Portfolio revaluation analysis

Page 1

Portfolio Revaluation Analysis


PORTFOLIO REVALUATION

($ and shares in millions except per share data) No.

Portfolio Companies

Valuation

Share Price (1) (2)

Total O/S Shares

Total Equity

Discount for Illiquidity

Own. %

$14.5

85.6

$1,242.8

0.0%

16.0%

Comp. EV / EBITDA

Implied EV

Net Debt

Implied Equity

Discount for Illiquidity

Own. %

$494.2 709.0 950.1 1,321.3 2,051.7 6,882.0 858.2 761.0 921.5 423.7 1,561.3 537.3

($96.0) 551.1 378.0 400.0 1,362.0 8,152.0 508.5 1,087.7 295.0 571.3 953.6 525.7

$590.2 157.9 572.1 921.3 689.7 (1,270.0) 349.7 (326.7) 626.5 (147.6) 607.7 11.5 -

30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0%

27.6% 75.6% 59.8% 18.7% 29.6% 10.0% 46.0% 97.8% 30.0% 29.6% 95.0% 93.1%

Unrealized Investments P 1 Total Unrealized Portfolio

Unrealized

Realized

$31.9 $31.9

$295.0 $295.0

Unrealized Investments A 1 B 2 C 3 D 4 E 5 F 6 G 7 H 8 I 9 J 10 K 11 L 12

$132.0 109.3 137.0 188.0 358.2 1,277.0 167.5 202.2 162.0 68.7 175.5 92.9

Cost

Multiple

$300.0 $300.0

1.1x 1.1x

Revaluation

Unrealized

Realized

Total Value

Cost

Multiple

$198.8 $198.8

$31.9 $31.9

$230.7 $230.7

$300.0 $300.0

0.8x 0.8x

3.7x 6.5x 6.9x 7.0x 5.7x 5.4x 5.1x 3.8x 5.7x 6.2x 8.9x 5.8x

Total Unrealized Portfolio

Valuation

Unrealized

Realized

Total Value

Revaluation Cost

Multiple

Unrealized

Realized

Total Value

Cost

Multiple

$405.0 213.6 459.6 325.0 800.0 470.0 454.8 506.3 445.0 446.5 751.8 420.7

$86.6 35.9 53.5 20.2 4.0

$491.6 213.6 495.5 378.5 800.0 470.0 454.8 506.3 465.2 446.5 751.8 424.7

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

3.9x 1.2x 1.7x 1.1x 2.3x 1.2x 2.3x 1.0x 1.0x 1.1x 1.1x 1.1x

$114.0 83.5 239.5 120.9 142.9 112.6 131.6 404.1 7.5

$86.6 35.9 53.5 20.2 4.0

$200.6 83.5 275.4 174.4 142.9 112.6 151.7 404.1 11.5

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

1.6x 0.4x 0.9x 0.5x 0.4x 0.6x 0.3x 0.6x 0.0x

$5,698.3

$200.2

$5,898.5

$4,323.9

1.4x

$1,356.7

$200.2

$1,556.9

$4,323.9

0.4x

Realized

Total Value

Cost

Multiple

$405.0 213.6 459.6 325.0 800.0 470.0 454.8 506.3 445.0 446.5 751.8 420.7

$86.6 35.9 53.5 20.2 4.0

$491.6 213.6 495.5 378.5 800.0 470.0 454.8 506.3 465.2 446.5 751.8 424.7

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

3.9x 1.2x 1.7x 1.1x 2.3x 1.2x 2.3x 1.0x 1.0x 1.1x 1.1x 1.1x

$177.1 275.9 98.6 68.0 1,306.5 163.5 53.8 -

$86.6 35.9 53.5 20.2 4.0

$263.8 275.9 134.5 121.5 1,306.5 163.5 74.0 4.0

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

2.1x 1.5x 0.5x 0.3x 3.8x 0.8x 0.2x 0.0x

$5,698.3

$200.2

$5,898.5

$4,323.9

1.4x

$2,143.5

$200.2

$2,343.7

$4,323.9

0.5x

EX

($ in millions)

EBITDA

$326.9 $326.9

TR

PRIVATE COMPANIES COMPARABLE PUBLIC COMPANIES REVALUATION (EV / EBITDA MULTIPLE)

Portfolio Companies

Total Value

A

(1) Source: Bloomberg (11/21/2008) (2) Converted from Euro; 1 EURO = 1.25188 USD as of November 21, 2008

No.

CT

PUBLIC COMPANIES

($ in millions)

Portfolio Companies

Unrealized Investments A 1 B 2 C 3 D 4 E 5 F 6 G 7 H 8 I 9 J 10 K 11 L 12 Total Unrealized Portfolio

Revenues

$244.0 428.2 533.0 409.0 3,161.0 5,058.0 797.3 541.6 253.0 200.1 717.6 566.8

Comp. EV/ Revenues 3.4x 2.5x 1.2x 2.2x 2.4x 0.9x 1.3x 0.3x 2.2x 1.4x 0.6x 0.6x

Implied EV

Net Debt

Implied Equity

Discount for Illiquidity

Own. %

$820.9 1,072.6 613.6 918.3 7,667.6 4,646.8 1,016.2 175.4 551.2 275.3 401.0 362.5

($96.0) 551.1 378.0 400.0 1,362.0 8,152.0 508.5 1,087.7 295.0 571.3 953.6 525.7

$916.9 521.4 235.6 518.3 6,305.6 (3,505.2) 507.7 (912.3) 256.2 (296.0) (552.6) (163.2)

30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0%

27.6% 75.6% 59.8% 18.7% 29.6% 10.0% 46.0% 97.8% 30.0% 29.6% 95.0% 93.1%

SA M

No.

