CASE STUDY Helping a Leading Investment Management Firm Comprehensively Assess Its CLO Risk Profile ASSET-BACKED SECURITIES CLO prospectuses are long, cumbersome documents. But if you’re looking to trade CLOs, or need to know how to value the ones you already hold, they’re required reading. Compared with other asset classes, CLOs present two challenges: relatively limited amounts of data to feed into an investment strategy, and the fact that that data is time- consuming to source manually. For CLO investors going through periods of volatility, this has historically meant making decisions with limited information about risk. Eigen changes that. Our client, a US-based investment management firm, needed to quickly understand the risk profile of its CLO portfolio in order to make

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