Securitized prime jumbo mortgage loans weakened slightly in May 2007, according to Moody's Investors Service Jumbo Mortgage Credit Indexes. The May 60+ delinquency rate was 0.422%, increasing from 0.397% in April and from 0.268% in May 2006.

Prepayments, however remained low, with a one month CPR ranging between 14% to 18% over the last twelve months.

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