EFTA Document EFTA01378140

2) As you already know, Och Ziff is coming to market with a new issue CLO, OZLM XIV. The desk is hoping to price ahead of the Thanksgiving holiday, for settlement in December. I've attached the manager pitchbook, but please also find a few high-level bullet points: • Och Ziff is a leading institutional asset manager with $46.1bn in AUM, established investment capability in all major markets and strong international presence with eight global offices • Launched in May 2012, Institutional Credit Strategies (ICS), is Och-Ziff's asset management platform that investments in performing credit via CLOs and other customized solutions for clients • The KS team is lead by the US portfolio manager, Donald Young, and the European portfolio manager, Adeel Shafiqullah. Together they source and execute investment ideas across a broad range of sectors, industries, and regions • This group has successfully closed 13 U.S. CLOs with a total transaction value of —$7bn • OZLM XIV is anticipated to close mid/late December • Indicative pricing table: Class Rating (Moody's /Fitch) A-1 Notes A-2 Notes B Notes C Notes D Notes E uit [Aaa)4AAA) [Aa2)/LAA) (A21/[A] [Baa3)/(EIBB) [Ba3)/[BB] NR Par amount [318,750,0001 [61,500,000) [25,750,000) [30,250,000) WAL Coupon DM [8.1) [7.8) [8.5] [9.1] [23,750,000) [9.7] [47,670,000] 3) Per your request, please find a run of bank $1000 bank preferreds: Nxt Call B Px A Px B YTC B CUR Floats Notes AXP 5.20 11/15/19 98%-99% 5.518 5.259 + 342.8 S 2MM AXP 4.90 03/15/20 96-96% 5.962 5.104 + 328.555MM BAC 5.20 06/01/23 93%-94% 6.231 5.539 +313.5 S 2MM BAC 5.125 06/17/19 9634-97% 6.150 5.297 +338.7 S 5MM BAC 6.25 09/05/24 100%-101% 6.118 6.196 +370.5 BAC 6.50 10/23/24 1043/4-105% 5.810 6.205 +417.4 BAC 8.00 01/30/18 103%-104 6.382 7.748 + 363 BAC 8.125 05/15/18 103%-104% 6.467 7.831 + 364 S 2MM BAC 6.10 03/17/25 100%-100% 6.063 6.085 +3.898 BK 4.95 06/20/20 98%-99% 5.227 5.006 +342 S 3MM BK 4.50 06/20/23 92%-93% 5.692 4.865 + 246 Q C 6.30 05/15/24 97%-98 6.691 6.462 + 342 Nxt Call B Px A Px B YTC B CUR Floats Notes C 6.125 11/15/20 100%-100% 6.007 6.095 + 447.8 MKt 5x2 C 5.95 N 08/15/20 98%-99 6.318 6.041 + 409.5 C 5.95 01/30/23 97%-98% 6.365 6.095 +407 C 5.95 05/15/25 95%-95% 6.651 6.255 + 390.5 Mkt 3x2 C 5.90 02/15/23 97%-98% 6.312 6.044 +423 C 5.875 03/27/20 98%-98Y2 6.372 5.987 + 405.9 Mkt 3MM C 5.80 11/15/19 9734-9834 6.449 5.934 + 409.3 C 5.35 05/15/23 9334.94% 6.459 5.722 + 347 I_ [1.571% L + [2.30)% L + [3.15)% L + [4.35)% L + [6.35)% N/A Price L+[1.57)% Par L + [2.301% Par L + [3.201% Par L + [4.85[% Mid 90s L + [7.85]% High 90s N/A L + mid teens CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0075301 CONFIDENTIAL SDNY_GM_00221485 EFTA01378140