Fannie Mae Form 1003, Uniform Residential Loan Application, SECTION X: Information for government monitoring purposes.
Take a look:
https://www.efanniemae.com/sf/formsdocs/forms/pdf/sellingtrans/1003rev.pdf
I'd forgotten about that, and in any case, it is not required, the first option is:
BORROWER ____I do not wish to furnish this information