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Fabrinet

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FY2012 Annual Report · Fabrinet
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Thank You for
25 Years of Shared Success

2012 ANNUAL REPORT

As we celebrate 25 years of  business, we  

find ourselves reflecting on the great people, 

hard work and fresh thinking that have built 

First National and keep it thriving today.  

A success story like ours is made up of  many 

smaller stories, from watershed 

achievements to little things done right 

every day. In this year’s Annual Report, 

we share a few of  the stories that have 

shaped First National. This anniversary is also  

a time for sincere thank yous. Some of  them are 

found in these pages, but ultimately we believe 

the best way to thank our managers and employees, 

our investors, our brokers and our customers   

is to get to work on another 25 years of  shared 

success – which is exactly what we plan to do. 

Letter from the President

Fellow Shareholders:
As First National looks back on 25 years of success, 
there is much to celebrate. The Company has grown 
steadily since its founding – and in 2012 we contin-
ued to deliver strong financial results, achieving one 
of our best years yet.  

•  Earnings before income taxes, excluding gains  
and losses on financial instruments (“Pre-FMV 
EBITDA”), grew to $153.2 million from  
$125.1 million in 2011, driven by growth in  
our servicing portfolio and the net margin  
on securitized mortgages.

Among many achievements this year, First National 
exceeded $67 billion in mortgages under admini- 
stration, and increased our market share to approxi-
mately 16 percent in the mortgage broker 
distribution channel. 

A strong year for First National
Some of  our key performance indicators for 2012:
•  Mortgages under administration increased  

by 13% over the previous year, to $67.3 billion.

•  Mortgage originations hit record levels, with 

volume increasing 19% year over year to $14 bil-
lion, driven by gains in both our single-family 
residential division ($11.3 billion of  originations) 
and strong performance in our multi-unit  
commercial division ($2.7 billion of originations).

•  Revenue grew to $628.6 million from  

$464.0 million in 2011, reflecting increased  
interest revenue on securitized mortgages. 
•  Net income before taxes increased by 56% to 
$150.8 million from $96.8 million in 2011. 

Strong cash flow throughout 2012 enabled our  
Board to approve dividend increases in both 2012 
and 2013. The annual dividend rate was raised to 
$1.30 per common share beginning with the payment 
on September 17 (a 4% increase over the previous 
rate of  $1.25) and, as announced with our year end 
results, the annual rate was increased to $1.40 per 
share (an 8% increase) starting with the payment  
on April 15, 2013. 

These are just a few of  the recent metrics that  
mark First National’s evolution from a startup with  
a focus on growth into the largest non-bank lender  
in Canada. Our drive to succeed has remained strong 
as our Company has grown: in the past four years, 
our residential division has moved from fifth place in 
market share to second overall and our commercial 
division remains the leading non-bank commercial 
lender in the country.  

March 1988

First National Financial 
Corporation opens 
for business

Corporate Profile
First National Financial Corporation (TSX: FN) is the parent company of  
First National Financial LP, a Canadian-based originator, underwriter and 
servicer of predominantly prime residential (single-family and multi-unit) and 
commercial mortgages. With over $67 billion in mortgages under administra-
tion, First National is Canada’s largest non-bank originator and underwriter of 
mortgages and is among the top three in market share in the mortgage broker 
distribution channel. For more information, please visit www.firstnational.ca.

2012 ANNUAL REPORT  1

Letter from the President

June 1991

First National becomes a 
CMHC-approved lender

First National’s leadership team is proud of  this 
performance, and we are proud of  the approach  
that has made it possible: our commitment to serving 
our clients and brokers with excellence, and our 
focus on delivering strong results for our investors 
and employees.

Investing in relationships
First National has worked consistently to distinguish 
itself by the service it provides to its customers, and 
by the strength of  its relationships with residential 
brokers and the commercial real estate community. 
Our reputation for outstanding service to brokers 
has become an increasingly valuable differentiator. 

Our long-standing emphasis on supporting brokers 
as they work to meet clients’ needs has resulted  
in a clear leadership position in the mortgage broker 
distribution channel. This position has yielded 
increased benefits as the channel continues to grow, 
and Canadian homebuyers take advantage of  the 
value offered by mortgage brokers.  

Sharing our success
First National has always believed in sharing our 
successes with those who place their confidence  
in us, including our brokers, management team  
and staff.

Today, sharing our success also means delivering 
strong growth and cash flow to the shareholders 
who have supported our Company. These  
shareholders have profited as we have announced 
three dividend increases in as many years. 

In addition to sharing today’s successes,  
First National is focused on laying strong foun- 
dations for future growth. We remain committed  
to maintaining a conservative risk profile and 
sustaining a funding mix that enables us to adapt  

to new market conditions. Our solid capital base 
and strong balance sheet also give us a firm 
platform from which to generate reliable future 
returns for our shareholders.  

Looking ahead
In June 2012, the federal government introduced 
new rules that reduce the amount home buyers can 
borrow under the government-backed mortgage 
insurance program. The industry began to feel the 
effects of  this move in the fourth quarter of  2012, 
and we anticipate moderately lower origination 
levels for our residential division in 2013. 

Although all lenders will experience some cooling 
effects from these new rules, our increased volume 
of  mortgages under administration, combined with 
anticipated renewals, will enable us to continue to 
deliver strong earnings and cash flow. Furthermore, 
we expect that interest rates will remain low, 
helping to keep housing affordable in Canada. 

Despite lower origination targets on the residential 
side, we anticipate that our commercial division  
will maintain the strong origination levels it achieved 
in 2012, as the low-rate environment encourages 
real estate transactions. With the introduction of 
First National mortgage brokerage services and a 
new fund product targeting retail investors in 2012, 
our commercial division now offers the broadest 
product platform in Canada – further evidence of 
First National’s commitment to positioning itself  for 
future growth through adaptation and innovation.   

Investments in our business made during 2012  
will also promote profitability and cash flow through 
2013 as we leverage our investments in the 
portfolio of  mortgages under securitization and  
the servicing portfolio.

2  First NatioNal FiNaNcial corporatioN

A year to celebrate
This year’s performance has been supported by  
the dedication of  our outstanding team of  managers  
and employees. In 2012, the First National team 
grew to include more than 600 professionals 
working across Canada. Our record-setting year 
attests to the exceptional quality and dedication  
of  our team, as well as the sound guidance of  
our Board.

