Credit Suisse Investment Banking Pitch Book slide image

Credit Suisse Investment Banking Pitch Book

Preliminary selected public companies analysis Selected BDCs (Sin millions, except per share data) Osprey Internally-managed BDCs Main Street Capital * Hercules Tech Growth Cap Triangle Capital . (1) B Externally-managed BDCs Ares Capital Prospect Capital (3) (4) FS Investment Corporation Apollo Investment TPG Specialty Lending, Inc. Golub Capital TCG BDC Inc. New Mountain Finance TCP Capital Solar Capital Goldman Sachs BDC, Inc. Source: Note Fifth Street Finance BlackRock Capital Investment Corp. PennantPark Investment (8) (9) Closing stock % of price as of 10/3/2017 52-wk high $11.88 99.5% $39.96 12.73 14.21 $16.43 6.74 8.55 6.12 20.99 18.77 18.88 14.20 16.54 21.61 22.85 5.56 7.51 7.62 97.8% 81.2 69.8 91.9% 70.4 79.2 89.8 96.6 91.6 98.1 94.7 94.7 94.2 89.3 93.4 89.6 87.8 Enterprise value $3,639 $3,069 1,643 1,148 $11,314 4,683 3,668 2,233 1,821 1,987 1,782 1,904 1,519 807 1,287 1,551 828 988 Overall Osprey management, public lings, SNL Financial and FactSet Market data as of 10/3/17, Balance sheet data as of 6/30/17 unless otherwise noted. "NA" denotes not publicly available. "N denotes not meaninglu Metrics other than Price to TBV shown for informational purposes Based on 1/B/E/S mean consensus estimates, as available No BOCs included record any goodwill or intangibles Represents 02 17A reported TBV. adjusted for share repurchases Tough 9/30/17, per Osprey management HTGC announced its intention to externalize on 5/3/17, causing 12.3% price decrease the following day. On 5/15/17, HTGC indefinitely postponed its previously scheduled shareholder vote on new management agreement and announced expansion of its ongoing review to determine most appropriate investment advisory structure to enhance shareholder value Note (5) (5) 60 6 For informational purposes Market ROAE capitalization $493 (90 $2,270 1,054 678 Mean Median $7,004 2,428 2,101 1,345 1,261 1,120 1,168 1,075 972 913 917 784 549 541 Mean Median Mean Median High Low 2017E 2.9% 11.2% 11.5 NM 11.4% 11.4 8.4% 8.5 8.7 NA 11.6 8.0 12.9 10.9 10.0 7.7 10.8 6.9 10.1 9.4 9.5% 9.4 9.8% PRELIMINARY | SUBJECT TO FURTHER REVIEW & REVISION 10.0 12.9 6.9 2018E 4.4% 11.3% 12.9 NM 12.1% 12.1 10.0% 8.7 9.5 9.6 11.1 ΝΑ 8.6 9.9 9.9 8.3 10.1 7.7 10.4 8.4 9.4% 9.6 9.8% 9.9 12.9 7.7 Current Div yield 0.7% 5.7% 9.7 12.7 9.4% 9.7 9.3% 10.7 10.4 9.8 7.4 6.8 7.8 9.6 8.7 7.4 7.9 9.0 9.6 9.4 8.8% 9.1 8.9% 9.3 12.7 5.7 Price to TBV (2) 0.79x 1.77x 1.29 0.96 1.34x 1.29 0.99x 0.72 0.92 0.91 1.30 1.17 1.04 1.04 1.10 0.99 1.25 0.78 0.90 0.83 1.00x 0.99 1.06x 0.99 1.77 0.72 Denotes BOC with active S8C license and subsidiary Pro forma for $750mm unsecured notes issued 8/7/17 and associated repayment of other indebtedness Pho forma for $90mm cumulative repayment of InterNotes and $21.4mm issuance of InterNotes since 6/30/17. Pho forma for issuance of 220,221 common shares pursuant to exercise of IPO over-alotment Pro forma for issuance of 454,200 common shares pursuant to exercise of over allotment and pro forma for $39 3mm incremental drawdown on credit scles Pro forma for $125mm unsecured notes issued on 8/4/17 and associated repayment of credit facilities. Confidential 37 Ⓒ Credit Suisse Group AG and/or its affiliates. All rights reserved
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