Contrarian Corpus
short seller research note follow up
2018-10-17 · 40 pages

Mercury Systems Inc. MRCY

Mercury Systems faces 50-60% downside as Supermicro-hack exposure, missing cyber leadership, hidden A/R factoring, and the sector's richest multiple collide with rising DFARS compliance costs.

N 4 Narrative
V 3 Visual
C 3 Craft
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Thesis

Spruce Point reiterates a Strong Sell on Mercury Systems (NASDAQ: MRCY), arguing the Street is missing tail risks from Mercury's deep Supermicro relationship — exposed by Bloomberg's October 2018 China-chip story — which Mercury and recently acquired Themis/Germane have quietly scrubbed from their websites. With both the CIO and CISO having departed in August 2018 and no replacement CISO in place, Mercury is structurally unprepared to absorb up to 10% of revenue in DFARS compliance and cyber-remediation costs. Spruce Point also flags financial misrepresentation: an undisclosed December 2017 credit-agreement amendment, $18.8m of accounts-receivable factoring that inflated FY18 operating cash flow by 43%, declining warranty accruals, gross margins falling below the 45% low-end target, and a multi-year low in NTM backlog. Discounting Mercury's industry-leading multiple to peer averages implies $9-26/share, or 49-65% downside.

SCQA

Situation

Mercury Systems is a Nasdaq-listed defense electronics supplier of secure sensor- and mission-processing subsystems for U.S. military prime contractors, trading at the highest valuation in the A&D sector despite the weakest cash conversion.

Complication

Bloomberg's Supermicro China-chip story implicates Mercury's rugged servers; Mercury then deleted Supermicro from its websites, lost both its CIO and CISO, hid an A/R factoring program, and missed gross-margin targets — none of it disclosed.

Resolution

Sell or short Mercury: it must disclose Supermicro exposure, fund cyber remediation, and absorb up to 10% of revenue in DFARS compliance costs, justifying a multiple compression to the industry average.

Reward

Applying peer-average sales, EBITDA, and EPS multiples to Spruce Point-adjusted forecasts yields a $9-26/share price target versus a ~$50 share price — implying 49% to 65% downside, with a worst-case EPS scenario of -81%.

The three reasons

  1. 1

    Mercury used Supermicro motherboards in Navy systems then quietly scrubbed all references after Bloomberg's China-chip hack story

  2. 2

    Cybersecurity-related costs could reach 10% of revenue while CIO and CISO both departed in August 2018

  3. 3

    Undisclosed credit amendment and $18.8m receivables factoring inflated FY18 operating cash flow by 43%

Primary demands

  • Sell or short Mercury Systems shares
  • Mercury should disclose materiality of Supermicro exposure, financial impact of product changes/recalls, and cybersecurity remediation plan
  • Investors should discount Mercury's multiple to industry average given cyber and disclosure risks

KPIs cited

Estimated cybersecurity-related cost burden
Up to 10% of revenue per Spruce Point industry expert
Gross margin
44.7% in Q4'18 falling below Mercury's 45% low-end target, vs 48.4% in Q2'17
Inventory + purchase obligations / NTM backlog
Hit record-high 54.2% in Q3'18 vs ~38-40% historical norm
NTM backlog as % of total backlog
73.5% in FY2018, multi-year low vs 80-87% historical range
Warranty accruals as % of sales
Declined to 0.27% in FY2018 from 0.73% in FY2016 despite 12-month standard warranty
FY18 operating cash flow inflation from A/R factoring
$18.8m, or 43% of total operating cash flow
Insider beneficial ownership
Record low 2.8% in 2018 vs 7.0% peak in 2013
Sell-side average price target
$56, implying just 9% upside with no analyst questioning Supermicro exposure
EV / 2019E EBITDA multiple
~17.5x vs A&D peer average ~12.5x — highest in the industry
Free cash flow margin
~2% — worst cash conversion in the A&D peer set

Pattern membership

Where this document fits across the library's 12 rhetorical / structural patterns. Orange cells are present in this deck; neutral cells are not.

Precedents cited

  • Navy restrictions on IBM/Lenovo BladeCenter servers after 2014 Lenovo acquisition
  • ZTE U.S. sanctions following supply-chain security concerns
  • Spruce Point's own April 2018 critical report on Mercury

Composition what's on the 40 slides

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Notes

Follow-up to Spruce Point's April 2018 initial Mercury short report, timed to ride the October 2018 Bloomberg Supermicro 'Big Hack' news cycle. Memorable cover image (NASA-style mission control with 'Critical Cyber Threat / Super Micro Supernova' screens and a 'Houston, we have a problem' speech bubble). Strong specimen of short-seller craft: 'Time Line of Shady Events' chronology, before/after website-scrub screenshots as direct evidence of obfuscation, peer-gap charts on FCF margin and EV/EBITDA, and CEO quote contradiction from earnings call. No named individual author — credited only to Spruce Point Capital Management.