Atalaya Risk Management Overview

Summary of Key Terms: AIF V Investment Advisor Funds Fund Size GP Commitment Management Fee Incentive Fee Fund Term Cash Distributions Atalaya Capital Management LP Atalaya Asset Income Fund V LP Atalaya Asset Income Fund (Cayman) V LP $900 million Target / $1 billion Hard Cap 2% of committed capital 1.5% on invested capital ATALAYA Series A: 17% over a 5% preferred return / Series B: 15% over a 5% preferred return 24-month Investment Period 36-month Harvest Period with optional 12-month extension at GP discretion Interest distributed quarterly during the Investment Period 100% of the realized gains and principal generally paid following Investment Period PRESENTATION TO RHODE ISLAND STATE INVESTMENT COMMISSION | JANUARY 2021 31

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