Non-Agency RMBS Details - Delinquency Status

Mortgage loan servicers classify the status of each loan that backs the Non-Agency RMBS. As shown below, many borrowers are delinquent or have defaulted. 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 delinquency status category.

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

  • At 2021 Q4
    • Current Clean – 59%
    • Re-performing – 21%
    • 30-60 Days Delinquent – 2%
    • 60+ Days Delinquent – 11%
    • Bankruptcy – 1%
    • REO – 1%
    • Foreclosed – 5%

Delinquency Status History
Current Clean includes loans that have been current for at least twelve months.
Re-performing includes current loans that have been delinquent within the past twelve months.

Last modified on
03/08/22