For me and my fellow co-founder Moray Tawse, 
First National’s success over the past 25 years  
is all the more satisfying because it has been  
driven by the values on which First National was 
founded. Moray and I launched First National  
with a commitment to integrity, professionalism, 
transparency, supportiveness and a strong convic-
tion that relationships are at the heart of  our 
business. Since the day we founded the business, 
we have built the Company step by step, with  
the cooperation and investment of  people  
we trust and respect. The result is a Company  
and a culture of  which we are truly proud.

Together, we have helped Canadian families 
purchase their first home, partnered with com- 
mercial enterprises to create growth and meet 
business objectives, and delivered strong returns  
to thousands of  investors who placed their 
confidence in our business. Thank you. We can’t 
think of  a better way to have spent the last  
25 years, and we look forward to another  
25 years of  shared success. 

Sincerely,

Stephen Smith 

2012 at a glance

D E

A

FUNDING SOURCES
(for the year ended December 31, 2012)

Institutional placements

1%  CMB dealers

A  69% 
B 
C  21%  NHA MBS
D  7%  ABCP
E 

2% 

Internal resources

D

B

REVENUE SOURCES PRIOR 
TO FAIR VALUE GAINS/LOSSES
(for the year ended December 31, 2012)

A

Institutional placements
A  42% 
B  24%  Net interest  –  securitized mortgages
C  24%  Mortgage servicing
Investment income
D  10% 

C

B

C

D

C

B

MORTGAGES UNDER  
ADMINISTRATION
(for the year ended December 31, 2012)

Insured 

9%  Multi-unit and commercial

A  79% 
B 
C  12%  Conventional single-family residential
D  <1%  Bridge loans / Alt-A

A

91% 

Insured or conventional
single-family residential

2012 ANNUAL REPORT  3

 
 
 
From the beginning, a drive to succeed

Technological innovation for superior service
First National leads the industry in adopting technol-
ogy to enable fast, customized communication with 
our clients, brokers and investors. We continue  
to evolve MERLIN, our proprietary mortgage 
approval and underwriting system. This year, we  
will introduce MERLIN in additional business areas, 
launching a MERLIN-based portal for investors  
and using it to enhance our commercial mortgage 
administration. Residential borrowers continue to 
benefit from our personalized mortgage manage-
ment tool, My Mortgage, online and by phone.

For 25 years, First National has combined the 
entrepreneurial energy of  a dynamic startup with 
the reliability and professionalism of  one of 
Canada’s top financial institutions. The result has 
been strong, steady growth, supported by prudent 
risk management, and our competitive drive and 
entrepreneurial spirit continue to move us forward.

In February 2012, we surpassed $60 billion in 
mortgages under administration, and by year’s end 
we reached $67.3 billion. 

Outstanding service every step of the way 
Great service has always been fundamental to our 
reputation as a solid partner for brokers and as a 
trustworthy lender for Canadians. Insisting on top 
service is not just how we work, it’s how we grow.

A record of service, a history of growth
First National started out as a small firm in a large 
industry. From the outset, we understood that if  we 
were to earn the trust of  Canadians and mortgage 
brokers, our expertise, professionalism and integrity 
had to come through in everything we did, from the 
rigour of  our underwriting process to the speed 
with which we returned phone calls.  

May 1996

First National launches  
first ABCP Program

April 2001

First National 
launches MERLIN

We value our employees.
Our staff embody our dedication to service and help drive our growth. 

4  First NatioNal FiNaNcial corporatioN

Because of  our ongoing investments in advanced 
technology, we are able to continually raise our 
service standards even as our volumes increase. 
More than 20% of  our residential service requests 
are now received online through My Mortgage, and 
in 2012 online requests almost doubled from 2011. 
As customers become more comfortable with 
online technology, we expect our online requests to 
increase even further. Our technological readiness 
and outstanding staff  enable us to rise to these 
challenges and deliver on our guaranteed 24-hour 
turnaround time.

“I n 1988, it was unusual for a small business  

to even own a computer. We saw that  
there was a better way of working, so we made  
the investment. When we digitized the process,  
it became almost instantaneous. We could  
respond faster than anyone – much faster.” 
– Stephen Smith

2012 at a glance

MORTGAGES UNDER ADMINISTRATION
(in $ billions)

.

6
0
4

.

8
7
4

.

3
3
5

.

6
9
5

.

3
7
6

2008

2009

2010

2011 2012

 13% year-over-year  
growth 2011 to 2012

MORTGAGE ORIGINATIONS
(in $ billions)

.

9
1
1

.

8
1
1

.

5
0
1

.

8
1
1

.

0
4
1

2008

2009

2010

2011 2012

 19% year-over-year  
growth 2011 to 2012

REVENUE
(in $ millions)

.

0
4
9
2

.

7
1
4
3

.

3
4
9
3

.

0
4
6
4

.

6
8
2
6

2008

2009

2010

2011 2012

35% year-over-year  
growth 2011 to 2012

PRE-FMV EBITDA
(in $ millions)

.

3
2
2
1

.

3
5
6
1

.

8
9
2
1

.

1
5
2
1

.

2
3
5
1

2008

2009

2010

2011 2012

22% year-over-year  
growth 2011 to 2012

2012 ANNUAL REPORT  5

Strong relationships, shared success

First National has always taken a win-win  
approach to business. Our growth is rooted in  
the relationships we have built over a quarter- 
century of  earning loyalty and keeping promises. 
We embrace opportunities to share our success 
with our investors, our valued network of  
brokers and our staff.

A passionate team 
Some of  our employees have been with  
us since our earliest days. For them, building  
a career has been inextricably connected  
to building First National. We are pleased  
that our tradition of  staff  retention and 
advancement continues: 2012 saw 48 internal 
promotions. Our team continues to find new 
ways to grow with the Company, not only 
sharing in First National’s success but also 
driving that success.  

June 2006

First National is 
listed on the TSX

June 2010

First National reaches  
$50 billion in mortgages 
under administration

We value our managers.
Our dedicated team has made vital contributions to First National’s 
strong performance this year.

