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Colossus (Invest Like the Best / Business Breakdowns)Podcast19 Dec 2017Source: traffic.libsyn.comHost: Patrick O'Shaughnessy

Sorin Capital – Retail Contrarians - [Invest Like the Best, EP.68]

In plain words

This episode argues that retail real estate is mispriced: it's not all retail dying, just apparel retail. Sorin Capital sees opportunity in community shopping centers (anchored by grocery stores) that have been sold off as much as malls but have better fundamentals. Key holdings: Simon Property Group (SPG, a mall operator used as context), GGP/Rouse (a distressed mall portfolio where Sorin bought bonds at 50 cents and got paid 109 within 9 months), and Macy's/Sears/JCPenney (struggling department stores that are the core problem for malls).

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Sorin Capital is a $1 billion hedge fund focused on commercial real estate, REITs, and commercial mortgage-backed securities. In this podcast, team leaders Jim Higgins and Tom Digan discussed investment opportunities in the retail real estate sector. The core thesis is that despite apparent pressure

~12 min full read · 8 sections
Deep Analysis

Sorin Capital – Retail Contrarians - [Invest Like the Best, EP.68]

At a Glance

Jim Higgins (Founder of Sorin Capital) and Tom Digan (Portfolio Manager) manage a $1 billion hedge fund focused on commercial real estate REITs and CMBS. The core thesis of this episode is: Retail real estate appears under pressure on the surface, but structural mispricing exists in the market, with high-quality mall assets being excessively sold off, creating buying opportunities for active managers. The most impactful judgment in the entire episode comes from Rick (Head of Research): "This is not the death of retail, but the death of apparel retail" — over half of the square footage in U.S. retail real estate comes from malls, department stores, and other large anchor tenants, and the apparel category is being eroded by e-commerce, while other retail categories (such as groceries) remain largely unaffected.


Theme 1: The "Fire Sale" of Retail Real Estate — A Disconnect Between Narrative and Reality

Tom Digan argues that retail real estate experienced a systemic panic in 2017, but the market conflated "retail" with "retail real estate."

  • Data Support: In Q2 2017, retail became the highest-yielding sector in high-yield bonds, officially surpassing energy. By that time, over 1,500 store closures had been announced, and more than 10 national retailers had filed for bankruptcy—the number of bankruptcies in just half a year exceeded the total from 2003 to 2006.
  • Price Performance: Over the past nine months, many retail-focused REITs have fallen more than 30%; some CMBX tranches with high retail exposure have dropped over 10%-15%. Some market participants have even dubbed CMBX "the next big short."
  • But a Key Fact Is Overlooked: E-commerce sales accounted for only 8.3% of total U.S. retail sales (as of end-2016), and the absolute dollar volume of traditional retail sales was actually higher than in 2007. The U.S. has 23 square feet of retail space per capita, roughly five times that of other developed countries—but more than half of this comes from malls, department stores, and large anchor tenants. Tom's assessment: "The U.S. is not over-retailed; it is over-malled and over-appareled."

Rick (Head of Research) further breaks it down: Among 13 retail categories, only three are being significantly eroded by e-commerce—apparel, electronics, and books/music. E-commerce penetration in these categories has doubled from high single-digit/low double-digit levels five years ago to around 20%. However, for the remaining categories (groceries, autos, etc.), e-commerce penetration has barely moved and remains at very low single digits.

> Quote: Tom Digan said: "The retail industry, frankly, it's constantly evolving. Some tenants are failing, some are thriving, and new ones are coming on the scene."


Theme 2: Malls vs. Shopping Centers—Two Fundamentally Different Businesses

Rick emphasizes that there are fundamental structural differences within retail real estate, yet the market has sold them off indiscriminately.

  • Regional Malls: There are approximately 1,200 nationwide, each spanning 500,000 to 1 million square feet, with 2-3 department stores serving as anchor tenants. Their business model is built on "department store subsidies"—department stores pay almost no rent (around $3 per square foot) but are viewed as traffic drivers; small shops pay high rents ($35-$50). With department store foot traffic declining and store closures mounting, this model faces fundamental challenges.
  • Shopping Centers: These include community centers, neighborhood centers, and the like, typically anchored by grocery stores. These assets are located 1-2 miles from residential areas, along daily commute routes, offering essential services such as grocery shopping, haircuts, dry cleaning, and dining. These businesses are largely immune to e-commerce.
  • Key Data Comparison:
Metric Malls Shopping Centers Grocery-Anchored Shopping Centers
Q2 2017 YoY Foot Traffic Change -5% +2% +3%
Peak-to-Trough Decline (approx. 9 months) ~40% ~40% ~40%

Rick's assessment: "The mall business is heavily concentrated in apparel (typically 50%-60% or more), plus department stores (also mostly apparel). This is a structural issue under siege from e-commerce. In contrast, the business model of grocery-anchored shopping centers is entirely different, and their fundamentals remain healthy."

> Quote: Rick said: "The mall business has very high concentrations of apparel exposure, typically 50%, 60% or more... That's problematic, we think."


Theme 3: How to Capture Mispricing—Separating Value from "the Baby and the Bathwater"

Jim Higgins and Rick describe how Sorin builds positions during market panics: going long high-quality shopping center REITs that were unfairly sold off, while hedging out macro risks.

