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Massachusetts Water Resources Authority (“MWRA”) Employees’ Retirement System

APPENDIX Representative Investment ASML Holding (ASML NA) World's dominant producer of semiconductor lithography machines ASML is the world's dominant producer of semiconductor lithography machines, which "project" ever-more complex and miniature circuit patterns onto silicon wafers, thus effectively sustaining Moore's Law (which states that the number of components and transistors on a chip should double every two years). Free float is 95%. Semiconductors sit at the core of the digital revolution, which will make possible the Internet of Things and advanced Al. As the ubiquity of electronic devices increases (with automotive, industrial, consumer and communications infrastructure gaining share from the traditional end markets of PCs and smartphones), Gartner estimates the semiconductor market will sustain high- single-digit revenue growth with reduced cyclicality for at least the next decade. Growth: Over the last decade, ASML has delivered respective revenue, EBITA and EPS CAGRs of 14%, 26% and 23%. Five-year respective CAGRs have been 16%, 23% and 21%. Returns: Gross margin is 46%, EBITA margin is 28%, operating ROCE is 95% and overall ROCE is 32%. FCF is 90% of net income, and the Company has a net cash position. Competitive Moat: Oligopolist becoming a monopolist in the latest technology process (extreme ultraviolet or "EUV"), where rivals Nikon and Canon have chosen not to compete. Barriers to entry are as high as any business we've ever come across with substitution risk close to zero. ASML is crucial to its customers who even helped finance ASML's R&D costs for EUV. Extraordinary pricing power - ASML has achieved annual average ASP growth of 8% for the last decade, yet customers have fully participated in the fruits of its innovation, having achieved an average annual decline in cost per function of 21%. This means that ASML is steadily gaining share of customer capex, funded by the value it creates for them. Despite ongoing concerns over the semiconductor cycle (which we believe are mistaking an inventory correction for a cyclical downturn), ASML significantly raised medium-term and long- term guidance at its November 2018 investor day. We expect 6%-7% annual revenue growth for the next decade, gross and operating margin expansion from superior EUV economics and greater service revenue attachment rates and likely buybacks leading to double-digit annual cash EPS growth. Mobile and PC maturing Smartphones, B$ Tablets, BS PCs, B$ FI-2 2.3% Gartner's Long-Term Growth Projections by End Market Continued growth in cloud applications Wired & wireless Infrastructure, B$ 1997-2010 2018 total value €8,259 million 87 +6% CAGR 110 123 128 125 16 18 +3% CAGR 42 45 42 -1% CAGR 20 19 ArF Immersion 58% Lithography Capex/ Semiconductor Revenue 2.1% 2010-2017 17 16 17 18E 19E '20E ¹25E ArF Dry 3% 145 43 KrF 11% 15 2.3% 2017-2025E I-line 1% Metrolog Inspecti 4% EUV 23% Servers, Datacenters & Storage, B$ +12% CAGR 30 31 +4% CAGR Logic 45% 34 36 78 91 86 42 Revenue Splits End-Use 120 16 17 18E 19E '20E 25E 100.0% 10.0% 1.0% 0.1% Emerging connected devices market Automotive, B$ Memory 55% 2004 Source: ASML Holding November 2018 and January 2019 Corporate Presentations. Industrial Electronics, B$ INTERNET THINGS Relative Cost Per Function (indexed at 2004 levels) 35 41 +10% CAGR 53 43 48 Korea 35% Taiwan 19% +11% CAGR 48 54 58 16 17 18E 19E 20E ¹25E 2008 2012 2016 2:02:0 2024 Source: SEG research as of February 2019. All information provided in this slide is for informational purposes only and should not be deemed as a recommendation to buy or sell the securities mentioned. The presentation is intended to effectively convey SEG's investment methodologies and representative investments held in the Fund. The specific securities identified and discussed do not represent all of the securities purchased, sold or recommended for the Fund or its related accounts, and the reader should not assume that investments in the securities identified and discussed were or will be profitable. Region (ship to location) 90 China 19% USA 16% Japan 4% EMEA 6% Rest of Asia 1% 28
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