EFTA Document EFTA01378270

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 5.0% 111% • 3200 4.8% 110% • 109% • 4.6% 3,000 108% • 4.4% 2,800 107% • 4.2% 106% • 2.600 4.0% 105% 2,400 3.8% 104% 1 it$N A NNN% . • • a: tits/ Os.* ¢51 tV 1415)41 Vs st 4 55 4. 4 p!. ss 9.5 4.1 NV • ss ..s4 Ns 44 N.s. 41's <0 V •1 • V V • s