mortgage-loans
Performance Report: Non-QM, June 2023
28 July 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).
