Sorry but I have what feels like a silly question. I work for a non-depository mortgage company. Previously we always indicated HUD as our supervisory agency in our HMDA submission.

I went back through the rule and it was not abundantly clear to me whether we should be indicating HUD or the CFPB as the supervisory agency in 2018.

Any clarification for what is probably obvious and I am just missing would be appreciated.

It should still be HUD. According to Appendix G of the old HMDA Getting it Right guide, the CFPB is only for "all institutions with total assets of greater than $10 billion and their affiliates". I'm not aware that anything changed with the 2018 updates.