Attachment D - WAC_to_Coupon_Comparison.xlsx

XLSX spreadsheet 239 KB Posted May 20, 2026

Attached to: Mortgage Prepayment Reports
Solicitation number: FHF-26-Q-0046
Issued by: Federal Housing Finance Agency

About this file

Written by GovTribe AI · May 20, 2026

This is a pricing comparison spreadsheet (Attachment D) that compares Weighted Average Coupon (WAC) rates to coupon values. The document appears to serve as a reference tool or analytical template for evaluating mortgage pricing structures, likely in support of the FHFA's Mortgage Prepayment Reports solicitation (FHF-26-Q-0046). The spreadsheet format enables side-by-side comparison of WAC metrics against corresponding coupon benchmarks, which would be relevant for analyzing and reporting on loan origination and prepayment performance data for mortgages guaranteed by Fannie Mae and Freddie Mac.

As an appendix to the solicitation, this attachment provides technical guidance or baseline data that contractors should reference when developing the quarterly reports required under this firm-fixed-price commercial items acquisition. The comparison data supports the contractor's ability to deliver accurate, commercially-based analysis of mortgage performance metrics, which will be used by FHFA internally and potentially shared with other government agencies or the public.

View the file

Other files

File	Type	Posted
Questions and Answers.pdf	PDF	Jun 4, 2026
Attachment B - Terms and Conditions.pdf	PDF	Jun 4, 2026
Attachment D - Vintage Comparison Q4 2025.xlsx	XLSX spreadsheet	May 20, 2026
Request for Quotation.pdf	PDF	May 20, 2026
Attachment B - Terms and Conditions.pdf	PDF	May 20, 2026
Attachment C - Pricing Worksheet.xlsx	XLSX spreadsheet	May 20, 2026
Attachment D - Issuance Q4 2025.xlsx	XLSX spreadsheet	May 20, 2026
Attachment A - Statement of Work.pdf	PDF	May 20, 2026
Attachment D - 30-year Prepayment Line and Bar Charts 1-month CPR.xlsx	XLSX spreadsheet	May 20, 2026
Attachment D - 30-year Prepayment Line and Bar Charts Fastest Quartile Based on 3-month CPR.xlsx	XLSX spreadsheet	May 20, 2026
Attachment D - Quartiles Q4 2025.xlsx	XLSX spreadsheet	May 20, 2026

Show all 11

On GovTribe

Work with this file

Download the original file
Contacts named in this file
Similar government files
Ask GovTribe AI about this file

Try for free Login

Text version

The file's text, extracted by GovTribe without its formatting.

30-year TBA 1.5

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20
Mar-20
Apr-20
May-20
Jun-20	1.12
Jul-20		1.11
Aug-20	1.09	1.09
Sep-20	1.06	1.08
Oct-20	1.03	1.07
Nov-20	1.03	1.05
Dec-20	1.04	1.04
Jan-21	1.02	1.04
Feb-21	1.02	1.03
Mar-21	1	1.02
Apr-21	0.97	1.03
May-21	0.94	1.03
Jun-21	0.98	1.01
Jul-21	0.98	0.99
Aug-21	0.94	0.97
Sep-21	0.88	0.92
Oct-21	0.9	0.91
Nov-21	0.9	0.87
Dec-21	0.85	0.88
Jan-22	0.77	0.84
Feb-22	0.88	0.91
Mar-22	1.01	1.01
Apr-22	0.95	0.98
May-22	0.78	1.04
Jun-22
Jul-22	0.63
Aug-22
Sep-22
Oct-22
Nov-22
Dec-22
Jan-23
Feb-23
Mar-23
Apr-23
May-23
Jun-23
Jul-23
Aug-23
Sep-23
Oct-23
Nov-23
Dec-23
Jan-24
Feb-24
Mar-24
Apr-24
May-24
Jun-24
Jul-24
Aug-24
Sep-24
Oct-24
Nov-24
Dec-24
Jan-25
Feb-25
Mar-25
Apr-25
May-25
Jun-25
Jul-25
Aug-25
Sep-25
Oct-25
Nov-25
Dec-25
Jan-26

30-year TBA 1.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 2.0

factor_date	Fannie Mae	Freddie Mac
Jan-20	1.06	1.1
Feb-20	1.05
Mar-20	1.1
Apr-20	1.08	1.1
May-20	1.02	0.98
Jun-20	1.04	1.03
Jul-20	1.02	1.03
Aug-20	0.99	1.01
Sep-20	0.95	0.97
Oct-20	0.91	0.92
Nov-20	0.9	0.91
Dec-20	0.9	0.9
Jan-21	0.88	0.9
Feb-21	0.86	0.88
Mar-21	0.82	0.86
Apr-21	0.79	0.85
May-21	0.79	0.86
Jun-21	0.85	0.88
Jul-21	0.9	0.92
Aug-21	0.91	0.92
Sep-21	0.89	0.9
Oct-21	0.85	0.86
Nov-21	0.84	0.83
Dec-21	0.86	0.86
Jan-22	0.9	0.91
Feb-22	0.93	0.94
Mar-22	0.95	0.97
Apr-22	0.93	0.96
May-22	0.88	0.96
Jun-22	0.86	0.92
Jul-22	0.86	0.92
Aug-22	0.88	0.94
Sep-22	0.84	0.88
Oct-22	0.83	0.92
Nov-22	0.8	0.95
Dec-22		0.78
Jan-23
Feb-23		0.89
Mar-23
Apr-23		0.83
May-23
Jun-23
Jul-23
Aug-23
Sep-23	0.75
Oct-23
Nov-23		0.77
Dec-23		0.68
Jan-24
Feb-24		0.67
Mar-24	0.75
Apr-24	0.55
May-24
Jun-24
Jul-24
Aug-24
Sep-24
Oct-24
Nov-24
Dec-24
Jan-25
Feb-25
Mar-25
Apr-25
May-25
Jun-25
Jul-25
Aug-25
Sep-25
Oct-25
Nov-25
Dec-25
Jan-26

