EFTA01361354.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% • 2800 4.4% 106% • 2.600 • 1.2% 105% • 2.400 a 4.0% 104% TT t TT .C4 .•:" <5 Ca CJ <13 <1, NA st• "...b. C <is <, co pi,` ki." pc} (P c?' v., e yr. tit kg' C% 5‘) p•44 C. < p4' rkS pit, st9; k.154 V- 5# DWARF —WA* time WAS —WAS Lima Class 00/C Class DOA; Limn Collateral Type Top S&P Industries Second Lien Loan Lodging and Casinos Senior Secured Loan — 4% 10% Health Care First Uen 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 Secuted Loan Electronics/ / 6% 91% BectrIcel Radio and . ` Telecommunications 5% Telei4slon 5% 5% As of July 22,2015 unless otherwise noted. ' OZLM Funding II, Ltd. closed on November 1,2012 0CH-ZIFF CAPITAL MANAGEMENT GROUP 22 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0050514 CONFIDENTIAL SDNY_GM_00196698 EFTA01361354