EFTA Document EFTA01361356

oL Och-Ziff Loan Management OZLNI Funding III, Ltd.' OCH-ZIFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushion 3,400 4.8% "N. 110% 109% 3.200 4.6% -N• aver t....."."Nor .0.0 ". " ...."°°."Nvi.... 4.4% 1 108!, 3,000 4.2% 107% -I 106% 2.800 4.0% . 3.0% 105% 2.600 I 3.6% 104% 2,400 4) C) 4:14 <t) . U t• IA S 9 [repeated 4 times] 9' 9 9 [repeated 4 times] 9 . 9 9 [repeated 6 times] 11.' es.' NV' N.' ti:, sv 4 ,N Ni' :ZI :t4 4:' 46 s se. 1 if 4,4 4,4'. .., sa 44). IP 44. 4,4x •s4"< g 1/4 # et 44' i NI # 441 0 1 I O S 4,0' # 1 sa• ("41 0% x': 41 sx 4•4 Sec 41" v 4" t 4, 4, .., 44 t 1:, 4,- WARF •••"," - WARF tart WAS WAS Limit Class OO/C Class 0070 Limn Collateral Type Top S&P Industries Senior Secured Loan - First ben last Out 3% Unsecured Loan <1% Senior Secured Loan 92% As of July le, 2015 unless otherwise noted OZIN1Funding Ill, Ltd closed on February2O.2O13 Second Lien Loan 5% Other 1241 37% Utilities 4% Financial Intermediaries 8% Publishing 5% Electronics/ Electrical 5% Business Equipment and Services 8% Retailers (except - food and drug' 7% Lodging and Casinos 7% Health Care 7% Telecommunications 6% Leisure Goods! -Activities Movies 6% 0CH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0050516 PROT1 196700 24 PROT0