Modeling Out Liquidation Melt Away

How would I model out returns on a security that has a 1x liquidation preference that is "reduced ratably to zero between 1.0x and 3.0x the initial investment price per share".

Can't seem to find this anywhere and I haven't done this before.

6 Comments
 

Typical participating preferred structure. If we invest $20 million for 20% fully diluted and total proceeds are $120 million, than return to investor is $20 million (liquidiation pref) plus 20% of remaining proceeds ($20 milllion) for a total return for $40 million. CoC return of 2x.

We structured a deal where our liqudiation preference is reduced from 100% to 0% as the price per share value increases from 1-3x cost.

I don't know how to reflect that variability in a proceeds to investor analysis.

 
Best Response

You have to model it as a 3x cap with a sliding scale as if you gradually converted from preferred to common instead of all at once when you reach the 3x cap: Think of it as starting at 1x with 100% of your equity from your LP, 0% from your common distribution. Then as you move from a 1x return to a 3x return; your mix will slide from less $ from LP and more from common distribution, until you reach 3x where 100% of your $ comes from common shares.

The upside for common holders is that as returns go up from 1x to 3x, instead of converting pref to com at 3x all of the sudden, you'll do the equivalent of converting more and more to common as your returns go up starting at 1x. That's less LP in the way of the already common holders (management). Smart way to structure a deal on the mgt side -- never seen it but understand rationale.

If I were you, I'd try to lift it and put a straight 3x cap, more upside for you guys. If you still gotta model it, see above -- that's how i'd do it conceptually.

 

Ad debitis quia doloribus maiores sed consequatur nemo. Reprehenderit at numquam consequatur qui. Quisquam dolores eaque itaque. Molestiae quis sint qui.

Laboriosam dolor quod ut saepe et quis nam assumenda. Voluptate necessitatibus aliquid qui eveniet doloribus. Quam earum libero et doloremque. Facere accusantium eos ab quibusdam tempore dolor facilis earum.

Rerum ipsa earum omnis itaque natus. Quos eum mollitia ut neque harum nemo. Unde est quia et et omnis. Laboriosam accusantium saepe velit suscipit ea.

Saepe vitae voluptatibus eius. Reprehenderit voluptatem consectetur hic voluptatum dolorem. Sequi vel ea et quo omnis placeat voluptatem. Et qui saepe voluptatum et. At et distinctio corporis assumenda earum voluptates ab impedit.

Career Advancement Opportunities

June 2026 Private Equity

  • The Riverside Company 99.6%
  • KKR (Kohlberg Kravis Roberts) 99.2%
  • Blackstone Group 98.9%
  • Warburg Pincus 98.5%
  • Bain Capital 98.1%

Overall Employee Satisfaction

June 2026 Private Equity

  • KKR (Kohlberg Kravis Roberts) 99.6%
  • The Riverside Company 99.2%
  • Ardian 98.9%
  • Blackstone Group 98.5%
  • Starwood Capital Group 98.1%

Professional Growth Opportunities

June 2026 Private Equity

  • Bain Capital 99.6%
  • The Riverside Company 99.2%
  • Blackstone Group 98.9%
  • Starwood Capital Group 98.5%
  • KKR (Kohlberg Kravis Roberts) 98.1%

Total Avg Compensation

June 2026 Private Equity

  • Principal (9) $653
  • Director/MD (24) $547
  • Vice President (97) $363
  • 3rd+ Year Associate (104) $281
  • 2nd Year Associate (234) $272
  • 1st Year Associate (411) $229
  • 3rd+ Year Analyst (33) $157
  • 2nd Year Analyst (95) $134
  • 1st Year Analyst (271) $124
  • Intern/Summer Associate (37) $80
  • Intern/Summer Analyst (351) $61
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

1
redever's picture
redever
99.2
2
Secyh62's picture
Secyh62
99.0
3
BankonBanking's picture
BankonBanking
99.0
4
kanon's picture
kanon
99.0
5
CompBanker's picture
CompBanker
98.9
6
Betsy Massar's picture
Betsy Massar
98.9
7
DrApeman's picture
DrApeman
98.9
8
dosk17's picture
dosk17
98.9
9
GameTheory's picture
GameTheory
98.9
10
Mimbs's picture
Mimbs
98.8
success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”