract. If the US\$/€ exchange rate reaches the trigger rate of 1.4, the Company will buy €13,000,000 at a cost of US\$16,900,000.

US Dollar Euro GB Sterling Total
At 29 February 2012 US\$'000 US\$'000 US\$'000 US\$'000
Assets
Financial asset at fair value through profit or loss 365,905 15,179 33,465 414,549
Loans and receivables 23,974 23,974
Investment in associate 69,950 69,950
Other receivables 405 46 451
Cash and cash equivalents 194,513 7,968 202,481
Total assets 584,797 85,129 41,479 711,405
Liabilities
Zero Dividend Preference shares 87,281 87,281
Other payables 8,498 164 8,662
Total liabilities 8,498 87,445 95,943
Net currency exposure 576,299 85,129 (45,966) 615,462

21. Fair value of financial instruments

The Company classifies fair value measurements of its financial instruments at fair value through profit or loss using a fair value hierarchy that reflects the significance of the inputs used in making the measurements. The financial assets valued at fair value through profit or loss are analysed in a fair value hierarchy based on the following levels:

  • Quoted prices (unadjusted) in active markets for identical assets or liabilities (level 1).
  • Those involving inputs other than quoted prices included within level 1 that are observable for the asset or liability, either directly (that is, as prices) or indirectly (that is, derived from prices) (level 2).
  • Those involving inputs for the asset or liability that are not based on observable market data (that is, unobservable inputs) (level 3).

The level in the fair value hierarchy within which the fair value measurement is categorised in its entirety is determined on the basis of the lowest level input that is significant to the fair value measurement in its entirety. For this purpose, the significance of an input is assessed against the fair value measurement in its entirety. If a fair value measurement uses observable inputs that require significant adjustment based on unobservable inputs, that measurement is a level 3 measurement. Assessing the significance of a particular input to the fair value measurement in its entirety requires judgement, considering factors specific to the asset or liability.

The determination of what constitutes "observable" requires significant judgement by the Company. The Company considers observable data to be that market data that is readily available, regularly distributed or updated, reliable and verifiable, not proprietary, and provided by independent sources that are actively involved in the relevant market.

Financial assets at 28 February 2013 Level 1
US\$'000
Level 2
US\$'000
Level 3
US\$'000
Total
US\$'000
Financial assets designated at fair value
through profit or loss at inception:
Listed securities 113,328 113,328
Bank debt 11,690 11,690
Mezzanine portfolio 2,529 2,529
US micro cap portfolio 342,567 342,567
European micro cap portfolio 19,896 19,896
Real estate portfolio 30,860 30,860
Other 11,080 11,080
113,328 418,622 531,950

The following table shows financial instruments recognised at fair value, analysed between those whose fair value is based on:

21. Fair value of financial instruments continued

Financial assets at 29 February 2012 Level 1
US\$'000
Level 2
US\$'000
Level 3
US\$'000
Total
US\$'000
Financial assets designated at fair value
through profit or loss at inception:
Listed securities 154,233 154,233
Legacy portfolio 25,312 25,312
Bank debt 19,541 12,971 32,512
Mezzanine portfolio 5,658 5,658
US micro cap portfolio 181,655 181,655
European micro cap portfolio 15,179 15,179
154,233 19,541 240,775 414,549

When fair values of listed equity and debt securities at the reporting date are based on quoted market prices or binding dealer price quotations (bid prices for long positions), without any deduction for transaction costs, the instruments are included within level 1 of the hierarchy.

The fair values of bank debt which is provided by a broker is classified as level 2. The fair value of bank debt which is derived from unobservable data is classified as level 3.

The fair values of investments in the micro cap, legacy and mezzanine portfolios for which there are no active market, are calculated using a valuation model which is accepted in the industry. The model calculates the fair value by applying an appropriate multiple (based on comparable quoted companies, recent acquisition prices and quotes) to the Company's last 12 months EBITDA and deducting a market liquidity discount. The multiples used and marketability discount are classified as unobservable inputs therefore investments are classified as level 3.

Transfers between levels

There were no transfers between the levels of hierarchy of financial assets recognised at fair value within the year ended 28 February 2013 and 29 February 2012.

The following table shows a reconciliation of all movements in the fair value of financial instruments categorised within level 3 between the beginning and the end of the reporting period.

US Euro
Bank Mezzanine micro cap micro cap Real
debt portfolio portfolio portfolio estate Other Total
At 28 February 2013 US\$'000 US\$'000 US\$'000 US\$'000 US\$'000 US\$'000 US\$'000
At 1 March 2012 12,971 5,658 204,583 15,179 2,384 240,775
Purchases 128,392 30,861 9,361 168,614
PIK adjusted for fair value 535 20,684 5,993 27,212
Cost of investments repaid or sold (1,808) (4,309) (10,341) (2,125) (18,583)
Net gains and losses recognised in
statement of comprehensive income 1,704 (2,738) (200) (665) (1,899)
Investment gains on warrants
held at nil value (518) (518)
Movement in accrued interest
recognised in statement of
comprehensive income (8) (6) 1,986 1,049 3,021
At 28 February 2013 11,690 2,529 342,566 19,896 30,861 11,080 418,622
At 29 February 2012 Bank
debt
US\$'000
Mezzanine
portfolio
US\$'000
US
micro cap
portfolio
US\$'000
Euro
micro cap
portfolio
US\$'000
Real
estate
US\$'000
Other
US\$'000
Total
US\$'000
At 1 March 2011 9,082 2,547 271,495 32,899 1,726 317,749
Purchases 54,659 12,202 764 67,625
PIK adjusted for fair value 404 30 24,208 38 24,680
Cost of investments repaid or sold (149,782) (30,102) (137) (180,021)
Net gains and losses recognised in
statement of comprehensive income
Movement in accrued interest
recognised in statement of
3,474 3,080 5,265 (609) 11,210
comprehensive income 11 1 (1,262) 789 (7) (468)
At 29 February 2012 12,971 5,658 204,583 15,179 2,384 240,775

The following table details the revenues and net gains included within the statement of comprehensive income for investments classified at level 3 which held during the year.

