OZLM Funding, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Initial Balance Current Ratin Deal Summary Closing Date July 19, 2012 Capital Structure (S millions) (Moody's/M) Coupon Class A-1 322,800,000 Aaa/AAA ______ ______ L + 1.50% Non-Call ----- July 21, 2014 Class A-2 58,000,000

LNI Funding, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Initial Balance Current Ratings Deal Summary Closing Date July 19, 2012 Capital Structure (S millions) (Moody's/S&P) Coupon Class A-1 322,800,000 Aa a/AAA L+ 1.50% Non-Call July 21, 2014 . . • . • - . - - - . - - . . . . Class

nding II, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Initial Balance Current Ratings Deal Summary Closing Date November 1, 2012 Capital Structure (S millions) (Moody's/S&P) Coupon Class A-1 336,500,000 Aa a/AAA L + 1.48% Non-Call October 29, 2014 62,900,000 NR/AA Reinvestment Period

tment Period Portfolio / Collateral Pool: 30- 40 loans 15 - 20 sub-sectors Interest, Deal Fees, d Principal Rated Notes Trenches (Likely 85%+ of Capital Structure) Equity (oweled) mar of 15 % of Capital Structure Amortization Period Up to 7 Years Deutsche Asset Management Overview Portfolio Advisor Team

nding II, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Initial Balance Current Ratings Deal Summary Closing Date November 1, 2012 Capital Structure (S millions) (Moody's/S&P) Coupon Class A-1 336,500,000 Aa a/AAA L + 1.48% Non-Call October 29, 2014 62,900,000 NR/AA Reinvestment Period

tment Period Portfolio / Collateral Pool: 30- 40 loans 15 - 20 sub-sectors Interest, Deal Fees, d Principal Rated Notes Trenches (Likely 85%+ of Capital Structure) Equity (oweled) mar of 15 % of Capital Structure Amortization Period Up to 7 Years Deutsche Asset Management Overview Portfolio Advisor Team

tribution solutions for retailers, distributors and resellers. TWI will be reported as part of our Network & Security Solutions segment. Changes in Capital Structure During 2014, we made significant changes to our capital structure to reduce our interest expense and increase our free cash flow. This included our

nt with the pertinent offering documents and will generally review each Client's performance on an ongoing basis. Reports to Clients Multi-Strat, Capital Structure, Corporate Value and MLP Fund investors receive unaudited performance information at least quarterly and audited financial statements on an annual

ability to reinvest a maximum of 50% of loan prepayments and 100% of credit risk/credit improved sales, provided certain conditions are satisfied Capital Structure Rating Class Class A Notes Class B Notes Class C Notes Class D Notes Class E Notes Equity TOTAL (Moody's) Par Amount ($) Percentage [Aaa]

and Millennium USA has been structured, among other reasons, to give U.S. taxpayers an opportunity to invest in the Master Partnership indirectly. Capital Structure Millennium USA and Millennium International and other existing feeder funds have, and feeder funds that may be formed in the future may have, a var

and Millennium USA has been structured, among other reasons, to give U.S. taxpayers an opportunity to invest in the Master Partnership indirectly. Capital Structure Millennium International and Millennium USA have, and Millennium Strategic Capital and any other feeder funds that may be formed in the future may

ct or indirect subsidiaries that may trade in their own names and are generally consolidated into the financial reports of the Master Partnership. Capital Structure The equity ownership of the Master Partnership is divided into general partner interests and limited partner interests. The interests differ in the

and Millennium USA has been structured, among other reasons, to give U.S. taxpayers an opportunity to invest in the Master Partnership indirectly. Capital Structure Millennium International and Millennium USA have, and Millennium Strategic Capital and any other feeder funds that may be formed in the future may

ct or indirect subsidiaries that may trade in their own names and are generally consolidated into the financial reports of the Master Partnership. Capital Structure The equity ownership of the Master Partnership is divided into general partner interests and limited partner interests. The interests differ in the