EFTA01378264.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLNI Funding II, Ltd.' MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushion 3,400 5.2% 110% • 3.200 5.0% 109% • 4.8% 108% • 3,000 4.8% 107% • 2,800 4.4% 106% • 2,600 4.2% 105% • 2,400 4.0% 104% O O O O O O • 4% 4. 4A% 4, 0 4, O 0 0 0 0 O \t^ O 0 O O O O 0 (44'K NI X0 0 4. ,frcb onomo4,0 tsi pe-,e,(44 ,r4. 0 : 1 1 ,q,C4,1 crfl v.4; t4.% (444 40 ,g1 igs tft tOb 041 1 1 tstb ei WARF Lent ale•WAS ••••••"—WAS Unlit Class 0 0/C Class 0 0/C Limit Collateral Type Top S&P Industries Second Lien Loan Lodging and Casinos Senior Secured Loan - 4% 10% Health Care First Lien Last Out 9% Business Equipment 5% and Services Other 1231 7% 37% Financial -Intermediaries 7% Leisure Goods/ Activities / Movies UdItles 6% Retailers (except food and drug) Senior Secured Loan 6% 91% Radio and . ` Telecommunications Television 5% 5% As of July 22, 2015 unless otherwise noted OZI.M Funding II, Ltd. closed on November 1.2012 OCH-ZIFF CAPITAL MANAGEMENT GROUP 22 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0075427 CONFIDENTIAL SDNY_GM_00221611 EFTA01378264