EFTA Document EFTA01361368

Och-Ziff Loan Management OCH-ZIFF OZLNI IX, Ltd.' CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor 3,000 2.800 2.600 2,400 Evolution of Weighted Average Spread Class D Overcollateralization Cushion 5.0% 4.8% 4.6% 4.4% 4.2% 4.0% 3.8% 109% 108% • 107% 106% 105% • 104% 103% • 'S • • • tit • • • .'• • • • • I 4 4. • see 14* • WARE —WARE Limit iNeWAS •••••••-WAS Limit Class DO/C Class 0 0/C Limit Collateral Type Top S&P Industries Senior Secured Loan — First Lien Last Out 2% Unsecured Loan I% Senior Secured Loan Second Lien Loan 6% Other 122) 34% Chemical 7 Plastics 4% Financial Intermediaries 4% Publishing Retailers 'except food and drug) 10% Business Equipment and Services 9% Leisure Goods/ —Activities/ Movies 8% Health Care 8% Electronics/ Electrical 7% 92% 4% Industrial Equipment Telecommunications As of July 9,2015 unless otherwise noted. OZI.M VII, Ltd closed on December 22, 2014. 5% 7% OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0050528 SDNY_GM_00196712 38 EFTA01361368