EFTA Document EFTA01378269

Och-Ziff Loan Management OZLNI Funding V, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Capital Structure Initial Balance IS millions) Current Ratings (Moody's/S&P) Coupon Deal Summary Closing Date December 17, 2013 Class A-1 290,500,000 Aa a/AAA L+ 1.50% Non-Call January 16, 2016 Reinvestment Period January 17, 2018 Class A-2 65,250,000 NR/AA L + 2.25% Final Maturity January 17, 2026 Class B 36,750,000 NR/A L + 3.00% Assets Per Amount % Class C 26,250,000 NR/BBB L+3.50% Floating Rate Assets 100.0 Class D 23,000,000 NR/BB L + 4.75% Fixed Rate Assets 0.0 Class E 13,250,000 NR/B Structured Finance 0.0 Subordinated Notes 46,250,000 NR/NR Residual Total 100.0 Total 501,250,000 Equity Distributions 35% .= 30% Ge ce u, 25% - F. 20% co La vs 15% Date Distribution Distribution as a % of Par Cumulative Distribution as a % of Par Annualized Distribution Cash on Cash 7/17/2014 8,523,835 18.4% 18.4% 31.7% 10/17/2014 2,744,868 5.9% 24.4% 23.6% To - 10% 1/20/2015 2,161,625 4.7% 29.0% 18.0% 5% 4/17/2015 2,982,600 6.5% 35.5% 27.1% 0% 7/17/2015 2,896,808 6.3% 41.8% 25.1% As of July 8,2015 unless otherwise noted. Jul-14 Oct-14 Jan-15 Apr-15 Jul-15 • Cumulative Distribution • Annualized Distribution Cash on Cash 45% 40% 35% 30% 2 25% g 20% 15% atilt 10% 5% 0% OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0075432 PROT1 27 PROT0