dv01 Creates First-of-its-Kind Performance Benchmark for the Non-QM Market

22 April 2020

dv01 Creates First-of-its-Kind Performance Benchmark for the Non-QM Market


Non-QM investors face market transparency issues because they do not have access to broader performance trends and run into inconsistent reported alternative-income documentation. To address these issues, dv01 has released the dv01 Non-QM Benchmark Dataset, as well as consolidated alternative-income documentation types.

The benchmark is an anonymized aggregation of current non-QM securitization datasets on the dv01 platform, enabling investors to gain better insight into origination and performance trends as the space continues to evolve.

Market Surveillance subscribers can access the benchmark now by navigating to the “Intelligence” section and searching for “Non-QM Aggregated Benchmark Dataset” within the Pool Selector filter.

Additionally, investors can now get even more granular insight by analyzing performance by consolidated loan documentation types. Our team has worked intensively to group over 100 unique values for reported loan documentation types into 15 categories. Read why and how we accomplished this here.

As economic uncertainty continues to rattle the market, investment clarity is needed now more than ever. dv01 is committed as ever to bringing unparalleled transparency and intelligence to the lending markets. Interested in gaining access to the dv01 Non-QM Benchmark Dataset? Reach out to for more information.


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