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CABA Capital

Privately held; Founded in 2016



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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:


Account managers at CABA Capital

Christian Lindstroem Andersen activities: Project Manager

Torben Frederiksen activities: Client Relations Director
Torben Frederiksen
Client Relations Director

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