EFTA01378262
EFTA01378263 DataSet-10
EFTA01378264

EFTA01378263.pdf

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Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLNI Funding II, Ltd. MANAGEMENT GROUP Fund Overview Current Deal Summary Initial Balance Ratings Capital Structure (S millions) (Moody's/S&P) Coupon Closing Date November 1, 2012 Class A-1 336,500,000 Aa a/AAA L + 1.48% Non-Call October 29, 2014 • Class A-2 62,900,000 NR/AA L + 2.65% Reinvestment Period October 30, 2016 Class B 45,800,000 NR/A L + 3.25% Final Maturity October 30, 2023 Class C 26,500,000 NR/BBB L+ 4 35% Assets Per Amount % Class 0 26,800,000 NR/BB L+ 5 30% Floating Rate Assets 100.0 Subordinated Notes 61,600,000 NR/NR Residual Fixed Rate Assets 0.0 Total 580,100,000 Structured Finance 0.0 Total 100.0 Equity Distributions Cumulative Annualized 40% - 60% Distribution Distribution Distribution 55% Date Distribution as a % of Par as a % of Par Cash on Cash 35% - 50% 4/30/2013 7,051,606 11.5% 11.5% 23.2% : 30% - 45% 40% % BARIIII1W113 7/30/2013 4,099,290 8.7% 18.1% 28.7% 25% 35% 10/30/2013 3,669,244 6.0% 24.1% 23.8% a• 20% 30% 1/30/2014 2,651,829 4.3% 28.4% 17.1% 25% 4/30/2014 3,337,799 5.4% 33.8% 22.0% 74 15% 20% 7/30/2014 2,780,536 4.5% 38.3% 18.1% E•10" 15% 10/30/2014...__...2,944,762 4.8% 43:1% 19.0% 10% 5% 1/30/2015 2,595,752 4.2% 47.3% 16.7% 5% 0% 0% 4/30/2015 3,095,273 5.0% 52.3% 20.4% Apr-13 Jul-13 Oct-13 Jan-14 Apr-14 Jul-14 Oct-14 Jan-15 Apr-15 Jul-15 7/30/2015 2,854,587 4.6% 57.0% 18.6% • Cumulative Distribution • Annualized Distribution Cash on Cash As of July 22, 2015 unless otherwise noted. OCH-ZIFF CAPITAL MANAGEMENT GROUP 21 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0075426 CONFIDENTIAL SDNY_GM_00221610 EFTA01378263
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EFTA01378263
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DataSet-10
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1

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