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FNMA and FMCC preferreds. In search of the elusive 10 bagger.


twacowfca

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A tell from the administration:

 

https://twitter.com/joelight/status/963096845424656385

 

The proposal would help to level the playing field for private lenders seeking to compete with the GSEs.

 

The proposal in question is doubling the 0.1% g-fee increase to help pay for an old tax cut to 0.2%.

 

How much significance can we give to this proposal? It is rare to see official forward-looking language like this.

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$5,065,000,000 draw (payment to GSE's) anticipated by Treasury.

 

See "Payment to GSEs pursuant to PSPAs" on page 932 of this document: https://www.whitehouse.gov/wp-content/uploads/2018/02/tre-fy2019.pdf

 

Hmmm... (hat tip to Peter Chapman for finding this interesting entry)

 

Proceeds, GSE Equity Related Transactions...

2017 actual: $25.349B

2018 estimated: $6.147B

2019 estimated: $18.297B

 

Proceeds, GSE Equity Related Transactions: Legislative proposal, not subject to PAYGO...

2019 estimated: $439M

 

Page 962: https://www.whitehouse.gov/wp-content/uploads/2018/02/tre-fy2019.pdf

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As usual, Tim Howard does the best job summing it up:

 

"There are two issues here. The first is that until Fannie and Freddie are removed from conservatorship (or liquidated), or until the net worth sweep is declared illegal or cancelled, the budget document will show continued receipts from the sweep for the full ten years of the projection. There is nothing of any policy significance here; it’s just budgeting convention. As for the ten basis point increase in guaranty fees, unless there is some discussion about this elsewhere in the document (which I haven’t read, and don’t intend to), I would think that given the large amounts of red ink produced over the forecast horizon by the tax reform package and recent spending agreement, the budgeteers are looking for any credible assumptions they can make that will produce more revenue; every $25.7 billion they can put into their projections makes the projected deficit smaller."

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As usual, Tim Howard does the best job summing it up:

 

"There are two issues here. The first is that until Fannie and Freddie are removed from conservatorship (or liquidated), or until the net worth sweep is declared illegal or cancelled, the budget document will show continued receipts from the sweep for the full ten years of the projection. There is nothing of any policy significance here; it’s just budgeting convention. As for the ten basis point increase in guaranty fees, unless there is some discussion about this elsewhere in the document (which I haven’t read, and don’t intend to), I would think that given the large amounts of red ink produced over the forecast horizon by the tax reform package and recent spending agreement, the budgeteers are looking for any credible assumptions they can make that will produce more revenue; every $25.7 billion they can put into their projections makes the projected deficit smaller."

 

I believe Phillips made clear he wanted to level the playing field.  raising the g-fees is a way to accomplish this.  other potential benefits of throwing this in there are a) it ramps up the estimated 10year revenues to Treasury to close to 200bn (from ~ 140bn last year), which raises the opportunity cost of shutting them down without warrant value (if they do indeed want them out of conservatorship)  and  b) it possibly creates more economic room for a healthy fee paid to the govt for an explicit guarantee.

 

 

 

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Guest cherzeca

@investorG

 

agree.  but what i find interesting is that while mnuchin has said over last year that he wants treasury to work with congress on a bipartisan basis, i have gleaned zero participation of treasury in that process to date.  neither mnuchin nor phillips have said anything about their involvement with senate banking committee staff.  watt has gotten involved but only from the outside sending in his fhfa perspectives letter.  i just think this cooperation stance is eyewash, and what treasruy is really doing is just giving congress some time and rope.

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@investorG

 

agree.  but what i find interesting is that while mnuchin has said over last year that he wants treasury to work with congress on a bipartisan basis, i have gleaned zero participation of treasury in that process to date.  neither mnuchin nor phillips have said anything about their involvement with senate banking committee staff.  watt has gotten involved but only from the outside sending in his fhfa perspectives letter.  i just think this cooperation stance is eyewash, and what treasruy is really doing is just giving congress some time and rope.

 

My guess would be because Mnuchin has a different plan in mind than the congressman, otherwise you would hear more support for their congressional proposals. Mnuchin does have more experience and knowledge in this department. Will be interesting to see what his thoughts are when he finally reveals them.

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Anybody thinks that today's price weakness is related to the news that Corker may be running for re-election?

 

I doubt rumors of Corker seeking re-election would move the needle much. He hasn't been able to get any legislation through yet, and Phillips said that the conservatorships will end during this presidential term.

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From Twitter.  Maybe Tim and other knowledgeable people can expand on this, if accurate.  I didn't click through to the link so no comment.

