To help investors better assess underlying asset collateral, dv01 leverages the HouseCanary HPI to provide investors accurate home price appreciation data and updated loan-to-value (“LTV”) calculations for non-QM and CRT datasets. Non-QM datasets leverage zip code-level data; CRT datasets leverage MSA-level data.
HouseCanary-powered values can be found in the following places:
On the Deal pages, you will notice the Updated LTV calculation in the header.
On the Strats page, you will notice additional columns in our strat tables.
On the Loan Tape page, we have also included new columns utilizing HouseCanary data.
For a list of definitions regarding our HouseCanary integration, please see our HouseCanary Glossary.