EFTA01378254.pdf

OCH-ZIFF CAPITAL Portfolio Risk Management, Systems and Financial Controls MANAGEMENT GROUP Core Component of the Business Portfolio Monitoring ■ Individual positions are monitored by the portfolio manager and investment analysts ■ Formal Credit Agreement review process utilizing internal and external legal resources ■ Stress testing and potential downside analysis Indenture Compliance ■ Portfolio Analytics Team performs review of portfolio concentrations, exposures and other borrower compliance on an actual and pro forma basis ■ Och-Ziff proprietary systems perform parallel checks of all indenture requirements and other obligations Risk Management Infrastructure ■ Risk Management Committee reviews the portfolio regularly and formally meets on a weekly basis — Overseen by Daniel S. Och, Executive Managing Director and Chief Executive Officer, and comprised of: — David Windreich, Executive Managing Director and Head of U.S. and European Investing; Joel Frank, Executive Managing Director, Chief Financial Officer; Harold Kelly, Executive Managing Director and Head of Global Convertible and Derivative Arbitrage and Risk Management; — Zoltan Varga, Executive Managing Director and Head of Asian Investing; James O'Connor, Executive Managing Director and Head of Business Management and Portfolio Finance; Boaz Sidikaro, Executive Managing Director and Head of U.S. Equities; Sean Rhatigan, Executive Managing Director and Senior Controller; James Levin, Executive Managing Director and Head of Global Credit — Wayne Cohen, Executive Managing Director and Chief Operating Officer; Adrian Croxson, Executive Managing Director and Head of European Equities; — David Becker, Executive Managing Director, Chief Legal Officer; and — Kenneth Perry, Managing Director and Head of Risk Management ■ Dedicated Risk Management Analytical Group comprised of four professionals ■ 51 professionals in Legal and Compliance teams Systems and Financial Controls ■ Daily reconciliation with Trustee ■ Dedicated loan settlement function As of September I, 2015 unless otherwise noted. Note: The iwestment and risk management process set forth above are provided for Alumni*e purposes only and may vary from investment to investment This is a highilevel overview of the riskirnana gement framework; the risk management process may be changed and the actual steps in the nsk management process may vary and may be substituted, supplemented or omitted 0CH-ZIFF CAPITAL MANAGEMENT GROUP 12 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0075417 CONFIDENTIAL SDNY_GM_00221601 EFTA01378254