6  First NatioNal FiNaNcial corporatioN

“When we started, on any given day you 

could find the President shovelling the 

snow, checking the computer wires or developing 
an NHA MBS joint venture. Everyone on our  
team wore many hats in those days.” 
– moray tawSe

We value our long-standing employees 
celebrating 25 years of  service: 
Sharon MacKenzie, Josie Bohren,  
Scott McKenzie, Peter Cook,  
Dru McAuley, Nuala Bourke

2012 at a glance

$150.8 million
Net income before taxes increased to  
$150.8 million from $96.8 million in 2011.

$1.40 per common share
In April 2013, a dividend of $1.40 per  
common share was issued, which represented  
an 8% increase from the previous rate of $1.30.

1,692 commitments
March 29th was a milestone: the busiest day  
in the Company’s history, with our residential 
division issuing 1,692 commitments for a total  
of  approximately $440 million.

16%
In 2012 First National’s market share increased 
from approximately 13% to approximately 16%, as 
a major player exited the market and First National 
worked to capture new business.

2012 ANNUAL REPORT  7

Our philosophy

Our philosophy is unique in its simplicity: we deliver service, create  
solutions and build success. 

By combining innovative mortgage solutions, MERLIN – our industry- 
leading mortgage approval and tracking system – and the expertise  
of our team, First National has earned the trust of mortgage brokers, 
commercial clients and residential customers Canada-wide.

These valued relationships endure because of our unwavering  
commitment to service excellence, a commitment shared by senior  
management and every member of the First National team.

Delivering Service
We are determined to provide industry-leading 
service across all areas of  our business.

Fast turnaround of mortgage applications is a  
priority at First National. We typically respond to 
mortgage broker submissions within four hours  
and commercial clients often receive their mortgage 
commitment documents in as little as seven days.

A homeowner who becomes a First National client 
can expect dedicated service from our experienced 
team of  customer service representatives, and  
access to My Mortgage, their personalized mortgage 
management tool available online or by phone.

Creating Solutions
At First National, we put all of our resources and 
expertise behind the development, administration 
and servicing of mortgage solutions.

Each commercial mortgage inquiry starts with a 
professional mortgage consultation and analysis.  
Our commercial mortgage experts analyze each 
client’s needs and develop customized proposals 
detailing the loan strategy, preferred terms, best rate 
solution and optimum financing recommendation.

Residential mortgage brokers have access to a  
wide range of mortgage solutions, flexible payment 
terms and prepayment privileges to suit just about  
any lifestyle.

MERLIN, First National’s exclusive online mortgage 
approval and tracking system, ensures mortgage 
brokers stay connected to the status of  their deal  
so they can exceed customers’ expectations while 
maximizing efficient use of their own time.

Building Success
Many Canadians dream of  buying their first home 
whether they are new to our country, growing a 
family or simply putting down roots. Together with 
their mortgage broker, we are all committed to 
helping them make this dream come true as easily 
and worry-free as possible.

Time and time again, mortgage brokers tell us  
that a key component of excellent service is fast 
turnaround time so that they can differentiate 
themselves from the competition. First National 
responds to 90% of mortgage broker submissions  
in under four hours.

8  First NatioNal FiNaNcial corporatioN

A Strong Year for First National

2012 financial statements

Financial Reporting
Table of Contents

Management’s Discussion and Analysis

Financial Statements

11  General Description of the Company

37  Management’s Responsibility  

for Financial Reporting
Independent Auditors’ Report

38 
39  Consolidated Statements of  Financial Position
40  Consolidated Statements of  Comprehensive 

Income and Retained Earnings
41  Consolidated Statements of  Changes  

in Shareholders’ Equity

42  Consolidated Statements of  Cash Flows
43  Notes to Consolidated Financial Statements

2012 Results Summary

12  Outstanding Securities of the Corporation
13  Selected Quarterly Information
14  Selected Annual Financial Information  
for the Company’s Fiscal Year

15  Vision and Strategy
15  Key Performance Drivers

Growth in Portfolio of Mortgages  
  under Administration
Growth in Origination of Mortgages 

16  Lowering Costs of Operations
17  Employing Innovative Securitization 

Transactions to Minimize Funding Costs

18  Key Performance Indicators
19  Determination of  Adjusted Cash Flow 

  and Payout Ratio
Revenues and Funding Sources

21  Results of  Operations
26  Operating Segment Review
27  Residential Segment

Commercial Segment
Liquidity and Capital Resources

30  Financial Instruments and Risk Management
32  Capital Expenditures

Summary of  Contractual Obligations

33  Future Accounting Changes
34  Disclosure Controls and Internal Controls  

  over Financial Reporting

35  Risk and Uncertainties Affecting the Business

Forward-Looking Information

36  Outlook

10  First NatioNal FiNaNcial corporatioN

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Management’s Discussion and Analysis

The following management’s discussion and analysis 
(“MD&A”) of  financial condition and results of  
operations is prepared as of  February 26, 2013.  
This discussion should be read in conjunction with  
the audited consolidated financial statements of   
First National Financial Corporation (the “Company”  
or “Corporation” or “First National”) as at and for  
the year ended December 31, 2012 and the notes 
thereto. This discussion should also be read in  
conjunction with the audited consolidated financial 
statements and notes thereto of  the Company for  
the year ended December 31, 2011. The audited 
consolidated financial statements of  the Company  
have been prepared in accordance with International 
Financial Reporting Standards (“IFRS”).

This MD&A contains forward-looking information. 

Please see “Forward-Looking Information” for a 
discussion of  the risks, uncertainties and assumptions 
relating to these statements. The selected financial 
information and discussion below also refer to certain 
measures to assist in assessing financial performance. 
These other measures, such as “Pre-FMV EBITDA”, 
“Adjusted Cash Flow” and “Adjusted Cash Flow  
per Share”, should not be construed as alternatives  
to net income or loss or other comparable measures 
determined in accordance with IFRS as an indicator  
of  performance or as a measure of  liquidity and  
cash flow. These measures do not have standard 
meanings prescribed by IFRS and therefore may not  
be comparable to similar measures presented by  
other issuers.

Unless otherwise noted, tabular amounts are in 

thousands of  Canadian dollars.

