EFTA Document EFTA01361354

Och-Ziff Loan Management OZLNI Funding II, Ltd.' OCH-ZIFF CAPITAL 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% T T t T T .C4 .•:" co pi,` ki." pc} (Pc?' v., DWARF —WA* time e yr. tit WAS —WAS Lima Collateral Type Top S&P Industries Senior Secured Loan — First Uen Last Out 5% As of July 22,2015 unless otherwise noted. ' OZLM Funding II, Ltd. closed on November 1,2012 Second Lien Loan 4% Senior Secuted Loan 91% <5 Ca CJ <13 <1, NA st• "...b. C <is <, C% 44 C.< 4' rkS st9; .154 # kg' 5‘) p• p pit, k V- 5 Class 00/C Class DOA; Limn Other 1231 37% UdItles Electronics/ / BectrIcel 5% Lodging and Casinos 10% Health Care 9% Business Equipment - and Services 7% Financial -Intermediaries 7% Leisure Goods/ Activities/ Movies 6% Radio and Telei4slon 5% Retailers (except food and drug) 6% . ` Telecommunications 5% 0CH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0050514 SDNY_GM_00196698 22 EFTA01361354