Since March, dv01 has made a strong footprint into mortgages, but today marks another step into the mortgage space with our first Non-QM deal as Loan Data Agent with New Residential’s NRMLT 2018-NQM1.

At the end of October, dv01 participated in our first Non-QM securitization, acting as loan data agent for NRMLT 2018-NQM1, a securitization of $312 million non qualified mortgage loans serviced by Shellpoint. dv01 introduced the role of Loan Data Agent in 2016 and provides Loan Data Agent services for an aggregate securitized collateral balance in excess of $25 billion of online lending loans across 135 different transactions.

dv01’s Securitizations interface allows investors to view cleansed, standardized, and normalized loan level data to gain insight on collateral composition and performance. A user can track the evolution of the pool and run cashflow analytics with full waterfall and collateral model support. Investors can quickly manipulate the data within the application via historical performance, seasoning analysis, strat tables, transition matrices, and more.

Accredited investors can receive access to dv01’s Securitizations portal, which features a suite of reporting, analytics, and cashflow tools designed to track and evaluate the performance of securitizations over time. Investors will have unlimited access to the loan level data backing the deal, as well as free access to our cashflow engine that operates off of loan level data.

dv01’s success to date has made it clear that increasing transparency benefits all market participants. We’re excited to officially expand our securitization solution into a new corner of the mortgage market and redefine how securitizations are marketed, analyzed, and purchased from this point forward.

Reach out to learn more, and join me in congratulating our team and partners on this incredible milestone.