Additional information relating to the Company  
is available in First National Financial Corporation’s 
profile on the System for Electronic Data Analysis  
and Retrieval (“SEDAR”) website at www.sedar.com.

General Description of the Company

First National Financial Corporation is the parent 
company of First National Financial LP (“FNFLP”), a 
Canadian-based originator, underwriter and servicer 
of predominantly prime residential (single-family  
and multi-unit) and commercial mortgages. With 
over $67 billion in mortgages under administration 
(“MUA”), First National is Canada’s largest non-bank 
originator and underwriter of mortgages and is 
among the top three in market share in the growing 
mortgage broker distribution channel. Pursuant  
to a Plan of  Arrangement (the “Arrangement”)  
and an amalgamation (the “Amalgamation”) effective 
January 1, 2011, First National Financial Corporation 
succeeded First National Financial Income Fund  
(the “Fund”) as the public holding company invested 
in FNFLP. The Arrangement and Amalgamation 
(together, the “Conversion”) were used to convert 
the Fund into a corporate structure.

2012 Results Summary

The Company was very pleased with its results  
for 2012. The Canadian real estate market remained 
strong and First National’s market share in the 
mortgage broker distribution channel continued  
to grow. With these fundamentals, the Company 
was able to produce record origination levels, 
surpassing the previous annual record set in 2008. 
This is particularly true for the single-family segment, 
where First National originated $11.3 billion of new 
mortgages. With these robust origination metrics, 
the Company continued to build both its portfolio of 
mortgages pledged under securitization and its MUA. 

2012 ANNUAL REPORT  11

Management’s Discussion and Analysis

•  MUA grew to $67.3 billion at December 31, 2012 

from $59.6 billion at December 31, 2011, an 
increase of  13%; the growth from September 30, 
2012, when MUA was $65.9 billion, was 2%, an 
annualized increase of  more than 8%.

•  The Canadian single-family real estate market 
continued to show its strength. In 2012, single-
family mortgage originations for the Company 
increased by 24% to $11.3 billion from $9.1 billion 
in 2011. The commercial segment had results 
consistent with 2011 as this market remained 
strong and volumes were approximately  
$2.7 billion for both 2012 and 2011. Overall 
origination was up over 19% year over year. 

•  The Company used the Canada Mortgage Bonds 

(“CMB”) program to successfully securitize 
$931.8 million of multi-unit mortgages in the 
10-year program and $1.6 billion of  mortgages  
in the five-year term programs. In 2012, First 
National also securitized $526.6 million of 
mortgages through bank-led syndicated National 
Housing Act Mortgage-Backed Securities  
(“NHA MBS”) transactions. 

•  Revenue for the year ended December 31, 2012 
increased to $628.6 million from $464.0 million  
in 2011. The growth of 35% is reflective of 
increased placement fees, which increased by 
$41.9 million year over year, and interest revenue 
on securitized mortgages, which increased  
by almost $82.9 million. While the Company 
continued to securitize a portion of its origination, 
the additional volume originated in 2012 was 
placed with institutional investors.

•  Income before income taxes in the year increased 
significantly, by 56%, from $96.8 million in 2011 to 
$150.8 million in 2012. The increase was the result 
of a steadily growing business and a turnaround  
of revenues on account of fair value of financial 
instruments, which increased pre-tax income  
by $24.6 million in 2012.

•  Without the impact of  gains and losses on financial 
instruments, which have been volatile, the Com- 
pany’s earnings before income taxes, depreciation 
and amortization (“Pre-FMV EBITDA”) increased 
by 22%, from $125.1 million in 2011 to $153.2 mil-
lion in 2012. This increase is due to the growth of 
the Company’s servicing portfolio and the net 
margin on securitized mortgages. 

•  The Company was pleased with its results and,  

in particular, the amount of cash flow the business 
generated. With a strong finish to 2012, First 
National is pleased to announce that the Board of 
Directors has approved an increase in the dividend 
payable on the outstanding common shares. 
Effective with the dividend payable on April 15, 
2013, the annual dividend rate will be increased 
from $1.30 per share to $1.40 per share, an 
increase of  7.7%. 

Outstanding Securities  
of the Corporation

At December 31, 2012 and February 26, 2013,  
the Corporation had 59,967,429 common shares, 
4,000,000 Class A Series 1 Preferred Shares and 
175,000 debentures outstanding.

12  First NatioNal FiNaNcial corporatioN

Selected Quarterly Information

Quarterly results of First National Financial Corporation

($000s, except per share amounts)

2012

Fourth quarter

Third quarter

Second quarter

First quarter

2011

Fourth quarter

Third quarter

Second quarter

First quarter

Net income 
for the  
period

Net income 
per common 
share

Revenue

$

$

$

$

$

$

$

$

156,092

181,573

156,983

133,965

118,121

115,522

121,579

108,798

$

$

$

$

$

$

$

$

33,491

32,047

18,099

26,688

17,687

12,107

20,197

20,500

$

$

$

$

$

$

$

$

0.54

0.51

0.28

0.43

0.27

0.18

0.32

0.33

Total assets

$ 15,008,552

$ 14,311,584

$ 13,682,980

$ 13,224,456

$ 11,927,270

$ 10,754,813

$

$

9,948,118

9,261,178

 Given First National’s large amount of  MUA and 
portfolio of mortgages pledged under securitization, 
quarterly revenue under IFRS is driven primarily  
by mortgage servicing revenue growth, and the  
gross interest earned on the mortgages pledged 
under securitization. Servicing revenue will change  
as the third-party portfolio of mortgages grows  
or contracts. The gross interest on the mortgage 
portfolio is dependent both on the size of the 
portfolio of mortgages pledged under securitization 
as well as weighted average mortgage rates. Revenue 
will also change as the amount of origination for 
institutional investors changes. All of these factors 
have increased over the last 24 months as the 
Company has steadily increased its MUA and  
portfolio of securitized mortgages and increased 
placement fees with higher originations for its 
institutional investors. Revenue is also dependent  
on conditions in the debt markets, which affect the 
value of gains and losses on financial instruments  
arising from the Company’s interest rate hedging 
program. In particular, revenue was reduced by 
$14.8 million and $8.4 million losses in the third and 
fourth quarters of  2011, respectively. In the second 
quarter of 2012, more losses on these items 

decreased revenue by $12.0 million. This contrasts 
gains of  $7.1 million in the first quarter of  2012, 
$5.6 million in the third quarter of  2012 and 
$5.4 million in the fourth quarter of 2012. These 
issues also impacted net income, which was directly 
affected on a before-tax basis by these gains  
and losses. 

