Performance Report: Prime Jumbo Mortgage S-Curves, February 2024

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 February 2024 collection period to understand how prime jumbo securitizations are performing against an industry benchmark.