Procyon Capital Management

Contact Us

Investment Strategy

Opportunistic Yet Disciplined

Data-Informed by Design.

What We Target

  • Residential Mortgage-Backed Securities (RMBS) – agency and non-agency
  • Mortgage Servicing Rights (MSRs) – stabilized cash flow with structural alpha
  • Whole Loan Pools – curated at acquistion for credit and rate sensitivity
  • Mezzanine and subordinate tranches – sourced for yield and asymmetry

We approach blends top-odown macro analysis with granular loan-level data science. Levenging AI-driven modstortivify discansitions and structure investments dynamically.

Embedded Risk Management

  • Machine learning-based surveillance
  • Scenario stress testing
  • Real-time exposure tracking
  • Attribution analytics for performance dissection

We closely monitor prepayment dynamics, credit risk, liquidity, and rate volability, enabling us to recaliberate exposures with precision.