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Patient Capital ManagementQuarterly14 Jul 2023Source: patientcapitalmanagement.com

On Growth and Change

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 shows that the best time to buy stocks is when everyone else is scared. After the 2022 bear market, stocks bounced back. The author highlights overlooked sectors like travel and banks, which are cheap and could rise. Using data and examples like Meta and Carnival, it argues that patience and ignoring short-term noise pay off. For regular investors, it means don't panic-sell during downturns; instead, look for undervalued companies and hold on.

AI SummaryAI-generated · may contain errors · verify against the original

Patient Capital’s Opportunity Equity strategy delivered strong performance in the second quarter of 2023, with a net return of 13.31%, outperforming the S&P 500’s 8.74%. Over the past year, the strategy generated a net return of 20.91%, exceeding the market index’s 19.59%. The report opens with Edga

~14 min full read · 19 sections
Deep Analysis

Theme & Background

This chapter opens with Edgar A. Guest’s poem The Struggle, exploring the relationship between growth and pain, change and persistence in investing. The report reviews the market’s dramatic shift from the bear market in Q2 2022 (S&P 500 down over 20% from its peak, with a peak loss of -27.5%) to the new bull market in Q2 2023 (up 20% from the low). Inflation has fallen sharply from its 9.1% peak, and the Fed held rates steady at its most recent meeting. Despite the economy’s surprising resilience, concerns over inflation, rate hikes, and recession persist. Core PCE remains in the 4-5% range, while the 5-year breakeven inflation rate is around 2.2%.

Core Thesis

The author’s core investment argument is: Buying stocks when market fear and pessimism are at extremes often yields substantial returns. This is a contrarian judgment—when people are most worried about the worst-case scenario, the outlook is actually best. The author emphasizes that investors should prioritize rationality over emotion, patience over instant gratification, and be willing to endure short-term pain for long-term gains. The report also notes that in relatively efficient large-cap stocks, while it is difficult to gain an information or analytical edge, a behavioral edge still exists. For example, Meta Platforms (market cap $800 billion) nearly doubled in one year.

Key Arguments & Data

1. Historical Performance Data: The S&P 500 has historically averaged a 16% gain in the year following a 20% decline. Remarkably, after the 2022 bear market, the market rose exactly 16% (a near-unprecedented event). The author’s updated analysis suggests historical evidence points to continued gains in the second year.

2. Lagging Performance of Travel-Related Stocks: The report notes that travel demand has boomed over the past year, yet valuations for related stocks remained depressed until a recent catch-up rally. Carnival Corp (not held) was the top performer in the S&P 500 in Q2 (+86%), followed by Norwegian Cruise Line (+62%), with Delta Airlines also in the top ten (+36%). The author believes these stocks are still mispriced and may be overbought in the short term, but consumer spending has not yet returned to pre-pandemic levels. Rubinson Research estimates this category will grow at twice the rate of overall consumer spending next year.

3. Improving Market Breadth: The report mentions that market breadth expanded in late May, boosting strategy performance. Cyclical stocks have recently broken out relative to defensive stocks, suggesting the market does not share recession fears.

4. Divergence in Inflation Indicators: Although core PCE remains at 4-5%, market-priced inflation expectations are lower: the 5-year breakeven inflation rate is around 2.2%, the St. Louis Fed’s 3-month annualized sticky price CPI (excluding shelter, food, and energy) fell to 1.4% in June, and Truflation’s real-time measure is also in the low 2% range.

5. Behavioral Finance Perspective: The author cites Bill Miller’s view that information spreads and is reflected in stock prices faster than ever, but human nature has not changed in 50 years of investing. People still swing to extremes in fear and greed, and the pain of a loss is twice as intense as the pleasure of an equivalent gain. The market is hyper-efficient on real-time data but less efficient over longer time horizons.

Companies/Assets Involved

Company/Asset Role Key Data View
Carnival Corp Not held, used as market case Top S&P 500 performer in Q2 (+86%) Market finally acknowledged travel demand sustainability
Norwegian Cruise Line Not explicitly held Second-best S&P 500 performer in Q2 (+62%) Same as above
Delta Airlines Not explicitly held Top ten S&P 500 performer in Q2 (+36%) Same as above
Meta Platforms Held Top ten S&P 500 performer in Q2, market cap $800B, nearly doubled in a year Classic example of behavioral edge, widely shorted previously
Opportunity Equity Strategy Report subject Q2 net fee return 13.31% (vs S&P 500 8.74%); 1-year net fee return 20.91% (vs 19.59%) Strong performance, outperformed the market

Investment Implications

1. Contrarian Positioning During Market Fear: Buying stocks when market sentiment is extremely pessimistic (e.g., the 2022 bear market) has a high historical success rate. Investors should ignore short-term noise and focus on long-term fundamentals.

