Mortgage Analytics

Our Analytics team has accumulated extensive data on nearly every piece of real estate in the country and track borrower and servicer behavior on a monthly basis. This information and our analysis allow us to deliver strategic advantages to our institutional customers in the form of actionable trade ideas based on solid fundamentals and relative value analysis.

  • Borrower Behavior
  • Servicer Behavior
  • Recovery
  • Capital Structure
  • Mortgage Data
  • Tax Records
  • Public Records
Amherst Pierpont focuses on fundamental research and proprietary analytics.

The vast amount of market information available today is of little value without the experience, knowledge, and the analytical tools necessary to identify and act on relative value opportunities. At Amherst Pierpont, proprietary analytics have always been a key component of our success to date. These proprietary analytics have allowed us to identify broad market trends as well as to excel in relative value security selection.

Our identification of broad market trends has provided added value to trading partners in their decision making. Our model has also allowed us to spot opportunities to find sectors where, due to supply and demand imbalances, the pricing did not reflect fundamentals – providing our customers with sector trade ideas. Employing our proprietary tools, we also select individual securities within sectors, another benefit for our institutional clients and trading partners.

The Strategy Group publishes Amherst Pierpont Mortgage Insight, a market letter for both Residential Mortgage-Backed Securities (RMBS) and Commercial Mortgage-Backed Securities (CMBS). The Strategy Group Publications are available to qualified parties only.

Amherst Pierpont emphasizes a unique, analytical approach to these markets, focusing on the credit and performance characteristics of mortgage assets. Our dedication to developing proprietary analytical tools and methodologies has fostered an invaluable perspective of how mortgage assets will perform over time through a unique approach to analyzing loan-level data.