v3.25.4
Concentrations of Credit Risk
12 Months Ended
Dec. 31, 2025
Risks and Uncertainties [Abstract]  
Concentrations of Credit Risk Concentrations of Credit Risk
Concentrations of credit risk arise when a number of lenders and counterparties engage in similar activities or have
similar economic characteristics that make them susceptible to similar changes in industry conditions, which could affect
their ability to meet their contractual obligations. Based on our assessment of business conditions that could impact our
financial results, we have determined that concentrations of credit risk exist among:
single-family and multifamily loan borrowers (including geographic concentrations and loans with certain higher-
risk characteristics);
mortgage insurers;
mortgage lenders that sell loans to us and mortgage lenders and other counterparties that service our loans;
multifamily lenders with risk sharing; and
derivative counterparties.
More information about these groups is provided below.
Single-Family Loan Borrowers
Regional economic conditions may affect a borrower’s ability to repay a mortgage loan and the property value
underlying the loan. Geographic concentrations increase the exposure of our guaranty book of business to changes in
credit risk. Our single-family allowance is primarily affected by home prices and interest rates.
To manage credit risk and comply with our charter requirements, we typically require primary mortgage insurance or
other credit enhancements if the current LTV ratio (i.e., the ratio of the UPB of a loan to the current value of the property
that serves as collateral) of a single-family conventional mortgage loan is greater than 80% when the loan is delivered to
us.
Multifamily Loan Borrowers
Numerous factors affect a multifamily borrower’s ability to repay the loan and the value of the property underlying the
loan. Multifamily loans are generally non-recourse to the borrower. The most significant factors affecting credit risk are
rental income, property valuations, and general economic conditions. The average UPB for multifamily loans is
significantly larger than for single-family loans and, therefore, individual defaults for multifamily borrowers can result in
more significant losses. We continually monitor the performance and risk characteristics of our multifamily loans,
underlying properties and borrowers on an ongoing basis.
As part of our multifamily risk management activities, we perform detailed loan reviews that evaluate property
performance, borrower and geographic concentrations, lender qualifications, counterparty risk and contract compliance.
We generally require mortgage servicers to obtain and submit periodic property operating information and condition
reviews, allowing us to monitor the performance of individual loans. We use this information to evaluate the credit
quality of our multifamily guaranty book of business, identify potential problem loans and initiate appropriate loss
mitigation activities.
Geographic Concentration
The following table displays the regional geographic concentration of single-family and multifamily loans in our guaranty
book of business, measured by the UPB of the loans.
Geographic Concentration(1)
Percentage of Single-
Family Conventional
Guaranty Book of
Business
Percentage of
Multifamily Guaranty
Book of Business
As of December 31,
As of December 31,
2025
2024
2025
2024
Midwest
14
%
14
%
12
%
12
%
Northeast
16
16
15
15
Southeast
23
23
28
27
Southwest
20
19
22
22
West
27
28
23
24
Total
100
%
100
%
100
%
100
%
(1)Midwest consists of IL, IN, IA, MI, MN, NE, ND, OH, SD and WI. Northeast consists of CT, DE, ME, MA, NH, NJ, NY, PA, PR, RI, VT and
VI. Southeast consists of AL, DC, FL, GA, KY, MD, MS, NC, SC, TN, VA and WV. Southwest consists of AZ, AR, CO, KS, LA, MO, NM, OK,
TX and UT. West consists of AK, CA, GU, HI, ID, MT, NV, OR, WA and WY.
Risk Characteristics of our Guaranty Book of Business
One of the measures by which management gauges our credit risk is the delinquency status of the mortgage loans in
our guaranty book of business.
For single-family and multifamily loans, management uses this information, in conjunction with housing market data,
other economic data, our capital requirements and our mission objectives, to help inform changes to our eligibility and
underwriting criteria. Management also uses this data together with other credit risk measures to identify key trends that
guide the development of our loss mitigation strategies.
We report the delinquency status of our single-family and multifamily guaranty book of business below.
Single-Family Credit Risk Characteristics
For single-family loans, management monitors the serious delinquency rate, which is the percentage of single-family
loans, based on number of loans, that are 90 days or more past due or in the foreclosure process, and loans that have
higher risk characteristics, such as high mark-to-market LTV ratios.
