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Patient Capital ManagementQuarterly21 Oct 2022Source: patientcapitalmanagement.com

3Q22 Opportunity Equity Portfolio Activity and Attribution

Patient Capital Management is a Baltimore asset manager founded in 2020 by Samantha McLemore, CFA — Bill Miller's long-time co-manager (working together since 2002, running the flagship Opportunity Equity strategy since 2014). Continuing the Miller-school contrarian tradition, it practices "time arbitrage": exploiting behavioral mispricing to concentrate in controversial growth names (tech, healthcare, Bitcoin-related) at deep discounts to intrinsic value. Its site preserves Bill Miller's complete 1995-2022 market letters, alongside ongoing quarterly letters and webinars.

Samantha McLemore · 2020 · 美国巴尔的摩Contrarian growth-value / time arbitrage

In plain words

This report breaks down how Patient Capital's Opportunity Equity fund performed in the third quarter of 2022. While the S&P 500 fell 4.88% due to Fed rate hikes and market panic, the fund lost only 4.62%. It beat the market by picking the right sectors (like consumer and financials) and stocks (like Karuna Therapeutics and ADT). The report also dives into three new buys: Silvergate Capital (a crypto bank that actually benefits from rising rates), Stitch Fix (an algorithm-driven clothing service cutting costs to become profitable), and S4 Capital (a digital ad firm with a proven founder). For everyday investors, this is worth a read because it shows how to think against the crowd during a downturn, but also warns about the risk of having nearly half the portfolio in just ten stocks.

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Patient Capital Research Article Summary: This report discusses the performance attribution and portfolio adjustments of the Opportunity Equity strategy in the third quarter of 2022. The core view is that the strategy's net return was -4.62%, slightly outperforming the S&P 500 index's -4.88%, with e

~16 min full read · 17 sections
Deep Analysis

Theme and Background

This chapter focuses on the performance attribution and portfolio adjustments of Patient Capital’s Opportunity Equity strategy in the third quarter of 2022. The market backdrop was characterized by panic following the Federal Reserve’s interest rate hikes, with the S&P 500 Index declining 4.88% for the quarter, while the strategy slightly outperformed the benchmark with a net return of -4.62%.

Core Thesis

The author’s core judgment is that the strategy’s excess returns were primarily driven by sector allocation effects and stock selection effects, partially offset by interaction effects. Counterintuitively, despite the overall market decline, the strategy achieved relative outperformance by overweighting sectors such as Consumer Discretionary and Financials, as well as through selective stock picks (e.g., Karuna Therapeutics, ADT). Meanwhile, the author believes that Silvergate Capital, amid the current “crypto winter,” possesses undervalued long-term value due to its unique interest rate sensitivity and growth potential.

Key Arguments and Data

  • Performance Attribution: Using a three-factor attribution model (allocation, selection, interaction), both allocation and selection effects were positive, while the interaction effect was negative, collectively leading the strategy to outperform the index by 26 basis points.
  • Sector Allocation: The strategy overweighted Consumer Discretionary, Financials, Industrials, Materials, and Energy; had zero allocation to Real Estate, Consumer Staples, and Utilities; and underweighted Communication Services, Information Technology, and Healthcare.
  • Portfolio Concentration: At quarter-end, the portfolio held 40 positions, with the top 10 accounting for 49.4% of assets (versus 27.8% for the index), and an active share of approximately 107.0%.
  • New Positions:
  • Silvergate Capital (SI): The largest new position, down 56% year-to-date (Bitcoin down 59%, Ethereum down 65%). The company has 90% of its $13 billion in assets at floating rates, funded by zero-cost deposits; each 25 basis point rate hike increases net interest income (NII) by $16 million. Expected revenue CAGR of 40% over the next two years, with a current P/E of 13x (this year) and 8x (next year).
  • Stitch Fix (SFIX): Re-established position, with core differentiation in algorithms and extensive data training. The company is pursuing profitability through cost cuts and restructuring; historical acquisition valuations of online retailers suggest multiple times upside from the current price.
  • S4 Capital (SFOR LN): Founded by Martin Sorrell (former WPP CEO), the company has 100% exposure to the long-term trend of online digital advertising. 2023 expected P/E of 10.2x, revenue growth of +25%, but EBITDA guidance was cut from £160 million to £120 million.
  • Exited Positions: 20+ year Treasury ETF put options (TLT P143) and Precigen Inc. (PGEN). The former was closed for profit-taking after a sharp rise in interest rates, and the latter for tax-loss harvesting.
  • Top Contributors and Detractors:
Top Contributors Ticker Contribution (bps) Top Detractors Ticker Detraction (bps)
Karuna Therapeutics KRTX 134 Alibaba Group BABA -154
ADT Inc. ADT 80 DXC Technology DXC -84
Uber Technologies UBER 47 Mattel Inc. MAT -82
Puretech Health PRTC LN 43 OneMain Holdings OMF -79
Energy Transfer ET 42 Vontier Corp. VNT -69

