Heartland Advisors

Heartland Small Cap Value Strategy 3Q24 Portfolio Manager Commentary

 Executive Summary

  • The Heartland Small Cap Value Strategy appreciated 11.52% for the quarter, versus 10.15% for the Russell 2000® Value Index, and continues to outpace its benchmark year to date.
  • Results were due almost entirely to security selection. In volatile times, we believe active investment management is paramount.
  • Small value stocks should benefit from further rate cuts, but it may take time.
  • Now is the time to focus on what can be controlled. For us, that means constantly improving our process.

“Winning isn’t getting ahead of others. It’s getting ahead of yourself.”
— Roger Staubach    

The third quarter showed how easy it is to get caught up in the horse-race aspects of investing. As the Federal Reserve moved to cut interest rates in September, questions immediately arose: Who are the likely winners and losers of an accommodative monetary policy? Which equities might be headed higher or lower over the course of the easing cycle? And is this the catalyst that could finally propel small value ahead of large growth?

This can be a pointless exercise, especially since the answers are almost never clear, nor instantaneous. For example, while history tells us that value stocks will eventually come back into favor, additional patience may be required, as growth doesn’t typically relinquish its advantage until midway into an easing cycle, according to research by The Leuthold Group.

Similarly, while we believe small caps will benefit from lower borrowing costs, the economic concerns that drove the Federal Reserve to act may continue to pressure emerging businesses in the short term. That’s why it’s important to identify companies with strong financials and healthy free cash flow, without overpaying, as outlined in our 10 Principles of Value Investing™. Of course, this area of the market has performed so poorly, relatively speaking, over the past three years, that the bar is set pretty low for this group (see chart below). This gives us confidence in the opportunity set for our asset class, even if the precise timing is unclear.

Source: FactSet Research Systems Inc. and Russell®, monthly data from12/1/1981 to 9/30/2024. This chart represents the 3-year average annualized total return percentage for the Russell 2000® Value Index. All indices are unmanaged. It is not possible to invest directly in an index. Past performance does not guarantee future results.

In times like these, we are reminded of the words of Hall of Fame quarterback turned successful commercial real estate investor Roger Staubach, who argued that winning shouldn’t be measured by how far ahead you are of others in any short time period. Instead, it’s how much you grow in your own development and capacity in the long run.

We agree. At Heartland, our 10 Principles of Value Investing™ guide every investment decision we make. While those rules are unwavering, we are committed to looking for new and more effective ways to put our beliefs into practice with the goal of delivering consistent performance over time.  

Attribution Analysis & Portfolio Activity

For the quarter, the Heartland Small Cap Value Strategy gained 11.52%, outpacing the Russell 2000® Value Index, which returned 10.15%. Security selection was mixed over the past three months, with the Strategy outperforming the benchmark in Consumer Discretionary, Energy, and Industrials. We lagged in other areas such as Information Technology and Health Care.

Year to date, the Strategy is up 14.97% versus 9.22% for the Index, with security selection being the primary reason for the outperformance. Stock picking was also the major driver of our performance over the past one, three, and five years. 

It is worth noting that we don’t select securities in a vacuum. We are constantly assessing the portfolio’s overall risks and short falls. Then we identify ideas that are both attractive from an upside/downside perspective that can play a key role in addressing deficiencies in our Strategy. This active awareness is a critical part of our process. It is akin to constructing a winning football team. The impulse in every NFL draft may be to select the best quarterback coming out of college. But that may not make sense if you already have a franchise QB and need to shore up your defense. That’s how we go about picking stocks — we look for situations where our needs and opportunities converge.

A good example is Centrus Energy Corp. (LEU), a trusted supplier of components and services for the nuclear power industry. We generally aim not to deviate too far from the sector weightings of our benchmark, preferring to let security selection and our 10 Principles of Value Investing™— not industry bets — drive our performance relative to our active and passive peers. 

After selling a long-term oil producer, Berry Petroleum (BRY), earlier this year, the portfolio was underweight Energy, so we’ve been aware of the potential need to boost our exposure. For years, we had been monitoring and meeting with the management of Centrus due to its unique position as America’s only licensed uranium enrichment company. Since 1998, Centrus has been providing utility customers with a clean, reliable, and affordable carbon-free power source. With world-class technical and engineering capabilities, Centrus is advancing the next generation of centrifuge technologies to restore domestic enrichment capabilities rather than relying on foreign sources, such as Russia.

Due to various regulatory delays, however, the stock had fallen out favor with investors, selling off substantially from former highs. After thorough research, we updated our review of LEU’s business, including potential competitors, and Centrus scored favorably on our grid using the 10 Principles of Value Investing™.

We established a position in the Spring, and as orders grew for their services, we added to the holding throughout the year. Centrus is profitable with a solid balance sheet that includes cash 2.5X their debt.

