Fannie Mae Single-Family Loan Performance Data

Credit Performance Analysis Tutorial

As an accompaniment to this latest release, Fannie Mae has prepared a tutorial to review the new data elements and to show participants how we compile the data files to produce the related Statistical Summaries.

Please contact the Fannie Mae Investor Help Line at 1-800-2FANNIE or by e-mail with any questions.

Access the Data


Fannie Mae provides loan performance data on a portion of its single-family mortgage loans to promote better understanding of the credit performance of Fannie Mae mortgage loans. The population includes two datasets. These two datasets should be combined via a mapping file that we have provided in order to assist market participants in understanding how original loans that subsequently refinanced through the Home Affordable Refinance Program® (HARP®) performed subsequent to their refinance.

The Single-Family Fixed Rate Mortgage (primary) dataset contains a subset of Fannie Mae's 30-year and less, fully amortizing, full documentation, single-family, conventional fixed-rate mortgages. This dataset does not include data on adjustable-rate mortgage loans, balloon mortgage loans, interest-only mortgage loans, mortgage loans with prepayment penalties, government-insured mortgage loans, Home Affordable Refinance Program (HARP) mortgage loans, Refi Plus™ mortgage loans, or non-standard mortgage loans. Certain types of mortgage loans (e.g., mortgage loans with LTVs greater than 97 percent, Alt-A, other mortgage loans with reduced documentation and/or streamlined processing, and programs or variances that are ineligible today) have been excluded in order to make the dataset more reflective of current underwriting guidelines. Also excluded are mortgage loans originated prior to 1999, mortgage loans subject to long-term standby commitments, sold with lender recourse or subject to certain other third-party risk-sharing arrangements, or that were acquired by Fannie Mae on a negotiated bulk basis.

The initial population of mortgage loans in the primary dataset included Fannie Mae acquisitions between January 1, 2000 and March 31, 2012 with corresponding monthly performance data as of December 31, 2012. Every quarter following the initial release, Fannie Mae updates acquisition and performance data as of the previous quarter. Fannie Mae releases updated information on or after the 20th of the month following the end of the quarter.

The HARP dataset contains approximately one million 30-year fixed rate mortgage loans that are in the primary dataset that were acquired by Fannie Mae from January 1, 2000 through September 30, 2015 and then subsequently refinanced into a fixed rate mortgage loan through HARP from April 1, 2009 through September 30, 2016. While the population of HARP loans is expected to grow slightly prior to the anticipated final expiration of the HARP program, we do not currently anticipate adding new HARP loan acquisitions to this dataset. We expect to update the monthly performance data for the HARP dataset on a quarterly basis in conjunction with our normal quarterly updates of the primary historical dataset. The HARP dataset also includes a mapping key to assist users in aligning the loan ID in the primary dataset with the corresponding loan ID in the HARP dataset after the loan was refinanced.

Data Access

The loan performance data is available here on Data Dynamics. Fannie Mae requires the user to register and create a unique username and password in order to access the performance data. An email will be sent to the user to confirm registration. The user is also required to accept the Terms and Conditions, which, among other things, prohibits the user from distributing data to third parties or using it in support of external commercial purposes without the express written consent of Fannie Mae. For more information regarding external commercial use or redistribution of this data, please contact Fannie Mae's Fixed-Income Marketing at 800-2FANNIE (800-232-6643) or by email.

Due to the size of the data files, we do not recommend loading the data into Microsoft Office Excel. Users should consider using a recognized third-party database management system to load and access the data as basic spreadsheet applications may result in the loss or incomplete capture of the file. A sample acquisition and performance data file   is available to assist users with database setup and R code is available for both the primary dataset and the HARP dataset to assist users with the download.

For user convenience, we provide an option which allows users to download all acquisition and performance files with one-click. In addition, a Download History section on the website provides a list of the files the user has previously requested for download. If a user chooses to download each acquisition and performance file in the dataset individually, the file download is capped at 100 files per hour. Download speeds may vary depending on demand.

The loan performance data for the primary dataset files for each acquisition quarter is available in CSV format. The primary dataset reflects static mortgage loan data at the time of the mortgage loan's origination and delivery to Fannie Mae and dynamic monthly performance data of each mortgage loan since the time of Fannie Mae's acquisition up until its current status as of the previous quarter, until the mortgage loan has been liquidated (e.g., paid-off, repurchased, short sale, etc.), or in the event of a real estate owned (REO) property, until expenses and proceeds have been collected following disposal of the property. In addition, certain data attributes also will be updated to reflect new terms, if applicable, as a result of a modification. The HARP dataset is organized in a similar manner, but also includes the mapping key to assist users in aligning the loan ID in the primary dataset with the corresponding loan ID in the HARP dataset after the loan was refinanced. Complete definitions of the data elements are in the glossary and file layout   .

During quarterly updates, Fannie Mae will refresh the acquisition data in the primary dataset to reflect any data corrections resulting from ongoing quality assurance efforts. Corrections could result in the addition or removal of mortgage loans from the original population. In addition, performance data will also reflect changes if servicing corrections have been made in the previous quarter.

Fannie Mae relies on its sellers and servicers to provide complete and accurate data. In cases where the data is unavailable, Fannie Mae will leave that value blank.

Fannie Mae cannot guarantee the data is complete or error-free. The data is provided for your general information only, is current only as of its specified date and does not constitute an offer to sell or a solicitation of an offer to buy securities. All information relating to Fannie Mae securities is qualified in its entirety by the relevant prospectus and any related supplements. Investors should review the relevant prospectus and any related supplements before making a decision with respect to the purchase or sale of any security. In addition, before purchasing any security, please consult your legal and financial advisors for information about and analysis of the security, its risks and its suitability as an investment in your particular circumstances.

Page last revised: 1/26/24