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SEC Filings

10-Q
FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE MAE filed this Form 10-Q on 05/07/2015
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MD&A TABLE REFERENCE
Table
Description
Page
1
Credit Statistics, Single-Family Guaranty Book of Business
5
2
Single-Family Acquisitions Statistics
7
3
Summary of Condensed Consolidated Results of Operations
17
4
Analysis of Net Interest Income and Yield
18
5
Rate/Volume Analysis of Changes in Net Interest Income
19
6
Fair Value Losses, Net
20
7
Total Loss Reserves
21
8
Changes in Combined Loss Reserves
21
9
Troubled Debt Restructurings and Nonaccrual Loans
23
10
Credit Loss Performance Metrics
24
11
Single-Family Business Results
25
12
Multifamily Business Results
27
13
Capital Markets Group Results
29
14
Capital Markets Group’s Mortgage Portfolio Activity
30
15
Capital Markets Group’s Mortgage Portfolio Composition
31
16
Capital Markets Group’s Mortgage Portfolio
32
17
Summary of Condensed Consolidated Balance Sheets
33
18
Summary of Mortgage-Related Securities at Fair Value
34
19
Activity in Debt of Fannie Mae
36
20
Outstanding Short-Term Borrowings and Long-Term Debt
37
21
Cash and Other Investments Portfolio
38
22
Composition of Mortgage Credit Book of Business
41
23
Selected Credit Characteristics of Single-Family Conventional Guaranty Book of Business, by Acquisition Period
42
24
Representation and Warranty Status of Single-Family Conventional Loans Acquired in 2013-2015
44
25
Credit Risk Transferred Pursuant to CAS Issuances
45
26
Risk Characteristics of Single-Family Conventional Business Volume and Guaranty Book of Business
46
27
Delinquency Status and Activity of Single-Family Conventional Loans
51
28
Single-Family Conventional Seriously Delinquent Loan Concentration Analysis
52
29
Statistics on Single-Family Loan Workouts
53
30
Single-Family Foreclosed Properties
54
31
Single-Family Foreclosed Property Status
55
32
Multifamily Lender Risk-Sharing
56
33
Multifamily Guaranty Book of Business Key Risk Characteristics
56
34
Multifamily Foreclosed Properties
57
35
Mortgage Insurance Coverage
59
36
Interest Rate Sensitivity of Net Portfolio to Changes in Interest Rate Level and Slope of Yield Curve
64
37
Derivative Impact on Interest Rate Risk (50 Basis Points)
65

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