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Credit Suisse Investment Banking Pitch Book

Osprey financial performance vs. Wall Street equity research expectations ($ per share) FYE Dec-15 FYE Dec-16 FYE Dec-17 Q1 02 Q3 Q4 Q1 Q2 Q3 Q4 Q1 02 Actual $0.05 0.10 0.11 0.09 0.09 0.11 0.19 0.23 0.03 0.10 Diluted earnings per share Wall Street equity research mean $0.04 0.07 0.11 0.12 0.12 0.15 0.13 0.15 0.18 0.16 Beat / miss $ $0.01 0.04 0.01 (0.04) 0.06 0.08 % (0.15) 25.0% (0.06) 53.8% 4.8% (0.03) (25.0%) 14.17 (0.03) (25.0%) 13.84 i (26.7%) Actual i 46.2% $14.26 53.3% 14.36 14.40 14.12 14.38 15.12 (83.3%) 15.21 (35.5%) 15.40 (1) Book value per share Wall Street equity research mean $14.11 14.32 14.49 14.52 14.30 13.98 14.27 14.85 15.34 15.49 Beat / miss $ $0.15 0.04 (0.09) (0.35) (0.46) 0.14 0.11 0.27 (0.13) (0.09) PRELIMINARY | SUBJECT TO FURTHER REVIEW & REVISION Source: Osprey public flings and FactSet. Note: Earnings per share and book value per share reflect announced data at time of public release. (1) Based on Keefe Bruyette & Woods analyst estimates only as Janney Montgomery Scott does not provide book value per share estimates. 1.1% 0.3% (0.6%) (3.2%) 1.0% 0.8% (2.4%) (21.2%) 1.8% Stock price reaction (0.8%) 1.2% 4.8% (2.2%) (3.7%) (2.7%) 4.7% (2.4%) (9.9%) (0.6%) (0.3%) Selected Wall Street equity research commentary Lighter originations offset by lower i operating expenses and strong credit quality Higher fee income and loss of provisioning was lower than expected Out-sized charge related to TRS offset by better than expected NIM Growth in managed assets; higher income was driven by increase in average eaming assets Tepid growth in loans/leases and higher credit costs Tepid growth in loans / leases Recapture of unrealized losses and upwards adjustment to interest income from repayment of NPA One-off events (equipment finance sale, Berkeley Fund launch, cost savings) Provision expense of $6.1 million (3x estimate) and negative marks on loans held for sale Negative non-cash marks on loans held for sale and stagnant balance sheet growth Osprey EPS results vs. expectations over last 10 quarters have been volatile, generally beating or missing mean of Wall Street equity research expectations by >10%; BVPS results generally have been in line Confidential 17 Ⓒ Credit Suisse Group AG and/or its affiliates. All rights reserved.
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