EFTA01361362.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLM VI, Ltd.' MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushion 3,000 5.0% 109% 4.8% 108% 2.800 4.6% 107% 4.4% 106% 2400 4.2% 105% 4.0% 104% 2.400 3.8% 103% I 1 #fai 44 4. 4£ oio4 44 4. 4) 40 44 44 41, 44 44 a,c; 442$ 4, of otto 0 sV :el t•t' ttrygat t o- " etc", 4' .4) 4) 4" 4") 4) 41 4) ‘1,,4 .4. • • • 4a1.4 of +41 • • Fel • • iebtb. + • 44 44 44 WARF WAN Limit WAS -WAS Limit Class 0 0/C -Class 0 0/C Limit Collateral Type Top S&P Industries Leisure Goods / Activities / Movies Second Lien Loan Senior Secured Loan — 10% 5% Business Equipment and Services First Lien Last Out 3% 10% Retailers (except Other 1231 food and drug) 34% 8% Electronics / Electrical Industrial Equipment 7% 4% Health Care 7% Lodging and Casinos 4% Senior Secured Loan telecommunications 92% 6% Financial Intermediaries Publishing 5!. 5% As of July 8,2015 unless otherwise noted. OZLM VI, Ltd closed on April 16, 2014 OCH-ZIFF CAPITAL MANAGEMENT GROUP 30 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0050522 CONFIDENTIAL SDNY_GM_00196706 EFTA01361362