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 Top S&P Industries Unsecured Loan Senior Secured Loan — <I% First Lien Last Out 1. 2% As of July 8, 2015 unless otherwise noted. OZLM VII, Ltd closed on June 26, 2014. Senior Secured Loan 93% Second Lien Loan 5% Other (24) 34% Chemical / Plastics 4% Lodging and Casinos 4% Telecommunications 5% Health Care 9% Publishing 5% Retailers (except - food and drug) 9% Business Equipment - and Services 9% Electronics / Electrical 8% Leisure Goods/ Activities / Movies 7% Financial Intermediaries 6% OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0050524 SDNY_GM_00196708 32 EFTA01361364