Quantitative U.S. Long/Short Equity Portfolio-Institutional Shares (GTLSX)

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Information as of: 2023-10-31
LEI: 5493009IS0IZJ7AISG07
One Congress Street
Suite 1
Boston, US-MA 02114

Taken from NPORT-P filing for 2024-01-31
Total Assets
Total Liabilities
Net Assets
Month 1 NAV Shares Sold
Month 1 NAV Shares Reinvested
Month 1 NAV Shares Redeemed
Related Share Classes:

Women in Leadership U.S. Equity Portfolio-Women in Leadership U.S. Equity Portfolio GWILX

Quantitative U.S. Large Cap Growth Equity Portfolio-Institutional Shares GTILX

Quantitative U.S. Large Cap Growth Equity Portfolio-Advisor Shares GTLLX

High Yield Municipal Portfolio-High Yield Municipal Portfolio GHYMX

Core Fixed Income Portfolio-Core Fixed Income Portfolio GTCGX

Quantitative U.S. Small Cap Equity Portfolio-Quantitative U.S. Small Cap Equity Portfolio GQSCX

Quantitative U.S. Large Cap Value Equity Portfolio-Quantitative U.S. Large Cap Value Equity Portfolio GQLVX

Global Secured Options Portfolio-Global Secured Options Portfolio NOVIX

Responsible ESG U.S. Equity Portfolio-Responsible ESG U.S. Equity Portfolio RESGX

Quantitative U.S. Long/Short Equity Portfolio-Advisor Shares GTAPX

Quantitative U.S. Long/Short Equity Portfolio-Institutional Shares GTLSX

Small Cap Equity Portfolio-Advisor Shares GTCSX

Small Cap Equity Portfolio-Institutional Shares GTSCX

Short Term Tax Aware Fixed Income Portfolio-Short Term Tax Aware Fixed Income Portfolio GTAWX

Strategic Equity Portfolio-Strategic Equity Portfolio GTCEX

Quantitative U.S. Total Market Equity Portfolio-Quantitative U.S. Total Market Equity Portfolio GTTMX

Secured Options Portfolio-Advisor Shares GTSOX

Secured Options Portfolio-Institutional Shares GLSOX

Quantitative International Equity Portfolio-Quantitative International Equity Portfolio GTCIX

Quantitative U.S. Large Cap Core Equity Portfolio-Advisor Shares GTLOX

Quantitative U.S. Large Cap Core Equity Portfolio-Institutional Shares GTLIX

Equity Income Portfolio-Equity Income Portfolio GEQIX

Taken From Prospectus On: February 28, 2024
Expenses: 2.73%
Fund Objective:
Absolute return consistent with reasonable risk to principal.
Investment Strategy:
The portfolio invests at least 80% of its net assets in long and short positions with respect to equity securities of public companies tied economically to the U.S. The advisor selects securities to buy, sell, or borrow based on proprietary multifactor computer models and fundamental analysis. The computer models rank securities based on valuation ratios, profitability, earnings-related measures, and material environmental, social, and governance (ESG) criteria. The advisor takes long positions in 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.
All 13F Filers Prior Change Hedge Funds 1 Prior Change
Period of ReportNameSymbolTitleTypeChangeAdditional InfoShares Held or Principal AmtMarket Value% of PortfolioPrevious % of PortfolioRankChange in Shares% ChangeLong/Short
No data available