30-year TBA 2.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 2.5

factor_date	Fannie Mae	Freddie Mac
Jan-20	1.01	0.98
Feb-20	1.02	0.99
Mar-20	1.04	1.01
Apr-20	1.01	0.99
May-20	0.92	0.93
Jun-20	0.9	0.9
Jul-20	0.88	0.88
Aug-20	0.87	0.88
Sep-20	0.86	0.87
Oct-20	0.83	0.86
Nov-20	0.84	0.87
Dec-20	0.85	0.87
Jan-21	0.8	0.84
Feb-21	0.75	0.78
Mar-21	0.69	0.66
Apr-21	0.58	0.57
May-21	0.72	0.69
Jun-21	0.77	0.76
Jul-21	0.8	0.8
Aug-21	0.79	0.79
Sep-21	0.79	0.77
Oct-21	0.76	0.74
Nov-21	0.7	0.67
Dec-21	0.75	0.72
Jan-22	0.79	0.77
Feb-22	0.8	0.78
Mar-22	0.82	0.83
Apr-22	0.88	0.87
May-22	0.84	0.91
Jun-22	0.66	0.78
Jul-22	0.61	0.73
Aug-22	0.68	0.86
Sep-22	0.72	0.86
Oct-22	0.65	0.88
Nov-22	0.56	0.86
Dec-22	0.79	0.85
Jan-23	0.7	0.81
Feb-23	0.67	0.86
Mar-23	0.53	0.89
Apr-23	0.7	0.86
May-23	0.63	0.8
Jun-23	0.59	1.02
Jul-23	0.77	0.85
Aug-23		0.87
Sep-23		0.87
Oct-23
Nov-23		0.94
Dec-23
Jan-24
Feb-24	0.78	0.69
Mar-24
Apr-24	0.41
May-24	0.7
Jun-24
Jul-24		0.92
Aug-24
Sep-24
Oct-24
Nov-24
Dec-24
Jan-25
Feb-25
Mar-25
Apr-25
May-25
Jun-25
Jul-25
Aug-25
Sep-25
Oct-25
Nov-25
Dec-25
Jan-26

30-year TBA 2.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 3.0

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.84	0.86
Feb-20	0.85	0.86
Mar-20	0.87	0.86
Apr-20	0.86	0.85
May-20	0.84	0.86
Jun-20	0.79	0.8
Jul-20	0.83	0.83
Aug-20	0.81	0.87
Sep-20	0.86	0.89
Oct-20	0.76	0.87
Nov-20	0.64	0.84
Dec-20	0.77	0.79
Jan-21	0.58	0.84
Feb-21	0.59	0.7
Mar-21	0.59	0.61
Apr-21	0.51	0.52
May-21	0.72	0.59
Jun-21	0.78	0.81
Jul-21	0.79	0.68
Aug-21	0.73	0.68
Sep-21	0.72	0.65
Oct-21	0.66	0.64
Nov-21	0.59	0.56
Dec-21	0.72	0.6
Jan-22	0.74	0.69
Feb-22	0.65	0.58
Mar-22	0.7	0.67
Apr-22	0.82	0.77
May-22	0.77	0.8
Jun-22	0.66	0.81
Jul-22	0.63	0.75
Aug-22	0.6	0.85
Sep-22	0.64	0.87
Oct-22	0.57	0.86
Nov-22	0.53	0.89
Dec-22	0.67	0.93
Jan-23	0.74	0.91
Feb-23	0.61	0.89
Mar-23	0.64	0.91
Apr-23	0.69	0.78
May-23	0.72	0.82
Jun-23	0.7	0.75
Jul-23	0.75	0.75
Aug-23	0.72	0.78
Sep-23	0.72	0.77
Oct-23	0.69	0.74
Nov-23	0.72	1.02
Dec-23	0.75
Jan-24	0.55
Feb-24
Mar-24
Apr-24	0.42
May-24	0.74
Jun-24
Jul-24
Aug-24
Sep-24
Oct-24
Nov-24
Dec-24
Jan-25
Feb-25
Mar-25		0.86
Apr-25		0.88
May-25
Jun-25
Jul-25
Aug-25
Sep-25
Oct-25
Nov-25	0.99	0.99
Dec-25	0.98
Jan-26

30-year TBA 3.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 3.5

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.77	0.82
Feb-20	0.8	0.82
Mar-20	0.78	0.76
Apr-20	0.78	0.74
May-20	0.84	0.89
Jun-20	0.72	0.82
Jul-20	0.79	0.78
Aug-20	0.63	0.79
Sep-20	0.63	0.67
Oct-20	0.65	0.78
Nov-20	0.71	0.69
Dec-20	0.75	0.77
Jan-21	0.72	0.81
Feb-21	0.84	0.88
Mar-21	0.86	0.84
Apr-21	0.88	0.8
May-21	0.88	0.82
Jun-21	0.87	0.83
Jul-21	0.87	0.85
Aug-21	0.88	0.84
Sep-21	0.88	0.81
Oct-21	0.88	0.85
Nov-21	0.84	0.8
Dec-21	0.82	0.74
Jan-22	0.78	0.77
Feb-22	0.71	0.62
Mar-22	0.68	0.62
Apr-22	0.72	0.65
May-22	0.67	0.64
Jun-22	0.67	0.75
Jul-22	0.7	0.8
Aug-22	0.64	0.85
Sep-22	0.81	0.89
Oct-22	0.75	0.95
Nov-22	0.54	0.87
Dec-22	0.53	0.81
Jan-23	0.58	0.79
Feb-23	0.56	0.79
Mar-23	0.6	0.86
Apr-23	0.56	0.84
May-23	0.63	0.84
Jun-23	0.65	0.84
Jul-23	0.66	0.88
Aug-23	0.84	0.9
Sep-23	0.74	0.95
Oct-23	0.71	0.91
Nov-23	0.89	0.91
Dec-23	0.98	0.98
Jan-24	0.94	0.99
Feb-24	0.97	0.96
Mar-24	0.62	0.89
Apr-24	0.41	1.03
May-24	0.67
Jun-24	0.25	0.83
Jul-24	0.92	0.86
Aug-24	0.91
Sep-24	0.98
Oct-24	1	0.86
Nov-24	0.89	0.89
Dec-24	0.85	0.86
Jan-25	0.91	0.86
Feb-25	0.92	0.91
Mar-25	0.9	0.89
Apr-25	0.92	0.92
May-25	0.96	0.93
Jun-25	0.85	0.97
Jul-25	0.88	0.95
Aug-25	0.86	0.9
Sep-25	0.87	0.85
Oct-25	0.79	0.88
Nov-25	0.85	0.9
Dec-25	0.82	0.83
Jan-26	0.79	0.9

