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

The latest deal-level Non-QM performance attribution report is now available, comparing the impairment performance of active non-QM securitizations against the Fitch-dv01 Non-QM Benchmark.

Each securitization is broken out by the most explanatory factor of performance, such as loan documentation type, allowing you to better understand how and why certain cohorts are affecting overall performance.

Download the latest report for the February 2024 collection period to understand how Non-QM securitizations are performing against an industry benchmark.