EFTA01361350.pdf

Och-Ziff Loan Management LP OCH-ZIFF CAPITAL as Collateral Manager for Och-Ziff s U.S. CLOs MANAGEMENT GROUP U.S. CLO Performance Summary' Inception Inception To Date To Date Initial Deal Size Equity Size Distributions Annualized Jr. Most 0/C Par Build Annualized Par DEAL ($ millions) Closing Date ($ millions) l% of Equityp Cash on Cash2 Test Cushion2 Notional (ep Build %2 OZLM Funding 510.70 7/19/2012 51.70 59.89% 19.91% 5.38% 6,323,532 0.42% OZLM Funding II 560.10 11/1/2012 61.60 56.95% 20.77% 5.16% 5,807,757 0.39% OZLM Funding III 653.25 2/20/2013 70.00 51.68% 21.38% 5.32% 7,692,615 0.51% OZLM Funding IV 600.00 6/27/2013 52.75 57.30% 27.70% 3.79% 4,310,888 0.37% OZLM Funding V 501.25 12/17/2013 46.25 41.75% 26.41% 4.88% 3,849,811 0.51% OZLM VI 621.25 4/16/2014 53.50 30.58% 24.42% 4.44% 2,460,348 0.33% OZLM VII 824.75 6/26/2014 68.00 25.02% 23.66% 4.18% 1,321,863 0.16% OZLM VIII 622.25 9/9/2014 58.50 22.16% 26.01% 4.17% 892,132 0.18% OZLM IX 510.21 12/22/2014 48.71 13.77% 16.00% 4.66% 559,333 0.14% OZLM XI 510.50 3/12/2015 40.50 8.29% 21.62% 4.51% 84,499 0.05% OZLM XII 565.65 5/28/2015 48.65 NIA N/A N/A WA N/A OZLM XIII 511.60 8/6/2015 41.00 N/A N/A WA WA N/A Past performance is not illustrative or indicative of the performance of future U.S. or European CLOs. ' As of September I, 2015unless otherwise noted. Includes all distributions through July 30,2015 OCH-ZIFF CAPITAL MANAGEMENT GROUP 18 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0050510 CONFIDENTIAL SDNY_GM_00196694 EFTA01361350