Research

Performance Report: Prime Jumbo Mortgage, September 2021

11 November 2021

Prime Jumbo Prepayment Performance for September 2021 Collection Period

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Our latest Prime Jumbo Performance Report was released today, comparing how active prime jumbo securitizations perform against the dv01 Prime Jumbo Benchmark.

The report analyzes one-month and three-month CPR and uses S-curves that break CPR out by rate incentive to better understand how loans are performing.

Download the latest report for the September 2021 collection period to understand how prime jumbo securitizations are performing against an industry benchmark.

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