Quantitative U.S. Large Cap Core Equity Portfolio
Name
As of 04/17/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
1.6%
1 yr return
12.7%
3 Yr Avg Return
-3.6%
5 Yr Avg Return
4.0%
Net Assets
$812 M
Holdings in Top 10
17.9%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 0.86%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 41.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$0
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 04/17/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
GTLOX - Profile
Distributions
- YTD Total Return 1.6%
- 3 Yr Annualized Total Return -3.6%
- 5 Yr Annualized Total Return 4.0%
- Capital Gain Distribution Frequency Annually
- Net Income Ratio 0.75%
- Dividend Yield 1.2%
- Dividend Distribution Frequency Quarterly
Fund Details
-
Legal NameQuantitative U.S. Large Cap Core Equity Portfolio
-
Fund Family NameGlenmede
-
Inception DateDec 30, 2015
-
Shares OutstandingN/A
-
Share ClassAdv
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerPaul Sullivan
GTLOX - Performance
Return Ranking - Trailing
Period | GTLOX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 1.6% | -47.2% | 13.6% | 91.70% |
1 Yr | 12.7% | -38.4% | 43.3% | 88.50% |
3 Yr | -3.6%* | -15.0% | 26.8% | 98.86% |
5 Yr | 4.0%* | -2.7% | 106.3% | 99.38% |
10 Yr | 7.2%* | 2.2% | 20.5% | 95.29% |
* Annualized
Return Ranking - Calendar
Period | GTLOX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 7.6% | -42.6% | 47.4% | 88.10% |
2022 | -31.1% | -56.3% | -4.2% | 93.67% |
2021 | 11.6% | -27.2% | 53.7% | 70.25% |
2020 | -2.0% | -36.2% | 2181.7% | 94.67% |
2019 | 16.9% | -22.7% | 40.4% | 82.25% |
Total Return Ranking - Trailing
Period | GTLOX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 1.6% | -47.2% | 13.6% | 91.70% |
1 Yr | 12.7% | -38.4% | 43.3% | 88.50% |
3 Yr | -3.6%* | -15.0% | 26.8% | 98.86% |
5 Yr | 4.0%* | -2.7% | 106.3% | 99.38% |
10 Yr | 7.2%* | 2.2% | 20.5% | 95.29% |
* Annualized
Total Return Ranking - Calendar
Period | GTLOX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 16.7% | -5.0% | 47.4% | 83.15% |
2022 | -31.1% | -36.8% | -2.2% | 99.68% |
2021 | 27.1% | 3.0% | 124.3% | 44.66% |
2020 | 7.3% | -15.8% | 2266.0% | 95.60% |
2019 | 23.3% | -0.4% | 241.3% | 94.59% |
NAV & Total Return History
GTLOX - Holdings
Concentration Analysis
GTLOX | Category Low | Category High | GTLOX % Rank | |
---|---|---|---|---|
Net Assets | 812 M | 2.34 M | 1.55 T | 57.38% |
Number of Holdings | 98 | 1 | 4053 | 53.45% |
Net Assets in Top 10 | 143 M | 885 K | 387 B | 70.17% |
Weighting of Top 10 | 17.95% | 0.3% | 112.0% | 97.48% |
Top 10 Holdings
- Amgen Inc 1.94%
- Marathon Petroleum Corp 1.86%
- Arista Networks Inc 1.85%
- Dropbox Inc 1.81%
- Comcast Corp 1.78%
- Fortinet Inc 1.77%
- KLA Corp 1.75%
- Elevance Health Inc 1.75%
- Parker-Hannifin Corp 1.75%
- Akamai Technologies Inc 1.69%
Asset Allocation
Weighting | Return Low | Return High | GTLOX % Rank | |
---|---|---|---|---|
Stocks | 99.71% | 0.00% | 124.03% | 16.25% |
Other | 0.28% | -13.91% | 100.00% | 15.54% |
Cash | 0.01% | 0.00% | 99.06% | 93.88% |
