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Legacy Asset Profile - Non-Agency RMBS Details - State Concentration

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 April 2015.