Generally, during the first two quarters  

of 2011, mortgage spreads tightened steadily as 
Canadian capital markets returned to historical 
norms following the credit turmoil of  2008. This 
trend is evident in net income figures except for  
the third and fourth quarters of 2011, when interest 
rates fell significantly and caused large mark-to- 
market adjustments on financial instruments, which 
reduced earnings. In 2012, increased origination 
volume and the securitization-related income from 
past quarters’ securitizations have come together to 
drive earnings higher despite some volatility in the 
capital markets. Total assets have increased steadily 
as the Company has taken advantage of securitiza-
tion opportunities to grow its mortgage assets 
pledged under securitization. 

2012 ANNUAL REPORT  13

Management’s Discussion and Analysis

Selected Annual Financial Information for the Company’s Fiscal Year
($000s, except per share/unit amounts)

For the year then ended

Income statement highlights

  Revenue

Interest expense – securitized mortgages

  Brokerage fees

  Salaries, interest and other operating expenses

  EBITDA(1)

  Amortization of capital assets

  Amortization of  intangible assets

  Provision for income taxes

  Net income

  Dividends/distributions declared

Per share/unit highlights

  Net income per unit/common share

  Dividends/distributions declared per common share/unit

At year end

Balance sheet highlights

  Total assets

  Total long-term financial liabilities

December 31 
2012

December 31 
2011

December 31 
2010

$

628,613

$

464,020

$

394,259

(246,736)

(115,978)

(106,547)

159,352

(2,059)

(6,468)

(40,500)

110,325

80,859

1.76

1.27

(184,291)

(112,530)

(81,480)

(91,642)

106,607

(1,856)

(7,968)

(26,292)

70,491

109,022

1.10

1.25

(70,718)

(81,586)

131,221

(1,796)

(9,468)

(30,040)

89,917

89,623

1.50

1.49

15,008,552

11,927,270

8,403,993

$

181,275

$

184,689

$

178,849

(1) EBITDA is not a recognized earnings measure under IFRS and does not have a standardized meaning prescribed by IFRS. 

Therefore, EBITDA may not be comparable to similar measures presented by other issuers. Investors are cautioned that EBITDA 

should not be construed as an alternative to net income or loss determined in accordance with IFRS as an indicator of  the 

Company’s performance or as an alternative to cash flows from operating, investing and financing activities as a measure of  

liquidity and cash flows. 
(2) Information for 2010 has been restated to conform to presentation under IFRS and for the Conversion. 

14  First NatioNal FiNaNcial corporatioN

 
Vision and Strategy

The Company provides mortgage financing solutions 
to virtually the entire mortgage market in Canada.  
By offering a full range of mortgage products, with a 
focus on customer service and superior technology, 
the Company believes that it is the leading non-bank 
mortgage lender in the industry. Growth has been 
achieved while maintaining a relatively conservative 
risk profile. The Company intends to continue 
leveraging these strengths to lead the non-bank 
mortgage lending industry in Canada, while appropri-
ately managing risk.

The Company’s strategy is built on four corner-
stones: providing a full range of mortgage solutions; 
growing assets under administration; employing 
leading-edge technology to lower costs and rational-
ize business processes; and maintaining a conservative 
risk profile. An important element of the Company’s 
strategy is its direct relationship with the mortgage 
borrower. Although the Company places most of its 
originations with third parties, FNFLP is perceived by 
all of its borrowers as the mortgage lender. This is a 
critical distinction. It allows the Company to commu-
nicate with each borrower directly throughout the 
term of the related mortgage. Through this relation-
ship, the Company can negotiate new transactions  
and pursue marketing initiatives. Management believes 
this strategy will provide long-term profitability and 
sustainable brand recognition for the Company.

Key Performance Drivers

The Company’s success is driven by the  
following factors:
•  Growth in the portfolio of mortgages  

under administration;

•  Growth in the origination of mortgages;
•  Lowering the costs of operations through the 
innovation of systems and technology; and

•  Employing innovative securitization transactions  

to minimize funding costs.

Growth in Portfolio of Mortgages  
under Administration

Management considers the growth in MUA to be a 
key element of  the Company’s performance. The 
portfolio grows in two ways: through mortgages 
originated by the Company and through mortgage 
servicing portfolios purchased from third parties. 
Mortgage originations not only drive revenues from 
placement and interest from securitized mortgages 
but, perhaps more importantly, longer-term values 
such as servicing fees, mortgage administration fees, 
renewal opportunities and growth in customer base 
for marketing initiatives. As at December 31, 2012, 
MUA totalled $67.3 billion, up from $59.6 billion  
at December 31, 2011, an increase of 13%. This 
compares to $65.9 billion at September 30, 2012, 
representing a quarter-over-quarter increase of  
2.1% and an annualized increase of  about 8.5%. 

Growth in Origination of Mortgages

The origination of  mortgages not only drives the 
growth of  MUA as described above, but leverages 
the Company’s origination platform, which has  
a large fixed cost component. As more mortgages 
are originated, the marginal costs of underwriting  
are decreased. The Company can also decide to 
securitize more mortgages to take advantage of its 
origination in periods of wider mortgage spreads. 
Prior to 2008, when the capital markets experienced 
some significant turbulence, the prime mortgages 
that the Company originated had tight spreads such 
that the Company’s strategy was to sell these 
mortgages on commitment to institutional investors 
and retain the servicing. This strategy changed with 
the challenges in the credit environment and the 
Company was able to take a larger portion of the 
spread for itself. By the end of  2010, much of   
the turmoil in the capital markets had waned and 
mortgage spreads returned to modest premiums 
over pre-crisis levels. This is most evident for 

