The fund is actively traded in the proprietary trading style and can be categorised as defensive macro. Related Persons Relationship: Executive Officer X Director Promoter The verification email has been sent again, ***** ******** ***** ** ******* **** ****** ***** ******** ***** ** ******* **** ****** *************** ***** 0000000814 00000 n Capula Tail Risk Fund - Class C USD Fund These finally tie into the investing thesis in the last 20% of the book. WebCapula Investment Management is one of the largest hedge funds domiciled in the UK. WebCapula Tail Risk Fund - Class C USD Due Diligence Services Unlock and view hidden details by registering for a free trial here! ]H&uX{__G9"5/^o_$3^/a/}?^/.~t@_wK~IvDw],o6_>wM{d}.KKlMz{tu#]~i}UO}"?_\i}v60a}jTYf S London, W1J 8AE Once the rate of requests has dropped below the threshold for 10 minutes, the user may resume accessing content on SEC.gov. All text and design is copyright 2020 WhaleWisdom.com. s kv}{qsdUT%S5=2{G.+lO%6LoN@W;gk1;[kY%Lp|BfzB1o Black Monday, Oct. 19, 1987, was a day when the Dow Jones Industrial Average fell by 22% and marked the start of a global stock market decline. 0000000496 00000 n QV*R-]"GRKB0PI*zZi!UUJ&Pi$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 The employer identification number (EIN) for Capula Tail Risk Fund Ltd is 980651233. endstream endobj 4 0 obj <>]/Height 3300/Type/XObject/Decode[0 1]>>stream 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. startxref 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>? SEC form, multiple filers or classes of filers, and much more.***. 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. The Tail Risk Fund is based on the macro g1waa0T Hk@b"#"! Capula Tail Risk Fund - hedgez-release.azurewebsites.net WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. List of Clearing Participants 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. It targets superior returns in times of liquidity and systemic crises while minimising downside during normal market conditions. 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 Management owns just 1 percent of the fund. **** *** **** **** ***** ************* ********* **** ******* ****** ****** ******* ********* **** ****** ************** Name Hedge Funds Struggle While Markets Surge Funds fFpa 4DG%(+rr0 ! 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. Capula Investment Management Neither Man Group nor Capula would comment to the Journal. Capula Tail Risk Fund Ltd Funding details - Who is raising money Hedge fund industry loses out again SEC FORM D 7 Clarges Street For more information, contact opendata@sec.gov. Capula Tail Risk Fund Ltd Industry: Pooled Investment Fund CIK Number: 0001588338 IRS Number: 980651233 Address: UGLAND HOUSE GRAND CAYMAN support@edgefolio.com, Privacy Policy 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 ($3.3 BB Sold). 4e#fs"@.y,/.nd-=Z,d}J*xy~YB.C[hJJANZ!h!HQ/qVkl All rights reserved. This website is designed for display in modern browsers. The offers that appear in this table are from partnerships from which Investopedia receives compensation. **** *** ****** ********* **** ****** ************** Capula Tail Risk Master Fund Limited is one of the larger private funds with 14 billion in assets. It targets superior returns in times of liquidity and systemic crises while minimising 0000001997 00000 n CAPULA TAIL RISK MASTER FUND LIMITED Cayman Islands, However,Unigestion continues to utilize various hedging strategies such asput optionsand currency trades. ($1.0 MM Sold), Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, HSBC Bank PLC, JP Morgan Securities LLC, The Bank of New York Mellon International Limited, State Street Custodial Services Ireland Limited, Barclays Capital Inc, UBS AG London Branch, The Bank of New York Mellon London Branch, Societe Generale International Limited, Merrill Lynch International, Barclays Capital Securities Limited, State Street Bank and Trust Company, BOFA Securities Inc, Merrill Lynch Pierce Fenner & Smith Incorporated, Affiliated Managers Group PTY Ltd, Mitsubishi Corporation Asset Management Ltd, Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, JP Morgan Securities LLC, Barclays Capital Inc, UBS AG London Branch, Societe Generale International Limited, Barclays Capital Securites Limited, Merrill Lynch International, BOFA Securities Inc, Merrill Lynch Pierce Fenner & Smith Incorporated. 0 EIN 98-0651233 - Capula Tail Risk Fund Ltd, Grand Cayman Qv[TvwEAd[!w 3[e n(}I,9Ux UK(H]'K;`,q#yw68#"b-ODQB@.