EFTA Document EFTA01361350

Och-Ziff Loan Management LP as Collateral Manager for Och-Ziff s U.S. CLOs CAPITAL MANAGEMENT GROUP U.S. CLO Performance Summary' DEAL Initial Deal Size ($ millions) Closing Date Equity Size ($ millions) Inception To Date Distributions l% of Equityp Inception To Date Annualized Cash on Cash2 Jr. Most 0/C Test Cushion2 Par Build Notional (ep Annualized Par 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