The Dai-ichi Life Insurance Company, Limited: Daishi Hokuetsu Bank, Ltd: Development Bank of 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: 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. 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 problem is that any form of insurance costs money, and that, on average, those selling insurance will profit from those buying it. 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. Principal Place of Business and Contact Information 3. or to simply have an email sent to you whenever we receive a new 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. WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. {"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 It targets superior returns in times of liquidity and systemic crises while minimising The Tail Risk Fund is based on the macro **** *** ****** ********* **** ****** ************** 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. 0000005117 00000 n The current The Capula fund gained 11% in 2011, lost 14% in 2012, and fell in three of the next four years, per the Journal. 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. 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. For more information, please see the SECs Web Site Privacy and Security Policy. WebCAPULA TAIL RISK MASTER FUND LIMITED (LEI# 29C7VLB4JHJG5S6I8Q07) is a legal entity registered with Business Entity Data B.V.. It targets superior returns in times of liquidity and systemic crises while minimising downside during normal market conditions. WebCapula Investment Management LLP is a global fixed income specialist firm headquartered in London. HH,*QutQ0Psrq*T0r@ oibHcF!/a|Z= 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. 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. *********** ********* *** **** ****** ********* **** ************* ****** ******* ***** **** **** ****** ************** For more information, contact opendata@sec.gov. ** ****** **** *** ****** ******* *** ********** ****** ******* ****, ******* ****** **** *** ************* *** ********** ****** ******* ***** *** ***** ******** ** *** *********** ** ****** 86 10 It targets superior returns in times of liquidity and systemic crises while minimising ********** ** **** ********* ****** ** *********, Eurekahedge Asia Pacific Asset Weighted Index - USD, Eurekahedge Multi-Factor Risk Premia Index, *** ***** ******* ****** ***** ******** **** ** ***, *** ***** ******* ****** ***** ******** **** ***. WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. 0000000496 00000 n We'll assume you're ok with this, but you can opt-out if you wish. For each tail risk strategy, we estimate the fixed allocation, that when combined with an equity portfolio, reduces tail The October effect is a theory that stocks tend to decline during the month of October. The Journal went on to mention several black swan funds that either are floundering, or that have been shut down. 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; Firm: Fund # CIK # 0001588338: Sale: 2010-10-01 ($3.3 BB Sold) Fund: Phone: 3459498055: Address: Ugland House Grand Cayman, Cayman HWn9}7Cf /N/ $b-QM ;{mIA,5xS7gK>we#Iv-e.t67tU,HghN]L.5":|_m z\75hQL/N$J,4AUQA^3d,mK;@'Jus9EVjQK- Wall Street is also an umbrella term describing the financial markets. The fund is actively traded in the proprietary trading style and can be categorised as defensive macro. 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. The firm last filed a Form D notice of exempt offering of securities on 2022-10-14. Many experts say a recession and bear market aren't far off, two developments that might benefit black swan investors. 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.? 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. 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. 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. Calculation Guide GRAND CAYMAN, E9 This compensation may impact how and where listings appear. support@edgefolio.com, Privacy Policy Please declare your traffic by updating your user agent to include company specific information. xb```a``c`b`b``@ P !|x8.nfd`"d64vf`7!Qg>fO A The Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. endstream endobj 4 0 obj <>]/Height 3300/Type/XObject/Decode[0 1]>>stream Indeed, after hitting peak performance in September 2011, these funds have fallenby about55%, according to data fromCBOEEurekahedgereported by the Journal. 0000005345 00000 n 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 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. Neither Man Group nor Capula would comment to the Journal. The firm last filed a Form D notice of exempt offering of securities on 2022-10-14. A black swan is an event that is rare, very important, and is both difficult to have predicted but is considered obvious in hindsight. Capula Management Limited. Reference ID: 0.96ecc017.1682921749.21bb5eb4. 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 13F filing from CAPULA TAIL RISK FUND LTD, enter your The first 80% of this book is devoted to how trees develop, military strategy and economic thought. The employer identification number (EIN) for Capula Tail Risk Fund Ltd is 980651233. u?:HfB>w&qD0H '7kAV:8@4K8yK( dk}.Hv\DpH:M#I\*+'_8>>f+}S].M90oG{ WmIom/yy.jzKaaMjM_6*+Q What Is Wall Street? ,-4K{l?69z&|@f(Y?oLZZ1C-H^(_xOQMZG8OZ The firm manages absolute return, enhanced fixed income and tail risk strategies. s0C AeH 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. Performance prior to January 2011 is available upon request. Today, its founder, MarkSpitznagel, tells the Journal, "I don't see anyone out there doing what I do." WebCapula Tail Risk Fund - Class C USD Due Diligence Services Unlock and view hidden details by registering for a free trial here! All rights reserved. 