Atalaya Risk Management Overview

Consumer & Commercial Finance Market Opportunity Atalaya believes there is a meaningful opportunity in certain sub-sectors of the broader consumer and commercial finance landscapes. Consumer Lending: US Consumer Credit by Asset Type¹ Auto Loans $1,200 Student bans $1,640 Credit Cards $1,020 Other $270 Online Alternatives & Merchant Cash Advance $20 Other Business Receivables $100 Atalaya Focus > $1.5 Trillion Commercial Lending: US Small Business Debt by Asset Type² Equipment Leasing $180 Business Credit Cards $220 PRESENTATION TO RHODE ISLAND STATE INVESTMENT COMMISSION | JANUARY 2021 Bank Loans & Lines $780 SBA Loans $100 Atalaya is focused on certain sub-sectors within consumer and commercial lending asset classes that make up >$1.5 trillion of the total addressable market. ATALAYA 1. Federal Reserve Economic Data (September 2019), excluding mortgage. 2. Consumer Financial Protection Bureau (Estimated Market Share of Financing Products Available to Small Businesses, May 2017); note that 2017 is the most recent available relevant data set and there can be no guarantee or assurance that these figures remain accurate. Prospective investors should note that there can be no guarantee or assurance that an attractive market opportunity exists in any of the asset classes or sub-sectors identified above, or that the size of any such market opportunity is not overstated, or that any such market opportunity will persist, or that Atalaya will be able to successfully capitalize on any such market opportunity. 12

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