dv01’s latest performance report is now available.
Homeownership rates in Q1-2023 rose to their highest levels in 12 years, according to the latest U.S. Census Bureau data (page 3).
Total Impairments rose 50 bps MoM—the largest increase in over two years—to 4.5% and were driven mainly by the end-of-month Sunday effect (page 4).
When comparing VERUS 2021-1 to its 2021 vintage Non-QM cohort, the VERUS deal prepaid faster due to more seasoned loans and the relationship between rate incentive and loan age (page 14).
The dv01 Non-QM Prepayment Model’s downward shift this month is in response to higher mortgage rates in March (page 14).
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