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The fund investment in Danish mortgage and government bonds with an absolute return target. The fund pursues two strategies. The primary strategy is to buy high coupon bonds and the secondary strategy is spread positions. Leverage will usually be in the interval of three to seven, with a maximum of ten. Interest rate risk is hedged with futures on German government bonds, options or DKK swaps. In effect, the sub funds risk is primarily that of premature redemptions and secondarily the spread risk between government and mortgage bonds. The fund is aimed at investors with above average risk willingness who wish an investment with low correlation to traditional asset classes.
Name | Title | Since | Until |
---|---|---|---|
Mark Gerts Rentzmann Jøns | - | 2021 | Now |
Henrik Fournais | - | 2007 | Now |
Thomas Loldrup Kjær | - | 2007 | Now |
Biography | Thomas Loldrup Kjær har handlet danske obligationer siden 2005. Thomas var i perioden 2005-2010 markedschef i Sparbank A/S med ansvar for egenbeholdningen og i perioden 2010-2013 ansvarlig for handel og positionstagning i Alm Brand Bank. Til hverdag varetager Thomas i samarbejde med det øvrige investeringsteam porteføljeforvaltningen af HP Invest, HP Engros og HP Hedge. | ||
Michael Nielsen | - | 2008 | 2020 |
Peter Nauntofte | - | 2007 | 2016 |
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