performance-report

Performance Report: Non-QM, July 2023

31 August 2023

Mortgage Perf - July 2023

dv01’s latest performance report is now available. Download now for trends through July 2023.

Quick Insights

  • The decline in Under 35 is particularly shocking because this cohort experienced the largest growth in homeownership rates in Q1-2023. This sounds counterintuitive, but dv01 does not believe the decline in homeownership in this age category reflects a worsening of economic conditions for younger people (page 3).

  • Overall Impairments rose 44 bps MoM to 4.7% and are now 130 bps above their Summer 2022 lows (page 4).

  • When comparing PRKCM 2022-AFC1 to its 2022 vintage Non-QM cohort, both prepaid at similar speeds (page 14). 

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