Performance Report: Non-QM S-Curves, December 2022

To help market participants understand prepayment performance and mitigate risk, dv01 is providing insight into prepayment trends across rate incentives (at a shelf level) for each major Non-QM shelf that comprises the dv01 Non-QM Benchmark, and compares it to a market index.

This report’s findings are clearest when combined with our performance attribution reports, which focus on performance of individual securitizations, and our monthly performance reports, which discusses sector-wide performance.

Download the report for insights through December 2022.