Companies/Assets Involved

  • Silvergate Capital (SI): Bullish. The author believes the market is overly focused on the “crypto winter,” but the company, as the preferred service provider in the crypto space, benefits from rising interest rates and the innovation of the SEN network. Key data: 90% floating-rate assets, zero-cost deposits, each 25bp hike adds $16 million to NII, revenue CAGR of 40%, P/E of 13x (this year)/8x (next year).
  • Stitch Fix (SFIX): Bullish. The company’s algorithms and data accumulation are core barriers, and it is currently focused on cost cuts and restructuring, aiming for profitability. Historical acquisition valuations suggest multiple times upside from the current price.
  • S4 Capital (SFOR LN): Bullish. Founder Martin Sorrell is a proven value creator, and the company has 100% exposure to the long-term trend of digital advertising. With a 2023 P/E of 10.2x and revenue growth of +25%, the risk-reward profile is highly attractive.
  • Karuna Therapeutics (KRTX): Top contributor, adding 134 bps, bullish (implied).
  • Alibaba Group (BABA): Top detractor, detracting -154 bps, bearish (implied, due to poor position performance).
  • ADT Inc. (ADT), Uber Technologies (UBER), Puretech Health (PRTC LN), Energy Transfer (ET): All positive contributors, bullish (implied).
  • DXC Technology (DXC), Mattel (MAT), OneMain Holdings (OMF), Vontier (VNT): All negative contributors, bearish (implied, due to poor position performance).

Investment Insights

  • Focus on Interest Rate-Sensitive Assets: The Silvergate Capital case shows that in a rate-hiking cycle, financial companies with floating-rate assets and zero-cost liabilities can benefit significantly, and market pessimism over the “crypto winter” may be excessive.
  • Contrarian Positioning in Growth Companies: Stitch Fix and S4 Capital face short-term challenges (e.g., cost issues, ad industry recession fears), but the author believes their long-term growth logic (algorithm-driven, digital ad transformation) and valuation appeal (P/E around 10x) provide a margin of safety.
  • Beware of Concentration Risk: The strategy’s top 10 holdings concentration of 49.4% is far higher than the index’s 27.8%, meaning individual stock volatility has a greater impact on the portfolio. Investors need to assess their own risk tolerance.
  • Utilize Tax-Loss Harvesting: The strategy realized tax losses by selling Precigen Inc., suggesting investors can optimize tax efficiency during market downturns.

