EFTA01361364.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLM VII, Ltd.' MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushion 3,000 4.8% 110% 109% 4.6% 108% 4.4% 107% 4.2% 106% • 2,600 105% • 4.0% 104% 2.400 3.8% 103% N,u ocNu' Nu Nu 51) 4 '& :& !sc.) :Z." Nu Nu 13 4) 1) 1) 44 44 stu 4 0 1 40 411 1 1 WARE WARE Limit WAS Lime Class 001C —Class fl 0/C Lynx Collateral Type Top S&P Industries Unsecured Loan Health Care Senior Secured Loan — <I% Second Lien Loan Retailers (except 9% First Lien Last Out 1. 5% - food and drug) 2% 9% Other (24) Business Equipment 34% - and Services 9% Chemical / Plastics Electronics / Electrical 4% 8% Leisure Goods/ Lodging and Casinos Activities / Movies 4% 7% Senior Secured Loan Financial Intermediaries Telecommunications 93% Publishing 6% 5% 5% As of July 8, 2015 unless otherwise noted. OZLM VII, Ltd closed on June 26, 2014. OCH-ZIFF CAPITAL MANAGEMENT GROUP 32 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0050524 CONFIDENTIAL SDNY_GM_00196708 EFTA01361364