Och-Ziff Capital Management Group Multi-Strategy Approach OCH-ZIFF CAPITAL MANAGEMENT GROUP ■ Och-Ziff has four core businesses in the U.S., Europe and Asia ■ Investment professionals across all businesses colla

OCH-ZIFF Experienced Credit Manager CAPITAL MANAGEMENT GROUP Experience and Capabilities Och-Ziff has extensive experience investing in leveraged loans,

OCH-ZIFF Portfolio Risk Management, Systems and Financial Controls CAPITAL MANAGEMENT GROUP Core Component of the Business Portfolio Monitoring ■ Indiv

OCH-ZIFF Extensive In-House Analytical Resources CAPITAL MANAGEMENT GROUP ICS — Collaborative Investment Approach Portfolio Manager ICS Investment Comm

OCH-ZIFF ICS Global Team CAPITAL MANAGEMENT GROUP ICS Investment Committee - U.S. David WIndrach—EM0, Head of U.S. and European Investing, Member of Pa

OCH-ZIFF Investment Process CAPITAL MANAGEMENT GROUP 1111111SEIS JCS Teem • Global footprint across all major markets ■ Core strategies across perfor

OCH-ZIFF Investment Philosophy CAPITAL MANAGEMENT GROUP ICS utilizes the broader Och-Ziff platthrm to enhance security analysis and consider relative val

OCH-ZIFF ICS — Overview CAPITAL MANAGEMENT GROUP Launched in May 201Z Institutional Credit Strategies ("ICS, is Och-ZIT's asset management platform that

Och-Ziff Loan Management OCH-ZIFF OZLNI Funding, Ltd.' CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overco

Och-Ziff Loan Management OZLNI Funding, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Initial Balance Current Ratings Deal Summary Closing Date July 19, 2012 Capital Structure (S milli

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 OCH-ZIFF Equity Distributions 24% Cumulative Annualized 23% Distribution Distribution Distribution GO Date Distribution as a % of Par as a % of P

Och-Ziff Loan Management OCH-ZIFF OZLNI Funding IV, Ltd.' CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class E Ove

0 NR/B L+4.90% Fixed Rate Assets 0.0 Subordinated Notes 52,750,000 NR/NR Residual Structured Finance 0.0 Total 600,000,000 Total 100.0 OCH-ZIFF Equity Distributions Date Distribution Distribution as a % of Per Cumulative Distribution as a % of Par Annualized Distribution Cash on Ca

Och-Ziff Loan Management OZLNI Funding II, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Initial Balance Current Ratings Deal Summary Closing Date November 1, 2012 Capital Structure (S mi

Och-Ziff Loan Management OZLNI Funding II, Ltd.' OCH-ZIFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushio

oL Och-Ziff Loan Management OZLNI Funding III, Ltd.' OCH-ZIFF CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushio

Och-Ziff Loan Management OCH-ZIFF OZLNI IX, Ltd.' CAPITAL MANAGEMENT GROUP Evolution of Weighted Average Rating Factor 3,000 2.800 2.600 2,400 Evolution of Weighted Average

Och-Ziff Loan Management OZLNI VIII, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Capital Structure Initial Balm IS millions) Current Ratings (Fitsh/Moody's) Coupon Class A-la 348

Och-Ziff Loan Management OZLM VI, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Current Initial Balance Ratings Deal Summary Capital Structure (S millions) (Fitch/Moody's) Coupon

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