30-year TBA 3.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 4.0

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.81	0.81
Feb-20	0.76	0.78
Mar-20	0.7	0.72
Apr-20	0.75	0.68
May-20	0.79	0.83
Jun-20	0.71	0.78
Jul-20	0.8	0.79
Aug-20	0.77	0.78
Sep-20	0.77	0.85
Oct-20	0.77	0.89
Nov-20	0.81	0.85
Dec-20	0.79	0.83
Jan-21	0.76	0.85
Feb-21	0.8	0.87
Mar-21	0.82	0.88
Apr-21	0.76	0.77
May-21	0.83	0.82
Jun-21	0.74	0.88
Jul-21	0.75	0.8
Aug-21	0.82	0.79
Sep-21	0.81	0.78
Oct-21	0.82	0.78
Nov-21	0.79	0.76
Dec-21	0.8	0.73
Jan-22	0.78	0.75
Feb-22	0.83	0.76
Mar-22	0.77	0.62
Apr-22	0.66	0.63
May-22	0.61	0.6
Jun-22	0.8	0.72
Jul-22	0.85	0.86
Aug-22	0.89	0.92
Sep-22	0.95	0.96
Oct-22	0.87	0.95
Nov-22	0.76	0.86
Dec-22	0.61	0.76
Jan-23	0.64	0.86
Feb-23	0.72	0.81
Mar-23	0.77	0.9
Apr-23	0.75	0.93
May-23	0.86	0.95
Jun-23	0.89	0.95
Jul-23	0.91	0.95
Aug-23	0.92	0.96
Sep-23	0.91	0.91
Oct-23	0.88	0.95
Nov-23	0.88	0.93
Dec-23	0.67	0.92
Jan-24	0.77	0.92
Feb-24	0.91	0.96
Mar-24	0.81	0.87
Apr-24	0.83	0.94
May-24	0.84	0.96
Jun-24	0.9	0.94
Jul-24	0.82	0.97
Aug-24	0.92	0.97
Sep-24	0.98	0.97
Oct-24	0.96	0.96
Nov-24	0.87	0.96
Dec-24	0.93	0.92
Jan-25	0.93	0.91
Feb-25	0.94	0.92
Mar-25	0.95	0.95
Apr-25	0.94	0.93
May-25	0.94	0.95
Jun-25	0.93	0.95
Jul-25	0.94	0.95
Aug-25	0.96	0.94
Sep-25	0.95	0.96
Oct-25	0.92	0.94
Nov-25	0.96	0.96
Dec-25	0.96	0.96
Jan-26	0.95	0.96

30-year TBA 4.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 4.5

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.68	0.73
Feb-20	0.67	0.73
Mar-20	0.68	0.72
Apr-20	0.75	0.66
May-20	0.76	0.83
Jun-20	0.68	0.75
Jul-20	0.63	0.64
Aug-20	0.65	0.67
Sep-20	0.6	0.74
Oct-20	0.61	0.79
Nov-20	0.54	0.79
Dec-20	0.54	0.5
Jan-21	0.46	0.41
Feb-21	0.53	0.46
Mar-21	0.58	0.6
Apr-21	0.75	0.88
May-21	0.78	0.48
Jun-21	0.71	0.77
Jul-21		0.46
Aug-21	0.72	0.49
Sep-21	0.76	0.57
Oct-21		0.53
Nov-21	0.83	0.52
Dec-21	0.73	0.58
Jan-22	0.87
Feb-22	0.54	0.53
Mar-22	0.54	0.5
Apr-22	0.63	0.7
May-22	0.55	0.66
Jun-22	0.83	0.68
Jul-22	0.87	0.81
Aug-22	0.93	0.88
Sep-22	0.94	0.94
Oct-22	0.85	0.92
Nov-22	0.68	0.75
Dec-22	0.55	0.69
Jan-23	0.64	0.77
Feb-23	0.8	0.85
Mar-23	0.86	0.94
Apr-23	0.9	0.97
May-23	0.92	0.99
Jun-23	0.95	0.99
Jul-23	0.96	1
Aug-23	0.95	0.99
Sep-23	0.94	0.96
Oct-23	0.95	0.96
Nov-23	0.87	0.95
Dec-23	0.72	0.96
Jan-24	0.93	0.96
Feb-24	0.96	0.96
Mar-24	0.94	0.98
Apr-24	0.88	0.99
May-24	0.87	0.94
Jun-24	0.9	0.95
Jul-24	0.91	0.94
Aug-24	0.96	0.95
Sep-24	0.96	0.95
Oct-24	0.98	0.97
Nov-24	1.02	1.03
Dec-24	1.03	1.02
Jan-25	1.02	0.99
Feb-25	0.98	0.99
Mar-25	0.96	0.93
Apr-25	0.95	0.94
May-25	0.97	0.96
Jun-25	0.9	0.94
Jul-25	0.91	0.93
Aug-25	0.96	0.95
Sep-25	0.95	0.95
Oct-25	0.8	0.95
Nov-25	0.98	1
Dec-25	0.94	1
Jan-26	0.95	1.02

30-year TBA 4.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 5.0

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.61	0.6
Feb-20	0.75	0.67
Mar-20	0.79	0.71
Apr-20	0.74	0.72
May-20	0.8	0.81
Jun-20	0.8	0.81
Jul-20	0.65	0.7
Aug-20	0.72	0.68
Sep-20	0.48	0.67
Oct-20	0.68	0.62
Nov-20	0.64	0.66
Dec-20	0.57	0.75
Jan-21	0.58	0.53
Feb-21	0.41	0.61
Mar-21	0.36	0.53
Apr-21	0.51
May-21	0.57	0.4
Jun-21		0.6
Jul-21	0.38	0.42
Aug-21	0.34	0.66
Sep-21		0.27
Oct-21
Nov-21	0.5	0.38
Dec-21
Jan-22
Feb-22		0.39
Mar-22		0.25
Apr-22		0.57
May-22	0.57	0.48
Jun-22	0.83	0.7
Jul-22	0.86	0.78
Aug-22	0.9	0.8
Sep-22	0.91	0.9
Oct-22	0.78	0.83
Nov-22	0.64	0.64
Dec-22	0.64	0.7
Jan-23	0.81	0.84
Feb-23	0.92	0.91
Mar-23	0.94	0.94
Apr-23	0.95	0.95
May-23	0.95	0.97
Jun-23	0.96	0.98
Jul-23	0.96	0.97
Aug-23	0.97	0.98
Sep-23	0.97	0.97
Oct-23	0.94	0.96
Nov-23	0.79	0.92
Dec-23	0.81	0.9
Jan-24	0.88	0.91
Feb-24	0.94	0.97
Mar-24	0.99	1.02
Apr-24	1	1.02
May-24	0.95	1.01
Jun-24	0.96	0.99
Jul-24	0.96	0.97
Aug-24	0.95	0.98
Sep-24	0.99	0.99
Oct-24	1.03	1.02
Nov-24	1.02	1.02
Dec-24	1.02	1.01
Jan-25	1.01	1.01
Feb-25	0.99	0.98
Mar-25	0.99	0.98
Apr-25	0.94	0.98
May-25	0.97	0.99
Jun-25	0.99	1
Jul-25	0.98	0.98
Aug-25	0.98	0.98
Sep-25	0.97	0.98
Oct-25	0.99	1
Nov-25	1.02	1.02
Dec-25	1.03	1.01
Jan-26	1.02	1.02

