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Quantitative Management Associates LLC (QMA)

PRI reporting framework 2017

You are in Organisational Overview » Basic Information

Basic Information

OO 01. Signatory category and services

01.1. Select the services you offer.

% of assets under management (AUM) in ranges

01.2. Additional information. [Optional]

As directed by the UN PRI, we are selecting the Execution and Advisory category to represent our asset allocation business because the framework does not currently provide a reporting module for asset allocators. 

Our asset allocation strategies are not “Execution and Advisory” strategies as defined in the UN PRI reporting framework.  QMA provides oversight, analysis and investment direction regarding the transfer of assets among investment choices in each client’s portfolio. For this reason QMA typically includes all assets managed by the asset allocation team when determining discretionary assets under management.   


OO 02. Headquarters and operational countries

02.1. Select the location of your organisation’s headquarters.

United States

02.2. Indicate the number of countries in which you have offices (including your headquarters).

02.3. Indicate the approximate number of staff in your organisation in full-time equivalents (FTE).

207 FTE

02.4. Additional information. [Optional]


OO 03. Subsidiaries that are separate PRI signatories

03.1. Indicate whether you have subsidiaries within your organisation that are also PRI signatories in their own right.

03.3. Additional information. [Optional]


OO 04. Reporting year and AUM

04.1. Indicate the year end date for your reporting year.

31/12/2016

04.2. Indicate your total AUM at the end of your reporting year, excluding subsidiaries you have chosen not to report on.

Total AUM
trillions billions millions thousands hundreds
Currency
Assets in USD
trillions billions millions thousands hundreds

04.4. Additional information. [Optional]

As directed by the UN PRI, we are not including our asset allocation AUM in this response because the framework does not currently provide a reporting module for asset allocators.

Our asset allocation strategies are not "Execution and Advisory" strategies as defined in the UN PRI reporting framework. QMA provides oversight, analysis and investment direction regarding the transfer of assets among investment choices in each client's portfolio. For this reason QMA typically includes all assets managed by the asset allocation when determining discretionary assets under management. As of 12/31/2016 our total AUM, including asset allocation, is USD $116,116,787,587. Our total assets under management is adjusted to avoid double counting any assets managed directly by us in certain commingled funds or accounts to which we allocate under our multi-asset class strategies. However as stated above, we are not including our asset allocation AUM in the total AUM because the current framework does not include a reporting module for asset allocators.

In addition, we do provide certain investment advisory services to an unaffiliated managed account program sponsor on a non-discretionary basis.  These services consist of the furnishing of model portfolios in various strategies, which the program sponsor may choose to employ in its management of accounts under one or more managed account programs.  We do not effect or arrange for the purchase or sale of any securities in connection with these services.  The program sponsor charges a single program fee to its clients for all services provided under the program, and pays its advisers, including QMA, a portion of that fee for the services rendered to the program sponsor. We seek to manage these non-discretionary model portfolios and our discretionary institutional accounts in a similar manner within the same strategy.

We also offer non-discretionary multi-asset class model strategies on affiliated and unaffiliated platforms. In these arrangements, the platform sponsors would typically make our model portfolios available to investors, generally through intermediaries such as financial planners. We do not have discretion over the implementation of these models in individual investor portfolios.

On occasion, to accommodate client requirements, our investment recommendations with respect to a portfolio are subject to client approval and are therefore non-discretionary in that respect.

Note that we do not include assets managed by other persons based on non-discretionary model portfolios provided by QMA in our assets under management.

 


OO 06. How would you like to disclose your asset class mix

New selection options have been added to this indicator. Please review your prefilled responses carefully.

06.1. How you would like to disclose your asset class mix.

Internally managed (%)
Externally managed (%)

 

Listed equity >50% 90.8 0 0
Fixed income 0 0 0 0
Private equity 0 0 0 0
Property 0 0 0 0
Infrastructure 0 0 0 0
Commodities 0 0 0 0
Hedge funds 0 0 0 0
Forestry 0 0 0 0
Farmland 0 0 0 0
Inclusive finance 0 0 0 0
Cash 0 0 0 0
Other (1), specify <10% 7.7 0 0
Other (2), specify <10% 1.5 0 0

'Other (1)' specified

          Index futures.  The majority are equity index futures, in addition there are some commodity and 10 year Treasury bills index futures.
        

'Other (2)' specified

          Treasury bills.  They are used exclusively as collateral for our futures trading accounts.
        

06.2. Publish our asset class mix as per attached image [Optional].

06.3. Provide contextual information on your AUM asset class split. [Optional]


OO 07. Fixed income AUM breakdown (Not Applicable)


OO 08. Segregated mandates or pooled funds (Not Applicable)


OO 09. Breakdown of AUM by market (Private)


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