Preferred Stocks | 0.00% | 0.00% | 2.38% | 60.99% |
Convertible Bonds | 0.00% | 0.00% | 5.54% | 59.37% |
Bonds | 0.00% | -0.50% | 93.78% | 61.46% |
Stock Sector Breakdown
Weighting | Return Low | Return High | GTLOX % Rank | |
---|---|---|---|---|
Technology | 26.91% | 0.00% | 48.94% | 13.82% |
Healthcare | 13.79% | 0.00% | 60.70% | 67.97% |
Financial Services | 11.60% | 0.00% | 55.59% | 83.79% |
Communication Services | 10.81% | 0.00% | 27.94% | 12.46% |
Consumer Cyclical | 9.11% | 0.00% | 30.33% | 72.04% |
Industrials | 7.92% | 0.00% | 29.90% | 82.11% |
Consumer Defense | 4.94% | 0.00% | 47.71% | 85.46% |
Real Estate | 4.69% | 0.00% | 31.91% | 8.87% |
Energy | 4.37% | 0.00% | 41.64% | 42.17% |
Utilities | 3.62% | 0.00% | 20.91% | 16.37% |
Basic Materials | 2.23% | 0.00% | 25.70% | 72.76% |
Stock Geographic Breakdown
Weighting | Return Low | Return High | GTLOX % Rank | |
---|---|---|---|---|
US | 99.71% | 0.00% | 124.03% | 13.11% |
Non US | 0.00% | 0.00% | 62.81% | 66.95% |
GTLOX - Expenses
Operational Fees
GTLOX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 0.86% | 0.01% | 16.07% | 46.92% |
Management Fee | 0.55% | 0.00% | 1.89% | 56.86% |
12b-1 Fee | N/A | 0.00% | 1.00% | N/A |
Administrative Fee | 0.25% | 0.00% | 0.85% | 84.88% |
Sales Fees
GTLOX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 1.00% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
GTLOX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 0.25% | 2.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
GTLOX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 41.00% | 0.00% | 496.00% | 70.15% |
GTLOX - Distributions
Dividend Yield Analysis
GTLOX | Category Low | Category High | GTLOX % Rank | |
---|---|---|---|---|
Dividend Yield | 1.16% | 0.00% | 25.99% | 7.40% |
Dividend Distribution Analysis
GTLOX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Quarterly | Annual | Annual | Annual |
Net Income Ratio Analysis
GTLOX | Category Low | Category High | GTLOX % Rank | |
---|---|---|---|---|
Net Income Ratio | 0.75% | -54.00% | 6.06% | 47.12% |
Capital Gain Distribution Analysis
GTLOX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Apr 08, 2024 | $0.051 | OrdinaryDividend |
Dec 18, 2023 | $1.706 | OrdinaryDividend |
Oct 10, 2023 | $0.043 | OrdinaryDividend |
Jul 10, 2023 | $0.054 | OrdinaryDividend |
Apr 10, 2023 | $0.060 | OrdinaryDividend |
Dec 16, 2022 | $4.708 | OrdinaryDividend |
Oct 10, 2022 | $0.074 | OrdinaryDividend |
Jul 11, 2022 | $0.069 | OrdinaryDividend |
Apr 11, 2022 | $0.053 | OrdinaryDividend |
Oct 12, 2021 | $0.055 | OrdinaryDividend |
Jul 12, 2021 | $0.054 | OrdinaryDividend |
Apr 12, 2021 | $0.050 | OrdinaryDividend |
Oct 13, 2020 | $0.070 | OrdinaryDividend |
Jul 06, 2020 | $0.069 | OrdinaryDividend |
Apr 06, 2020 | $0.075 | OrdinaryDividend |
Oct 07, 2019 | $0.088 | OrdinaryDividend |
Jul 08, 2019 | $0.075 | OrdinaryDividend |
Apr 08, 2019 | $0.070 | OrdinaryDividend |
Oct 09, 2018 | $0.071 | OrdinaryDividend |
Jul 09, 2018 | $0.076 | OrdinaryDividend |
Apr 09, 2018 | $0.054 | OrdinaryDividend |
