EFTA Document EFTA01378272

Och-Ziff Loan Management OZLM VI, Ltd.' OCH-ZIFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushion 3,000 5.0% 109% 4.8% 108% 2.800 4.6% 107% 4.4% 106% 2,600 4.2% 105% 4.0% 104% 2400 3.8% 103% I 1 41. 4. 4. 4. 4) 40 44 41. 41, 45 41. t.4 4 4-4 41 4 4 4."4 4, 4 ) • • • • • • • • 44 #fai £ 4' oio a,c; a5( 442$ 4, of 0 sV otto ,41 ,14 c, ()tic; sec ./ .4# .1 e ,Nt‘ 4% +41 Ce Fl iebtb. WARF WAN Limit WAS -WAS Limit Collateral Type Top S&P Industries Senior Secured Loan — First Lien Last Out 3% Senior Secured Loan 92% As of July 8,2015 unless otherwise noted. OZLM VI, Ltd closed on April 16, 2014 Second Lien Loan 5% Class 0 0/C -Class 0 0/C Limit Other 1231 34% Industrial Equipment 4% Lodging and Casinos 4% Financial Intermediaries 5!. Leisure Goods / Activities / Movies 10% Publishing 5% Business Equipment and Services 10% Retailers (except food and drug) 8% Electronics / Electrical 7% Health Care 7% telecommunications 6% 0CH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-OO75435 SDNY_GM_00221619 30 EFTA01378272