At 28 February 2013 Bank
debt
US\$'000
Mezzanine
portfolio
US\$'000
US
micro cap
portfolio
US\$'000
Euro
micro cap
portfolio
US\$'000
Real
estate
US\$'000
Other
US\$'000
Total
US\$'000
Interest and other revenue 2,479 3,246 29,134 1,607 36,466
Net loss on investments at fair value
through profit or loss
1,704 (2,738) (200) (665) (1,899
)
2,479 4,950 26,396 1,407 (665) 34,567
At 29 February 2012 Bank
debt
US\$'000
Mezzanine
portfolio
US\$'000
US
micro cap
portfolio
US\$'000
Euro
micro cap
portfolio
US\$'000
Real
estate
US\$'000
Other
US\$'000
Total
US\$'000
Interest and other revenue 1,650 31 29,052 1,377 34 32,144
Net gain on investments at fair value
through profit or loss 3,474 3,080 5,137 (517) 11,210
5,124 3,111 34,225 860 34 43,354

21. Fair value of financial instruments continued

For the investments measured at level 3 at the reporting date, the Company adjusted the default rate and discount rate assumptions within a range of reasonably possible alternatives. The extent of the adjustment varied according to the characteristics of each security.

The potential effect of using reasonably possible alternative assumptions for valuing financial instruments classified as level 3 at the reporting date would reduce the fair value by up to US\$9,840,000 (29 February 2012: US\$1,405,000) or increase the fair value by US\$10,430,000 (29 February 2012: US\$1,625,000).

The fair value of financial assets and financial liabilities measured at amortised cost are determined as follows:

The fair value of the Zero Dividend Preference shares is deemed to be their quoted market price. As at 28 February 2013 the ask price was £4.34 (29 February 2012: £3.09 per share) the total fair value of the ZDP shares was US\$90,005,000 (29 February 2012: US\$101,973,000) which is US\$166,000 higher (29 February 2012: US\$14,476,000 higher) than the liability recorded in the statement of financial position.

The carrying amounts of loans and receivables are recorded at amortised cost using the effective interest method in the financial statements. The fair value of loans and receivables at 28 February 2013 was US\$7,834,000 (29 February 2012: US\$23,974,000).

The carrying amounts of trade receivables and trade payables are deemed to be their fair value due to their short-term nature.

22. Basic and diluted earnings per share

Basic and diluted earnings per share are calculated by dividing the earnings for the period by the weighted average number of Ordinary shares outstanding during the period.

For the years ended 28 February 2013 and 29 February 2012 the weighted average number of Ordinary shares (including Limited Voting Ordinary shares) outstanding during the year was 65,018,607.

23. Net asset value per share

The net asset value per Ordinary share of US\$9.69 (29 February 2012: US\$9.47) is based on the net assets at the year end of US\$630,182,000 (29 February 2012: US\$615,462,000) and on 65,018,607 (29 February 2012: 65,018,607) Ordinary shares, being the number of Ordinary shares in issue at the year end.

24. Notes to the cash flow statement

Reconciliation of the profitfor the year to net cash from operating activities

Year ended Year ended
28/02/2013 29/02/2012
US\$'000 US\$'000
Profit for the year 35,850 45,044
Increase/(decrease) in other receivables (94) 13
(Decrease)/increase in other payables 2,891 4,514
Net movement in unrealised gains on investments (533) 11,284
Net write back of/(impairments on) loans and receivables (211) 174
Share of associate's income (4,342) (20,797)
Adjustment for foreign currency exchange gains on ZDP shares (4,449) (1,706)
Realised gain on investments (9,896) (18,654)
Increase in accrued interest on investments and adjustment for interest received as PIK (24,027) (24,124)
Interest receivable from treasury gilts reinvested (696)
Finance costs in respect of Zero Dividend Preference shares 7,007 6,581
Net cash inflow from operating activities 2,196 1,633

Investment income received during the year

Year ended
28/02/2013
US\$'000
Year ended
29/02/2012
US\$'000
Interest on investments 11,125 14,459
Dividends from listed investments 3,690 3,882
Bank interest 393 486
Other income 189 124
15,397 18,951

Purchases and sales of investments are considered to be operating activities of the Company, given its purpose, rather than investing activities. The cash flows arising from these activities are shown in the cash flow statement.

25. Commitments

At 28 February 2013, JZCP had the following financial commitments outstanding in relation to fund investments:

Year ended
28/02/2013
US\$'000
Year ended
29/02/2012
US\$'000
EuroMicrocap Fund 2010, LP (related party) 20,072 33,347
Constituent Capital Management, LLC 12,833 15,000
Acon AEP Co-Invest (Suzo), LP 5,042
Grua, LP 2,085
Milestone Aviation Group, Inc. 2,083
40,032 50,430

26. Related party transactions

In 2007, JZEP invested US\$250,000 in ETX Holdings, Inc. which was a spin-off from Jordan Auto Aftermarket Holdings, Inc., a former co-investment with The Jordan Company. The investment was subsequently transferred to JZCP as part of the in specie transfer dated 1 July 2008. A further US\$142,000 has subsequently been invested in ETX Holdings, Inc. At 28 February 2013, the investment was valued at US\$671,000 (29 February 2012: US\$602,000).

At 28 February 2013, JZCP has invested US\$62,248,000 (29 February 2012: US\$49,153,000 in the EuroMicrocap Fund 2010, LP ("The Europe Fund"). At 28 February 2013, the investment was valued at US\$87,567,000 (29 February 2012: US\$69,950,000). The Europe Fund is managed by JZ International LLC ("JZI"), an affiliate of JZAI, JZCP's investment manager. JZAI and JZI were each founded by David Zalaznick and Jay Jordan.

