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Trending ETFs

Quantitative U.S. Total Market Equity Portfolio

mutual fund
GTTMX
Payout Change
Pending
Price as of:
$21.51 -0.11 -0.51%
primary theme
U.S. Mid-Cap Value Equity
share class
Other (GTTMX)
GTTMX (Mutual Fund)

Quantitative U.S. Total Market Equity Portfolio

Payout Change
Pending
Price as of:
$21.51 -0.11 -0.51%
primary theme
U.S. Mid-Cap Value Equity
share class
Other (GTTMX)
GTTMX (Mutual Fund)

Quantitative U.S. Total Market Equity Portfolio

Payout Change
Pending
Price as of:
$21.51 -0.11 -0.51%
primary theme
U.S. Mid-Cap Value Equity
share class
Other (GTTMX)

Name

As of 12/10/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

Quantitative U.S. Total Market Equity Portfolio

GTTMX | Fund

$21.51

$35.8 M

0.02%

$0.01

2.42%

Vitals

YTD Return

19.3%

1 yr return

23.5%

3 Yr Avg Return

5.0%

5 Yr Avg Return

10.9%

Net Assets

$35.8 M

Holdings in Top 10

25.5%

52 WEEK LOW AND HIGH

$21.6
N/A
N/A

Expenses

OPERATING FEES

Expense Ratio 2.42%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 71.00%

Redemption Fee N/A

Min Investment

Standard (Taxable)

$0

IRA

N/A

Fund Classification

Fund Type

Open End Mutual Fund

Name

As of 12/10/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

Quantitative U.S. Total Market Equity Portfolio

GTTMX | Fund

$21.51

$35.8 M

0.02%

$0.01

2.42%

GTTMX - Profile

Distributions

  • YTD Total Return 19.3%
  • 3 Yr Annualized Total Return 5.0%
  • 5 Yr Annualized Total Return 10.9%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 0.15%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Quarterly

Fund Details

  • Legal Name
    Quantitative U.S. Total Market Equity Portfolio
  • Fund Family Name
    GLENMEDEFU
  • Inception Date
    Dec 21, 2006
  • Shares Outstanding
    N/A
  • Share Class
    Other
  • Currency
    USD
  • Domiciled Country
    US
  • Manager
    Paul Sullivan

Fund Description

Using quantitative analysis, under normal market circumstances, the Portfolio invests at least 80% of the value of its net assets (including borrowings for investment purposes) in long and short positions with respect to equity securities, such as common stocks, of public companies tied economically to the U.S. The Advisor considers a company to be tied
economically to the U.S. if the company: 1) is organized under the laws of the U.S., 2) maintains its principal place of business in the U.S., 3) is traded principally in the U.S. or 4) at the time of purchase, is included in a U.S. equity index managed by S&P Global Ratings (“S&P”) or FTSE Russell (“Russell”). The Portfolio will invest in companies with market capitalizations, at the time of purchase, that are within the market capitalization range of any stock in the Russell 3000® Index. That capitalization range was $17 million to $2.9 trillion as of December 31, 2023.
The Advisor’s selection of securities to buy, sell or borrow is based on a combination of proprietary multifactor computer models and fundamental analysis. The computer models rank securities based on certain criteria, including valuation ratios, profitability and earnings related measures, and material environmental, social and governance (ESG) criteria, and other models focus on risk analysis and overall portfolio characteristics. The Advisor takes long positions in equity securities that the models identify as undervalued and more likely to appreciate, and takes short positions in equity securities that the Advisor identifies as overvalued and more likely to depreciate. The Advisor will determine the size of each long or short position and its impact on the risk to the overall portfolio. The frequency and size of short sales will vary substantially in different periods as market opportunities change. Under normal circumstances, the Portfolio will generally have an operating target of 60-140 long positions that may range from 100% to 150% of net assets, and 40-100 short positions that may range from 0% to 50% of net assets, from time to time. The Portfolio may actively trade its securities to achieve its principal investment strategies.
Read More

GTTMX - Performance

Return Ranking - Trailing

Period GTTMX Return Category Return Low Category Return High Rank in Category (%)
YTD 19.3% 4.1% 35.1% 18.33%
1 Yr 23.5% 8.6% 42.4% 32.50%
3 Yr 5.0%* -0.9% 16.9% 80.28%
5 Yr 10.9%* 0.8% 18.2% 30.75%
10 Yr 10.0%* 1.9% 12.1% 6.08%

* Annualized

Return Ranking - Calendar

Period GTTMX Return Category Return Low Category Return High Rank in Category (%)
2023 3.3% -11.3% 33.3% 84.72%
2022 -14.2% -41.6% 2.3% 55.62%
2021 19.4% -41.5% 44.9% 49.58%
2020 -6.3% -29.0% 22.1% 90.26%
2019 17.1% -8.1% 31.2% 78.99%