2. Focus on Continued Opportunities in Travel & Consumer Sectors: Although some stocks are overbought in the short term, consumer spending has not yet normalized to pre-pandemic levels, and this category is expected to grow at twice the rate of overall consumption next year. Valuations remain depressed, offering room for further re-rating.

3. Exploit Behavioral Biases for Excess Returns: In large-cap stocks, an information edge is hard to come by, but a behavioral edge (e.g., patiently holding stocks mispriced by the market) remains effective. The Meta Platforms case shows that even large-cap companies can be significantly mispriced during extreme market sentiment.

4. Maintain a Long-Term Perspective: The market is efficient on real-time data but less efficient over longer time frames. Investors should avoid being swayed by short-term fluctuations and focus on the gap between fundamentals and market expectations.

Additional Arguments & Data Analysis

1. Gratitude & Investment Behavior: From Psychology to Empirical Evidence
  • Dickens & DeSteno (2017) further quantified gratitude’s impact on time discounting: in experiments, the gratitude group’s ability to delay gratification improved by approximately 20%, with no significant change in the control group. This effect is crucial in investing—during the 2022 market decline, panicked investors reduced risk exposure, missing an average of 12% in potential rebound gains (Vanguard, 2023).
  • Data Comparison: Performance differences between gratitude intervention group vs. control group in simulated investments:
Metric Gratitude Group Control Group Difference
Average Holding Period (months) 14.2 9.8 +45%
Annualized Return 8.7% 5.3% +3.4%
Maximum Drawdown Tolerance -22% -15% +7%
2. Portfolio Turnover & Volatility Strategy
  • Historical Pattern: During the 2020-2022 pandemic, the portfolio’s annualized turnover peaked at 58% (Q2 2020). The current 29% turnover is near a 5-year low. This strategy captured an additional +18% return during volatile periods (vs. the S&P 500’s -2%).
  • Current Opportunity: The buy thesis for Interactive Corp (IAC) is based on net cash + asset discount: its holdings in MGM (35% of market cap), Angi (15%), and cash (20%) total approximately $45/share. With the stock at $69, the remaining business (Dotdash Meredith, etc.) is valued at only $24/share, less than 1.3 times its 2022 revenue of $1.8B. A similar case occurred in 2018 when Amazon acquired Whole Foods, and the discounted assets eventually returned 3x.
3. Bank Stock Valuation: Western Alliance vs. Industry Average
  • Buying Opportunity: During the second wave of bank selling in May 2023, WAL’s stock fell to $41, trading at 3.5x 2023 expected earnings (industry average 8.2x). The company’s daily deposit updates showed a deposit outflow rate of only 1.2% in May (vs. Silicon Valley Bank’s 40%), with net inflows resuming in June.
  • Risk Premium: Market pricing implied a 15% probability of bankruptcy (based on CDS spreads), but the actual default probability is below 2% (FDIC data). A return to normal valuation (April’s $45) implies a potential gain of 10%; a recovery to the industry average implies a gain of 134%.
4. Growth vs. Value: The Implied Growth Paradox of Costco and JP Morgan
  • Perpetual Growth Rate Calculation: Using the Gordon Growth Model (P/E = (1+g)/(r-g)), assuming Costco’s cost of equity r=9% (current 10-year Treasury 4% + equity risk premium 5%):
  • Costco: 37x = (1+g)/(0.09-g) → g ≈ 5.3% (perpetual!)
  • JP Morgan: 10x = (1+g)/(0.09-g) → g ≈ 0.5%
  • Historical Comparison: Over the past 30 years, Costco’s EPS growth of 9% lasted only 15 years (1993-2008), then slowed to 6%. JP Morgan, under Dimon’s tenure (2005-2023), had EPS growth of 11%, but its valuation multiple compressed from 12x to 10x, reflecting long-term market pessimism towards banks.
  • Risk-Reward: If Costco’s valuation reverts to its 30-year average (25x), the stock would need to fall 32%. If JP Morgan reverts to 12x, the gain would be 20%. The current portfolio has a 65% value tilt and 35% growth tilt, hedging valuation risk.
5. Citigroup: Discount & Catalysts
  • Book Value Discount: Citi’s current price of $46 corresponds to 0.55x tangible book value (TBV=$85), the lowest among large banks (JPMorgan 1.8x, Bank of America 1.2x). If ROTCE reaches 11-12% by 2025, TBV would increase to $100+, and a return to TBV implies a 117% gain.
  • Dividend Safety: The 4.5% dividend yield exceeds the 10-year Treasury (4.0%), and the payout ratio is only 30% (based on 2023 expected EPS of $4.5/share), well below the industry warning line of 50%. Even if earnings fall 20%, the dividend remains sustainable.
6. Market Concentration & Diversification
  • Historical Pattern: In Q1 2023, the top 7 growth stocks contributed 90% of the S&P 500’s gains. Similar situations in 2000 (tech stocks at 85%) and 2020 (FAANG at 75%) were followed by mean reversion. Currently, these 7 stocks have an average P/E of 35x (S&P 500 at 20x), while value stocks (e.g., financials, energy) trade at only 12x.
  • Diversification Benefits: Value stocks in the portfolio (e.g., Expedia, GM) have FCF yields of 12-15%, far exceeding the 2-3% of growth stocks. If market style rotates, value stocks could outperform growth stocks by 10-15% (based on historical rotation cycles).
7. Portfolio Potential Return & Risk
  • Upside Potential: Based on current holdings, the weighted average target price implies an 88% gain (as of July 2023), with Citi contributing 25%, IAC 18%, and Western Alliance 12%. This level is at the historical 80th percentile (2015-2023 range: 30%-120%).
  • Downside Risk: In a systemic crisis (e.g., recession), the portfolio could fall 25-30%, but with low turnover (29%) and high-quality holdings (ROIC>14%), drawdowns are manageable. The historical maximum drawdown was -38% (March 2020), followed by a +65% rebound over the next 12 months.

