Private Equity & Exit OppsHard

MIP dilution math: sponsor invests $400 for 100% of the equity and grants management options over 10% of the equity VALUE GAIN above the $400 entry value. Exit equity is $1,000 in year 5. Sponsor returns with and without the MIP?

Model answer

Value gain above strike = 1,000 − 400 = $600. Management's MIP payout = 10% × 600 = $60. Sponsor proceeds = 1,000 − 60 = $940. Sponsor MOIC = 940/400 = 2.35x (~19% IRR) versus 1,000/400 = 2.5x (~20%)…

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