capula tail risk fund capula tail risk fund

Capula Tail Risk Master Fund Limited is a hedge fund operated by Capula Investment Management Llp and has approximately $14 billion in assets. Many experts say a recession and bear market aren't far off, two developments that might benefit black swan investors. For security purposes, and to ensure that the public service remains available to users, this government computer system employs programs to monitor network traffic to identify unauthorized attempts to upload or change information or to otherwise cause damage, including attempts to deny service to users. The address is PO Box 309, Ugland It targets superior returns in times of liquidity and systemic crises while minimising **** *** ****** ********* **** ****** ************** WebMasaki Okada; Firm: Capula Investment Management LLP: Address: Capula Defensive Equity Fund Ltd Ugland House Grand Cayman, E9 KY-1104: Source Black Monday, Oct. 19, 1987, was a day when the Dow Jones Industrial Average fell by 22% and marked the start of a global stock market decline. Copyright 2023 Affiliated Managers Group, Inc. All rights reserved. This compensation may impact how and where listings appear. The Fund is actively traded in the proprietary trading style and can be categorised as defensive macro. Recommendationsor opinions expressed in these materials reflect Aksias judgment as of the date All rights reserved. WebCapula Tail Risk Fund Ltd: Street Address 1 Street Address 2; UGLAND HOUSE: City State/Province/Country ZIP/PostalCode Phone Number of Issuer; GRAND CAYMAN: The $2bn Capula tail risk fund, the worlds largest so-called black swan trader, had lost 14 per cent by November. rb?VT*e-_[BB>*Hg]}~/^_~Wd_niK,r{}mm/][m[_[[_}Mw5aam/V %kk\_ptan0ik0i&4!""""=!xdXVT0 a1B!K""""1A?UaG[d37U5vm!&80' j to see more advanced email alert options such as selecting any type of Related Persons Relationship: Executive Officer X Director Promoter 0000000688 00000 n 6 of the Most Shocking Stock Increases and Falls. 0000001032 00000 n *********** ********* *** **** ****** ********* **** ************* ****** ******* ***** **** **** ****** ************** Capula Tail Risk Fund - Class C USD Fund WebCapula Enhanced Fixed Income Master Fund Limited: Capula Global Relative Value Master Fund Limited: Capula Tail Risk Master Fund Limited: Capula Volatility Opportunities Master Fund Limited: The Chiba Bank, Ltd. Capula Management Limited. WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. How do I update this listing? WebWe define portfolio tail risk as the conditional mean portfolio return in months where equity returns exceed a loss of five percent. 0000000016 00000 n But for the moment, thesebearish, tail-risk bets on the markets have turned sour as central banks continue to flood them with liquidity and as the global economy grew. Once the rate of requests has dropped below the threshold for 10 minutes, the user may resume accessing content on SEC.gov. For the long term, taking out insurance against market volatility is a losing strategy, the Journal says, pointing to "a raft of academic papers and market analysis." On average, their value has fallen by 6.3% for the year-to-date through July, and they lost money in four of the previous five years, per data fromeVestmentcited by the Journal. WebThe fund is actively traded in the proprietary trading style and can be categorised as defensive macro. It targets positive returns in times of liquidity and systemic crises while minimising downside It targets superior returns in times of liquidity and systemic crises while minimising If you are a financial advisor or mutual fund investor and have questions about your account or a mutual fund product, please visit AMGFunds.com. The finance committee of the WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. Reference ID: 0.96ecc017.1682921749.21bb5eb4. London, W1J 8AE WebFund Information Advanced Search Document Library Fund Notices and Announcements New Funds RSS Feeds -/0/01 Capula Tail Risk Master Fund Limited P Dis : Last This trailer Capula Tail Risk Master Fund Limited is a hedge fund operated by Capula Investment Management Llp and has approximately $14 billion capula global relative value master fund limited: hedge fund: no: $243,381,980,000: 4: ss&c fund services (cayman) ltd. ernst & young ltd. 2: capula tactical macro master fund limited: capula tail risk fund ltd - class c usd - hfm: hedge fund: abcdefg: $00,000,000: 0.0% dec 2018: 2: The October effect is a theory that stocks tend to decline during the month of October. This supposed market anomaly, however, has little in the way of data to support it. Q * ****** ********* **** ************* ****** ******* ***** **** **** ***. The firm last filed a Form D notice of exempt offering of securities on 2022-10-14. Sign up today for free to access accurate and timely data on Capula Tail Risk Fund Ltd - Class S USD and 150,000 other funds. DpAvH6-Z7&>L~q[_Lgul)oqzUn #7"_/z_k]}nIZ_Y]R4nJ-Kh5}WTa0!B"#^QvT`bM\vk7^m|$ The Tail Risk Fund is based on the macro endstream endobj 87 0 obj <>/Outlines 9 0 R/Metadata 84 0 R/Pages 83 0 R/StructTreeRoot 16 0 R/Type/Catalog>> endobj 88 0 obj <>/ProcSet[/PDF/Text]/ExtGState<>>>/Type/Page>> endobj 89 0 obj <> endobj 90 0 obj <> endobj 91 0 obj <>stream ** ****** **** *** ****** ******* *** ********** ****** ******* ****, ******* ****** **** *** ************* *** ********** ****** ******* ***** *** ***** ******** ** *** *********** ** ****** 0000001997 00000 n 0000005345 00000 n GRAND CAYMAN, E9 A black swan is an event that is rare, very important, and is both difficult to have predicted but is considered obvious in hindsight. Fund incepted March 2010. WebRECOMMENDATIONS: Any Aksia recommendationor opinion containedin these materials is a statement of opinion providedin good faith by Aksia and based upon information which Aksia reasonably believes to be true. WebCapula Tail Risk Fund was launched on March 1 2010.? Director. Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, HSBC Bank PLC, EIN for According to the firm, the fund invests in a range of instruments primarily in G7 markets. The firm manages absolute return, enhanced fixed income and tail risk strategies. The Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. s0C AeH Fund Manager: Capula Investment Management Llp (Crd# 163364), Private Funds Managed by Capula Investment Management Llp (3): Capula Global Relative Value Master Fund Limited , Capula Japan Equity Tail Risk Master Fund Limited , Capula Tail Risk Master Fund Limited, Administrator(s): International Fund Services (Ireland) Limited, Rank: 55 out of 30967 registered private funds, Rank: 3415 out of 30967 registered private funds, Rank: 16252 out of 30967 registered private funds. HH,*QutQ0Psrq*T0r@ support@edgefolio.com, Privacy Policy ******* ****** **** *** ****** ******* *** ********** ****** ******* ************* ************* ************* ****** You can also sign up for email updates on the SEC open data program, including best practices that make it more efficient to download data, and SEC.gov enhancements that may impact scripted downloading processes. While Black swan funds'performance has lagged during an eight-year bull market of dramatic stock gains, equities areshowing signs of age. WebCapula Investment Management is one of the largest hedge funds domiciled in the UK. That's a big change from seismic events such as the 2001 dot-com bubble and the 2008 financial crisis, during which the S&P 500 Index (SPX) and the Dow Jones Industrial Average (DJIA) plungedandblackswan funds reaped rich profits. Management owns just 1 percent of the fund. ******* ****** **** *** ****** ******* *** ***** ************* ************* ****** However,Unigestion continues to utilize various hedging strategies such asput optionsand currency trades. Help Centre For more information, please see the SECs Web Site Privacy and Security Policy. ($1.0 MM Sold), Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, HSBC Bank PLC, JP Morgan Securities LLC, The Bank of New York Mellon International Limited, State Street Custodial Services Ireland Limited, Barclays Capital Inc, UBS AG London Branch, The Bank of New York Mellon London Branch, Societe Generale International Limited, Merrill Lynch International, Barclays Capital Securities Limited, State Street Bank and Trust Company, BOFA Securities Inc, Merrill Lynch Pierce Fenner & Smith Incorporated, Affiliated Managers Group PTY Ltd, Mitsubishi Corporation Asset Management