I have never seen one marked in this way, but I guess it is not an official marking. It is probably a way for an individual unit to keep track of their issued M9's.
I guess HM would be an abbreviation for a unit or military base somewhere.
Just my two cents
EDIT: Found an entry on Wikipedia in the section of the Nike-Ajax AA missiles. ".... those starting with HM were in the Homestead AFB/Miami Defense Area, ...."
So HM could possibly stand for Homestead Miami, but this is just a wild guess ;)