EFTA Document EFTA01361364

Och-Ziff Loan Management OZLM VII, Ltd.' OCH-ZIFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor 3,000 2,600 2.400 N,u Nu' 4 0 oc 1 40 411 1 1 WARE WARE Limit Evolution of Weighted Average Spread Class D Overcollateralization Cushion 4.8% 4.6% 4.4% 4.2% 4.0% 3.8% Nu Nu 51) 4 '& :& !sc.) :Z." 110% 109% 108% 107% 106% • 105% • 104% 103% Nu Nu 13 4) 1) 1) 44 44 stu WAS Lime Class 001C -Class fl 0/C Lynx Collateral Type T