AAA The great Spac mania

The great Spac mania

The US stock market is the most liquid public market and the world. It has demonstrated not only enviable returns over the past decade but extraordinary resilience after the pandemic’s shock over financial markets in February-March 2020. The latter only attests to the markets ability to immediately discount the effects of injected additional liquidity by the Federal Reserve and the expected economic recovery. After all, there tends to be a bull market most of the time in US stock exchanges, or at least that has been the case of the past few decades.

However, there is one thing that remains truly puzzling about this public market which has such a strong tendency to go up – the number of listed companies in it went down for quite some time over the past two decades. According to data, cited by MarketWatch, the number of companies on the New York Stock Exchange and Nasdaq reached an all-time high at around 8,000 during the second half of the 1990s, amid the dotcom boom, but has steadily declined since. According to data of Credit Suisse, cited by MarketWatch, the number appears to have bottomed at around 3,600 in 2016 and stood at around 6,000 by October last year. Economically, it makes sense for companies to raise equity capital on public market whenever there is a bull market, as higher implied valuations allow them to raise more cash per share than they otherwise could. Even though the trend appears to have somewhat reversed, it is still a pertinent question to raise: what has happened?

The answer may have to do partly with low interest rates, which major developed economies have enjoyed since the end of the global financial crisis. Low borrowing costs may have incentivised companies to raise more debt rather than equity financing. Share buybacks, which became somewhat controversial for certain public entities in the beginning of the covid-19 crisis, have probably also had their fair share of contribution for stirring the bull market. In a paper by S&P Global, entitled “Examining Share Repurchasing and the S&P Buyback Indices in the U.S. Market”, authors Zheng and Luk found that, from 1997 onward, share repurchases have effectively overtaken the role of dividends as the dominant form of corporate payout in the US public markets. The logic behind repurchases is rather simple and lies on basic arithmetic – over time the total number of shares outstanding of a listed company is shrunk, assuming the market is generally moving up, it is easy to see how this artificially created scarcity of shares contributes to higher returns.

However, one thing that is interesting to us at Global Corporate Venturing is: has private capital played a role in this? And there is seemingly no shortage of evidence to support such a hypothesis. As we reported in the last World of Corporate Venturing report 2021, using PitchBook’s data, nearly $1.8 trillion were deployed in all VC-backed deals tracked between 2011 and 2020. According to the Financial Times, total private capital industry has reached over $7 trillion in size, encompassing venture capital, private equity, private credit, growth equity as well as private investments in natural resources, infrastructure and real estate. Robin Wigglesworth, the author of the FT piece entitled “Private capital industry soars beyond $7tn”, attributes this impressive growth to “demand for higher-returning but pricey and opaque strategies”. He also highlights the enormous amounts of dry powder that have been amassed, standing at nearly $2.5 trillion that are yet to be deployed. He warns, however, this excess of liquidity has spurred competition for deals, which has led some analysts to believe that returns may suffer going forward.  

High valuations in venture capital and the much-publicised rise of unicorns over the past five years have likely fomented the preference of promising companies to stay private over opting to list on a stock exchange. If we look back at some of the landmark or notable IPOs of 2020, we find a number of companies that have stayed private for well over a decade – Airbnb (founded in 2008), Asana (founded in 2008), Unity Technologies (founded in 2004), Palantir (founded in 2003), ZoomInfo (founded in 2000), GoHealth (founded in 2001), Datto (founded in 2007), Duck Creek (founded in 2000), Schrödinger (founded in 1990). Venture capital investors have a long investment horizon of around 10 years, though, anecdotal evidence suggests seven years or shorter on average. However, we may reasonably suppose that companies with great potential staying private for so long may have been something a bit frustrating even for long-term investors like them, when it comes to scoring exits and building goodwill with their limited partners.

One explanation of why private companies were waiting for their valuations to soar before going public may have to do with regulatory burden. Regulatory requirements for companies that consider an IPO or a direct listing can be very stringent and expensive for companies that are relatively small in valuation and have smaller institutional support. There is also the implicit issue of trade secrets in tech companies which may not be as easy to guard if the entity is listed as a public company. However, in recent times, private companies and private capital seem to have found a novel way of working around such issues.

Spac mania or how do Spacs really work?