Total Return Ranking - Trailing

Period GTTMX Return Category Return Low Category Return High Rank in Category (%)
YTD 19.3% 4.1% 35.1% 18.33%
1 Yr 23.5% 8.6% 42.4% 32.50%
3 Yr 5.0%* -0.9% 16.9% 80.28%
5 Yr 10.9%* 0.8% 18.2% 30.75%
10 Yr 10.0%* 1.9% 12.1% 6.08%

* Annualized

Total Return Ranking - Calendar

Period GTTMX Return Category Return Low Category Return High Rank in Category (%)
2023 9.4% -1.7% 36.5% 82.50%
2022 -14.2% -35.0% 2.4% 94.38%
2021 41.4% 6.2% 48.3% 1.13%
2020 4.9% -22.9% 23.2% 33.24%
2019 24.2% -3.0% 35.7% 72.49%

NAV & Total Return History

GTTMX - Holdings

Concentration Analysis

GTTMX Category Low Category High GTTMX % Rank
Net Assets 35.8 M 991 K 28 B 93.91%
Number of Holdings 168 8 2308 22.44%
Net Assets in Top 10 9.13 M 349 K 5.52 B 93.35%
Weighting of Top 10 25.52% 4.6% 100.2% 34.35%

Top 10 Holdings

  1. EMCOR Group Inc 3.07%
  2. MGIC Investment Corp 2.98%
  3. Unum Group 2.67%
  4. Taylor Morrison Home Corp 2.63%
  5. Cargurus Inc 2.45%
  6. State Street Navigator Securities Lending Government Money Market Portfolio 2.41%
  7. Catalyst Pharmaceuticals Inc 2.35%
  8. Stride Inc 2.34%
  9. Merit Medical Systems Inc 2.32%
  10. Sanmina Corp 2.30%

Asset Allocation

Weighting Return Low Return High GTTMX % Rank
Stocks 		99.83% 55.64% 103.53% 6.09%
Cash 		2.41% 0.00% 27.43% 31.02%
Other 		0.27% 0.00% 7.98% 18.56%
Preferred Stocks 		0.00% 0.00% 1.68% 15.24%
Convertible Bonds 		0.00% 0.00% 0.02% 8.36%
Bonds 		0.00% 0.00% 19.09% 13.85%

Stock Sector Breakdown

Weighting Return Low Return High GTTMX % Rank
Technology 		22.04% 0.00% 30.07% 0.84%
Financial Services 		13.78% 0.00% 60.11% 87.74%
Industrials 		10.88% 0.00% 29.02% 80.22%
Healthcare 		9.65% 0.00% 32.47% 42.34%
Consumer Cyclical 		9.17% 0.00% 29.62% 73.82%
Communication Services 		8.90% 0.00% 19.80% 7.52%
Real Estate 		6.28% 0.00% 40.74% 67.97%
Consumer Defense 		6.25% 0.00% 33.79% 40.11%
Basic Materials 		6.03% 0.00% 23.88% 45.68%
Energy 		4.11% 0.00% 29.17% 83.84%
Utilities 		2.91% 0.00% 24.69% 77.99%

Stock Geographic Breakdown

Weighting Return Low Return High GTTMX % Rank
US 		99.83% 55.64% 103.53% 4.43%
Non US 		0.00% 0.00% 33.85% 27.70%

GTTMX - Expenses

Operational Fees

GTTMX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 2.42% 0.06% 16.92% 3.89%
Management Fee 1.20% 0.00% 1.20% 100.00%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee 0.25% 0.01% 0.40% 86.60%

Sales Fees

GTTMX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 3.50% 5.75% N/A
Deferred Load N/A 1.00% 4.00% N/A

Trading Fees

GTTMX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 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.

GTTMX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 71.00% 0.00% 227.00% 79.03%

GTTMX - Distributions

Dividend Yield Analysis

GTTMX Category Low Category High GTTMX % Rank
Dividend Yield 0.02% 0.00% 22.79% 18.06%

Dividend Distribution Analysis

GTTMX Category Low Category High Category Mod
Dividend Distribution Frequency Quarterly Annual Quarterly Annual

Net Income Ratio Analysis

GTTMX Category Low Category High GTTMX % Rank
Net Income Ratio 0.15% -1.84% 4.73% 87.15%

Capital Gain Distribution Analysis

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

Distributions History

View More +

GTTMX - Fund Manager Analysis

Managers

Paul Sullivan

Start Date

Tenure

Tenure Rank

Dec 21, 2006

15.45

15.5%

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

Dec 21, 2006

15.45

15.5%

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, 2015

7.26

7.3%

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
0.08 35.59 8.15 10.92

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