Mortgage Backed Securities

Investment Strategies

Strategy overview:

Our public markets strategies cover commercial and residential mortgage backed securities

Provide investment advice with respect to $1.2bn¹ in mortgage-related assets
Our seasoned team structures and manages bespoke portfolios for investors seeking alpha in the mortgage backed securities markets
Data is essential to MBS investments – Our differentiated technology² blends rich asset level detail, quantitative capabilities and strong fundamental insights that provide a differentiated view into fundamentals driving asset performance
We believe these tools provide Amherst Capital an enhanced ability to identify value and opportunities within this large and diverse asset class

Sean Dobson Chief Executive Officer and Chief Investment Officer
Karen Gemmett Head of Mortgage Backed Securities & Lead Portfolio Manager
Eric Seasholtz Portfolio Manager
Jasraj Vaidya Senior Research Analyst

1 - As of June 30,2019 AUM amount includes $434 million of separately managed assets Amherst Capital began managing in March and excludes $4.3 billion of assets that Amherst Capital manages as dual officers of BNY Mellon Asset Management North America for which Amherst Capital will cease to manage following the transaction.

2 - Provided through Amherst InsightLabs (“AIL”). Amherst Capital has an exclusive license with AIL in the asset management industry. AIL is an affiliate of Amherst Holdings, LLC.