Feb. 16 (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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                            01/31/09 12/31/08 11/30/08 01/31/08 01/31/07
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Bankruptcy                     1.42%    1.40%    1.39%    0.90%    0.82%
 of which Prime                0.67%    0.63%    0.63%    0.24%    0.12%
 of which Alt-A                1.18%    1.16%    1.14%    0.39%    0.07%
 of which Subprime             2.59%    2.59%    2.56%    1.88%    1.90%
Foreclosure                    7.94%    7.56%    7.40%    4.50%    1.76%
 of which Prime                4.10%    3.71%    3.49%    1.36%    0.34%
 of which Alt-A                6.99%    6.55%    6.22%    2.52%    0.61%
 of which Subprime            13.31%   12.98%   12.83%    8.80%    3.55%
Real Estate Owned              4.06%    4.10%    4.13%    2.29%    0.66%
 of which Prime                1.77%    1.72%    1.67%    0.55%    0.11%
 of which Alt-A                2.82%    2.86%    2.88%    1.10%    0.18%
 of which Subprime             7.56%    7.71%    7.78%    4.70%    1.37%
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                            01/31/09 12/31/08 11/30/08 01/31/08 01/31/07
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Delinq. (30,60,90,REO&Fore)   24.13%   23.17%   21.69%   14.43%    7.28%
 of which Prime               12.87%   12.08%   10.79%    5.27%    2.22%
 of which Alt-A               23.51%   22.49%   20.25%   10.59%    4.45%
 of which Subprime            38.88%   37.71%   35.99%   25.77%   12.88%
Delinquency (30 days)          4.18%    4.26%    3.76%    3.29%    2.33%
 of which Prime                2.51%    2.60%    2.17%    1.61%    1.05%
 of which Alt-A                4.71%    5.05%    4.41%    3.40%    2.40%
 of which Subprime             6.05%    6.00%    5.45%    5.13%    3.59%
Delinquency (60 days)          2.64%    2.49%    2.15%    1.79%    0.91%
 of which Prime                1.59%    1.45%    1.20%    0.75%    0.26%
 of which Alt-A                2.99%    2.90%    2.38%    1.60%    0.61%
 of which Subprime             3.83%    3.63%    3.23%    3.03%    1.65%
Delinquency (60+ days)        19.96%   18.91%   17.93%   10.86%    4.45%
 of which Prime               10.36%    9.48%    8.63%    3.46%    0.97%
 of which Alt-A               18.80%   17.44%   15.84%    7.19%    1.85%
 of which Subprime            32.81%   31.69%   30.53%   20.61%    8.79%
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                            01/31/09 12/31/08 11/30/08 01/31/08 01/31/07
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Delinquency (90 days)          5.31%    4.76%    4.24%    2.28%    1.11%
 of which Prime                2.90%    2.59%    2.26%    0.80%    0.24%
 of which Alt-A                6.00%    5.13%    4.36%    1.97%    0.44%
 of which Subprime             8.06%    7.34%    6.64%    4.04%    2.20%
Delinquency (90+ days)        17.31%   16.42%   15.77%    9.07%    3.54%
 of which Prime                8.77%    8.02%    7.43%    2.70%    0.70%
 of which Alt-A               15.81%   14.54%   13.46%    5.59%    1.24%
 of which Subprime            28.96%   28.05%   27.28%   17.55%    7.13%
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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

Last Updated: February 16, 2009 09:11 EST