PL E

COMPARABLE PUBLIC COMPANIES REVALUATION (EV / REVENUES MULTIPLE) Valuation Unrealized

Revaluation Unrealized

Realized

Total Value

Cost

Multiple


INDUSTRY MULTIPLES REVALUATION (EV / EBITDA MULTIPLE) ($ in millions)

$132.0 109.3 137.0 188.0 358.2 1,277.0 167.5 202.2 162.0 68.7 175.5 92.9

Comp. EV/ EBITDA 6.5x 12.2x 6.5x 6.5x 6.5x 6.5x 12.2x 6.5x 6.5x 12.2x 6.5x 8.5x

Implied EV

$858.9 1,335.5 891.4 1,223.3 2,330.7 8,309.0 2,046.6 1,315.7 1,054.1 839.8 1,141.9 788.4

Net Debt

($96.0) 551.1 378.0 400.0 1,362.0 8,152.0 508.5 1,087.7 295.0 571.3 953.6 525.7

Implied Equity

$954.9 784.4 513.4 823.3 968.7 157.0 1,538.1 228.0 759.1 268.5 188.3 262.7

Discount for Illiquidity

Own. %

30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0%

27.6% 75.6% 59.8% 18.7% 29.6% 10.0% 46.0% 97.8% 30.0% 29.6% 95.0% 93.1%

Total Unrealized Portfolio INDUSTRY MULTIPLES REVALUATION (EV / REVENUE MULTIPLE)

1.2x 2.6x 1.2x 1.2x 1.2x 1.2x 2.6x 1.2x 1.2x 2.6x 1.2x 0.8x

Implied EV

$301.9 1,120.4 659.6 506.1 3,911.7 6,259.2 2,086.1 670.2 313.1 523.5 888.0 453.3

Net Debt

($96.0) 551.1 378.0 400.0 1,362.0 8,152.0 508.5 1,087.7 295.0 571.3 953.6 525.7

Implied Equity

$397.9 569.3 281.6 106.1 2,549.7 (1,892.8) 1,577.6 (417.5) 18.1 (47.8) (65.6) (72.5)

Discount for Illiquidity

Own. %

30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0%

27.6% 75.6% 59.8% 18.7% 29.6% 10.0% 46.0% 97.8% 30.0% 29.6% 95.0% 93.1%

PL E

$244.0 428.2 533.0 409.0 3,161.0 5,058.0 797.3 541.6 253.0 200.1 717.6 566.8

Comp. EV / Revenue

SA M

Total Unrealized Portfolio

Revenue

Revaluation

Realized

Total Value

Cost

Multiple

Unrealized

Realized

Total Value

$86.6 35.9 53.5 20.2 4.0

$491.6 213.6 495.5 378.5 800.0 470.0 454.8 506.3 465.2 446.5 751.8 424.7

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

3.9x 1.2x 1.7x 1.1x 2.3x 1.2x 2.3x 1.0x 1.0x 1.1x 1.1x 1.1x

$184.5 415.1 214.9 108.0 200.7 11.0 495.3 156.1 159.4 55.6 125.2 171.2

$86.6 35.9 53.5 20.2 4.0

$271.1 415.1 250.8 161.6 200.7 11.0 495.3 156.1 179.6 55.6 125.2 175.2

Cost $125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

Multiple 2.2x 2.2x 0.8x 0.5x 0.6x 0.0x 2.5x 0.3x 0.4x 0.1x 0.2x 0.5x

$4,323.9

1.4x

$2,297.0

$200.2

$2,497.2

$4,323.9

0.6x

Realized

Total Value

Cost

$200.2

$5,898.5

Realized

Total Value

Cost

Multiple

$405.0 213.6 459.6 325.0 800.0 470.0 454.8 506.3 445.0 446.5 751.8 420.7

$86.6 35.9 53.5 20.2 4.0

$491.6 213.6 495.5 378.5 800.0 470.0 454.8 506.3 465.2 446.5 751.8 424.7

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

3.9x 1.2x 1.7x 1.1x 2.3x 1.2x 2.3x 1.0x 1.0x 1.1x 1.1x 1.1x

$76.9 301.3 117.9 13.9 528.3 508.0 3.8 -

$86.6 35.9 53.5 20.2 4.0

$163.5 301.3 153.8 67.4 528.3 508.0 24.0 4.0

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

1.3x 1.6x 0.5x 0.2x 1.5x 2.6x 0.1x 0.0x

$5,698.3

$200.2

$5,898.5

$4,323.9

1.4x

$1,550.0

$200.2

$1,750.2

$4,323.9

0.4x

Valuation

Unrealized

EX

Portfolio Companies

Unrealized Investments A 1 B 2 C 3 D 4 E 5 F 6 G 7 H 8 I 9 J 10 K 11 L 12

$405.0 213.6 459.6 325.0 800.0 470.0 454.8 506.3 445.0 446.5 751.8 420.7 $5,698.3

($ in millions)

No.

Valuation Unrealized

CT

Unrealized Investments A 1 B 2 C 3 D 4 E 5 F 6 G 7 H 8 I 9 J 10 K 11 L 12

EBITDA

A

Portfolio Companies

TR

No.

Revaluation Unrealized

Multiple


DOWNSIDE VALUATION-I (LOWEST EV / EBITDA MULTIPLE) ($ in millions)

$132.0 109.3 137.0 188.0 358.2 1,277.0 167.5 202.2 162.0 68.7 175.5 92.9

Comp. EV / EBITDA 3.7x 6.5x 6.5x 6.5x 6.2x 6.5x 5.8x 6.5x 6.5x 12.2x 6.5x 5.8x

Implied EV

Net Debt

Implied Equity

Discount for Illiquidity

Own. %

$494.2 709.0 891.4 1,223.3 2,208.0 8,309.0 968.7 1,315.7 1,054.1 839.8 1,141.9 537.3

($96.0) 551.1 378.0 400.0 1,362.0 8,152.0 508.5 1,087.7 295.0 571.3 953.6 525.7

$590.2 157.9 513.4 823.3 846.0 157.0 460.2 228.0 759.1 268.5 188.3 11.5

30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0%

27.6% 75.6% 59.8% 18.7% 29.6% 10.0% 46.0% 97.8% 30.0% 29.6% 95.0% 93.1%

Total Unrealized Portfolio

($ in millions)

1.2x 2.5x 1.2x 1.2x 1.2x 0.9x 1.3x 0.3x 1.2x 1.4x 0.6x 0.6x

Implied EV

Net Debt

Implied Equity

Discount for Illiquidity

Own. %

$301.9 1,072.6 613.6 506.1 3,911.7 4,646.8 1,016.2 175.4 313.1 275.3 401.0 362.5

($96.0) 551.1 378.0 400.0 1,362.0 8,152.0 508.5 1,087.7 295.0 571.3 953.6 525.7

$397.9 521.4 235.6 106.1 2,549.7 (3,505.2) 507.7 (912.3) 18.1 (296.0) (552.6) (163.2)

