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Investor Presentaiton

Conservative, Economically Resilient Portfolio Positioning Specialized underwriting expertise and conservative sector allocations position portfolio to withstand economic uncertainty Insured (27%) Resistant (27%) Historically low-to-no-loss loan categories Credit protected, government guaranteed and cash-secured 19% Residential 9% Warehouse Lending Includes Core WH Lending, Note Financing, MSR financing 3% Equity Fund Resources 8% 1% Warehouse Lending Residential • Low LTVs; DQs significantly below national percentages • Equity Fund Resources Capital Call & Subscription LOCs Underwrite LPs behind private funds 4% 4% Early Buyout ("EBO") Resi. & Other Government-Guaranteed or Cash-Secured Assets 3% 2% CRE Industrial & Medical 1% Avg Loss Rate: 0.00% Max Loss Rate: 0.00% WA Western Alliance Bancorporation® Municipal/Public Finance HOA - • Extremely low LTVs; lien in front of homeowner's first mortgage Avg Loss Rate: 0.00% Max Loss Rate: 0.10% Resilient (33%) Limited uncovered collateral risk, underwriting expertise, and strong counterparties 7% Regional CRE - Investor 6% Regional C&I 6% Hotel Franchise Finance (ex-Central Business District) 3% Regional CRE - Owner Occupied 2% Corporate Finance 2% Lot Banking 7% Specialized NBLs • - Gaming Off-strip, middle market gaming companies and tribal gaming enterprises - Resort Timeshare resort developers; hypothecation of consumer receivables Other NBLS Avg Loss Rate: 0.02% Max Loss Rate: 0.16% Note: Average and maximum loss rates are quarterly annualized and from the period of Q1 2014 - Q4 2022. More Sensitive (13%) Categories more directly correlated to economic growth 6% Construction (ex-Lot Banking) Focused on note-on-note financing and Built-to-Rent developments • 4% Tech & Innovation • Established tech firms with operating and financial flexibility, validated product, path to profitability 2% Hotel Franchise Finance (CBD • • only) Large, sophisticated hotel sponsors who operate >25 hotels 90% operate >10 properties with top franchisor flags 1% Small Business, CRA-Related, and Consumer Avg Loss Rate: 0.05% Max Loss Rate: 0.71% | 13
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