o Date To Date Equity Size Distributions Annualized Jr. Most 0/C Par Build Annualized Par Closing Date IS millions) (% of Equity)2 Cash on Cash2 Test Cushion2 Notional ($P Build %2 OZLM Funding 510.70 7/19/2012 51.70 59.89% 19.91% 5.38% 6,323,532 0.42% OZLM Funding II 560.10 11/1