Reference ID: 0.96ecc017.1682921749.21bb5eb4. SEC form, multiple filers or classes of filers, and much more.***. ,-4K{l?69z&|@f(Y?oLZZ1C-H^(_xOQMZG8OZ The Capula fund is designed to hedge tail risk across asset classes in developed markets, including equities, credit, FX and rates. We reserve the right to block IP addresses that submit excessive requests. 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. Related Persons Relationship: Executive Officer X Director Promoter WebCapula Tail Risk Fund Ltd; Firm: Fund # CIK # 0001588338: Sale: 2010-10-01 ($3.3 BB Sold) Fund: Phone: 3459498055: Address: Ugland House Grand Cayman, Cayman email address below and choose 'Submit'. xref What Are the Biggest Hedge Funds in the World? s kv}{qsdUT%S5=2{G.+lO%6LoN@W;gk1;[kY%Lp|BfzB1o Terms and Conditions. 0000000688 00000 n 0 WebMasaki Okada; Firm: Capula Investment Management LLP: Address: Capula Defensive Equity Fund Ltd Ugland House Grand Cayman, E9 KY-1104: Source Moreover, key equity market indicators such as the S&P 500 have set one record after record after beginning an upward climbin early 2009, while a bull run in bonds continues unabated. 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. These finally tie into the investing thesis in the last 20% of the book. Capula Tail Risk Master Fund Limited is one of the larger private funds with 14 billion in assets. The Journal went on to mention several black swan funds that either are floundering, or that have been shut down. The Man Group, a London-based alternative investment management business, has seen its AHL Tail Protect Fund lose 45% of its value since it 2009 launch, according to Man Group data reported by the Journal. Wall Street is also an umbrella term describing the financial markets. The offers that appear in this table are from partnerships from which Investopedia receives compensation. London, W1J 8AE support@edgefolio.com, Privacy Policy Theypurchase put optionsto provide downside protection, as well asgold and other safe-haven assets that usually rally when otherfinancial assetscollapse in value, the Journal says in its September 5 story. We give you the access and tools to invest like a Wall Street money manager at a Main Street price. HH,*QutQ0Psrq*T0r@ Sign up today for free to access accurate and timely data on Capula Tail Risk Fund Ltd - Class C EUR and 150,000 other funds. Q The Capula fund gained 11% in 2011, lost 14% in 2012, and fell in three of the next four years, per the Journal. The fund invests in a range of instruments primarily in G7 markets. The address is PO Box 309, Ugland Capula Tail Risk Fund - Class C USD Fund 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. This compensation may impact how and where listings appear. The Edgefolio Platform Sign up today for free to access accurate and 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. 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. 86 10 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. Help Centre 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. While Black swan funds'performance has lagged during an eight-year bull market of dramatic stock gains, equities areshowing signs of age. 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. He is a board member of ArcelorMittal, EXCO Resources, Sun Bancorp and other corporations. The Tail Risk Fund is based on the macro The Dai-ichi Life Insurance Company, Limited: Daishi Hokuetsu Bank, Ltd: Development Bank of Capula Tail Risk Master Fund Limited is a hedge fund operated by Capula Investment Management Llp and has approximately $14 billion The October effect is a theory that stocks tend to decline during the month of October. The Chugoku Bank, Ltd. Help Centre ******* ****** **** *** ****** ******* *** ***** ************* ************* ****** WebAt the Finance Committee meeting in April, staff and Aksia will recommend that PSERS invest $250 million in the Capula Tail Risk Fund Limited (TRF), Class C shares. WebCapula Tail Risk Fund Ltd Jurisdiction of Incorporation/Organization CAYMAN ISLANDS Year of Incorporation/Organization X Over Five Years Ago Within Last Five Years (Specify Year) Yet to Be Formed 2. The current Capula Management Limited. Recommendationsor opinions expressed in these materials reflect Aksias judgment as of the date 0000001032 00000 n The Capula fund is designed to hedge tail risk across asset classes in developed markets, including equities, credit, FX and rates. Note that this policy may change as the SEC manages SEC.gov to ensure that the website performs efficiently and remains available to all users. trailer Calculation Guide Performance prior to January 2011 is available upon request. oibHcF!