Print Page  |  Close Window

SEC Filings

10-Q
FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE MAE filed this Form 10-Q on 05/06/2011
Entire Document
 
Table of Contents

 
MD&A TABLE REFERENCE
 
                 
Table
 
Description
  Page
 
 
1
    Expected Lifetime Profitability of Single-Family Loans Acquired in 1991 through the First Quarter of 2011     5  
 
2
    Single-Family Serious Delinquency Rates by Year of Acquisition     7  
 
3
    Credit Profile of Single-Family Conventional Loans Acquired     8  
 
4
    Credit Statistics, Single-Family Guaranty Book of Business     10  
 
5
    Level 3 Recurring Financial Assets at Fair Value     16  
 
6
    Summary of Condensed Consolidated Results of Operations     17  
 
7
    Analysis of Net Interest Income and Yield     18  
 
8
    Rate/Volume Analysis of Changes in Net Interest Income     19  
 
9
    Fair Value Gains (Losses), Net     20  
 
10
    Total Loss Reserves     22  
 
11
    Allowance for Loan Losses and Reserve for Guaranty Losses (Combined Loss Reserves)     23  
 
12
    Nonperforming Single-Family and Multifamily Loans     25  
 
13
    Credit Loss Performance Metrics     26  
 
14
    Single-Family Credit Loss Sensitivity     27  
 
15
    Single-Family Business Results     29  
 
16
    Multifamily Business Results     31  
 
17
    Capital Markets Group Results     33  
 
18
    Capital Markets Group’s Mortgage Portfolio Activity     35  
 
19
    Capital Markets Group’s Mortgage Portfolio Composition     36  
 
20
    Summary of Condensed Consolidated Balance Sheets     37  
 
21
    Summary of Mortgage-Related Securities at Fair Value     38  
 
22
    Analysis of Losses on Alt-A and Subprime Private-Label Mortgage-Related Securities     39  
 
23
    Credit Statistics of Loans Underlying Alt-A and Subprime Private-Label Mortgage-Related Securities (Including Wraps)     40  
 
24
    Changes in Risk Management Derivative Assets (Liabilities) at Fair Value, Net     42  
 
25
    Comparative Measures—GAAP Change in Stockholders’ Deficit and Non-GAAP Change in Fair Value of Net Assets (Net of Tax Effect)     43  
 
26
    Supplemental Non-GAAP Consolidated Fair Value Balance Sheets     45  
 
27
    Activity in Debt of Fannie Mae     48  
 
28
    Outstanding Short-Term Borrowings and Long-Term Debt     50  
 
29
    Maturity Profile of Outstanding Debt of Fannie Mae Maturing Within One Year     51  
 
30
    Maturity Profile of Outstanding Debt of Fannie Mae Maturing in More Than One Year     52  
 
31
    Cash and Other Investments Portfolio     52  
 
32
    Fannie Mae Credit Ratings     53  
 
33
    Composition of Mortgage Credit Book of Business     56  
 
34
    Risk Characteristics of Single-Family Conventional Business Volume and Guaranty Book of Business     59  


iii