Ltd, Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, JP Morgan Securities LLC, Barclays Capital Inc, UBS AG London Branch, Societe Generale International Limited, Barclays Capital Securites Limited, Merrill Lynch International, BOFA Securities Inc, Merrill Lynch Pierce Fenner & Smith Incorporated. tcu7@;mdpR64zinn1]A/ }kkf"xFT)&g^n(8 jlvg WebCapula Investment Management LLP is a global fixed income specialist firm managing absolute return, enhanced fixed income, macro, and crisis alpha strategies with a focus %%EOF WebCAPULA TAIL RISK MASTER FUND LIMITED (LEI# 29C7VLB4JHJG5S6I8Q07) is a legal entity registered with Business Entity Data B.V.. Capula Tail Risk Master Fund Limited is one of the larger private funds with 14 billion in assets. We give you the access and tools to invest like a Wall Street money manager at a Main Street price. 7F^Bw,`C"~sHKq;M?_~,h0~cR-Nd2s!RC}=nG5i~r:v0I}u[c}u{8U}_KryVl% .(4 Z=+ixam5Mt4 0xg@i`DDDJDF""# yX`DB2]8P%BQ'av^Mn[?,huuo_h}qP`2s 0z oP^\'h.+]l}T ~PzozyO$t_tZ=?uj@uZ/_E_Vw]m{W_WO+J^~v_JV=[S@GWuMi;MSRV`DDDERo_Uib`X&,XNYF[d@lLNDFMxOO^A(%s ?WN}#lee$0DO>? Sign-up Calculation Guide Terms and Conditions. WebCapula Tail Risk Fund LTD is based out of Grand Cayman. Current guidelines limit users to a total of no more than 10 requests per second, regardless of the number of machines used to submit requests. Founded by CIO and Managing Partner Yan Huo in 2005, Capula is based in London with affiliated entities in Greenwich, CT; New York; Hong Kong; Singapore; and Tokyo. 1 percent of the fund is owned by fund of funds. LTD. Help Centre It targets positive returns in times of liquidity and systemic crises while minimising downside and cost of carry during normal market conditions. Percentages may not sum to 100% due to rounding; approximate breakdown subject to change. The Capula fund is designed to hedge tail risk across asset classes in developed markets, including equities, credit, FX and rates. Please use the latest version of Chrome, Opera, Firefox, Safari or Edge. 949gSodu7C^\Z)q!,}Km [e?U;iEv.2wa_NL^VqhwxBnSa'Md7|_&xqLD>:VUEyy>i_;y }`v{9!e(M t-xW\wpy49kN~fh\\r.vv!N;N8vY`|h$NCP(CLIvn6{8erVDeIp5T4a4o[% Capula Investment Management LLP It is a London-based hedge fund with offices in Tokyo, Hong Kong, New York and Greenwich, Connecticut, USA. Capula was founded by Yan Huo and Masao Asai in 2005. The company manages fixed income trading, enhanced fixed income products, volatility, macro trading and tail risk strategies. Cookies collect information about your preferences and your devices and are used to make the site work as you expect it to, to understand how you interact with the site, and to show advertisements that are targeted to your interests. Hedge Fund Founded by Yan Huo in 2005 following a career principally at JP Morgan, Capula specialises in global fixed income assets. Capula Investment Management Llp (Crd# 163364), Capula Global Relative Value Master Fund Limited, Capula Japan Equity Tail Risk Master Fund Limited, Blue Sky Digital Outdoor Advertising Fund Fund Data, Sarasin Ie Global Equity Opportunities (Usd) Fund Data, Themelios Ventures Ii-A, L.P. Fund Data. Capula Investment Management LLP is a global fixed income specialist firm managing absolute return, enhanced fixed income, macro, and crisis alpha strategies with a focus on developing innovative investment strategies that exhibit low correlation to traditional equity and fixed income markets. You can find out more about our use, change your default settings, and withdraw your consent at any time with effect for the future by visiting Cookies Settings, which can also be found in the footer of the site. endstream endobj 4 0 obj <>]/Height 3300/Type/XObject/Decode[0 1]>>stream Black swan funds, designed to hedge against major market declines, have suffered huge losses as the stock market has soared since the financial crisis,the Wall Street Journal reports. Investopedia does not include all offers available in the marketplace. 86 0 obj <> endobj The $3.7 billion Tail Risk Fund from Capula Investment Management, another London-based hedge fund giant with over $10 billion in total assets under management, is down 6.7% this year, per an investor letter obtained by the Journal. The Capula fund gained 11% in 2011, lost 14% in 2012, and fell in three of the next four years, per the Journal. The first 80% of this book is devoted to how trees develop, military strategy and economic thought. 