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sd-10-EFTA01361354Dept. of Justice

EFTA Document EFTA01361354

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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 Sec

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Dept. of Justice
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sd-10-EFTA01361354
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