Fitch-dv01 Non-Agency RMBS BenchmarksUnlock Precision Insights with Non-QM and Prime Jumbo Benchmarks

Powered by loan-level data, these benchmarks capture 75% of their respective sectors
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Benchmark Performance

Comprehensive Coverage

Transparent Precision

Explore a New Dimension in Market Analysis

The Fitch-dv01 Non-Agency RMBS Benchmarks open a gateway to unparalleled insights into the Non-QM and Prime Jumbo mortgage markets.

Free to investors, each benchmark serves as a robust resource, providing investors and issuers historical and ongoing data on sector performance and origination characteristics, as well as invaluable insights for strategic advantages in portfolio navigation and optimization.

Strategize with Benchmark Clarity

The benchmarks comprise loan-level data from Fitch-rated RMBS transactions and deals available on the dv01 platform.

Whether you're evaluating the broader market or benchmarking your portfolio, the Fitch-dv01 Non-Agency RMBS Benchmarks provide crystal-clear precision tailored to the unique landscape of non-agency RMBS. Dive deep into the world of Non-QM and Prime Jumbo mortgages, gaining comprehensive insights that empower confident decision-making.

Identify Relevant Loan Characteristics

Effortlessly uncover the nuances that matter most. Whether seeking specific credit profiles, assessing risk factors, or refining strategies, the Fitch-dv01 Non-Agency RMBS Benchmarks offer thorough understanding of the loan characteristics that drive performance.

Reinforce Competitive Positioning for Issuers

Understanding how your portfolio performs relative to a benchmark helps you build a narrative of differentiation. Issuers can showcase their strengths to potential investors and make a compelling case in a competitive landscape.

Track Origination Volumes

Origination volume is not just a number; it’s a strategic indicator. Identify emerging opportunities, mitigate risk to ensure portfolios stay agile and responsive to market dynamics. Make informed strategic decisions by aligning your approach with broader market trends.

Benchmark Performance

Leverage benchmarks to build and optimize strategies by identifying areas for improvement or adjustment. Additionally, compare securitizations within dv01’s data library against the benchmarks.

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Extract Insights with Embedded Tools

Effortlessly interpret data using dv01’s integrated analytics, and export reports and charts seamlessly. For more custom analysis, users can access benchmark data through SFTP files or SQL via dv01’s Data Direct offering.

Dissect Collateral Data 

Build multi-risk layer strat and pivot tables for granular insights on Non-QM’s and Prime Jumbo’s origination characteristics, such as doc type and LTV.

Analyze Performance Drivers

Dive deep into the core of performance metrics. Explore prepayments, delinquencies, credit metrics, and more with precision. Visualize the data through high-performance charts, allowing you to track performance by loan age or as of the month.

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Elevate Your RMBS Investment Strategy

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