Production of jumbos and expanded-credit mortgages spiked while agency lending deflated.

Previously, Annaly was predominantly sourcing non-QMs from aggregators rather than directly from lenders.

The top contributor to both MBS is CrossCountry Mortgage.

The abandonment rate on calls to servicers jumped to 5.0% from 3.6% the week prior...

While Angel Oak issued a non-QM MBS during the second quarter, the REIT didn't participate in the securitization.

JMP said it sounds like “these actions” by the GSEs “primarily targeted nonbank wholesale channel lenders, of which UWM [United Wholesale Mortgage] and HMPT are among the largest.”

The bulk of the loans in the MBS were originated by New Residential's own lending unit, along with some from Caliber...

Annaly packaged newer non-QMs, MFA's deal is stocked with loans that have seasoned for about a year and Velocity focused on investment properties/small balance commercial.

Goldman's MBS is stocked with GSE-eligible mortgages on investment properties originated by nonbank mortgage giant Guaranteed Rate...

While numerous other issuers have rushed into the market with GSE-eligible loans in non-agency MBS, this is Chimera's first such deal of the year.