30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0%

27.6% 75.6% 59.8% 18.7% 29.6% 10.0% 46.0% 97.8% 30.0% 29.6% 95.0% 93.1%

PL E

$244.0 428.2 533.0 409.0 3,161.0 5,058.0 797.3 541.6 253.0 200.1 717.6 566.8

Comp. EV/ Revenues

SA M

Total Unrealized Portfolio

Revenues

Revaluation

Realized

Total Value

Cost

Multiple

$86.6 35.9 53.5 20.2 4.0

$491.6 213.6 495.5 378.5 800.0 470.0 454.8 506.3 465.2 446.5 751.8 424.7

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

3.9x 1.2x 1.7x 1.1x 2.3x 1.2x 2.3x 1.0x 1.0x 1.1x 1.1x 1.1x

$4,323.9

1.4x

Unrealized

Realized

Total Value

Cost

Multiple

$114.0 83.5 214.9 108.0 175.3 11.0 148.2 156.1 159.4 55.6 125.2 7.5

$86.6 35.9 53.5 20.2 4.0

$200.6 83.5 250.8 161.6 175.3 11.0 148.2 156.1 179.6 55.6 125.2 11.5

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

1.6x 0.4x 0.8x 0.5x 0.5x 0.0x 0.7x 0.3x 0.4x 0.1x 0.2x 0.0x

$1,358.8

$200.2

$1,559.0

$4,323.9

0.4x

Realized

Total Value

Cost

$200.2

$5,898.5

Realized

Total Value

Cost

Multiple

$405.0 213.6 459.6 325.0 800.0 470.0 454.8 506.3 445.0 446.5 751.8 420.7

$86.6 35.9 53.5 20.2 4.0

$491.6 213.6 495.5 378.5 800.0 470.0 454.8 506.3 465.2 446.5 751.8 424.7

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

3.9x 1.2x 1.7x 1.1x 2.3x 1.2x 2.3x 1.0x 1.0x 1.1x 1.1x 1.1x

$76.9 275.9 98.6 13.9 528.3 163.5 3.8 -

$86.6 35.9 53.5 20.2 4.0

$163.5 275.9 134.5 67.4 528.3 163.5 24.0 4.0

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

1.3x 1.5x 0.5x 0.2x 1.5x 0.8x 0.1x 0.0x

$5,698.3

$200.2

$5,898.5

$4,323.9

1.4x

$1,160.9

$200.2

$1,361.1

$4,323.9

0.3x

Valuation

Unrealized

EX

Portfolio Companies

Unrealized Investments A 1 B 2 C 3 D 4 E 5 F 6 G 7 H 8 I 9 J 10 K 11 L 12

$405.0 213.6 459.6 325.0 800.0 470.0 454.8 506.3 445.0 446.5 751.8 420.7 $5,698.3

DOWNSIDE VALUATION-II (LOWEST EV / REVENUE MULTIPLE)

No.

Valuation Unrealized

CT

Unrealized Investments A 1 B 2 C 3 D 4 E 5 F 6 G 7 H 8 I 9 J 10 K 11 L 12

EBITDA

A

Portfolio Companies

TR

No.

Revaluation Unrealized

Multiple


DOWNSIDE VALUATION-III (EXIT=PURCHASE MULTIPLE) ($ in millions)

7.0x 8.4x 9.9x 11.6x 12.7x 12.7x 9.4x 9.2x 11.0x 14.0x 11.8x 12.1x

Implied EV

Net Debt

Implied Equity

Discount for Illiquidity

Own. %

$924.0 918.1 1,356.3 2,180.8 4,549.1 16,217.9 1,574.5 1,860.2 1,782.0 962.3 2,070.9 1,124.1

($96.0) 551.1 378.0 400.0 1,362.0 8,152.0 508.5 1,087.7 295.0 571.3 953.6 525.7

$1,020.0 367.0 978.3 1,780.8 3,187.1 8,065.9 1,066.0 772.5 1,487.0 391.0 1,117.3 598.4

30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0% 30.0%

27.6% 75.6% 59.8% 18.7% 29.6% 10.0% 46.0% 97.8% 30.0% 29.6% 95.0% 93.1%

Total Unrealized Portfolio

Valuation Unrealized $405.0 213.6 459.6 325.0 800.0 470.0 454.8 506.3 445.0 446.5 751.8 420.7 $5,698.3

PL E

EX

Source: Company revenues, EBITDA & Purchase multiples from Portfolio company summaries and portfolio company updates

Revaluation

Realized

Total Value

Cost

Multiple

$86.6 35.9 53.5 20.2 4.0

$491.6 213.6 495.5 378.5 800.0 470.0 454.8 506.3 465.2 446.5 751.8 424.7

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

3.9x 1.2x 1.7x 1.1x 2.3x 1.2x 2.3x 1.0x 1.0x 1.1x 1.1x 1.1x

$4,323.9

1.4x

$200.2

Unrealized

Realized

Total Value

Cost

$197.1 194.2 409.5 233.7 660.4 564.6 343.3 528.9 312.3 81.0 743.0 389.9

$86.6 35.9 53.5 20.2 4.0

$283.7 194.2 445.4 287.2 660.4 564.6 343.3 528.9 332.5 81.0 743.0 393.9

$125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

2.3x 1.0x 1.5x 0.8x 1.9x 1.4x 1.7x 1.0x 0.7x 0.2x 1.1x 1.0x

$4,657.9

$200.2

$4,858.1

$4,323.9

1.1x

CT

$132.0 109.3 137.0 188.0 358.2 1,277.0 167.5 202.2 162.0 68.7 175.5 92.9

Purchase Multiple

A

Unrealized Investments A 1 B 2 C 3 D 4 E 5 F 6 G 7 H 8 I 9 J 10 K 11 L 12

EBITDA

TR

Portfolio Companies

SA M

No.

