A new category of fixed income
Designed to build on LiqueFex OS infrastructure, the LiqueFixed model describes how a fixed income instrument can be constructed from life settlement collateral — combining institutional-grade structure with a cash flow architecture previously unavailable in this asset class.
"LiqueFixed is a laddering methodology for constructing dual-track fixed income from life settlement collateral — fractionable at any denomination, and designed for settlement through existing custodial infrastructure. The instruments are the issuer's; the model and the infrastructure beneath it are ours."
LiqueFixed is a construction model, not a fund. It is a mathematical laddering methodology for building fixed income instruments from life settlement collateral. LiqueFi does not issue, sponsor, or fund instruments built on it — asset managers do. LiqueFi licenses the model and supplies the underlying infrastructure.
Once a policy sits in trust with the carrier recognising the trust as owner, subsequent trades move beneficial interests rather than the policy itself. Transfers settle without carrier involvement — eliminating the weeks of processing and chain-of-title re-verification that every tertiary trade requires today.
The model structures cash flows across two distinct tracks: a contractual yield leg funded by the spread between warehouse acquisition cost and the laddered maturity schedule, and a residual leg reflecting realised performance of the underlying policies against their modelled life expectancies. The two are sourced separately and are not claims on the same cash flows.
The model supports fractionalisation at any denomination, enabling access across institutional portfolio sizes. Exposure can be calibrated precisely to allocation requirements without minimum threshold constraints.
Instruments built on the LiqueFixed model are designed for secondary transferability, structured for access through existing custodian bank infrastructure. Liquidity and redemption terms are set by the issuer, not by the model.
Transferability is a property of the model. Redemption is the issuer's decision.
The laddering supports the full range of redemption structures — closed-end, interval, and continuous — with the sponsoring institution selecting among them against its own liquidity management. Gating exists in this asset class for a reason: where redemption demand exceeds the secondary bid, a sponsor must liquidate underlying policies, and that runs at the underlier's speed rather than the instrument's. The model accommodates the conservative structures the asset class requires rather than assuming them away.
Five pools. One instrument. Two return tracks.
The model draws on five interconnected pool components — each contributing to the dual-track cash flow structure. The pools are designed to be administered within LiqueFex OS, with compliance, settlement, and valuation-input functions operating through that underlying infrastructure once it is built. Funding, reserve sizing, and redemption policy are determined by the sponsoring institution, not by the model.
Request BriefingFive interconnected pools
Configurable components of the model. The descriptions below are design specifications; an issuer parameterises each pool when it constructs an instrument.
Manages actuarial exposure across the portfolio using systematic life expectancy modelling. Premium payments and maturity timing are designed to be calibrated continuously against aggregate longevity data from the DNA System.
Absorbs and redistributes portfolio-level risk across instruments. Concentration limits, carrier exposure, and demographic diversification are enforced structurally through LiqueFex OS compliance architecture.
Holds the underlying life settlement policies identified and tracked via the DNA System. Each asset carries a unique identifier, continuous valuation inputs, and a complete compliance history from origination.
Provides for a standing reserve sized by the sponsoring institution to support its chosen redemption structure. Inflows from matured policies and secondary market activity are designed to replenish the pool on a rolling basis.
Provides short-term capital to acquire policies before they are allocated to the asset pool. The facility is designed to cycle on a rolling basis, funding new acquisitions as settled policies move downstream. The spread between acquisition cost and the laddered maturity schedule funds the model's contractual yield leg.
The formats the model can support
The range of institutional formats an issuer can configure the LiqueFixed model into. These are the structures the laddering supports — not vehicles LiqueFi is placing, sponsoring, or distributing. Format selection, registration, and distribution are the issuer's decisions.
This content is for informational purposes only and does not constitute investment advice, a securities offering, or a solicitation to buy or sell any financial instrument. All inquiries should be directed to info@liquefi.life.
This website contains forward-looking statements regarding market opportunities and platform capabilities. These statements involve known and unknown risks, uncertainties, and other factors that may cause actual results to differ materially. Past performance is not indicative of future results.