The following tables display the delinquency status and serious delinquency rates for specified loan categories of our
single-family conventional guaranty book of business.
As of December 31,
2025
2024
30 Days
Delinquent
60 Days
Delinquent
Seriously
Delinquent
30 Days
Delinquent
60 Days
Delinquent
Seriously
Delinquent
Percentage of single-family conventional
guaranty book of business based on UPB
1.00%
0.30%
0.63%
1.00%
0.28%
0.60%
Percentage of single-family conventional loans
based on loan count
1.05
0.30
0.58
1.05
0.29
0.56
As of December 31,
2025
2024
Percentage of
Single-Family
Conventional
Guaranty Book
of Business
Based on UPB
Seriously
Delinquent
Rate(1)
Percentage of
Single-Family
Conventional
Guaranty Book
of Business
Based on UPB
Seriously
Delinquent
Rate(1)
Estimated mark-to-market LTV ratio:
80.01% to 90%
7%
1.03%
6%
0.97%
90.01% to 100%
4
0.98
3
0.77
Greater than 100%
*
3.46
*
2.82
Geographical distribution:
California
18
0.44
19
0.41
Florida
6
0.85
6
0.96
Illinois
3
0.73
3
0.69
New York
4
0.78
4
0.79
Texas
8
0.74
8
0.73
All other states
61
0.54
60
0.51
*Represents less than 0.5% of single-family conventional guaranty book of business
(1)Multifamily Credit Risk Characteristics
For multifamily loans, management monitors the serious delinquency rate, which is the percentage of multifamily loans,
based on UPB, that are 60 days or more past due, and loans with other higher risk characteristics to determine the
overall credit quality of our multifamily book of business. Higher risk characteristics include, but are not limited to,
current DSCR below 1.0 and original LTV ratio greater than 80%. We stratify multifamily loans into different internal risk
categories based on the credit risk inherent in each individual loan.
The following tables display the delinquency status and serious delinquency rates for specified loan categories of our
multifamily guaranty book of business.
As of December 31,
2025(1)
2024(1)
30 Days
Delinquent
Seriously
Delinquent(2)
30 Days
Delinquent
Seriously
Delinquent(2)
Percentage of multifamily guaranty book of business
0.10%
0.74%
0.10%
0.57%
As of December 31,
2025
2024
Percentage of
Multifamily
Guaranty
Book of
Business(1)
Serious
Delinquency
Rate(2)(3)
Percentage of
Multifamily
Guaranty
Book of
Business(1)
Serious
Delinquency
Rate(2)(3)
Original LTV ratio:
Greater than 80%
1%
0.12%
1%
0.12%
Less than or equal to 80%
99
0.75
99
0.58
Current DSCR below 1.0(4)
4
5.88
6
4.94
(1)Calculated based on the aggregate UPB of multifamily loans for each category divided by the aggregate UPB of loans in our multifamily
guaranty book of business.
(2)Consists of multifamily loans that were 60 days or more past due as of the dates indicated.
(3)Calculated based on the UPB of multifamily loans that were seriously delinquent divided by the aggregate UPB of multifamily loans for
each category included in our multifamily guaranty book of business.
(4)Our estimates of current DSCRs are based on the latest available income information covering a 12 month period, from quarterly and
annual statements for these properties, including the related debt service.
Other Concentrations
Mortgage Insurers. Mortgage insurance “risk in force” refers to our maximum potential loss recovery under the
applicable mortgage insurance policies in force and is generally based on the loan-level insurance coverage percentage
and, if applicable, any aggregate pool loss limit, as specified in the policy.
The following table displays our total mortgage insurance risk in force by primary and pool insurance, as well as the total
risk-in-force mortgage insurance coverage as a percentage of the single-family conventional guaranty book of business.