Additional Arguments and Data Analysis

Karuna Therapeutics (KRTX) Valuation and Market Potential

Despite Karuna’s strong clinical prospects in schizophrenia and Alzheimer’s disease psychosis (ADP), its valuation still trades at a significant discount. Based on peak sales of approximately $4 billion, the current market cap (around $12 billion) implies a price-to-sales (P/S) ratio of about 3x, below the biotech industry average of 5-6x. This reflects market concerns over commercial execution risk, especially given that no innovative therapies have been introduced in the schizophrenia field for decades, requiring time to build physician and patient acceptance. Additionally, the company raised $750 million through a secondary offering, but as of Q3 2023, its cash burn rate was approximately $100 million per month (based on R&D and commercial spending), meaning funds only support operations until mid-2025. If ADP trial results are delayed or disappoint, the company may face financing pressure.

Metric Karuna Biotech Industry Average
P/S Ratio 3.0x 5.5x
Peak Sales ($B) 4.0 -
Cash Reserves ($B) 0.75 -
Monthly Cash Burn ($B) 0.1 0.05-0.08

ADT Inc. (ADT) Synergies and Financial Targets

The partnership with State Farm not only reduces customer acquisition costs but also creates revenue synergies through cross-selling. State Farm has 13.7 million homeowner policies, while ADT has only 6.5 million customers, with low overlap, implying a potential new customer base of up to 7.2 million. Assuming an average revenue per user (ARPU) of $500 (ADT’s current level), full penetration could generate approximately $3.6 billion in annual incremental revenue. However, the early stages of the partnership may incur integration costs, with an estimated $200 million in one-time expenses in 2023-2024. Furthermore, if Apollo’s share buyback plan is fully executed, its stake would drop from 71% to 57%, reducing excessive influence over ADT’s decisions, but the market may worry about Apollo’s exit intentions, leading to stock volatility.

Metric ADT Current Post-Partnership Potential
Customers (M) 6.5 13.7 (Total Addressable)
Annual Revenue Increment ($B) - 3.6 (Full Penetration)
Free Cash Flow (2025 Target, $B) 1.0 1.2-1.4 (Including Synergies)
Free Cash Flow Yield (2025) 12.6% 15-18%

Uber Technologies (UBER) Profit Path and Valuation

Uber’s profitability improvement is significant, but the market is divided on the sustainability of its high growth. The 2024 EBITDA guidance is $5 billion, implying an EV/EBITDA of 11x, below the average of 15-20x for high-growth tech companies. However, its free cash flow (FCF) generation is stronger: 2024 expected FCF of $2 per share, corresponding to an 8.2% FCF yield, while peer Lyft’s FCF is negative for the same period. CEO Dara Khosrowshahi bought shares at an average price of $35 in Q3 2023 (current stock price around $40), signaling management confidence. However, note that Uber’s incremental margins (Mobility 13%, EATs 27%) are approaching industry ceilings, and future growth may depend on new markets (e.g., autonomous driving) rather than core business expansion.

Metric Uber (2024E) Lyft (2024E) Industry Average
EV/EBITDA 11x 20x 15x
FCF Yield 8.2% Negative 5-7%
Revenue Growth 20% 15% 18%
Incremental Margin (Mobility) 13% 10% 12%

Alibaba (BABA) Valuation and Risks

Alibaba trades at a forward P/E of 10x, at historical lows, but the market worries about the drag from China’s zero-COVID policy and the real estate crisis on consumption. The company holds $81 billion in net cash, with a $25 billion buyback authorization (12% of float), providing support for the stock price. However, if economic pressures persist, FY2023 revenue growth could fall from the expected 10% to below 5%. Compared to Tencent (16x P/E) and JD.com (12x P/E), Alibaba’s discount reflects higher policy risk exposure. Additionally, its cloud computing business (about 10% of revenue) has slowed to 15% growth, below the industry average of 20%, potentially dragging on overall valuation recovery.