$5,898.5

Multiple


Comparable Company Analysis A

Company Name A B C D E

Exchange: Ticker Industry Classification Asset Asset Asset Asset Asset

Management Management Management Management Management

and Custody Banks; and Custody Banks; and Custody Banks; and Custody Banks; and Custody Banks;

Primary Industry Asset Asset Asset Asset Asset

Management Management Management Management Management

Geographic Location

and CuUnited States and Canada and CuUnited States and Canada and CuEurope and CuUnited States and Canada and CuEurope

Company Type

Business Description

Long Business Description

Public Public Public Public Public

National Investment SEI Investments Man Group plc provides Nicholas-Applegate Eclectic Investment Trust

National Investment SEI Investments Man Group plc, through Nicholas-Applegate -

Company Company Company Company Company

B

A

Primary Industry

Geographic Location

Company Type

Information Technology (IT) Consulting; Application Software Information Technology (IT) Consulting Application Software

Asia / Pacific

Public Company

B

Asia / Pacific

Public Company

C

Information Technology (IT) Consulting

Application Software

Asia / Pacific

Public Company

D

Information Technology (IT) Consulting

Application Software

United States and Canada;

Public Company

E

Information Technology (IT) Consulting

Application Software

Europe; European Developed

Public Company

A

Information Technology (IT) Consulting

Application Software

United States and Canada;

Public Company

B

Information Technology (IT) Consulting

United States and Canada; Application Software IT Consulting and Other S Asia / Pacific Information Technology (IT) Consulting; Application Software United States and Canada; Information Technology (IT) Consulting Systems Software United States and Canada;

Public Company

C

Information Technology (IT) Consulting

Public Company

D E

Public Company

Long Business Description

4.8 3.0

-

4.2

1,392.8

48.2

464.9

28.9

3.0

Unica Corporation

(42.2)

60.4

2.75

121.8

22.0

0.5

Autonomy Corporation

(125.8)

2,469.5

188.3

473.0

13.1

5.2

Quest Software, Inc.

(281.2)

1,098.0

114.3

720.5

9.6

1.5

Tyler Technologies,

(24.3)

430.6

49.4

256.0

8.7

1.7

-

-

2.5

0.3

0.3

8.5

Retalix, Ltd. provides

(26.0)

58.3

7.1

226.5

8.2

0.3

Check Point Software

(804.4)

3,157.8

390.1

797.6

8.1

4.0

(79.8)

271.6

55.2

346.5

4.9

0.8

NA

D

United States and Canada;

Public Company

E

Information Technology (IT) Consulting; Application Software Information Technology (IT) Consulting Application Software

Asia / Pacific

A

Information Technology (IT) Consulting

Application Software

Asia / Pacific

B

Information Technology (IT) Consulting

Application Software

Asia / Pacific

Manhattan Associates, Computer Modelling

(23.8)

70.4

15.2

32.3

4.6

148.0

32.3

255.3

4.6

0.6

JDA Software Group,

(50.3)

366.7

86.7

382.6

4.2

1.0

Public Company

-

(56.7)

147.4

34.9

124.8

4.2

1.2

Public Company

-

(56.7)

147.4

34.9

124.8

4.2

1.2

Public Company

MYOB Ltd engages in

(22.0)

234.4

79.3

203.1

3.0

1.2

($151.0)

$712.0

$90.1

$309.7

6.5x

2.5x

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

Revenues ($mm) [LTM]

TEV/EBITDA

TEV/Revenue

PL E

Company Type

Business Description

Long Business Description

A

Investment Advice; Investment

Investment Banking and B Asia / Pacific

Public Company

-

B

Diversified Support Services;

Research and Consulting SUnited States and Canada;

Public Company

FTI Consulting, Inc.

C

General Management Services;

Insurance Brokers

United States and Canada;

Public Company

Aon Corporation

D E

Diversified Support Services; Diversified Support Services;

Europe; European Develop Research and Consulting Research and Consulting SEurope; European Developed

Public Company Public Company

ICF International, Inc. -

D E F G H

SA M

C

9.7

(136.2)

Average

B

TEV/Revenue

43.7

Public Company

A

TEV/EBITDA 28.9

Public Company

Geographic Location

Revenues ($mm) [LTM]

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

Net Debt ($mm) [Latest Quarter]

464.9

Public Company

Primary Industry

3.4x

$871.9

$227.0

United States and Canada;

Company Name

3.7x

$1,354.7

48.2

United States and Canada;

Exchange: Ticker Industry Classification

$931.7

($578.8)

$25.0

United States and Canada

D

6.3 4.1

1,392.8

Application Software

Geographic Location

NM NM

$39.1 1,332.9 3,153.0 128.4 5.2

$1,093.6

Information Technology (IT) Consulting

Primary Industry

1.0 2.1 1.0

$7.5 590.2 2,018.0 -

4.2

Information Technology (IT) Consulting; Application Software Information Technology (IT) Consulting Application Software

Company Name

TEV/Revenue

5.0 4.7 1.6

$37.5 2,760.7 3,148.5 805.4 21.4

($103.2)

C

Exchange: Ticker Industry Classification

TEV/EBITDA

$21.0 (309.0) (2,606.0) (0.07) (0.2)

-

B

C

Revenues ($mm) [LTM]

-

EX

A

Public Company

Business Description

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

TR

Company Name

Exchange: Ticker Industry Classification

Net Debt ($mm) [Latest Quarter]

A

Average

CT

($ in millions)

Company Type

Average

Business Description

Net Debt ($mm) [Latest Quarter] ($196.6)

$647.4

$36.4

$94.9

17.8

6.8

418.6

2,723.7

276.7

1,250.8

9.8

2.2

(460.0)

11,070.5

1,323.0

7,821.0

87.0 18.2

367.1 160.4

71.5 36.5

721.9 318.8

8.4 5.1 4.4

1.4 0.5 0.5

6.9x

1.2x

Revenues ($mm) [LTM]

TEV/EBITDA

TEV/Revenue

$16.0

Long Business Description

2.2

Net Debt ($mm) [Latest Quarter]

$3,580.4

$426.9

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

$2,528.1

Asset Management and Custody Banks; Asset Management and CuUnited States and Canada