As of December 31,
2025
2024
Risk in Force
- Mortgage
Insurance
Percentage of
Single-Family
Conventional
Guaranty Book
of Business
Risk in Force
- Mortgage
Insurance
Percentage of
Single-Family
Conventional
Guaranty Book
of Business
(Dollars in millions)
Mortgage insurance risk in force:
Primary mortgage insurance
$201,303
$202,277
Pool mortgage insurance
52
53
Total mortgage insurance risk in force
$201,355
6%
$202,330
6%
Mortgage insurance only covers losses that are realized after the borrower defaults and title to the property is
subsequently transferred, such as after a foreclosure, short-sale, or a deed-in-lieu of foreclosure. Also, mortgage
insurance does not protect us from all losses on covered loans. For example, mortgage insurance is not intended to
cover property damage from hazards, including natural disasters; and the mortgage insurance policy permits the
exclusion of any material loss directly related to property damage.
The table below displays our mortgage insurer counterparties that provided 10% or more of the risk in force mortgage
insurance coverage on mortgage loans in our single-family conventional guaranty book of business.
Percentage of Risk-in-Force
Coverage by Mortgage Insurer
As of December 31,
2025
2024
Counterparty:(1)
Mortgage Guaranty Insurance Corp.
19%
19%
Radian Guaranty, Inc.
18
18
Enact Mortgage Insurance Corp.
17
17
Arch Capital Group Ltd.
16
17
Essent Guaranty, Inc.
16
16
National Mortgage Insurance Corp.
14
13
Total
100%
100%
(1)Insurance coverage amounts provided for each counterparty may include coverage provided by affiliates and subsidiaries of the
counterparty.
We have counterparty credit risk relating to the potential insolvency of, or non-performance by, monoline mortgage
insurers that insure single-family loans we purchase or guarantee. There is risk that these counterparties may fail to
fulfill their obligations to pay our claims under insurance policies. On at least a quarterly basis, we assess our mortgage
insurer counterparties’ respective abilities to fulfill their obligations to us. Our assessment includes financial reviews and
analyses of the insurers’ portfolios and capital adequacy. If we determine that it is probable that we will not collect all of
our claims from one or more of our mortgage insurer counterparties, it could increase our loss reserves, which could
adversely affect our results of operations, liquidity, financial condition and net worth.
When we estimate the credit losses that are inherent in our mortgage loans and under the terms of our guaranty
obligations, we also consider the recoveries that we expect to receive from primary mortgage insurance, as mortgage
insurance recoveries reduce the severity of the loss associated with defaulted loans if the borrower defaults and title to
the property is subsequently transferred. Mortgage insurance does not cover credit losses that result from a reduction in
mortgage interest paid by the borrower in connection with a loan modification, forbearance of principal, or forbearance
of scheduled loan payments. We evaluate the financial condition of our mortgage insurer counterparties and adjust the
contractually due recovery amounts to ensure that expected credit losses as of the balance sheet date are included in
our loss reserve estimate. As a result, if our assessment of one or more of our mortgage insurer counterparties’ ability to
fulfill their respective obligations to us worsens, it could increase our loss reserves. As of December 31, 2025 and 2024,
our estimated benefit from mortgage insurance, which is based on estimated credit losses as of period end, reduced our
loss reserves by $1.2 billion and $1.0 billion, respectively.
When an insured loan held in our retained mortgage portfolio subsequently goes into foreclosure, we charge off the
loan, eliminating any previously-recorded loss reserves, and record REO and a mortgage insurance receivable for the
claim proceeds deemed probable of recovery, as appropriate. However, if a mortgage insurer rescinds, cancels or
denies insurance coverage, the initial receivable becomes due from the mortgage seller or servicer. We had outstanding
receivables of $501 million recorded in “Other assets” in our consolidated balance sheets as of December 31, 2025 and
$472 million as of December 31, 2024 related to amounts claimed on insured, defaulted loans excluding government-
insured loans. We assessed these outstanding receivables for collectability, and established a valuation allowance of
$380 million as of December 31, 2025 and $403 million as of December 31, 2024, which reduced our claim receivable
to the amount considered probable of collection.