Oct 10, 2017 | $0.055 | OrdinaryDividend |
Jul 10, 2017 | $0.060 | OrdinaryDividend |
Apr 10, 2017 | $0.051 | OrdinaryDividend |
Dec 19, 2016 | $0.068 | OrdinaryDividend |
Oct 11, 2016 | $0.069 | OrdinaryDividend |
Jul 11, 2016 | $0.064 | OrdinaryDividend |
Apr 11, 2016 | $0.056 | OrdinaryDividend |
Oct 12, 2015 | $0.055 | OrdinaryDividend |
Jul 08, 2015 | $0.049 | OrdinaryDividend |
Apr 14, 2015 | $0.053 | OrdinaryDividend |
Oct 06, 2014 | $0.045 | OrdinaryDividend |
Jul 08, 2014 | $0.057 | OrdinaryDividend |
Apr 07, 2014 | $0.031 | OrdinaryDividend |
Oct 07, 2013 | $0.038 | OrdinaryDividend |
Jul 08, 2013 | $0.035 | OrdinaryDividend |
Apr 08, 2013 | $0.035 | OrdinaryDividend |
Dec 14, 2012 | $0.051 | OrdinaryDividend |
Oct 09, 2012 | $0.056 | OrdinaryDividend |
Jul 16, 2012 | $0.038 | OrdinaryDividend |
Apr 09, 2012 | $0.036 | OrdinaryDividend |
Dec 13, 2011 | $0.040 | OrdinaryDividend |
Oct 11, 2011 | $0.026 | OrdinaryDividend |
Jul 11, 2011 | $0.028 | OrdinaryDividend |
Apr 11, 2011 | $0.019 | OrdinaryDividend |
Dec 14, 2010 | $0.024 | OrdinaryDividend |
Oct 12, 2010 | $0.017 | OrdinaryDividend |
Jul 12, 2010 | $0.025 | OrdinaryDividend |
Apr 12, 2010 | $0.023 | OrdinaryDividend |
Dec 16, 2009 | $0.022 | OrdinaryDividend |
Oct 13, 2009 | $0.024 | OrdinaryDividend |
Jul 06, 2009 | $0.023 | OrdinaryDividend |
Apr 06, 2009 | $0.025 | OrdinaryDividend |
Dec 17, 2008 | $0.033 | OrdinaryDividend |
Oct 06, 2008 | $0.031 | OrdinaryDividend |
Jul 07, 2008 | $0.022 | OrdinaryDividend |
Apr 07, 2008 | $0.023 | OrdinaryDividend |
Dec 19, 2007 | $0.031 | OrdinaryDividend |
Oct 09, 2007 | $0.020 | OrdinaryDividend |
Jul 09, 2007 | $0.021 | OrdinaryDividend |
Apr 09, 2007 | $0.028 | OrdinaryDividend |
Dec 18, 2006 | $0.032 | OrdinaryDividend |
Oct 09, 2006 | $0.031 | OrdinaryDividend |
Jul 10, 2006 | $0.027 | OrdinaryDividend |
Apr 10, 2006 | $0.033 | OrdinaryDividend |
Dec 19, 2005 | $0.023 | OrdinaryDividend |
Oct 10, 2005 | $0.021 | OrdinaryDividend |
Jul 11, 2005 | $0.025 | OrdinaryDividend |
Apr 11, 2005 | $0.022 | OrdinaryDividend |
Dec 20, 2004 | $0.022 | OrdinaryDividend |
Jul 12, 2004 | $0.015 | OrdinaryDividend |
GTLOX - Fund Manager Analysis
Managers
Paul Sullivan
Start Date
Tenure
Tenure Rank
Feb 27, 2004
18.27
18.3%
Paul T. Sullivan, CFA, is a Portfolio Manager for Glenmede Investment Management LP. His principal responsibilities include managing the Quantitative U.S. Large Cap Core and Quantitative U.S. Large Cap Growth mutual funds, managing separate accounts for institutional clients, and running and maintaining the Company's quantitative stock selection models. Mr. Sullivan joined the affiliate, The Glenmede Trust Company, N.A. (GTC) in 1994. Prior to joining GTC, Mr. Sullivan was with SEI Investments where he was a supervisor in the Mutual Fund Accounting Department. A holder of the Chartered Financial Analyst designation, Mr. Sullivan received an M.B.A. from St. Joseph's University and a B.S. in Business Administration from Bloomsburg University. He is a member of the CFA Society of Philadelphia and the CFA Institute.
