Ohio Public Employees Retirement System v. Federal Home Loan Mortgage Corp.

District Court, N.D. Ohio·Decided March 21, 2025·No. 4:08-cv-00160·Unknown

Opinion

PEARSON, J. UNITED STATES DISTRICT COURT NORTHERN DISTRICT OF OHIO EASTERN DIVISION OHIO PUBLIC EMPLOYEES ) RETIREMENT SYSTEM, ) CASE NO. 4:08CV0160 ) Plaintiff, ) ) JUDGE BENITA Y. PEARSON v. ) ) FEDERAL HOME LOAN MORTGAGE ) CORPORATION, etc., et al., ) MEMORANDUM OF OPINION ) AND ORDER Defendants. ) [Resolving ECF No. 521] Pending is Plaintiff Ohio Public Employees Retirement System’s (“OPERS”) Motion to Strike and Exclude the Report and Testimony of Dr. Chudozie Okongwu (ECF No. 521) in its entirety. Dr. Okongwu is a mortgage market expert proffered by Defendant Federal Home Loan Mortgage Corporation (“Freddie Mac”) on the mortgage and subprime markets and the evolution of the credit crisis that occurred during August 1, 2006 through and including November 20, 2007 (the “Relevant Period”). Plaintiff moves the Court for the entry of an Order striking and excluding the report and testimony of Dr. Okongwu, as well as all evidence that is based upon, or directly or indirectly references, Dr. Okongwu’s report, testimony or purported opinions. The Court has been advised, having reviewed the record, the parties’ briefs, and the applicable law. (4:08CV0160) For the reasons that follow, the motion is denied because Dr. Okongwu satisfies all core requirements for admissibility under Fed. R. Evid. 702 by a preponderance of the evidence. 1. Dr. Okongwu is a Ph.D. economist and consultant with decades of experience in the areas of finance, economics, and valuation. See Amended Expert Report of Dr. Chudozie Okongwu (ECF No. 530-1)! at PageID #: 25787-88, § 1.1. He has expertise on the mortgage market and the evolution of the credit crisis that occurred during the Relevant Period. See Deposition of Chudozie Okongwu, Ph.D. See (ECF No. 521-4) at PageID #: 24026:2-7. Dr. Okongwu also has expertise on residential-mortgage products and mortgage-backed securities (including how they react to changes in housing prices and interest rates) and has significant experience using econometric models to analyze residential-mortgage products. See ECF No. 521-4 at PageID: 24029:1 - PageID #: 24031:5. Furthermore, he has been widely published in peer-reviewed journals on many of these topics. See ECF No. 530-1 at PageID #: 25787-88, § 1.1. OPERS alleges that “[t]he primary fraud” in the case at bar “was Defendants’ failure to disclose Freddie Mac’s true subprime exposure,” which reached “$206 billion” by September 30, 2007. Third Amended Complaint (ECF No. 166) at PageID #: 5571, 43. The case is about how “Freddie Mac concealed its overextension in the nontraditional mortgage market—generally composed of instruments known as subprime mortgages or low credit and high risk

' The Amended Report corrects a few typographical and referencing errors that Dr. Okongwu identified after filing his Initial Report (ECF No. 521-2). It also includes an additional sensitivity scenario. According to Dr. Okongwu, the edits and the results of the additional sensitivity scenario do not alter his conclusions. See ECF No. 530-1 at PageID #: 25790, J 12.

(4:08CV0160) instruments—and its materially deficient underwriting, risk management and fraud detection practices through misstatements and omissions to investors.” Ohio Pub. Emps. Ret. Sys. v. Fed. Home Loan Mortg. Corp., 830 F.3d 376, 379 (6th Cir. 2016); see also ECF No. 166 at □□□□□□ #: 5571, 9.2. According to OPERS, the question in the present case is not how to define subprime or whether Freddie Mac’s loans performed better than other loans. Rather, it is whether Freddie Mac’s public disclosures relating to its portfolio, underwriting, credit risk, and capital position were misleading and fraudulent. OPERS claims Freddie Mac was taking on more risk than it was disclosing. See Memorandum in Support (ECF No. 521-1) at PageID #: 23685 (citing ECF No. 166 at PageID #: 5571, 2). Freddie Mac engaged Dr. Okongwu to provide economic and financial analysis about certain of OPERS’ allegations. See ECF No. 530-1 at PageID #: 25789, 9.9. His main conclusions are set forth at J 13 of the Report. ECF No. 530-1 at PageID #: 25791-92. Dr. Okongwu focuses on four overall topics: (1) “Background on the Mortgage Market,” see ECF No. 530-1 at PageID #: 25793-811, § 2; (2) “Background on the Subprime Mortgage Market,” see ECF No. 530-1 at PageID #: 25812-37, § 3; (3) “Freddie Mac Made Extensive Disclosures Warning Investors of Credit Risks During the Relevant Period,” see ECF No. 530-1 at PagelID #:

(4:08CV0160) 25837-49, § 4; and (4) “The Caution Loans’ Differ from the CoreLogic Subprime Loans’ with Respect to their Characteristics and Performance,” see ECF No. 530-1 at PageID #: 25849-72, §5. Dr. Okongwu performed an analysis to disprove OPERS’ primary-fraud theory. He states that Freddie Mac’s Caution Loans did not have “subprime risk” because “[t]he Caution Loans have different characteristics to the CoreLogic Subprime Loans and perform differently than the CoreLogic Subprime Loans. In particular, the serious delinquency rates of the Caution Loans were substantially lower than those of the CoreLogic Subprime Loans at both Q3 2007 and Q3 2008.” ECF No. 530-1 at PageID #: 25849, § 112.4 Dr. Okongwu concluded as follows regarding the Caution Loan and CoreLogic Subprime Loan comparisons:

... Freddie Mac’s Caution Loans differ from the CoreLogic Subprime Loans with respect to both their characteristics and their performance. [also conclude that,

> OPERS asserts that Freddie Mac’s internal designation of loans as Caution Loans meant that they “were considered to be equivalent to subprime.” ECF No. 166 at PageID #: 5586, ¥.33. Because of this purported equivalence, OPERS alleges that many public statements of Freddie Mac and the other Defendants that Freddie Mac “had basically no subprime exposure in our [single-family] guarantee business” were false. See, e.g., ECF No. 166 at PageID #: 5605-606, ¥ 84. > For subprime loans in the national mortgage market, Dr. Okongwu relied on data compiled by independent, third-party real estate and mortgage industry leader CoreLogic, “which maintains the largest, most comprehensive property databases in the United States.” Mass. Mut. Life Ins. Co. v. DB Structured Prod., Inc., No. 11-30039- MGM, 2015 WL 2130060, at *3 (D. Mass. May 7, 2015). * OPERS claims the result of the comparison is entirely predictable and expected, and it reveals no new or relevant information because the Federal Housing Finance Agency and the Financial Crisis Inquiry Commission recognized this same fact well over a decade ago in their 2010 and 2011 studies, which Dr. Okongwu specifically recognizes and mentions. See ECF No. 530-1 at PageID #: 25856-57, [¥ 123-124.

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Ohio Public Employees Retirement System v. Federal Home Loan Mortgage Corp., (N.D. Ohio 2025).

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