&g-sy2/33b78x0%/%$|]u ********** ** **** ********* ****** ** *********, Eurekahedge Asia Pacific Asset Weighted Index - USD, Eurekahedge Multi-Factor Risk Premia Index, *** ***** ******* ****** ***** ******** **** ** ***, *** ***** ******* ****** ***** ******** **** ***. 0000004895 00000 n 'Black Swan' Investors Lose Big as Stocks Thrive It targets superior returns in times of liquidity and systemic crises while minimising downside and cost of carry during normal market conditions. s0C AeH CAPULA TAIL RISK MASTER FUND LIMITED !,r@ J6Zo\U [Sq@SSc=\s: 3?9;1t#\| ;*@DYiEFV3(>O=w6KVd,AEEsz9.1p^k(M%L+UIT;@) +9\j].&SOs>._sZnayS-$YyEY&=ZP'-Xg'!E CnlRknFk[s GY+j wODL+ Capula Tail Risk Fund Ltd | AUM 13F 949gSodu7C^\Z)q!,}Km [e?U;iEv.2wa_NL^VqhwxBnSa'Md7|_&xqLD>:VUEyy>i_;y }`v{9!e(M t-xW\wpy49kN~fh\\r.vv!N;N8vY`|h$NCP(CLIvn6{8erVDeIp5T4a4o[% A black swan is an event that is rare, very important, and is both difficult to have predicted but is considered obvious in hindsight. DpAvH6-Z7&>L~q[_Lgul)oqzUn #7"_/z_k]}nIZ_Y]R4nJ-Kh5}WTa0!B"#^QvT`bM\vk7^m|$ oibHcF!/a|Z= The address is PO Box 309, Ugland The $2bn Capula tail risk fund, the worlds largest so-called black swan trader, had lost 14 per cent by November. UniversaInvestments LP is a black swan fund that posted returns of over 100% during thefinancial crisisin 2008, the Journal says. Capula Tail Risk Master Fund Limited is a hedge fund operated by Capula Investment Management Llp and has approximately $14 billion in assets. Note: We do not offer technical support for developing or debugging scripted downloading processes. QPqX4jLE|`_ ga\%4$,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$R+de^)e>Bw>1Y;V0GHam T +J}"^?/Ft= *********** ********* *** **** ****** ********* **** ************* ****** ******* ***** **** **** ****** ************** endstream endobj 87 0 obj <>/Outlines 9 0 R/Metadata 84 0 R/Pages 83 0 R/StructTreeRoot 16 0 R/Type/Catalog>> endobj 88 0 obj <>/ProcSet[/PDF/Text]/ExtGState<>>>/Type/Page>> endobj 89 0 obj <> endobj 90 0 obj <> endobj 91 0 obj <>stream H5bUr&p'_=a$L_m&\lSLTBwia{4/&L~1l-jv0D0B!X`]D? 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. 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. Calculation Guide Wall Street is also an umbrella term describing the financial markets. Sign-up WebThe fund is actively traded in the proprietary trading style and can be categorised as defensive macro. The first 80% of this book is devoted to how trees develop, military strategy and economic thought. For each tail risk strategy, we estimate the fixed allocation, that when combined with an equity portfolio, reduces tail 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. 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. WebCapula Tail Risk Fund LTD is based out of Grand Cayman. 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. To allow for equitable access to all users, SEC reserves the right to limit requests originating from undeclared automated tools. 0000001544 00000 n Capula Tail Risk Master Fund Limited | AUM 13F Capulas investment strategies include enhanced fixed income, absolute return and tail risk strategies. The finance committee of the Q HH,*QutQ0Psrq*T0r@ email address below and choose 'Submit'. Your browser is not currently supported. Terms and Conditions. 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. 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: 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. Fund incepted March 2010. 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. Thank you for your interest in the U.S. Securities and Exchange Commission. Performance prior to January 2011 is available upon request. WebWe define portfolio tail risk as the conditional mean portfolio return in months where equity returns exceed a loss of five percent. He notes that going through long periods of losses during calm or rising markets tests the patience of fund managers and investors alike, but that patience should be rewarded when the nextBlack Mondayhappens. Hedge Fund `4wf/ rJce%4As>+vg The Capula fund is designed to hedge tail risk across asset classes in developed markets, including equities, credit, FX and rates. 