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EFTA00700543

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From: Vahe Stepanian < > To: Jeffrey Epstein <jeevacationggmail.com> CC: Daniel Sabba , Ariane Dw er >, Paul Morris Stewart Oldfield Subject: Och Ziff CLO [C] Date: Thu, 19 Nov 2015 15:12:22 +0000 Attachments: OZLM Manager_Pitchbook_September_2015.pdf Classification: Confidential Jeffrey — following up with another idea as it relates to leveraged loans. Och Ziff is coming to market with a new issue CLO, OZLM XIV. The desk is looking to price ahead of the Thanksgiving holiday, for settlement in December. I've attached the manager pitchbook, but please also find a few high-level bullet points on the new issue: • Launched in May 2012, Institutional Credit Strategies (ICS), is Och-Ziff's platform that invests in performing credit via CLOs and other customized solutions for clients • The ICS team has two key portfolio managers Donald Young (US Portfolio mgr.) and Adeel Shafiqullah (European portfolio manager). Together they source and execute investment ideas across a broad range of sectors, industries, and regions • This group has successfully closed 13 U.S. CLOs with a total transaction value in excess of 56bn • Indicative pricing table: Class Rating (Moody's Witch) Par amount WAL Coupon Discount Margin A-1 Notes (Aaa)l[AAA] [318,750,000) [6.1] L + (1.51% L + [1.51% A-2 Notes (Aa2)/(AA) (61,500,000] [7.8] L + (2.30)% L + (2.30)% B Notes [A2]/(A) [25,750,000] [8.5] L + [3.15]% L + [3.20]% C Notes [Baa3y[B5B) [30,250,000] [9.1] L + (4.35)% L + [4.85)% D Notes [Ba3]/(BB) [23,750,000] [9.7] L + [6.35]% L + [7.85]% E uit NR [47,670,000] N/A N/A L + mid teens Thank you, Vahe Vahe Stepanian Assistant Vice President I Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email All trade execution information contained herein is being provided as an accommodation at your request in advance of your receipt of the official trade confirmation(s). Additional trade detail information available upo

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