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-Caveat Lector-

Fannie Mae faces more income issues
    
By Rex Crum
CBSMarketWatch
Saturday, May 15, 2004
        
http://cbs.marketwatch.com/news/story.asp?guid=%7B31DC261A%2DBFD5%
2D4063%2D8788%2D8D6496968FD5%7D&siteid=mktw

In the latest criticism of Fannie Mae, this week's Barron's 
says the mortgage finance behemoth is on shaky ground 
regarding how it records billions of dollars of losses and 
presents its financial appearance to Wall Street.
    
Barron's cover story says the root of the issue is how 
Fannie Mae (FNM) and its cousin Freddie Mac (FRE)
manage to keep derivative financial holdings off income 
statements. 

With its 2003 core earnings of more than $7 billion 
expected to grow even higher over the coming years, 
Fannie Mae would appear to have little negativity on 
its horizon.

Yet a Barron's analysis of Fannie's picture says the 
company took a major hit to earnings as mortgage 
rates dropped in recent years. Prepayments on 
mortgages trimmed the portfolio gains that Fannie 
would otherwise have received, and it was further 
hurt by the locked-in rates of its financing sources.

To avoid recording a loss, says Barron's, Fannie 
Mae used a series of legal mechanisms to transfer 
negative numbers to its balance sheet under 
"accumulated other comprehensive income," or 
AOCI.

The AOCI strategy lets Fannie Mae "burn off" losses 
over time. Without that, says Barron's, Fannie's 2002 
earnings of $6.4 billion would have been overwhelmed 
by $8.9 billion in cash-flow hedging losses.

Barron's says $3 billion in losses that were recognized 
in 2002-2003 "pale against" $19 billion paid to settle 
under-water interest-rate swaps in those years. Indeed, 
a Barron's comparison of 10-K filings says the 
company's interest rate swaps on its books rose from 
$23 billion in 2002 to $149 billion in 2003. The aim of 
the rising use of derivatives, says Barron's, was to defer 
losses instead of recognizing them.

Fannie Mae can pull this off, notes Barron's, because it 
has the legal status of a government-sponsored 
enterprise, or GSE, and can exclude its AOCI numbers 
from the calculations of capital that are used to support 
its $1.35 trillion in mortgage-backed securities. The 1938 
law setting up GSEs includes Freddie Mac.

Earlier this month, the federal Office of Federal Housing 
Enterprise Oversight, or OFHEO, which regulates 
Fannie Mae and Freddie Mac, said that a probe of 
Fannie's financial records showed the company had 
failed to follow generally accepted accounting principles 
on obligations for manufactured homes and aircraft 
leases.

In an agreement with OFHEO that avoids earnings 
restatements, Fannie Mae will take a charge of up to 
$260 million in the second quarter to account for the
losses. Barron's analysis of other manufactured 
housing securities suggest more write-offs will be 
needed in future quarters.

That OFHEO investigation followed on the heels of 
Freddie Mac admitting last year that it used derivatives 
to hide $5 billion of income so it could be reported as 
profits in future years, which could dress up earnings 
reports.

Critics of Fannie and Freddie say that any crisis they 
suffer could rock the international finance system. 

The companies make most of their money by borrowing 
at favored rates as GSEs and using the capital to buy 
mortgages from smaller lenders such as banks. Groups 
of mortgages are packaged together as securities, and 
in that system Fannie guarantees or owns about half of 
the $7.8 trillion worth of U.S. residential mortgages. 

The benefits of the security structure provide liquidity to 
the original lenders and help make Fannie appear to be 
one of the most-profitable public companies in America.

Barron's maintains that Fannie Mae has done nothing 
illegal; that the company has just used financial 
loopholes to adjust its books in order to solidify its 
position in the eyes of Wall Street, investors, and federal 
regulators.

But Barron's also says that as pressure continues to 
mount on Fannie Mae to provide a clearer look at its 
finances, the company could be on the brink of having 
to disclose income restatements that bring an end to 
its long run of unfettered profitability.

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----------------------------------------------------

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DECLARATION & DISCLAIMER
==========
CTRL is a discussion & informational exchange list. Proselytizing propagandic
screeds are unwelcomed. Substance—not soap-boxing—please!   These are
sordid matters and 'conspiracy theory'—with its many half-truths, mis-
directions and outright frauds—is used politically by different groups with
major and minor effects spread throughout the spectrum of time and thought.
That being said, CTRLgives no endorsement to the validity of posts, and
always suggests to readers; be wary of what you read. CTRL gives no
credence to Holocaust denial and nazi's need not apply.

Let us please be civil and as always, Caveat Lector.
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