The Company has invested with The Resolute Fund, which is managed by The Jordan Company, a company in which David Zalaznick and Jay Jordan are Managing Principals. Investments held by the Company and The Resolute Fund included: Kinetek, Inc.; TAL International Group, Inc.; TTS, LLC. The investments were sold/repaid during the year ended 28 February 2013. Aggregate proceeds of disposals totalled US\$76,576,000, the value of these investments at 29 February 2012 were US\$71,154,000).

The Company has invested with Fund A, a Limited Partnership in a number of US micro cap buyouts. Fund A is managed by JZAI. At 28 February 2013, the total amount of these co-investments was US\$Nil (29 February 2012: US\$53,905,000) of the total amount of the co-investment US\$96,099,904 (29 February 2012: US\$44,203,000) was invested by the Company and US\$21,600,371 (29 February 2012: US\$9,702,000) was invested by Fund A. During September 2012, the Company sold to Fund A 18 per cent of its investment in New Vitality Holdings, Inc. (being an investment in which it had been intended that Fund A would be a co-investor) for a consideration of US\$881,859 being cost plus interest at a rate of 5.25 per cent.

Jordan/Zalaznick Advisers, Inc. ("JZAI"), a US-based company, provides advisory services to the Board of directors of the Company in exchange for management fees, paid quarterly. Fees paid by the Company to the Investment Adviser are detailed in note 9.

The directors' remuneration is disclosed in note 9.

27. Controlling party

The issued shares of the Company are owned by a number of parties and, therefore, in the opinion of the directors, there is no ultimate controlling party of the Company, as defined by IAS 24 – Related Party Disclosures.

28. Contingent assets

a) Amounts held in escrow accounts

Investments have been disposed by the Company, of which the consideration given included contractual terms requiring that a percentage was held in an escrow account pending resolution of any indemnifiable claims that may arise. At 28 February 2013, the Company has assessed that the fair value of these escrow accounts are nil as it is not reasonably probable that they will be realised by the Company.

As at 28 February 2013, the Company had the following contingent assets held in escrow accounts which had not been recognised as assets of the Company:

Amount in escrow
Company 28/02/2013
US\$'000
29/02/2012
US\$'000
GHW (G&H Wire) 2,609 3,031
Advanced Chemistry & Technology, Inc. 1,613 1,772
Wound Care Solutions, LLC 1,573 5,398
N&B Industries, Inc. 776 776
Apparel Ventures, Inc. 428 835
Dantom Systems, Inc. 15 2,415
Recycled Holdings Corporation 1,300 1,300
Gear for Sports 186
8,314 15,713

During the year US\$7,528,000 (29 February 2012: US\$2,093,000) was realised relating to the escrow accounts of the Company.

b) Income incentive fee

The Company has a contingent asset of US\$4,409,700 (29 February 2012: US\$4,409,700) relating to an income incentive fee which was paid to the Investment Adviser during the year ended 28 February 2012. Under the terms of the Advisory Agreement the amount paid in the year is repayable to the Company as the required annual hurdle was not met. The amount is repayable on termination of the Advisory Agreement or offset against any future income incentive fees payable. As neither a date for the termination of the Advisory Agreement or the event of any future income incentive fees becoming payable can be predicted the amount is treated as a contingent asset.

29. Dividends paid and proposed

In accordance with the Company's dividend policy, it is the directors' intention for the year ending 28 February 2013 and thereafter to distribute approximately 3 per cent of the Company's net assets in the form of dividends paid in US Dollars (Shareholders can elect to receive dividends in Sterling). Prior to the new policy, the directors have distributed substantially all of the Company's net cash income (after expenses) in the form of dividends.

A final dividend for the year ended 29 February 2012 of 18.5 cents per Ordinary share (total US\$12,028,443) was paid on 3 July 2012.

For the year ended 28 February 2013 an interim dividend of 14.0 cents per Ordinary share (total US\$9,102,605) was paid on 5 November 2012.

A second dividend for the year ended 28 February 2013 of 15.00 cents per Ordinary share (total US\$9,752,791) will be paid on 14 June 2013.

30. Financial highlights

The following table presents performance information derived from the financial statements.

28/02/2013
US\$
Net asset value per share at the beginning of the year 9.47
Performance during the year (per share):
Net investment income 0.45
Incentive fee (0.14)
Net realised and unrealised gains 0.34
Finance costs (0.43)
Total return 0.22
Net asset value per share at the end of the year 9.69
Total return 2.29%
Net investment income to average net assets excluding incentive fee 7.43%
Operating expenses to average net assets (2.64%)
Incentive fees to average net assets (1.47%)
Operating expenses to average net assets including incentive fee (4.11%)
Finance costs (4.58%)

31. US GAAP reconciliation

The Company's financial statements are prepared in accordance with IFRS, which in certain respects differ from the accounting principles generally accepted in the United States ("US GAAP"). It is the opinion of the directors that these differences are not material and therefore no reconciliation between IFRS and US GAAP has been presented.

32. Subsequent events

These financial statements were approved for issuance by the Board on 20 May 2013. Subsequent events have been evaluated until this date.

In March 2012, the Company sold its holding in BG Holdings, Inc., realising proceeds of US\$33.7 million.

A second dividend for the year ended 28 February 2013 of 15.00 cents per Ordinary share (total US\$9,752,791) will be paid on 14 June 2013.

Company advisers

Investment Adviser

The Investment Adviser to JZ Capital Partners Limited ("JZCP") is Jordan/Zalaznick Advisers, Inc. ("JZAI"), a company beneficially owned by John (Jay) W Jordan II and David W Zalaznick. The company was formed for the purpose of advising the Board of JZCP on investments in leveraged securities, primarily related to private equity transactions. JZAI has offices in New York and Chicago.

Jordan/Zalaznick Advisers, Inc.

