Reasons to buy Global Bank Baron Bond DAFITM
100% Principal Protection
for qualified investors through the accrual of A2/A globally rated bank collateralization accruals.
Tailor-structure
of credit quality, maturities and cashflow streams for your unique requirements. Tell us what you need, and we will put some of our best and brightest on Wall Street to work structuring for you. A 15-year tenor is what you need and a A2/A credit, no problem, remember, 5 to 35-year bespoke maturities are possible, too.
For a 15-year tenor indicative?
Baron Bond Global Bank DAFI™ Strategy could be structured to maintain a fixed [1.00]%(1) per annum, Annual Coupon in a ring-fenced A2/A global bank paper collateralization with 100% of the face value of the principal paid at maturity, secured at the Moody’s Aa2/P-1, S&P AA-/A-1+, Fitch AA/F1+ Custodian.
Superior enhanced yield
structured with risk mitigation. Baron Bond Global Bank Strategy match your plan or financial product arbitrage requirements [currently targeted in the 5.99 to 6.99 range]%(1) per annum Maturity Coupon paid as a bullet at maturity.
Custodian held assets
A global custodian rated Moody’s Aa2/P-1, S&P AA-/A-1+, Fitch AA/F1 always holds the assets of the Baron Bond Global Bank DAFI™ Strategy. Baron Bonds maintain a First Priority Security Interest, secured at a Custodian rated one-notch below the U.S. Treasury.
Bankruptcy Remote
All costs of maintaining the SP until legal maturity are paid forward with escrow or via a return stream guaranteed by a Bank rated Global A2/A+/A Moody’s/Fitch/S&P, or better.
Liquidity
A margin loan can be arranged for rapid liquidity, or the Baron Bond Global Bank DAFI™ Strategy can be Repoed via Euroclear or Clearstream.
Ring-fenced Maturity Coupon
Diversified Algorithmic Fixed Income Alternative™ Strategy
DAFI™ Asset Allocation
as of 09/30/25
Exposure
Secular long only U.S. Treasury, Stock, and Gold positions with cyclical commodity long/short components that hedge and produce stable return enhancement, in a A2/A Collateralization for the Principal Protection and the Annual Coupon—cashflows guaranteed for the life of the Note.
Overview of Global Bank Repack Transaction Flow and Structure
Baron Bond Global Bank Use Case
• A2/A Global Bank Collateralization
• Match Long-Dated Maturities versus Liabilities
• Grow book of product and plan participants
Overview of Global Bank Repack Capital Allocation
ENHANCED RETURN STREAM STATISTICS
(01/01/2004 – 09/30/2025)
Global Bank DAFI™ Strategy(1)
Annual Coupon, plus Maturity Coupon paid as a bullet at maturity
[currently targeted in the 6.99 to 7.99 range]%
Standard Deviation (Annualized)
8.73%
Gain Deviation (Annualized)
2.11%
Loss Deviation (Annualized)
1.51%
Indicative Term Sheet(1)
Overview
The Issuer will apply the net proceeds of the issuance of the Notes to (i) purchase an obligation issued by a Global Bank rated Moody’s A2, S&P A, and Fitch A+ (the “Global Bank Note”) which funds the full (100%) return of capital and the fixed [1.00] per cent per annum coupon paid out annually under the Notes (the “Annual Coupon”); and (ii) obtain exposure to a yield enhancement fixed coupon security equal [currently targeted in the 5.99 to 6.99 range] per cent per annum, paid out as a bullet payment on the Maturity Date (the “Maturity Coupon”)
Issuer
A Segregated Portfolio of a Cayman Island segregated portfolio company registered with the Cayman Island Monetary Authority (CIMA), other jurisdictions for a feeder SPV to be discussed
Amount
- US$ 250 million shelf registration
- US$ 50 million first subscriber
Tenor
15-year (5 – 25-year Bespoke maturities TBD)
Issuance Currency
United States Dollars (“USD” or “US$”)
Liquidity
Collateralized security exchangeable for cash
Principal and Maturity Coupon Payment
Bullet at Maturity. Annual Coupon paid out p.a.
Structure
Bankruptcy Remote SP is the issuer of the Global Depositary Notes (GDNs)
Reporting
Quarterly NAV (another periodicity TBD)
Expected Rating
Notes are expected to be globally rated A2/A Moody’s/S&P
Calculation Agent
Global Bank (A2/A+/A Moody’s/Fitch/ S&P)
Custodian
The Northern Trust Company (Moody’s Aa2/P-1, S&P AA-/A-1+, Fitch AA/F1+)
Administrator
SS&C Technologies LLC
AML/KYC Diligence
Walkers Corporate Limited
Legal Counsels
White & Case as to United States federal law; Loeb Smith as to Cayman law matters; Kinstellar Southeast Asia as to emerging markets jurisdictional law
Tax and Fiduciary
KPMG
Auditor
Ernst & Young
Investor Type
United States Securities and Exchange Commission (“SEC”) Rule 144 / Regulation S Qualified Institutional Buyers only (“QIB” or similar in international jurisdictions)
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