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