Non-Agency RMBS Concentration by State

As shown below, the states with the largest percentage of mortgage loans backing the Non-Agency RMBS securities are California, Florida, New York, Texas, and New Jersey. These percentages may change slightly over time as defaults, foreclosures, and principal repayments, among other loan-level activity, will affect the outstanding balance of the Non-Agency RMBS.

The following information will be updated semi-annually. The next update will occur by November 2022.

This pie chart shows the percentage of the NGN portfolio that falls under each state category.

This pie chart shows the percentage of the NGN portfolio that falls under each state category.

  • At 2021 Q4
    • CA – 32%
    • NY – 14%
    • FL – 11%
    • MD – 4%
    • NJ – 4%
    • Other – 35%

State Concentration History

Last modified on
03/08/22