Och-Ziff Loan Management OZLNI IX, Ltd. OCH-ZIFF CAPITAL MANAGEMENT GROUP Fund Overview Initial Balance Current Ratings Deal Summary Capital Structure (5 millions) (Fitch/Moody's) Coupon Closing Date December 22, 2014 Class A-1 317,000,000 AAA/Aaa L + 1.58% Non-Call October 19, 2016 Class A-2 63,000,000 NR/Aa2 L + 2.40% Reinvestment Period January 20, 2019 Class B 23,500,000 NR/A2 L + 3.30% Final Maturity January 20, 2027 Class C 31,500,000 NR/Baa3 L + 3.60% Assets Par Amount % Floating rate assets 100.0 Class D 26,500,000 NR/Ba3 L + 5.15% Fixed rate assets 0.0 Subordinated Notes 48,708,000 NR/NR Residual Structured finance 0.0 Total 510,208,000 Total 100.0 Equity Distributions Distribution Date Distribution as a % of Par Cumulative Distribution as a % of Par Annualized Distribution Cash on Cash 4/20/2015 3,359,243 6.9% 6.9% 21.3% 7/20/2015 3,346,387 6.9% 13.8% 27.6% As of July 9, 2015 unless otherwise noted. 35% .= 30% w if 25% -F. 20% co La vs 15% re- 10% 5% 0% Apr-15 Jul-15 • Cumulative Distribution • Annualized Distribution Cash on Cash 8% 6% 4% 2% 0% 4t OCH-ZIFF CAPITAL MANAGEMENT GROUP CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0050527 SDNY_GM_00196711 35 EFTA01361367