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MBS Credit Monthly
研报英文原文证据摘录
North America Securitized
Products Research
07 August 2026
MBS Credit Monthly
August 2026
RMBS Credit Markets
o
Universe Breakout
o
Total Returns
o
Cross-sector Credit
o
Cross-sector Roll Rates to Liquidation by Vintage
Jumbo 2.0/Agency Investor
o
Jumbo 2.0 Credit Overview
o
Agency Investor Credit Overview
o
Originator/Servicer/Shelf S-Curves
o
Prepayments by Coupon
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Prepayments by Originator and Servicer
Non-QM
o
Non-QM Credit Overview
o
Supply/Performance by Doc Type
o
Prepayments by Coupon
o
Collateral by Shelf
o
Collateral by Shelf and Deal Vintage
o
Collateral by Shelf and Doc Type
Home Equity
o
HELOC Credit Overview
o
HELOC Prepayment by Coupon
o
Securitized HELOC Overview
o
Securitized CES Overview
CRT
o
CRT Credit Overview
o
GSE Vintage Collateral Performance
o
CPR/CDR
o
Trading Volume Summary
o
CRT Fixed Severity Deals Credit Events by WALA
RPL
o
RPL Credit Overview
o
Rated RPL Shelf Performance
o
Rated RPL Transition Matrices
o
Legacy Mod Re-default Rates and Performance
o
Legacy Mod Summary
Legacy RMBS
o
Legacy Credit Overview
o
Legacy Cohort Snapshot
o Loss Projections by Cohort
o
Liquidation Timelines
Model
o
Jumbo Model vs. Actual Performance Comparison
o
Non-QM Model vs. Actual Performance Comparison
Securitized Products Research
A-1
A-3
A-5
A-6
John Sim AC
A-7
A-8
A-9
A-12
A-14
Ani Gelashvili
A-18
A-19
A-20
A-21
A-22
A-23
A-24
A-25
A-26
A-27
(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
A-28
A-32
A-34
A-35
A-36
A-37
A-38
A-39
A-40
A-43
A-44
A-48
A-49
A-50
A-51
A-58
本摘录由系统从所标注的 PDF 证据页直接提取并保留英文原文，不做批量翻译；登录后在阅读器切换中文时才按需翻译。
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