Credit Suisse Investment Banking Pitch Book slide image

Credit Suisse Investment Banking Pitch Book

Osprey warrant adjustment for 1H'17A dividends Per Osprey management as of September 2017 Outstanding FSIC warrants reconciliation Number of common shares outstanding prior to distribution Exercise price per share Product (-) Cash dividends paid (¹) Numerator Denominator Revised exercise price Number of warrants: # of shares in warrant Exercise price Product Numerator Denominator Revised number of underlying shares per warrant Original number of warrants Effective number of warrants Source: Osprey public filings and Osprey management. $0.02 per share. Q1'17 42.676 $12.62 $538.6 (0.9) $537.7 42.676 $12.60 1.00 $12.62 $12.62 $12.62 $12.60 1.002 12.000 12.019 Q2'17 42.073 $12.60 $530.1 (0.8) $529.3 42.073 I $12.58 I 1.00 $12.60 $12.60 $12.60 $12.58 1.002 PRELIMINARY | SUBJECT TO FURTHER REVIEW & REVISION 12.019 I 12.038 I Selected commentary Based on indenture for FSIC warrants outstanding Reflects adjustment to number of warrants outstanding and exercise price of outstanding warrants based on distributions made to Osprey stockholders Confidential 45 Credit Suisse Group AG and/or its affiliates. All rights reserved.
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