SEC Filings

Form 10-Q
FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE MAE filed this Form 10-Q on 08/05/2011
Document Outline
Entire Document (8906.2 KB)
Subdocument 1 - 10-Q - 10-Q
Page 1 - UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Page 2 - TABLE OF CONTENTS
Page 3 - MD A TABLE REFERENCE
Page 4 - N/A
Page 5 - PART I FINANCIAL INFORMATION
Page 6 - EXECUTIVE SUMMARY
Page 7 - Summary of Our Financial Performance for the Second Quarter and First Half of 2011
Page 8 - Table 1: Treasury Draw and Dividend Payments
Page 9 - Building a Strong New Single-Family Book of Business
Page 10 - Table 2: Expected Lifetime Profitability of Single-Family Loans Acquired in 1991 through the First H
Page 11 - Serious Delinquency Rates by Year of Acquisition
Page 12 - Table 3: Single-Family Serious Delinquency Rates by Year of Acquisition
Page 13 - Table 4: Credit Profile of Single-Family Conventional Loans Acquired(1)
Page 14 - Expected Losses on Our Legacy Book of Business
Page 15 - Our Strategies and Actions to Reduce Credit Losses on Loans in Our Legacy Book of Business
Page 16 - Credit Performance
Page 17 - Foreclosure Delays and Changes in the Foreclosure Environment
Page 18 - Housing and Mortgage Market and Economic Conditions
Page 19 - Credit Ratings
Page 20 - Home Price Declines.
Page 21 - LEGISLATIVE AND REGULATORY DEVELOPMENTS
Page 22 - N/A
Page 23 - Final Rule Regarding Conservatorship and Receivership Operations
Page 24 - CRITICAL ACCOUNTING POLICIES AND ESTIMATES
Page 25 - Table 6: Level 3 Recurring Financial Assets at Fair Value
Page 26 - CONSOLIDATED RESULTS OF OPERATIONS
Page 27 - Table 8: Analysis of Net Interest Income and Yield
Page 28 - N/A
Page 29 - Table 9: Rate/Volume Analysis of Changes in Net Interest Income
Page 30 - N/A
Page 31 - Fair Value Gains (Losses), Net
Page 32 - Trading Securities Gains (Losses), Net
Page 33 - Table 11: Total Loss Reserves
Page 34 - Table 12: Allowance for Loan Losses and Reserve for Guaranty Losses (Combined Loss Reserves)
Page 35 - N/A
Page 36 - N/A
Page 37 - Table 13: Nonperforming Single-Family and Multifamily Loans
Page 38 - Foreclosed Property Expense (Income)
Page 39 - Table 14: Credit Loss Performance Metrics
Page 40 - Table 15: Single-Family Credit Loss Sensitivity(1)
Page 41 - Overall Impact of the Making Home Affordable Program
Page 42 - Single-Family Business Results
Page 43 - Net Interest Expense
Page 44 - Table 17: Multifamily Business Results
Page 45 - Guaranty Fee Income
Page 46 - Provision for Federal Income Taxes
Page 47 - Net Other-Than-Temporary Impairments
Page 48 - The Capital Markets Group s Mortgage Portfolio
Page 49 - Table 20: Capital Markets Group s Mortgage Portfolio Composition(1)
Page 50 - CONSOLIDATED BALANCE SHEET ANALYSIS
Page 51 - Cash and Other Investments Portfolio
Page 52 - Investments in Private-Label Mortgage-Related Securities
Page 53 - N/A
Page 54 - Mortgage Loans
Page 55 - Table 25: Changes in Risk Management Derivative Assets (Liabilities) at Fair Value, Net
Page 56 - Cautionary Language Relating to Supplemental Non-GAAP Financial Measures
Page 57 - Supplemental Non-GAAP Consolidated Fair Value Balance Sheets
Page 58 - Table 27: Supplemental Non-GAAP Consolidated Fair Value Balance Sheets
Page 59 - LIQUIDITY AND CAPITAL MANAGEMENT
Page 60 - Debt Funding
Page 61 - Table 28: Activity in Debt of Fannie Mae
Page 62 - Outstanding Debt
Page 63 - Table 29: Outstanding Short-Term Borrowings and Long-Term Debt(1)
Page 64 - Maturity Profile of Outstanding Debt of Fannie Mae
Page 65 - Table 31: Maturity Profile of Outstanding Debt of Fannie Mae Maturing in More Than One Year(1)
Page 66 - Credit Ratings
Page 67 - Cash Flows
Page 68 - Dividends
Page 69 - Credit Risk Management
Page 70 - Single-Family Mortgage Credit Risk Management
Page 71 - Single-Family Portfolio Diversification and Monitoring
