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Pensato Capital Implements Imagine Software for Intra-Day P&L, Risk Management, and Reporting

Powerful Cloud-Based Capabilities Key to Pensato’s Decision

Imagine Software, a leading provider of real-time portfolio and risk management solutions worldwide, today announced that Pensato Capital selected its award-winning cloud-based system to replace the firm’s internal solution. The firm manages a European equity long/short strategy for their flagship Cayman fund and UCITS IV Absolute return fund, dealing in a variety of asset classes including cash, equities, CFDs and FX.

Ed Rumble, Assistant Portfolio Manager at Pensato, said, “With a strong desire to provide comfort to our existing investors and attract new ones, we sought to incorporate a comprehensive risk management system. As an external, industry-proven system that could deploy quickly, easily incorporate our data, and provide a global security master and other critical data components, Imagine was precisely what we required. Additionally, Imagine’s cloud-based system satisfies our crucial disaster recovery requirements, and its investor reporting capabilities are more than sufficient for our needs.”

Specifically, Pensato needed real-time and historical portfolio attribution, including the ability to produce beta-adjusted intraday P&L which could then be sliced and diced by sector, counterparty, liquidity, and market cap across positions over a period of time. The firm also required a system that could provide a broad and sophisticated suite of risk analytics, encompassing VaR, volatility, custom stress testing, and historical simulations.

Imagine is used by the portfolio management team to monitor exposures, P&L and risk intra-day across both funds. Pensato uploads cash equity and CFD transactions directly from the fund’s middle- and back-office system using Imagine’s out-of-the-box interface tools. By loading this transactional data into Imagine, the team has the critical ability to look back and perform detailed historical P&L attribution analysis.

Dr. Lance Smith, CEO of Imagine, said, “We have a definite sense of pride when we can help a discerning client like Pensato achieve their desired level of overall risk management sophistication. We are pleased Pensato has joined the Imagine community of clients and delighted to provide the firm a solid foundation for acquiring new investors and supporting future business growth.”