/a|Z= To ensure our website performs well for all users, the SEC monitors the frequency of requests for SEC.gov content to ensure automated searches do not impact the ability of others to access SEC.gov content. 13F filing from CAPULA TAIL RISK FUND LTD, enter your QPqX4jLE|`_ ga\%4$,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$R+de^)e>Bw>1Y;V0GHam T +J}"^?/Ft= 0000000496 00000 n ***Log In or A black swan is an event that is rare, very important, and is both difficult to have predicted but is considered obvious in hindsight. **** *** **** **** ***** ************* ********* **** ******* ****** ****** ******* ********* **** ****** ************** The first 80% of this book is devoted to how trees develop, military strategy and economic thought. 0000004895 00000 n Meanwhile, theCBOEVolatility Index (VIX), commonly usedas an indicator of uncertainty and fear among investors,fell to its lowest intraday level ever in July and remains near historic lows. This fund aims to deliver strong return in times of crisis while paying close attention to the cost of carry in times of market calm.? It targets positive returns in times of liquidity and systemic crises while minimising downside DpAvH6-Z7&>L~q[_Lgul)oqzUn #7"_/z_k]}nIZ_Y]R4nJ-Kh5}WTa0!B"#^QvT`bM\vk7^m|$ UniversaInvestments LP is a black swan fund that posted returns of over 100% during thefinancial crisisin 2008, the Journal says. The firm manages absolute return, enhanced fixed income and tail risk strategies. Your browser is not currently supported. 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." Capula Tail Risk Master Fund Limited is a hedge fund operated by Capula Investment Management Llp and has approximately $14 billion in assets. s0C AeH Investopedia does not include all offers available in the marketplace. WebMark Spitznagel is a former partner to Nassim Taleb and runs Universa, one of the largest tail risk hedge funds in the world. WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. QV*R-]"GRKB0PI*zZi!UUJ&Pi$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 WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. startxref 0000000814 00000 n Principal Place of Business and Contact Information 3. <<2659937EDDC1E8449B8060048D4AB6D8>]>> The Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. xb```a``c`b`b``@ P !|x8.nfd`"d64vf`7!Qg>fO A Director. ;OH0e_,YS4Q=zomKws\[07x0 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 1001 and 1030). 0000001997 00000 n WebCAPULA TAIL RISK MASTER FUND LIMITED (LEI# 29C7VLB4JHJG5S6I8Q07) is a legal entity registered with Business Entity Data B.V.. Capula Tail Risk Fund Ltd - Most recent fund raising on October 14, 2022 raised $37,200,000 in Equity ******* ****** **** *** ****** ******* *** ********** ****** ******* ************* ************* ************* ****** WebCapula Tail Risk Fund LTD is based out of Grand Cayman. Note: We do not offer technical support for developing or debugging scripted downloading processes. Form D is a form used to file a notice of an exempt offering of securities with the Securities and Exchange Commission. The Fund is actively traded in the proprietary trading style and can be categorised as defensive macro. rb?VT*e-_[BB>*Hg]}~/^_~Wd_niK,r{}mm/][m[_[[_}Mw5aam/V %kk\_ptan0ik0i&4!""""=!xdXVT0 a1B!K""""1A?UaG[d37U5vm!&80' j 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: 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. Many experts say a recession and bear market aren't far off, two developments that might benefit black swan investors. 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. WebCapula Tail Risk Fund was launched on March 1 2010.? The $3.7 billion Tail Risk Fund from Capula Investment Management, another London-based hedge fund giant with over $10 billion in total assets under management, is down 6.7% this year, per an investor letter obtained by the Journal. The Capula fund gained 11% in 2011, lost 14% in 2012, and fell in three of the next four years, per the Journal. WebCapula Tail Risk Fund Ltd is a corporation in Grand Cayman, E9. 1 percent of the fund is owned by fund of funds. H5bUr&p'_=a$L_m&\lSLTBwia{4/&L~1l-jv0D0B!X`]D? To allow for equitable access to all users, SEC reserves the right to limit requests originating from undeclared automated tools. What Is Wall Street? 7 Clarges Street Typically investors, including some tail risk hedge funds, have bought inexpensively priced, long-dated put options, giving them the right to sell a security in the future. Such positions are well out of the money and substantially discount the current market price. 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. 0000001544 00000 n All rights reserved. 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. 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. 