Performance Report: Non-QM, October 2023

Download the dv01 performance report to stay up-to-date on the latest trends. 

Quick Insights

• Q3-2023 Census data shows continued homeownership growth among low income households, while homeownership rates for households aged 35 and under declined for another quarter.

• Total Impairments rose 6 bps MoM, primarily driven by New Impairments.

• Performance attribution shows MFA 2022-NQM2 prepaying slower than the dv01 Non-QM Benchmark cohort.