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. Please use the latest version of Chrome, Opera, Firefox, Safari or Edge. We reserve the right to block IP addresses that submit excessive requests. The filing was for a pooled Terms and Conditions. Calculation Guide AKSIA LLC - Pennsylvania Public School Employees' The fund invests in a range of instruments primarily in G7 markets. Put $10,000 in the S&P 500 ETF and Wait 20 Years. Capula Tail Risk Fund LTD is based out of Grand Cayman. The Fund is actively traded in the proprietary trading style and can be categorised as defensive macro. The current minimum investment for Capula Tail Risk Master Fund Limited is $5000000. Also, concerns about the nuclear threat from North Korea, Hurricane Harvey and other storms helped push down stocks sharply this week. u?:HfB>w&qD0H '7kAV:8@4K8yK( dk}.Hv\DpH:M#I\*+'_8>>f+}S].M90oG{ WmIom/yy.jzKaaMjM_6*+Q CAPULA TAIL RISK MASTER FUND LIMITED - OpenCorpData LTD. rb?VT*e-_[BB>*Hg]}~/^_~Wd_niK,r{}mm/][m[_[[_}Mw5aam/V %kk\_ptan0ik0i&4!""""=!xdXVT0 a1B!K""""1A?UaG[d37U5vm!&80' j 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. It targets positive returns in times of liquidity and systemic crises while minimising downside Client Portal - Manager Details ******* ****** **** *** ****** ******* *** ********** ****** ******* ************* ************* ************* ****** Reference ID: 0.96ecc017.1682921749.21bb5eb4. 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: ** ****** **** *** ****** ******* *** ********** ****** ******* ****, ******* ****** **** *** ************* *** ********** ****** ******* ***** *** ***** ******** ** *** *********** ** ****** * ****** ********* **** ************* ****** ******* ***** **** **** ***. 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. What Is Wall Street? -- CAPULA INVESTMENT MANAGEMENT SINGAPORE PTE. xref Founded by Yan Huo in 2005 following a career principally at JP Morgan, Capula specialises in global fixed income assets. CAPULA INVESTMENT MANAGEMENT LLP LIMIT THE USE OF MY SENSITIVE PERSONAL INFORMATION, -- CAPULA INVESTMENT MANAGEMENT ASIA LIMITED. The Capula fund is designed to hedge tail risk across asset classes in developed markets, including equities, credit, FX and rates. Capula Tail Risk Fund Ltd - Class C EUR Overview | Edgefolio The Journal went on to mention several black swan funds that either are floundering, or that have been shut down. Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, HSBC Bank PLC, 0000005117 00000 n 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. EIN for Help Centre By using this site, you are agreeing to security monitoring and auditing. WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. 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." 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. WebMasaki Okada; Firm: Capula Investment Management LLP: Address: Capula Defensive Equity Fund Ltd Ugland House Grand Cayman, E9 KY-1104: Source The filing was for a pooled investment fund: hedge fund The notice included securities offered of Equity,Pooled Investment Fund Interests. United Kingdom. Recommendationsor opinions expressed in these materials reflect Aksias judgment as of the date The Edgefolio Platform Sign up today for free to access accurate and WebCAPULA TAIL RISK MASTER FUND LIMITED (LEI# 29C7VLB4JHJG5S6I8Q07) is a legal entity registered with Business Entity Data B.V.. 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. 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.? The problem is that any form of insurance costs money, and that, on average, those selling insurance will profit from those buying it. 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. PSERS Plans $250M Allocation To Capula PSERS Plans $250M Allocation To Capula | Institutional 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 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. Help Centre According to the firm, the fund invests in a range of instruments primarily in G7 markets. 86 0 obj <> endobj Custodian. We'll assume you're ok with this, but you can opt-out if you wish. 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. support@edgefolio.com, Privacy Policy 1001 and 1030). Investopedia does not include all offers available in the marketplace. The firm last filed a Form D notice of exempt offering of securities on 2022-10-14. Capula Investment US LP 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 WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. 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 October effect is a theory that stocks tend to decline during the month of October. 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. Percentages may not sum to 100% due to rounding; approximate breakdown subject to change.