Page 72 - Table 35: Risk Characteristics of Single-Family Conventional Business Volume and Guaranty Book of Bu
Page 73 - N/A
Page 74 - Credit Profile Summary
Page 75 - Alt-A and Subprime Loans
Page 76 - Reverse Mortgages
Page 77 - Table 37: Single-Family Serious Delinquency Rates
Page 78 - Table 38: Single-Family Conventional Serious Delinquency Rate Concentration Analysis
Page 79 - Table 39: Statistics on Single-Family Loan Workouts
Page 80 - Table 40: Single-Family Loan Modification Profile
Page 81 - Table 41: Single-Family Foreclosed Properties
Page 82 - Table 42: Single-Family Acquired Property Concentration Analysis
Page 83 - Multifamily Portfolio Diversification and Monitoring
Page 84 - Table 43: Multifamily Serious Delinquency Rates
Page 85 - Table 45: Multifamily Foreclosed Properties
Page 86 - Mortgage Insurers
Page 87 - Table 46: Mortgage Insurance Coverage
Page 88 - N/A
Page 89 - Financial Guarantors
Page 90 - Custodial Depository Institutions
Page 91 - Market Risk Management, Including Interest Rate Risk Management
Page 92 - Table 47: Interest Rate Sensitivity of Net Portfolio to Changes in Interest Rate Level and Slope of
Page 93 - Table 48: Derivative Impact on Interest Rate Risk (50 Basis Points)
Page 94 - N/A
Page 95 - N/A
Page 96 - N/A
Page 97 - FANNIE MAE
Page 98 - FANNIE MAE
Page 99 - FANNIE MAE
Page 100 - FANNIE MAE
Page 101 - FANNIE MAE
Page 102 - FANNIE MAE
Page 103 - FANNIE MAE
Page 104 - FANNIE MAE
Page 105 - FANNIE MAE
Page 106 - FANNIE MAE
Page 107 - FANNIE MAE
Page 108 - FANNIE MAE
Page 109 - FANNIE MAE
Page 110 - FANNIE MAE
Page 111 - FANNIE MAE
Page 112 - FANNIE MAE
Page 113 - FANNIE MAE
Page 114 - FANNIE MAE
Page 115 - FANNIE MAE
Page 116 - FANNIE MAE
Page 117 - FANNIE MAE
Page 118 - FANNIE MAE
Page 119 - FANNIE MAE
Page 120 - FANNIE MAE
Page 121 - FANNIE MAE
Page 122 - FANNIE MAE
Page 123 - FANNIE MAE
Page 124 - FANNIE MAE
Page 125 - FANNIE MAE
Page 126 - FANNIE MAE
Page 127 - FANNIE MAE
Page 128 - FANNIE MAE
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Page 131 - FANNIE MAE
Page 132 - FANNIE MAE
Page 133 - FANNIE MAE
Page 134 - FANNIE MAE
Page 135 - FANNIE MAE
Page 136 - FANNIE MAE
Page 137 - FANNIE MAE
Page 138 - FANNIE MAE
Page 139 - FANNIE MAE
Page 140 - FANNIE MAE
Page 141 - FANNIE MAE
Page 142 - FANNIE MAE
Page 143 - FANNIE MAE
Page 144 - FANNIE MAE
Page 145 - FANNIE MAE
Page 146 - FANNIE MAE
Page 147 - FANNIE MAE
Page 148 - FANNIE MAE
Page 149 - FANNIE MAE
Page 150 - FANNIE MAE
Page 151 - FANNIE MAE
Page 152 - FANNIE MAE
Page 153 - FANNIE MAE
Page 154 - FANNIE MAE
Page 155 - FANNIE MAE
Page 156 - FANNIE MAE
Page 157 - FANNIE MAE
Page 158 - FANNIE MAE
Page 159 - FANNIE MAE
Page 160 - FANNIE MAE
Page 161 - FANNIE MAE
Page 162 - FANNIE MAE
Page 163 - FANNIE MAE
Page 164 - FANNIE MAE
Page 165 - FANNIE MAE
Page 166 - Overview
Page 167 - Mitigating Actions Relating to Material Weakness
Page 168 - Changes in Internal Control over Financial Reporting
Page 169 - PART II OTHER INFORMATION
Page 170 - Our regulator is authorized or required to place us into receivership under specified conditions, wh
Page 171 - Limitations on our ability to access the debt capital markets could have a material adverse effect o
Page 172 - A decrease in the credit ratings on our senior unsecured debt would likely have an adverse effect on
Page 173 - Challenges to the MERS System could pose counterparty, operational, reputational and legal risks for
Page 174 - Recent Sales of Unregistered Securities
Page 175 - Information about Certain Securities Issuances by Fannie Mae
Page 176 - Our Purchases of Equity Securities
Page 177 - N/A
Page 178 - SIGNATURES
Page 179 - INDEX TO EXHIBITS
Page 180 - FR007
Subdocument 2 - EX-31.1 - EX-31.1
Page 1 - Exhibit 31.1
Subdocument 3 - EX-31.2 - EX-31.2
Page 1 - Exhibit 31.2
Subdocument 4 - EX-32.1 - EX-32.1
Page 1 - Exhibit 32.1
Subdocument 5 - EX-32.2 - EX-32.2
Page 1 - Exhibit 32.2
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