Morgan Stanley Investment Banking Pitch Book slide image

Morgan Stanley Investment Banking Pitch Book

• Owned assets valued at a range of bids received to high end of DCF range . Project Roosevelt . - High end of bids from bidders with known capital sources - DCF at discount rate range of 7.0%-9.0% - Exit cap rate at 7.0% Management business, including F&B business, net of public company costs, is valued at the current trading range of the Tier 1 peers: 9.4x-12.6x The lower practical limit for common equity value would be $0, so in cases where the number shown is negative, and assuming the asset or entity values estimated, other portions of the capital structure would experience value impairments so as to reflect a zero or nominal positive value for the common equity Notes 1. Company has written down equity value in JV interest of Mondrian South Beach to S0. JV interest and associated debt excluded from this analysis 2. Management company EBITDA shown includes F&B EBITDA, is net of public company G&A, and excludes $1.8MM of fees from terminated contracts 3. Value of Pipeline Under Construction based on cash flows through stabilization discounted to 12/31/2015 at the company's WACC; terminal value of the recurring management EBITDA calculated by applying a margin to stabilized fees and discounting back to 12/31/2015 at the company's WACC 4. NOL asset valued as 0% (low), 50% (mid-point) and 100% (high) of the total present value of Monroe accumulated NOLS as of 12/31/2015 given likelihood of an asset sale which absorbs much of the NOL in any scenario 5. Preferred stock accrued dividends as of 3/31/2016 Morgan Stanley MONROE VALUATION Sum-of-the-Parts Analysis Monroe - Value of Business and Selected Trading Statistics (SMM, except per share metrics) Real Estate Value of Owned Properties Hudson Value Delano Value Gross Clift Value Value of Clift Lease Obligation Implied Value of Clift Leasehold Gross Real Estate Value Less: Existing Property Debt of Owned Properties Delano South Beach Hudson Hudson Capital Lease Total Property Level Debt Net Real Estate Value (¹) Management Company Value 2016E Management Co. EBITDA less G&A (2) 2016 EBITDA Multiple (Tier 1 Peers) Net Management Company Value Other Assets PV of Pipeline Under Construction (3) PV of Lost Contracts (Termination & Mgmt Fees) MB Vegas Lease NOLS (4) Cash Other Liabilities Liability to Subsidiary Trust MB Vegas Lease Preferred & Accrued Dividends (5) Sasson / Masi Default Interest Sum-of-the-Parts Valuation (+) Fully Diluted Number of Shares (=) Sum-of-the-Parts Valuation per Share (=) Sum-of-the-Parts Valuation per Share (w/ Clift Leasehold at Negative Value) (-) Sum-of-the-Parts Valuation per Share (w/o NOLs) Source Company Information Low 248 DCF-Low 211 DCF-Low 68 (95) 459 (159) (263) (6) (428) 31 3.4 9.4x 32 8 12 5 18 (50) (5) (133) (3) (86) 35.9 ($2.39) ($3.13) ($2.39) 1 + I 1 + 1 1 + I 1 4 I 1 + 1 T 4 I T 4 1 T 1 T 1 I T 1 1 T 1 1 T 1 1 T 1 1 T 1 I T 1 I T L I t 1 1 t I Strictly Confidential Mid 284 Mid Point 230 Mid Point 71 (95) 515 (159) (263) (6) (428) 87 3.4 11.1x 38 9 12 5 23 18 (50) (5) (133) (3) 0 35.9 $0.01 ($0.66) ($0.64) I I I I 1 + 1 1 + 1 1 + I 1 1 1 + I 1 + I T 1 T 4 T 4 I T J I T L 1 T 1 1 T 1 I T L I 1 I 1 High 321 BOV-High 250 Asset Bids 74 (95) 571 (159) (263) (6) (428) 143 3.4 12.6x 43 10 12 5 47 18 (50) (5) (133) (3) 85 35.9 $2.37 $1.79 $1.08 17
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