Epstein Secrets

et 44‘ i , NI # 441 0 1 I O S 41?"' # 1 sa• y41 0% x': 41 sx 44 Sec 4x v 4s" t 4, 4, .., 44 t 1:, 4,- WARF •••","—WARF tart WAS WAS Limit Class OO/C Class 0070 Limn Collateral Type Top S&P Industries Senior Secured Loan — First ben last Out 3% Unsecured Loan <1% Senior Secured

oL Och-Ziff Loan Management OZLNI Funding III, Ltd.' OCH-ZIFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread

f Weighted Average Spread Class D Overcollateralization Cushion 4.8% 4.8% 4.4% 4.2% 4.0% 3.8% 41° ••C) 40 49 Lib 04: , WARS irr"--WARF Limit NesWAS -","""-WAS Limit Collateral Type Top S&P Industries Senior Secured Loan — First Lien Last Out 2% Senior Secured Loan 92% As of July 8,

Och-Ziff Loan Management OCH-ZIFF OZLNI VIII, Ltd.) CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor 3.000 2,800 • 2,600 • 2,400 - Evolution

• sN 4 cat 4 $44% ?NO Oil Vs 41' \4.4 4 4r. 4 4. 4% .4). 4 4. 4 4444 ,49S itf94.0 -#'`,,Ssole*,ds,,,,,i441,1014, —WARF DWARF limit WAS WAS Limit Class 0070 Class 00/C Limit Collateral Type Top S&P Industries Senior Secured Loan — First Lien Last Out 4% Senior Secured Loan 91% As of Ju

Och-Ziff Loan Management OZLNI Funding V, Ltd.' OCH-ZIFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Cl

et 44‘ i , NI # 441 0 1 I O S 4,0' # 1 sa• („41 0% x': 41 sx 4•4 Sec 41" v 4" t 4, 4, .., 44 t 1:, 4,- WARF •••","—WARF tart WAS WAS Limit Class OO/C Class 0070 Limn Collateral Type Top S&P Industries Senior Secured Loan — First ben last Out 3% Unsecured Loan <1% Senior Secured

oL Och-Ziff Loan Management OZLNI Funding III, Ltd.' OCH-ZIFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread

f Weighted Average Spread Class D Overcollateralization Cushion 4.8% 4.8% 4.4% 4.2% 4.0% 3.8% 41° ••C) 40 49 Lib 04: , WARS irr"--WARF Limit NesWAS -","""-WAS Limit Collateral Type Top S&P Industries Senior Secured Loan — First Lien Last Out 2% Senior Secured Loan 92% As of July 8,

Och-Ziff Loan Management OCH-ZIFF OZLNI VIII, Ltd.) CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor 3.000 2,800 • 2,600 • 2,400 - Evolution

1 • V V • sN 4 $44% ?NO Oil Vs \4.4 4 4r. 4 4. 4% .4). 4 4. 4 4444 ,49S itf94.0 -#'`,,Ssole*,ds,,,,,i441,14,414, —WARF DWARF limit WAS WAS Limit Class 0070 Class 00/C Limit Collateral Type Top S&P Industries Senior Secured Loan — First Lien Last Out 4% Senior Secured Loan 91% As of Ju

Och-Ziff Loan Management OZLNI Funding V, Ltd.' OCH-ZIFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Cl