Founded
2005
AMG Affiliate Since
2016
Investment Discipline
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.
The Firm
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.
Investment Strategies
- Relative Value
- Index + Alpha
- Macro
- Multi Strategy
- Crisis Alpha
Assets Under Management
| ■ Relative Value | 57% |
| ■ Tail Risk | 23% |
| ■ Volatility | 3% |
| ■ Index + Alpha | 17% |
Percentages may not sum to 100% due to rounding; approximate breakdown subject to change.