Thursday, June 27, 2013

MBA Mortgage Applications - 6/26/13


TRADEX GLOBAL INTERNAL COMMENTARY



US mortgage applications fell 3% last week according to MBA. The refinance component fell 5% in the latest week and is continuing its trend of decreasing refinancings. MBA also reported a 2% rise in the “purchase” index from the previous week. The share of applications to refinance an existing mortgage was down to 67%, this is the lowest level we have seen in months. The average rate on a conforming 30 year fixed rate mortgages was 4.46%, the highest rate since August 2011, up from the previous week of 4.17%. I have been saying the greatest refinance wave in history was close to the end and with this report from MBA I am more convinced whoever could have refinanced or wanted to refinance had already done so. For all others it may be too late to take advantage of those rates from earlier in the year.  Owning IO (interest only) securities has been difficult, but now the upside to this positively convex security is looking very good. We are not seeing price appreciation so far this month, but we believe it is only a matter of a month or two before we see gains in IO's. We felt some pain in 2008 and were a little early to increase our IO allocation, but with more than a 100% return from our IO investments we were more than rewarded!!. The general improving fundamentals in real estate have been great for our non-agency RMBS and CMBS securities, although there was some volatility as the Fed announced “tapering”. We are constructive in both sectors and believe the bout of volatility was a good opportunity for our managers to add on to existing securities at slightly better prices. Keep nimble – Michael Beattie



EXTERNAL RESEARCH COMMENTARY



The total number of mortgage applications filed in the U.S. last week slipped 3% from the prior week as interest rates jumped, the Mortgage Bankers Association said Wednesday. The refinance index fell 5% for the week ended June 21 from the previous week, according to the weekly survey covering more than three-quarters of all U.S. residential-mortgage applications. MBA also reported the seasonally adjusted purchasing index rose 2% from a week earlier. Interest rates have increased in recent weeks amid stronger economic data, curbing some individuals' appetite to buy a new home. "Interest rates moved up sharply following the Federal Reserve's press conference last Wednesday where it was indicated that the Fed could begin tapering their asset purchases later this year," said Mike Fratantoni, MBA's vice president of research and economics. "Mortgage rates increased by the most in a single week since 2011, and refinance-application volume dropped to its lowest level in almost two years." The share of applications filed to refinance an existing mortgage decreased to 67%, the lowest level since July 2011, from the prior week's 69%. Adjustable-rate mortgages, or ARMs, made up 7% of total applications. The Home Affordable Refinance Program share of refinance applications slipped to 30% from 31% in the prior week. The average rate on 30-year fixed-rate mortgages with conforming loan balances increased to 4.46%, the highest rate since August 2011, from the prior week's 4.17%. Rates on similar mortgages with jumbo-loan balances rose to 4.52%, the highest rate since March 2012, from 4.23% a week earlier. The average rate on 30-year fixed-rate mortgages backed by the Federal Housing Administration jumped to 4.2%, the highest rate since August 2011, from 3.85% a week earlier. The average rate for 15-year fixed-rate mortgages climbed to 3.55%, the highest level since November 2011, from 3.3% a week earlier. The 5/1 ARM average rate rose to its highest level since October 2011, jumping to 3.06% from 2.81% a week earlier.
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