Matthew Dickson

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Agency MBS Analytics

GSE Mortgage Performance Map

CPR & CDR by state — Fannie Mae and Freddie Mac, 2016–present

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Metric

Coupon

Vintage

GSE

CPR by State

2.5% coupon · 2021 vintage · Freddie Mac

0%

50% ■ No data

Methodology & Sources

Source: eMBS agency MBS pool-level data; Fannie Mae and Freddie Mac origination geography.
CPR: Constant Prepayment Rate — annualized single-monthly mortality. Weighted average across pools in the selected coupon/vintage/GSE slice, aggregated by borrower state.
CDR: Constant Default Rate — annualized conditional default rate. Same aggregation methodology as CPR.
UPB: Unpaid Principal Balance at time of measurement (most recent month in dataset).
Coverage: All 50 states + DC. Puerto Rico included where data is present.
No-data states: States with insufficient pool coverage for the selected slice are shown in light gray.

Matthew Dickson

AI-native private capital operator. Operating partner at Uplift Capital. Based in Gainesville, Texas.

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Gainesville, Texas