30-year TBA 5.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 5.5

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20	0.88	0.75
Mar-20	0.58	0.69
Apr-20	0.41	0.61
May-20	0.52	0.53
Jun-20	0.66	0.55
Jul-20
Aug-20		0.56
Sep-20
Oct-20
Nov-20
Dec-20
Jan-21
Feb-21
Mar-21	0.46
Apr-21
May-21		0.8
Jun-21
Jul-21
Aug-21		0.61
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22	0.74	0.72
Jul-22	0.71	0.69
Aug-22	0.85	0.7
Sep-22	0.93	0.89
Oct-22	0.74	0.7
Nov-22	0.58	0.52
Dec-22	0.76	0.7
Jan-23	0.95	0.91
Feb-23	0.97	0.94
Mar-23	0.95	0.92
Apr-23	0.94	0.94
May-23	0.95	0.97
Jun-23	0.95	0.98
Jul-23	0.94	0.96
Aug-23	0.96	0.97
Sep-23	0.96	0.95
Oct-23	0.97	0.96
Nov-23	0.89	0.93
Dec-23	0.91	0.93
Jan-24	0.95	0.95
Feb-24	1	1
Mar-24	1.02	1
Apr-24	1.02	1.01
May-24	1.02	1.02
Jun-24	1.03	1.02
Jul-24	1.03	1.01
Aug-24	1.04	1.02
Sep-24	1.04	1.02
Oct-24	1.03	1.03
Nov-24	1.02	1.02
Dec-24	1.01	1
Jan-25	1	1
Feb-25	0.99	0.97
Mar-25	1	0.99
Apr-25	1.01	1
May-25	1.02	0.99
Jun-25	0.96	0.99
Jul-25	0.99	0.97
Aug-25	1	0.99
Sep-25	1.02	0.99
Oct-25	1.02	1
Nov-25	1	0.99
Dec-25	0.99	0.97
Jan-26	0.99	0.98

30-year TBA 5.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 6.0

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.52	0.45
Feb-20
Mar-20		0.37
Apr-20	0.35
May-20
Jun-20	0.39	0.52
Jul-20
Aug-20
Sep-20
Oct-20
Nov-20
Dec-20
Jan-21
Feb-21
Mar-21
Apr-21
May-21		0.38
Jun-21
Jul-21
Aug-21		0.58
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22
Jul-22	0.73	0.71
Aug-22	0.85	0.72
Sep-22	0.9	0.85
Oct-22	0.86	0.73
Nov-22	0.61	0.61
Dec-22	0.81	0.67
Jan-23	0.95	0.92
Feb-23	0.96	0.93
Mar-23	0.95	0.87
Apr-23	0.92	0.91
May-23	0.91	0.93
Jun-23	0.91	0.93
Jul-23	0.89	0.9
Aug-23	0.92	0.92
Sep-23	0.9	0.88
Oct-23	0.92	0.91
Nov-23	0.86	0.89
Dec-23	0.93	0.93
Jan-24	0.96	0.96
Feb-24	0.99	0.97
Mar-24	0.97	0.96
Apr-24	0.98	0.97
May-24	0.97	0.98
Jun-24	0.97	0.97
Jul-24	0.98	0.97
Aug-24	0.99	0.98
Sep-24	0.99	0.97
Oct-24	0.98	0.98
Nov-24	0.97	0.97
Dec-24	0.96	0.95
Jan-25	0.95	0.95
Feb-25	0.91	0.89
Mar-25	0.94	0.92
Apr-25	0.94	0.93
May-25	0.91	0.89
Jun-25	0.79	0.86
Jul-25	0.86	0.86
Aug-25	0.9	0.88
Sep-25	0.91	0.88
Oct-25	0.89	0.89
Nov-25	0.9	0.88
Dec-25	0.92	0.9
Jan-26	0.9	0.92

30-year TBA 6.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 6.5

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20
Mar-20
Apr-20
May-20
Jun-20
Jul-20
Aug-20
Sep-20
Oct-20
Nov-20
Dec-20
Jan-21
Feb-21
Mar-21
Apr-21
May-21
Jun-21
Jul-21
Aug-21
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22
Jul-22		0.41
Aug-22
Sep-22	0.75
Oct-22	0.74	0.41
Nov-22	0.56	0.49
Dec-22	0.7	0.52
Jan-23	0.94	0.92
Feb-23	0.96	0.93
Mar-23	0.94	0.88
Apr-23	0.96	0.95
May-23	0.92	0.95
Jun-23	0.82	0.91
Jul-23	0.87	0.93
Aug-23	0.86	0.89
Sep-23	0.81	0.83
Oct-23	0.91	0.9
Nov-23	0.87	0.87
Dec-23	0.92	0.91
Jan-24	0.97	0.95
Feb-24	0.97	0.94
Mar-24	0.97	0.96
Apr-24	0.98	0.97
May-24	0.96	0.96
Jun-24	0.96	0.96
Jul-24	0.94	0.95
Aug-24	0.96	0.95
Sep-24	0.96	0.95
Oct-24	0.95	0.97
Nov-24	0.95	0.95
Dec-24	0.88	0.91
Jan-25	0.91	0.91
Feb-25	0.84	0.78
Mar-25	0.84	0.81
Apr-25	0.86	0.85
May-25	0.83	0.82
Jun-25	0.71	0.79
Jul-25	0.77	0.8
Aug-25	0.82	0.76
Sep-25	0.86	0.8
Oct-25	0.86	0.85
Nov-25	0.87	0.86
Dec-25	0.86	0.88
Jan-26	0.83	0.88

30-year TBA 6.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 7.0

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20
Mar-20
Apr-20
May-20
Jun-20	0.35
Jul-20
Aug-20
Sep-20
Oct-20
Nov-20
Dec-20
Jan-21
Feb-21
Mar-21
Apr-21
May-21
Jun-21
Jul-21
Aug-21
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22
Jul-22
Aug-22
Sep-22
Oct-22
Nov-22	0.5
Dec-22	0.69	0.66
Jan-23	0.89	0.83
Feb-23	0.9	0.92
Mar-23	0.88	0.92
Apr-23	0.84	0.73
May-23	0.92	0.89
Jun-23	0.91	0.75
Jul-23	0.9	0.89
Aug-23	0.8	0.74
Sep-23	0.88	0.8
Oct-23	0.87	0.86
Nov-23	0.83	0.82
Dec-23	0.9	0.9
Jan-24	0.93	0.92
Feb-24	0.93	0.91
Mar-24	0.94	0.92
Apr-24	0.96	0.94
May-24	0.99	0.97
Jun-24	0.94	0.93
Jul-24	0.96	0.94
Aug-24	0.91	0.94
Sep-24	0.95	0.93
Oct-24	0.8	0.91
Nov-24	0.78	0.81
Dec-24	0.65	0.81
Jan-25	0.88	0.9
Feb-25	0.66	0.7
Mar-25	0.55	0.66
Apr-25	0.78	0.77
May-25	0.71	0.82
Jun-25	0.78	0.78
Jul-25	0.63	0.71
Aug-25	0.54	0.62
Sep-25	0.57	0.7
Oct-25	0.8	0.81
Nov-25	0.85	0.83
Dec-25	0.74	0.87
Jan-26	0.85	0.85

