EFTA01378269.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLNI Funding V, Ltd. MANAGEMENT GROUP Fund Overview Current Deal Summary Initial Balance Ratings Closing Date December 17, 2013 Capital Structure IS millions) (Moody's/S&P) Coupon Non-Call January 16, 2016 Class A-1 290,500,000 Aa a/AAA L+ 1.50% 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 35% 45% .= 30% 40% Equity Distributions Ge ce 35% u, 25% Cumulative Annualized 30% 2 Distribution Distribution Distribution -coF. 20% 25% g Date Distribution as a % of Par as a % of Par Cash on Cash La vs 15% 20% 7/17/2014 8,523,835 18.4% 18.4% 31.7% 15% atilt 10/17/2014 2,744,868 5.9% 24.4% 23.6% -To 10% 10% 1/20/2015 2,161,625 4.7% 29.0% 18.0% 5% 5% 4/17/2015 2,982,600 6.5% 35.5% 27.1% 0% 0% 7/17/2015 2,896,808 6.3% 41.8% 25.1% Jul-14 Oct-14 Jan-15 Apr-15 Jul-15 • Cumulative Distribution • Annualized Distribution Cash on Cash As of July 8,2015 unless otherwise noted. OCH-ZIFF CAPITAL MANAGEMENT GROUP 27 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0075432 CONFIDENTIAL SDNY_GM_00221616 EFTA01378269