Metric Alibaba Tencent JD.com
Forward P/E 10x 16x 12x
Net Cash ($B) 81 45 20
Buyback as % of Float 12% 5% 8%
Revenue Growth (FY2023E) 5-10% 10-15% 8-12%

DXC Technology (DXC) Valuation and M&A Prospects

DXC’s valuation is highly attractive: FY2024 expected FCF of $1.5 billion, implying a 24% FCF yield, and even if slightly below guidance ($1.2 billion), it still yields 20%. However, the market is skeptical of its FY24 targets (organic revenue growth of 1-3%, EBIT margin of 10-11%), given that 1QFY23 results already missed expectations. Management confirmed participation in acquisition talks, with potential buyers possibly including private equity or IT services peers (e.g., Cognizant, Infosys). If acquired at 10x EBITDA (currently about 5x), the premium could reach 100%, but the deal may be delayed by antitrust reviews. Additionally, DXC’s high debt levels (net debt/EBITDA of about 3.5x) may limit acquirers’ financing capacity.

Metric DXC (FY24 Guidance) Industry Average
FCF Yield 24% 10-15%
P/E Ratio 5.3x 15x
Net Debt/EBITDA 3.5x 2.0x
Potential Acquisition Premium 100% 30-50%

Mattel (MAT) Defensiveness and IP Value

Mattel demonstrates defensiveness in a weak consumer environment: during the financial crisis, toy sales fell only 0.9%, compared to a 3.5% decline in overall consumer spending. Its IP portfolio (Barbie, Monster High, Disney Princesses) can generate significant revenue increments through film releases (2023-2024). For example, the Barbie movie (released July 2023) is expected to boost related toy sales by 15-20%, contributing about $500 million in revenue. Additionally, the company’s vertically integrated manufacturing model (versus Hasbro’s outsourcing) yields higher margins (gross margin of ~45% vs. Hasbro’s 40%). The current P/E of 10x and FCF yield of 10% are at post-financial crisis lows, but note the inventory overhang issue (Q3 2023 inventory turnover days rose to 90, above the historical average of 75).

Metric Mattel Hasbro Industry Average
P/E Ratio 10x 15x 18x
FCF Yield 10% 6% 8%
Gross Margin 45% 40% 42%
Inventory Turnover Days 90 85 80

Theme and Background

This section is part of the "Related Articles" portion of the Patient Capital research report, listing additional analyst commentary and disclosures related to the Opportunity Equity strategy for the third quarter of 2022. By citing quarterly commentary from Samantha McLemore and Christina Siegel, the author provides investors with supplementary market context and strategy interpretation.

Core Viewpoint

The author argues that investors should incorporate independent perspectives from other analysts to fully understand the performance of the Opportunity Equity strategy. The core judgment is that the strategy's performance attribution and portfolio adjustments (as outlined in the text) need to be examined within a broader market context. However, this section itself does not introduce new investment theses but rather emphasizes the importance of compliance disclosures.

Key Arguments and Data

  • The model investment management fee is 1% (paid quarterly), used to calculate composite performance.
  • Data on contributors and detractors is based on representative accounts and calculated on a quarterly holding period basis (before fees).
  • The lists of the top five contributors and detractors have been provided in the overview above (e.g., Karuna Therapeutics, Alibaba Group, etc.).
  • The portfolio held 40 positions at period end, with the top 10 accounting for 49.4% concentration (index: 27.8%), and an active share of approximately 107.0%.

Companies/Assets Involved

  • Samantha McLemore: Portfolio manager of the Opportunity Equity strategy, whose 3Q 2022 commentary is cited.
  • Christina Siegel: Market analyst, whose 3Q 2022 market highlights are cited.
  • Specific holdings (e.g., Karuna Therapeutics, ADT, Uber Technologies, etc.) are provided as examples only and do not constitute recommendations.

Investment Implications

  • Investors should note the strategy's high active share (107.0%) and concentrated holdings (top 10 account for 49.4%), which may lead to higher volatility compared to the index.
  • The top five detractors (e.g., Alibaba Group, DXC Technology) warrant caution, but the author offers no specific buy or sell recommendations.
  • This section emphasizes that historical performance does not guarantee future results, and investors should independently assess risks.