30-year TBA 7.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 7.5

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20
Mar-20
Apr-20
May-20
Jun-20
Jul-20
Aug-20
Sep-20
Oct-20
Nov-20
Dec-20
Jan-21
Feb-21
Mar-21
Apr-21
May-21
Jun-21
Jul-21
Aug-21
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22
Jul-22
Aug-22
Sep-22
Oct-22
Nov-22
Dec-22
Jan-23
Feb-23	0.48
Mar-23	0.44	0.58
Apr-23	0.9
May-23		0.62
Jun-23
Jul-23	0.38	0.62
Aug-23
Sep-23		0.49
Oct-23	0.96	0.93
Nov-23	0.89	0.94
Dec-23	0.97	0.97
Jan-24	0.96	0.96
Feb-24	0.93	0.91
Mar-24	0.88	0.84
Apr-24	0.91	0.93
May-24	0.98	0.99
Jun-24	1.03	0.99
Jul-24	1	0.99
Aug-24	0.83	0.89
Sep-24	1.01	0.95
Oct-24	0.93	0.97
Nov-24	0.89	0.96
Dec-24	0.86	1.01
Jan-25	0.96	0.84
Feb-25	0.95	0.81
Mar-25	0.87	0.8
Apr-25	0.91	0.82
May-25	0.65	0.71
Jun-25	0.78	0.76
Jul-25	0.61	0.7
Aug-25	0.91	0.78
Sep-25	0.78	0.71
Oct-25	0.56	0.68
Nov-25	0.84	0.69
Dec-25	0.86	0.92
Jan-26	0.82	0.71

30-year TBA 7.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

30-year TBA 8.0

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20
Mar-20
Apr-20
May-20
Jun-20
Jul-20
Aug-20
Sep-20
Oct-20
Nov-20
Dec-20
Jan-21
Feb-21
Mar-21
Apr-21
May-21
Jun-21
Jul-21
Aug-21
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22
Jul-22
Aug-22
Sep-22
Oct-22
Nov-22
Dec-22
Jan-23
Feb-23
Mar-23
Apr-23
May-23
Jun-23
Jul-23
Aug-23
Sep-23
Oct-23
Nov-23
Dec-23	0.47	0.46
Jan-24	0.82	0.92
Feb-24	0.83	0.82
Mar-24	0.68	0.6
Apr-24	0.54	0.62
May-24		0.68
Jun-24		0.85
Jul-24	1.08	1.1
Aug-24		1.07
Sep-24	1.12
Oct-24		0.87
Nov-24
Dec-24		0.89
Jan-25
Feb-25
Mar-25
Apr-25
May-25
Jun-25
Jul-25
Aug-25
Sep-25
Oct-25
Nov-25
Dec-25
Jan-26

30-year TBA 8.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 1.0

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20
Mar-20
Apr-20
May-20
Jun-20
Jul-20
Aug-20
Sep-20
Oct-20
Nov-20
Dec-20	0.82
Jan-21	0.95	0.95
Feb-21	0.93	0.91
Mar-21	0.89	0.95
Apr-21	0.88	0.92
May-21	0.89	0.85
Jun-21	0.79	0.83
Jul-21	0.9	0.89
Aug-21	0.88	0.89
Sep-21	0.86	0.88
Oct-21	0.86	0.88
Nov-21	0.88	0.89
Dec-21	0.81	0.85
Jan-22	0.88	0.85
Feb-22	0.8	0.86
Mar-22		0.74
Apr-22
May-22	0.58
Jun-22
Jul-22
Aug-22
Sep-22
Oct-22
Nov-22
Dec-22
Jan-23
Feb-23
Mar-23
Apr-23
May-23
Jun-23
Jul-23
Aug-23
Sep-23
Oct-23
Nov-23
Dec-23
Jan-24
Feb-24
Mar-24
Apr-24
May-24
Jun-24
Jul-24
Aug-24
Sep-24
Oct-24
Nov-24
Dec-24
Jan-25
Feb-25
Mar-25
Apr-25
May-25
Jun-25
Jul-25
Aug-25
Sep-25
Oct-25
Nov-25
Dec-25
Jan-26

15-year TBA 1.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 1.5

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20	0.59
Mar-20
Apr-20
May-20
Jun-20	0.75	0.78
Jul-20	0.94	0.86
Aug-20	0.87	0.93
Sep-20	0.86	0.93
Oct-20	0.71	0.85
Nov-20	0.72	0.83
Dec-20	0.75	0.81
Jan-21	0.73	0.81
Feb-21	0.72	0.8
Mar-21	0.65	0.76
Apr-21	0.62	0.71
May-21	0.64	0.73
Jun-21	0.66	0.75
Jul-21	0.64	0.74
Aug-21	0.64	0.75
Sep-21	0.62	0.73
Oct-21	0.56	0.69
Nov-21	0.57	0.64
Dec-21	0.58	0.65
Jan-22	0.63	0.66
Feb-22	0.64	0.68
Mar-22	0.7	0.77
Apr-22	0.74	0.81
May-22	0.6	0.6
Jun-22	0.74	0.74
Jul-22	0.67	0.69
Aug-22	0.78	0.82
Sep-22	0.55	0.92
Oct-22
Nov-22	0.9
Dec-22
Jan-23
Feb-23	0.85	0.78
Mar-23
Apr-23
May-23
Jun-23
Jul-23
Aug-23	1.05
Sep-23
Oct-23
Nov-23
Dec-23
Jan-24
Feb-24
Mar-24
Apr-24	0.52
May-24
Jun-24
Jul-24
Aug-24
Sep-24
Oct-24
Nov-24
Dec-24
Jan-25
Feb-25
Mar-25
Apr-25
May-25
Jun-25
Jul-25
Aug-25
Sep-25
Oct-25
Nov-25
Dec-25
Jan-26

