EFTA01361358

Och-Ziff Loan Management OCH-ZIFF OZLNI Funding IV, Ltd.' CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class E Overcollateralization Cushion 3,400 3,200 - 4.6% • T onim••••".4%....•••••"'soer 107% - 106% • 4.4% 105% • 3,000 4.2% • 104% • 2,800 4.0% 103% - 2,600 31% 102% • 2,400 3.6% 101% • 7:4 7:4 * 737 .17 se" 431 ,,ttt +el 1 40 447 4°a ,4dS 4 14 • seR 4oa ,tvrk 4.84 441 9 427' xvIA DWARF -•••••••--WARF Limit WAS ••••••••••7WAS Orel Collateral Type Top S&P Industries Senior Secured Loan - First Lien Last Out 3% Senior Secured Loan 92% As of July 14, 2015 unless otherwise noted. ' OZLM Funding IV, Ltd. closed on June 27,2013. Second lien Loan 5% Class E 0/C - Class E 0/C Lint Other 1241 36% Equipment leasing 4% Publishing 5% Lodging and Casinos 9% Telecommunications 5% Retailers (except food and drug) 8% Business Equipment and Services 8% Health Care 7% Electronics I - Electrical 6% leisure Goods! Activities! Movies 6% Ali Financial Intermediaries 6% OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0050518 PROT1 28 PROT0