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Education

MBA., New York University

 B.S./B.A., Swarthmore College

Portfolio Manager, Quantitative Equity

Alexander R. Atanasiu, CFA®

Alexander R. Atanasiu, CFA®, is a Portfolio Manager, Quantitative Equity Officer, Glenmede Investment Management LP (GIM). Mr. Atanasiu’s responsibilities include Glenmede’s proprietary stock ranking screening tools, multifactor 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 of Glenmede’s quantitatively-based equity strategies, including long and short funds.

Mr. Atanasiu began his professional career as an intern at GTC in 2005 and was subsequently hired as a full-time analyst. 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 his 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.

Education

MBA., New York University

 B.S./B.A., Swarthmore College

Insights by Alexander R. Atanasiu, CFA

Large Cap Core Update

April 27, 2021

Strategy Outperforms Benchmark with Strong Multi-Factor Selection Models

Glenmede’s Quantitative U.S. Large Cap Core Equity Strategy outperformed the Russell 1000 by 4.9%. Portfolio Manager Alex Atanasiu, CFA, discusses the positive contributions from Glenmede’s stock selection models, though quality was a slight drag. Sector allocations were also a slight positive for the quarter. He also dives into the sector-neutral performance across factors, which show the change in market leadership resulted in large performance swings.
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Large Cap Growth Update

April 27, 2021

Strategy Beats Benchmark Aided by Structural Underexposures

Glenmede’s Quantitative U.S. Large Cap Growth Equity Strategy outperformed the Russell 1000 Growth Index by 7.4%. Portfolio Manager Alex Atanasiu, CFA, discusses the strategy’s positive contributions from Glenmede’s stock selection models, including higher quality, positive earnings trends and better technicals. He explains how the strategy was negatively impacted by its relatively lower market capitalization, but helped by structural underexposures to the top five names in the Growth index. Most of the relative outperformance was driven by positive stock selection effects of in Information Technology and Consumer Discretionary. 
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Large Cap Core Update

November 10, 2020

Well Positioned Versus Benchmark

Concentration in key indexes around a handful of mega cap stocks is surpassing conditions seen at the peak of the internet bubble. We review an analysis of market drivers and the third quarter performance of the Glenmede Quantitative U.S. Large Cap Growth Equity Strategy.

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Large Cap Core Update

October 22, 2020

Well Positioned Versus Benchmark

Key indexes continued to be driven primarily by just five mega capitalization stocks during the third quarter. With holdings…
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Large Cap Core Update

April 14, 2020

A Market of Extremes

A wide dispersion of performance across equity styles made for a challenging  first quarter, as investors reacted to the global pandemic. Though, large cap equities remained in favor, the concentration of the five largest companies in the S&P 500 surpassed the peak of the internet bubble in March of 2000. Quantitative Equity Portfolio Manager Alexander Atanasiu, CFA, reviews how the Glenmede Quantitative U.S. Large Cap Core Equity Strategy performed in a market that has gone to extremes by many measures.

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Thought Leadership

April 1, 2020

Factor Rotation: It’s About Time

Alpha generating effectiveness of factor-timing strategies has been a matter of ongoing debate. GIM’s Quantitative Equity Portfolio Manager Alexander Atanasiu addresses the topic in this whitepaper by examining  how a time-weighting function might be used to avoid common pitfalls, such as implementation shortfall, often associated with other factor timing strategies.
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Thought Leadership

February 12, 2019

Moving Into the Mainstream: the Value of ESG Momentum

We discuss how the accessibility of ESG performance data is allowing asset managers to continually evolve how this type of information is used in investment analysis.
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