Fermat Capital Management, LLC

The Artemis Insurance-Linked Securities Investment Managers & Funds Directory is a one-stop resource for information on insurance or reinsurance linked investment managers and their ILS fund strategies.

Fermat Capital Management, LLC - Snapshot:

  • ILS manager or company name: Fermat Capital Management, LLC
  • Location (HQ / Domicile): Westport, Connecticut U.S.A.
  • Date of launch: Aug 2001
  • Assets under management: $6.2 billion (AuM as at July 2018)
  • Website link: Fermat Capital Management, LLC website

Fermat Capital Management, LLC - Details

Company profile:

Fermat Capital Management, LLC is a specialty investment management firm founded in Westport, Connecticut in 2001. With $6.1 billion in assets under management as of 31 May 2018, Fermat Capital manages institutional portfolios of Insurance-Linked Securities (ILS) with a particular emphasis on catastrophe bonds.

Team size and structure:
23 people: 4 portfolio managers, 6 modeler/analysts, 13 operations/support.
Number of strategies (how many funds, sidecars or strategies):

3 funds plus less than a dozen separately managed accounts

Offers private managed accounts?



As a complementary overlay to its long only, fundamental value approach to investing, the firm develops and employs an active trading strategy supported by proprietary systems that adapt and consolidate traditional insurance industry risk estimation models for the continuous-time trading of ILS.


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