86 0 obj <> endobj If youre the manager of Capula Tail Risk Fund Ltd - Class C EUR, you can sign up to take control of your profile and respond to investor interest. It targets superior returns in times of liquidity and systemic crises while minimising downside and cost of carry during normal market conditions. *********** ********* *** **** ****** ********* **** ************* ****** ******* ***** **** **** ****** ************** 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 WebCapula Tail Risk Master Fund Limited (TR Master Fund), a portion of the assets (the EFI Account) of Capula Enhanced Fixed Income Master Fund Limited (the EFI Master Qv[TvwEAd[!w 3[e n(}I,9Ux UK(H]'K;`,q#yw68#"b-ODQB@.&g-sy2/33b78x0%/%$|]u endstream endobj 4 0 obj <>]/Height 3300/Type/XObject/Decode[0 1]>>stream Percentages may not sum to 100% due to rounding; approximate breakdown subject to change. %%EOF The filing was for a pooled investment fund: hedge fund The notice included securities offered of Equity,Pooled Investment Fund Interests. 949gSodu7C^\Z)q!,}Km [e?U;iEv.2wa_NL^VqhwxBnSa'Md7|_&xqLD>:VUEyy>i_;y }`v{9!e(M t-xW\wpy49kN~fh\\r.vv!N;N8vY`|h$NCP(CLIvn6{8erVDeIp5T4a4o[% WebCAPULA TAIL RISK MASTER FUND LIMITED PO Box 309, George Town, Grand Cayman KY1-1104 Cayman Islands, British West Indies 29 April 2010 Send to: 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. or to simply have an email sent to you whenever we receive a new Sign-up to see more advanced email alert options such as selecting any type of Unauthorized attempts to upload information and/or change information on any portion of this site are strictly prohibited and are subject to prosecution under the Computer Fraud and Abuse Act of 1986 and the National Information Infrastructure Protection Act of 1996 (see Title 18 U.S.C. 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. When you visit the site, Dotdash Meredith and its partners may store or retrieve information on your browser, mostly in the form of cookies. Custodian. !,r@ J6Zo\U [Sq@SSc=\s: 3?9;1t#\| ;*@DYiEFV3(>O=w6KVd,AEEsz9.1p^k(M%L+UIT;@) +9\j].&SOs>._sZnayS-$YyEY&=ZP'-Xg'!E CnlRknFk[s GY+j wODL+ The firm last filed a Form D notice of exempt offering of securities on 2022-10-14. Y0A \.?A4=?N:_Y"NDDZVpP@?KAG| 7SBKT}),_cM|&'t"~@?pLWNDw#=kp_ }/nok[_6kZkom}i&VKn]0 b(!b8+qL!;}Sm4A/&p0j!"%^"":`` `DDDDDF""Tc(1)6 `A+c4h.PGQ20ff(" d",q5_O__DHcE%N|M'4MpU=x^`zo ~zm{_`48?P'l>NB1q 77K_my={Sv7R|$kiX`bdLExAa2. Fund incepted March 2010. The problem is that any form of insurance costs money, and that, on average, those selling insurance will profit from those buying it. EIN for All text and design is copyright 2020 WhaleWisdom.com. However,Unigestion continues to utilize various hedging strategies such asput optionsand currency trades. By using this site, you are agreeing to security monitoring and auditing. WebWe define portfolio tail risk as the conditional mean portfolio return in months where equity returns exceed a loss of five percent. The verification email has been sent again, ***** ******** ***** ** ******* **** ****** ***** ******** ***** ** ******* **** ****** *************** ***** Neither Man Group nor Capula would comment to the Journal. ** ****** **** *** ****** ******* *** ********** ****** ******* ****, ******* ****** **** *** ************* *** ********** ****** ******* ***** *** ***** ******** ** *** *********** ** ****** It targets superior returns in times of liquidity and systemic crises while minimising downside during normal market conditions. Management owns just 1 percent of the fund. Copyright 2023 Affiliated Managers Group, Inc. All rights reserved. The employer identification number (EIN) for Capula Tail Risk Fund Ltd is 980651233. 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. Calculation Guide ($1.0 MM Sold), Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, HSBC Bank PLC, JP Morgan Securities LLC, The Bank of New York Mellon International Limited, State Street Custodial Services Ireland Limited, Barclays Capital Inc, UBS AG London Branch, The Bank of New York Mellon London Branch, Societe Generale International Limited, Merrill Lynch International, Barclays Capital Securities Limited, State Street Bank and Trust Company, BOFA Securities Inc, Merrill Lynch Pierce Fenner & Smith Incorporated, Affiliated Managers Group PTY Ltd, Mitsubishi Corporation Asset Management Ltd, Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, JP Morgan Securities LLC, Barclays Capital Inc, UBS AG London Branch, Societe Generale International Limited, Barclays Capital Securites Limited, Merrill Lynch International, BOFA Securities Inc, Merrill Lynch Pierce Fenner & Smith Incorporated. -- CAPULA INVESTMENT MANAGEMENT SINGAPORE PTE. It targets superior returns in times of liquidity and systemic crises while minimising %PDF-1.6 % Also known astail riskfunds,black swanfunds seek to reap enormous profits from a sharp, severe downward move in the markets. The firm last filed a Form D notice of exempt offering of securities on 2022-10-14. endstream endobj 87 0 obj <>/Outlines 9 0 R/Metadata 84 0 R/Pages 83 0 R/StructTreeRoot 16 0 R/Type/Catalog>> endobj 88 0 obj <>/ProcSet[/PDF/Text]/ExtGState<>>>/Type/Page>> endobj 89 0 obj <> endobj 90 0 obj <> endobj 91 0 obj <>stream 0000000016 00000 n 7F^Bw,`C"~sHKq;M?