767 Fifth Avenue New York NY 10153

Registered office

PO Box 255 Trafalgar Court Les Banques St Peter Port Guernsey GY1 3QL

JZ Capital Partners Limited is registered in Guernsey number 48761

Administrator, Registrar and Secretary Northern Trust International Fund Administration Services (Guernsey) Limited (appointed 1 September 2012) PO Box 255 Trafalgar Court Les Banques St

Peter Port Guernsey GY1 3QL

Prior to 1 September 2012 the Company's Administrator was Butterfield Fulcrum Group (Guernsey) Limited

The previous registered address of the Company was: 2nd Floor Regency Court Glategny Esplanade St Peter Port Guernsey GY1 3NQ

UK transfer and paying agent Equiniti Limited

Aspect House Spencer Road Lancing West Sussex BN99 6ZX

US bankers HSBC Bank USA NA 452 Fifth Avenue New York NY 10018

(Also provides custodian services to JZ Capital Partners Limited under the terms of a Custody Agreement.)

Guernsey bankers

Northern Trust (Guernsey) Limited PO Box 71 Trafalgar Court Les Banques St Peter Port Guernsey GY1 3DA

Independent Auditor

Ernst & Young LLP PO Box 9 Royal Chambers St Julian's Avenue St Peter Port Guernsey GY1 4AF

UK solicitors

Ashurst LLP Broadwalk House 5 Appold Street London EC2A 2HA

US lawyers

Monge Law Firm, PLLC 333 West Trade Street Charlotte NC 28202

Mayer Brown LLP

214 North Tryon Street Suite 3800 Charlotte NC 28202

Winston & Strawn LLP

35 West Wacker Drive Chicago IL 60601-9703

Guernsey lawyers

Mourant Ozannes PO Box 186 1 Le Marchant Street St Peter Port Guernsey GY1 4HP

Financial adviser and broker

JP Morgan Cazenove Limited 20 Moorgate London EC2R 6DA

Board of directors

David Macfarlane (Chairman)¹ James Jordan

Mr Macfarlane was appointed to the Board of JZCP in April 2008 as Chairman and a non-executive director. Until 2002, he was a Senior Corporate Partner at Ashurst. He was a non-executive director of the Platinum Investment Trust Plc from 2002 until January 2007.

Mr Jordan was appointed to the Board of JZCP in April 2008. He is also a director of Alpha Trust Andromeda Investment Trust S.A. He is a private investor, who until 30 June 2005 was Managing director of Arnhold and S. Bleichroeder Advisers, LLC, a New York-based firm

of asset managers, and is a non executive director of Leucadia National Corporation and the First Eagle Funds.

Patrick Firth²

Mr Firth was appointed to the Board of JZCP in April 2008. He is also a director of a number of offshore funds and management companies, including BH Credit Catalysts Limited and ICG-Longbow Senior Secured UK Property Debt Investments Limited. He is Chairman of

member of the Institute of Chartered Accountants in England and Wales and The Chartered Institute for Securities and Investment. He is a resident of Guernsey.

Tanja Tibaldi

Ms Tibaldi was appointed to the Board of JZCP in April 2008. She was on the Board of JZ Equity Partners Plc from January 2005 until the company's liquidation on 1 July 2008. She was Managing director at Fairway Investment Greenwich Loan Income Fund Limited. He is a Partners, a Swiss asset management company, where

she was responsible for the Group's marketing and co-managed two fund of funds. Previously she was an executive at the Swiss Stock Exchange and currently serves on the Board of several private companies.

David Allison

Mr Allison served as a Director until his death on 26 April 2013.

1 Chairman of the Nominations Committee of which all directors are members.

2 Chairman of the Audit Committee of which all directors are members.

Useful information for Shareholders

Listing

JZCP Ordinary and Zero Dividend Preference shares are listed on the Official List of the Financial Services Authority of the UK and are admitted to trading on the London Stock Exchange Specialist Fund Market for listed securities. The ticker symbols are "JZCP" and "JZCN" respectively.

The prices of the Ordinary and Zero Dividend Preference shares are shown in the FinancialTimes under "Investment Companies – Ordinary Income shares" and "Investment Companies – Zero Dividend Preference shares" as "JZ Capital" respectively.

Securities and Exchange Commission ("SEC") Custody Rules

The Company has complied with the requirements of the SEC Custody Rules within these financial statements. These requirements include the investment portfolio falling within the remit of the annual audit, disclosure of the Company's financial highlights, as disclosed in note 30, and a reconciliation of the accounts prepared under IFRS to US GAAP, as discussed in note 31.

Financial diary

Annual General Meeting 24 June 2013
Interim report for the six months
to 31 August 2013 31 October 2013

In accordance with the Transparency Directive, JZCP will be issuing an Interim Management Statement for the quarters ending 31 May 2013 and 30 November 2013. These Statements will be sent to the market via RNS within six weeks from the end of the appropriate quarter, and will be posted on JZCP's website at the same time or soon thereafter.

Payment of dividends

Cash dividends will be sent by cheque to the first-named Shareholder on the register of members at their registered address, together with a tax voucher. At Shareholders' request, where they have elected to receive dividend proceeds in GBP Sterling, the dividend may instead be paid direct into the Shareholder's bank account through the Bankers' Automated Clearing System. Payments will be paid in US Dollars unless the Shareholder elects to receive the dividend in Sterling. Existing elections can be changed by contacting the Company's Transfer and Paying Agent, Equiniti Limited on +44 (0)121 415 7047.

Share dealing

Investors wishing to buy or sell shares in the Company may do so through a stockbroker. Most banks also offer this service.

Internet address

The Company: www.jzcp.com

ISIN/SEDOL numbers

The ISIN code/SEDOL (Stock Exchange Daily Official List) numbers of the Company's Ordinary shares are GG00B403HK58/B403HK5 and the numbers of the Zero Dividend Preference shares are GG00B40B7X85/B40B7X8

Share register enquiries

The Company's UK Transfer and Paying Agent, Equiniti Limited, maintains the share registers. In the event of queries regarding your holding, please contact the Registrar on 0871 384 2265, calls to this number cost 8 pence per minute from a BT landline, other providers' costs may vary. Lines are open 08.00 to 17.30, Monday to Friday, If calling from overseas +44 (0)121 415 7047 or access their website at www.equiniti.com. Changes of name or address must be notified in writing to the Transfer and Paying Agent.

