Bloomberg U.S. Mortgage Delinquency, Foreclosure Rates (Table)

By Alex Tanzi

Nov. 17 (Bloomberg) -- The following table shows residential mortgage delinquency rates for U.S. loans as reported by the Bloomberg non-agency database comprised of over 45 million securitized loans.

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                           10/31/08 09/30/08 08/31/08 10/31/07 10/31/06
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Bankruptcy                     1.35%    1.28%    1.23%    0.77%    0.85%
of which Prime                0.60%    0.53%    0.50%    0.18%    0.13%
of which Alt-A                1.06%    0.93%    0.87%    0.35%    0.02%
of which Subprime             2.52%    2.44%    2.38%    1.60%    2.08%
Foreclosure                    7.20%    7.10%    6.83%    3.37%    1.34%
of which Prime                3.34%    3.25%    3.03%    0.87%    0.22%
of which Alt-A                6.04%    5.82%    5.56%    1.73%    0.37%
of which Subprime            12.54%   12.39%   12.03%    6.66%    2.80%
Real Estate Owned              4.20%    4.13%    3.96%    1.64%    0.49%
of which Prime                1.66%    1.54%    1.42%    0.37%    0.07%
of which Alt-A                2.89%    2.76%    2.52%    0.70%    0.13%
of which Subprime             7.96%    7.90%    7.67%    3.37%    1.03%
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                           10/31/08 09/30/08 08/31/08 10/31/07 10/31/06
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Delinq. (30,60,90,REO&Fore)   20.87%   20.22%   19.27%   11.48%    6.09%
of which Prime               10.12%    9.57%    8.80%    3.96%    1.78%
of which Alt-A               18.96%   18.10%   16.74%    7.95%    3.48%
of which Subprime            35.14%   34.23%   33.16%   20.37%   10.85%
Delinquency (30 days)          3.59%    3.56%    3.28%    3.09%    1.97%
of which Prime                2.02%    2.04%    1.81%    1.48%    0.85%
of which Alt-A                4.09%    4.06%    3.64%    3.22%    1.93%
of which Subprime             5.31%    5.18%    4.91%    4.73%    3.15%
Delinquency (60 days)          2.07%    1.99%    1.86%    1.50%    0.73%
of which Prime                1.15%    1.09%    1.01%    0.56%    0.21%
of which Alt-A                2.22%    2.14%    1.93%    1.24%    0.45%
of which Subprime             3.15%    3.02%    2.85%    2.58%    1.37%
Delinquency (60+ days)        17.28%   16.66%   15.99%    8.05%    3.53%
of which Prime                8.09%    7.53%    6.98%    2.26%    0.70%
of which Alt-A               14.87%   14.04%   13.10%    4.68%    1.32%
of which Subprime            29.81%   29.03%   28.23%   15.47%    7.18%
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                           10/31/08 09/30/08 08/31/08 10/31/07 10/31/06
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Delinquency (90 days)          3.80%    3.44%    3.34%    1.50%    0.97%
of which Prime                1.95%    1.64%    1.52%    0.44%    0.19%
of which Alt-A                3.72%    3.32%    3.08%    1.00%    0.36%
of which Subprime             6.12%    5.68%    5.64%    2.80%    1.97%
Delinquency (90+ days)        15.20%   14.67%   14.13%    6.55%    2.80%
of which Prime                6.94%    6.44%    5.98%    1.70%    0.49%
of which Alt-A               12.65%   11.90%   11.16%    3.44%    0.86%
of which Subprime            26.64%   25.99%   25.36%   12.88%    5.81%
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SOURCE: Bloomberg non-agency database of 45 million securitized loans.

To contact the reporter on this story:
Alex Tanzi in Washington at  atanzi@bloomberg.net