Proprietary Capital | 1,757 followers on LinkedIn. Proprietary Capital LLC, founded in 1997, is an SEC-registered investment management company headquartered in Denver, Colorado. Founded by Wall Street veteran Craig Cohen, Proprietary Capital specializes in managing commingled and single-investor portfolios in the Residential Mortgage Backed Securities (RMBS) market. The Firm manages assets across multiple investment vehicles for financial institutions, pension plans, endowments and foundations, and high net worth individuals.