Lots of Historical Performance Tables
Sometimes it's worthwhile to step back and look at the big picture over time. This analysis may not uncover the opportunities or the ticking time bombs, but there is still some worthwhile information to discover here. There are six different tables broken out by pool type and vintage. Enjoy.
Tables
Delinquency: pages 2-6
Roll Rates (1 Month): pages 7 -11
CPR/CDR/Severity: pages 12-16
Advancing and Modifications: pages 17-21
Combined Current LTV: pages 22-26
Seriously Delinquent & Default/Loss: pages 27-31
Pool Types
2nd Lien
Alt-A
Option ARM
Prime
SubPrime
Vintages
2003
2004
2005
2006
2007
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