Performance Report: Prime Jumbo Mortgage S-Curves, August 2023

The latest Prime Jumbo Performance Report is now available, 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 August 2023 collection period to understand how prime jumbo securitizations are performing against an industry benchmark.