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VRTS - Virtus Investment Partners


Picasso

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This will be brief since I have a lot going on this morning but I can go into a bit more later.

 

They have about $420 million of cash and investments in various seeded funds, on 8.4 million shares that comes out to $50/share of value with no net debt.  For a stock trading at $75, you're getting a really good asset manager for $25.

 

They have $47 billion under management.  I could see that dropping down to $40 billion in the short term.  That gives about $200 million of value for the asset manager or 0.4% on current AUM.  An asset manager valuation of 2% on $40 billion (they're going to lose some AUM in the short-term) would be $800 million + $300 million (haircut the cash/seeds, also using up the share repurchase program) and I get to around $160 of value sometime in 2017. 

 

There's obviously some hair on this (F-squared, star emerging manager just resigned) but the $50 net cash/investments/seeds gives enough downside protection to where we're already discounting a lot...

 

Anyway let me know where I'm wrong on this.  I just started buying.

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Thanks for bringing this up. I bought a small position as well; I'd like it to go down some more.

 

I'm curious to see how much AUM flows out following the departure of the star manager - I'd tend to think "not much" (the replacement has worked with him for 17 years apparently), but I don't know how the clients think.

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My concern about non alternative asset managers is relentless competition from Vanguard.  Vanguard supplies a competing product with fees of on average 15bp.  Most of these firms have costs of 60bp+.  How much longer can these companies sell products as multiples of this price and expect to stay in business?  The premium folks are paying asset managers like Virtus is based upon them not knowing that they can get a comparable product for a fraction of the cost.  How long will this ignorance will continue I do not know but the fortunes of firms like Virtus are dependent upon this ignorance.  Just my 2 cents.

 

Packer

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Guest roark33

Packer--agree with this issue, the middle of the road asset manager have a tough sell.  Either you are a hedge fund and you claim to deliver great returns and charge a lot or you admit you are an index and compete on price...

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I think compared to other asset managers, Virtus is pretty good.  They have a bunch of value add boutique shops and the fund wholesalers have some of the best productivity numbers out there. 

 

You obviously have pricing pressures across the space but look at firms like DoubleLine.  They're no hedge fund and they charge fairly high fees for bonds in a low rate environment yet pull in insane assets.  I think reading through the Virtus 10-K business model/description and comparing it to other asset managers is fairly night and day.  They know what space they play in and stick to it. 

 

Virtus is more of a "fill in the gaps" on an asset allocation for bigger RIA/wirehouse relationships versus big core strategies that will lose to Vanguard, etc.  I don't think that's the kind of business you'll see big outflows from, aside from what we've already seen during the F-squared issues.  And that shows in the flow data when you back out the F-squared losses.

 

I have someone whose office interacts with Virtus look into this a bit, and apparently they haven't seen outflows from the emerging market strategy yet.  It's been added to some watchlists, but they're going on full court defense to explain the existing team.  I could send a pic of the email sent out from Virtus to their advisors in case anyone wanted to see it.  Pretty much exactly what I expected yet the market erased a massive chunk of the asset manager value because this stock is mostly net investments.

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Given the trends here, I think the AM industry (except alternatives) is moving from stability to decline.  The problem here is AM firms do not have the sticky relationships with the clients the advisors do and the incentive to index versus going active is very large.  For example, if you are an advisor and you have your clients in active funds and are paying lets say 100 to 150bps and you go to passive at 10bp you save 90 to 140bp that you can share with your client and you get paid more.  I do not see how this changes until active can outperform.  We have threads on CoBF looking for active managers that can outperform but have yet to find a consistent one that I am aware of.  Allan Mecham did great before 2015 and underperformed in 2015.  I think truly liquid markets are pretty efficient.  Look at all the great value manager with great processes that have underperformed, especially in the large cap space, Longleaf, Fairholme, Sequoia & the list goes on.  The only places I see left are alternatives (real estate and infrastructure) and unusually niches (Greece, S. Korea, oil and gas).If that is the case, there will be some pretty big carnage in the AM industry.  Let assume indexing doubles in usage over the next 5 year which means active revenue goes

 

down by 50%.  In addition, there will be fee pressure especially when you largest competitor has cost 1/3rd of yours and is a non-profit.  These two factors alone will destroy many AM firms.  Since there is a lot of operational leverage in AM firms, when you have a revenue decline you into a death spiral.

