EFTA Document EFTA01361352

Och-Ziff Loan Management OCH-ZIFF OZLNI Funding, Ltd.' CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushion 3,000 5.5% 112% 2,900 110% 2,800 5.0% • 2.700 • 2,600 • J 0.5% " „, • • • • • • • " ,a • 108% 106% 2.500 - 104% 2,400 4.0% • 2.300 102% 2,200 100% 3.5% • l&") NS NS NS NS 7,3 4 4 4 .4 44 :Z2 4". 7t' 4.1, 4) 4) -() ‹.) 40 4' 4"4 4) 4) 4) 0 1 1\44 k -04 sect 464 14, 41‘1•P 4 44 1 IP t}t t c". ect` e c<ee,v le t: ts' e DWARF —WARE Umit WAS —WAS Limit Collateral Type Second Lien Loan 4% Senior Secured Loan — First Lien Last Out 6% Senior Secured Loan 90% As of July 14, 2015 unless otherwise noted. ' OZLM Funding, Ltd. closed on July 19,2912. Top S&P Industries • O O O O NS O NS ,`4 4% 4% 4% 4% O O 0 O e ef + R.§ e 4: IS 4• 4,4 a 4 SSt'kev.4k. 42 Class 0 0/C —Class D 0/C Limit Other (231 36% Equipment Leasing 4% Electronics / Electrical 0% Radio and Television- 4% Lodging and Casinos 11% Telecommunications 6% _Health Care 9% Financial Intermediaries 7% leisure Goods/ Activities / Movies 7% Business Equipment and Services 6% Retailers (except Mod and drug) 6% OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0050512 SDNY_GM_00196696 20 EFTA01361352