LARGE CAP 130/30
Separate Account

DOWNLOAD FACT SHEET

STRATEGY
Glenmede believes that using long and short equity positions cased on proprietary multi-factor stock ranking models, overlaid with upside and downside risk screens, can achieve long-term capital appreciation with reasonable risk to principal

INVESTMENT STYLE

    

INVESTMENT PROCESS
▪  Invests in companies with attractive
   (long positions) and unattractive (short
   positions) combinations of valuation,
   fundamental, earnings and technical
   characteristics.

▪  Portfolio is based on proprietary multi-
   factor by and sell models to rank within
   each sector filtered with risk screens.

▪  The portfolio is optimized to provide
   broad diversification across sectors,
   industries, and individual companies.

▪  Candidates are stocks in the Russell
   1000 universe or other public stocks 
   with over $2 billion in market
   capitalization.

Val de Vassal