The current population of the Multifamily Loan Performance Data includes Multifamily loans acquired on or after January 1, 2000 through December 31, 2019, representing over 83% of acquisitions in the period.
loans are included in the dataset.
The Multifamily Loan Performance Data (MFLPD) file is designed to give market participants information that can be used to further analyze our loan performance history.
The Multifamily Loan Performance Data (MFLPD) includes and excludes the following:
What is included
- Non-DUS from Active Lenders
- Bulk Deliveries
- Credit Facilities
What is excluded
- Credit Enhancements
- Funded Forwards
- Negotiated Transactions
- New Prior Approval
- Whole Loan REMICs
- Inactive Non-DUS Lenders
Data Quick Links
The MFLPD file is a CSV file that contains 54 data attributes for loans acquired by Fannie Mae in the above period. The published file contains approximately 50,000 loans. Each loan has a record for each month; this is identified via the "Reporting Period Date" attribute. This totals over 3 million records for the initial published dataset.
All attributes may not be populated for each of the loans in the file; depending on the characteristics of the individual loans (e.g., loss data is only populated for loans that have a credit event and gains/losses, only loans with an I/O Term will have data populated in that field).
Loan Performance Data Reference Materials
The Multifamily Loan Performance Data is available here. 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 dataset, it will not open properly in spreadsheets. Users should consider using a recognized third-party database management system to load and access the data.
The Multifamily Loan Historical Performance Data Dashboard is available in Data Dynamics®, our free web analytics platform, which allows market participants to more easily analyze the Multifamily Loan performance data across several dimensions to compare risk profiles and performance from delinquency, prepay, default, and loss perspectives.
Fannie Mae cannot guarantee the data is complete or error-free. The data is provided for users' 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 any securities. All information relating to Fannie Mae securities is qualified in its entirety by the relevant offering documents and any related supplements. Potential investors should review the relevant offering documents and any related supplements before making a decision with respect to the purchase or sale of any security. In addition, before purchasing any security, potential investors should consult their legal and financial advisors for information about and analysis of the security, its risks and its suitability as an investment.