The number of special purpose acquisition companies (Spacs) has attracted much media attention over the past year and a half. According to data by Statista, the number of such blank cheque investment vehicles in US public markets was beginning to lift off in 2017 and 2018 versus previous years but it truly skyrocketed in 2020, which registered 248 of them – a nearly four-fold increase over the 59 in 2019. By the beginning of June, there have already been considerably more (311) Spacs already listed.

To put things in perspective, these numbers represent a significant chunk of all IPOs in the US both in 2020 (61% or 248 out of a total of 407) as well as the first half of 2021 (56% or 311 out of the 558 IPOs by late June). So, why this seemingly sudden popularity bordering on frenzy?

By now most readers interested in finance are likely familiar with the basic mechanics of Spacs. They are in essence blank cheque companies, typically sponsored by a well-known investor, that get listed in a public market through an IPO in which they raise capital. The capital is used to buy one or more company or, often, just merge with an existing private company. When a merger takes place, the Spac takes the private company public without having to go through a cumbersome IPO or a direct listing. It is clear to see how advantageous that might be to venture investors holding stakes in portfolio companies that may otherwise have some trouble filing for an IPO.

As there is less scrutiny than with a company going public the old-fashioned way, there have been some controversies with companies that have gone public through reverse mergers with a Spac, such as China-based coffeehouse chain Luckin Coffee and US-based zero-emission vehicle developer Nikola. The former was caught to have falsified large chunks of its reported revenues and in early 2021 it filed for bankruptcy, whereas the latter was accused of fraud and its founder ended up resigning and being indicted. Such cases support the argument of critics of Spacs, as neither company would have likely withstood scrutiny had it gone public through a regular IPO or a direct listing.

However, some may argue that there is yet a bigger problem, from an ethical standpoint, with how Spacs are being structured and mergers get executed, to begin with. To understand it, one has to get to the nitty-gritty of the entire process. Once a Spac has raised cash usually at $10 per share, it invests it in “risk-free” government bonds and must use it to purchase a private company within two years to take it public. If the Spac does not complete a purchase or merger within this period, it must liquidate the bond holdings and return the entirety of the amount with the accrued interest to investors.

The promoters of the Spac vehicle tend to put up very little of their own money (according to the Financial Times, in some cases, as little as $25,000), as they charge a special kind of fee for the entire operation dubbed “the promote”. The “promote” consists of taking 20% of shares of the listed company once the reverse merger with the private target company is complete (or once the company is “despack-ed”, as professionals in the sector dub it). Even if they end up acquiring a business of questionable quality, they can simply sell all their shares in the stock market immediately. Either way, the 20% of equity in the listed entity they obtain is pure profit, whatever the price shares may be trading at.

In addition, the promoters also usually hold warrants that are financial instruments similar to call options, which give an investor the right but not the obligation to buy shares at a specified strike price, normally above the $10 at which the Spac is originally listed. This creates another incentive for them to promote, as it were, and generate as much hype as possible about the Spac and the target company of the proposed merger. One detail to keep in mind, of course, is that these warrants dilute the holdings of other investors.  

Despite that, these blank cheque companies count large institutional investors and hedge funds among their backers. So, what gives? Such investors simply hold a special right to redeem their equity shares for cash any time before the merger takes place as well as warrants. The former they obtain usually by backing the Spac before it even gets listed. When a merger with an existing private company, however, is officially announced or before, the institutional investors have every incentive in the world to redeem their shares, as the promoter will obtain 20% of the company once the merger is complete. If they opt to do so, they receive the principal of their investments plus some interest on top of it.

This is a sort of a risk-free investment but how is it a lucrative one? After all, government bond yields are not particularly high these days. Big institutional backers still get to hold warrants for every share they have owned before redeeming, which they could exercise should the stock price take off and enjoy the upside. Additionally, let us not forget that, as institutional investors, they can borrow and use a significant degree of financial leverage for their initial investment in the Spac, which could multiply the meagre bond returns to something much more attractive.

There actually is even more dilution, as contemporaneously with the merger, the sponsor and (or) third parties tend to purchase shares to carry out private investment in public equity transactions (PIPEs) in order to replenish some of the cash the Spac paid out to redeem its shares in the de-Spac-king process. Such shares are often sold at a discount versus the IPO price (i.e. at less than $10) to institutional investors. Such investors are given access to conduct extensive due diligence on the target company, which other simply cannot at the point. Thus, some argue that the presence of such transactions and of reputable investors in them has certain positive externalities for other investors in the form of informational or reputational spillover. The argument is somewhat dubious, however, as such transactions may be also incorporated in a traditional IPO or direct listing process and the reason such transactions are necessary is, often, the fact that the target company loses considerable chunks of cash in the complicated de-Spac-king process through redemptions.   

