Contrarian Corpus
activist full deck follow up
2025-01-16 · 104 pages

Fannie Mae & Freddie Mac (GSEs) FNMA / FMCC

N 5 Narrative
V 4 Visual
C 3 Craft
Original source ↗

The three reasons

  1. 1

    Releasing GSEs from conservatorship could generate ~$300bn for taxpayers via Treasury warrants

  2. 2

    Treasury's Senior Preferred has already been repaid with $25bn excess at 11.6% cash IRR

  3. 3

    Fannie needs only ~$5bn IPO to exit by year-end 2026; Freddie ~$15bn one year later

Primary demands

  • Release Fannie Mae and Freddie Mac from FHFA conservatorship
  • Deem Treasury's Senior Preferred Stock fully repaid (already returned 11.6% IRR plus $25bn excess)
  • Recapitalize via sequenced IPOs: Fannie ~$5bn by year-end 2026, Freddie ~$15bn by year-end 2027
  • Treasury exercise its 79.9% common warrants and monetize over time for ~$300bn taxpayer profit
  • Set capital requirements appropriate to credit-insurance business (not bank standards)
  • Reject any conversion of Senior Preferred Stock into common equity

KPIs cited

Treasury Senior Preferred cash IRR
11.6% blended ($301bn dividends on $193bn draws)
Average single-family g-fee
Long-term average ~30bps; risen to ~55bps by 2023
Cumulative GSE losses 2007-2011 incl. provisions
$138bn vs. $20bn minimum capital requirement
Cumulative actual credit losses 2007-2011
$46bn (vs. $138bn including provisions)
Subprime/Alt-A share of Fannie credit losses
Up to 48% of credit losses from only ~10% of portfolio in 2008
FHFA capital rule
Raised guarantee capital from pre-crisis 0.45% to 4% (Pershing calls this overly conservative)
Bank Tier 1 minimum equity for residential mortgages
3.5%-4.7% (used as comparison anchor)
PMI minimum capital ratio
5.6% (PMIERs) vs. proposed reformed-GSE level
Pro forma capital ratios at IPO
Fannie 2.5% by 12/31/26; Freddie 2.5% by 12/31/27
Estimated capital at 9/30/24
Fannie $83bn; Freddie $54bn (combined $131bn vs. zero pre-Trump)
Base-case run-rate ROE / valuation
FNMA ~12.5% ROE at 15.0x P/E ($246bn mkt cap); FMCC ~10.6% ROE at 14.5x ($159bn)
Treasury common warrant stake
79.9% of both companies

Pattern membership

Where this document fits across the library's 12 rhetorical / structural patterns.

Notable slides (8)

Notes

Long-running Ackman/Pershing Square thesis on Fannie & Freddie (he has been long FNMA/FMCC since 2013); this 2025 deck is timed to the second Trump administration and explicitly frames the call-to-action around Trump (cover title 'The Art of the Deal'; closing slide quotes 'Deals are my art form'; full-page reproduction of Trump's Nov 2021 letter to Sen. Rand Paul). Tone is analytical/persuasive rather than adversarial — there is no corporate villain since the GSEs are in government conservatorship; the implicit antagonist is the status quo (and prior administrations who maintained conservatorship). Uses third-party authority quotes heavily for credibility (Greenspan, Buffett, Mortgage Bankers Association, Cato Institute, Craig Phillips, amicus briefs). Two targets in one deck (Fannie + Freddie) modeled separately. Capital bridge waterfalls (pp. 78, 80) and the $311bn warrant-monetization schedule (p. 96) are the analytical centerpieces. The peer-gap visualization for capital requirements (Banks vs. Reformed GSEs p. 51; PMIs vs. GSEs p. 53) is the clearest contrarian reframing — argues GSEs are over-capitalized under FHFA's rule. Document is watermarked '10XEBITDA.com' (a third-party redistribution site) but is unambiguously authored by Pershing Square.