Atalaya Risk Management Overview

Risk Management Atalaya actively monitors and manages enterprise risk with a process-oriented Risk Management Committee. Risk Committee ▪ The Committee consists of the Firm's Chief Operating Officer, Chief Financial Officer, Head of Legal, Head of Asset Management, and one other investment professional Partner (other than the Chief Investment Officer) ▪ The Committee meets regularly (and on an ad hoc basis, as necessary) to discuss certain transactions, portfolio trends and concentrations, and potential impact to the overall portfolio ▪ The Committee also reviews various Firm risks at the enterprise level, with a particular focus on operations, regulatory, compliance, reputational and broader market risk ▪ The Committee implements initiatives or enacts or revises policies to mitigate risk (e.g. insurance policies, information security and cybersecurity initiatives and business continuity planning) IMPACT High PRESENTATION TO RHODE ISLAND STATE INVESTMENT COMMISSION | JANUARY 2021 Medium Low Low Medium ATALAYA PROBABILITY High There can be no guarantee or assurance that Atalaya's underwriting and asset management process will be uniform for each investment or will correspond to the description set forth above, or that it will result in investments that are profitable or will avoid losses (which may be substantial). 29

View entire presentation