ESG Growth and Income

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

Invests in larger cap stocks that are well-diversified across economic sectors, have higher dividend yields, 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.

Contact Information

Tom Simunovic
Tom Simunovic
ESG Investment Strategy Specialist and Relationship Manager
tsimunovic@trilliuminvest.com617-532-6673

Portfolio Managers

Cheryl Smith, CFA, PhD
Cheryl Smith, CFA, PhD
Lead Portfolio Manager
Bio >
Elizabeth Levy, CFA
Elizabeth Levy, CFA
Portfolio Manager
Bio >
Mitali Prasad, CFA
Mitali Prasad, CFA
Portfolio Manager
Bio >
Benchmark
S&P 500
Inception Date
2012
Strategy Assets*
$70m
Holdings
65-80
% Top 10 Holdings
39.28%
Initial Position Size
0-5%
Target Tracking Error
3-4%
Sector Deviation +/-
<5%
Annual Turnover
20-40%
* Strategy Assets are supplemental
Equity Characteristics
as of 6/30/23
ESG Growth
And Income
S&P 500
Market Capitalization
(weighted avg. billions)
$654.96
$680.84
P/E (FY1 EST)
19.6x
19.4x
Price/Book
4.6x
4.1x
Est. 3-5 Yr. EPS Growth
11.52%
10.63%
Dividend Yield
1.61%
1.53%
LT Debt/Capital
44.06%
43.51%
ROIC
20.69%
18.67%
Sector Allocation vs. Benchmark
as of 6/30/23
ESG Growth
And Income
S&P 500
Information Technology
27.6%
28.3%
Health Care
15.9%
13.4%
Financial Services
12.5%
12.4%
Industrials
11.1%
8.5%
Consumer Staples
9.3%
6.7%
Consumer Discretionary
7.7%
10.7%
Communication Services
6.4%
8.4%
Real Estate
4.4%
2.5%
Utilities
3.6%
2.5%
Materials
3.3%
2.6%
Energy
0.0%
4.1%
Sector Allocation, Equity Characteristics and Top Holdings based on a representative account as of 6/30/2023 and exclude cash.
As of 6/30/23
QTR
YTD
1 Year
3 Year
5 Year
10 Year
Inception
(7/1/2012)
Gross of Fees
5.9%
12.9%
19.4%
15.0%
12.6%
11.8%
12.6%
Net of Fees
5.8%
12.5%
18.6%
14.2%
11.8%
11.0%
11.7%
Benchmark - S&P 500
8.7%
16.9%
19.6%
14.6%
12.3%
12.9%
13.5%
Annualized time-weighted returns for ESG Growth & Income composite through 6/30/2023. Time periods less than one year are not annualized. The ESG Growth & Income Composite was created on November 11, 2012 and has an inception date of July 1, 2012. Composite Assets are $15 million as of 6/30/2023.  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.