Credit Suisse Investment Banking Pitch Book slide image

Credit Suisse Investment Banking Pitch Book

Preliminary Osprey standalone financial summary Cash flow assumptions per Osprey management as of September 2017 Approximately $25mm minimum unrestricted cash assumed per Osprey management; excess cash used to pay down debt or distributed to stockholders Distributions subject to permitted payments basket, per indenture for Osprey high-yield senior unsecured notes - $380mm principal balance as of 6/30/17A; repaid by Q1'19E per Osprey management estimates Quarter ending, Q2:17A Q3'17E Q4'17E Q1'18E Q2'18E Q3'18E Q4'18E Q1'19E Q2'19E Q3'19E Q4'19E Q1'20E Q2 20E Q3'20E Q4'20E ($in millions) Permitted payments basket Beginning balance +) 50% of adjusted net income (+) Change in new availability (-) Total distributed cash flow Ending balance (1) Memo: Adjusted net income Net income 1 $27 6 $26 $4 8 I $12 $26 5 (1) Source: Osprey management as of September 2017, Note: "N/A denotes not applicable. (1) $30 $5 5 $30 5 $10 12 $34 $6 5 $34 5 5 $11 (13) $31 $4 7 $31 6 $10 (13) $24 $6 7 $13 $24 7 (13) $18 $9 6 $18 7 $15 (13) $12 $10 5 $15 $12 7 5 $23 $9 5 PRELIMINARY | SUBJECT TO FURTHER REVIEW & REVISION $14 N/A $8 7 $15 Includes dividends and share repurchases. Based on Osprey senior unsecured notes ($380mm principal balance as of 6/30/17), per Osprey public filings and management. N/A $4 18 $22 N/A $10 4 $14 N/A $10 5 $15 Adjustments Adjusted net income ■ Distributions to stockholders also subject to provisions in indenture of FSIC warrants Share repurchases subject to provision that stipulates beneficial owner of warrants cannot represent > 25% ownership of Osprey shares outstanding (including warrants); Osprey management assumes $30mm and $50mm of share repurchases in 2017E and 2018E, respectively N/A $10 5 N/A $15 $11 6 - Underlying number of warrants outstanding and weighted average exercise price of warrants subject to adjustment for other distributions - $0.02 quarterly dividends per share in Osprey management forecast $16 N/A $10 5 $16 Confidential 25 Credit Suisse Group AG and/or its affiliates. Al rights reserved
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