The Art of Structured Credit

Our Edge

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With a decade of experience as a multi-strategy credit manager, Sancus has navigated varying market conditions. We utilize a wide array of products, ranging from simple investments like corporate bonds to complex derivatives and structured products. Sancus is deeply experienced in structuring CLO transactions. In total, we have enabled issuance of over $3 billion of CLOs by purchasing control equity. We are heavily involved in portfolio construction, structuring features, and indenture negotiations. We live and breathe maximizing optionality for structured products investors.

Culture of Innovation

As a diversified alternative asset manager, Sancus is at the forefront of new credit products and structures. Sancus made a major contribution to the CLO market with an important innovation: Applicable Margin Reset (“AMR”). In 2015, Sancus sent a no-action letter to SEC detailing the proposed AMR mechanics. The AMR feature uses an online auction mechanism to refinance CLO liabilities via the secondary market, reducing costs, saving time and maximizing market access. Read more about this transformational innovation here

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10+

Years of track record

15+

Performance awards

40+

Thought leadership pieces

Registered by

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Qualifies as

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  • Olga Chernova on SFVegas Panel

    February 20, 2020

    CIO Olga Chernova will be speaking on the “CLO & Leveraged Loan Market Update” panel on, Monday, February 24th at SFVegas.

    Read more
  • Multi-Strategy Credit Fund Award Announcement

    February 13, 2020

    The Sancus Capital Select Master fund was voted as the best Multi-Strategy Credit Fund by the AltCredit US Performance Award judges. We are excited about this accomplishment and congratulate the fellow award winners.

    Read more
  • Olga Chernova in Bloomberg News Article

    February 10, 2020

    CIO Olga Chernova is quoted in an update from Bloomberg on AMR auctions, referring to them as “a tool in the toolbox for very quick, cost-efficient and headache-free execution.” Check out the full article by clicking "Read More" below.

    Read more
  • Shortlist Announcement!

    February 01, 2020

    We are proud to announce that the Sancus Select Master Fund has been shortlisted at the Alt Credit Fund Intelligence US Awards 2020 in two categories: Best Credit Opportunities and Multi-Strategy Credit.

    Read more
  • Join our CIO at the Velocity Women's Summit

    January 31, 2020

    Our CIO, Olga Chernova, will be speaking on the "Women in the Entrepreneurial Ecosystem" panel during the UCLA Anderson School of Management Women's Leadership Summit. The discussion will focus on navigating the founding and funding of new ventures.

    Read more
  • TCW to test AMR technology in first CLO auction

    January 10, 2020

    Our CIO, Olga Chernova, is interviewed by Kristen Haunss of Reuters about the historical first AMR auction -- a protocol developed by Sancus Capital Management.

    Read more
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2020
picture Shortlisted Multi Strategy Credit – Alt Credit Fund Intelligence US Awards

Winner of Multi Strategy Credit Fund by Alt Credit Fund Intelligence US Awards

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Shortlisted Credit Opportunities – Alt Credit Fund Intelligence US Awards

2019

Shortlisted High Yield category by Woman in Asset Management Awards Series

Winner of U.S. Performance Structured credit specialist by Alt Credit Intelligence

2018
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Winner of Best Multi-Strategy Credit Long/Short Fund by Hedgeweek U.S.

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Highly-Commended Multi-strategy credit fund long term (3 years) — ALT Credit Intelligence US Performance

2017
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Winner of 2016 Emerging Credit Fund Award by Investor Choice

2016

Ranked No. 3 out of 191 in Preqin database Credit Strategy year to date

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Ranked No. 1 out of 88 funds in BarclayHedge’s Credit Long/Short category year to date

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Winner of Excellence in Hedge Fund Award for Women in Finance Award by Markets Choice

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Winner of Best Multi-Strategy Credit Fund Manager Award by BarclayHedge.

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Highly Commended US Performance Award — Fixed income under $1bn by HFM week

Highly Commended Alt Credit Intelligence US Performance Award — Credit Arbitrage Strategy

2015

Winner of the Hedge Fund Award Best Diversified Credit by Hedge Fund USA

2014
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Winner of the Hedge Fund Awards for the best Emerging Global Credit Fund of 2013 by Investor Choice

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Winner of the Best Specialist Award by HFM

2013
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Ranked No. 1 out of 120 funds in BarclayHedge’s Credit Long/Short category year to date

Contact us

  • Los Angeles

    10880 Wilshire Boulevard, 11th Floor, Los Angeles, CA 90024

    +1 (310) 307 4802
  • New York

    1325 Ave of the Americas 28th Floor New York, NY 10019, USA

    +1 (212) 277 8255