Credit Suisse Investment Banking Pitch Book slide image

Credit Suisse Investment Banking Pitch Book

Preliminary financial analysis summary Present value of merger consideration: $12.21-$12.37 per share assuming 12/31/17 closing(2) $12.10-$12.25 per share assuming Q1 2018 closing(2) Headline merger consideration (undiscounted): $12.44 per share assuming 12/31/17 closing: $12.32 per share assuming Q1'18 closing (Sin millions except per share amounts) Preliminary financial analysis (3) Informational reference points Preliminary selected public companies analysis Preliminary selected precedent transactions analysis Preliminary dividend discount analysis 52-week trading range Research analyst stock price targets Osprey closing stock price (10/3/17): $11.88 $8.03 Implied equity value per share $10.49 $11.99 $10.15 $12.00 Source: Osprey management and public filings, SNL Financial and FactSet Note: Market data as of 10/3/17. 111 ======== (2) $13.28 $13.28 $11.99 $13.43 $14.00 Implied adj. Q2¹17A P/TBV multiple 0.70x 0.90x 0.80x 0.90x 0.68x - 0.91x 0.54x 0.80x 0.80x 0.96x PRELIMINARY | SUBJECT TO FURTHER REVIEW & REVISION Selected commentary 0.70x-0.90x reference multiple range applied to 6/30/17A adjusted tangible book value of $622mm(3) ☐ 0.80x -0.90x reference multiple range applied to 6/30/17A adjusted tangible book value of $622mm(3) = 0.75x-0.95x terminal multiple range applied to 12/31/20E tangible book value of $683mm ■ 7.0% - 10.0% discount rate range ■ 52-week intraday low and high as of 10/3/17 Low and high of available Wall Street equity research analyst target prices (two reports) Based on fully diluted shares outstanding, calculated based on 41,480,754 basic shares (ind unvested restricted stock), 0.125 million options and 12.0 million warrants as of 9/30/17, per Osprey management. Assumes treasury stock method for the upfront cash consideration only, per Merger Agreement draft dated 10/5/17. Based on fully diluted shares outstanding, calculated based on 41,480,754 basic shares (incl. unvested restricted stock), 0.125 million options and 12.0 million warrants as of 9/30/17, per Osprey management. Assumes treasury stock method. Calculated based on 0217A tangible book value, adjusted for $3.3 million cash used to repurchase shares and $0.3 million cash proceeds received from exercise of options settled during 7/1/17-9/30/17, per Osprey management Confidential 36 Ⓒ Credit Suisse Group AG and/or its affiliates. All rights reserved.
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