Performance Report: Prime Jumbo Mortgage, January 2022

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 January 2022 collection period to understand how prime jumbo securitizations are performing against an industry benchmark.