Trillium Asset Management, LLC (Trillium) claims compliance with the Global Investment Performance Standards (GIPS®). Trillium is an investment advisor registered with the Securities and Exchange Commission under the Investment Advisors act of 1940. For the purposes of establishing and maintaining compliance with the GIPS standards, the firm has elected to define itself exclusive of wrap fee assets under management historically until 10/1/2013. Effective 10/1/2013 the firm has redefined itself to include wrap-fee assets under management. Previously, the firm included only institutional and high net worth accounts. The firm was redefined to include the wrap-fee business to reflect all business lines managed by the organization.

The ESG Core Equity Composite was created on September 14th 2011 and has an inception date of January 1, 2007, and includes all discretionary portfolios managed in the ESG Core Equity style. The U.S. Dollar is the currency used to express valuations and performance.

Trillium ESG Core Equity seeks to provide competitive long-term returns by investing in a well diversified portfolio across a range of market capitalizations. Time-weighted returns are presented for all periods net of trading costs and both net and gross of management fees, includes the reinvestment of all income, and is vested and calculated on a trade date basis.  Net-of-fee performance is calculated using actual management fees from composite inception through December 31, 2012. Beginning January 1, 2013 net composite level returns are calculated by reducing the composite level gross returns by the highest fee of 1.50%. Prior to January 1, 2022, actual fees were used in calculating net returns. All net returns were changed retroactively since 2013 to reflect the highest fee (1.50%).. Individual performance will vary from that of the composite.

Lists, descriptions, and GIPS Reports are available upon request for all Trillium performance composites.

The S&P Indices are widely recognized, unmanaged indices of common stock. It is not possible to invest directly in an index. The S&P 1500 combines three indices, the S&P 500, the S&P MidCap 400, and the S&P SmallCap 600 to cover approximately 90% of the U.S. market capitalization.

Past performance is no guarantee of future results. Every investment carries the potential for both profit and loss. The strategy’s ESG policy could cause it to make or avoid investments that could result in the strategy underperforming similar strategies that do not have an ESG policy.  

Investments in smaller and medium companies generally carry greater risk than is customarily associated with larger companies for various reasons, such as narrower markets, limited financial resources and less liquid stock.

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.

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