 

 

@KarenPetrou

2m2 minutes ago

More

Hidden in Fannie 4Q: new ROE standards that turn GSEs into utilities http://bit.ly/2BZrjG8

 

Was just about to post this myself :-)  Petrou was described by the American Banker in 2012 as the “sharpest mind analyzing banking policy today -- maybe ever.”  Wonder if there's any truth behind her hinting that GSEs will be utilities.

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From Twitter.  Maybe Tim and other knowledgeable people can expand on this, if accurate.  I didn't click through to the link so no comment.

 

 

@KarenPetrou

2m2 minutes ago

More

Hidden in Fannie 4Q: new ROE standards that turn GSEs into utilities http://bit.ly/2BZrjG8

 

Was just about to post this myself :-)  Petrou was described by the American Banker in 2012 as the “sharpest mind analyzing banking policy today -- maybe ever.”  Wonder if there's any truth behind her hinting that GSEs will be utilities.

 

I don't know how I missed it, but Karen Petrou wrote this fantastic piece about the Corker bill two weeks ago:

 

http://www.fedfin.com/blog/2604-karen-petrou-on-how-to-love-a-mortgage-monopoly

 

I would certainly believe American Banker's quote is accurate. She cuts straight through all the BS and shows that the only viable endgames are utilities (without competitors) or government-owned corporations. I hope she has the ear of some of the power players involved.

 

Does anyone here have access to today's article? I had been wondering if there were any significant changes in Fannie's filing and it sounds like this is one such.

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From Twitter.  Maybe Tim and other knowledgeable people can expand on this, if accurate.  I didn't click through to the link so no comment.

 

 

@KarenPetrou

2m2 minutes ago

More

Hidden in Fannie 4Q: new ROE standards that turn GSEs into utilities http://bit.ly/2BZrjG8

 

Was just about to post this myself :-)  Petrou was described by the American Banker in 2012 as the “sharpest mind analyzing banking policy today -- maybe ever.”  Wonder if there's any truth behind her hinting that GSEs will be utilities.

 

Petrou to me on Twitter...

This is key section. A required ROE makes a regulated company a utility – think power companies.  Even biggest banks pick their own ROEs despite all the rules mandating higher capital, limited activities, etc... (1/2)

 

W/an ROE requirement, GSEs cannot discount to compete and must maximize profit under FHFA controls to dividend back to Treasury. (2/2)

 

Howard says...

Ms. Petrou most likely is referring to a discussion in the 10K about FHFA’s “Conservatorship Capital Framework,” which are new capital standards the company said FHFA directed it to implement in 2017 that include “specific requirements relating to risk on our book of business and modeled returns on our new acquisitions.”

 

In two places in the 2017 10K Fannie says, “In December 2017 and February 2018, FHFA, in its capacity as conservator, provided guidance relating to our guaranty fee pricing for new single-family acquisitions. FHFA’s guidance requires that we meet a specified minimum return on equity target based on the conservator capital framework. We must implement this target in the first quarter of 2018.” Then, when discussing guaranty fees on page 79, it adds this sentence: “We may be required to increase guaranty fees charged on some loans in order to meet this requirement.”

That’s not “utility regulation,” though. Utility regulation implies a maximum return on equity, which keeps guaranty fees down. Here FHFA is insisting on a minimum return on (notional) equity, which Fannie says may push some 2018 guaranty fees up.

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What would change look like?

 

We have had terrible luck since 8/17/2012, except for one tiny bone from the court of appeals. The rest, all adverse events.

 

It's time for change. Meaning, we move on. Will this change come as a final negative outcome -last nail in the coffin- or will it take the form of doors getting wide open?

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So this means... implicitly, it is all up to Congress. And given the state of affairs this means, in turn, it is all up to Mnuchin/Watt. Perhaps, not a terrible outcome.

 

As doors finally begin to shut down the few that remain open become more and more visible. The next door to shut down should be Congress.

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Supreme Court denied hearing.  ::)

Does this mean Perry case is officially dead, and the only legal pathway forward is the Sweeney case?

 

to the lawyers on the board:  although they are longshots in their own right, would the other outstanding cases in the 3 appeals courts + rop/bhatti be hurt by this supreme court ruling (ie is it viewed as a 'blessing' of the dc ruling)?  thank you.

 

muscleman, i think it's sweeney (which is years away from any potential positive outcome), delaware appeal, and maybe some pennies from the lamberth remand as remaining legal options. plus the longshot perry look-a-like suits mentioned above sprinkled around the country.

 

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