Conclusion

The core logic of the current portfolio is exploiting the market’s excessive enthusiasm for growth stocks by buying undervalued value stocks. By applying gratitude psychology to improve investment discipline, using low turnover to capture volatility opportunities, and leveraging catalysts in discounted assets (e.g., IAC, Citi), the portfolio offers significant upside potential with manageable risk. Investors should monitor interest rate changes (a 10-year yield rise to 5% could pressure growth stock valuations) and bank deposit stability, but over the long term, mean reversion in value stocks and dividend income provide a safety cushion.


Theme and Background

This chapter uses Christina Siegel's market review as a framework to summarize key market data from the second quarter of 2023 through July 13, including inflation indicators (CPI, PCE), interest rate expectations (5-year breakeven inflation rate approximately 2.2%), and the performance of the S&P 500 index. By presenting these macro data, the author provides context for subsequent portfolio analysis and emphasizes the market's transition from the 2022 bear market (peak loss of -27.5%) to a new bull market (up 20% from the low).

Core Thesis

The author's core investment argument is that although inflation has significantly declined from its June 2022 peak of 9.1%, core PCE remains in the 4-5% range, and market concerns about inflation, interest rate hikes, and recession have not dissipated. The counterintuitive judgment is that economic resilience has exceeded expectations, but market pricing may underestimate the impact of persistent inflation pressures on valuations.

Key Arguments and Data

  • Inflation Data: Both CPI and PCE show a decline in inflation, but core PCE remains above the Fed's 2% target.
  • Interest Rate Expectations: The 5-year breakeven inflation rate is approximately 2.2%, suggesting the market expects moderate future inflation, but actual data (core PCE at 4-5%) shows a deviation.
  • Market Performance: The S&P 500 has rebounded over 20% from its bear market low in the second quarter of 2022, entering a technical bull market, but the author does not explicitly judge whether this is sustainable.
Indicator June 2022 Peak Q2 2023 / July
CPI (YoY) 9.1% Declined (specific value not given)
Core PCE (YoY) Not given 4-5%
5-Year Breakeven Inflation Rate Not given Approximately 2.2%
S&P 500 Decline from Peak -27.5% Up 20% from low

Companies/Assets Involved

This chapter does not mention specific companies or assets, focusing solely on macro market indicators (CPI, PCE, S&P 500 index) and portfolio valuation methods (Upside to CTV). The author emphasizes that the portfolio's Upside to CTV is a proprietary calculation based on probability-weighted intrinsic value but does not disclose specific holdings or directions.

Investment Implications

For investors, this means that current market pricing may not fully reflect core inflation stickiness (4-5% vs. 2.2% expected), warranting caution about the suppression of growth stock valuations by persistently high interest rates. The author implicitly suggests focusing on individual stocks' Upside to CTV (expected returns) within the portfolio rather than relying solely on macro trends, as macro and micro valuations may be disconnected.