Mezz fund 3 hours modelling test

Hey guys!

I'm going to the modelling test interview. I know that I'll have to model mezz financing with an equity kicker in the form of warrant. I have never experienced building such models, I wonder if someone can share some solid mezz models.

Thanks in advance!

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equity kicker is usually a penny warrant ($0 or nominal exercise price); it is worth nothing up front. If private co with no share count, it’s expressed as ‘penny warrant for x% of the company’, if there is a share count, usually expressed as ‘penny warrants for x shares’.

Again if private, there is generally structure in the warrant documentation such that the warrant ‘kicks in’ at a certain valuation level usually tied to a multiple (or obviously external event like sale to another party). To model the latter, assume a P/E multiple (or use the one given to you) and when your PF net income / EPS * said multiple exceeds the warrant valuation threshold, the holder of the warrant then owns x% or x shares of the company. When modeling the exit, reflect this ownership allocated to you along with the settlement of the debt that you own + interest you’ve collected. The equity you’ve this received at exit will boost returns significantly. If there is no exit but the warrant has kicked in due to valuation, make sure you are accounting for any equity dividends you are entitled to as an equity holder in your returns calculations.

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BLF_Merger thanks a lot for your reply. It makes things clearer and gives a clue how to handle it. But I would be very grateful for any practical example (Excel) because it's better to see once, than to hear a thousand time)))

 

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