EFTA Document EFTA01361368

Och-Ziff Loan Management OCH-ZIFF OZLNI IX, Ltd.' CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor 3,000 2.800 2.600 2,400 Evolution of Weighted Average Spread Class D Overcollateralization Cushion 5.0% 4.8% 4.6% 4.4% 4.2% 4.0% 3.8% 109% 108% • 107% 106% 105% • 104% 103% • 'S • • • tit • • • .'• • • • • I 4 4. • see 14* • WARE -WARE Limit iNeWAS •••••••-WAS Limit Class DO/C Class 0 0/C Limit Collateral Type Top S&P Indust