EFTA Document EFTA01378261

Och-Ziff Loan Management OZLNI Funding, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Initial Balance Current Ratings Deal Summary Capital Structure (S millions) (Moody's/S&P) Coupon Closing Date July 19, 2012 Class A-I 322,800,000 Aa a/AAA L+ 1.50% Non-Call July 21, 2014 . • . • Class A-2 58,000,000 _ • - - • - • - • . • . • . . _ NR/AA L + 3.25% Reinvestment Period July 22, 2016 Class B 37,500,0® NR/A L + 3.75% Final Maturity July 22, 2023 NR/BBB I. + 5.00% Class C 19,100,000 Class D 21,600,000 NR/BB L+ 910% Assets Per Amount % Subordinated Notes 51,700,000 NR/NR Residual Floating Rate Assets 100.0 Total 510,700,000 Fixed Rate Assets 0.0 Structured Finance 0.0 Equity Distributions Total 100.0 Date Distribution Distribution as a % of Par Cumulative Distribution as a % of Par Annualized Distribution Cash on Cash 45% 40% 1/22/2013 3,743,471 7.2% 7.2% 14.1% : 35% ca 4/22/2013 2,844,752 5.5% 12.7% 22.3%.. . . . g 30°A 7/22/2013 3,485,609 6.7% 19.5% 27.0% 25°A) 10/22/2013 3,177,730 6.1% 256% 24.4% 0 44 20% 1/22/2014 2,231,191 4.3% 29.9% 17.1% 15% 4/22/2014 3,109,994 6.0% 36.0% 24.4% • 10% 7/22/2014 1341,030 4.5% 405% 18.2% a 5% 10/22/2014 2,522,048 4.9% 45.4% 19.4% 0% 1/22/2015 2,271,345 4.4% 49.8% 17.4% 4/22/2015 2,731,036 53% 55.0% 21.4% 7/22/2015 2,502,384 4.8% 59.9% 19.4% As of July 14,2015 unless otherwise noted. tt$ •L'f. ;) eit t 5` # • Cumulative Distribution • Annualized Distribution Cash on Cash 70% 60% 50% 40% 30% 20% 10% 0% S OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0075424 SDNY_GM_00221608 19 EFTA01378261