Epstein Secrets

rage Rating Factor 3,000 2.900 2.800 2,700 2,600 2,500 2.400 2.300 2.200 P 0 1a ,0 0 0 .+0 let t 0101 1,1 1 4# 4, DWARF —WAFtF Limit Evolution of Weighted Average Spread 5.5% 112% 110% 5.0% 108% 4.5% 106% 104% 4.0% 102% 15% 100% 0 0 0 4 Nt` :4' 0 *•°' 0 0 0 0 0 4 lit et +61( +6.1 1 401 1144 1. .1 eel

ecured Loan 93% 1 ') < 1 1 .3 4 '3 1' <4) N4) c; lackt, • 0 4s. hoc t Class 0 0/C Class D 0/C Limit Top Industries Other 1241 34% Chemical / Plastics 4% Lodging and Casinos 4% Telecommunications 5% Health Care 9% Publishing 5% Retailers (except food and drug) 9% Business Equipment and

CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor 3,000 2,600 2.400 N,u Nu' 4 0 oc 1 40 411 1 1 WARE WARE Limit Evolution of Weighted Average Spread Class D Overcollateralization Cushion 4.8% 4.6% 4.4% 4.2% 4.0% 3.8% Nu Nu 51) 4 '& :& !sc.) :Z." 110% 109% 108% 107% 106% • 105%

As of July 8, 2015 unless otherwise noted. OZLM VII, Ltd closed on June 26, 2014. Senior Secured Loan 93% Second Lien Loan 5% Other (24) 34% Chemical / Plastics 4% Lodging and Casinos 4% Telecommunications 5% Health Care 9% Publishing 5% Retailers (except - food and drug) 9% Business Equipment -

IFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor 3,000 2,600 2.400 4 0 oc Nu Nu' viP 411 01 1 WARE WARE Limit Evolution of Weighted Average Spread Class D Overcollateralization Cushion 4.8% 4.6% 4.4% 4.2% 4.0% 3.8% Nu Nu 4 4 '& :& !sc.) :Z." 110% 109% 108% 107% 106% • 105% •

As of July 8, 2015 unless otherwise noted. OZLM VII, Ltd closed on June 26, 2014. Senior Secured Loan 93% Second Lien Loan 5% Other (24) 34% Chemical / Plastics 4% Lodging and Casinos 4% Telecommunications 5% Health Care 9% Publishing 5% Retailers (except - food and drug) 9% Business Equipment -

iff Loan Management OCH-ZIFF OZLNI IX, Ltd.' CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor 3,000 2.800 2.600 2,400 Evolution of Weighted Average Spread Class D Overcollateralization Cushion 5.0% 4.8% 4.6% 4.4% 4.2% 4.0% 3.8% 109% • 108% • 107% • 106% 105% • 104% 103% • 'S • 4's •

of July 9, 2015 unless otherwise noted. OZ1M VII, Ltd closed on December 22, 2014. Senior Secured Loan 92% Second Lien Loan 6% Other 122) 34% Chemical / Plastics 4% Financial Intermediaries 4% Publishing 4% Retailers 'except food and drug) 10% Industrial Equipment 5% Business Equipment and Services