2012 ANNUAL REPORT  15

Management’s Discussion and Analysis

five-year fixed single-family mortgage rates  
compared to similar-term Government of Canada 
bonds. Prior to 2008, this comparison showed 
spreads of approximately 1.25%. With the credit 
crisis, these spreads reached as high as 3.00% in 
2008. Between 2009 and mid-2011, spreads gradually 
tightened as liquidity issues at financial institutions 
diminished and the competition for mortgages 
increased such that at June 30, 2011, mortgage 
spreads were at 1.46%. With renewed global 
economic turmoil in 2012, spreads generally widened 
again such that by mid-year spreads reached as high 
as 1.85%, tightening to about 1.61% by year end.  
In 2012, the Company has chosen to opportunisti-
cally securitize a larger portion of its originations, 
both in the single-family and multi-family segments, 
to take advantage of these still-profitable spreads. 
For 2012, the Company originated for securitization 
approximately $2.1 billion of single-family mortgages 
and $986 million of fixed multi-residential mortgages 
in order to take advantage of  these wider spreads.  
In 2012, the Company securitized through NHA  
MBS approximately $494 million of  floating rate 
single-family mortgages, $1.8 billion of fixed single-
family mortgages and $1.0 billion of fixed 
multi-residential mortgages.

Lowering Costs of Operations

Innovation of systems and technology
The Company has always used technology to 
provide for efficient and effective operations. This  
is particularly true for its MERLIN underwriting 
system, Canada’s only web-based, real-time broker 
information system. By creating a paperless, 24/7 
commitment management platform for mortgage 
brokers, the Company is now ranked among the top 
three lenders by market share in the broker channel. 
This has translated into increased single-family 
origination volumes and higher closing ratios (the 
percentage of mortgage commitments the Company 
issues that actually become closed mortgages).

Increase of bank credit facility
In May and then in December 2012, the Company 
increased its revolving line of credit with a syndicate 
of banks from $125.0 million to $545.0 million. The 
additional $420.0 million commitment was increased 
to enable the Company to fund the increasing 
amount of mortgages accumulated for securitization 
and reduce the amount of mortgages funded with 
repurchase obligations. The entire facility is floating 
rate and has a four-year term. The Company has 
elected to undertake this increased debt for a 
number of reasons: (1) the transaction increases the 
amount of debt available to fund mortgages origi-
nated for securitization purposes; (2) the debt is 
revolving and can be used and repaid as the Company 
requires, providing more flexibility than the debenture 
debt, which is always fully drawn; (3) the four-year 
term extension gives the Company a committed 
facility that strategically extends the maturity of this 
debt beyond that of the debenture in 2015; and  
(4) the cost of borrowing is marginally lower than  
of the replaced $125.0 million credit facility.

Preferred share issuance
On January 25, 2011, the Company issued 4,000,000 
Class A Series 1 Preferred Shares for gross proceeds 
of $100 million. The Company received net pro-
ceeds of $97.4 million after issuance costs, net of 
deferred tax assets of  $0.9 million. These shares are 
rate reset preferred shares having a stated 4.65% 
annual dividend rate, subject to Board of Director 
approval, and a par of  $25 per share. The rate reset 
feature is at the discretion of the Company such  
that after the initial five-year term the Company can 
choose to extend the shares for another five-year 
term at a fixed spread (2.07%) over the yield of the 
then relevant Government of Canada bond. While 
the investors in these shares have an option on  
each five-year anniversary to convert their Series 1 
holdings into Series 2 Preferred Shares (which pay 
floating rate dividends), there are no redemption 

16  First NatioNal FiNaNcial corporatioN

options for these shareholders. As such, the 
Company considers these shares to represent a 
permanent source of capital and classifies the  
shares as equity on its balance sheet. Management 
believes this capital will give the Company the  
opportunity to pursue its strategy of increased 
securitization, which requires upfront investment.

Employing Innovative Securitization  
Transactions to Minimize Funding Costs

Approval as both an issuer of NHA MBS  
and seller to the Canada Mortgage  
Bonds program
The Company has been involved in the issuance  
of NHA MBS since 1995. This program has been 
very successful, with over $5 billion of  NHA MBS 
issued. In December 2007, the Company was 
approved by Canada Mortgage and Housing 
Corporation (“CMHC”) as an issuer of NHA MBS 
and as a seller to the CMB program. Issuer status  
has provided the Company with a funding source 
that it can access independently. Perhaps more 
importantly, seller status for the CMB gives the 
Company direct access to the CMB. Generally,  
the demand for high-quality fixed and floating rate 
investments increased significantly with the turmoil  
in 2009. This demand has continued into 2012  
and allowed the Company to fund over $3.3 billion 
of mortgages through the NHA MBS and CMB 
programs during the year, including $861 million  
in the fourth quarter of 2012.

Canada Mortgage Bonds program
The CMB program is an initiative sponsored by 
CMHC whereby the Canada Housing Trust  
(“CHT”) issues securities to investors in the form  
of semi-annual interest-yielding five- and 10-year 
bonds. The proceeds of  these bonds are used  
to buy NHA MBS. In previous years, the Company 
entered into an agreement with a Canadian bank that 
allowed the Company to indirectly sell a portion of  
the Company’s residential mortgage origination into 
several CMB issuances. Subsequently, pursuant to 
the Company’s approval as a seller into the CMB,  
the Company was able to make direct sales into the 
program. Because of  the similarities to a traditional 
Government of  Canada bond (both have five-  
and 10-year unamortizing terms and a federal gov- 
ernment guarantee), the CMB trades in the capital 
markets at a modest premium to the yields on 
Government of Canada bonds. The ability to sell into 
the CMB has given the Company access to lower 
cost of funds on both single-family and multi-family 
mortgage securitizations. Because these funding 
structures do not amortize, the Company can fund 
future mortgages through this channel as the original 
mortgages amortize or pay out. The Company also 
enjoys significant demand for mortgages from 
investment dealers who sell directly into the CMB. 
Because of the effectiveness of  the CMB, there have 
been requests from approved CMB sellers for larger 
issuances. CHT has indicated that it will not unduly 
increase the size of its issuances and has created 
guidelines through CMHC that limit the amount that 
can be sold by each seller into the CMB each quarter. 
The Company is also subject to these limitations.

