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Systematica Investments

PRI reporting framework 2020

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Basic information

OO 01. Signatory category and services

01.1. Select the services and funds you offer

Select the services and funds you offer
% of asset under management (AUM) in ranges
Fund management
Fund of funds, manager of managers, sub-advised products
Other
Total 100%

Further options (may be selected in addition to the above)

01.2. Additional information. [Optional]

Systematica was founded by Leda Braga on 1 January 2015 as a spin-off from a division of BlueCrest Capital Management Limited. It employs 99 people and has offices in 5 locations: Geneva, London, New York, Singapore and Jersey. Systematica is an innovative technology-driven firm focused on a quantitative and systematic approach to investing. The investment philosophy is based upon a disciplined research process, technological innovation and operational excellence. Systematica manages $8.5bn, AuM as at the end of December 2019, for a diverse investor base across the globe, on the following hedge fund programmes:

Systematica BlueMatrix– an equity market neutral programme targeting pure alpha and trading liquid, single-name stocks.

Systematic Trend Following Programme - a trend-follower enhanced by diversifying strategies that trades mostly futures at higher speed for defensiveness.

Alternative Markets Trend Following Programme – a trend-follower that trades difficult-to-access markets (e.g. OTC, EM, Credit Indices etc.).

Alternative Risk Premia Programme – a systematic trading programme providing high quality implementation of well documented alternative risk premia strategies across global markets. Strategies covered are diversified implementations of Value, Momentum, Carry, and Defensive investment themes across asset classes.

Systematic Macro Relative Value Programme – a macro relative value strategy taking a more refined approach to macro trading, where macro themes are exploited largely through relative value and trading mostly OTC markets.

Multi-Strategy Programme – a diversified systematic multi-strategy product that allocates to each of Systematica’s alpha strategies (systematic equity market neutral, systematic trend following, alternative markets and systematic macro relative value programmes).

Systematica also offers bespoke solutions through managed accounts, funds of one, sub funds and/or sub-series of either a Cayman or Delaware umbrella fund or limited partnership respectively, which invest in tailored mixes of the Systematica strategies listed above. 


OO 02. Headquarters and operational countries

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

Jersey

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).

99 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.

31/12/2019

04.2. Indicate your total AUM at the end of your reporting year.

Include the AUM of subsidiaries, but exclude advisory/execution only assets, and exclude the assets of your PRI signatory subsidiaries that you have chosen not to report on in OO 03.2
Total AUM
trillions billions millions thousands hundreds
Currency
Assets in USD
trillions billions millions thousands hundreds

04.4. Indicate the assets which are subject to an execution and/or advisory approach. Provide this figure based on the end of your reporting year

04.5. Additional information. [Optional]


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

06.1. Select how you would like to disclose your asset class mix.

Internally managed (%)
Externally managed (%)

 

Listed equity 0 0 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 >50% 100 0 0
Fund of 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
Money market instruments 0 0 0 0
Other (1), specify 0 0 0 0
Other (2), specify 0 0 0 0

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

06.3. Indicate whether your organisation has any off-balance sheet assets [Optional].

06.5. Indicate whether your organisation uses fiduciary managers.

06.6. 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

09.1. Indicate the breakdown of your organisation’s AUM by market.

100 Developed Markets
0 Emerging Markets
0 Frontier Markets
0 Other Markets
Total 100% 100%

09.2. Additional information. [Optional]

Most of our funds are Global, investing in Developped and Emerging markets. <1% of our assets are in a fund focused on Developed Markets only.


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