Who is Fannie Mae? According to Wikipedia, "The Federal National Mortgage Association (FNMA), commonly known as Fannie Mae, is a United States government-sponsored enterprise (GSE) and, since 1968, a publicly traded company. Founded in 1938 during the Great Depression as part of the New Deal, the corporation's purpose is to expand the secondary mortgage market by securitizing mortgages in the form of mortgage-backed securities (MBS), allowing lenders to reinvest their assets into more lending and in effect increasing the number of lenders in the mortgage market by reducing the reliance on locally based savings and loan associations." Fannie Mae releases quarterly based single family fixed rate mortgage dataset on its website. The data is divided into acquisition files and performance files grouped quarterly ranging from year 2000 to 2017. The acquisition files contain static mortgage loan data at the time of the mortgage loan's origination and delivery to Fannie Mae. The performance files contain monthly performance data for each loan, from acquisition up until its current status as of the previous quarter.
https://ferrarisf50.github.io/Fannie-Mae-single-family-mortgage-loan-data/Predict_default.html
https://en.wikipedia.org/wiki/Fannie_Mae
http://www.fanniemae.com/portal/funding-the-market/data/loan-performance-data.html
https://degravek.github.io/project-pages/project1/2016/11/12/New-Notebook/