Public Company

Guardian Capital Group

$15.8

$201.6

$16.2

$67.0

12.4

Asset Management and Custody Banks; Diversified Capital Markets United States and Canada;

Public Company

Loring Ward

(14.2)

62.0

9.5

47.0

6.5

1.3

Asset Management and Custody Banks; Asset Management and CuUnited States and Canada;

Public Company

SEI Investments

(309.0)

2,760.7

590.2

1,332.9

4.7

2.1

Accident Insurance; Asset Management NA NA Asset Management and Custody Banks; Asset Management and Custody Banks;

Public Public Public Public Public

Dundee Wealth NA NA The Central Europe and AllianceBernstein

(0.25) (0.2) 2.1 (33.0) -

763.9 690.3 249.4 212.2 1,398.8

170.6 NA NA -

916.9 22.9 16.1 15.2 350.3

4.5 NM NM NM NM

0.8 30.1 15.5 14.0 4.0

7.0x

2.2x

Investment Banking and B United States and Canada NA NA NA NA Asset Management and CuUnited States and Canada; Asset Management and CuUnited States and Canada;

Company Company Company Company Company Average

($76.9)

$1,037.4

$196.6

$542.8

3.0


E

Primary Industry

Geographic Location

Company Type

Business Description

Long Business Description

Investment Banking; Security Brokers

Specialized Finance

Asia / Pacific

Public Company

Reliance Capital

B

Institutional Investment Advice;

Asset Management and

Europe; European Developed

Public Company

-

C

Institutional Investment Advice;

Asset Management and CuUnited States and Canada;

Public Company

Diamond Hill

D

Investment Banking; Security Brokers

Other Diversified

Asia / Pacific

Public Company

Fubon Financial

E

Investment Banking; Security Brokers

Investment Banking and

Asia / Pacific

Public Company

-

F

Investment Advice; Investment

Investment Banking and

United States and Canada

Public Company

Dundee Wealth

G

Investment Advice; Investment

Investment Banking and

Asia / Pacific

Public Company

-

H

Investment Advice; Security Brokers

Investment Banking and

Asia / Pacific

Public Company

-

I

Investment Advice; Investment

Investment Banking and

Asia / Pacific

Public Company

Average

Primary Industry

Geographic Location

Company Type

A B C

Investment Advice; Investment Market Research Market Research

Research and Consulting SAsia / Pacific United States and Canada; Healthcare Services Europe; European Develop Advertising

Public Company Public Company Public Company

D E F G

NA Market Research Market Research Market Research

NA NA Research and Consulting SEurope; European Developed Europe; European Developed Advertising Asia / Pacific Advertising

Public Public Public Public

H

Market Research

Advertising

United States and Canada;

Public Company

I

Market Research

Advertising

Europe; European Developed

Public Company

J

Market Research

K

Market Research

Research and Consulting SAsia / Pacific IT Consulting and Other S Asia / Pacific

NasdaqGS:F

Market Research

Spar Group Inc. (NasdaqCM:SGRP)

NasdaqCM:S

Market Research

Public Company

IT Consulting and Other S United States and Canada; United States and Canada; Advertising

(5.4)

7.9

3.9

16.0

2.0

0.5

(32.0)

6.6

10.6

35.2

0.6

0.2

1.8

6.9

16.1

22.7

0.4

0.3

5.7x

2.4x

Revenues ($mm) [LTM]

$3,015.5

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

3.6

0.5

40.0

12.0

233.8

3.3

47.3

29.6

160.0

1.6

0.3

-

(34.5)

10.9

7.8

66.0

1.4

0.2

-

(9.4)

1.7

2.5

11.2

0.7

0.1

(208.1)

347.9

38.6

236.4

9.0

1.5

3.0

17.2

3.1

72.1

5.5

0.2

5.4x

0.9x

Revenues ($mm) [LTM]

TEV/EBITDA

TEV/Revenue

Long Business Description NA -

C

Computer Aided Design (CAD)

Application Software

United States and Canada;

Public Company

D E F G H I

Computer Aided Design (CAD) Computer Aided Design (CAD) Computer Aided Design (CAD) Computer Aided Design (CAD) Computer Aided Design (CAD) Mapping Software

United States and Canada; Application Software Europe; European Developed Application Software Electronic Equipment and United States and Canada; Asia / Pacific Systems Software United States and Canada; Application Software United States and Canada; Leisure Products

Public Public Public Public Public Public

J

NA

NA

Public Company

$1,070.9

Net Debt ($mm) [Latest Quarter]

$2,443.7

$491.3

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

$2,739.2

$355.9

$22.0

$168.6

16.2

2.1

0.5

37.6

5.5

76.6

Autodesk, Inc. operates

(842.2)

3,175.5

561.5

2,355.8

6.8 5.7

0.5 1.3

SofTech, Inc. engages FARO Technologies, Avatech Solutions, Inc. -

11.6 (17.4) (102.4) (5.5) 0.2

12.5 24.9 125.2 47.5 6.2 57.2

2.4 4.9 28.0 13.2 4.19 (2.7)

9.9 31.4 212.2 119.6 49.6 1.4

5.2 5.0 4.5 3.6 1.5

1.3 0.8 0.6 0.4 0.1

NM

42.1

0.5

3.6

(1.0)

0.9

NM

4.0

5.1x

1.3x

TEV/EBITDA

TEV/Revenue

Average

($158.2)

Long Business Description

Net Debt ($mm) [Latest Quarter]

$489.5

$87.8

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

$400.9

Revenues ($mm) [LTM]

Primary Industry

Geographic Location

$3.0

$17.2

$3.1

$72.1

Marketing Consulting

Advertising

United States and Canada;

Public Company

MDC Partners, Inc.

151.8

262.7

58.9

600.0

Print Advertising

Advertising

United States and Canada

Public Company

Pareto Corporation

5.4

22.3

6.5

72.1

Marketing Consulting

Advertising

United States and Canada;

Public Company

Harte-Hanks, Inc., a

273.5

585.6

175.0

1,116.2

(0.3)

9.5

4.7

Public Company

Public Company Average

0.2

($81.6)

NA

Business Description

$1,065.4

2.5

SPAR Group, Inc.

