Barings NQM — Surveillance Dashboard

Barings NQM Surveillance Dashboard

19,754 Loans

$9.43B UPB

Real Data

As of 2026-05-31

Loan Count

19,754

$477K avg balance

Total UPB

$9.43B

Active loans only

DQ 30+

6.47%

1,279 loans

DQ 60+

4.24%

838 loans

FC / REO

2.05%

404 loans

WAvg FICO

745

Orig. FICO

WAvg LTV

70.2%

Orig. LTV

WAvg Rate

7.61%

Current note rate

WAvg DTI

33.9%

Orig. DTI

Portfolio ZIP Map

Top States by Balance

Performance Breakdown

Select a signal above

State Risk Summary

State	Bal ($M)	DQ60	UE	WARN	Elec	HO Insurance (prem / YoY / % val)	DC	FEMA Flood	Fraud (SAR, hist.)	HMDA

FICO Distribution

LTV Distribution

Note Rate Distribution

Origination Vintage

Property Type (Balance)

Occupancy (Balance)

Doc Type (Balance)

Program Type (Balance $M)

Product Type (Balance $M)

Loan Tape (Top 200 by Balance)

Loan ID	State	ZIP	Balance	Rate	FICO	LTV	DTI	Status	Program	Product	Occ	Doc	Vintage