Non-QM Performance Attribution Report, October 2020

Our latest Non-QM Performance Attribution Report was released today, comparing the impairment performance of 31 non-QM securitizations against the dv01 Non-QM Benchmark.

Each securitization is broken out by the most explanatory factor of performance, such as loan documentation type, allowing you to better understand how and why certain cohorts are affecting overall performance.

Note: dv01 has circumvented the lack of consistency in COVID-19 modification reporting by developing new logic that more accurately identifies modifications. Impairment rates in this report have been updated to reflect these changes.

Download the latest report for the October 2020 collection period to understand how non-QM securitizations are performing against an industry benchmark.