The merit of a non-profit organization lies in its ability to advocate on behalf of a well-defined social cause. Organizations such as the Boy and Girl Scouts of America, Feeding American, and the Bill & Melinda Gates Foundation exemplify contemporary goal-directed nonprofit organizations with investable endowment funds.  Typically, the endowment philosophy for these organizations embraces socially responsible investing (SRI) objectives.  SRI is an investment process that screens candidate portfolio assets for their commitment to social and environmental consequences.  Although SRI is laudable, fiduciaries are often concerned about a possible adverse effect such a screen might impute to a portfolio’s risk and return performance (see: (Lai 2012) and (Friede, Busch et al. 2015) for a more comprehensive discussion). To satisfy long-term objectives, nonprofits have typically relied on a single-factor total return strategy (realized and unrealized capital gains plus current yield) within prudent risk constraints to meet risk adjusted performance targets.  While there is substantial academic evidence on the role factors (e.g., risk-premia, behavioral biases, market frictions, etc.) play in the portfolio return-generating process (Fama and French 2015) price-influencing factor extraction remains a fertile research question. In this paper we propose an interactive mixed-integer nonlinear goal programming (MINLGP) model as a flexible method to achieve efficient ESG and shortfall compliant portfolio diversification given the complex hierarchical objectives expressed by a typical non-profit. To specify the model, we are obligated to implement a protocol for identifying priced ESG risk factors that consistently capture factor premia. Additionally, the results from solving this model formulation should prove generalizable to a broad array of non-profit organizations.