EFTA Document EFTA01361360

Och-Ziff Loan Management OZLNI Funding V, Ltd.' OCH-ZIFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushion 3,400 3200 3,000 2,800 2.600 2,400 5.0% 4.8% 4.6% 4.4% 4.2% 4.0% 3.8% 111% • 110% • 109% • 108% • 107% • 106% • 105% 104% 1 it$N A NNN% a: tits/ Os.* ¢51 tV 1415)41 Vs st 4 55 4. 4 9.5 4.1 NV 4 cat V •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 July 6, 2015 unless otherwise noted. ' OZLM Funding V, Ltd. closed on December 17, 2013. Second Lien Loan 5% Business Equipment and Services 8% Other (23) 38% Equipment Leasing 4% Publishing 5% Telecommunications 6% Lodging and Casinos 8% Leisure Goods / Activities/ Movies 7% Financial Intermediaries 6% Health Care 6% Electronics / Electrical 6% Retailers (except food and drug) 6% OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0050520 PROT1 196704 28 PROT0