Company Company Company Company Company Company

$542.6

0.8

35.5

Public Company

SA M

3.1

4.3

-

Public Company

E

3.1

4.5

916.9

1.6 0.8 0.7

United States and Canada

D

5.4

1,598.2

170.6

6.6 5.1 3.9

NA

C

3,408.4

1,101.2

731.2

1,836.4 1,705.6 7,316.1 549.0

Application Software

B

1,949.5

4,948.5

449.1 266.5 1,384.8 73.7

NA

A

10,562.8

(0.3)

2,973.1 1,350.6 5,459.0 268.9

Forrester Research,

Company Type

6,915.8

(10,828.9)

1,829.8 663.6 1,672.8 280.7

Harris Interactive, Inc.

Business Description

3.1

NM 3.6 0.9

Computer Aided Design (CAD)

Company Name

2.3

TEV/Revenue

NA

Exchange: Ticker Industry Classification

6.9

21.1 13.2 7.7

B

H

47.5

TEV/EBITDA

A

NA

16.0

$2.5 49.6 2,288.8

SPAR Group, Inc.,

Company Type

110.5

($0.1) 13.5 282.6

Forrester Research, Inc.,

Geographic Location

4.1

(28.9)

($1.5) 177.8 2,166.8

Public Company

Primary Industry

8.4

($5.8) (0.4) 907.4

Public Company

PL E

Company Name

Exchange: Ticker Industry Classification

8.6

239.3

National Research Taylor Nelson Sofres

Average

G

$1,231.4

117.3

Net Debt ($mm) [Latest Quarter]

Publicis Groupe, S.A. -

Public Company

TEV/Revenue

$439.7

984.5

Long Business Description

EX

Forrester Research Inc.

Company Company Company Company

TEV/EBITDA

$3,763.1

(138.0)

TR

Company Name

Business Description

Revenues ($mm) [LTM]

$1,968.9

($302.4)

F

Exchange: Ticker Industry Classification

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

A

A

Net Debt ($mm) [Latest Quarter]

CT

Company Name

Exchange: Ticker Industry Classification

$86.7

$179.5

$49.6

87.4 $389.6

5.6 4.5

0.2 0.4

3.4 3.3

0.3 0.5

2.0

0.1

3.8x

0.3x


I

Primary Industry

Geographic Location

Company Type

Business Description

Long Business Description

A

Asset Management and Custody Banks; Asset Management and CuAsia / Pacific; Europe; European Public Investment Firm

-

B

Asset Management and Custody Banks; Asset Management and CuEurope; European Developed

Public Investment Firm

-

C

Asset Management and Custody Banks; Asset Management and CuCanada; Ontario; United States

Public Company

-

D E

Asset Management and Custody Banks; Asset Management and CuAfrica / Middle East; South Asset Management and Custody Banks; Asset Management and CuAsia / Pacific; Asia / Pacific

Public Investment Firm Public Investment Firm

-

F

Asset Management and Custody Banks; Asset Management and CuDeveloped Markets; Australia ;

Public Investment Firm

Fortress Investment

G

Capital Markets

Asset Management and CuUnited States and Canada

Public Company

IGM Financial, Inc., a

H

Capital Markets; Investment Advice

Asset Management and CuUnited States and Canada;

Public Company

Diamond Hill

I

Capital Markets

Asset Management and CuEurope; European Developed

Public Company

Azimut Holding SpA Average

Primary Industry

Geographic Location

Company Type

Human Resources Software

Application Software

United States and Canada;

Public Company

B C

Human Resources Software NA

Application Software NA

Europe; European Developed NA

Public Company Public Company

D

Human Resources Software

Application Software

Europe; European Developed

Public Company

E

Human Resources Software

Application Software

Europe; European Developed

Public Company

F

Accounting Software; Financial Services Application Software

United States and Canada

Public Company

G

Human Resources Software

IT Consulting and Other S Europe; European Developed

Public Company

H

Human Resources Software

Application Software

Europe; European Developed

Public Company

I

Human Resources Software

Application Software

United States and Canada;

Public Company

5.0

(67.8)

276.4

71.9

256.3

5.6 3.8

0.3 1.1

(14.8) (53.9)

147.7 54.2

51.0 82.7

121.2 181.6

2.9

1.2

0.7

0.3

544.8

918.2

(594.9)

940.5

NM

1.0

327.9

6,650.7

1,214.1

2,682.2

5.5

2.5

(28.9)

97.0

16.0

47.5

6.1

2.0

793.5

1,133.6

127.6

462.3

8.9

2.5

5.7x

2.2x

TEV/EBITDA

TEV/Revenue

43.3 9.8 8.2

1.6 0.8 2.1

$1,544.5

Net Debt ($mm) [Latest Quarter]

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

$689.6

Revenues ($mm) [LTM]

$278.1

$6.4

$171.0

(24.5) 808.3

41.2 3,941.7

4.2 480.8

48.5 1,835.1

-

(106.4)

410.6

355.6

90.6

-

(38.6)

82.4

30.0

93.4

2.7

0.9

-

(7.5)

14.7

5.4

28.1

2.7

0.5

-

(19.6)

20.0

7.8

41.1

2.6

0.5

-

SuccessFactors, Inc.

Business Description

$159.1

Long Business Description

3.9

0.9

(1.9)

20.9

15.1

61.4

1.4

0.3

(101.5)

209.4

(79.4)

98.1

NM

2.1

6.2x

1.4x

$107.5

Net Debt ($mm) [Latest Quarter]

$926.1

$105.2

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

$497.1

Revenues ($mm) [LTM]

TEV/EBITDA

TEV/Revenue

NA

NA

NA

Public Company

NA

($40.0)

$141.9

$0.3

$96.9

Enterprise Software; Online Services; NA

Application Software NA

United States and Canada; NA

Public Company Public Company

The Ultimate Software NA

(19.1) (19.1)

312.0 293.7

6.4 6.4

171.0 171.0

456.4 48.6 45.8

1.5 1.8 1.7

D

Enterprise Software

Application Software

United States and Canada;

Public Company

Taleo Corporation

(47.0)

195.7

11.4

157.4

17.2

1.2

E

Enterprise Software; Online Services

Internet Software and Serv United States and Canada;

Public Company

Saba Software, Inc.

