Agency MBS accounted for 25% of Chimera's portfolio at the end of 2019 and only 1% as of the end of September.

Quicken Loans and loanDepot were the other nonbanks among the top five sources of collateral for these deals...

Velocity resumed origination activity in September, funding $63 million of investment-property loans in October.

This summer, non-cash-flowing loans as a share of aggregate current balance of non-agency MBS ranged from around 5% of post-2010 prime non-agency MBS to as high as 26% for legacy deals...

Research published by AEI shows that, between 2014 and 2019, the average interest rate on jumbos was 29 bps lower than on agency loans.

Redwood locked $2.1 billion in mortgages during the third quarter but only acquired $176 million...

Loans in the $570.2 million MBS were originated by Citadel Servicing Corp. and have seasoned for an average of 20 months.

First Guaranty Mortgage Corp. restarted its Maverick non-QM program and New Residential Investment plans to resume non-QM lending shortly.

On Friday, Black Knight Financial released its forbearance tally, saying cases declined by 11,000 units for the seven-day period, ending October 20. Roughly, three million mortgagors remain in active COVID-related relief programs, the analytics firm noted.

The July-September cycle was the strongest production level since the second quarter of 2008, when ABS issuance hit $73.42 billion.