Mortgage Servicers and Sellers. Mortgage servicers collect mortgage and escrow payments from borrowers, pay taxes
and insurance costs from escrow accounts, monitor and report delinquencies, and perform other required activities,
including loss mitigation, on our behalf. Our mortgage servicers and sellers may also be obligated to repurchase loans
or foreclosed properties, reimburse us for losses or provide other remedies under certain circumstances, such as if it is
determined that the mortgage loan did not meet our underwriting or eligibility requirements, if certain loan
representations and warranties are violated or if mortgage insurers rescind coverage. Our representation and warranty
framework does not require repurchase for loans that have breaches of certain selling representations and warranties if
they have met specified criteria for relief.
In the fourth quarter of 2025, we updated our disclosure of servicer concentrations to be based on the counterparty
performing the servicing, including loans serviced by that counterparty on behalf of other servicers. Previously servicer
concentrations were disclosed based on loans for which the servicer was directly contractually responsible to us and
excluded loans serviced on behalf of another servicer. Prior period information in this report has been recast to reflect
this updated approach.
Our business with mortgage servicers is concentrated. Following Rocket Companies, Inc.’s acquisition of Mr. Cooper
Group in October 2025, Nationstar Mortgage LLC, doing business as Mr. Cooper (“Mr. Cooper”) and Rocket Mortgage,
LLC are affiliates. These companies serviced approximately 23% of our single-family guaranty book of business based
on UPB as of December 31, 2025. As of December 31, 2024, these companies on a combined basis serviced
approximately 23% of our single-family guaranty book of business, based on UPB. No other single-family mortgage
servicer serviced 10% or more of our single-family conventional guaranty book of business as of December 31, 2025 or
2024. Rocket Mortgage, LLC and Mr. Cooper are non-depository servicers.
The table below displays the percentage of our single-family conventional guaranty book of business serviced by our
top five depository single-family mortgage servicers and top five non-depository single-family mortgage servicers (i.e.,
servicers that are not insured depository institutions) based on UPB.
Percentage of Single-Family
Conventional
Guaranty Book of Business
As of December 31,
2025
2024
Top five depository servicers
23%
24%
Top five non-depository servicers
39
36
Total
62%
60%
As of December 31, 2025, 40% of our single-family conventional guaranty book of business was serviced by depository
servicers, and 60% of our single-family conventional guaranty book of business was serviced by non-depository
servicers. As of December 31, 2024, 42% of our single-family conventional guaranty book of business was serviced by
depository servicers, and 58% of our single-family conventional guaranty book of business was serviced by non-
depository servicers.
The table below displays the percentage of our multifamily guaranty book of business serviced by our top five
depository multifamily mortgage servicers and top five non-depository multifamily mortgage servicers. As of December
31, 2025, Walker & Dunlop, Inc. serviced 13% of our multifamily guaranty book of business based on UPB, compared
with 14% as of December 31, 2024. No other multifamily mortgage servicer serviced 10% or more of our multifamily
guaranty book of business as of December 31, 2025 or 2024. Walker & Dunlop, Inc. is a non-depository servicer.
Percentage of Multifamily
Guaranty Book of Business
As of December 31,
2025
2024
Top five depository servicers
24%
26%
Top five non-depository servicers
45
44
Total
69%
70%
As of December 31, 2025, 29% of our multifamily guaranty book of business was serviced by depository servicers and
71% of our multifamily guaranty book of business was serviced by non-depository servicers. As of December 31, 2024,
31% of our multifamily guaranty book of business was serviced by depository servicers and 69% of our multifamily
guaranty book of business was serviced by non-depository servicers.
Compared with depository financial institutions, our non-depository servicers pose additional risks because they may
not have the same financial strength or operational capacity, or be subject to the same level of regulatory oversight as
depository financial institutions.
Multifamily Lenders with Risk Sharing. We enter into risk sharing agreements with lenders pursuant to which the lenders
agree to bear all or some portion of the credit losses on the covered loans. Our maximum potential loss recovery from
lenders under these risk sharing agreements on both DUS and non-DUS multifamily loans was $129.6 billion as of
December 31, 2025, compared with $119.8 billion as of December 31, 2024. As of December 31, 2025, 53% of our
maximum potential loss recovery on multifamily loans was from five DUS lenders, as compared with 52% as of
December 31, 2024.
Derivatives Counterparties. For information on credit risk associated with our derivative transactions and repurchase
agreements see “Note 9, Derivative Instruments” and “Note 15, Netting Arrangements.”