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Investor Presentaiton

CORE COMPETENCY: CRE CREDIT UNDERWRITING LC LADDER CAPITAL Three complementary, synergistic products within a relative-value, risk-adjusted return investment approach Portfolio Allocation Across CRE Capital Stack Most senior & most liquid assets ■Invest in short-dated investment grade securities secured by senior commercial real estate loans CRE Securities • $725 million portfolio with $7.0 million average CUSIP size 86% AAA-rated or agency-backed 2.2-year weighted-average duration Source of liquidity given short duration and investment grade credit ratings 79% of capital allocated to senior secured CRE investments¹ Senior Commercial Real Estate Loans ■ Primary business of originating senior first mortgage loans secured by commercial real estate • $2.8 billion of predominantly first mortgage loans with middle-market focus 67% weighted-average LTV ~2-year weighted-average duration to initial maturity Actively originate balance sheet and conduit first mortgage loans, and selectively originate mezzanine loans Mezzanine Loans Net Lease & Other CRE Equity ■ Acquire real estate with emphasis on net leased properties $1.2 billion (undepreciated asset value); ~7.5 million square feet; 173 properties 67% net leased with 10.5-year average remaining lease term; focus on necessity-based businesses (including BJs, Walgreens and Dollar General) Note: As of 09/30/2021 1. Capital allocation represents carrying value of CRE debt and equity assets (undepreciated value) less secured funding debt by business line 7
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