 

Packer 

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Given the trends here, I think the AM industry (except alternatives) is moving from stability to decline.  The problem here is AM firms do not have the sticky relationships with the clients the advisors do and the incentive to index versus going active is very large.  For example, if you are an advisor and you have your clients in active funds and are paying lets say 100 to 150bps and you go to passive at 10bp you save 90 to 140bp that you can share with your client and you get paid more.  I do not see how this changes until active can outperform.  We have threads on CoBF looking for active managers that can outperform but have yet to find a consistent one that I am aware of.  Allan Mecham did great before 2015 and underperformed in 2015. I think truly liquid markets are pretty efficient.  Look at all the great value manager with great processes that have underperformed, especially in the large cap space, Longleaf, Fairholme, Sequoia & the list goes on.  The only places I see left are alternatives (real estate and infrastructure) and unusually niches (Greece, S. Korea, oil and gas).If that is the case, there will be some pretty big carnage in the AM industry.  Let assume indexing doubles in usage over the next 5 year which means active revenue goes

 

down by 50%.  In addition, there will be fee pressure especially when you largest competitor has cost 1/3rd of yours and is a non-profit.  These two factors alone will destroy many AM firms.  Since there is a lot of operational leverage in AM firms, when you have a revenue decline you into a death spiral.

 

Packer

 

Packer, you don't mean that comment about Mecham, right? Surely you are not going to shoot the guy for 1 year of under performance? Or do you mean it in the context of how the average Joe will react?

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No I am sure Mecham is doing the best he can but it is in the context of a more efficient market and the market he is fishing in given his size.  He may outperform but I think as these guys get better known as well as their stocks, the market bids them up and the future expected returns decline.  This happens to folks who keep their picks secret like Monish P. also.  This has happened to all the managers I have heard of over time as the barriers to entry is low and universe of investments decline as their AUM grows.  In other asset classes with higher barriers or running a company, the outperformance may be more enduring.  Low cost is the most certain way to do better than other investors, it is just math.  I think the easiest way to get excess returns is in small niches and in low cost infrastructure assets. 

 

Packer

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I strongly agree with Packer (no opinion on VRTS specifically)... although I think his comments apply almost equally well to Alternatives.

 

The fact is that very few Alt strategies are *real*; performance is overstated generally, secrecy leads to fraud (Calpers experience getting revealed lately is instructive), and I think fiduciaries reaching for yield with Alts for pension funds etc will accelerate the decline of the industry.

 

On top of that, all the regular AM guys are going to try to get into Alts, and I think the whole situation benefits no one but Vanguard and mom and pop.

 

My 2 cents, cert Alt guys should win, but I think it's a great minority.

 

I think my view is consensus actually given the alt and AM valuations you see out there.

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By alts I am referring to direct specific illiquid assets like infrastructure and RE assets.  Not mutual funds investing in these assets as they are fund of funds with 2 layers of fees.  Good examples would be low fee NNN lease firms (O, NNN or SSW) or infrastructure firms like BIP. 

 

Packer

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  • 3 weeks later...

Thanks for bringing this up. I bought a small position as well; I'd like it to go down some more.

 

I'm curious to see how much AUM flows out following the departure of the star manager - I'd tend to think "not much" (the replacement has worked with him for 17 years apparently), but I don't know how the clients think.

 

So far about a billion has left the star manager strategies.  Still a ways to go before they get down to my expected AUM of $40 billion.  There's some sticky closed end business here as well so I don't think there's as much negative operating leverage as people think.  If they can repurchase those 1.4 million shares at these prices, we're getting the asset management business for peanuts.  I'm hoping it goes lower as well since I'm still buying and repurchases get extra juicy. 

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Picasso, what is that 2 % asset manager valuation rule? Some over-the-cycle mean multiple?

 

Asset managers earn mainly fixed fees from AUM, and currently most asset values are very high, so should one take a haircut to AUM (say -1/3) just in case? I think that kind of market price decline is very possible for the coming few years, and that eats directly into their earning power.

 

Sure, the stock price has come down quite a bit, much more than AUM probably ever will, but just to fine-tune the valuation instead of using "today's AUM levels - capital flight"?

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Sort of, private market transactions for asset managers like VRTS usually range between 2-4% of AUM.  But those valuations are coming down from all this low fee, ETC, indexing pricing pressure.  You're probably right to haircut even more but I was thinking of shorting another asset manager to avoid that risk.

