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Hospitality Income Units (HIUs)
Transforming hotel cashflows into tradable, institutional-grade securities
The Market Gap We're Solving
The hospitality industry generates trillions in cash but remains structurally illiquid between refinancing events. Current investors face a stark choice: accept multi-year lockups in private equity or settle for public REITs with limited asset-level transparency.
HIUs bridge this gap by creating securitized, investor-grade claims on hotel cashflows with standardized risk metrics and optional liquidity. We're making hotel income comparable and tradable at institutional scale.
$2T+
Global Market
Multi-trillion dollar hospitality ecosystem
24-36
Months to Scale
Billions in diversified float
Two-Phase Execution Strategy
Phase I: Singapore VCC
Launch HIU sub-funds with engineered private liquidity through tenders and LP-led secondaries. Institutional governance with trustee-controlled waterfalls.
Phase II: Public Exchange
Graduate to broker-dealer sponsored ATS and public exchange marketplace. Expand investor access and capture market-making economics.
How HIUs Work
HIUs are senior, pass-through revenue interests issued by SPVs holding perfected interests in hospitality cashflows. Two primary variants serve different investor needs:
Asset HIUs
First-priority interests in 30-60% of property-level NOI after taxes and essential OpEx. Focused on stabilized, branded select-service properties.
Operator Performance Notes
Pass-through interests in management and franchise fees with step-down protections tied to performance thresholds.
Quantamental Framework
Our proprietary metrics are embedded in pricing, protections, and disclosures, creating transparent risk-adjusted returns:
AHA (Adjusted Hospitality Alpha)
Deal IRR minus hospitality benchmark minus calibrated Illiquidity Premium based on public REIT spreads.
BAS (Bay Adjusted Sharpe)
Efficiency measure: AHA divided by modeled cashflow volatility adjusted for brand and market dispersion.
LSD (Liquidity Stress Delta)
Composite capturing exit timing risk, CapEx shocks, and refinancing constraints. Dictates reserve multipliers.
BMRI (Bay Macro Risk Index)
Blends sovereign spreads, FX volatility, tourism flows, and political risk. Triggers mandatory hedging above thresholds.
Phase I: Singapore VCC Platform
Governance Structure
  • VCC Board & Investment Manager for oversight
  • Trustee controls collections and reserves
  • Multi-bank FX execution and custody
  • Transfer agent for tenders and secondaries
Liquidity Engineering
Quarterly tender offers of 5-10% NAV, LP-led secondaries, and multi-class share structures align investor preferences with asset cycles.
5-10%
Tender Offers
Quarterly NAV liquidity
5-7
Term Years
With call and put features
Financial Projections & Economics
Bay Street earns management fees (1.00-1.50% of NAV), performance fees (10-15% over 7-8% hurdle), and structuring fees (0.50-0.75% of RPN PV). Operating leverage drives margin expansion as AUM scales.
Implementation Costs & Timeline
1
Months 0-3: Foundation
Constitute sub-funds, finalize PPMs, hire admin/trustee. One-time formation: $1.8-2.8M
2
Months 4-6: Infrastructure
Template RPNs, secure consents, integrate data. Technology build: $2.1-3.4M
3
Months 7-12: Operations
Close first RPNs, establish distributions. Annual OpEx: $6.2-7.5M steady state
4
Years 2-3: Scale
ATS filing, continuous trading, $1.5-2.0B float with 40-60% EBITDA margins
Risk Management & Mitigations
Regulatory Risk
Progress private placements while preparing ATS filings. KPI: <2 regulator RFI cycles per filing.
Adoption Risk
Anchor programs and guaranteed market-making. KPI: ADV/float ≥0.20% by Month 18.
Seasonality Risk
RMS-calibrated reserves and deferral modes. KPI: distribution coverage ≥1.20×.
Operational Risk
SOC2 Type II, tested disaster recovery. KPI: RTO ≤2h, RPO ≤15m.
Bay Score triggers provide automatic protections: scores <65 open investor put windows, while BMRI >60 enforces mandatory hedging.
Investment Opportunity
The HIU Advantage
HIUs represent the first standardized, risk-scored pathway to hotel income with institutional governance and engineered liquidity. Our quantamental framework transforms opaque real estate cashflows into transparent, tradable securities.
Phase I delivers immediate market entry through Singapore VCC with proven private liquidity mechanisms. Phase II scales to public exchange, capturing market infrastructure economics while broadening investor access.
1
Proven Framework
Quantamental metrics embedded in legal covenants
2
Scalable Platform
$2B+ addressable float within 36 months
3
Strong Economics
40-60% EBITDA margins by Year 3