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Non-QM Performance Attribution Report, October 2021

10 December 2021

Non-QM Performance Attribution Report for October 2021 Collection Period


Our latest Non-QM Performance Attribution Report was released today, comparing the impairment performance of active 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.

Download the latest report for the October 2021 collection period to understand how non-QM securitizations are performing against an industry benchmark.


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