By contrast, we exited a successful metals and mining holding this year because its grid score deteriorated. As interest in gold has grown, shares of the company, which acquires and manages precious metal royalties worldwide, appreciated substantially. However, production difficulties at one of their key producing mines surfaced, thus reducing our estimates of earnings and cash flows. Together these increased the risk while lessening the reward potential for the holding, causing our valuation of the company to fall, and putting it at the bottom of the mining stocks in our portfolio. With a price to cash flow ratio of close to 20X and the grid score deteriorating to only 5 of 10, we believed there were better values elsewhere.

For example, our research indicated the outlook for New Gold (NGD), a pure Canadian gold and copper producer, was steadily improving. NGD has met guidance for eight consecutive quarters, as both of its mines are hitting their production stride. The company is forecast to tap approximately 600,000 ounces of gold equivalent in FY2026, up 42% compared with last year’s output. Excellent drilling results coupled with better efficiencies have reduced New Gold’s all-in sustaining costs (AISC) to $1,381 per ounce of gold, down from a recent high of $1,657. The company is on track to slash AISC’s more than 50% by 2026.

Under new management headed by CEO Patrick Godin, who joined in 2022, NGD is enjoying financial flexibility that allows for exploration to grow reserves and extend the life of mines. The team continues to execute significantly increasing production, cutting costs, and posting exceptionally strong free cash flows. Our research process was validated by strong insider buying in the company. Yet despite doubling in value, NGD was priced at 8x our estimated 2025 earnings, less than 6.5x free cash flow and scored 8/10 on our research grid. We added to the position.

Outlook

Although our confidence in small value stocks is unwavering based on the unrecognized opportunities in this segment, we believe patience will be required. We expect the backdrop for this segment to improve, as the Federal Reserve embarks on its first easing cycle since the global pandemic. However, historically these policy turns have taken longer than expected to unfold. While we wait patiently, we remain committed to staying true to our 10 Principles of Value Investing™ while constantly improving our process to optimize our performance over time. 

We thank you for your continued trust and confidence in Heartland.

Fundamentally yours,

The Heartland Investment Team

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Portfolio Management Team

Heartland Advisors Value Investing Portfolio Manager Will Nasgovitz

Will Nasgovitz

CEO and Portfolio Manager

Heartland Advisors Value Investing Portfolio Manager Bill Nasgovitz

Bill Nasgovitz

Chairman and Portfolio Manager

Composite Returns*

9/30/2024

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Since Inception (%)10-Year (%)5-Year (%)3-Year (%)1-Year (%)YTD (%)QTD (%)
Small Cap Value Composite (Net of Advisory Fees)**10.775.2212.267.1323.8615.2211.60
Small Cap Value Composite (Net of Bundled Fees)9.314.8311.946.8223.5014.9711.52
Russell 2000® Value10.058.229.293.7725.889.2210.15

Source: FactSet Research Systems Inc., Russell Investment Group, and Heartland Advisors, Inc.
*Yearly and quarterly returns are not annualized. The Strategy's inception date is 10/1/1988. 
**Shown as supplemental information. 

The US Dollar is the currency used to express performance. Returns are presented net of advisory fees and net of bundled fees and include the reinvestment of all income. The returns net of bundled fees were calculated by subtracting the highest applicable sponsor portion of the separately managed wrap account fee from the net of advisor fees return.

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©2024 Heartland Advisors | 790 N. Water Street, Suite 1200, Milwaukee, WI 53202 | Business Office: 414-347-7777 | Financial Professionals: 888-505-5180 | Individual Investors: 800-432-7856

Past performance does not guarantee future results.

The Small Cap Value Strategy seeks long-term capital appreciation by investing in micro- and small-cap companies, generally with market capitalizations of less than the largest companies in the Russell 2000 Value Index, at the time of purchase. The micro- and small-cap segment of the stock market is robust with thousands of publicly traded issues, many of which lack traditional Wall Street research coverage. Thus, we believe this market is often inefficient, mispricing businesses and offering opportunities for fundamental research-minded investors such as Heartland.

The Small Cap Value Strategy invests in small companies selected on a value basis. Such securities generally are more volatile and less liquid than those of larger companies.

Value investments are subject to the risk that their intrinsic values may not be recognized by the broader market. 

Heartland Advisors, Inc. (the “Firm”) claims compliance with the Global Investment Performance Standards (GIPS®). The Firm is a wholly owned subsidiary of Heartland Holdings, Inc. and is registered with the Securities and Exchange Commission. For a complete list and description of Heartland Advisors composites and/or a presentation that adheres to the GIPS® standards, contact Institutional Sales at Heartland Advisors, Inc. at the address listed below.
 

As of 9/30/2024, Centrus Energy Corporation Class A (LEU) and New Gold Inc. (NGD), represented 4.86% and 2.77% of the Small Cap Value Composite’s net assets, respectively. 

