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

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

Baxter Street: Top 15 Equity Holdings Equity Holdings SAP Tencent Holdings Edenred AIA Group Alibaba Group¹ ASML Holding FIS Merck KGaA Alcon Melrose Industries Shiseido Adyen Pernod Ricard PerkinElmer Taiwan Semiconductor Median Mkt Cap ($ in bn) $191 $632 $11 $118 $795 $157 $91 $64 $28 $7 $23 $56 $42 $14 $388 Mkt Cap $64 Tr Op Mgn 25% 25% 36% 14% 21% 26% 36% 22% 13% 7% 5% 48% 27% 23% 40% Op Mgn 25% Tr ROE 16% 28% NMF 16% 22% 23% 11% 13% NMF NMF 8% 33% 10% 19% 28% ROE 17% Top 15 Baxter Street Portfolio Equity Holdings 9/30/2020 3-5-Yr Avg 2021 Est EPS A Est P/E 21.4 36.2 28.9 22.5 24.1 31.2 24.5 18.4 13% 20% 17% 11% 25% 19% 12% 8% 15% 8% 20% 35% 11% 14% 16% EPS A 15% APPENDIX 31.8 14.0 54.6 100.1 25.2 22.9 22.4 P/E 24.5 3-Yr FCF/NI 91% 119% 137% 69% 109% 85% 70% 62% NMF 65% 90% NMF 75% 65% 63% FCF/NI 75% Company Descriptions #1 Global developer of business enterprise resource planning software Chinese leader in online video games (#1), social networking (#1), financial technology (#2) and cloud computing (#2) Global B2B provider of employee benefits, fuel & fleet cards and payment services Emerging Asia's oldest life insurer, with leading positions in 17 growth markets #1 E-commerce company in China #1 Global producer of lithography equipment used to manufacture semiconductors Leading provider of outsourced processing services and software to US banks and payment-processing services to global merchants Global provider of life science consumables, pharmaceuticals and specialty chemicals #1 Global maker of surgical equipment and consumables for the eyecare industry Hybrid private equity/industrial turnaround specialist Global maker and marketer of beauty and personal care products with a focus on prestige skincare, cosmetics and fragrances Global online and omnichannel payment processor Producer of wines and spirits Provider of consumables, services and equipment in the areas of human diagnostics, food/environmental safety and life sciences research #1 Semiconductor foundry Please note, 2021 Est P/E reflects (stock price less net cash and value of Ant Financial)/estimated annual earnings. Op Mgn is operating margin or earnings before interest and tax as a percent of sales. Trailing operating margin has been adjusted to exclude non-cash amortization when we view it as material and not reflective of ongoing capital requirements. The operating margin and return on equity ratios are trailing based on company financials. Average EPS A is our estimate of normalized three- to five-year EPS growth. Average EPS growth and 2021 Est P/E are based on our internal estimates. 2021 Est P/E multiples are based on 9/30/20 equity prices. FCF/NI is all operating cash flow from the last three years, minus all cap ex, compared to adjusted net income over that time. As of September 30, 2020. All information provided in this report is for informational purposes only and should not be deemed as a recommendation to buy or sell the securities mentioned. The above information represents the 15 largest equity positions, by market value (equity swap positions are reflected as fully paid), in Baxter Street Fund, L.P. as of quarter end. Each quarter, Select Equity Group, L.P., the investment adviser to the Fund, uses the same objective, non-performance-based criteria to select the 15 largest holdings. The securities listed above do not represent all of the securities purchased or sold for SEG's clients, and the reader should not assume that investments in the securities identified were or would be profitable. 27
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