Credit Suisse Investment Banking Pitch Book slide image

Credit Suisse Investment Banking Pitch Book

CREDIT SUISSE DOES NOT PROVIDE ANY TAX ADVICE | MATERIALS ARE PRELIMINARY AND SUBJECT TO FURTHER CHANGE AND DEVELOPMENTS (WHICH MAY BE MATERIAL) Osprey standalone financial summary FY'14A-FY'20E per Osprey management as of September 2017 Fiscal year ending 12/31 2017E (5 in millions except per share amounts) Selected metrics Total origination volume Ending period AUM Portfolio yield as % of avg loans Net charge-offs / gross loans (excl. loans held for sale) Run-off rate (% of BoP loans) Net interest margin Average interest-earning assets Asset management income (% of avg. off B/S AUM) Operating expenses/ end of period AuM Pre-tax ROAE After-tax ROAE Leverage (debt / equity) Selected balance sheet items Net loans (including loans held for sale) Unrestricted cash Total assets Corporate debt (net of financing fees) Total debt (net of financing fees, debt discount, and OID) Tangible book value Book value Basic shares outstanding (mm) Book value per share Selected income statement items Interest income Interest expense Net interest income Provision for credit losses Net interest income after credit losses Asset management income Other non-interest income / (expense) Total operating expenses Earnings before tax Net income Diluted EPS Selected cash flow items Distributed cash flow) 2014A $1,789 $3,381 6.09% 1.1% 46.0% 3.17% $2,505 0.21% 1.36% 2.7% 1.7% 3.3x $2,506 33 2,811 238 2,134 641 641 46.6 $13.75 $136 (58) $78 (27) $51 1 10 (45) $17 $11 $0.21 $35 Source: Osprey public filings and Osprey management as of September 2017. (1) Includes senior unsecured notes net of capitalized financing fees. Includes share repurchases and ordinary dividends. (2) 2015A $3,058 $6,949 6.27% 0.1% 45.0% 2.39% $3,239 0.34% 0.76% 4.4% 2.6% 5.1x $3,613 36 4,061 372 3,332 641 659 46.5 $14.17 $202 (121) $81 (18) $62 7 12 (52) $29 $17 $0.35 $17 2016A $1,874 $6,740 6.46% 1.0% 31.0% 2.19% $4,050 0.43% 1.00% 7.4% 4.3% 5.1x $3,383 154 4,041 374 3,311 629 647 42.8 $15.12 $251 (161) $89 (28) $62 13 41 (67) $49 $28 $0.61 $43 $1,646 $7,158 6.40% 0.5% 35.0% 1.57% $3,822 0.45% 0.64% 4.3% 2.5% 4.8x $3,522 82 3,838 376 3,141 627 651 41.5 $15.68 $228 (169) $59 (13) $46 15 12 (46) $28 $16 $0.39 $21 2018E $2,175 $7,830 6.77% 0.8% 35.0% 1.86% $3,629 0.47% 0.63% 7.7% 4.5% 4.5x $3,274 24 3,508 80 2,835 608 630 37.2 $16.94 $238 (171) $67 (9) $59 19 21 (49) $49 $29 $0.73 $53 2019E $2,584 $8,349 7.10% 0.6% 35.0% 1.97% $3,031 0.53% 0.60% 8.1% 4.8% 3.0x $2,467 24 2,661 1,958 641 661 37.5 $17.65 $209 (149) $60 $55 27 20 (50) $53 $31 $0.83 $3 2020E $2,721 $9,247 7.37% 0.7% 35.0% 2.88% $2,504 0.55% 0.56% 10.1% 6.0% 2.6x $2,381 25 2,570 1,825 683 702 37.7 $18.62 $179 (107) $72 (8) $64 35 21 (51) $69 $41 $1.07 $3 Confidential 17 ā— Credit Suisse Group AG and/or its affiliates. All rights reserved.
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