HMBS February 2023: HMBS Groundhog Sees His Shadow

In February, the HMBS new issue market saw its shadow on Groundhog Day, received no Valentines, and celebrated Millard Fillmore on President’s Day. HECM Mortgage-Backed Securities (“HMBS”) issuance fell in February to $507 million, falling for the tenth straight month. Only 58 pools were issued. Adjusting for day count, it was a repeat of the ten-year lows of January. This HMBS Winter of Discontent will be a long one.

February’s original (first participation) production fell sharply to $322 million, down from $347 million in January, $448 million in December, $516 million in November and less than one-fourth of April 2022’s record $1.4 billion in new issuance. Ginnie Mae/RMF (aka “Issuer 42”) issued no HMBS pools in February. While HMBS issuance set a new record in 2022, with nearly $14 billion issued, in the current market environment, HMBS issuers will not come anywhere near those numbers.

The 58 pools issued in February consisted of 22 first-participation or original pools and 36 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. With Issuer 42 abstaining from issuance, last month’s tail pool issuances totaled $185 million, well below the typical range.

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


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