EFTA01361358.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLNI Funding IV, Ltd.' MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class E Overcollateralization Cushion 3,400 - 107% - 3,200 4.6% • T onim••••".4%....• • •••"‘soer 106% • 4.4% 105% • 3,000 4.2% • 104% • 2,800 4.0% 103% - 2,600 31% 102% • 2,400 3.6% 101% • 7:4 7:4 * 737 .17 se" 431 ,,ttt +el 1 40 # 447 4°a ,4dS 4 14 • seR 4oa ,tvrk 4.84 441 9 427' xvIA DWARF -•••••••--WARF Limit WAS ••••••••••7WAS Orel Class E 0/C —Class E 0/C Lint Collateral Type Top S&P Industries Lodging and Casinos Retailers (except Senior Secured Loan — Second lien Loan 9% food and drug) First Lien Last Out 5% 8% 3% Business Equipment Other 1241 and Services 8% 36% Health Care 7% Electronics I Equipment leasing - Electrical 4% 6% leisure Goods! Publishing Senior Secured Loan Activities! Movies 5% 92% 6% Telecommunications Ali Financial Intermediaries 5% 6% As of July 14, 2015 unless otherwise noted. ' OZLM Funding IV, Ltd. closed on June 27,2013. OCH-ZIFF CAPITAL MANAGEMENT GROUP 28 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0050518 CONFIDENTIAL SDNY_GM_00196702 EFTA01361358