EFTA Document EFTA01378272

Och-Ziff Loan Management OZLM VI, Ltd.' OCH-ZIFF CAPITAL 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% 2,600 4.2% 105% 4.0% 104% 2400 3.8% 103% I 1 41. 4. 4. 4. 4) 40 44 41. 41, 45 41. t.4 4 4-4 41 4 4 4."4 4, 4 ) • • • • • • • • 44 #fai £ 4' oio a,c; a5( 442$ 4, of 0 sV otto ,41 ,14 c, ()tic; sec ./