(14.7)

24.4

3.4

107.6

7.2

F

Development Consulting

Application Software

United States and Canada;

Public Company

SumTotal Systems,

(41.6)

54.3

9.0

130.4

6.1

0.4

G

Development Consulting; Enterprise

Application Software

Europe; European Developed

Public Company

Lawson Software, Inc.

(112.9)

510.7

99.5

855.4

5.1

0.6

H

Enterprise Software; Online Services

Application Software

United States and Canada;

Public Company

Callidus Software, Inc.

(41.4)

32.7

(6.4)

105.3

Enterprise Software

Application Software

United States and Canada;

Public Company

Kenexa Corporation

(25.7)

110.1

41.4

206.4

NM 2.7

0.3 0.5

8.9x

0.6x

TEV/EBITDA

TEV/Revenue

L

A B C D

Exchange: Ticker Industry Classification Healthcare Services

Primary Industry

Geographic Location

Company Type

Kenexa Corporation, Average

Business Description

($51.5)

Long Business Description

Net Debt ($mm) [Latest Quarter]

$163.6

$23.4

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

$271.2

Revenues ($mm) [LTM]

0.2

Healthcare Services

United States and Canada;

Public Company

Cross Country

$131.8

$393.1

$54.5

$710.1

7.2

0.6

NA

NA

NA

Public Company

NA

134.8

1,440.4

253.3

1,020.8

Healthcare Services

Healthcare Services

United States and Canada;

Public Company

Medical Staffing

115.9

136.9

26.0

567.3

5.7 5.3

1.4 0.2

Healthcare Services

SA M

Company Name

Company Type

7.0

168.8

B C

NasdaqGS:K

Geographic Location

$317.3

10.2

A

I

Primary Industry

PL E

Company Name

Exchange: Ticker Industry Classification

TEV/Revenue

$228.0

56.9

($19.1)

ClickSoftware NA

Average

K

TEV/EBITDA

$1,587.9

9.1

A

The Ultimate Software

EX

A

Long Business Description

Revenues ($mm) [LTM]

($101.2)

TR

Company Name

Business Description

Total Enterprise Value ($mm) EBITDA ($mm) [Latest] [LTM]

$207.6

J

Exchange: Ticker Industry Classification

Net Debt ($mm) [Latest Quarter]

CT

Company Name

Exchange: Ticker Industry Classification

Healthcare Services

United States and Canada;

Public Company

AMN Healthcare

150.6

425.2

85.6

1,207.2

Gentiva Health Services Inc.

NasdaqGS:G Home Healthcare Services

Healthcare Services

United States and Canada;

Public Company

Gentiva Health Services,

Gentiva Health

201.9

882.2

111.8

1,330.9

7.9

0.7

Rehabcare Group Inc. (NYSE:RHB)

NYSE:RHB

Healthcare Services

Healthcare Services

United States and Canada;

Public Company

RehabCare Group, Inc.

RehabCare Group, Inc.

39.6

303.7

46.3

727.8

6.6

0.4

HealthTronics Inc. (NasdaqGS:HTRN)

NasdaqGS:H

Healthcare Services

Healthcare Equipment

United States and Canada;

Public Company

HealthTronics, Inc.

HealthTronics, Inc.

-6.32

89.7

69.6

157.5

1.3

0.6

Arcadia Resources Inc. (AMEX:KAD)

AMEX:KAD

Healthcare Services

Healthcare Services

United States and Canada;

Public Company

Arcadia Resources, Inc.,

Arcadia Resources,

Average

35.2 $133.3

98.2 $598.9

(0.09) $104.8

149.3 $876.4

5.0

0.4

NM

0.7

5.8x

0.6x


Company Name A B C D E F G H I J

Industry (1) Services & Leasing Computers & Electronics Services & Leasing Services & Leasing Services & Leasing Services & Leasing Computers & Electronics Services & Leasing Services & Leasing Computers & Electronics

K L

Services & Leasing Healthcare

EV/EBITDA 6.5 12.2 6.5 6.5 6.5 6.5 12.2 6.5 6.5 12.2

EV/Revenue 1.2 2.6 1.2 1.2 1.2 1.2 2.6 1.2 1.2 2.6

6.5 8.5

1.2 0.8

Ownership Stake 27.6% 75.6% 59.8% 18.7% 29.6% 10.0% 46.0% 97.8% 30.0% 71.3% 95.0% 93.1%

Net Debt ($96.0) 551.1 378.0 400.0 1,362.0 8,152.0 508.5 1,087.7 295.0 571.3 953.6 525.7

($ in millions)

LTM EBITDA $132.0 109.3 137.0 188.0 358.2 1,277.0 167.5 202.2 162.0 68.7 175.5 92.9

Revenue $244.0 428.2 533.0 409.0 3,161.0 5,058.0 797.3 541.6 253.0 200.1 717.6 566.8

($ In millions)

A B C D E F G H I J K L M N O P

May-06 Oct-06 Jul-06 Oct-07 Feb-08 Mar-08 Feb-08 Oct-07 Jul-07 Jun-07 Dec-05 Sep-04 Nov-06 Jun-07 May-06 Nov-06

10.4x

SA

M

1 EUR = 1.44487 USD 1.44487 1 Pound = 1.48 USD 1.59

LTM EBITDA LTM PF EBIT Run-Rate EBI PF EBITDA n/a 2007 EBITDA 2007 EBITDA LTM EBITDA LTM EBITDA LTM EBITDA 2005 Adj. EBI Run-Rate EBI TBV LTM EBITDA LTM PF EBIT LTM PF EBIT

PL

Average

8.4x 9.9x 11.6x 9.2x n/a 5.1x 10.0x 11.0x 14.0x 11.8x 12.7x 7.0x 0.9x 12.1x 12.7x 9.4x

As of September 30, 2008

2006 Revenue

2007 Revenue

LTM 9/30/08 Revenue

2006 EBITDA

$389.4 375.0 381.5 466.8 751.1 237.0 1,795.0 198.0 91.1 632.4 1,739.9 197.0 1,254.0 475.9 4,174.0 631.6