2012 ANNUAL REPORT  17

Management’s Discussion and Analysis

Key Performance Indicators

The principal indicators used to measure the  
Company’s performance are:
•  Earnings before income taxes, depreciation and 
amortization, and losses and gains on financial 
instruments (“Pre-FMV EBITDA”(1)); and

•  Adjusted cash flow from operations (“Adjusted 

Cash Flow”).

Pre-FMV EBITDA is not a recognized measure under 
IFRS. However, management believes that Pre-FMV 
EBITDA is a useful measure that provides investors 
with an indication of  income normalized for capital 
market fluctuations and prior to capital expenditures. 
Pre-FMV EBITDA should not be construed as an 
alternative to net income determined in accordance 
with IFRS or to cash flows from operating, investing 
and financing activities. The Company’s method of 
calculating Pre-FMV EBITDA may differ from other 
issuers and, accordingly, Pre-FMV EBITDA may not 
be comparable to measures used by other issuers.

($000s)

Quarter ended

Year ended

For the period

Revenue

Income before income taxes

Pre-FMV EBITDA(1)

At period end

Total assets

December 31 
2012

December 31 
2011

December 31 
2012

December 31 
2011

$

156,092

$

118,121

$

628,613

$

464,020

45,091

41,765

24,287

30,849

150,825

153,199

96,783

125,092

15,008,552

11,927,270

15,008,552

11,927,270

Mortgages under administration

67,260,086

59,598,596

67,260,086

59,598,596

(1) This non-IFRS measure adjusts income before income taxes by adding back expenses for amortization of  intangible and capital 

assets (generally described as EBITDA) but it also eliminates the impact of  changes in fair value by adding back losses on the 

valuation of  financial instruments and deducting gains on the valuation of  financial instruments. 

Adjusted Cash Flow is not a defined term under 
IFRS. Management believes that net cash generated 
by the Company prior to investing and financing 
activities is an important measure for investors to 
monitor. Management cautions investors that, due  
to the Company’s nature as a mortgage seller and 
securitizer, there will be significant variations in this 
measure from quarter to quarter as the Company 
collects and invests cash from mortgage transactions. 
Adjusted Cash Flow is determined by the Company 
as cash provided from operating activities increased/
decreased by the change in mortgages accumulated 
for sale or securitization in the period. Mortgages 
accumulated for sale or securitization consist 
primarily of  mortgages that the Company funds 

ahead of  securitization transactions. Normally  
during the three months after funding, the Company 
aggregates all relevant mortgages warehoused  
to date and creates a pool to sell to the NHA MBS 
market or directly to the CMB. As the Company 
typically raises term debt through the securitization 
markets on these mortgages in the months subse-
quent to the month of  funding, there are large 
amounts of cash invested at quarter ends. The 
Company’s credit facilities provide full financing  
for the majority of  these mortgage loans. Accord-
ingly, management believes the measure of  Adjusted 
Cash Flow is only meaningful if  the change in 
mortgages accumulated for sale between reporting 
periods is adjusted.

18  First NatioNal FiNaNcial corporatioN

Determination of Adjusted Cash Flow and Payout Ratio

($000s)

Quarter ended

Year ended

December 31 
2012

December 31 
2011

December 31 
2012

December 31 
2011

For the period

Cash provided by (used in) operating activities

$

85,617

$

(124,025)

$

166,007

$

(456,358)

Add (deduct):

  Change in mortgages accumulated for  

sale or securitization between periods

Adjusted Cash Flow(1)

Less: cash dividends on preferred shares

Adjusted Cash Flow available for common  

(53,378)

32,239

(1,162)

129,256

5,231

(1,163)

(42,416)

123,591

(4,365)

532,802

76,444

(3,154)

shareholders

$

31,077

$

4,068

$

119,226

$

73,290

Adjusted Cash Flow per common share  

($/share)(1)

Dividends declared on common shares

Dividends declared per common share ($/share) 

Payout ratio

0.52

19,489

0.33

63%

0.07

18,740

0.31

443%

1.99

76,208

1.27

64%

1.22

74,960

1.25

102%

(1) These non-IFRS measures adjust cash provided by (used in) operating activities by accounting for changes between periods in 
mortgages accumulated for sale or securitization and mortgage securitization activity. 

For the year ended December 31, 2012, the payout 
ratio was 64%. This is compared to a payout ratio  
of 102% for 2011. Generally, the Company recorded 
superior results to 2011, and its net income was 
consistent with its cash flow from operations.  
The lower payout ratio was evident even though the 
common share dividend was increased during the 
year. The 2011 year also experienced realized losses 
on financial instruments of $22.3 million, which 
reduced cash flow. For 2012, the Company had just 
$10.6 million of realized losses, which detracted 
from cash flow. The consistently low payout ratio  
in 2012 was an important factor in the Board’s 
decision to raise the annual rate of dividends in 2013.

Revenues and Funding Sources

Mortgage origination
The Company derives a significant amount of   
its revenue from mortgage origination activities.  
The majority of  mortgages originated are funded  
by either placement with institutional investors  
or securitization conduits, in each case with retained 
servicing. Depending upon market conditions,  
either an institutional placement or a securitization 
conduit may be the most cost-effective means  
for the Company to fund individual mortgages.  
In general, originations are allocated from one funding 
source to another, depending on market conditions 
and strategic considerations related to maintaining 
diversified funding sources. The Company retains 
servicing rights on virtually all of the mortgages it 
originates, which provides the Company with servicing 
fees to complement revenue earned through 

2012 ANNUAL REPORT  19

 
 
 
 
Management’s Discussion and Analysis

originations. For the year ended December 31, 2012, 
origination volume increased from $11.8 billion to 
$14.0 billion, or 19%, compared to 2011.

Securitization
The Company securitizes a portion of its origination 
through various vehicles, including NHA MBS,  
CMB and Asset-Backed Commercial Paper (“ABCP”). 
Although legally these transactions represent sales  
of mortgages, for accounting purposes they do  
not meet the requirements for revenue recognition  
and instead are accounted for as secured financings. 
These mortgages remain as mortgage assets of   
the Company for the full term and are funded  
with securitization-related debt. Of the Company’s 
$14.0 billion of  originations for the year ended 
December 31, 2012, $3.1 billion was originated  
for securitization purposes.

