GTLOX: Glenmede Quant US Large Cap Core Eq

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GTLOX Glenmede Quant US Large Cap Core Eq

  • Fund
  • GTLOX
  • Price as of: Oct 15, 2019
  • $26.33 + $0.30 + 1.15%

GTLOX - Profile

Vitals

  • YTD Return 11.6%
  • 3 Yr Annualized Return 10.3%
  • 5 Yr Annualized Return 9.2%
  • Net Assets $2.38 B
  • Holdings in Top 10 16.4%

52 WEEK LOW AND HIGH

$26.33
$22.15
$29.08

Expenses

OPERATING RELATED FEES

  • Expense Ratio 0.85%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 71.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

STANDARD (TAXABLE)

$0

IRA

N/A

Fund Classification

PRIMARY CATEGORY

  • Fund Type Open End Mutual Fund
  • Investment Style Large Blend

Distributions

  • YTD Total Return 11.6%
  • 3 Yr Annualized Total Return 10.3%
  • 5 Yr Annualized Total Return 9.2%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 1.02%
DIVIDENDS
  • Dividend Yield 0.3%
  • Dividend Distribution Frequency Quarterly

Fund Details

  • Legal Name Glenmede Quantitative U.S. Large Cap Core Equity Portfolio
  • Fund Family Name Glenmede
  • Inception Date Feb 27, 2004
  • Shares Outstanding N/A
  • Share Class No Load
  • Currency USD
  • Domiciled Country United States
  • Manager Paul T. Sullivan

GTLOX - Performance

Return Ranking - Trailing

Period GTLOX Return Category Return Low Category Return High Rank in Category (%)
YTD 11.6% 0.0% 28.2% 93.51%
1 Yr -2.4% -59.6% 20.1% 61.89%
3 Yr 10.3%* -30.7% 56.4% 30.21%
5 Yr 9.2%* -25.7% 31.2% 17.11%
10 Yr 13.4%* -9.6% 14.0% 0.69%

* Annualized


Return Ranking - Calendar

Period GTLOX Return Category Return Low Category Return High Rank in Category (%)
2018 -16.3% -67.0% 10.0% 60.35%
2017 18.7% -32.8% 302.5% 18.36%
2016 9.8% -26.1% 19.7% 18.95%
2015 -0.5% -82.5% 7.8% 10.55%
2014 11.9% -28.7% 24.1% 9.97%

Total Return Ranking - Trailing

Period GTLOX Return Category Return Low Category Return High Rank in Category (%)
YTD 11.6% 0.0% 28.2% 93.51%
1 Yr -2.4% -59.6% 20.1% 73.70%
3 Yr 10.3%* -20.5% 56.4% 55.98%
5 Yr 9.2%* -16.4% 31.2% 41.09%
10 Yr 13.4%* -4.4% 17.2% 1.52%

* Annualized


Total Return Ranking - Calendar

Period GTLOX Return Category Return Low Category Return High Rank in Category (%)
2018 -8.0% -67.0% 10.0% 41.91%
2017 24.8% -22.1% 302.5% 4.85%
2016 11.1% -16.4% 23.8% 28.08%
2015 1.6% -26.4% 106.5% 12.87%
2014 16.4% -24.8% 25.9% 1.34%

NAV & Total Return History

GTLOX - Holdings

Concentration Analysis

GTLOX Category Low Category High GTLOX % Rank
Net Assets 2.38 B 133 K 827 B 30.20%
Number of Holdings 105 2 3592 52.57%
Net Assets in Top 10 426 M -123 M 145 B 38.20%
Weighting of Top 10 16.43% 2.9% 1400.6% 95.43%

Top 10 Holdings

  1. PayPal Holdings Inc 1.82%

  2. McCormick & Co Inc Non-Voting 1.73%

  3. The AES Corp 1.72%

  4. Cisco Systems Inc 1.69%

  5. Boeing Co 1.67%

  6. Ingersoll-Rand PLC 1.61%

  7. Visa Inc Class A 1.59%

  8. Anthem Inc 1.58%

  9. NetApp Inc 1.52%

  10. Target Corp 1.50%


Asset Allocation

Weighting Return Low Return High GTLOX % Rank
Stocks
99.81% -1.18% 128.08% 14.12%
Cash
0.19% -28.09% 101.18% 80.57%
Preferred Stocks
0.00% -17.98% 2.07% 61.22%
Other
0.00% -3.50% 16.72% 60.16%
Convertible Bonds
0.00% 0.00% 7.92% 59.18%
Bonds
0.00% -14.46% 11.29% 60.49%

Stock Sector Breakdown

Weighting Return Low Return High GTLOX % Rank
Technology
22.10% 0.00% 118.30% 56.78%
Financial Services
18.51% 0.00% 106.34% 21.65%
Healthcare
14.39% 0.00% 92.30% 29.49%
Consumer Cyclical
11.22% 0.00% 74.42% 64.62%
Industrials
9.72% 0.00% 79.24% 63.81%
Consumer Defense
7.21% 0.00% 71.31% 60.70%
Energy
4.87% -0.03% 70.63% 29.58%
Real Estate
3.78% -3.11% 17.89% 26.55%
Basic Materials
3.42% -3.81% 23.60% 22.22%
Utilities
3.24% -13.41% 21.36% 48.94%
Communication Services
1.36% 0.00% 27.72% 85.78%

Stock Geographic Breakdown

Weighting Return Low Return High GTLOX % Rank
US
97.92% 80.14% 687.00% 32.41%
Non US
1.89% -688.18% 20.19% 48.49%

GTLOX - Expenses

Operational Fees

GTLOX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.85% 0.00% 146.02% 59.03%
Management Fee 0.55% 0.00% 2.00% 52.00%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee 0.25% 0.00% 0.85% 87.30%

Sales Fees

GTLOX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 1.50% 5.75% N/A
Deferred Load N/A 0.95% 5.00% N/A

Trading Fees

GTLOX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 0.05% 2.00% N/A

Turnover 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 71.00% 0.00% 838.00% 70.39%

GTLOX - Distributions

Dividend Yield Analysis

GTLOX Category Low Category High GTLOX % Rank
Dividend Yield 0.27% 0.00% 12.51% 63.35%

Dividend Distribution Analysis

GTLOX Category Low Category High Category Mode
Dividend Distribution Frequency Quarterly Annually Quarterly Quarterly

Dividend Payout History


Net Income Ratio Analysis

GTLOX Category Low Category High GTLOX % Rank
Net Income Ratio 1.02% -2.85% 2.89% 52.54%

Capital Gain Distribution Analysis

GTLOX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

GTLOX - Managers

Paul T. Sullivan

Manager

Start Date

Tenure

Tenure Rank

Feb 27, 2004

15.6

15.6%

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. Alexander Atanasiu, CFA - Portfolio Manager 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.


Vladimir de Vassal

Manager

Start Date

Tenure

Tenure Rank

Feb 27, 2004

15.6

15.6%

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 R. Atanasiu

Manager

Start Date

Tenure

Tenure Rank

Feb 28, 2018

1.59

1.6%

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

0.0

Category High

40.77

Category Average

5.89

Category Mode

4.04