Nominee share code

Where notification has been provided in advance, the Company will arrange for copies of Shareholder communications to be provided to the operators of nominee accounts. Nominee investors may attend general meetings and speak at meetings when invited to do so by the Chairman.

Documents available for inspection The

following documents will be available at the registered office of the Company during usual business hours on any weekday until the date of the Annual General Meeting and at the place of the meeting for a period of 15 minutes prior to and during the meeting:

  • (a) the register of directors' interests in the share capital of the Company;
  • (b) the Articles of Incorporation of the Company; and
  • (c) the terms of appointment of the directors.

Warning to Shareholders – Boiler Room Scams

In recent years, many companies have become aware that their Shareholders have been targeted by unauthorised overseas-based brokers selling what turn out to be non-existent or high risk shares, or expressing a wish to buy their shares. If you are offered, for example, unsolicited investment advice, discounted JZCP shares or a premium price for the JZCP shares you own, you should take these steps before handing over any money:

  • Make sure you get the correct name of the person or organisation
  • Check that they are properly authorised by the FCA before getting involved by visiting http://www.fca. org.uk/firms/systems-reporting/register
  • Report the matter to the FCA by calling 0800 111 6768
  • If the calls persist, hang up

More detailed information on this can be found on the Money Advice Service website www.moneyadviceservice.org.uk

US investors General

The Company's Articles contain provisions allowing the directors to decline to register a person as a holder of any class of Ordinary shares or other securities of the Company or to require the transfer of those securities (including by way of a disposal effected by the Company itself) if they believe that the person:

(a) is a "US person" (as defined in Regulation S under the US Securities Act of 1933, as amended) and not a "qualified purchaser" (as defined in the US Investment Company Act of 1940, as amended);

(b) is a "Benefit Plan Investor" (as described under "Prohibition on Benefit Plan Investors and Restrictions on Non-ERISA Plan" below); or

(c) is, or is related to, a citizen or resident of the United States, a US partnership, a US corporation or a certain type of estate or trust and that ownership of any class of Ordinary shares or any other equity securities of the Company by the person would materially increase the risk that the Company could be or become a "controlled foreign corporation" (as described under "US Tax Matters" below).

In addition, the directors may require any holder of any class of Ordinary shares or other securities of the Company to show to their satisfaction whether or not the holder is a person described in paragraphs (a), (b) or (c) above.

US securities laws

The Company (a) is not subject to the reporting requirements of the US Securities Exchange Act of 1934, as amended (the "Exchange Act") and does not intend to become subject to such reporting requirements; and (b) is not registered as an investment company under the US Investment Company Act of 1940, as amended (the "1940 Act") and investors in the Company are not subject to the protections provided by the 1940 Act.

Prohibition on benefit plan investors and restrictions on non-ERISA plans

Investment in the Company by "benefit plan investors" is prohibited so that the assets of the Company will not be deemed to constitute "plan assets" of a "benefit plan investor". The term "benefit plan investor" shall have the meaning contained in Section 3(42) of the US Employee Retirement Income Security Act of 1974, as amended ("ERISA"), and includes (a) an "employee benefit plan" as defined in Section 3(3) of ERISA that is subject to Part 4 of Title I of ERISA; (b) a "plan" described in Section 4975(e)(1) of the US Internal Revenue Code of 1986, as amended (the "Code"), that is subject to Section

4975 of the Code; and (c) an entity whose underlying assets include "plan assets" by reason of an employee benefit plan's or a plan's investment in such entity. For purposes of the foregoing, a "benefit plan investor" does not include a governmental plan (as defined in Section 3(32) of ERISA), a non-US plan (as defined in Section 4(b)(4) of ERISA) or a church plan (as defined in Section 3(33) of ERISA) that has not elected to be subject to ERISA.

Each purchaser and subsequent transferee of any class of Ordinary shares (or any other class of equity interest in the Company) will be required to represent, warrant and covenant, or will be deemed to have represented, warranted and covenanted, that it is not, and is not acting on behalf of or with the assets of a benefit plan investor to acquire such Ordinary shares (or any other class of equity interest in the Company).

Under the Articles, the directors have the power to require the sale or transfer of the Company's securities in order to avoid the assets of the Company being treated as "plan assets" for the purposes of ERISA.

The fiduciary provisions of pension codes applicable to governmental plans, non-US plans or other employee benefit plans or retirement arrangements that are not subject to ERISA (collectively "non-ERISA plans") may impose limitations on investment in the Company. Fiduciaries of non-ERISA plans, in consultation with their advisers, should consider, to the extent applicable, the impact of such fiduciary rules and regulations on an investment in the Company. Among other considerations, the fiduciary of a non-ERISA plan should take into account the composition of the non-ERISA plan's portfolio with respect to diversification;the cash flow needs of the non-ERISA plan and the effects thereon of the illiquidity of the investment; the economic terms of the non-ERISA plan's investment in the Company; the non-ERISA plan's funding objectives; the tax effects of the investment and the tax and other risks associated with the investment; the fact that the investors in the Company are expected to consist of a diverse group of investors (including taxable, tax-exempt, domestic and foreign entities) and the fact that the management of the Company will not take the particular objectives of any investors or class of investors into account.

Non-ERISA plan fiduciaries should also take into account the fact that, while the Company's Board of directors and its Investment Adviser will have certain general fiduciary duties to the Company, the Board and the Investment Adviser will not have any direct fiduciary relationship with or duty to any investor, either with respect to its investment in shares or with respect to the management and investment of the assets of the Company. Similarly, it is intended that the assets of the Company will not be considered plan assets of

Useful information for Shareholders

continued

any non-ERISA plan or be subject to any fiduciary or investment restrictions that may exist under pension codes specifically applicable to such non-ERISA plans.

Each non-ERISA plan will be required to acknowledge and agree in connection with its investment in any securities to the foregoing status of the Company, the Board and the Investment Adviser that there is no rule, regulation or requirement applicable to such investor that is inconsistent with the foregoing description of the Company, the Board and the Investment Adviser.