15-year TBA 1.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 2.0

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.64	0.75
Feb-20	0.64	0.76
Mar-20	0.85	0.9
Apr-20	0.94	0.9
May-20	0.79	0.83
Jun-20	0.68	0.72
Jul-20	0.68	0.72
Aug-20	0.67	0.74
Sep-20	0.67	0.72
Oct-20	0.63	0.69
Nov-20	0.6	0.69
Dec-20	0.62	0.7
Jan-21	0.59	0.7
Feb-21	0.57	0.68
Mar-21	0.51	0.61
Apr-21	0.47	0.55
May-21	0.5	0.56
Jun-21	0.54	0.59
Jul-21	0.56	0.62
Aug-21	0.53	0.64
Sep-21	0.54	0.61
Oct-21	0.51	0.61
Nov-21	0.48	0.55
Dec-21	0.5	0.54
Jan-22	0.53	0.56
Feb-22	0.57	0.58
Mar-22	0.57	0.63
Apr-22	0.64	0.67
May-22	0.68	0.7
Jun-22	0.71	0.79
Jul-22	0.71	0.64
Aug-22	0.7	0.76
Sep-22	0.56	0.67
Oct-22	0.49	0.59
Nov-22	0.6	0.48
Dec-22		0.51
Jan-23	0.51
Feb-23	0.52
Mar-23	0.61
Apr-23	0.47
May-23
Jun-23
Jul-23
Aug-23
Sep-23		0.71
Oct-23
Nov-23
Dec-23	0.44
Jan-24
Feb-24
Mar-24
Apr-24	0.43
May-24
Jun-24
Jul-24
Aug-24
Sep-24
Oct-24
Nov-24
Dec-24
Jan-25
Feb-25
Mar-25
Apr-25
May-25
Jun-25
Jul-25
Aug-25
Sep-25
Oct-25
Nov-25
Dec-25
Jan-26

15-year TBA 2.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 2.5

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.58	0.66
Feb-20	0.61	0.68
Mar-20	0.66	0.69
Apr-20	0.72	0.71
May-20	0.66	0.75
Jun-20	0.54	0.62
Jul-20	0.54	0.64
Aug-20	0.53	0.65
Sep-20	0.58	0.72
Oct-20	0.59	0.73
Nov-20	0.55	0.73
Dec-20	0.51	0.77
Jan-21	0.47	0.74
Feb-21	0.48	0.71
Mar-21	0.44	0.57
Apr-21	0.43	0.52
May-21	0.41	0.7
Jun-21	0.43	0.64
Jul-21	0.46	0.67
Aug-21	0.41	0.64
Sep-21	0.47	0.64
Oct-21	0.44	0.69
Nov-21	0.49	0.65
Dec-21	0.47	0.61
Jan-22	0.48	0.56
Feb-22	0.45	0.5
Mar-22	0.44	0.51
Apr-22	0.55	0.56
May-22	0.57	0.58
Jun-22	0.59	0.65
Jul-22	0.63	0.63
Aug-22	0.6	0.78
Sep-22	0.5	0.75
Oct-22	0.49	0.49
Nov-22	0.59	0.68
Dec-22	0.63	0.7
Jan-23	0.65	0.47
Feb-23		0.57
Mar-23	0.42
Apr-23
May-23	0.34	0.43
Jun-23
Jul-23
Aug-23	0.47
Sep-23
Oct-23
Nov-23		0.77
Dec-23
Jan-24
Feb-24
Mar-24
Apr-24	0.4
May-24
Jun-24
Jul-24
Aug-24
Sep-24
Oct-24
Nov-24	0.41
Dec-24
Jan-25
Feb-25
Mar-25
Apr-25
May-25
Jun-25
Jul-25
Aug-25
Sep-25
Oct-25
Nov-25
Dec-25
Jan-26

15-year TBA 2.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 3.0

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.49	0.6
Feb-20	0.54	0.64
Mar-20	0.52	0.63
Apr-20	0.66	0.72
May-20	0.62	0.77
Jun-20	0.69	0.77
Jul-20	0.67	0.78
Aug-20	0.79	0.8
Sep-20	0.68	0.8
Oct-20	0.57	0.71
Nov-20	0.51	0.66
Dec-20	0.48	0.62
Jan-21	0.49	0.69
Feb-21	0.55	0.68
Mar-21	0.53	0.75
Apr-21	0.56	0.67
May-21	0.49	0.68
Jun-21	0.6	0.7
Jul-21	0.51	0.72
Aug-21	0.5	0.73
Sep-21	0.58	0.73
Oct-21	0.58	0.76
Nov-21	0.59	0.65
Dec-21	0.58	0.73
Jan-22	0.61	0.72
Feb-22	0.49	0.55
Mar-22	0.58	0.67
Apr-22	0.67	0.61
May-22	0.56	0.49
Jun-22	0.63	0.55
Jul-22	0.65	0.64
Aug-22	0.71	0.78
Sep-22	0.73	0.84
Oct-22	0.74	0.84
Nov-22	0.73	0.84
Dec-22	0.71	0.82
Jan-23	0.7	0.8
Feb-23	0.47	0.69
Mar-23	0.67	0.81
Apr-23	0.61	0.76
May-23	0.57	0.67
Jun-23	0.71	0.77
Jul-23	0.76	0.75
Aug-23	0.73	0.75
Sep-23	0.71	0.78
Oct-23		0.75
Nov-23	0.65
Dec-23
Jan-24
Feb-24	0.49
Mar-24
Apr-24	0.41
May-24
Jun-24
Jul-24
Aug-24
Sep-24
Oct-24
Nov-24		0.69
Dec-24		0.87
Jan-25	1.01	0.88
Feb-25	0.84
Mar-25	1.04	0.96
Apr-25	0.99
May-25	0.89
Jun-25	0.99
Jul-25	1.06
Aug-25	0.9	0.88
Sep-25
Oct-25	0.91	1.02
Nov-25	0.99	0.95
Dec-25	0.96	0.98
Jan-26	0.95	0.97

