EFTA01361360.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLNI Funding V, Ltd.' MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushion 3,400 5.0% 111% • 4.8% 110% • 3200 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 NNN% . • • a: \4.4 4 4r. 4 4. 4% .4). 4 4. 4 4444 it$N A tits/ 9.5 4.1 NV 4 V •1 • V V • sNOil ,49S itf94.0 -#'`,,Ssole* ,ds,,,,,i441,14,414, st 4 55Os.* 4. 4¢51 tV 1415)41 Vs • cat 4 $44% ?NO Vs —WARF DWARF limit WAS WAS Limit Class 0070 Class 00/C Limit Collateral Type Top S&P Industries Business Equipment and Services Senior Secured Loan — 8% Lodging and Casinos Second Lien Loan First Lien Last Out 8% 5% 4% Leisure Goods / Activities/ Movies Other (23) 7% 38% Financial Intermediaries 6% Health Care 6% Equipment Leasing Electronics / Electrical 6% Senior Secured Loan 4% 91% Publishing Retailers (except 5% Telecommunications food and drug) As of July 6, 2015 unless otherwise noted. 6% 6% ' OZLM Funding V, Ltd. closed on December 17, 2013. OCH-ZIFF CAPITAL MANAGEMENT GROUP 28 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0050520 CONFIDENTIAL SDNY_GM_00196704 EFTA01361360