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Non-QM Performance Attribution Report, November 2020

7 January 2021

Non-QM Performance Attribution Report for November 2020 Collection Period


Our latest Non-QM Performance Attribution Report was released today, comparing the impairment performance of 31 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 November 2020 collection period to understand how non-QM securitizations are performing against an industry benchmark.


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