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ESG Global Equity
ESG Core Equity
ESG Large Cap Core
ESG Small/Mid Cap Core
ESG Growth & Income
Sustainable Opportunities

Fixed Income Strategy

US Core Bond

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Green Century Balanced Fund
John Hancock ESG Large Cap Core Fund

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Solutions >  Equity Strategies >

ESG Large Cap Core

Solutions

ESG Large Cap Core

Invests in larger cap stocks that are well-diversified across economic sectors and meet Trillium’s sustainability criteria.

ESG Large Cap Core

Overview
Portfolio
Performance
Documents

Strategy Overview

Invests in larger cap stocks that are well-diversified across economic sectors and meet Trillium’s sustainability criteria.

Investment Process

Fundamental equity analysts, who divide coverage by sector, are responsible for providing in-depth analysis of companies and generating new buy ideas consistent with the strategy’s high quality approach, including a rigorous integrated review of financial and ESG factors. The Investment Management Committee, comprised of portfolio managers and analysts, meets periodically to review and approve recommendations to the buy-list recommended by the analysts. A strategy team, headed by the lead Portfolio Manager, rebalances the portfolio on at least a quarterly basis to identify the best subset of names from the buy-list at that particular point of time. The team leverages an optimization process that helps monitor and control portfolio characteristic exposures while overweighting companies based on a proprietary alpha score that includes an analyst rating. In this sense, the strategy is fundamentally driven, but quantitatively assisted.

Portfolio Managers

Cheryl I. Smith, Ph.D., CFA

Economist, Portfolio Manager

Mitali Prasad, CFA

Portfolio Manager

Benchmark

S&P 500

Inception Date

1994

Strategy Assets*

$559m

Holdings

65-80

% Top 10 Holdings

38.74%

Initial Position Sizes

0-5%

Target Tracking Error

3-4%

Sector Deviation +/-

<5%

Annual Turnover

20-40%

Vehicle Type

Separate Account** / Mutual Fund

* Strategy Assets are supplemental
** Traditional separately managed accounts as well as model delivery through intermediary partnerships.

Portfolio

Equity Characteristics

as of 3/31/25
Swipe to view

ESG Large Cap Core

S&P 500

Market Capitalization (weighted avg. billions)

ESG Large Cap Core
$793.59
S&P 500
$906.43

P/E (FTM EST)

ESG Large Cap Core
22.4x
S&P 500
20.3x

Price/Book

ESG Large Cap Core
6.2x
S&P 500
4.6x

Est. 3-5 Yr. EPS Growth

ESG Large Cap Core
10.21%
S&P 500
10.19%

Dividend Yield

ESG Large Cap Core
1.05%
S&P 500
1.34%

LT Debt/Capital

ESG Large Cap Core
37.59%
S&P 500
39.49%

ROIC

ESG Large Cap Core
26.99%
S&P 500
24.48%

Sector Allocation vs. Benchmark

as of 3/31/25
Swipe to view

ESG Large Cap Core

S&P 500

Information Technology

ESG Large Cap Core
31.6%
S&P 500
29.6%

Financials

ESG Large Cap Core
14.1%
S&P 500
14.7%

Consumer Discretionary

ESG Large Cap Core
11.0%
S&P 500
10.3%

Industrials

ESG Large Cap Core
10.3%
S&P 500
8.5%

Communication Services

ESG Large Cap Core
8.8%
S&P 500
9.2%

Health Care

ESG Large Cap Core
8.6%
S&P 500
11.2%

Consumer Staples

ESG Large Cap Core
7.0%
S&P 500
6.1%

Materials

ESG Large Cap Core
4.4%
S&P 500
2.0%

Real Estate

ESG Large Cap Core
2.3%
S&P 500
2.3%

Utilities

ESG Large Cap Core
1.9%
S&P 500
2.5%

Energy

ESG Large Cap Core
0.0%
S&P 500
3.7%

Sector Allocation, Equity Characteristics and Top Holdings based on a representative account as of 3/31/25 and exclude cash.

Performance

As of 12/31/2024
Swipe to view

QTR

YTD

1 Year

3 Year

5 Year

10 Year

Inception (1/1/2007)

Gross of Fees

QTR
-5.1%
YTD
-5.1%
1 Year
1.6%
3 Year
6.3%
5 Year
16.9%
10 Year
10.9%
Inception (1/1/2007)
9.5%

Net of Fees

QTR
-5.2%
YTD
-5.2%
1 Year
1.2%
3 Year
5.8%
5 Year
16.4%
10 Year
10.3%
Inception (1/1/2007)
8.9%

Benchmark - S&P 500

QTR
-4.3%
YTD
-4.3%
1 Year
8.3%
3 Year
9.1%
5 Year
18.6%
10 Year
12.5%
Inception (1/1/2007)
10.0%

Annualized time-weighted returns for ESG Large Cap Core composite through 3/31/2025. Time periods less than one year are not annualized. The ESG Large Cap Core Composite was created on September 14, 2011 and has an inception date of January 1, 2007. Composite Assets are $281.3 million as of 3/31/2025. Past performance is no guarantee of future results. Every investment carries the potential for both profit and loss. IMPORTANT: Please see important performance disclosures below.

Documents

Quarterly Commentary

Download PDF

Factsheet

Download PDF

Impact Report

Download PDF

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

Trillium Large Cap Core seeks to provide competitive long-term returns by investing in primarily large capitalization companies that are well diversified across economic sectors. 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. 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 500 Index is recognized as a gauge of the large cap U.S. equities market.

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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