EFTA Document EFTA01378264

Och-Ziff Loan Management OZLNI Funding II, Ltd.' OCH-ZIFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor 3,400 3.200 3,000 2,800 2,600 2,400 X00 4. ,frcb onomo4,0 tsi pe-,e,(44 ,r4. WARF Lent Evolution of Weighted Average Spread Class D Overcollateralization Cushion 5.2% 5.0% 4.8% 4.8% 4.4% 4.2% 4.0% O O O O O O • 4% 4. 4A% 4, 0 4, 0 : 1 1 ,q,C4,1 crfl v.4; t4.% (444 40 ,g1 ale•WAS ••••••" - WAS Unlit Collateral Type Top S&P Industries Second Lien Loan Senior Secured Loan - 4% First Lien Last Out 5% Senior Secured Loan 91% As of July 22, 2015 unless otherwise noted OZI.M Funding II, Ltd. closed on November 1.2012 110% • 109% • 108% • 107% • 106% • 105% • 104% O 0 0 0 0 O \t^ O 0 O O O O 0 igs tft tOb 041 1 1 tstb ei (44'K NI Class 0 0/C Class 0 0/C Limit Other 1231 37% UdItles Lodging and Casinos 10% Health Care 9% Business Equipment and Services 7% Financial -Intermediaries 7% Leisure Goods/ Activities / Movies 6% Radio and Television 5% Retailers (except food and drug) 6% . ` Telecommunications 5% OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0075427 PROT1 22 PROT0