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Performance Report: Non-QM, June 2023

28 July 2023

Mortgage Perf - June 2023

dv01’s latest performance report is now available. Download now for trends through March 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). 

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