| Date | Prime Index Cumulative Net Loss - Annual | Cumulative Net Loss - Annual Subprime |
|---|---|---|
| 4/01 | 0.85% | 4.59% |
| 5/01 | 0.82% | 4.79% |
| 6/01 | 0.77% | 4.67% |
| 7/01 | 0.84% | 5.01% |
| 8/01 | 0.94% | 6.06% |
| 9/01 | 0.92% | 6.29% |
| 10/01 | 0.92% | 5.99% |
| 11/01 | 1.22% | 7.38% |
| 12/01 | 1.27% | 7.18% |
| 1/02 | 1.40% | 7.53% |
| 2/02 | 1.25% | 7.76% |
| 3/02 | 1.32% | 7.72% |
| 4/02 | 1.22% | 7.83% |
| 5/02 | 1.30% | 6.697% |
| 6/02 | 1.04% | 6.490% |
| 7/02 | 0.99% | 6.723% |
| 8/02 | 1.08% | 7.848% |
| 9/02 | 1.12% | 7.800% |
| 10/02 | 1.25% | 8.482% |
| 11/02 | 1.61% | 8.541% |
| 12/02 | 1.48% | 8.136% |
| 1/03 | 1.54% | 8.082% |
| 2/03 | 1.70% | 9.073% |
| 3/03 | 1.47% | 8.316% |
| 4/03 | 1.65% | 9.780% |
| 5/03 | 1.47% | 8.078% |
| 6/03 | 1.58% | 8.094% |
| 7/03 | 1.39% | 7.968% |
| 8/03 | 1.29% | 8.336% |
| 9/03 | 1.38% | 8.443% |
| 10/03 | 1.54% | 9.554% |
| 11/03 | 1.53% | 9.486% |
| 12/03 | 1.40% | 9.957% |
| 1/04 | 1.56% | 9.064% |
| 2/04 | 1.39% | 8.891% |
| 3/04 | 1.30% | 8.629% |
| 4/04 | 1.36% | 6.18% |
| 5/04 | 1.31% | 6.57% |
| 6/04 | 0.97% | 6.05% |
| 7/04 | 1.19% | 6.77% |
| Source: Fitch Ratings Ltd. | ||