EFTA Document EFTA01378263

Och-Ziff Loan Management OZLNI Funding II, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Initial Balance Current Ratings Deal Summary Closing Date November 1, 2012 Capital Structure (S millions) (Moody's/S&P) Coupon Class A-1 336,500,000 Aa a/AAA L + 1.48% Non-Call October 29, 2014 62,900,000 NR/AA Reinvestment Period • October 30, 30, 2016 Class A-2 L + 2.65% Class B 45,800,000 NR/A L + 3.25% Final Maturity October 30, 2023 Class C 26,500,000 NR/BBB L+ 4 35% Assets Per Amount % Class 0 26,800,000 NR/BB L+ 5 30% Floating Rate Assets 100.0 Subordinated Notes 61,600,000 NR/NR Residual Fixed Rate Assets 0.0 Total 580,100,000 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 4/30/2013 7,051,606 11.5% 11.5% 23.2% 7/30/2013 4,099,290 8.7% 18.1% 28.7% 10/30/2013 3,669,244 6.0% 24.1% 23.8% 1/30/2014 2,651,829 4.3% 28.4% 17.1% 4/30/2014 3,337,799 5.4% 33.8% 22.0% 7/30/2014 2,780,536 4.5% 38.3% 18.1% 10/30/2014...__...2,944,762 4.8% 43:1% 19.0% 1/30/2015 2,595,752 4.2% 47.3% 16.7% 4/30/2015 3,095,273 5.0% 52.3% 20.4% 7/30/2015 2,854,587 4.6% 57.0% 18.6% As of July 22, 2015 unless otherwise noted. 40% - 35% - : 30% - 25% a • 20% 74 15% E •10" 5% 0% Apr-13 Jul-13 Oct-13 Jan-14 Apr-14 Jul-14 Oct-14 Jan-15 Apr-15 Jul-15 • Cumulative Distribution • Annualized Distribution Cash on Cash 60% 55% 50% 45% 40% 35% 30% 25% 20% 15% 10% 5% 0% % BARIIII1W113 OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0075426 SDNY_GM_00221610 21 EFTA01378263