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Non-agency RMBS / non-QM / investor-purpose

Re-performing loans (RPL)

status: draft

Re-performing loans (RPL)

Re-performing loans are mortgages that were previously delinquent but have since been cured or modified, with the borrower now current again. Also called “scratch-and-dent” when acquired from originators with early payment or documentation issues. RPL carries higher re-default risk than never-delinquent loans because the borrower has already demonstrated payment stress.

Product categories

Re-performing loans (RPL proper)

Loans that experienced 60+ day delinquency, were modified (rate reduction, term extension, principal forbearance), and have returned to current status.

Modification types:

  • Rate modification: Interest rate reduced to affordable level
  • Term extension: Loan extended to 40-50 years to reduce payment
  • Principal forbearance: Portion of principal set aside (due at maturity or forgiven)
  • Capitalization: Arrearages added to principal balance

Seasoning requirement: Most capital providers require 6-12 months of on-time payments post-modification before considering the loan re-performing.

SeasoningClassificationAdvance Rate
0-6 monthsEarly re-performing65-72%
6-12 monthsSeasoned re-performing70-78%
12-24 monthsEstablished re-performing75-82%
24+ monthsMature re-performing78-85%

Scratch-and-dent

Loans that fail originator quality control, have documentation defects, or have early payment defaults (EPD). Acquired at discount directly from originators.

Common defects:

  • Missing or incomplete documentation
  • Compliance issues (TRID timing, disclosure errors)
  • Appraisal concerns
  • Early payment default (30-60 days DPD in first 6 months)
  • Guideline exceptions that buyer won’t accept

Pricing: Typically 92-98 cents on the dollar depending on defect type and cure potential.

Performing modified loans (PLM)

A subset of RPL where the modification was successful and the loan has sustained performance. These command higher prices than fresh RPL.


status: draft

Performance benchmarks

Re-default rates

Seasoning Post-Mod12-Month Re-Default24-Month Re-Default
6 months12-18%18-25%
12 months8-14%14-20%
18 months6-10%10-16%
24 months5-8%8-14%

Key insight: Re-default risk is highest in the first 12 months post-modification. Loans that survive 24 months have materially lower subsequent default rates.

Modification success rates

Mod Type12-Month Success24-Month Success
Rate reduction only70-80%60-70%
Rate + term extension65-75%55-65%
Rate + principal forbearance60-70%50-60%
Principal forgiveness55-65%45-55%

Principal modifications perform worse. Borrowers with principal forbearance or forgiveness typically had the most severe distress, making sustained recovery less likely.

Severity in re-default

FactorImpact on Severity
Lower current LTV (due to principal reduction)Reduces severity
Extended timeline from prior defaultIncreases severity
Property maintenance during prior delinquencyVariable
Market conditions at resolutionMajor factor

Typical severity on re-default: 25-40%, compared to 20-30% on never-defaulted non-QM loans.


status: draft

Acquisition pricing

Price drivers

FactorImpact on Price
Months seasoned post-mod+1-2% per 6 months
Current LTVHigher LTV = lower price
Modification typeRate-only > principal mods
Payment history consistencyClean > sporadic
Property locationJudicial states lower

Typical purchase prices

Loan CategoryPrice (% of UPB)
12+ months RPL, clean payment90-95%
6-12 months RPL85-92%
Fresh modification (0-6 months)80-88%
Scratch-and-dent (minor defect)95-98%
Scratch-and-dent (material defect)90-95%
Scratch-and-dent (EPD)85-92%

Market timing matters. RPL prices are highly sensitive to credit spreads and liquidity conditions. During 2020 COVID volatility, RPL traded at 70-85 cents before recovering.


status: draft

What capital providers focus on

Payment history analysis

The post-modification payment history is the primary underwriting criterion.

