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Levered Returns v2

non-QM

Levered Returns and Structural Changes, vol 2

8 May 2024

platform-level Attrib - March 2024

non-QM

Non-QM Performance Attribution Report, Platform-Level Analysis, March 2024

6 May 2024

deal-level Attrib - March 2024

non-QM

Non-QM Performance Attribution Report, Deal-Level Analysis, March 2024

6 May 2024

Mortgage Perf - March 2024

non-QM

Performance Report: Non-QM, March 2024

30 April 2024

Loss By Any Other Name

non-QM

A Loss By Any Other Name: Dissecting Non-QM Modifications

18 April 2024

deal-level Attrib - Feb 2024-v2

non-QM

Non-QM Performance Attribution Report, Deal-Level Analysis, February 2024

11 April 2024

platform-level Attrib - Feb 2024

non-QM

Non-QM Performance Attribution Report, Platform-Level Analysis, February 2024

11 April 2024

Mortgage Perf - Feb 2024

non-QM

Performance Report: Non-QM, February 2024

28 March 2024

deal-level Attrib - January 2024

non-QM

Non-QM Performance Attribution Report, Deal-Level Analysis, January 2024

18 March 2024

platform-level Attrib - Jan 2024

non-QM

Non-QM Performance Attribution Report, Platform-Level Analysis, January 2024

18 March 2024

Track DQ - Nov 2023

non-QM

Tracking DQ and Modified Loans Over Six-Month Period, November 2023

4 March 2024

Non-Agency Orig - Nov 2023

non-QM

Origination Report: Non-QM and Prime Jumbo, November 2023

21 February 2024

dv01 Fitch Benchmarks

non-QM

dv01 and Fitch Ratings Launch Fitch-dv01 Non-Agency RMBS Benchmarks

21 February 2024

Mortgage Perf - Nov 2023

non-QM

Performance Report: Non-QM, November 2023

3 January 2024

platform-level Attrib - Nov 2023

non-QM

Non-QM Performance Attribution Report, Platform-Level Analysis, November 2023

3 January 2024

nqm perf deal-level Attrib - Nov 2023

non-QM

Non-QM Performance Attribution Report, Deal-Level Analysis, November 2023

3 January 2024