Non-Agency RMBS Details - Vintage

As shown below, essentially all of the remaining Non-Agency RMBS were issued between 2004 and 2007. 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 show the percentage of the NGN portfolio that falls under each vintage category.

This pie chart show the percentage of the NGN portfolio that falls under each vintage category.

  • At 2021 Q4
    • Pre-2004 – 0%
    • 2004 – 1%
    • 2005 – 21%
    • 2006 – 54%
    • 2007 – 24%

Vintage Distribution History

Last modified on
03/08/22