REAL-TIME GLOBAL RESEARCH
MBS Credit Monthly
Research evidence excerpt
North America Securitized
Products Research
07 August 2026
MBS Credit Monthly
August 2026
RMBS Credit Markets
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Universe Breakout
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Total Returns
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Cross-sector Credit
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Cross-sector Roll Rates to Liquidation by Vintage
Jumbo 2.0/Agency Investor
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Jumbo 2.0 Credit Overview
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Agency Investor Credit Overview
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Originator/Servicer/Shelf S-Curves
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Prepayments by Coupon
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Prepayments by Originator and Servicer
Non-QM
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Non-QM Credit Overview
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Supply/Performance by Doc Type
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Prepayments by Coupon
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Collateral by Shelf
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Collateral by Shelf and Deal Vintage
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Collateral by Shelf and Doc Type
Home Equity
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HELOC Credit Overview
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HELOC Prepayment by Coupon
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Securitized HELOC Overview
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Securitized CES Overview
CRT
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CRT Credit Overview
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GSE Vintage Collateral Performance
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CPR/CDR
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Trading Volume Summary
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CRT Fixed Severity Deals Credit Events by WALA
RPL
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RPL Credit Overview
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Rated RPL Shelf Performance
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Rated RPL Transition Matrices
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Legacy Mod Re-default Rates and Performance
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Legacy Mod Summary
Legacy RMBS
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Legacy Credit Overview
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Legacy Cohort Snapshot
o Loss Projections by Cohort
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Liquidation Timelines
Model
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Jumbo Model vs. Actual Performance Comparison
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Non-QM Model vs. Actual Performance Comparison
Securitized Products Research
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John Sim AC
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Ani Gelashvili
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(1-212) 834-3124
J.P. Morgan Securities LLC
(1-212) 834-2605
J.P. Morgan Securities LLC
Isabella Lee
(1-212) 834-4148
J.P. Morgan Securities LLC
Nitish Karthikeyan
(91-22) 6157 3944
J.P. Morgan India Private Limited
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