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Patient Capital ManagementQuarterly2 Jan 2024Source: patientcapitalmanagement.com

Quarterly Market Review 4Q 2023

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 review covers 2023 US markets: the recession everyone expected didn't happen. Despite aggressive rate hikes (to 5.5%), consumers stayed strong thanks to savings and jobs. Credit card debt hit $1 trillion, but payments as a share of income are still normal. Stocks surged 26%—the 7 mega-tech stocks (Apple, Microsoft, etc.) drove most of the gain; the other 493 stocks only rose 12%. Inflation is nearly back to 2%, and the Fed plans three rate cuts in 2024. For ordinary investors: mortgage rates have fallen from 7.8% to 6.4%, bonds are recovering. Don't chase tech stocks blindly; consider bonds or smaller stocks. Worth reading because turning points around rate cuts often create opportunities.

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

This report reviews market performance in 2023. The core argument is that despite the most aggressive tightening cycle in 40 years by the Federal Reserve (raising the federal funds rate to 5.25–5.50%), the economy did not enter a recession, and consumers remained resilient due to pandemic stimulus,

~5 min full read · 5 sections
Deep Analysis

Theme and Background

This chapter reviews the macroeconomic and market performance of the United States in 2023. The core backdrop is that the market widely anticipated a recession in the second half of the year at the start of 2023, but the recession did not materialize. Despite the Federal Reserve implementing its most aggressive tightening cycle in 40 years (raising the federal funds rate to 5.25-5.50%), consumers remained resilient due to residual pandemic stimulus, robust employment, and wage growth.

Core Thesis

The author's core investment argument is: Market performance in 2023 far exceeded long-term averages, yet investor sentiment remained subdued, presenting potential opportunities. Counterintuitive judgments include: 1) Consumer credit card debt surpassed $1 trillion for the first time, but debt service payments as a share of disposable income (5.8%) remained at historical averages, indicating consumer spending capacity was not undermined; 2) The Federal Reserve ended its rate hikes in July, and the dot plot indicated three rate cuts in 2024 (higher than the two cuts projected at the September meeting), signaling a clear policy pivot; 3) Inflation has been brought under control, with the three-month annualized core PCE rate falling to 2.2%, approaching the 2% target.

Key Arguments and Data

  • Inflation and Monetary Policy: Headline PCE year-over-year fell to 2.6%, and core PCE year-over-year fell to 3.2% (both the lowest since 2021); the three-month annualized core PCE rate dropped to 2.2%; M2 money supply contracted by 3.0% year-over-year.
  • Interest Rates and Credit: The U.S. 10-year yield fell from an October high of 5.0% to 3.9%; the 30-year mortgage rate declined from 7.8% to 6.4%; credit card debt exceeded $1 trillion for the first time, but debt service payments as a share of disposable income stood at 5.8% (historical average).
  • Market Performance: The S&P 500 posted a total return of 26.3% (the 25th highest return year since 1927); the Nasdaq Composite Index rose 44.7%; the Dow Jones Industrial Average gained 16.2%. Nine sectors in the S&P 500 recorded positive returns, with only the utilities (-7.1%) and energy (-1.4%) sectors, which had risen in 2022, declining.
  • Style and Size: Large-cap stocks (Russell 1000 up 26.5%) outperformed mid-cap (Russell Mid-Cap up 17.2%) and small-cap (Russell 2000 up 16.9%) stocks; growth stocks (Russell 1000 Growth up 42.7%) significantly outperformed value stocks (Russell 1000 Value up 11.4%).
  • Other Assets: The Bloomberg Aggregate Bond Index rose 5.5%; 20+ year Treasury bonds gained 2.7%; gold rose 7.9%; WTI crude oil fell 10.7%; Bitcoin surged 152.9% to $41,935.34; the U.S. dollar declined 2.1%.
  • Sentiment Indicators: The Bank of America Bull & Bear Indicator rose from extreme bearishness at the start of the year (2.9/10) to neutral (5.0/10).

Comparative Data Table: 2023 Major Asset Returns

Asset/Index 2023 Total Return Notes
Nasdaq Composite Index +44.7% Tech-led
Russell 1000 Growth +42.7% Growth stocks leading
S&P 500 +26.3% 25th highest return year
Russell 1000 +26.5% Large-cap
Russell Mid-Cap +17.2% Mid-cap
Russell 2000 +16.9% Small-cap
Russell 1000 Value +11.4% Value stocks
Gold +7.9% Weak U.S. dollar
Bloomberg Aggregate Bond +5.5% Positive bond returns
20+ Year Treasury +2.7% Weak long-end performance
WTI Crude Oil -10.7% Commodities under pressure
Bitcoin +152.9% Sharp rebound

Companies/Assets Involved

  • Magnificent 7 (GOOGL, AMZN, AAPL, META, MSFT, NVDA, TSLA): Accounted for 27% of the S&P 500 index weight, with a total return of 81.9% in 2023, contributing the vast majority of the index's gains; the remaining 493 stocks returned only 12.5%. The author implicitly holds a bullish view on these tech giants but notes that the equal-weight S&P 500 outperformed the market-cap-weighted S&P 500 late in the year, suggesting some broadening of the rally.
  • Information Technology Sector: Returned 57.8% in 2023, the strongest sector.
  • Telecommunications Sector: Returned 55.8%, following closely.
  • Utilities Sector: Returned -7.1%, the weakest sector.
  • Energy Sector: Returned -1.4%, also declining.

Investment Implications

1. Focus on Inflation and Interest Rate Inflection Points: Core PCE is approaching the 2% target, the Fed's dot plot signals three rate cuts in 2024, and bond yields have retreated from their highs. Investors should increase allocations to interest-rate-sensitive assets (e.g., long-term Treasuries, growth stocks) and reduce cash positions.

2. Risk of Style Rotation: Growth stocks (+42.7%) significantly outperformed value stocks (+11.4%) in 2023, but the equal-weight index outperformed the market-cap-weighted index late in the year, suggesting the rally may broaden beyond the Magnificent 7. Investors should be wary of overvaluation risks in tech giants and consider moderate diversification into small/mid-cap or value stocks.

3. Consumer Resilience is Unsustainable: Credit card debt surpassed $1 trillion for the first time. While current debt service ratios are normal, consumer spending could face pressure if employment or wage growth slows. Attention should be paid to earnings risks in the consumer discretionary sector.

4. Bitcoin Rebound Signal: Bitcoin surged 152.9% to its highest level since early 2022, reflecting a rebound in risk appetite. If rate cut expectations materialize, cryptocurrencies and related assets may continue to benefit, though volatility remains extremely high.