Performance Report: Non-QM, June 2023

dv01’s latest performance report is now available. Download now for trends through June 2023.

Quick Insights

• Impairments rose 11 bps MoM to 4.3% and are now 90 bps above their Summer 2022 lows (page 3).

• Cure and roll rates typically move in inverse directions, but they moved in the same direction in June (page 5).

• When comparing NRZT 2022-NQM3 to its 2022 vintage Non-QM cohort, both prepaid at similar speeds (page 13).