dv01’s latest performance report is now available. Download now for trends through September 2023.
dv01’s county affordability metrics have been updated for the third quarter of 2023, with a revised methodology that includes a more in-depth insurance estimate at the county level.
Overall Impairments rose 60 bps MoM to 5.2% in September, the largest single month increase in the sector’s history (excluding COVID).
DTI was arguably the largest differentiator of Prepay performance, with substantial declines in below 25 DTI Prepayments over the last couple of months
Performance attribution shows MFA 2022-NQM3 prepaying faster than the dv01 Non-QM Benchmark cohort.
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