EFTA01378279.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLNI XI, Ltd. MANAGEMENT GROUP Fund Overview Current Initial Balance Ratings Capital Structure (S millions) (Fitch/Moody's) Coupon Deal Summary Class A-la 302,000,000 AAA/Aaa L + 1.55% Closing Date March 12, 2015 Class A-1b 15,000,000 AAA/Aaa 3.28% Non-Call December 14, 2016 Class A-2a 33,000,000 NR/Aa2 L + 2.25% Reinvestment Period January 30, 2019 Class A-2b 30,000,000 NR/Aa2 4.17% Final Maturity January 30, 2027 Class B 23,500,000 NR/A2 1+3.00% Class C-1 16,000,000 NR/Bea3 L +4.05% Assets Par Amount % Class C-2 15,500,000 MVBaa3 L +3.75% Floating rate assets 100.0 Class D 25,000,000 NR/Ba3 L+5.40% Fixed rate assets 0.0 Class E 10,000,000 NR/82 1+6.15% Structured finance 0.0 Subordinated Notes 40,500,000 NR/NR Residual Total 100.0 Total 510,500,000 Equity Distributions Cumulative Annualized Distribution Distribution Distribution Date Distribution as a % of Par as a % of Par Cash on Cash 7/30/2015 3,359,243 8.3% 8.3% 21.6% As of July 72, 2015 unless otherwise noted OCH-ZIFF CAPITAL MANAGEMENT GROUP 37 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0075442 CONFIDENTIAL SDNY_GM_00221626 EFTA01378279