A 63-page-long academic paper entitled “A sober look at Spacs” by Klausner, Ohlrogge and Raun examined 47 Spacs from 2019-20 and found that median divestment rates by such institutional backers (before a merger is completed) stood at between 97% and 100%. Very few Spac shareholders would keep their shares until after the merger’s completion – no surprise in this finding, given the incentive structure in such vehicles.

More interestingly, however, the paper analyses how costs are borne and by whom. The answer lies in the dilution and the redeeming of the shares. The study found that even though Spacs collect $10 per share in their IPOs, by the time a median Spac merges with its target company, it holds only $6.67 in cash per share. The authors of the paper are unequivocal about it: “The high return to redeeming investors does not come from any magic in the Spac structure; it comes at the expense of non-redeeming investors.” It is reasonable to suppose that these non-redeeming investors will be, in their majority, less sophisticated retail investors that may have joined the party much later. They end up being diluted by both the promoter, who gets 20% of all shares outstanding for free, and by the institutional investors with warrants that get exercised if the stock price of the Spac heats up. The promoters also hold such warrants. The paper also discovered that “for a large majority of Spacs, post-merger share prices fall, and second, that these price drops are highly correlated with the extent of dilution, or cash shortfall, in a Spac.” 

This can be seen in a group of 137 Spacs that closed mergers by mid-February, which have lost 25% of their combined value, or about $75bn, according to a Dow Jones Market Data analysis of figures from Spac Research published by the Wall Street Journal this month.

The academic authors of A sober look at Spacs also meticulously dismantle the argument that Spacs are actually less costly than IPOs in the paper and express serious doubts as to whether the way such transactions are currently being executed is sustainable: “Commentators who have touted Spacs as a cheap way of going public are thus correct, but they have misunderstood what makes Spacs cheap for companies seeking to go public. It is not that the Spac structure or process makes them cheap. To the contrary, the Spac structure and process make them extremely expensive. But so far, Spac shareholders have borne much of the cost. Why that is, is a mystery, but it is difficult to believe that it is a sustainable arrangement. At some point, Spac shareholders will become more sceptical of the mergers that sponsors pitch.”

The authors offer two policy recommendations to rectify the situation. On the one hand, Spac sponsors should make side payments in the form of shares or warrants to public shareholders in return for commitments not to redeem their shares with a strict requirement of full disclosure on such payments. On the other, the authors of the study suggest that Spacs “be required to disclose the amount of cash per share that it will deliver in a merger under a range of redemption scenarios”.

However, one may make the argument that the caveat emptor principle apply to public equity markets and that it is, at the end of the day, the less sophisticated investors’ fault for not having done sufficient due diligence on the Spac vehicles whose shares they purchase. One may further argue that many of those investors are trading for the very short term and hence the massive price drops of Spacs are not so relevant. Whatever the merits or demerits of such arguments, there is no doubt that Spac structures have already caught the eye of regulators.

The Reuters recently reported that the US Securities and Exchange Commission (SEC) was mulling over specific guidance on revenue projections that are normally given by companies going public through Spacs. It is such revenue projections that have arguably helped the Spac promoters to generate hype and rising prices in the stock market. The SEC has also issued guidance requiring Spacs to include warrants they have issued as a liability on their balance sheets.

How do venture investors see it?

While academics and outside commentators look on Spacs with a high degree of scepticism, it is important to consider also the viewpoint of investment professionals as well. At the last GCV Digital Forum in July 2021, we hosted a session on Spacs under Chatham House rule in order to encourage free and open discussion about the topic. The latter rule prevents us from citing any of the participants or their affiliation but allows us to summarise the major points of the discussion.

In the first place, participants in the discussion agreed that a Spac is nothing more than an investment tool and as such, it can be used well or abused. They mentioned some of the obvious advantages of a reverse merger with a Spac, from the perspective of portfolio companies – it allows startups to go public without the usual burdensome processes and the lead time to go public is much shorter. Startups are also permitted to show their projections, unlike in a classic IPO. The latter fits better their nature, as they are more about the future than about the past. 