Each purchaser or transferee that is a non-ERISA plan will be deemed to have represented, warranted and covenanted as follows:

  • (a) The non-ERISA plan is not a benefit plan investor;
  • (b) The decision to commit assets of the non-ERISA plan for investment in the Company was made by fiduciaries independent of the Company,the Board,the Investment Adviser and any oftheir respective agents, representatives or affiliates, which fiduciaries (i) are duly authorised to make such investment decision and have not relied on any advice or recommendations of the Company, the Board, the Investment Adviser or any of their respective agents, representatives or affiliates, and (ii) in consultation with their advisers, have carefully considered the impact of any applicable federal, state or local law on an investment in the Company;
  • (c) None of the Company, the Board, the Investment Adviser or any of their respective agents, representatives or affiliates has exercised any discretionary authority or control with respect to the non-ERISA plan's investment in the Company, nor has the Company, the Board, the Investment Adviser or any of their respective agents, representatives or affiliates rendered individualised investment advice to the non-ERISA plan based upon the non-ERISA plan's investment policies or strategies, overall portfolio composition or diversification with respect to its commitment to invest in the Company and the investment programme thereunder; and
  • (d) It acknowledges and agrees that it is intended that the Company will not hold plan assets of the non-ERISA plan and that none of the Company, the Board, the Investment Adviser or any of their respective agents, representatives or affiliates will be acting as a fiduciary to the non-ERISA plan under any applicable federal, state or local law governing the non-ERISA plan, with respect to either (i) the non-ERISA plan's purchase or retention of its investment in the Company, or (ii) the management or operation of the business or assets of the Company. It also confirms that there is no rule, regulation or requirement applicable to such purchaser

or transferee that is inconsistent with the foregoing description of the Company, the Board and the Investment Adviser.

US tax matters

This discussion does not constitute tax advice and is not intended to be a substitute for tax advice and planning. Prospective holders oftheCompany's securities must consult their own tax advisers concerning the US federal, state and local income tax and estate tax consequences in their particular situations of the acquisition, ownership and disposition of any of the Company's securities, as well as any consequences under the laws of any other taxing jurisdiction.

The Company's directors are entitled to decline to register a person as, or to require such person to cease to be, a holder of any class of Ordinary shares or other equity securities of the Company if they believe that: such person is, or is related to, a citizen or resident of the United States, a US partnership, a US corporation or a certain type of estate or trust and that ownership of any class of Ordinary shares or any other equity securities of the Company by such person would materially increase the risk that the Company could be or become a "controlled foreign corporation" (a "CFC").

In general, a foreign corporation is treated as a CFC only if its "US Shareholders" collectively own more than 50 per cent of the total combined voting power or total value of the corporation's stock. A "US Shareholder" means any US person who owns, directly or indirectly through foreign entities, or is considered to own (by application of certain constructive ownership rules), 10 per cent or more of the total combined voting power of all classes of stock of a foreign corporation, such as the Company.

There is a risk that the Company will decline to register a person as, or to require such person to cease to be, a holder of the Company's shares if the Company could be or become a CFC. The Company's treatment as a CFC could have adverse tax consequences for US taxpayers.

The Company is expected to be treated as a "passive foreign investment company" ("PFIC"). The Company's treatment as a PFIC is likely to have adverse tax consequences for US taxpayers.

The taxation of a US taxpayer's investment in the Company's securities is highly complex. Prospective holders of the Company's securities must consult their own tax advisers concerning the US federal, state and local income tax and estate tax consequences in their particular situations of the acquisition, ownership and disposition of any of the Company's securities, as well as any consequences under the laws of any other taxing jurisdiction.

Notice of Annual General Meeting

JZ CAPITAL PARTNERS LIMITED (Company No. 48761) Notice is hereby given that the Fifth Annual General Meeting of the Company will be held at Trafalgar Court, Les Banques, St Peter Port, Guernsey GY1 3QL, Channel Islands on 24 June 2013 at 14:00 BST.

Resolution on
Form of Proxy
Agenda
1. To elect a Chairman of the meeting.
Ordinary resolution 1 2. To consider and approve the Annual Report and Accounts of the Company for the
year ended 28 February 2013.
Ordinary resolution 2 3. To re-elect Ernst & Young LLP as Auditor of the Company until the conclusion
of the next Annual General Meeting.
Ordinary resolution 3 4. To authorise the Board of directors to determine the Auditor's remuneration.
Ordinary resolution 4 5. To approve the directors' remuneration report for the year ended 28 February 2013.
Ordinary resolution 5 6. To re-elect David Macfarlane as a director of the Company in accordance with
Article 21(3) of the Articles of Incorporation of the Company.
Ordinary resolution 6 7. To re-elect James Jordan as a director of the Company in accordance with Article
21(3) of the Articles of Incorporation of the Company.
Ordinary resolution 7 8. To approve that the Company be authorised in accordance with the Companies
(Guernsey) Law 2008 as amended, to make market acquisitions (as defined in that
Law) of its own shares provided that: (a) the maximum number of shares in each
class authorised to be purchased is 14.99 per cent of each class of the shares of the
Company in issue at any time; (b) the minimum price payable by the Company for
each share is 1 pence and the maximum price payable by the Company for each share
will not be more than the higher of (i) 105 per cent of the average of the middle market
quotations for a share as derived from the London Stock Exchange Daily Official
List for the five business days immediately preceding the day on which that share is
purchased and (ii) that stipulated by Article 5(1) of the Buy-back and Stabilisation
Regulation (EC No 2213/2003); and (c) unless previously varied, revoked or renewed,
the authority hereby conferred shall expire at the conclusion of the general meeting
of the Company to be held in 2014 under section 199 of the Law, save that the
Company may, prior to such expiry, enter into a contract to purchase shares under
such authority and may make a purchase of shares pursuant to any such contract.
Special resolution 1
(see note 1)
9. To approve the adoption of the Articles of Incorporation produced to the meeting
and initialled by the Chairman of the meeting for the purpose of identification
as the Articles of Incorporation of the Company in substitution for, and to the
exclusion of, the existing Articles of Incorporation.
10. Close of meeting.

