EFTA01378265.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLNI Funding III, Ltd. MANAGEMENT GROUP Fund Overview Current Deal Summary Initial Balance Ratings Capital Structure (S millions) (Moody's/S&P) Coupon Closing Date February 20, 2013 Class A-I 396,500,000 Aa a/AAA L+ 1.33% Non-Call January 21, 2015 Class A-2A 59,875,000 NR/AA L+2.25% Reinvestment Period January 22, 2017 Class A-2B 19,000,000 NR/AA 3.51% Final Maturity January 22, 2025 Class B 47,375,000 NR/A L+3.10% Assets Par Amount % Class C 30,500,000 NR/BBB L+3.90% Floating Rate Assets 100.0 Class 0 30,000,000 NR/BB L + 5.00% Fixed Rate Assets 0.0 Subordinated Notes 70,000,000 NR/NR Residual Structured Finance 0.0 Total 653,250,000 Total 100.0 Equity Distributions 24% 55% Cumulative Annualized 23% • 50% Distribution Distribution Distribution GO 45% Date Distribution as a % of Par as a % of Par Cash on Cash 22% • 40% 7/22/2013 6,856,040 9.8% 9.8% 23.5% ° 21% 35% IC' .= 15.1% 30% g 10/22/2013 3,679,216 5.3% 20.9% a 20% 1/22./2014 3,522,534 5.0% 20.1% 20.0% 25% It •19% 20% 2 4/22/2014 4,030,664 5.8% 25.8% 23.4% E 18% 15% at 7/22/2014 3,436,368 4.9% 30.8% 19.7% 10% 10/22/2014 3,659,540 5.2% 36.0% 20.7% gr 17% 5% 1/22/2015 3,169,096 43% 40.5% 18.0% 16% 0% 4/22/2015 4,035,157 5.8% 46.3% 23.4% Jul-13 Oct-13 Jan-14 Apr-14 Jul-14 Oct-14 Jan-15 Apr-15 Jul-15 7/22/2015 3,784,050 5.4% 51.7% 21.7% II Cumulative Distribution ■ Annualized Distribution Cash on Cash As of July Id, 2015 unless otherwise noted. OCH-ZIFF CAPITAL MANAGEMENT GROUP 23 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0075428 CONFIDENTIAL SDNY_GM_00221612 EFTA01378265