Remit Performance Report

Research evidence excerpt

Remit Performance Report

J P M O R G A N North America Securitized Products

Research

28 July 2026

July 2026

• Jumbo speeds fell across most shelves and were mixed across vintages. 2024 Securitized Products & Public

and 2025 vintage deals prepaid 17.9c (-3.4) and 15.0c (-2.1), respectively Finance Research

(Figure 2…andweremixedacrosvintages;2024and2025vintagedealsprepaid17.9c(-3.4)and15.0c(-2.1),respectively). Speeds decreased across higher WAC cohorts. The >7 WAC cohort John Sim AC

paid 22.9c (-2.3) (Figure 3SpedsdecreasedacroshigherWACcohorts.The>7WACcohortpaid2.9c(-2.3)). (1-212) 834-3124

john.sim@jpmorgan.com

• Non-QM speeds were mixed across shelves and decreased across most Ani Gelashvili

vintages. 2024 and 2025 vintage deals prepaid 19.6c (-0.8) and 17.0c (-1.0),

(1-212) 834-2605

respectively (Figure 5…anddecreasedacrosmostvintages;2024and2025vintagedealsprepaid19.6c(-0.8)and17.0c(-1.0),respectively). The >8 WAC buckets are prepaying in the 19-23c range ani.gelashvili@jpmorgan.com

(Figure 6SpedsalsofelacrosmostWACbuckets.The>8WACbucketsareprepayinginthe19-23crange). PRPM 2022-INV1, PRPM 2022-NQM1, PRPM 2023-NQM1, and Isabella Lee

VERUS 2023-INV2 were called in July. (1-212) 834-4148

• RPL speeds were mixed across shelves and decreased across most vintages isabella.lee@jpmorgan.comJ.P. Morgan Securities LLC

(Figure 9RPLspedsweremixedacrosshelves and Figure 10…anddecreasedacrosmostvintages;2024and2025vintagedealsprepaid6.1c(-0.0)and5.8c(+0.5),respectively). The aggregate 1M CPR for TPMT rose to 7.3c.

• HELOC speeds rose across most shelves and were mixed across vintages. 2024

and 2025 vintage deals prepaid 28.7c (+1.8) and 22.0c (-1.7), respectively

(Figure 13.andweremixedacrosvintages;2024and2025vintagedealsprepaid28.7c(+1.8)and2.0c(-1.7),respectively).