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. The finance committee of the 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 29 April 2010 Send to: The Chugoku Bank, Ltd. WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. 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. Related Persons Relationship: Executive Officer X Director Promoter 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. tcu7@;mdpR64zinn1]A/ }kkf"xFT)&g^n(8 jlvg ($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. s kv}{qsdUT%S5=2{G.+lO%6LoN@W;gk1;[kY%Lp|BfzB1o to see more advanced email alert options such as selecting any type of {"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 Master Fund Limited. United Kingdom. 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. It targets superior returns in times of liquidity and systemic crises while minimising downside and cost of carry during normal market conditions. WebCapula Tail Risk Fund Ltd is a corporation in Grand Cayman, E9. WebWe define portfolio tail risk as the conditional mean portfolio return in months where equity returns exceed a loss of five percent. What Are the Biggest Hedge Funds in the World? This website uses cookies to improve your experience. g1waa0T Hk@b"#"! EIN for Note: We do not offer technical support for developing or debugging scripted downloading processes. 0000001032 00000 n For example, the $2.4 billion Capula Tail Risk fund was off 9.4 percent on August 24. 7F^Bw,`C"~sHKq;M?_~,h0~cR-Nd2s!RC}=nG5i~r:v0I}u[c}u{8U}_KryVl% .(4 Z=+ixam5Mt4 0xg@i`DDDJDF""# yX`DB2]8P%BQ'av^Mn[?,huuo_h}qP`2s 0z oP^\'h.+]l}T ~PzozyO$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$0DO>? Unauthorized attempts to upload information and/or change information on any portion of this site are strictly prohibited and are subject to prosecution under the Computer Fraud and Abuse Act of 1986 and the National Information Infrastructure Protection Act of 1996 (see Title 18 U.S.C. While Black swan funds'performance has lagged during an eight-year bull market of dramatic stock gains, equities areshowing signs of age. Form D is a form used to file a notice of an exempt offering of securities with the Securities and Exchange Commission. -- CAPULA INVESTMENT MANAGEMENT SINGAPORE PTE. 0000001997 00000 n The verification email has been sent again, ***** ******** ***** ** ******* **** ****** ***** ******** ***** ** ******* **** ****** *************** ***** Terms and Conditions. This SEC practice is designed to limit excessive automated searches on SEC.gov and is not intended or expected to impact individuals browsing the SEC.gov website. SEC form, multiple filers or classes of filers, and much more.***. **** *** **** **** ***** ************* ********* **** ******* ****** ****** ******* ********* **** ****** ************** WebCAPULA TAIL RISK MASTER FUND LIMITED address: PO Box 309, Ugland House, South Church Street, George Town, KY1-1104, KY Entity Overview Registration Authority Entity Legal Form Legal Form Code OSBR LEI Registration Entity Relationship Reporting Exceptions Office Location Entities in the same location Entities in the same postal code Help Centre Cookies collect information about your preferences and your devices and are used to make the site work as you expect it to, to understand how you interact with the site, and to show advertisements that are targeted to your interests. Qv[TvwEAd[!w 3[e n(}I,9Ux UK(H]'K;`,q#yw68#"b-ODQB@.&g-sy2/33b78x0%/%$|]u By using this site, you are agreeing to security monitoring and auditing. Help Centre 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. ** ******** ****** ** ************ * ****** ********* **** ************* ****** ******* ***** **** **** *** Terms and Conditions. According to the firm, the fund invests in a range of instruments primarily in G7 markets. The Capula fund is designed to hedge tail risk across asset classes in developed markets, including equities, credit, FX and rates. 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. <<2659937EDDC1E8449B8060048D4AB6D8>]>> The filing was for a pooled This supposed market anomaly, however, has little in the way of data to support it. To allow for equitable access to all users, SEC reserves the right to limit requests originating from undeclared automated tools. ($3.3 BB Sold). 95 0 obj <>stream It targets positive returns in times of liquidity and systemic crises while minimising downside xref 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. ******* ****** **** *** ****** ******* *** ********** ****** ******* ************* ************* ************* ****** Copyright 2023 Affiliated Managers Group, Inc. All rights reserved. The Capula fund is designed to hedge tail risk across asset classes in developed markets, including equities, credit, FX and rates. WebThe fund is actively traded in the proprietary trading style and can be categorised as defensive macro. 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 The Edgefolio Platform Sign up today for free to access accurate and