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 2019.

2018 Q2: CA 33%, NY 11%, FL 10%, NJ 4%, MD 4%, Other 38%

State Concentration History