$456.7 504.0 434.0 505.9 808.5 326.5 1,936.0 244.0 170.3 679.6 2,717.6 243.0 1,113.0 516.7 4,707.0 725.3

$428.2 533.0 409.0 541.6 845.0 371.3 1,913.1 253.0 200.1 717.6 3,161.0 244.0 1,160.0 566.8 5,058.0 797.3

$97.0 92.0 192.4 158.3 164.8 163.3 226.0 137.0 30.2 132.2 247.9 100.0 1,825.0 76.9 959.0 100.8

$114.1 125.0 215.9 183.3 182.8 244.2 269.0 167.0 53.4 152.0 334.6 130.0 2,253.0 83.0 1,179.0 144.1

$109.3 137.0 188.0 202.2 201.0 280.3 294.6 162.0 68.7 175.5 358.2 132.0 2,382.0 92.9 1,277.0 167.5

$551.1 378.0 400.0 1,087.7 805 -176.9 1,213.9 295.0 571.3 953.6 1,362.0 -96.0 0.0 525.7 8,152.0 508.5

5.0x 2.8x 2.1x 5.4x 4.0x (0.6x) 4.1x 1.8x 8.3x 5.4x 3.8x (0.7x) – 5.7x 6.4x 3.0x

$835.7

$998.3

$1,069.3

$191.9

$238.5

$256.4

$1,102.1

3.8x

404054 90410

826912 190106

E

Unrealized Investmen

Entry Multiple Methodology

Comment LTM 9/30/2008 LTM 9/30/2008 LTM 9/30/2008 LTM 9/30/2008 LTM 9/30/2008 LTM 9/30/2008 LTM 9/30/2008 LTM 9/30/2008 LTM 9/30/2008 LTM 9/30/2008 LTM 9/30/2008 LTM 9/30/2008

EX

Initialmplied Entry Investment Multiple

Purchase Multiple 7.0x 8.4x 9.9x 11.6x 12.7x 12.7x 9.4x 9.2x 11.0x 14.0x 11.8x 12.1x

A

Cost $125.1 185.8 296.1 357.7 345.4 392.7 197.7 506.3 445.0 422.7 663.0 386.5

TR

Company Name A B C D E F G H I J K L

CT

Source: (1) S&P M&A Stats, October 2008

2007 LTM 9/30/08 LTM 9/30/08 LTM 9/30/08 EBITDA EBITDA Net DebtDebt/ EBTIDA


($ in millions)

As of June 30, 2008

Initial Investment

Cost of Investments

Realized Value

Total Value

Gross Return

Gross IRR

A

Dec-04

$224.7

$1,531.2

B

May-01

305.5

1,083.4

-

$1,531.2

6.8x

371.8%

-

1,083.4

3.5x

C

Nov-01

297.5

25.4%

935.3

-

935.3

3.1x

D

Aug-03

28.4%

200.1

696.8

-

696.8

3.5x

E

52.2%

Feb-00

312.0

589.6

-

589.6

1.9x

442.2%

F

Apr-00

130.7

432.8

-

432.8

3.3x

21.5%

G H

Oct-00 Nov-03

41.2 205.1

62.0 468.7

133.8

62.0 602.5

1.5x 2.9x

37.8%

$1,716.8

$5,799.8

$133.8

$5,933.6

$125.1

$86.6

$405.0

$125.1

$86.6

$405.0

$1,842.0

$5,886.4

$538.8

Initial Investment

Cost of Investments

Realized Value

Unrealized Value

Total Value

Gross Return

Gross IRR

Jul-05 Sep-06 Dec-04 Nov-05

$315.9 163.7 193.7 144.3

$2,617.1 176.0 211.7 109.8

537.0 326.6 114.4

$2,617.1 713.0 538.3 224.2

8.3x 4.4x 2.8x 1.6x

121.0% 199.5% 48.2% 20.9%

$817.6

$3,114.6

$978.0

$4,092.6

5.0x

$800.0 459.6 470.0 454.8 325.0 295.0 213.6

$800.0 495.5 470.0 454.8 378.5 326.9 213.6

2.3x 1.7x 1.2x 2.3x 1.1x 1.1x 1.2x

Fund IV

Unrealized Value

Net IRR

Realized Investments

Unrealized Investments M

Sep-04

Total Unrealized Investments Total Investments

Total Realized Investments

Total Unrealized Investments Total Investments

$345.4 296.1 392.7 197.7 357.7 300.0 185.8

3.9x

46.6%

$491.6

3.9x

46.6%

$6,425.2

3.5x

50.1%

35.2%

Total Unrealized Investments Total Investments

39.9% 47.8% 9.1% 69.2% 3.2% 6.3% 6.9%

$121.3

$3,018.0

$3,139.3

1.5x

$2,893.0

$3,235.8

$3,996.0

$7,231.9

2.5x

Initial Investment

Cost of Investments

Realized Value

Unrealized Value

Total Value

Gross Return

Gross IRR

Feb-08 Jun-07 Oct-07 Oct-07 Jul-07 Jun-07 Feb-08 Mar-08

$789.1 663.0 506.3 445.0 422.7 386.5 410.0 425.8

$789.1 751.8 506.3 445.0 446.5 420.7 410.0 297.5

$789.1 751.8 506.3 465.2 446.5 424.7 410.0 396.1

1.0x 1.1x 1.0x 1.0x 1.1x 1.1x 1.0x 0.9x

NM 13.4% NM 7.4% 7.6% 10.0% NM (25.7%)

$4,066.9

$4,189.7

1.0x

5.7%

(3.2%)

1.0x

5.7%

(3.2%)

PL

Unrealized Investments Q D F J JK L A D

35.9 53.5 31.9 -

Net IRR

$2,075.4

E

($ in millions)

Dec-05 Oct-06 May-06 Nov-06 Jul-06 Nov-06 May-06

EX

Unrealized Investments F F E GH H SD H

M

$491.6

TR

Realized Investments T G V D

SA

NA

As of June 30, 2008

Fund V

Fund VI

3.5x

A

($ in millions)

CT

Total Realized Investments

7.4%

$4,048.3 $4,048.3

20.2 4.0 98.6 $122.8 $122.8

58.5%

44.1%

As of June 30, 2008

$4,066.9

$4,189.7

Net IRR


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