EFTA Document EFTA01361362

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% 2400 4.2% 105% 4.0% 104% I 1 2.400 3.8% 103% 44 4. 44 4. 4) 40 44 44 41, 44 44 #fai 4£ a,c; 442$ 4, of 0 sV oio4 otto WARF WAN Limit :el t•t' 4' .4) 4) 4" 4") 4) 41 4) ttrygat t o- " etc", ‘1,,4 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% .4. • • • • • • • • 44 44 44 4a1.4 of +41 Fel iebtb. + 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% OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0050522 SDNY_GM_00196706 30 EFTA01361362