Credit Suisse Investment Banking Pitch Book slide image

Credit Suisse Investment Banking Pitch Book

Illustrative asset manager implied multiples ($ in millions, except per share amounts) Illustrative analysis at various prices Premium/(discount) to Current (4/11/17) 52-week high (8/31/16) 3-month average Fully diluted shares (¹) Implied NEWS equity value Price / TBV TBV (12/31/16) - Basic TBV (12/31/16) -Diluted TBV (6/30/17E)-Basic TBV (6/30/17E) - Diluted Price / EPS CY2017E CY2018E Price / Earnings (4)5X(6) CY2018E ICY2019E Source Note 9 Data $10.83 11.37 9.85 Illustrative asset manager implied multiples at various prices Implied NEWS equity value (-)Unrestricted net cash (6/30/17E) (-) Net asset value of portfolio loans sold (6/30/17E) (-) Net asset value of asset manager assets sold (6/30/17E) (3) Implied asset manager adjusted equity value (4) Implied asset manager equity value per share (¹) Data $629 629 $635 635 $0.78 0.93 $11 18 Current $10.83 (4.7%) 9.9% 42.902 $465 0.74x 0.74 0.73x 0.73 13.9x 11.6 $465 (194) (201) (98) ($28) ($0.66) NM NM Company management, Factset research systems, Company public flings and I/B/E/S consensus estimates (3) Market data as of 4/11/17. Balance sheet data as of 6/30/17E per NEWS management estimates. Based on basic shares outstanding of 42.8mm (including restricted stock) plus dilution from in-the-money options and warrants outstanding assuming treasury stock method. Based on sale of loan portfolio of $1.597mm as of 6/30/17E at blended sale price of -96% less funding and (5) non-funding debit per NEWS management estimates, for illustrative purposes. (6) $12.00 10.8% 5.5% 21.8% 42.935 $515 0.82x 0.82 0.81x 0.81 15.4x 12.9 $515 (194) (201) (98) $22 $0.52 2.0x 1.2x Illustrative NewStar price per share $12.75 $13.50 $14.25 17.7% 12.1% 29.4% 43.076 $549 0.87x 0.87 0.86x 0.87 16.3x 13.7 $549 (194) (201) (98) $56 $1.30 5.0x 3.1x 24.7% 18.7% 37.0% 43.752 $591 0.92x 0.94 0.91x 0.93 17.3x 14.5 $591 (194) (201) (98) $98 $2.23 8.7x 5.4x 31.6% 25.3% 44.6% 44.356 $632 0.97x 1.00 0.96x 1.00 18.3x 15.3 $632 (194) (201) (98) $139 $3.13 12.4x 7.8x Based on sale of assets of $164mm at blended sale price of -85% less Repo debt and accrued bonuses of $32mm and $9mm, respectively as of 6/30/17E. Adjusted to exclude the net asset value of balance sheet loans of the asset manager and the associated net interest margin as appropriate. Assumes asset manager is unlevered per NEWS management guidance Assumes asset manager is not a tax-payer per NEWS management guidance. $15.00 38.5% 31.9% 52.2% 44.901 $674 1.02x 1.07 1.01x 1.06 19.2x 16.1 $674 (194) (201) (98) $180 $4.02 16.2x 10.1x Confidential / Draft 12 O Credit Suisse AG and/or its affiliates
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