HMBS November 2024: HMBS Issuers Thankful for HMBS 2.0 and MMI Health

HECM Mortgage-Backed Securities (“HMBS”) issuance in November totaled $583 million, $15 million lower than October’s $598 million. 71 pools were issued in November, seven fewer than October.

FAR was the top issuer again in November with $156 million – $14 million less than October’s $170 million. Issuance from Longbridge increased to $149 million from $125 million. Mutual of Omaha issuance decreased by $42 million to $109 million. PHH issued $98 million – a $10 million increase from last month’s $88 million. Ginnie Mae/RMF (aka “Issuer 42”) again issued no HMBS pools.

November’s original (first participation) production of $412 million was $67 million higher than October’s $345 million and $62 million higher than September’s $350 million.

HMBS issuance set a record in 2022, with nearly $14 billion issued. Total issuance for 2023 was approximately $6.5 billion. 2024 total issuance through November totals $5.4 billion – $557 million lower than at this time last year and $7.8 billion lower than at this time in 2022. However, on November 25th Ginnie Mae circulated its final Term Sheet for their “HMBS 2.0” program, whereby certain non-active loans that have UPBs in excess of 98% of Maximum Claim Amount can be pooled. If implemented, HMBS 2.0 will increase HMBS issuance substantially by financing most mandatory buyouts, which have been running over $400 million per month, according to Recursion.

The 71 pools issued in November consisted of 23 first-participation or original pools and 48 tail pools. 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 issuance totaled $170 million compared to October’s $248 million. Keep in mind, however, that in October Mutual of Omaha issued tail pools, totaling $88 million, for the first time in 4 months.

Notable in the November HMBS issuance data are 15 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 $8.4 million of UPB that may not otherwise have been issued in November. Ginnie Mae issued APM 23-11 a year ago, which allows participations from the same loan to be pooled more than once in the same month. The aggregate of participations pooled in November for which more than one participation from the same loan was pooled is $63.4 million, of which $8.8 million were first participations.

Two weeks ago, FHA released its series of annual reports on the health of its Mutual Mortgage Insurance Fund (“MMI”). In these reports, FHA revealed that the HECM portion of the MMI fund not only has a very strong capital position, with capital exceeding 12 times the required amount, but actually is profiting from the mandatory buyouts to the point where its expected losses are negative. We discussed this at length in our previous blog entry.

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


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