Proprietary Data Lake
Fully credit risk priced 2,000+ leveraged loan database updated daily, combined with fundamental credit analysis of individual loans and 200+ CLO portfolio DD calls annually
Scraped database of ~150,000 CLO trustee reports updated daily
Multi-stress cashflow library for 17,000+ CLO tranches, updated daily
Automated NLP based real-time CLO tranche trade data capture engine
Cutting Edge Machine Learning Algorithms
Outcomes
NAV preservation & credit loss minimisation
Agile relative value trading
Optimised portfolios for all-weather risk adjusted returns
Alpha captured from CLO manager style and performance analysis