_~,h0~cR-Nd2s!RC}=nG5i~r:v0I}u[c}u{8U}_KryVl% .(4 Z=+ixam5Mt4 0xg@i`DDDJDF""# yX`DB2]8P%BQ'av^Mn[?,huuo_h}qP`2s 0z oP^\'h.+]l}T ~PzozyO$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>? 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. If a user or application submits more than 10 requests per second, further requests from the IP address(es) may be limited for a brief period. WebCapula Investment Management LLP is a global fixed income specialist firm headquartered in London. WebCapula Tail Risk Master Fund Limited. Capulas investment strategies include enhanced fixed income, absolute return and tail risk strategies. {"search": "/search", "clicked": "/clicked", "portfolio_add": "/portfolio-add", "portfolio_remove": "/portfolio-remove", "portfolio_create": "/portfolio-create", "portfolio_activate": "/portfolio-activate", "portfolio_delete": "/portfolio-delete", "portfolio_rename": "/portfolio-rename", "portfolio_color": "/portfolio-color", "home_filter": "/home-filter", "htmlspeed": "/htmlspeed", "add_tag_firm": "/add-tag-firm", "add_tag_click": "/add-tag-click", "copy_aum": "/copy-aum", "stripe_checkout": "/stripe-checkout", "update_card": "/update-card"}, {"uid": 51985855, "pid": -1, "pid_a": [], "name": "", "email": "", "blacklist_f": false, "paywall_f": false, "paywall_n": 0, "random_n": 0}, Capula Investment Management Asia Limited, Capula Investment Management Singapore PTE Ltd, 2010-10-01 **** *** ****** ********* **** ****** ************** 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: 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. WebFund Details. HWn9}7Cf /N/ $b-QM ;{mIA,5xS7gK>we#Iv-e.t67tU,HghN]L.5":|_m z\75hQL/N$J,4AUQA^3d,mK;@'Jus9EVjQK- Terms and Conditions. WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. ********** ** **** ********* ****** ** *********, Eurekahedge Asia Pacific Asset Weighted Index - USD, Eurekahedge Multi-Factor Risk Premia Index, *** ***** ******* ****** ***** ******** **** ** ***, *** ***** ******* ****** ***** ******** **** ***. For more information, please see the SECs Web Site Privacy and Security Policy. Form D contains basic information about the offering and the company. Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, HSBC Bank PLC, Hedge Fund Put $10,000 in the S&P 500 ETF and Wait 20 Years. The filing was for a pooled LIMIT THE USE OF MY SENSITIVE PERSONAL INFORMATION, -- CAPULA INVESTMENT MANAGEMENT ASIA LIMITED. g1waa0T Hk@b"#"! 0000005345 00000 n ** ******** ****** ** ************ * ****** ********* **** ************* ****** ******* ***** **** **** *** 0000005117 00000 n For each tail risk strategy, we estimate the fixed allocation, that when combined with an equity portfolio, reduces tail COPYRIGHT 2023 EUREKAHEDGE PTE LTD. *The fund performance and information recorded on this page is for illustration purposes only and will differ from the actual fund profile. Da1Nxa~ 40LAaDDDDPY4,Yc%# |o;OL/H}zXh=O6_6Fi ,[aETk'OkoxB!8"*h:i~\d `&B#lhf(D)?'8o%n/F(!?aZ?DZ%DvmNnK93dPgPg(32pAmAKDxw0dM\E72e%8'.#>d^| AMM:^nJH6 47oUi^6\UMu}H92-wt.|7;~nzn_!SSuzI77 MK!aOZZO[|[7^-%^z GRAND CAYMAN, E9 This website uses cookies to improve your experience. WebCapula Japan Equity Tail Risk Master Fund Limited is a hedge fund operated by Capula Investment Management Llp and has approximately $157.3 million in assets. For more information, contact opendata@sec.gov. Indeed, after hitting peak performance in September 2011, these funds have fallenby about55%, according to data fromCBOEEurekahedgereported by the Journal. ]H&uX{__G9"5/^o_$3^/a/}?^/.~t@_wK~IvDw],o6_>wM{d}.KKlMz{tu#]~i}UO}"?_\i}v60a}jTYf S This endstream endobj 92 0 obj <> endobj 93 0 obj <> endobj 94 0 obj <> endobj 1 0 obj <> endobj 2 0 obj <>/ProcSet[/PDF/ImageB]>> endobj 3 0 obj <>stream The current minimum investment for Capula Tail Risk Master Fund Limited is $5000000. 95 0 obj <>stream Tail risk is portfolio risk that arises when the possibility that an investment will move more than three standard deviations from the mean is greater than what is shown by a normal distribution. Thank you for your interest in the U.S. Securities and Exchange Commission. WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. Also, concerns about the nuclear threat from North Korea, Hurricane Harvey and other storms helped push down stocks sharply this week.
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