Investment management experts and platform for Mortgage-Backed Securities.
Overview
Focused on fixed-income investment alternatives, Cello invests in Agency Mortgage-Backed Securities (MBS) with a strong record of success¹.
2009
Founded
25 yrs
Trading, research, and technology experience
MBS
Investment strategy focused on mortgage borrower behavior
MASTR® proprietary analytics platform
Institutional investors • pension funds • sovereign wealth • family offices • individual partners
Strategy
For 15 years we have monetized prepayment risk of Agency MBS for our clients.
Predicting when homeowners will prepay their mortgages — whether through refinancing, home sale, or default — is essential to monetizing MBS, because prepayments are the single most important driver of cash flows and valuations.
We convert borrower-behavior intelligence into durable MBS investment performance — validated by a long and successful track record.
ANALYZE
We rigorously track and analyze real-world borrower behavior.
PREDICT
We construct proprietary, data-driven models to help predict borrower behavior with precision.
Our strategy lies in anticipating future prepayment dynamics
