WE’VE BUILT A SYSTEMATIC APPROACH TO INVESTING
IN SMALL BALANCE PRIVATE CREDIT

Small Balance lending is complex and non-standardized marketplace. We developed an integrated set of systematic steps that allow us to predict loan level risk and return through the assessment of human behavior and interactions between borrower, originator and servicer.

We began by constructing a massive credit data set. We collected, cleaned and normalized loan tapes from a broad group of niche underwriters.  We then dedicated five years toward the build out of our modeling ecosystem that has transformed raw data into actionable strategy.

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PHASE 1:

iDENTIFICATION

Review concept, ask screening questions, gather data

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PHASE 2:

SYSTEMATIC REVIEW

Add to internal data set, apply machine learning models, analyze outputs and make IRR projections 

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phase 3:

DUE DILIGENCE

Operational, legal, site visit, and documentation

OUR APPROACH HAS BROAD APPLICATIONS
ACROSS LOAN VALUATION, RETURN FORECASTING,
PORTFOLIO OPTIMIZATION, AND RISK MANAGEMENT