  • Source of Opportunity: Shopping center REITs and mall REITs have experienced nearly identical declines (both around 40%), but the fundamentals of the former are far superior to the latter. Rick estimates that certain select shopping center REITs trade at a 30%-40% discount to the net asset value of their underlying real estate.
  • Portfolio Construction: Sorin uses the CMBS derivatives market (approximately 30 different tranches) and the REIT equity market (150-200 names) to precisely express their view. They want to go long the discount on shopping center REITs, but do not want to take on broad market beta, the overall retail sector beta, or the risk of further deterioration in the apparel industry—hedging out these unwanted risks by shorting relevant indices or tranches.
  • Catalysts and Time Horizon: Rick believes the correction of this mispricing will take 6 months to 2 years. Catalysts include: ① Frequent trading of shopping center assets (ranging from $10 million to $50 million), with price discovery continuously validating their value; ② Operating performance of shopping center REITs consistently beating expectations, while mall REITs' performance consistently falls short, with the gap gradually being recognized by the market; ③ Extreme discounts may trigger public-to-private or public-to-public M&A.

> Quote: Rick said: "The disconnect here is so extreme that we would be not surprised to see either public-to-private M&A or public-to-public M&A."


Theme 4: The "Double-Edged Sword" of Passive Investing — Prolonging Mispricing While Creating Extreme Opportunities

Jim Higgins argues that the rise of passive ETFs has indeed extended the duration of mispricing, but has also created more extreme pricing opportunities.

  • Impact of passive flows: In highly concentrated sectors such as REITs, passive fund inflows force index funds to buy all constituent stocks regardless of their fundamentals. This leads to undervaluation of quality assets while inferior assets may become extremely overvalued — Jim notes that certain REITs trade at nearly a 100% premium over the net asset value of their underlying real estate.
  • Implications for active managers: Jim acknowledges that "being early is indistinguishable from being wrong," but believes the catalysts identified by Sorin (price discovery, earnings divergence, M&A) make the time frame more predictable than usual. Meanwhile, passive fund flows themselves become a factor that can be exploited — when capital floods in, overvalued assets may become "ridiculously overvalued," creating opportunities for short sellers.
  • The uniqueness of CMBS: Tom Digan adds that CMBS, as 10-year loans, are primarily driven by macro factors (S&P 500, credit spreads) in the first seven years, with the final three years being the phase where credit risk is traded and active management advantages come into play. The market is currently at this inflection point — the capital structure tranches underlying CMBS have fallen approximately 15 points from their highs, and the market is beginning to focus on loss-adjusted spreads rather than merely trading momentum.

> Quote: Jim said: "Those flows can be powerful... we've got a couple of examples of things, REITs that we think are very overvalued, but when there's big flows coming into a sector... you can see some things that we think are very overpriced become ridiculously overpriced."


Mentioned Positions

Position Analyst Stance Key Data
Simon Property Group (SPG) Neutral (as a background case) Since its IPO in 1993, the list of top 10 tenants has been replaced more than three times
GGP / Rouse Not explicitly stated (as a CMBS investment case) A low-quality mall portfolio spun off by GGP; Sorin conducted on-site research and discovered management had improvement plans, ultimately buying CMBS bonds at 50 cents and receiving payment at 109 dollars within 9 months
Macy's / Sears / JCPenney Risk warning These department stores are the core problem of the mall model—declining foot traffic, store closures, and extremely low rents (approximately $3 per square foot)
Warby Parker / Apple / Bonobos / Athleta / Anthropologie Bullish (as growth cases) These retailers perform well in physical stores and represent the "winners"
Whole Foods Neutral (as a trend validation) Amazon's acquisition of Whole Foods validated that the grocery category is difficult to be largely replaced by e-commerce

Judgments Worth Remembering

1. "This is not the death of retail, but the death of apparel retail" (Rick) — Among 13 retail categories, only three (apparel, electronics, books/music) have been heavily eroded by e-commerce, while e-commerce penetration in the remaining categories has barely moved. The core problem with U.S. retail real estate is "excessive mallification and excessive apparel reliance."

2. Malls and shopping centers are two entirely different businesses (Rick) — Malls rely on a department store subsidy model (department stores pay $3/sq ft, while small shops pay $35–50/sq ft), whereas shopping centers (especially grocery-anchored ones) provide daily essential services and still see foot traffic growth (+2% to +3%). Yet both have experienced the same decline (roughly 40%), creating a mispricing.

3. Passive ETFs prolong the duration of mispricing but also create extreme opportunities (Jim) — Passive capital inflows force index funds to buy all constituent stocks, undervaluing quality assets while potentially overvaluing inferior ones (with premiums near 100%), offering active managers two-sided opportunities.

4. The "first 7 years, last 3 years" rule of CMBS (Tom) — For 10-year CMBS loans, the first 7 years are primarily driven by macro factors (S&P 500, credit spreads), while the last 3 years are when credit risk is traded and active management advantages come into play. The market is currently at this inflection point.

5. Do not take liquidity risk on the hedging side (Jim) — During the 2008 crisis, Sorin took liquidity risk on the long side and was compensated, but also took liquidity risk on the short hedging side, preventing timely adjustments and eroding profits. "You can take liquidity risk on the alpha side, but never on the hedging side."

6. Sorin's "client customization" model (Jim) — Shifting from "here is my product, you buy it" to "here are my capabilities, what do you need?" One large pension client required 10%–12% returns, could tolerate a 15% drawdown, and had a 2–3 year time horizon; an Asian bank client required 6%–8% returns, low volatility, low leverage, and low duration. The fee structures for the two were entirely different.

7. Regulatory changes create new opportunities (Jim) — As banks and broker-dealers exit the CMBS secondary market market-making role due to higher capital requirements, Sorin has launched an active trading strategy to fill this gap, providing liquidity to the market and being compensated for it. This is currently one of the highest-conviction themes.

8. "Retail is not retail real estate" (Jim) — Retail is the business activity of retailers, while retail real estate is hard assets. The two are related but distinct. The market equates "retail's struggles" with "retail real estate's struggles," ignoring the underlying property value and location advantages. "Real estate in good locations will always have demand."