toddwschneider / agency-loan-level Goto Github PK
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Loan-level analysis of Fannie Mae and Freddie Mac data
Hi Todd,
Glad to come across some detailed work in your repository here. I'm a PhD student and I came across your Github repository while searching for Fannie/Ginnie Mae data. I'm interested to get specific info about bonds issued against some housing MBS. Please see the file attached. I was wondering if you could guide/help me in collecting/understanding the loan level data about the underlying securities mentioned in pages 3 onwards (with CUSIP and pool # etc.). To be very precise: I'm looking to create a dataset which has individual loans (anonymous, I guess) which go into specific California bond securities (based on the disclosure pdf). I'm not sure where to start and how best to merge. Clearly, this is not an "issue" - but a request for help. Unfortunately, I couldn't find any other channel to float this. Happy to be redirected adequately.
California_eg_ER846035-ER660692-ER1062467.pdf
Ran your script with all the data available from both sources and received the following error:
psql:d:/analytics/db_scripts/populate_freddie_from_raw.sql:78:
ERROR: duplicate key value violates unique constraint "index_loans_on_seq"
DETAIL: Key (loan_sequence_number, agency)=(F100Q1024447, 1) already exists.
I'm not well versed in SQL to make this run. Does anyone have an idea on a solution?
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