Articles

What a follow-on reserve is actually worth

Dilution at a fair price costs nothing. What a pay-to-play clause costs is a quarter of a turn across the programme — while making every single deal look obvious.

A co-investment programme puts 100 into ten deals. One of them raises a rescue round at half the entry mark, and the standard advice applies: hold a reserve, follow your money, do not let your stake be eroded. The reserve most programmes reach for is fifteen per cent. On these figures a fifteen per cent reserve is worth 0.019 of a turn of programme multiple — and at twenty per cent it loses money.

Unless the shareholders’ agreement contains a pay-to-play clause, in which case the same fifteen per cent is worth 0.285 — fifteen times more, on the same portfolio, the same companies and the same probabilities. The reserve question turns out not to be a portfolio question at all.

First, the thing the warning gets wrong

“Your stake will be heavily eroded” is what a co-investor is told. Take the round at face value and see what the dilution actually does.

The day before the roundThe day after, having declined
Your ownership2.500%1.667%
Equity value it applies to200300
Your value5.005.00
A 10 cheque into a 400 company, marked down to a 200 pre-money and raising 100. The percentage falls by a third and the value does not move at all.

Nothing was taken by the dilution. The percentage fell from 2.50% to 1.67% and the value stayed at 5.00, because the new money bought exactly what it paid for. What cost real money was the markdown from 400 to 200, and that hit every holder identically — the ones who wrote a follow-on cheque and the ones who did not.

So what a non-participant gives up is not value already held. It is the option to buy more at the marked-down price, and an option has a price rather than a moral weight. Calling it erosion invites the reflex to defend the percentage, which is the expensive move rather than the prudent one.

What the option is worth, and the test that decides it

The follow-on cheque is 2.50 and it buys 0.833% of extra ownership, worth 5.83 at a 700 exit. That is a marginal return of 2.33, and on that number the decision looks settled.

It is not, because the money has an alternative use: another co-investment at the programme’s own gross. Against a 2.00× alternative the follow-on is the better decision only above an exit of 6002.00 times the post-money the rescue round has just set, in a company that missed plan badly enough to need rescuing. Demanding, and correct.

One deal, at a 700 exitPlain dilutionUnder pay-to-play
Multiple, having followed on1.401.40
Multiple, having declined1.170.50
Return on the follow-on dollars alone2.335.00
Break-even exit equity600250
  as a multiple of the round’s own post-money2.000.83
Same company, same exit, same capital. One clause different.

Under the punitive clause the same decision is not close. A one-times preference on the new money and a halving of non-participants’ units take the decliner from 1.17 to 0.50, lift the marginal return to 5.00, and drop the break-even to 250 — 0.83 of the round’s own post-money. You should follow on in almost every state of the world, and nothing about the company changed to make that true.

The trap, which is at the programme level

Run the ten deals with the whole programme deployed into initial cheques. Under plain dilution the programme returns 1.667. Under pay-to-play, identical in every other respect, it returns 1.40.

So the clause that makes every individual follow-on look obvious costs the programme 0.267 of a turn. A practitioner applying the marginal-dollar test deal by deal will conclude “follow on” every time, and will be right about the margin and wrong about the position. That is the shape good money after bad actually takes: it never looks like a bad decision at the margin, because at the margin it is not one.

So how big should the reserve be?

The reserve either covers a draw or it does not, so the question has to be run as an expectation over the whole distribution of how many deals come back — a step, not a slope. Every euro held back also shrinks the initial cheque, which shrinks the ownership in the six deals that never raise at all.

Reserve policyInitial chequeRaisers it can fundWorth, plain dilutionWorth, under pay-to-play
5%9.5020.0290.165
9%9.1030.0270.219
10%9.0040.0370.268
13%8.7050.0270.280
15%8.5070.0190.285
20%8.0010-0.0160.251
25%7.5010-0.0510.216
Turns of programme multiple, against holding no reserve at all. Expectation over the binomial distribution of how many of the ten deals come back — not over the average.

Two readings. Under plain dilution the value peaks around 10% and turns negative before twenty: past the optimum the reserve is taking capital out of a two-times sleeve and parking it at 1.09×. Under pay-to-play the optimum is nearer 15% and the whole curve sits an order of magnitude higher. The optimum is a property of the document, not of the portfolio.

One more feature of the table is worth naming. At exactly 20% the reserve can fund all ten deals, so the “not funded” branch never occurs and the two regimes give identical answers — the clause stops mattering entirely. Complete immunity from pay-to-play is purchasable, and it costs 20% of the programme. Under the punitive clause that is worse than the optimum by 0.034 of a turn; under plain dilution it is worse than holding no reserve at all.

Which changes the instruction

“Build a reserve policy into your programme before the first deal” cannot be executed as written. The right reserve under one set of documents destroys value under the other, and the documents are not knowable before the deal. A blanket fifteen per cent applied to deals with plain pro-rata dilution takes capital out of the fee-advantaged sleeve that the whole case for co-investment rests on.

What is knowable before the first deal is the question to ask of every shareholders’ agreement: does this vehicle contain a pay-to-play or punitive shadow-conversion mechanic, yes or no? Size the reserve from the answer — around 10% where the answer is no, around 15% where it is yes. That is one line of diligence, and on these figures it is worth about a quarter of a turn of multiple.

And keep the break-even, not the marginal multiple, on the page where the follow-on decision is recorded. 600 against 250 is the difference between a test the company has to pass and a test the clause has already passed for it.

The workbook behind this article

Every figure above is a live formula in the companion file for The Co-Investment Practitioner, which runs the round both ways, prices the clause on a single deal and across the programme, and sizes the reserve as an expectation over the binomial rather than the mean. It is free, and it needs no account and no email address.

Open the companion file →

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