
Provide a complementary tool to increase profitability of existing securitization transactions by expanding the investor base.
Enable the opportunity to act as a riskless principal intermediary (i.e. “best efforts”) in securitization transactions.
Securitization strategies to increase income and risk-adjusted ROE that qualify for cashflow hedge accounting.
Create basis risk free prepayment hedges without the need to forecast prepayments.
Balance sheet optimization under BASEL 3.


Achieves favorable Replicated Synthetic Asset Transaction (RSAT) treatment to increase interest income, while lowering risk.
Strategies to monetize Federal Home Loan Bank (FHLB) membership through leveraged investments in uncapped floating rate securities, not available in today’s market.
Create custom structures with any level of:
1)Credit risk
2)Interest rate risk
3)Prepayment risk
4)Leverage

Other Mortgage Bond Investors
Create mortgage backed instruments with any maturity from 30 days to 30 years and customized levels of:

Credit risk

Interest rate risk

Prepayment risk


