Supplier (asset manager) profile of CABA Capital
Returns are generated by capitalizing on the interest rate differential (spread) between Scandinavian mortgage and government bonds. CABA Flex has an investment horizon of 3 years after which returns are realized and the fund is liquidated. CABA Flex invests in government and mortgage bonds, and bonds with equivalent security, including specially covered mortgage bonds. The interest rate risk is hedged with swaps or government bonds in local currency. At the time of investment, bonds must be at least investment grade and have a duration of less than 5.5 years. Bonds are held for 3 years, after which the portfolio is liquidated. If investors assess it profitable, bonds may be held until maturity. At the time of investment CABA Flex will be leveraged 15 times via repo facilities in DKK, SEK, NOK, EUR as well as Danish, Swedish and Norwegian bonds. Depending on spread development leverage can reach a maximum of 25 times.
Assets under management in USD
Entire organization
More than $1bn
Per asset class:
Multi-asset
Account managers at CABA Capital
Access to offered investments
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