Welcome to The dv01 Digest, a monthly recap of the latest company announcements, market news, and industry stories.
dv01 participating in AltFi’s Alternative Lending State of the Market webinar
On July 8, AltFi is hosting a special webinar to explore the themes of their 2021 Alternative Lending State of the Market Report. RSVP here to hear about the U.S. trends from dv01's Vadim Verkhoglyad, Co-Head of Research and Publications.
Download the latest dv01 Insights Reports
Stay up-to-date on the latest COVID-19 loan performance trends, how impairment performance between non-QM deals compare to the dv01 Non-QM Benchmark, and loan issuance volume.
The following datasets are now available on the dv01 platform, for a total of $2.8 billion in closing balance. Reach out if you’d like access.
- GCAT 2021-NQM2, $210.0M
- GSMBS 2021-PJ5, $597.4M
- JPMMT 2021-7, $957.1M
- JPMMT 2021-INV1,, $268.0M
- MSRM 2021-2, $500.2M
- AVNT 2021-REV1, $139.4M
- BPT I 2021-3, $99.3M
- PPTT I 2021-3, $21.5M
- UMCPT 2021-ST3, $48.6M
- UPSPT 2021-ST5, $49.4M
dv01 in the Spotlight
dv01 converts disparate data into actionable insights. Read what industry players, experts, and media have discovered through the dv01 platform:
- AltFi: Annual Alternative Lending State of the Market Report
Stay up-to-date on the latest product updates here.
Field Groups: A more flexible way to visualize your data
You can now create logical combinations of defined value fields by grouping them together, making it easier to analyze a subset of data and organize unwieldy lists of data. Learn more here.
Explore your data better in Tape Cracker with loan filters
You can now isolate the loans you're most interested in analyzing from the original loan tape. Additionally, as we continue to expand our tool offerings within Tape Cracker, we've updated the navigation bar to make it easier to locate new features. Learn more here.
In the Pipeline
Get more control of your Tape Cracker calculations
Coming soon is the ability to create a calculation set—a combination of different calculations in a specific order—which allows you to bulk apply calculations, saving you the headache of applying calculations one at a time one.
Product Tool Tip
Combine individual states into regions with Field Groups
Want to easily analyze loans in the New York tri-state area? With Field Groups, you can combine New York, Connecticut, and New Jersey into a single category. Step-by-step instructions here.
What We’re Reading
Biden replaces FHFA Director after Supreme Court ruling
Last week, the Supreme Court rejected most claims from investors who challenged a government decision to channel profits from Fannie Mae and Freddie Mac to the Treasury Department. As NPR reports, instead of dismantling the agency, the court agreed that the FHFA has a design flaw that violates the Constitution: the president must be able to remove the agency's director without cause. Shortly after the decision, the Biden administration fired FHFA Director Mark Calabria and appointed Sandra Thompson as Acting DIrector of the FHFA.
Non-QM market revs up
Inside Mortgage Finance reports that after eight days without any new expanded-credit MBS deals, three transactions hit the market at once. All deals were affiliates of Invictus Capital Partners, Angelo Gordon & Co., and Shelter Growth Capital partners. That same day, Angel Oak Mortgage made its market debut under the AOMR ticker.
The federal eviction and foreclosure moratoriums extends for one last time
The CDC extended the national moratoriums on evictions and foreclosures (for borrowers with federally guaranteed mortgages) through the end of July. Citing Census Bureau data, the Wall Street Journal reports that about 4.2 million Americans are "very likely or somewhat likely" to face an eviction or foreclosure in the next two months. These are the final extensions renters and homeowners receive, according to the Biden administration.