15-year TBA 3.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 3.5

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.54	0.73
Feb-20	0.56	0.76
Mar-20	0.5	0.61
Apr-20	0.5	0.6
May-20	0.76	0.76
Jun-20	0.75	0.73
Jul-20	0.65	0.72
Aug-20	0.62	0.74
Sep-20	0.53	0.64
Oct-20	0.48	0.51
Nov-20	0.49	0.49
Dec-20	0.48	0.49
Jan-21	0.5	0.62
Feb-21	0.55	0.65
Mar-21	0.6	0.68
Apr-21	0.56	0.72
May-21		0.58
Jun-21	0.55	0.42
Jul-21	0.43	0.55
Aug-21	0.45
Sep-21	0.58	0.62
Oct-21	0.63	0.54
Nov-21	0.59	0.74
Dec-21	0.72	0.59
Jan-22	0.64	0.67
Feb-22	0.38	0.76
Mar-22	0.62	0.57
Apr-22	0.61	0.41
May-22	0.47	0.49
Jun-22	0.55	0.64
Jul-22	0.65	0.66
Aug-22	0.68	0.77
Sep-22	0.78	0.81
Oct-22	0.73	0.81
Nov-22	0.66	0.8
Dec-22	0.75	0.82
Jan-23	0.69	0.76
Feb-23	0.62	0.76
Mar-23	0.53	0.78
Apr-23	0.59	0.76
May-23	0.71	0.82
Jun-23	0.8	0.84
Jul-23	0.88	0.84
Aug-23	0.75	0.82
Sep-23	0.75	0.83
Oct-23		0.88
Nov-23	0.72	0.77
Dec-23	0.65	0.72
Jan-24
Feb-24	0.7
Mar-24	0.82
Apr-24	0.43	0.8
May-24	0.8
Jun-24		0.77
Jul-24		0.78
Aug-24		0.59
Sep-24	0.77
Oct-24	0.77	0.88
Nov-24	0.83	0.9
Dec-24	0.94	1
Jan-25	0.95	0.9
Feb-25	0.91	0.97
Mar-25	0.93	0.97
Apr-25	0.84
May-25	0.93	0.94
Jun-25	0.96	0.93
Jul-25	0.95	0.91
Aug-25	0.88	0.95
Sep-25	0.86	0.92
Oct-25	0.9	0.98
Nov-25	0.92	0.97
Dec-25	0.94	0.96
Jan-26	0.95	0.97

15-year TBA 3.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 4.0

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.5	0.69
Feb-20	0.44	0.78
Mar-20	0.51	0.82
Apr-20	0.39	0.47
May-20	0.65	0.79
Jun-20	0.5	0.78
Jul-20	0.56	0.64
Aug-20	0.42	0.56
Sep-20	0.44
Oct-20
Nov-20
Dec-20	0.5
Jan-21		0.82
Feb-21	0.56
Mar-21	0.53
Apr-21
May-21		0.55
Jun-21
Jul-21
Aug-21
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22	0.69
Feb-22
Mar-22
Apr-22
May-22	0.51	0.49
Jun-22	0.63	0.73
Jul-22	0.76	0.74
Aug-22	0.69	0.73
Sep-22	0.74	0.81
Oct-22	0.6	0.76
Nov-22	0.6	0.78
Dec-22	0.82	0.8
Jan-23	0.61	0.72
Feb-23	0.64	0.75
Mar-23	0.76	0.82
Apr-23	0.8	0.84
May-23	0.81	0.86
Jun-23	0.87	0.87
Jul-23	0.86	0.84
Aug-23	0.86	0.83
Sep-23	0.82	0.89
Oct-23	0.8	0.87
Nov-23	0.86	0.81
Dec-23	0.6	0.81
Jan-24	0.65	0.75
Feb-24	0.69	0.73
Mar-24	0.82	0.86
Apr-24	0.75	0.85
May-24	0.71	0.8
Jun-24	0.6	0.85
Jul-24	0.8	0.89
Aug-24	0.65	0.87
Sep-24	0.75	0.86
Oct-24	0.89	0.94
Nov-24	0.88	0.94
Dec-24	0.92	0.93
Jan-25	0.89	0.88
Feb-25	0.9	0.89
Mar-25	0.86	0.85
Apr-25	0.89	0.87
May-25	0.85	0.91
Jun-25	0.97	0.94
Jul-25	0.91	0.96
Aug-25	0.88	0.95
Sep-25	0.93	0.9
Oct-25	0.92	0.95
Nov-25	0.96	0.99
Dec-25	0.97	0.96
Jan-26	0.97	0.97

15-year TBA 4.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 4.5

factor_date	Fannie Mae	Freddie Mac
Jan-20	0.52	0.83
Feb-20	0.58	0.8
Mar-20	0.45	0.8
Apr-20	0.58	0.78
May-20	0.6	0.79
Jun-20	0.48	0.58
Jul-20
Aug-20	0.48	0.82
Sep-20
Oct-20
Nov-20
Dec-20
Jan-21
Feb-21	0.57
Mar-21
Apr-21
May-21
Jun-21
Jul-21
Aug-21
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22	0.55	0.67
Jul-22	0.68	0.61
Aug-22	0.61	0.6
Sep-22	0.56	0.67
Oct-22	0.54	0.69
Nov-22	0.49	0.67
Dec-22	0.5	0.66
Jan-23	0.58	0.74
Feb-23	0.76	0.82
Mar-23	0.84	0.82
Apr-23	0.82	0.82
May-23	0.8	0.84
Jun-23	0.81	0.87
Jul-23	0.77	0.84
Aug-23	0.74	0.84
Sep-23	0.73	0.89
Oct-23	0.85	0.9
Nov-23	0.88	0.86
Dec-23	0.87	0.82
Jan-24	0.82	0.8
Feb-24	0.83	0.87
Mar-24	0.88	0.9
Apr-24	0.82	0.92
May-24	0.82	0.88
Jun-24	0.85	0.89
Jul-24	0.91	0.89
Aug-24	0.83	0.85
Sep-24	0.9	0.89
Oct-24	0.92	0.92
Nov-24	0.82	0.89
Dec-24	0.71	0.79
Jan-25	0.78	0.83
Feb-25	0.68	0.86
Mar-25	0.65	0.83
Apr-25	0.89	0.89
May-25	0.94	0.94
Jun-25	0.85	0.93
Jul-25	0.81	0.94
Aug-25	0.85	0.94
Sep-25	0.88	0.95
Oct-25	0.94	0.96
Nov-25	0.86	0.91
Dec-25	0.9	0.89
Jan-26	0.9	0.91