By Order of the Board

For and on behalf of Northern Trust International Fund Administration Services (Guernsey) Limited Secretary

Notice of Annual General Meeting continued

Information

A member of a company is entitled to appoint another person as his proxy to exercise all or any of his rights to attend and to speak and vote at a meeting of the company. A member may appoint more than one proxy in relation to a meeting, provided that each proxy is appointed to exercise the rights attached to a different share or shares held by him. The requisite form is attached hereto and must be delivered to PO Box 255, Trafalgar Court, Les Banques, St Peter Port, Guernsey GY1 3QL at least 48 hours before the time of the Meeting.

Note 1 – Proposed amendmentto the Company's Articles of Incorporation

Last year proposals were put to Shareholders and adopted that included restructuring the Ordinary share capital of the Company so as to accommodate the weight of US ownership of the Company's equity and at the same time avoid the associated threat of delinquency under US securities law and to obtain admission to listing on the Official List of the Channel Islands Stock Exchange (the "CISX"). As part of the process pursuant to which the Company's Ordinary shares were admitted to the "CISX" in July 2012, the CISX required certain changes to be made to the Company's Articles of Incorporation at the first Annual General Meeting following the CISX listing. The required changes are: that the voting provisions relating to Shareholder resolutions on the appointment or removal of directors be moved from article 5 to article 14; and to ensure that the directors' discretion to restrict transfers of Ordinary shares to Restricted Persons and other Non-Qualified Holders (as defined in the Articles of Incorporation) may only be exercised where failure to do so may result in a regulatory, pecuniary, legal, taxation or material administrative disadvantage to the Company or its Shareholders as a whole and where such exercise would not disturb the market in the Ordinary shares. The changes required by the CISX satisfy their requirements regarding the equality of treatment for Shareholders without impacting upon the effectiveness of last year's restructuring arrangements as regards US securities laws. Special resolution 1 (agenda item no. 9) is therefore proposed to adopt the amended Articles of Incorporation in place of the Company's current Articles of Incorporation.

A copy of the proposed new Articles of Incorporation and a copy of the current Articles of Incorporation marked to show the proposed changes are available for inspection at the Company's registered office and at the offices of Ashurst LLP at Broadwalk House, 5 Appold Street, London EC2A 2HA during normal business hours from the date of this document until the close of the Annual General Meeting to be held on 24 June 2013 (Saturdays, Sundays and public holidays in the UK excepted) and will be available at the place of the Annual General Meeting for at least 15 minutes prior to, and during, the meeting.

Notes re your Form of Proxy and voting at the general meeting

It is recommended that a member seek their own financial advice from their stockbroker, bank manager, solicitor, accountant or other professional adviser duly authorised under the Financial Services and Markets Act 2000 (as amended) when considering what action they should take.

If a member has sold or otherwise transferred their shares in the Company it is requested that they forward this document and any accompanying documents to the buyer or transferee or the stockbroker, bank or other agent through whom the sale or transfer was effected for transmission to such buyer or transferee.

A member of a company is entitled to appoint another person as his proxy to exercise all or any of his rights to attend and to speak and vote at a meeting of the company. A member may appoint more than one proxy in relation to a meeting, provided that each proxy is appointed to exercise the rights attached to a different share or shares held by him.

If it is desired to appoint some other person or persons as proxy or proxies the name(s) of the proxy or proxies desired must be inserted in the space provided and the alteration should be initialled. Appointment of a proxy does not preclude you from attending the meeting and voting in person. If you have appointed a proxy and attend the meeting in person, your proxy appointment will automatically be terminated.

Please indicate with an "X" in the appropriate box how you wish your vote to be cast in respect of the resolution. If you do not insert an "X" in the appropriate box your proxy will vote or abstain at his discretion.

The instrument appointing a proxy shall be in writing under the hand of the appointor or of his attorney duly authorised in writing or if the appointor is a corporation under its common seal or under the hand of an officer or attorney duly authorised.

All joint holders should be named but the signature of any one is sufficient. In all cases, names must be entered as they appear on the Company's register.

Where there are joint registered holders of any share such persons shall not have the right of voting individually in respect of such share but shall elect one of their number to represent them and to vote whether in person or by proxy in their name. In default of such election the person whose name stands first on the register shall alone be entitled to vote.

Any corporation which is a member may by resolution of its directors or other governing body authorise such person as it thinks fit to act as its representative at any meeting of the company or of any class of members or to approve any resolution submitted in writing and the person so authorised shall be entitled to exercise on behalf of the corporation he represents the same powers (other than to appoint a proxy) as that corporation could exercise if it were an individual member.

The instrument appointing a proxy and the power of attorney or other authority (if any) under which it is signed or a notarially certified copy of that power or authority shall be deposited at the Company's Transfer Agent office (Equiniti Limited, Aspect House, Spencer Road, Lancing, West Sussex BN99 6DA, United Kingdom) not less than 48 hours before the time for holding the meeting or adjourned meeting at which the person named in the instrument proposes to vote and in default unless the Board directs otherwise the instrument of proxy shall not be treated as valid.

The form of proxy may be sent by post or transmitted to the Company's Transfer Agent. "By post" means by registered post, recorded delivery service or ordinary letter post and "transmitted" means transmitted by electronic communication or facsimile transmission. Should the original form of proxy not be received by post the electronic version shall still be treated as valid (provided it is returned before the proxy cut off as detailed above).

Only members registered in the register of members of the company at 6pm on 20 June 2013 shall be entitled to attend or vote at the aforesaid meeting in respect of the number of shares registered in their name at the time, or in the event that the meeting is adjourned in accordance with the provisions contained in the company's Articles of Incorporation, in the register of members at close of business two days before the time of any adjourned meeting. Changes to entries on the register of members after such time or, in the event that the meeting is adjourned, to entries in the register of members after close of business before the time of the adjourned meeting, shall be disregarded in determining the rights of any person to attend or vote at the meeting.

