Attachment D - Issuance Q4 2025.xlsx
XLSX spreadsheet 18 KB Posted
- Attached to
- Mortgage Prepayment Reports
- Solicitation number
- FHF-26-Q-0046
- Issued by
-
Federal Housing Finance Agency
About this file
This is a data attachment containing mortgage loan portfolio statistics for Q4 2025, organized by interest rate bands and comparing performance between Fannie Mae (FNM) and Freddie Mac (FRE) loans. The spreadsheet presents comprehensive loan-level metrics across ten interest rate ranges from 3.00% to 7.50%, plus an aggregate "All Loans" column, tracking a total of 507,607 loans with an aggregate unpaid principal balance (UPB) of $181.04 billion.
The data includes loan counts, UPB in billions, and production volume percentages for each rate band and institution. Key borrower and loan characteristics are provided, including weighted average (WA) note rates, loan age in months, FICO scores, and loan-to-value (LTV) ratios. Performance metrics track the percentage of loans with FICO scores above 740, LTV ratios exceeding 80%, DTI ratios above 40%, and loans with FICO scores below 580. The portfolio composition is further segmented by loan purpose (purchase, rate/term refinance, cash-out refinance), property type (owner-occupied, second home, investor), with percentages provided for each category across all rate bands, enabling detailed comparative analysis of loan performance and risk characteristics between the two government-sponsored mortgage enterprises.
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Other files
| File | Type | Posted |
|---|---|---|
| Questions and Answers.pdf | ||
| Attachment B - Terms and Conditions.pdf | ||
| Attachment D - Vintage Comparison Q4 2025.xlsx | XLSX spreadsheet | |
| Attachment D - WAC_to_Coupon_Comparison.xlsx | XLSX spreadsheet | |
| Attachment A - Statement of Work.pdf | ||
| Attachment D - 30-year Prepayment Line and Bar Charts 1-month CPR.xlsx | XLSX spreadsheet | |
| Attachment D - 30-year Prepayment Line and Bar Charts Fastest Quartile Based on 3-month CPR.xlsx | XLSX spreadsheet | |
| Attachment D - Quartiles Q4 2025.xlsx | XLSX spreadsheet | |
| Request for Quotation.pdf | ||
| Attachment B - Terms and Conditions.pdf | ||
| Attachment C - Pricing Worksheet.xlsx | XLSX spreadsheet |
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Text version
Sheet1
| 3.00% | 3.50% | 4.00% | 4.50% | 5.00% | 5.50% | 6.00% | 6.50% | 7.00% | 7.50% | All Loans | ||||||||||||
| FNM | FRE | FNM | FRE | FNM | FRE | FNM | FRE | FNM | FRE | FNM | FRE | FNM | FRE | FNM | FRE | FNM | FRE | FNM | FRE | FNM | FRE | |
| Loan Count | 27 | 10 | 1,421 | 592 | 2,190 | 2,209 | 13,791 | 10,004 | 83,945 | 87,212 | 83,748 | 113,026 | 33,817 | 47,956 | 10,434 | 11,738 | 2,407 | 2,597 | 284 | 199 | 232,064 | 275,543 |
| UPB (billions) | 0.01 | 0.00 | 0.55 | 0.25 | 0.93 | 0.95 | 5.07 | 3.77 | 31.26 | 33.39 | 29.47 | 40.38 | 10.67 | 16.35 | 3.04 | 3.40 | 0.70 | 0.71 | 0.07 | 0.07 | 81.78 | 99.26 |