Spacs may be also seen as venture investing vehicle that may be potentially more efficient and that could democratise venture capital. Instead of raising a new round of financing every six months or so, founders may just use the Spac money and focus on developing their product or service. If retail and other investors treat a listed startup after de-Spac-king with the same risk-reward profile as a traditional venture investment, this could make venture deals available to a wider public and not just to institutional investors, high net worth individuals or other accredited investors.

Participants recognised that the Spacs phenomenon is a way to address an unsatisfied and unmet appetite for new listings, despite not being the only way to address it. Going public on a large exchange like Nasdaq, for example, has been made exceedingly difficult for private companies for a variety of reasons. As a result, only the very best portfolio companies, the gold medallists, could go public through the help of tier-one investment banks. The other good companies who may be considered silver or bronze medallists usually cannot because the process is too expensive, too unpredictable and, often, they would have no way to attract the attention of JP Morgan, Goldman Sachs or Morgan Stanley. Spacs have made it easier and more predictable for such companies to go public and to gain access to public equity capital and in a time when liquidity is very abundant. 

With more of those companies going public, there is more risk involved. And that has been reflected in the stock price performance of Spacs that has not been, on average, spectacular, although there have been some exceptions of Spacs, run by professionals, who have provided great returns since the de-Spac-king. Regulators from the SEC have become increasingly wary about the possibility of investors being defrauded and all participants in the anonymous discussion agreed that this is a development in a positive direction, as there may be too many unqualified people raising Spacs, including celebrities, making it feel like a sort of a gold rush. After all, the ability to present forecasts implies that a company is also to be held responsible, if some of its disclosures are completely outlandish. 

There are, however, other points where further checks and balances may be put in place. One of them is the fact that hedge funds, other institutional investors as well as the Spac promoters face virtually no downside. That is something which would inevitably raise suspicion among regulators.

Other checks and balances may arise naturally from within the investment industry that will be paying close attention to details around a Spac, such as whether it is raising its PIPEs today and it is being raised from credible investors. Another point of focus would be the Spac sponsor and its reputation, knowledge and expertise. This may be a natural mechanism to weed out some of the “crazy” companies that may otherwise get to go public. Finally, once the de-Spac-king has been completed, an important point for markets would be what happens to the share price. If Spac prices keep falling after the mergers, the sector may have an increasingly hard time justifying itself when raising PIPE money so that may disincentivise over time certain questionable practices. 

Part of the risks are for the portfolio companies themselves, not only for the investors. Some of those companies are very young and they are not set up properly to be public companies yet. Spacs allow such young companies to circumvent this. Part of the job of venture investors is to help them along.  Another problem for young companies that go public through a Spac is that they may have their employees potentially always watching the stock price, which may not make sense for a relatively early-stage company. It could be a big counterproductive distraction, if the business is simply not ready for it. So, going public would not be appropriate for all portfolio companies and an M&A exit may actually be a better way to cash in on an exit much faster.

How do corporate venture investors experience this Spac phenomenon with respect to their corporate parents? Some are set up as strategic investors with a mandate to invest in technologies that could improve current operations or in something that is potentially disruptive. Thus, it is reasonable to suppose that, while they may be excited about an occasional exit, some C-suites have and will likely continue to have, by default, very low expectations about exits. Others will be a little wary and uncertain about the Spac process, having seen the negative press about it.

Other corporates have been even approached by leading investment banks, asking them to sponsor Spacs, with the hope that the corporation would bring its credibility and expertise to the table and give it a point of differentiation. Such corporates have had to decline offers of this kind, as it is not within their mandate to rent the corporate parent’s name. 

There is no dearth of anecdotal evidence that Spac exits may have been somewhat of a mixed blessing. The problem is that key decision-makers may think scoring such exits is now normal or standard. The other worry it naturally creates among some investors is that this frenzy may generate unrealistic expectations among some investors, who may eventually lose patience, money and thus flee a specific sector. 

Only the future can tell whether Spacs will become a better used, rather than abused tool that adds value to all classes of investors, institutional and retail alike. Until such time, corporate venture investors will have to carefully navigate the waters to make Spac exits something sustainable in the long run. More regulations may be on the horizon, and we are yet to see when less sophisticated investors bearing much of the cost will realised the real risks involved in their holdings. Ultimately, we are yet to see how Spacs that have been used by venture capital investors, among others, as an attractive way to score an exit will continue to evolve within the blur of private and public markets.