The future performance of any specific investment or strategy (including the investments discussed above) should not be assumed to be profitable or equal to past results. The performance of the holdings discussed above may have been the result of unique market circumstances that are no longer relevant. The holdings identified above do not represent all of the securities purchased, sold or recommended for the Advisor’s clients.

Portfolio holdings are subject to change. Current and future portfolio holdings are subject to risk.

In certain cases, dividends and earnings are reinvested.

GIPS® is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.

Separately managed accounts and related investment advisory services are provided by Heartland Advisors, Inc., a federally registered investment advisor. ALPS Distributors, Inc., is not affiliated with Heartland Advisors, Inc.

The statements and opinions expressed in this article are those of the presenter(s). Any discussion of investments and investment strategies represents the presenters’ views as of the date created and are subject to change without notice. The opinions expressed are for general information only and are not intended to provide specific advice or recommendations for any individual. The specific securities discussed, which are intended to illustrate the advisor’s investment style, do not represent all of the securities purchased, sold, or recommended by the advisor for client accounts, and the reader should not assume that an investment in these securities was or would be profitable in the future. Certain security valuations and forward estimates are based on Heartland Advisors’ calculations. Any forecasts may not prove to be true. 

Economic predictions are based on estimates and are subject to change.

There is no guarantee that a particular investment strategy will be successful.

Sector and Industry classifications are sourced from GICS®.The Global Industry Classification Standard (GICS®) is the exclusive intellectual property of MSCI Inc. (MSCI) and S&P Global Market Intelligence (“S&P”).  Neither MSCI, S&P, their affiliates, nor any of their third party providers (“GICS Parties”) makes any representations or warranties, express or implied, with respect to GICS or the results to be obtained by the use thereof, and expressly disclaim all warranties, including warranties of accuracy, completeness, merchantability and fitness for a particular purpose.  The GICS Parties shall not have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of such damages.

Heartland Advisors defines market cap ranges by the following indices: micro-cap by the Russell Microcap®, small-cap by the Russell 2000®, mid-cap by the Russell Midcap®, large-cap by the Russell Top 200®.

Because of ongoing market volatility, performance may be subject to substantial short-term changes.

Dividends are not guaranteed and a company’s future ability to pay dividends may be limited. A company currently paying dividends may cease paying dividends at any time.

There is no assurance that dividend-paying stocks will mitigate volatility.

Russell Investment Group is the source and owner of the trademarks, service marks and copyrights related to the Russell Indices. Russell® is a trademark of the Frank Russell Investment Group.

Data sourced from FactSet: Copyright 2024 FactSet Research Systems Inc., FactSet Fundamentals. All rights reserved.

Heartland’s investing glossary provides definitions for several terms used on this page.

Buyback is the repurchase of outstanding shares (repurchase) by a company in order to reduce the number of shares on the market. Enterprise Value/Earnings Before Interest, Taxes, Depreciation, and Amortization (EV/EBITDA) Ratio is a financial indicator used to determine the value of a company and is calculated by dividing the entire economic value of the company (enterprise value) by its earnings before interest, taxes, depreciation, and amortization (EBITDA). Earnings Per Share is the portion of a company’s profit allocated to each outstanding share of common stock. Earnings Yield is the reciprocal of the price to earnings ratio.  Free Cash Flow is the amount of cash a company has after expenses, debt service, capital expenditures, and dividends. The higher the free cash flow, the stronger the company’s balance sheet. Insider Buying is the purchase of a company's stock by individual directors, executives or other employees. Margin of Safety is a principle of investing in which an investor only purchases securities when the market price is significantly below its intrinsic value. Price/Earnings Ratio of a stock is calculated by dividing the current price of the stock by its trailing or its forward 12 months’ earnings per share.  Russell Investment Group is the source and owner of the trademarks, service marks and copyrights related to the Russell Indices. Russell® is a trademark of the Russell Investment Group. Russell 2000® Index includes the 2000 firms from the Russell 3000® Index with the smallest market capitalizations. All indices are unmanaged. It is not possible to invest directly in an index. Russell 2000® Value Index measures the performance of those Russell 2000® companies with lower price/book ratios and lower forecasted growth characteristics. S&P 500 Index is an index of 500 U.S. stocks chosen for market size, liquidity and industry group representation and is a widely used U.S. equity benchmark. All indices are unmanaged. It is not possible to invest directly in an index. S&P 600 Index is a group of 600 U.S. stocks chosen for their market size, liquidity and industry group representation. All indices are unmanaged. It is not possible to invest directly in an index. 10 Principles of Value Investing™ consist of the following criteria for selecting securities: (1) catalyst for recognition; (2) low price in relation to earnings; (3) low price in relation to cash flow; (4) low price in relation to book value; (5) financial soundness; (6) positive earnings dynamics; (7) sound business strategy; (8) capable management and insider ownership; (9) value of company; and (10) positive technical analysis.

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