EFTA01378276.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLNI VIII, Ltd.) MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushion 3.000 4.8% 110% 109% 4.8% 108% 2,800 • 4.4% 101% 4.2% 106% • 2,600 • 105% 4.0% 104% • 2,400 - 3.8% 103% • •• C) 40 49 41° L ib •ez, 04: , WARS irr"--WARF Limit NesWAS -","""-WAS Limit Class DO/6 Class 0 0/C Limit Collateral Type Top S&P Industries Health Care Senior Secured Loan — Second Lien loan 9% Business Equipment First Lien Last Out 6% and Services 2% 8% Retailers (except Other 1241 lood and drug) 38% 8% Leisure Goods / _---Activities / Movies 6% Electronics /Electrical Industrial Equipment 6% 4% ----• Lodging and Casinos Telecommunications 6% Senior Secured Loan 5% 92% Publishing Financial Intermediaries 5% 5% As of July 8,2015 unless otherwise noted. OZEM VII, Ltd closed on September 9, 2014 0CH-ZIFF CAPITAL MANAGEMENT GROUP 34 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0075439 CONFIDENTIAL SDNY_GM_00221623 EFTA01378276