 

I attached a little screen I pulled on asset managers with $30-100 billion of AUM.  Virtus obviously sticks out like a sore thumb when I include the price to tangible book column.

AM_Screen.thumb.PNG.0f7dc65ca9a67eb9a6686871cbd11c3f.PNG

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Agreed, I just wanted to show the range of valuations of market caps versus AUM.  When you also get some present value of future incentive fees they tend to trade at 5-6% of AUM.  Something like OAK has investments and carried interest propping up the market caps.  Assets are also stickier but like I mentioned in the OAK thread, it's two steps forward one step back as the funds mature. 

 

Anyway, in the case of comparing to Manning the screener is off.  MN is the managing member of the asset manager subsidiary so it consolidates everything even though it only owns 16.7%.  Share count is closer to 85 million, which is a market cap over $600 million and they manage $35 billion.  So price to tangible book is obviously a lot higher.

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APAM and CNS are closer but using a multiple of tangible book will be distorted based upon the amount of non-operating assets each firm holds.  Using a metric like MVIC - non operating assets divided by AUM might be more appropriate.

 

Packer

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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No other asset manager has such a high percentage of non-operating net assets as a percentage of the market cap as VRTS.  So taking that metric only skews it much, much further.  I simply wanted to point out where other asset managers with minimal net operating assets trade as a percentage of AUM.  Screening out the non-operating assets was messy and VRTS is the outlier, so I just did a multiple of TBV.

 

For example, MN trades at 2% of AUM (on a market cap or enterprise value basis) with $10 billion less of AUM.  Calamos is probably the only other asset manager I know where you're basically not paying anything for the asset manager net of "trapped" cash and investments.

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I think the real uncertainty here is future AUM growth.  If it goes with the rest of the industry, down, then you have a melting ice cube and using 2% of AUM or even 8x FCF can be expensive as these are based upon a growing AUM base.  For example if have 3% decline per year then fair value per the Graham formula is 2.5x FCF so an 8x multiple is expensive.

 

The issue with trapped cash is you do not control it so it has to be discounted for that fact.  In private company valuations this can be discounted up to 40%.  Given your level of control I think a similar discount is appropriate here unless management makes a commitment to return the cash.  The one danger here as in OUTR is that VRTS buys back what appears to be cheap stock that is actually expensive given the negative growth profile.

 

Packer

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I'm not going to entirely agree with the notion that 2% of AUM is too expensive on a melting AUM base.  There are obviously industry headwinds and VRTS has experienced issues beyond that.  They already experienced a $15B outflow in the past couple years and until this Rajiv resignation, fund flows ex-F-squared were turning positive.  But you have Manning & Napier which manages $30 billion and the market cap or enterprise value is still in the $600 million region.  VRTS isn't anywhere close to $30 billion of AUM yet.  If MN goes down to $20 billion or some level where it's now lacking any meaningful free cash flow and they need to start cutting talent, operating expenses then yes 2% of AUM will look a bit high.

 

So let's use your 40% discount and now it's only $252 million net cash/investments.  Using only free cash flow over the next couple years they can easily use up the rest of their buyback authorization and get down to 7 million shares outstanding.  That would put the market cap at $469 million or a net $217 million for the asset manager.  Now let's say AUM drops all the way down from $46 billion to $30 billion; market losses and outflows.  That puts the asset manager at 0.7% of AUM.  And again there are other asset managers like MN or GAM that trade at multiples of that today.  I think it's already priced in what seems to be consensus thinking that asset managers suck and no price is cheap enough.

 

At one point not too long ago investors were paying $220 for the asset manager business versus $37 today, if we use your 40% cash/investment discount (which I don't entirely agree with either).  I don't agree because there is no complicated ownership structure with VRTS that would prevent a sale.  Someone can simply buy the company and access those assets themselves and wind down non-performing seed funds.  From a buyers perspective the asset manager went from $200 to $16. 

 

I also don't think the cash is too trapped for public investors.  They do pay a dividend and are now aggressively repurchasing shares.  Well, I hope they're still aggressively repurchasing shares.  If they liked it at $115 they should love it at $67.  And Marcato Capital just started buying last quarter and pitched the idea at Ira Sohn in Canada last October.  I'd like to think an activist can help to return more capital to shareholders if fund flows take a turn for the very worst.

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