Government agencies collect vast amounts of administrative data in their day-to-day activities, primarily for program operations. But the information is less often used as a research tool or fully harnessed for its evidence-building potential. This brief is the fourth in a series of publications from MDRC about the Temporary Assistance for Needy Families (TANF) Data Innovation (TDI) project, initiated by the Administration for Children and Families (ACF) in 2017. It describes TDI's efforts to transform federal TANF and employment data into an integrated resource for evidence-informed program management and policymaking. Such efforts are rarely an easy lift. Creating the data resource required deliberate federal investments and the resolution of many technical, legal, and security issues by the TDI team, which was led by MDRC in collaboration with Actionable Intelligence for Social Policy, Chapin Hall at the University of Chicago, and the Coleridge Initiative. This brief describes how the team tackled this challenging project. Although the work was focused on the TANF program, the lessons learned may be useful for members of federal and state agencies, researchers, and advocates of evidence-informed policy making interested in unlocking the potential of administrative data. [Additional creators of this report are the Actionable Insights for Social Policy at the University of Pennsylvania and Coleridge Initiative.]