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 • sN 4 cat 4 $44% ?NO Oil Vs 41' \4.4 4 4r. 4 4. 4% .4). 4 4. 4 4444 ,49S itf94.0 -#'`,,Ssole*,ds,,,,,i441,1014, - 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-0075433 PROT1 28 PROT0