What “current” means:

  • Not just one payment made, but consistent monthly payments
  • No missed payments or partial payments
  • Payments made on time, not after grace period
  • No payment plan or special servicing status

Red flags in payment history:

  • Sporadic payments (3 on, 1 off, 2 on)
  • Partial payments accepted
  • Payments funded from loss mitigation reserves
  • Servicer advances covering payments

LTV recalculation

Post-modification LTV should be calculated on:

  • Current principal balance (after any reduction/forbearance)
  • Current property value (new BPO or AVM, not original appraisal)
Pre-Mod LTVPost-Mod LTVRecovery Profile
120%95%Still elevated, limited equity cushion
100%80%Reasonable, modification created equity
85%70%Good, meaningful borrower equity

Modification terms

TermWhat to Review
RateIs the modified rate below market? Above?
TermExtension to 40 years signals severe stress
Principal forbearanceHow much is deferred? When due?
Principal forgivenessFully forgiven or contingent?
Balloon paymentAny lump sum due?

Contingent forgiveness: Some modifications forgive principal only if the borrower remains current for 3-5 years. If they re-default, the forgiveness is reversed. This affects recovery modeling.

Servicer quality

RPL performance is heavily dependent on servicer capabilities in loss mitigation and borrower communication.

Key servicer attributes:

  • Experience with modification servicing
  • Borrower contact frequency
  • Early intervention on payment issues
  • Modification success track record

See servicer selection for evaluation criteria.


status: draft

Structure considerations

Warehouse financing for RPL

FeatureRPL WarehousePerforming Warehouse
Advance rate70-82%85-92%
PricingSOFR + 250-400 bpsSOFR + 175-275 bps
Dwell time120-180 days90-120 days
Mark-to-marketMore frequentStandard
Performance triggersMore sensitiveStandard

Illustrative pricing. See pricing disclaimer.

Key risk for warehouse lenders: RPL can re-default during the warehouse period, requiring workout or liquidation. Longer dwell times and lower advance rates compensate for this risk.

Securitization

RPL securitizes separately from performing non-QM due to different risk profiles.

Major RPL issuers:

  • NewRez / Shellpoint
  • Bayview Asset Management
  • Caliber Home Loans
  • Carrington

Enhancement levels:

RatingRPL (Seasoned)RPL (Early)Performing Non-QM
AAA22-28%28-35%14-18%
AA17-22%22-28%10-14%
A12-17%17-22%7-10%

RPL requires significantly more enhancement than performing loans due to demonstrated credit issues.

Whole loan sale

Major RPL buyers:

  • Credit funds (Oaktree, Angelo Gordon, Fortress)
  • Specialty servicers with modification capabilities (Carrington, PHH)
  • Insurance company platforms (Athene)

Flow vs bulk:

  • Flow programs: Ongoing purchases with regular delivery schedules
  • Bulk: One-time portfolio sales, competitive bid process

status: draft

Red flags

At acquisition

  • Seasoning less than 6 months: Re-default risk very high
  • Multiple prior modifications: Borrower has failed before
  • High post-mod LTV (above 90%): Limited cushion
  • Sporadic payment history: Not truly re-performing
  • Principal forbearance balloon near-term: Upcoming payment shock
  • Owner-occupied now vacant: Occupancy change signals stress

In portfolio management

  • Re-default rate exceeding 15% at 12 months: Pool quality issue
  • Advancing duration exceeding projections: Workout not progressing
  • Modification success rate below 50%: Servicer or borrower issues
  • Geographic concentration in judicial states: Extended timelines if re-default

Structural

  • Insufficient seasoning requirement in facility: Accepting too-fresh loans
  • Advance rate above 80% for early RPL: Inadequate cushion
  • No servicer performance standards: No recourse for poor servicing
  • Weak re-underwriting at acquisition: Not catching payment pattern issues

status: draft

Regulatory and accounting considerations

GAAP treatment

RPL acquired at a discount presents accounting complexity:

MethodTreatment
ASC 310-30 (formerly FAS 91)Accrete discount into income based on expected cash flows
CECLReserve for expected credit losses
Fair value optionMark portfolio to fair value quarterly

Key issue: If expected cash flows change (modification fails, loan re-defaults), the yield on the pool must be recalculated, potentially causing income volatility.

Regulatory capital

For banks and insurance companies holding RPL:

HolderTreatment
BanksHigher risk weights than performing mortgages
Insurance companiesHigher NAIC designation for RPL
REITsQRS treatment may be affected by modified status

status: draft