EFTA Document EFTA01361357

Och-Ziff Loan Management OZLM Funding IV, Ltd. CAPITAL MANAGEMENT GROUP Fund Overview Initial Balance Current Ratings Deal Summary Closing Date June 27, 2013 Capital Structure (S millions) (Moody's/S&P) Coupon Class A-I 348,500,000 Aa a/AAA L+ 1.15% Non-Call July 21, 2015 Class A-2 85,000,000 NR/AA L+ 1.75% Reinvestment Period July 22, 2017 Class B 41,000,000 NR/A L+2,85% Final Maturity July 22, 2025 Class C 31,000,000 NR/BBB L+3.20% Assets Per Amount % Class D 26,750,000 NR/BB L+4.65% Floating Rate Assets 100.0 Class E 15,000,000 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 Cash 1/22/2014 9,091,208 17.2% 17.2% 30.1% 4/22/2014 3,883,892 7.4% 24.6% 29.9% 7/22/2014 3,204,758 6.1% 30.7% 24.4% 10/22/2014 3,410,432 6.5% 37.1% 25.7% 1/22/2015 3,094,768 5.9% 43.0% 23.3% 4/22/2015 3,829,670 7.3% 50.3% 29.4% 7/22/2015 3,713,387 7.0% 57.3% 28.2% As of July 14, 2015 unless otherwise noted. 35% to 30% ce tit:: 2:505% co La %I'd 10% = 5% 0% Apr-14 Jul-14 Oct-14 Jan-15 Apr-15 Jan-14 a Cumulative Distribution Jul-15 ■Annualized Distribution Cash on Cash 60% 55% 50% 45% 40% 2 35% 3 30% 25% et 20% .a.it 15% 10% 5% 0% 0CH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0050517 SDNY_GM_00 196701 25 EFTA01361357