| % of Production Volume | 0.00 | 0.00 | 0.70 | 0.20 | 1.10 | 1.00 | 6.20 | 3.80 | 38.20 | 33.60 | 36.10 | 40.60 | 13.10 | 16.40 | 3.70 | 3.40 | 0.90 | 0.70 | 0.10 | 0.10 | 100.00 | 100.00 |
| WA Note Rate (%) | 3.99 | 3.99 | 4.32 | 4.38 | 4.96 | 4.96 | 5.45 | 5.51 | 6.03 | 6.02 | 6.49 | 6.48 | 6.91 | 6.90 | 7.36 | 7.37 | 7.81 | 7.85 | 8.34 | 8.23 | 6.32 | 6.38 |
| WA Loan Age (mos.) | 2 | 2 | 2 | 1 | 2 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 4 | 1 | 1 |
| WA FICO | 782 | 768 | 765 | 765 | 763 | 763 | 766 | 765 | 767 | 768 | 757 | 761 | 738 | 746 | 719 | 724 | 704 | 717 | 703 | 716 | 757 | 760 |
| WA LTV | 0.78 | 0.75 | 0.81 | 0.79 | 0.82 | 0.81 | 0.76 | 0.75 | 0.76 | 0.76 | 0.79 | 0.78 | 0.8 | 0.79 | 0.8 | 0.79 | 0.78 | 0.79 | 0.78 | 0.8 | 0.78 | 0.77 |
| %FICO<680 | 0.00 | 0.00 | 3.00 | 3.00 | 3.00 | 4.00 | 3.00 | 4.00 | 3.00 | 3.00 | 5.00 | 4.00 | 13.00 | 9.00 | 24.00 | 22.00 | 38.00 | 29.00 | 41.00 | 32.00 | 6.00 | 5.00 |
| %FICO>740 | 94.00 | 68.00 | 77.00 | 77.00 | 76.00 | 75.00 | 79.00 | 78.00 | 81.00 | 81.00 | 71.00 | 74.00 | 53.00 | 59.00 | 39.00 | 41.00 | 31.00 | 38.00 | 30.00 | 37.00 | 71.00 | 73.00 |
| %LTV>80 | 32.00 | 27.00 | 47.00 | 44.00 | 48.00 | 49.00 | 34.00 | 33.00 | 35.00 | 34.00 | 43.00 | 42.00 | 44.00 | 42.00 | 41.00 | 35.00 | 25.00 | 28.00 | 23.00 | 31.00 | 40.00 | 38.00 |
| %FICO<680 & LTV>80 | 0.00 | 0.00 | 1.00 | 1.00 | 1.00 | 2.00 | 1.00 | 1.00 | 1.00 | 1.00 | 2.00 | 1.00 | 4.00 | 3.00 | 6.00 | 6.00 | 4.00 | 3.00 | 1.00 | 5.00 | 2.00 | 1.00 |
| %DTI>40 | 27.00 | 71.00 | 48.00 | 49.00 | 48.00 | 48.00 | 43.00 | 46.00 | 42.00 | 43.00 | 47.00 | 47.00 | 52.00 | 50.00 | 56.00 | 53.00 | 54.00 | 52.00 | 53.00 | 58.00 | 46.00 | 46.00 |
| %Purchase | 100.00 | 100.00 | 100.00 | 99.00 | 98.00 | 98.00 | 72.00 | 70.00 | 60.00 | 63.00 | 73.00 | 77.00 | 71.00 | 76.00 | 58.00 | 64.00 | 42.00 | 52.00 | 46.00 | 67.00 | 68.00 | 71.00 |
| %Rate/Term | 0.00 | 0.00 | 0.00 | 1.00 | 2.00 | 2.00 | 25.00 | 27.00 | 34.00 | 32.00 | 18.00 | 15.00 | 12.00 | 9.00 | 12.00 | 7.00 | 11.00 | 7.00 | 6.00 | 5.00 | 23.00 | 20.00 |
| %Cash out | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.00 | 3.00 | 6.00 | 5.00 | 9.00 | 8.00 | 17.00 | 14.00 | 29.00 | 29.00 | 47.00 | 41.00 | 48.00 | 28.00 | 9.00 | 9.00 |
| %Owner Occupied | 100.00 | 100.00 | 99.00 | 100.00 | 98.00 | 98.00 | 96.00 | 98.00 | 98.00 | 98.00 | 95.00 | 95.00 | 91.00 | 91.00 | 83.00 | 77.00 | 76.00 | 64.00 | 56.00 | 53.00 | 95.00 | 95.00 |
| %Second Home | 0.00 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 1.00 | 1.00 | 1.00 | 0.00 | 2.00 | 1.00 | 2.00 | 3.00 | 6.00 | 7.00 | 10.00 | 12.00 | 18.00 | 17.00 | 1.00 | 1.00 |
| %Investor | 0.00 | 0.00 | 1.00 | 0.00 | 1.00 | 2.00 | 3.00 | 2.00 | 1.00 | 1.00 | 3.00 | 4.00 | 6.00 | 6.00 | 11.00 | 16.00 | 14.00 | 23.00 | 26.00 | 30.00 | 3.00 | 4.00 |
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