EFTA01378262.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLNI Funding, Ltd.' 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% 108% 2.700 • • " „, •• • ••• • " ,a • 2,600 • J 0.5% 106% 2.500 - 104% 2,400 4.0% • 102% 2.300 2,200 3.5% • 100% • O O O O NS O NS ,`4 4% 4% 4% l&") NS NS NS NS 7,3 4 4 4 .4 44 :Z2 4". 7t' 0 11\44 k -04sect 464 14, 41‘1•P 4 44 1 IP t}t e4.1,t c<ee,v 4) 4) -() ‹.) c". le t: 40 4' 4"4 4) 4) 4) ts' e ect` e ef + R.§ e 4•4: IS 4% O O 0 424,44 a S St'kev.4k. O DWARF —WARE Umit WAS —WAS Limit Class 0 0/C —Class D 0/C Limit Collateral Type Top S&P Industries Second Lien Loan Lodging and Casinos 4% Senior Secured Loan — 11% First Lien Last Out _Health Care 6% 9% Other (231 36% Financial Intermediaries 7% leisure Goods/ Equipment Activities / Movies Leasing 7% 4% Business Equipment and Services Electronics / 6% Electrical Senior Secured Loan Retailers (except 0% 90% Radio and Mod and drug) Television- Telecommunications 6% 4% 6% As of July 14, 2015 unless otherwise noted. ' OZLM Funding, Ltd. closed on July 19,2912. OCH-ZIFF CAPITAL MANAGEMENT GROUP 20 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0075425 CONFIDENTIAL SDNY_GM_00221609 EFTA01378262