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

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

Investment Process ● ● Idea Generation Our process is driven by internally generated and researched ideas. The Firm makes almost no use of Wall Street research for our long process, and we do not actively share our insights with other managers. While all Analysts are generalists, they often focus on specific value chains-studying suppliers, manufacturers, distributors and customers within a specialized area of the economy across market capitalizations. The team additionally generates new ideas through its on-the-ground worldwide travel. Analysts share timely ideas with the entire investment team on our daily 8:30am conference call. These ideas are later reviewed in detail during weekly group meetings. Fundamental Research In addition to detailed analysis of a company's SEC filings and call transcripts, we generally visit key facilities and meet with the top executives. We often approach the final vetting of potential new investments as a team that includes one or more Portfolio Managers, dedicated Qualitative Field Analysts and our Data & Analytics Team. Qualitative Field Research & Data Analytics Our due diligence process often includes fieldwork conducted by research Analysts in conjunction with our internal Qualitative Field Analysts, our sourcing specialists and, for select projects in limited circumstances, outside sourcing consultants. Such research can include interviews with a company's former employees, competitors, suppliers, distributors and customers. In addition, our dedicated Data & Analytics Team sources and analyzes data to develop views on the long-term drivers for individual companies and value chains as well as macroeconomic trends. Based on fundamental analysis, in-house fieldwork and data analytics, we formulate proprietary, actionable investment theses. Every step of the process adheres to rigid compliance guidelines in order to prevent exposure to material nonpublic information. Portfolio Management The "SEG International 300": We actively monitor approximately 300 international companies that have been fully vetted through our research process and formally approved by our Investment Committee. Once we approve a business that meets our investment criteria, we wait for an opportunity to buy it at a compelling discount to its intrinsic value. We consistently update and maintain intrinsic value estimates for all Approved List businesses, whether we own the company or not. Individual position weightings vary based on several factors including quality of business, discount to intrinsic value and liquidity. We will often establish a new position at a small weighting and build the position opportunistically. Portfolio Managers hold sole discretion over all investment decisions. Associate Portfolio Managers' primary responsibilities include playing devil's advocate on the portfolio. 15
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