COVID-19 Performance Report, Volume 34

The latest installment of our COVID-19 Performance Report is now available. Below are some quick insights. 

• Online Lending: Total impairments are at 3.6%, remaining unchanged MoM (page 4).

• Non-QM: Prepayment rose, reflecting borrowers locking in existing refinancing in anticipation of further rate increases (page 19).

• CRT: Total impairments rose for the first time in 18 months, increasing 10 bps MoM (page 22).

• Subprime Auto: Impairment declined for the first time in 11 months (page 27).

Download the report to see updated insights with data through March 22, 2022 for online lending and February 28, 2022 for mortgages and subprime auto.