Structured Finance

Investment Grade Credit Linked Notes

Our managed notes have levered exposure to investment grade credits through a globally diversified portfolio of credit default swaps.

We have five issues in the market that employ a rating based substitution strategy designed to maintain a minimum portfolio rating threshold of (BBB) in order to help mitigate default risk. These notes are issued with five year maturity and quarterly cash distributions. They can also be issued as principle protected notes.

Summary sheet for selected transactions: Duane Park I-V Summary.

Senior Secured Bank Loan Transactions

Senior Secured Bank Loan Transactions offer investors exposure to an asset class that has demonstrated a history of low correlation to fixed income and equities and very high Sharpe ratios. Each transaction is professionally managed by industry recognized loan specialist.

Summary sheet for selected transactions: Senior Secured Loan Transaction Summary