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