15-year TBA 4.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 5.0

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20
Mar-20
Apr-20
May-20		0.62
Jun-20
Jul-20
Aug-20
Sep-20
Oct-20
Nov-20
Dec-20
Jan-21
Feb-21
Mar-21
Apr-21
May-21		0.71
Jun-21
Jul-21
Aug-21
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22
Jul-22
Aug-22	0.76	0.67
Sep-22	0.63	0.69
Oct-22	0.62	0.75
Nov-22	0.48	0.58
Dec-22	0.55	0.66
Jan-23	0.67	0.8
Feb-23	0.82	0.83
Mar-23	0.81	0.83
Apr-23	0.79	0.85
May-23	0.78	0.86
Jun-23	0.81	0.86
Jul-23	0.68	0.77
Aug-23	0.69	0.78
Sep-23	0.72	0.84
Oct-23	0.8	0.85
Nov-23	0.75	0.83
Dec-23	0.81	0.88
Jan-24	0.87	0.88
Feb-24	0.86	0.86
Mar-24	0.84	0.86
Apr-24	0.83	0.87
May-24	0.87	0.88
Jun-24	0.89	0.89
Jul-24	0.92	0.88
Aug-24	0.91	0.89
Sep-24	0.92	0.9
Oct-24	0.91	0.88
Nov-24	0.72	0.8
Dec-24	0.69	0.76
Jan-25	0.85	0.85
Feb-25	0.79	0.84
Mar-25	0.82	0.87
Apr-25	0.87	0.89
May-25	0.82	0.86
Jun-25	0.74	0.85
Jul-25	0.74	0.86
Aug-25	0.78	0.88
Sep-25	0.84	0.86
Oct-25	0.87	0.89
Nov-25	0.86	0.88
Dec-25	0.85	0.87
Jan-26	0.85	0.87

15-year TBA 5.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 5.5

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20
Mar-20
Apr-20
May-20
Jun-20
Jul-20
Aug-20
Sep-20
Oct-20
Nov-20
Dec-20
Jan-21
Feb-21
Mar-21
Apr-21
May-21
Jun-21
Jul-21
Aug-21
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22
Jul-22
Aug-22
Sep-22	0.55	0.58
Oct-22		0.57
Nov-22	0.5	0.88
Dec-22	0.65	0.62
Jan-23	0.68	0.76
Feb-23	0.71	0.79
Mar-23	0.84	0.85
Apr-23	0.72	0.84
May-23	0.73	0.82
Jun-23	0.77	0.81
Jul-23	0.63	0.72
Aug-23	0.62	0.72
Sep-23	0.64	0.77
Oct-23	0.73	0.78
Nov-23	0.67	0.81
Dec-23	0.81	0.87
Jan-24	0.87	0.89
Feb-24	0.84	0.87
Mar-24	0.69	0.78
Apr-24	0.76	0.85
May-24	0.85	0.87
Jun-24	0.89	0.87
Jul-24	0.91	0.86
Aug-24	0.9	0.88
Sep-24	0.85	0.86
Oct-24	0.84	0.86
Nov-24	0.68	0.74
Dec-24	0.72	0.82
Jan-25	0.84	0.85
Feb-25	0.87	0.84
Mar-25	0.86	0.84
Apr-25	0.76	0.8
May-25	0.69	0.79
Jun-25	0.56	0.73
Jul-25	0.64	0.75
Aug-25	0.7	0.74
Sep-25	0.66	0.73
Oct-25	0.78	0.82
Nov-25	0.72	0.8
Dec-25	0.71	0.84
Jan-26	0.65	0.85

15-year TBA 5.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 6.0

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20
Mar-20
Apr-20
May-20
Jun-20
Jul-20
Aug-20
Sep-20
Oct-20
Nov-20
Dec-20
Jan-21
Feb-21
Mar-21
Apr-21
May-21
Jun-21
Jul-21
Aug-21
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22
Jul-22
Aug-22
Sep-22
Oct-22
Nov-22
Dec-22
Jan-23	0.88	0.78
Feb-23	0.82	0.83
Mar-23	0.7	0.83
Apr-23	0.71	0.83
May-23	0.71	0.8
Jun-23	0.56	0.74
Jul-23	0.61	0.66
Aug-23	0.63	0.63
Sep-23	0.61	0.7
Oct-23	0.74	0.74
Nov-23	0.71	0.8
Dec-23	0.77	0.85
Jan-24	0.85	0.86
Feb-24	0.83	0.83
Mar-24	0.68	0.77
Apr-24	0.75	0.86
May-24	0.8	0.83
Jun-24	0.88	0.86
Jul-24	0.87	0.85
Aug-24	0.84	0.85
Sep-24	0.8	0.85
Oct-24	0.83	0.81
Nov-24	0.75	0.84
Dec-24	0.79	0.81
Jan-25	0.78	0.84
Feb-25	0.83	0.82
Mar-25	0.75	0.85
Apr-25	0.79	0.84
May-25	0.63	0.74
Jun-25	0.5	0.66
Jul-25	0.79	0.82
Aug-25	0.66	0.8
Sep-25	0.82	0.84
Oct-25	0.7	0.83
Nov-25	0.63	0.72
Dec-25	0.59	0.73
Jan-26	0.66	0.78

15-year TBA 6.0 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

15-year TBA 6.5

factor_date	Fannie Mae	Freddie Mac
Jan-20
Feb-20
Mar-20
Apr-20
May-20
Jun-20
Jul-20
Aug-20
Sep-20
Oct-20
Nov-20
Dec-20
Jan-21
Feb-21
Mar-21
Apr-21
May-21
Jun-21
Jul-21
Aug-21
Sep-21
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22
Jul-22
Aug-22
Sep-22
Oct-22
Nov-22
Dec-22
Jan-23
Feb-23	0.57
Mar-23	0.51
Apr-23
May-23
Jun-23
Jul-23	0.49
Aug-23	0.43
Sep-23	0.39
Oct-23	0.41	0.84
Nov-23	0.57	0.65
Dec-23	0.59	0.65
Jan-24	0.7	0.72
Feb-24	0.86	0.82
Mar-24	0.67	0.71
Apr-24	0.72	0.64
May-24	0.74	0.84
Jun-24	0.83	0.83
Jul-24	0.79	0.8
Aug-24	0.81	0.82
Sep-24	0.85	0.84
Oct-24	0.91	0.82
Nov-24	0.81	0.65
Dec-24	0.82	0.85
Jan-25	0.79	0.78
Feb-25	0.88	0.57
Mar-25	0.72	0.8
Apr-25	0.81	0.77
May-25	0.76	0.57
Jun-25	0.48	0.56
Jul-25	0.5	0.83
Aug-25	0.79	0.8
Sep-25	0.64	0.82
Oct-25	0.8	0.8
Nov-25	0.73	0.65
Dec-25	0.63	0.58
Jan-26	0.8	1

15-year TBA 6.5 WAC-Coupon Spread, on New Issuance

Fannie Mae

43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323
43831	43862	43891	43922	43952	43983	44013	44044	44075	44105	44136	44166	44197	44228	44256	44287	44317	44348	44378	44409	44440	44470	44501	44531	44562	44593	44621	44652	44682	44713	44743	44774	44805	44835	44866	44896	44927	44958	44986	45017	45047	45078	45108	45139	45170	45200	45231	45261	45292	45323

This is the start of the file's text. The full file is on GovTribe.

File details come from the government source that posted it. Updated May 21, 2026.