HMBS April 2024: Rates School April Fools

The HMBS new issue market bounced back in April, with HECM Mortgage-Backed Securities (“HMBS”) issuance totaling $503 million, $56 million higher than March’s $447 million. 89 pools were issued in April and 79 in March. HMBS issuance remains near historical lows with April’s volume being the 10th lowest monthly tally since 2010.

FAR was the top issuer in April with $155 million – $15 million more than March’s $140 million. Issuance from Longbridge increased by $18 million to $107 million. PHH and Mutual of Omaha issued $95 million and $88 million respectively. Ginnie Mae/RMF (aka “Issuer 42”) again issued no HMBS pools.

HMBS issuance set a record in 2022, with nearly $14 billion issued. Total volume for 2023 was less than half that, with $6.5 billion issued. 2024 is off to an even slower start, with total issuance through April totaling just $1.8 billion – $182 million lower than at this time last year, and $3.9 billion lower than at this time in 2022.

April’s original (first participation) production of $322 million was $54 million higher than March’s $268 million, though lower than that of April 2023, when approximately $379 million in original new HMBS pools were issued.

The 89 pools issued in April consisted of 20 first-participation or original pools, 67 tail pools, and 2 pools which included both new production and tails. Original pools are those HMBS pools backed by first participations in previously uncertificated HECM loans. Tail HMBS issuances are HMBS pools consisting of subsequent participations. Tails are not from new loans, but they do represent new amounts lent. Last month’s tail pool issuances totaled $180 million, below the typical range.

Notable in the April HMBS issuance data are 25 pools with aggregate pool size less than $1 million. Issuers are taking advantage of Ginnie Mae’s provision to issue pools as small as $250,000. This represents $13.6 million of UPB that may not otherwise have been issued in April. Ginnie Mae issued APM 23-11 in September which allows participations from the same loan to be pooled more than once in the same month. The aggregate of participations pooled in April for which more than one participation from the same loan was pooled is $63.1 million, of which $1.7 million were first participations.

New View Advisors compiled this data from publicly available Ginnie Mae data as well as private sources.


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