Print Page  |  Close Window

SEC Filings

10-Q
FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE MAE filed this Form 10-Q on 08/05/2011
Entire Document
 
Table of Contents

MD&A TABLE REFERENCE
 
                 
Table
 
Description
  Page
 
 
1
    Treasury Draw and Dividend Payments     4  
 
2
    Expected Lifetime Profitability of Single-Family Loans Acquired in 1991 through the First Half of 2011     6  
 
3
    Single-Family Serious Delinquency Rates by Year of Acquisition     8  
 
4
    Credit Profile of Single-Family Conventional Loans Acquired     9  
 
5
    Credit Statistics, Single-Family Guaranty Book of Business     12  
 
6
    Level 3 Recurring Financial Assets at Fair Value     21  
 
7
    Summary of Condensed Consolidated Results of Operations     22  
 
8
    Analysis of Net Interest Income and Yield     23  
 
9
    Rate/Volume Analysis of Changes in Net Interest Income     25  
 
10
    Fair Value Gains (Losses), Net     27  
 
11
    Total Loss Reserves     29  
 
12
    Allowance for Loan Losses and Reserve for Guaranty Losses (Combined Loss Reserves)     30  
 
13
    Nonperforming Single-Family and Multifamily Loans     33  
 
14
    Credit Loss Performance Metrics     35  
 
15
    Single-Family Credit Loss Sensitivity     36  
 
16
    Single-Family Business Results     38  
 
17
    Multifamily Business Results     40  
 
18
    Capital Markets Group Results     42  
 
19
    Capital Markets Group’s Mortgage Portfolio Activity     44  
 
20
    Capital Markets Group’s Mortgage Portfolio Composition     45  
 
21
    Summary of Condensed Consolidated Balance Sheets     46  
 
22
    Summary of Mortgage-Related Securities at Fair Value     47  
 
23
    Analysis of Losses on Alt-A and Subprime Private-Label Mortgage-Related Securities     48  
 
24
    Credit Statistics of Loans Underlying Alt-A and Subprime Private-Label Mortgage-Related Securities (Including Wraps)     49  
 
25
    Changes in Risk Management Derivative Assets (Liabilities) at Fair Value, Net     51  
 
26
    Comparative Measures—GAAP Change in Stockholders’ Deficit and Non-GAAP Change in Fair Value of Net Assets (Net of Tax Effect)     52  
 
27
    Supplemental Non-GAAP Consolidated Fair Value Balance Sheets     54  
 
28
    Activity in Debt of Fannie Mae     57  
 
29
    Outstanding Short-Term Borrowings and Long-Term Debt     59  
 
30
    Maturity Profile of Outstanding Debt of Fannie Mae Maturing Within One Year     60  
 
31
    Maturity Profile of Outstanding Debt of Fannie Mae Maturing in More Than One Year     61  
 
32
    Cash and Other Investments Portfolio     61  
 
33
    Fannie Mae Credit Ratings     62  
 
34
    Composition of Mortgage Credit Book of Business     65  


ii