Snapshot for Bloomberg Mortgage Delinquency Rate All Mortgages 60+ Days (60+90+REO+Foreclosur (BBMD60P)

Rate Profile Information for BBMD60P

The percentage of US residential loans within the Bloomberg non-agency database that have reported to be 60 days delinquent or more (60, 90, REO, or foreclosure) as a percentage of loans that provided delinquency figures within the reported month. This index is calculated on the 15th of every month and is based upon the prior months loan data.The Bloomberg non-agency loan database is comprised of over 12 million active loans. Additionally, loans have been bucketed into PRIME, ALT-A, and SUBPRIME based upon the deal type they are associated with. This index includes bankruptcy information. This is all non agency securities.