SEC Filings

Form 10-Q
FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE MAE filed this Form 10-Q on 11/08/2011
Document Outline
Entire Document (9307.5 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 Third Quarter and First Nine Months of 2011
Page 8 - Nine Months of 2011 vs. Nine Months of 2010.
Page 9 - Our Strong New Book of Business and Expected Losses on Our Legacy Book of Business
Page 10 - Table 2: Expected Lifetime Profitability of Single-Family Loans Acquired in 1991 through the First N
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 - Reducing Credit Losses on Our Legacy Book of Business
Page 16 - Managing Timelines for Workouts and Foreclosures.
Page 17 - Improving Servicing Standards and Execution.
Page 18 - Pursuing Contractual Remedies.
Page 19 - Table 5: Credit Statistics, Single-Family Guaranty Book of Business(1)
Page 20 - Housing and Mortgage Market and Economic Conditions
Page 21 - Outlook
Page 22 - Credit-Related Expenses and Credit Losses.
Page 23 - LEGISLATIVE AND REGULATORY DEVELOPMENTS
Page 24 - Changes to the Home Affordable Refinance Program
Page 25 - Discontinuation of Our Retained Attorney Network
Page 26 - Servicing Compensation Initiative
Page 27 - Fair Value Hierarchy Level 3 Assets and Liabilities
Page 28 - CONSOLIDATED RESULTS OF OPERATIONS
Page 29 - Net Interest Income
Page 30 - N/A
Page 31 - Table 9: Rate/Volume Analysis of Changes in Net Interest Income
Page 32 - Table 10: Impact of Nonaccrual Loans on Net Interest Income
Page 33 - Fair Value (Losses) Gains, Net
Page 34 - Trading Securities Gains (Losses), Net
Page 35 - Table 12: Total Loss Reserves
Page 36 - Table 13: Allowance for Loan Losses and Reserve for Guaranty Losses (Combined Loss Reserves)
Page 37 - N/A
Page 38 - N/A
Page 39 - N/A
Page 40 - Table 14: Nonperforming Single-Family and Multifamily Loans
Page 41 - Credit Loss Performance Metrics
Page 42 - Table 15: Credit Loss Performance Metrics
Page 43 - Table 16: Single-Family Credit Loss Sensitivity(1)
Page 44 - Overall Impact of the Making Home Affordable Program
Page 45 - Table 17: Single-Family Business Results
Page 46 - Guaranty Fee Income
Page 47 - Table 18: Multifamily Business Results
Page 48 - Guaranty Fee Income
Page 49 - (Losses) Gains from Partnership Investments
Page 50 - Net Interest Income
Page 51 - Net Other-Than-Temporary Impairments
Page 52 - N/A
Page 53 - Table 21: Capital Markets Group s Mortgage Portfolio Composition(1)
Page 54 - CONSOLIDATED BALANCE SHEET ANALYSIS
Page 55 - Restricted Cash
Page 56 - Table 24: Analysis of Losses on Alt-A and Subprime Private-Label Mortgage-Related Securities
Page 57 - N/A
Page 58 - Mortgage Loans
Page 59 - Table 26: Changes in Risk Management Derivative Assets (Liabilities) at Fair Value, Net
Page 60 - Cautionary Language Relating to Supplemental Non-GAAP Financial Measures
Page 61 - Supplemental Non-GAAP Consolidated Fair Value Balance Sheets
Page 62 - Table 28: Supplemental Non-GAAP Consolidated Fair Value Balance Sheets
Page 63 - LIQUIDITY AND CAPITAL MANAGEMENT
Page 64 - Debt Funding
Page 65 - Table 29: Activity in Debt of Fannie Mae
Page 66 - Outstanding Debt
Page 67 - Table 30: Outstanding Short-Term Borrowings and Long-Term Debt(1)
Page 68 - Maturity Profile of Outstanding Debt of Fannie Mae
Page 69 - Table 32: Maturity Profile of Outstanding Debt of Fannie Mae Maturing in More Than One Year(1)
Page 70 - Credit Ratings
Page 71 - Capital Management
Page 72 - Dividends
Page 73 - Credit Risk Management
Page 74 - Single-Family Mortgage Credit Risk Management
Page 75 - Single-Family Acquisition and Servicing Policies and Underwriting and Servicing Standards
Page 76 - Table 36: Risk Characteristics of Single-Family Conventional Business Volume and Guaranty Book of Bu
Page 77 - N/A
Page 78 - Credit Profile Summary
Page 79 - Alt-A and Subprime Loans
Page 80 - Reverse Mortgages
Page 81 - Problem Loan Statistics
Page 82 - Table 38: Single-Family Serious Delinquency Rates
Page 83 - Table 39: Single-Family Conventional Serious Delinquency Rate Concentration Analysis
Page 84 - Table 40: Statistics on Single-Family Loan Workouts
Page 85 - Table 41: Single-Family Loan Modification Profile
Page 86 - Table 42: Single-Family Foreclosed Properties
Page 87 - Table 43: Single-Family Acquired Property Concentration Analysis
Page 88 - Multifamily Portfolio Diversification and Monitoring
Page 89 - Problem Loan Statistics
Page 90 - REO Management
Page 91 - N/A
Page 92 - Mortgage Insurers
Page 93 - Table 47: Mortgage Insurance Coverage
Page 94 - N/A
Page 95 - Financial Guarantors
Page 96 - Lenders with Risk Sharing
Page 97 - Issuers of Investments Held in our Cash and Other Investments Portfolio
Page 98 - Market Risk Management, Including Interest Rate Risk Management
Page 99 - Duration Gap
Page 100 - Table 50: Derivative Impact on Interest Rate Risk (50 Basis Points)
Page 101 - IMPACT OF FUTURE ADOPTION OF NEW ACCOUNTING PRONOUNCEMENTS
Page 102 - N/A
Page 103 - N/A
Page 104 - N/A
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
Page 129 - FANNIE MAE
Page 130 - FANNIE MAE
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 - FANNIE MAE
Page 167 - FANNIE MAE
Page 168 - FANNIE MAE
Page 169 - FANNIE MAE
Page 170 - FANNIE MAE
Page 171 - FANNIE MAE
Page 172 - FANNIE MAE
Page 173 - FANNIE MAE
Page 174 - FANNIE MAE
Page 175 - FANNIE MAE
Page 176 - FANNIE MAE
Page 177 - FANNIE MAE
Page 178 - FANNIE MAE
Page 179 - FANNIE MAE
Page 180 - FANNIE MAE
Page 181 - Overview
Page 182 - Mitigating Actions Relating to Material Weakness
Page 183 - Changes in Internal Control over Financial Reporting
Page 184 - PART II OTHER INFORMATION
Page 185 - The future of our company is uncertain.
Page 186 - Efforts that we undertake, including those we are required or asked to undertake by FHFA, other gove
Page 187 - Limitations on our ability to access the debt capital markets could have a material adverse effect o
Page 188 - A decrease in the credit ratings on our senior unsecured debt could have an adverse effect on our ab
Page 189 - N/A
Page 190 - Changes in the foreclosure environment and our reliance on servicers and their counsel and other ser
Page 191 - A failure in our operational systems or infrastructure, or those of third parties, could materially
Page 192 - Recent Sales of Unregistered Securities
Page 193 - Our Purchases of Equity Securities
Page 194 - Statutory Restrictions.
Page 195 - SIGNATURES
Page 196 - INDEX TO EXHIBITS
Page 197 - FR008
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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