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Defined-Outcome Solutions

Equity-like income.
Institutional-grade protection.

Custom Income Notes are senior unsecured debt instruments issued by the world’s largest banks — engineered to pay contingent double-digit coupons and return principal so long as broad equity indices stay above a pre-defined downside barrier.

Find Your Strategy
~13%
Current target annualized yield on Tier 1 notes — contingent on barrier conditions.
30%
Downside principal barrier observed at maturity on the worst-performing underlying.
21
Major bank issuers across our open-architecture platform for credit diversification.
Daily
Mark-to-market pricing and transparency — held directly at your custodian with a CUSIP.
What Is a Custom Income Note?

A debt instrument with an options engine inside.

Structured at the institutional desk and delivered in the same account as your other holdings — with daily pricing, a CUSIP, and a fully defined payoff.

Investment vehicle. Provides exposure to equity indices, ETFs, or individual stocks — similar in utility to a fund or ETF, but with a contractually defined payoff.

Senior unsecured debt. Issued by a major investment bank that couples a zero-coupon bond with a custom institutional options strategy.

Equity-like returns. Delivered as income (contingent coupons) or capital gains (market participation) — including in flat and down markets within the barrier.

Held at your custodian. Each note carries a CUSIP and is priced daily — so you see it, value it, and can sell on the secondary market if needed.

Four Components of a Custom Income Note

Underlying

Indices, ETFs, or stocks. Typically a basket of two to three broad equity indices (SPX, RTY, INDU, NDX).

Payoff

Income (contingent coupons) or growth (market participation at maturity). We focus on income-paying structures.

Protection

Barrier on principal at maturity. Our income notes typically use a 30–40% downside barrier.

Maturity

Investment length — typically 36 or 60 months, with an automatic call feature that can return principal early.

Portfolio Fit

The space between bonds and equities.

Custom Income Notes are designed to sit in the middle of the risk/return spectrum — targeting equity-like yields while accepting equity-like risk only if the underlying basket closes below its barrier at maturity.

Ideal for: income-focused allocations, retirement distribution portfolios, tax-aware sleeves, and clients looking to diversify away from traditional fixed-income duration risk.

For illustration only. Principal protection and returns are subject to the credit risk of the issuing bank and the specific terms in the offering documents.

Traditional efficient frontier HIGH RETURN / LOW RISK HIGH RETURN / HIGH RISK LOW RETURN / LOW RISK LOW RETURN / HIGH RISK High Mid Low EXPECTED RETURN Low Mid High RISK / VOLATILITY BONDS ~4-5% yield STOCKS ~10% yield, full risk CUSTOM INCOME NOTES 9-13% yield, defined downside Above the line by design
How Autocall Income Notes Work

Monthly observations. Contingent coupons. Defined downside.

Each month, the underlying basket is checked against the coupon protection level (typically 70% of initial strike). If it’s at or above, a coupon is paid. After a non-call period, the note can auto-call on any observation date at 100% of principal.

INITIAL STRIKE 100% of initial level COUPON BARRIER 70% of initial level NON-CALL PERIOD · 6 MONTHS AUTOCALL WINDOW +C +C +C +C +C +C +P+C PAID PAID PAID PAID MISSED PAID PAID CALLED Principal returned at par basket level 1 2 3 4 5 6 7 8 OBSERVATION PERIOD (MONTHLY) Coupon paid — basket at or above barrier Coupon missed — below barrier that month Auto-call — principal returned at par

This illustration is for informational purposes only, reflects a hypothetical example rather than actual performance, and is not an offer to buy or sell any security.

Indicative Terms

Two representative income-note profiles.

A snapshot of two current KCP income strategies. Actual terms price on execution day and may vary with market conditions.

Tier 1 · Higher Yield

Autocall Income — Broad U.S. Basket

Goldman Sachs (A2 / BBB+)
SPX · RTY · KRE
13.00% annualized payoff
Tenor
60 months (6m non-call)
Principal barrier
30% downside
Coupon protection
30%
Coupon / call frequency
Monthly
View Fact Sheet

Indicative terms priced 4/24/26. Subject to issuer credit risk and market conditions. Past performance is not indicative of future results.

Tier 2 · Core Yield

Autocall Income — Blue-Chip Basket

Citigroup (A3 / BBB+)
SPX · RTY · INDU
10.25% annualized payoff
Tenor
60 months (6m non-call)
Principal barrier
30% downside
Coupon protection
30%
Coupon / call frequency
Monthly
View Fact Sheet

Indicative terms priced 4/24/26. Subject to issuer credit risk and market conditions. Past performance is not indicative of future results.

Why KCP

Open architecture. Best execution. No issuer bias.

Most retail channels push a single bank’s shelf product. We build the note to the client — then shop it across every major issuer to secure the best terms available on the day it prices.

Independence

Open-architecture RIA with access to every major bank — enabling best execution and credit diversification across issuers.

Customization

Advisor-directed strategy tailored to each client’s risk tolerance, tax profile, and income needs — not an off-the-shelf product.

Laddering

Seamlessly ladder note purchases across multiple vintages while leveraging group buying power for better terms.

Transparency

An options strategy with a contractually defined payoff — a level of clarity most actively-managed alternatives can’t offer.

Liquidity

Daily mark-to-market pricing including partial liquidations on the secondary market — with no ongoing expense ratio.

Credit Diversification

Placement across major bank desks.

Custom Income Notes carry the credit risk of the issuing bank. Open-architecture access to 23+ global issuers lets us select the counterparty with the best terms and spread exposure across regions and balance sheets.

North America · Money Center 6
  • JP MorganA1 / A-
  • Goldman SachsAa1 / AA-
  • Morgan StanleyA1 / A
  • Bank of AmericaA1 / A-
  • CitiA3 / BBB+
  • JefferiesBaa2 / BBB+
Europe 9
  • HSBCA1 / A+
  • BarclaysBaa1 / BBB+
  • BNP ParibasA1 / A+
  • Société GénéraleA1 / A
  • UBS— / BBB-
  • Credit AgricoleAa2 / A+
  • SantanderA1 / A+
  • NatixisA1 / A+
  • BBVAA2 / A+
Canada 6
  • RBCA2 / BBB+
  • TD BankBaa1 / BBB+
  • BMOA1 / A-
  • ScotiabankAa2 / A+
  • CIBCAa2 / A+
  • NBCAa1 / A+
Asia & Specialty 2+
  • NomuraA2 / A-
  • MarexAa2 / A+
  • + additional on request 
23+Global issuers
4Regions
A- avgS&P median
$0Platform fees

Ratings as of 12/31/25. Moody’s / S&P senior unsecured. Investment minimums vary by issuer.

Ready to see if Custom Income Notes fit your portfolio?

Schedule an introductory call — or join our next webinar for a live walk-through of current indicative terms and real client examples.

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