Loan Performance Data Files

Single Family Fixed Rate Mortgage Dataset: Fannie Mae provides both an acquisitions file and a performance file for loans within its Single-Family Loan Performance Dataset. On a quarterly basis, the dataset is updated to add another quarter of acquisitions and another quarter of performance.
Users can download the entire dataset, or can choose to download the acquisitions and performance dataset for each desired quarter of acquisitions. We provide a statistical summary here, SAS code and R code to assist users in downloading the dataset.

HARP Data: Fannie Mae is expanding its historical research dataset to now include both an acquisitions file and a performance file for loans within its Single-Family Loan Performance Dataset that were originated under the Home Affordable Refinance Program® (HARP®). The initial release of this data includes three files:

  1. An acquisitions file that includes static mortgage loan data for mortgage loans included in our historical dataset that were initially acquired by Fannie Mae that were subsequently refinanced through HARP.
  2. A performance file that provides monthly performance data. This file is expected to be updated quarterly in conjunction with our normal quarterly updates of the full historical dataset.
  3. A loan mapping file, which enables users to map the loan refinanced through HARP to its corresponding original loan in the historical research dataset.
We provide a statistical summary here, SAS code and R code to assist users in downloading the HARP specific dataset.

We have also updated our Glossary to reflect the necessary revisions to support this expanded HARP dataset.

To facilitate the download of the data for both datasets, the files do not include column headings. The file layout and sample files (Acquisitions and Performance) are provided for reference.

Home Affordable Refinance Program® and HARP® are federally registered trademarks of the Federal Housing Finance Agency


For questions regarding the dataset, contact Fannie Mae's Fixed-Income Marketing at 800-2FANNIE (800-232-6643) or by email.