EFTA01378275.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLNI VIII, Ltd. MANAGEMENT GROUP Fund Overview Current Initial Balm Ratings Deal Summary Capital Structure IS millions) (Fitsh/Moody's) Coupon Closing Date September 9,2014 Class A-la 348,000,000 AAA/Aaa L + 1.44% Non-Call October 16, 2016 Class A-lb 30,000,000 AAA/Aaa 3.38% ----•-••._ Reinvestment Period October 17, 2018 .---•••-•-•••----. Class A-2a 66,750,000 NR/Aa2 L + Z15% Final Maturity October 17, 2026 Class A-2b 10,000,000 NR/Aa2 4.39% Assets Par Amount % Class B 33,500,000 NR/A2 L + 3.00% Floating rate assets 100.0 Class C 33,500,000 NR/Baa3 L +3.50% Fixed rate assets 0.0 Class D 30,000,000 NRfBa3 L + 4.95% Structured finance 0.0 Class E 12,000,000 NR/B2 L + 5.60% Total 100.0 Subordinated Notes 58,500,000 NR/NR Residual 35% 24% Total 822,250,000 22% .= 10 30% 20% 25% 18% Equity Distributions 16% 2 f, 20% 14% 3 Cumulative Annualized co 12% La Distribution Distribution Distribution 1, 15% 10% rf; Date Distribution as a % of Par as a % of Par Cash on Cash 8% ye •- T• 10% 6% 4/17/2015 9,458,622 16.2% 16.2% 26.8% 4% 5% 7/17/2015 3,506,104 6.0% 22.2% 24.0% 2% 0% 0% Apr-15 Jul-15 • Cumulative Distribution • Annualized Distribution Cash on Cash As of July 8.2015 unless otherwise noted OCH-ZIFF CAPITAL MANAGEMENT GROUP 33 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0075438 CONFIDENTIAL SDNY_GM_00221622 EFTA01378275