It has to do — i believe — with the price drop of the series the day after the net worth sweep was announced.
The damages model is a piece of crap.
That is the basis for calculations. Fnma shares have interest. Fmcc do not.
I do not see this broken damages model as material to my investment thesis. That said, if they ever fix the damages model — the interest on fnma vs fmcc shares would get material
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