EFTA01378245.pdf

Och-Ziff Capital Management Group OCH-ZIFF CAPITAL Multi-Strategy Approach MANAGEMENT GROUP ■ Och-Ziff has four core businesses in the U.S., Europe and Asia ■ Investment professionals across all businesses collaborate on research, industry views and investment ideas Och-Ziff Capital Management Group AUM: $46.1 billion' Convertible / Real Estate and Och-Ziff Credit Strategies Equities Derivative Other Private $16.6 billion2 $25.2 billion2 Arbitrage Investments $2.3 billion2 $3.2 billion2 • Management changes • Mathematical approach • Multiple property types • Capital structure changes • Hedging of credit and • Direct equity Opportunistic Credit Institutional Credit Strategies currency • Spin-offs/split offs • Joint ventures • Single company credit • Recapitalizations/ • REITs/REOCs arbitrage reorganizations Customized • Relative value of different ■ Corporate divestitures Corporate Credit Structured Credit CLO Management structured products Solutions • Liquidations/divestitures • Structured capital solutions • Corporate distressed and • Active strategies across • Semorsecuredloans • Commingled loan vehicles • Share class discrepancies opportunistic investing securitized products managed in a CL0 structure • d Inedauisi stry pialtr oo cnn usesd • Senior secured loans in • Mergers/tender offers • Other dislocated single name • Asset-based securities separate accounts • Proxy contests strategies and loans • Energy and ■ Rights offerings/exchange infrastructure offers As of September 1.2015 unless otherwise noted, The information contained herein is estimated based on unaudited data Nutters are subject to rounding 2 AUM information represents assets under management of 02 Management LP and ns effsiates irnested in each of the strategies shown as of July I, 2015. The AUM information includes combined assets invested through mum-strategy funds and accounts, which engage in more than one of the strategies shown, assets livened trrough funds or accounts dedicated to a single strategy and CIO,. Strategy allocations of multidtrategy funds and accounts change over time and there can be no assurance that the information shown will not change materially. AUM information for funds and accounts engaging in multiple strategies hat been calculated by adjusting to exclude leverage based on the following assumptions: ConvartibiaMenvativi Arbitrage generally assumes a leverage ratio of 31 and Portfolio Finance, which is a substratOgy of Convenible/Derivative Arbitrage, assumes a leverage ratio of I 0- I, winch approximates the historic leverage in those strategies Synthetic Structured CrodiL which is a subitrategy of Structured Credit, assumes a leverage ratio of 5.I. Share Class LonWShort, which is a sub-strategy of Long/Short Equity Special Situations, assumes a leverage ratio of al for Asia and 10:1 for Europe. Certain non-recourse financing subsidiaries reflect capital at risk rather than the gross long market value of these entities, given the non-recourse nature of these entitles. AUM information (I) is presented gross of accrued incentive compensation, lid for funds and accounts engaging in multiple strategies does not include capital allocated to Cash arid (Iii) Includes Invested capital plus untwided commitments. The Investment Manager may determine that the Characteristics of a particular Investment (Le, risk, exposure, asset class, or other characteristics) are best represented by more than one strategy. In these situations, an investment may be divided into more then one strategy for purposes of this presentation. 0CH-ZIFF CAPITAL MANAGEMENT GROUP 3 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0075408 CONFIDENTIAL SDNY_GM_00221592 EFTA01378245