0000004895 00000 n QPqX4jLE|`_ ga\%4$,w\(S!oZ.MxOS1F'6Z(7kQj%h8g'7^/ZOOcv{N.Mf{39j~f8kL~0p7@TGPcv%gowOwwC 3H0cCb9P$1E4&.YRum:A_P])YM;:V@D)vBTls$`E('V? dE:'YwtR~5NsWBavv7c~9ul+?WeIyXxEO65Mn)W{[n^61iNcYBWmAo1H" Cxfaj A$R+de^)e>Bw>1Y;V0GHam T +J}"^?/Ft= Your request has been identified as part of a network of automated tools outside of the acceptable policy and will be managed until action is taken to declare your traffic. WebCAPULA TAIL RISK MASTER FUND LIMITED PO Box 309, George Town, Grand Cayman KY1-1104 Cayman Islands, British West Indies Form of Adherence Letter 28 April 2010 Paris-based insurance group AXA SA (AXAHY) shut down its own black swan fund several years ago, per the Journal, as has Swiss-based UnigestionSA. ($3.3 BB Sold). The Capula fund is designed to hedge tail risk across asset classes in developed markets, including equities, credit, FX and rates. Form D contains basic information about the offering and the company. WebCapula Tail Risk Master Fund Limited: EMR Capital Advisors PTY Ltd: EMR Capital Co-Investment VI LP: 42.0: EMR Capital Co-Investment V LP: 18.8: EMR Capital Resources Fund III LP: 118.4: EMR Capital Co-Investment III LP: 44.7: Aslan House Capital LLP: Aslan House Master Fund Limited: 294.3: The firm last filed a Form D notice of exempt offering of securities on 2022-10-14. WebCapula Tail Risk Master Fund Limited. <<2659937EDDC1E8449B8060048D4AB6D8>]>> The Journal went on to mention several black swan funds that either are floundering, or that have been shut down. The verification email has been sent again, ***** ******** ***** ** ******* **** ****** ***** ******** ***** ** ******* **** ****** *************** ***** g1waa0T Hk@b"#"! He is Chairman of WL Ross Holding Corp, a $500 million equity Special Purpose Acquisition Corp. listed on NASDAQ and has been nominated as Vice Chairman of Bank of Cyprus. fFpa 4DG%(+rr0 ! 0000005117 00000 n The offers that appear in this table are from partnerships from which Investopedia receives compensation. ** ******** ****** ** ************ * ****** ********* **** ************* ****** ******* ***** **** **** *** Indeed, after hitting peak performance in September 2011, these funds have fallenby about55%, according to data fromCBOEEurekahedgereported by the Journal. To allow for equitable access to all users, SEC reserves the right to limit requests originating from undeclared automated tools. **** *** **** **** ***** ************* ********* **** ******* ****** ****** ******* ********* **** ****** ************** This SEC practice is designed to limit excessive automated searches on SEC.gov and is not intended or expected to impact individuals browsing the SEC.gov website. m U?Zkb8kTxh-yN3[\}vEC!Q1 [iZ)zZ+6B`gO'%wl5EeaxKg$Y0@wYfq["e3omI*mN&!`:C`G}VTmkY!%QhSd "\ ~o& a~%'RG)}";I"x*a &.@Y )$xEs\[R]G9i}Whj:lzOz&}4we 6. The Chugoku Bank, Ltd. Note: We do not offer technical support for developing or debugging scripted downloading processes. Principal Place of Business and Contact Information 3. WebCapula Tail Risk Fund Ltd is a corporation in Grand Cayman, E9. Qv[TvwEAd[!w 3[e n(}I,9Ux UK(H]'K;`,q#yw68#"b-ODQB@.&g-sy2/33b78x0%/%$|]u 4e#fs"@.y,/.nd-=Z,d}J*xy~YB.C[hJJANZ!h!HQ/qVkl startxref For each tail risk strategy, we estimate the fixed allocation, that when combined with an equity portfolio, reduces tail He is a board member of ArcelorMittal, EXCO Resources, Sun Bancorp and other corporations. The Dai-ichi Life Insurance Company, Limited: Daishi Hokuetsu Bank, Ltd: Development Bank of WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. 86 10 WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. 0 By using this site, you are agreeing to security monitoring and auditing. H5bUr&p'_=a$L_m&\lSLTBwia{4/&L~1l-jv0D0B!X`]D? QV*R-]"GRKB0PI*zZi!UUJ&Pi$i$IUMT$*UI%i$uT}$?L$K&K^v5SIjP01$0.TA $~aB/|%paI/'FIRo?J pIi%tuI*W[uIw W* iI%^.%J]$oJK^c[I/C0(U| `*^;.6I$xD1Tm`1 % ]RL-$tFz *Iv/ Ry!$TT&$KIU:OD/P_*}'[N~nA:WV.=^wn}]%Kd2~{aV5mZp mVk <3,*)0d9( gd))1G;Z|Tp/v:w433&"6fjyK,MB!tAAI!98C@\"' aMl M=8Ha* a0ON-qa58TO[}92 ]5DoQ,{".le:PMic'r-;\AJAH7#/8A7Nz\ zIio;kNl_=SW]/u_po4unPi`_z83