Qv[TvwEAd[!w 3[e n(}I,9Ux UK(H]'K;`,q#yw68#"b-ODQB@.&g-sy2/33b78x0%/%$|]u The Capula fund is designed to hedge tail risk across asset classes in developed markets, including equities, credit, FX and rates. 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." 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: It targets positive returns in times of liquidity and systemic crises while minimising downside and cost of carry during normal market conditions. 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. Today, its founder, MarkSpitznagel, tells the Journal, "I don't see anyone out there doing what I do." * ****** ********* **** ************* ****** ******* ***** **** **** ***. By using this site, you are agreeing to security monitoring and auditing. CAPULA TAIL RISK MASTER FUND LIMITED 0000004895 00000 n WebCapula Investment Management LLP is a global fixed income specialist firm headquartered in London. 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 fFpa 4DG%(+rr0 ! 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. Capula Tail Risk Fund Ltd - Class C EUR Overview | Edgefolio Calculation Guide The Journal went on to mention several black swan funds that either are floundering, or that have been shut down. Fund incepted March 2010. support@edgefolio.com, Privacy Policy We'll assume you're ok with this, but you can opt-out if you wish. 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. The fund invests in a range of instruments primarily in G7 markets. To allow for equitable access to all users, SEC reserves the right to limit requests originating from undeclared automated tools. 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. {"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": 51985851, "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, 2021-04-01 This compensation may impact how and where listings appear. The filing was for a pooled investment fund: hedge fund The notice included securities offered of Equity,Pooled Investment Fund Interests. Thank you for your interest in the U.S. Securities and Exchange Commission. 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. The Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. 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. The current ********** ** **** ********* ****** ** *********, Eurekahedge Asia Pacific Asset Weighted Index - USD, Eurekahedge Multi-Factor Risk Premia Index, *** ***** ******* ****** ***** ******** **** ** ***, *** ***** ******* ****** ***** ******** **** ***. HWn9}7Cf /N/ $b-QM ;{mIA,5xS7gK>we#Iv-e.t67tU,HghN]L.5":|_m z\75hQL/N$J,4AUQA^3d,mK;@'Jus9EVjQK- Capula Investment US LP The employer identification number (EIN) for Capula Tail Risk Fund Ltd is 980651233. We give you the access and tools to invest like a Wall Street money manager at a Main Street price. 0000000814 00000 n The finance committee of the Help Centre oibHcF!/a|Z= 0000000016 00000 n 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. 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 He is a board member of ArcelorMittal, EXCO Resources, Sun Bancorp and other corporations. 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= Client Portal - Manager Details UniversaInvestments LP is a black swan fund that posted returns of over 100% during thefinancial crisisin 2008, the Journal says. Name Hedge Funds Struggle While Markets Surge List of Clearing Participants The $2bn Capula tail risk fund, the worlds largest so-called black swan trader, had lost 14 per cent by November. ($3.3 BB Sold). Investopedia does not include all offers available in the marketplace. Capula Tail Risk Fund 13F filing from CAPULA TAIL RISK FUND LTD, enter your ($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. WebCapula Tail Risk Master Fund Limited. 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. CAPULA TAIL RISK MASTER FUND LIMITED - OpenCorpData ** ******** ****** ** ************ * ****** ********* **** ************* ****** ******* ***** **** **** *** This supposed market anomaly, however, has little in the way of data to support it. ******* ****** **** *** ****** ******* *** ********** ****** ******* ************* ************* ************* ****** 6 of the Most Shocking Stock Increases and Falls. 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. 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 Your browser is not currently supported. 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. GRAND CAYMAN, E9 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: Capula Japan Equity Tail Risk Master Fund Limited - Fund Data Role in Investing and Why It's Famous, Black Swan in the Stock Market: What Is It, With Examples and History, October Effect: Definition, Examples, Statistical Evidence, Understanding Tail Risk and the Odds of Portfolio Losses, Black Monday: Definition in Stocks, What Caused It, and Losses. Form D is a form used to file a notice of an exempt offering of securities with the Securities and Exchange Commission. SEC FORM D/A For more information, contact opendata@sec.gov. WebMasaki Okada; Firm: Capula Investment Management LLP: Address: Capula Defensive Equity Fund Ltd Ugland House Grand Cayman, E9 KY-1104: Source What Is Wall Street? It targets superior returns in times of liquidity and systemic crises while minimising WebMark Spitznagel is a former partner to Nassim Taleb and runs Universa, one of the largest tail risk hedge funds in the world. ]H&uX{__G9"5/^o_$3^/a/}?^/.~t@_wK~IvDw],o6_>wM{d}.KKlMz{tu#]~i}UO}"?_\i}v60a}jTYf S Copyright 2023 Affiliated Managers Group, Inc. All rights reserved. The Dai-ichi Life Insurance Company, Limited: Daishi Hokuetsu Bank, Ltd: Development Bank of The firm last filed a Form D notice of exempt offering of securities on 2022-10-14. HH,*QutQ0Psrq*T0r@ s0C AeH EIN for When you visit the site, Dotdash Meredith and its partners may store or retrieve information on your browser, mostly in the form of cookies. WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. London, W1J 8AE WebFund Details. Percentages may not sum to 100% due to rounding; approximate breakdown subject to change. 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. `4wf/ rJce%4As>+vg The verification email has been sent again, ***** ******** ***** ** ******* **** ****** ***** ******** ***** ** ******* **** ****** *************** ***** endstream endobj 4 0 obj <>]/Height 3300/Type/XObject/Decode[0 1]>>stream The offers that appear in this table are from partnerships from which Investopedia receives compensation. Many experts say a recession and bear market aren't far off, two developments that might benefit black swan investors. 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. Capula Tail Risk Fund Ltd - fund raising filing - Form Ds 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. support@edgefolio.com, Privacy Policy Neither Man Group nor Capula would comment to the Journal. If youre the manager of Capula Tail Risk Fund Ltd - Class S USD, you can sign up to take control of your profile and respond to investor interest. CAPULA TAIL RISK MASTER FUND LIMITED PO Box 309, <<2659937EDDC1E8449B8060048D4AB6D8>]>> *********** ********* *** **** ****** ********* **** ************* ****** ******* ***** **** **** ****** ************** 0000001544 00000 n For each tail risk strategy, we estimate the fixed allocation, that when combined with an equity portfolio, reduces tail 0000005117 00000 n CAPULA INVESTMENT MANAGEMENT LLP Sign-up SEC FORM D WebWe define portfolio tail risk as the conditional mean portfolio return in months where equity returns exceed a loss of five percent. 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. The October effect is a theory that stocks tend to decline during the month of October. 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. Reference ID: 0.96ecc017.1682921749.21bb5eb4. Management owns just 1 percent of the fund. 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. 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. g1waa0T Hk@b"#"! 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 {"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 Buying the dips is a phrase that refers to purchasing an asset following a decline in price. How do I update this listing? Principal Place of Business and Contact Information 3. A black swan is an event that is rare, very important, and is both difficult to have predicted but is considered obvious in hindsight. 0000001032 00000 n 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 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. Director. This website is designed for display in modern browsers. 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. WebCapula Tail Risk Fund LTD is based out of Grand Cayman. or to simply have an email sent to you whenever we receive a new 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. Capula Tail Risk Fund Ltd - Class S USD Overview | Edgefolio Capula Tail Risk Fund Ltd Funding details - Who is raising money Capula Investment Management | AMG 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.
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