HMBS December 2022: Christmas Ghosts Change Places

HECM Mortgage-Backed Securities (“HMBS”) issuance fell in December to $742 million, falling for the eighth straight month. For the reverse mortgage industry, Dickens’ Christmas ghosts seem to have changed places: the good times represented by the jolly Ghost of Christmas Present are gone, the future looks like the HECM market of decades past, with higher interest rates and lower volumes, and the present is best represented by the scary Ghost of Christmas Future. However, in its recent annual report, FHA provided some good news: the HECM program is fiscally sound. Surely Tiny HECM will live?

On November 30, Reverse Mortgage Funding (“RMF”), the largest HMBS issuer of record, filed for bankruptcy. As a result, Ginnie Mae acquired RMF’s HMBS portfolio. Ginnie Mae/RMF issued 16 pools in December totaling $117 million. The fate of this large HMBS portfolio is still unclear at this time.

HMBS issuance set a new record in 2022, with nearly $14 billion issued. HMBS issuance totaled just under $13.2 billion for 2021. However, in the current market environment, HMBS issuers will be hard pressed to come near those numbers in 2023.

December’s original (first participation) production fell to $448 million, down from $516 million in November and less than one-third of April’s record $1.4 billion in new issuance. December’s original new loan pool production was also much less than that of December 2021, when approximately $1.14 billion in original new HMBS pools were issued.

80 pools were issued in December, one of the lowest new pool counts in years. These 80 pools consisted of 29 first-participation or original pools and 51 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 issuances totaled $294 million, above the typical range.

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


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