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Technology

Designed and developed for the Capra Ibex CLO Equity Team by Tom Pascale, former head of Credit Suisse CDO/CLO structuring.

 

The CLO Analyzer builds on over a decade of collaboration between Tom Pascale and CIO Michael Kurinets. 

The CLO Analyzer enables more precise and comprehensive management of our risk, while keeping our eyes out for opportunities in the market.

Proprietary Internal Analytics –

Capra CLO Analyzer 

Powerful 

More than 200 discreet statistics, calculated daily, on more than 1,000 deals.

Loan prices updated in real time.

Exhaustive historical database allows for detailed, ad hoc analysis.

Constantly evolving system.

Purpose-built

Custom designed to enhance the analytic methodology employed by the investment team and enhance our fundamental credit research. 

Rapid deployment avoids rigidities found in vendor systems. 

Enables comprehensive risk analysis 

Every CLO can be analyzed from every angle: structural, loan level, price, manager, etc. 

Stratifies loan pools over many risk dimensions (market price, industry, loan issue size, rating, covenants, security/seniority).

Empowers rapid pricing capability 

Has allowed the team to establish a baseline cohort of over 800 CLOs. 

All current and prospective investments are quickly and easily evaluated and compared against this cohort, enabling rapid response times.