Not sure if they're technically acronyms, more like nicknames of the acronyms and NYSE codes, but I see what you're getting at tig;

The Federal National Mortgage Association (FNMA) (NYSE: FNM), commonly known as Fannie Mae

The Federal Home Loan Mortgage Corporation (FHLMC) (NYSE: FRE), commonly known as Freddie Mac

Either way they're definitely not banks, which makes this post decidedly stupid.