Vladimir de Vassal
Start Date
Tenure
Tenure Rank
Feb 27, 2004
18.27
18.3%
Vladimir de Vassal, CFA, is Director of Quantitative Research for Glenmede Investment Management LP. He provides proprietary research and analytical support to domestic institutional funds, private equity, The Pew Charitable Trusts and high net worth clients of the affiliate, The Glenmede Trust Company, N.A. (GTC). Mr. de Vassal and his team manage several quantitatively oriented equity strategies, including eight mutual funds, socially responsible and long/short strategies. Mr. de Vassal joined the affiliate, The Glenmede Trust Company, N.A. (GTC) in in 1998 after serving as Vice President and Director of Quantitative Analysis at CoreStates Investment Advisors. Previously, he was Vice President of Interest Rate Risk Reporting/Analysis, at CoreStates Financial Corp. Graduating with highest honors from Drexel University in 1982, Mr. de Vassal received a B.S. with dual majors in Finance and Accounting. At that time, he was given the Outstanding Student in Accounting and Finance Award. He received an M.B.A. from Drexel University in 1987, with concentration in Investment Management. In 1992, he earned the Chartered Financial Analyst designation. He is the fifth recipient to be awarded the Lipper Award for Excellence in Fund Management, a designation which recognizes outstanding managers who have delivered consistently strong risk-adjusted returns to their investors and, in the opinion of Lipper’s research analysts, represent the best of the funds industry. Val is also a three-time winner of the Philadelphia Prize awarded by the Financial Analysts of Philadelphia for articles addressing investment insight. In addition, Mr. de Vassal has published extensively in periodicals such as Barron's, The Journal of Wealth Management, The Journal of Portfolio Management, Worth and The Journal of Fixed Income. He is a frequent speaker at investment conferences and universities, including the Wharton School at the University of Pennsylvania, Princeton, Penn State and Drexel. Mr. de Vassal is a member of the CFA Institute.
Alexander Atanasiu
Start Date
Tenure
Tenure Rank
Feb 28, 2018
4.25
4.3%
Alexander R. Atanasiu, CFA, is a Portfolio Manager for Glenmede Investment Management LP (GIM). Mr. Atanasiu’s responsibilities include Glenmede’s proprietary stock ranking screening tools, multi-factor stock optimizations, leading indicator analysis, and development of quantitative analytical tools for analysts and portfolio managers. He also provides support for the management of several Glenmede quantitatively-based equity strategies, including long/short funds. Mr. Atanasiu joined Glenmede in 2005. He holds dual degrees in engineering and physics from Swarthmore College and received his M.B.A. with distinction from New York University’s Stern School of Business, with concentrations in quantitative finance and business analytics. He received the Chartered Financial Analyst® designation in 2009. In addition to his research, analytical and investment experience, Mr. Atanasiu is an accomplished cellist. He has appeared as a soloist with orchestras in Europe and received first prize for cello at the 2000 Anemos International Competition in Rome.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.04 | 39.02 | 7.23 | 2.42 |