Och-Ziff 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 • 'S olt• • • :• • • • • I 4 4. • see • WART —WART Limit 44eWAS •••••••-WAS Limit Class D 0/C Class 0 0/C Limit Collateral Type Top S&P Industries Senior Secured Loan — First Lien Last Out 2% Unsecured Loan I% As 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 9% Leisure Goods/ —Activities/ Movies 8% Health Care 8% Electronics/ Electrical 7% Telecommunications 7% OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL 38 DB-SDNY-0075441 SDNY_GM_00221625 EFTA01378278