True. President Calvin Coolidge and First Lady Grace Coolidge had at one time lion cubs named Tax Reduction and Budget Bureau. They also had scads of cats and dogs and a few other critters, well loved or at least indulged, such as their collies Prudence Prim and Rob Roy. Read about them in this detailed and attentive article.
(It does contain an unfortunate story of Coolidge teasing the gentleman shoveling his snow one winter, which I didn't like so well, but Coolidge was a taciturn man and perhaps he just wasn't good with people that day.)