In accordance with the company's Articles of Incorporation, all Ordinary shares will vote together as a class on all matters at the Annual General Meeting. The holders of Zero Dividend Preference shares are not entitled to attend or vote at the Annual General Meeting.

Notice of Annual General Meeting continued

To change your proxy instructions, simply submit a new proxy appointment using the method set out above. If you submit more than one valid proxy appointment, the appointment received last before the latest time for the receipt of proxies will take precedence. Please note that the cut-off time for receipt of proxy appointments also applies in relation to amended instructions; any amended proxy appointment received after the relevant cut-off time will be disregarded.

To appoint more than one proxy you may photocopy the Form of Proxy. Please indicate the proxy holder's name and the number of shares in relation to which they are authorised to act as your proxy (which, in aggregate, should not exceed the number of shares held by you). Please also indicate if the proxy instruction is one of multiple instructions being given. All forms must be signed and should be returned together in the same envelope.

CREST members who wish to appoint a proxy or proxies through the CREST electronic proxy appointment service may do so by using the procedures described in the CREST Manual, which can be viewed at www.euroclear.com/CREST. CREST personal members or other CREST sponsored members, and those CREST members who have appointed a voting service provider(s), should refer to their CREST sponsor or voting service provider(s), who will be able to take the appropriate action on their behalf.

In order for a proxy appointment or instruction made using the CREST service to be valid, the appropriate CREST message (a "CREST Proxy Instruction") must be properly authenticated in accordance with Euroclear's specifications and must contain the information required for such instructions, as described in the CREST Manual (available at www.euroclear.com/CREST). The message, regardless of whether it constitutes the appointment of a proxy or amendment to the instruction given to a previously appointed proxy must, in order to be valid, be transmitted so as to be received by the issuer's agent (ID RA19) by the latest time for receipt of proxy appointments specified above. For this purpose, the time of receipt will be taken to be the time (as determined by the time stamp applied to the message by the CREST Applications Host) from which the issuer's agent is able to retrieve the message by enquiry to CREST in the manner prescribed by CREST. After this time any change of instructions to proxies appointed through CREST should be communicated to the appointee through other means.

CREST members and, where applicable, their CREST sponsors or voting service providers should note that Euroclear does not make available special procedures in CREST for any particular messages. Normal system timings and limitations will therefore apply in relation to the input of CREST Proxy Instructions. It is the responsibility of the CREST member concerned to take (or, if the CREST member is a CREST person member or sponsored member or has appointed a voting service provider(s), to procure that his CREST sponsor or voting service provider(s) take(s) such action as shall be necessary to ensure that a message is transmitted by means of the CREST system by any particular time. In this connection, CREST members and, where applicable, their CREST sponsors or voting service providers are referred, in particular, to those sections of the CREST Manual concerning practical limitations of the CREST system and timings.

The Company may treat as invalid a CREST Proxy Instruction in the circumstances set out in regulation 35(5)(a) of the Regulations.

Form of Proxy

JZ CAPITAL PARTNERS LIMITED (Company No. 48761)

I/We,

Please insert Shareholder name using block capitals. Please note if the shareholder name is not inserted the Form of Proxy cannot be used.

of being a member of

JZ Capital Partners Limited hereby appoint (full name)

of (address)

or failing him, the Chairman of the meeting or the Company Secretary as my/our proxy to attend and vote on my/our behalf and if necessary demand a poll at the Fifth Annual General Meeting of the Company to be held at Trafalgar Court, Les Banques, St Peter Port, Guernsey GY1 3QL, Channel Islands on 24 June 2013 at 14:00 BST and at any adjournment thereof.

Ordinary resolutions For Against Abstain
1 To consider and approve the Annual Report and Accounts of the
Company for the year ended 28 February 2013.
2 To re-elect Ernst & Young LLP as Auditor to the Company until
the conclusion of the next Annual General Meeting.
3 To authorise the Board directors to determine the
Auditor's remuneration.
4 To approve the directors' remuneration report for the year ended
28 February 2013.
5 To re-elect David Macfarlane as a director of the Company in
accordance with Article 21(3) of the Articles of Incorporation
of the Company.
6 To re-elect James Jordan as a director of the Company in
accordance with Article 21(3) of the Articles of Incorporation
of the Company.

Form of Proxy continued

Ordinary resolutions For Against Abstain
7 To approve that the Company be authorised in accordance with
the Companies (Guernsey) Law 2008 as amended, to make
market acquisitions (as defined in that Law) of its own shares
provided that:
a) The maximum number of shares in each class authorised
to be purchased is 14.99 per cent of each class of the shares
of the Company in issue at any time;
b) the minimum price payable by the Company for each share is
1 pence and the maximum price payable by the Company for
each share will not be more than the higher of (i) 105 per cent
of the average of the middle market quotations for a share as
derived from the London Stock Exchange Daily Official List
for the five business days immediately preceding the day
on which that share is purchased and (ii) that stipulated by
Article 5(1) of the Buy-back and Stabilisation Regulation
(EC No 2213/2003); and
c) unless previously varied, revoked or renewed, the authority
hereby conferred shall expire at the conclusion of the general
meeting of the Company to be held in 2014 under section 199
of the Law, save that the Company may, prior to such expiry,
enter into a contract to purchase shares under such authority
and may make a purchase of shares pursuant to any
such contract.
Special resolution
1 To approve the adoption of the Articles of Incorporation
produced to the meeting and initialled by the Chairman of the
meeting for the purpose of identification as the Articles of
Incorporation of the Company in substitution for, and to the
exclusion of, the existing Articles of Incorporation.

Signature(s)

Dated

In order to be valid at the above meeting this Form of Proxy must be completed and returned to arrive no later than 14:00 BST on Thursday 20 June 2013. You may return the Form of Proxy by fax to +44 (0)1903 698402 or email to [email protected] (with the original to follow by post to Equiniti Limited, Aspect House, Spencer Road, Lancing, West Sussex BN99 6DA, United Kingdom in due course).

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