Sustainable Opportunities

A high-conviction, sustainability-themed strategy that invests in companies positioned to thrive as we transition to a more sustainable economy.

A high-conviction, sustainability-themed strategy that invests in companies positioned to thrive as we transition to a more sustainable economy.

Investment Process

The strategy uses a thematic approach to identify companies addressing sustainability challenges in three areas: Climate Solutions, Economic Empowerment, and Healthy Living. A team of fundamental, sector focused analysts conduct bottom-up financial analysis including a rigorous integrated review of financial and environmental, social, and governance (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 sub-set 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. The portfolio has no fossil fuel exposure.

Contact Information:

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

Portfolio Managers

Paul Hilton, CFA
Paul Hilton, CFA
Lead Portfolio Manager
Bio >
Matthew W. Patsky, CFA
Matthew W. Patsky, CFA
Portfolio Manager
Bio >
Laura McGonagle, CFA
Laura McGonagle, CFA
Portfolio Manager
Bio >
Benchmark
S&P 1500
Inception Date
2008
Strategy Assets*
$311m
Holdings
40-55
% Top 10 Holdings
32%
Initial Position Size
0-5%
Tracking Error Range (3 year)
3.5-7%
Standard Deviation +/-
n/a
Annual Turnover
20-40%
* Strategy Assets are supplemental
Equity Characteristics
as of 3/31/20
Sust. Opp.
S&P 1500
Market Capitalization
(weighted avg. billions)
$81.8
$262.3
Dividend Yield
1.4%
2.3%
P/E (FTM EST)
20.9x
16.0x
Price/Book
3.1x
2.5x
Est. 3-5 Yr. EPS Growth
11.2%
11.1%
Operating Margin
19.6%
21.5%
LT Debt/Capital
42.5%
42.8%
Sector Allocation vs. Benchmark
as of 3/31/20
Sust. Opp.
S&P 1500
Information Technology
24.8%
24.7%
Health Care
14.9%
15.2%
Industrial Goods
12.8%
8.9%
Financial Services
10.7%
11.3%
Consumer Discretionary
10.3%
10.0%
Real Estate
6.8%
3.5%
Communication Services
6.1%
10.1%
Consumer Staples
5.7%
7.5%
Utilities
4.4%
3.6%
Materials
3.5%
2.7%
Energy
0.0%
2.5%
Sector Allocation, Equity Characteristics and Top Holdings based on a representative account as of 03/31/2020 and exclude cash.
As of 3/31/20
QTR
YTD
1 Year
3 Year
5 Year
10 Year
GIPS Inception
(10/1/2008)
Gross of Fees
-19.3%
-19.3%
-8.2%
6.4%
5.1%
8.6%
8.2%
Net of Fees
-19.4%
-19.4%
-8.8%
5.6%
4.4%
7.9%
7.4%
S&P 1500
-20.6%
-20.6%
-8.5%
4.2%
6.2%
10.3%
9.3%
MSCI EAFE
-22.7%
-22.7%
-13.9%
-1.3%
-0.1%
3.2%
5.5%
Annualized returns for Sustainable Opportunities composite through 03/31/2020. GIPS composite inception is 10/1/2008 for the Sustainable Opportunities Composite. Please see important performance disclosures at the bottom of this page. Composite assets are $133 million as of 03/31/2020.