Trillium ESG Small/
Mid Cap FUnd

The Trillium ESG Small/Mid Cap Fund invests in small and mid cap stocks that are well-diversified across economic sectors and meet Trillium’s sustainability criteria.

Invests in small and mid 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 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 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

Individual Investors: 866-209-1962

Financial Advisors:

Tom Simunovic
Tom Simunovic
Regional Sales Consultant (Eastern U.S.)
tsimunovic@trilliuminvest.com617-532-6673

Portfolio Managers

Laura McGonagle, CFA
Portfolio Manager
Bio >
Mitali Prasad, CFA
Portfolio Manager
Bio >
Elizabeth Levy, CFA
Elizabeth Levy, CFA
Portfolio Manager
Bio >
Overview
Index
S&P 1000
Number of Holdings
70-80
Institutional
Symbol
TSMDX
Inception Date
08/31/2015
Minimum Investment
$100,000
Shareholder Services:

Trillium Asset Management Family of Funds
c/o U.S. Bancorp Fund Services, LLC
P.O. Box 701
Milwaukee, WI 53201-0701

(866) 209-1962
info@trilliuminvest.com

Advisors:

Trillium Asset Management
Two Financial Center
60 South Street
Suite 1100
Boston, MA 02111

(800) 548-5684

Portfolio Characteristics
as of 9/30/20
Fund Assets
$15.4 million
Number of Holdings
70-80
Initial Position Sizes
0-5%
Tracking Error Range (3 years)
4-5%
Sector Deviation +/-
3%
Asset Allocation
     Equities
98.30%
     Cash
1.70%
Weighed Average Market Cap ($ bil)
     Portfolio
$8.1
    S&P 1000
$4.7
Harmonic Avg fwd P/E (x)
    Portfolio
22.4
    S&P 1000
20.1
Weighted Harmonic Avg P/B (x)
    Portfolio
2.7
    S&P 1000
1.9
Sector Weightings
as of 9/30/20
Portfolio
%
S&P 1000
%
Industrials
18.8
17.9
Information Technology
17.1
15.2
Consumer Discretionary
13.9
15.4
Health Care
13.2
11.8
Financials
12.5
14.3
Real Estate
6.9
9.0
Consumer Staples
5.8
3.9
Materials
4.4
5.7
Utilities
3.4
3.1
Communication Services
2.4
2.0
Energy
0.0
1.7
Return %; as of 9/30/20
Quarter
YTD
1 Year
3 Year
5 Year
Since Inception
(8/31/15)
Fund
6.09%
-6.86%
-2.26%
2.71%
6.82%
5.64%
S&P 1000
4.30%
-10.59%
-3.97%
1.94%
7.85%
7.01%
Russell 2500
5.88%
-5.82%
2.22%
4.45%
8.97%
7.84%
Gross Expense Ratio
Fund
1.85%*
INVESTMENT PRODUCTS:  NOT FDIC INSURED   ●   NO BANK GUARANTEE   ●  MAY LOSE VALUE