Performance Report: Prime Jumbo Mortgage, August 2021

Demand for jumbo mortgages has increased throughout the COVID-19 pandemic and dv01 released its Prime Jumbo Benchmark to ensure transparency into the market’s health. To provide deeper insights into the market, dv01 is publishing a new monthly reporting series that focuses on prepayments for prime jumbo securitizations and how it compares to a market 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 report below.