Placement fees and gain on deferred  
placement fees
The Company recognizes revenue at the time that  
a mortgage is placed with an institutional investor. 
Cash amounts received in excess of the mortgage 
principal at the time of placement are recognized  
in revenue as “placement fees”. The present value  
of additional amounts expected to be received over 
the remaining life of the mortgage sold (excluding 
normal market-based servicing fees) is recorded  
as a “deferred placement fee”. A deferred placement 
fee arises when mortgages with spreads in excess  
of a base spread are sold. Normally the Company 
would earn an upfront cash placement fee, but 
investors prefer paying the Company over time as 
they earn net interest margin on such transactions. 
Upon the recognition of  a deferred placement fee, 
the Company establishes a “deferred placement fee 
receivable” that is amortized as the fees are received 
by the Company. Of  the Company’s $14.0 billion of  
originations for the year ended December 31, 2012, 
$9.8 billion was placed with institutional investors 
and $0.7 billion was originated for institutional 
investors involved in the issuance of  NHA MBS.

For all institutional placements and mortgages sold 

to institutional investors for the NHA MBS market, 
the Company earns placement fees. Revenues based 
on these originations are equal to either: (1) the 
present value of the excess spread, or (2) an 
origination fee based on the outstanding principal 
amount of the mortgage. This revenue is received  
in cash at the time of  placement. In addition, under 
certain circumstances, additional revenue from 
institutional placements and NHA MBS may be 
recognized as “gain on deferred placement fees”  
as described above.

Mortgage servicing and administration
The Company services virtually all mortgages 
generated through its mortgage origination activities 
on behalf  of  a wide range of institutional investors. 
Mortgage servicing and administration is a key 
component of  the Company’s overall business 
strategy and a significant source of continuing income 
and cash flow. In addition to pure servicing revenues, 
fees related to mortgage administration are earned 
by the Company throughout the mortgage term. 
Another aspect of servicing is the administration  
of funds held in trust, including borrowers’ property 
tax escrow, reserve escrow and mortgage payments. 
As acknowledged in the Company’s agreements,  
any interest earned on these funds accrues to the 
Company as partial compensation for administration 
services provided. The Company has negotiated 
favourable interest rates on these funds with  
the chartered banks that maintain the deposit 
accounts, which has resulted in significant additional 
servicing revenue.

In addition to the interest income earned on 
securitized mortgages and deferred placement  
fees receivable, the Company also earns interest 
income on mortgage-related assets, including 
mortgages accumulated for sale or securitization, 
mortgage and loan investments and purchased 
mortgage servicing rights.

20  First NatioNal FiNaNcial corporatioN

 
Results of Operations

The following table shows the volume of  mortgages originated by First National and mortgages under 
administration for the periods indicated:

($ millions)

Quarter ended

Year ended

December 31 
2012

December 31 
2011

December 31 
2012

December 31 
2011

Mortgage originations by segment

Single-family residential

Multi-unit residential and commercial

  Total

Mortgage originations by funding source

Institutional investors – residential

Institutional investors – multi-unit/commercial

NHA MBS for institutional investors

NHA MBS/CMB/ABCP securitization 

Internal Company resources 

  Total

Mortgages under administration

Single-family residential

Multi-unit residential and commercial

  Total

$

$

$

$

$

$

1,919

832

2,751

$

$

2,121

796

2,917

$

$

11,280

2,709

13,989

$

$

9,083

2,719

11,802

1,246

$

1,158

$

8,926

$

6,099

192

339

856

118

255

68

1,354

82

838

737

3,135

353

696

710

4,047

250

2,751

$

2,917

$

13,989

$

11,802

49,636

17,624

67,260

$

$

42,251

17,348

59,599

$

$

49,636

17,624

67,260

$

$

42,251

17,348

59,599

Total mortgage origination volumes increased in  
the year by 19% as First National took advantage of 
strong housing demand and set a new record for 
annual single-family origination. Single-family volumes 
increased by 24% year over year as demand for 
housing remained high amid a historically low interest 
rate environment. The Company’s market share  
in the mortgage broker channel has also increased  
as one of its main competitors slowed down its 
origination operations pending an exit from this  
channel. Commercial segment originations remained 
flat to 2011, overcoming a slow first quarter but 
ending the year with its strongest quarter of 2012 
with $832 million originated. The low interest  
rate environment which existed for most of  2012 
increased commercial real estate transactions, which 
drove originations for the Company. Origination  
for direct securitization into NHA MBS, CMB and 

ABCP programs decreased from over $4.0 billion  
in 2011 to about $3.1 billion in 2012. The decrease 
was most evident in the single-family segment as the 
Company was able to securitize significant amounts 
of mortgages originated through its renewal pipeline. 
Accordingly, it did not need to allocate as much  
of its new origination to its securitization programs.
In the fourth quarter of 2012, overall origination 

decreased by 6% as the single-family segment 
suffered from the federal government’s introduction 
of new measures to “strengthen Canada’s housing 
system” at the end of June 2012. Although effective 
July 9, 2012, these changes designed to slow down 
the growth of  consumer debt, affected new 
commitments entered into after that date.  
Accordingly, third-quarter origination was only 
marginally impacted but fourth-quarter origination 
was fully affected by the new rules, which make  

2012 ANNUAL REPORT  21

Management’s Discussion and Analysis

the qualification for mortgage finance more onerous 
for single-family buyers. This has slowed down the 
real estate markets across Canada such that the 
Company’s originations for the fourth quarter fell  
by approximately 10% from the 2011 fourth quarter. 

For the latter part of  2011, Canadian capital 
markets were volatile. Continued global economic 
issues and a slowing recovery meant a movement  
of capital from equity markets to bond markets,  
such that bond prices were bid up and yields fell.  
The mortgage market moved in step with these 
indicators. For the Company, these conditions had 
some significant impacts on its third and fourth 
quarter 2011 results. As an originator of  mortgages, 
the uncertain economic conditions made for a  
low interest rate environment, making it marginally 
easier for the Company to originate mortgages. The 
uncertainty also caused mortgage spreads to widen 
and made the decision to securitize a large portion 
of its origination an easier one for the Company. 
While markets have been less volatile in 2012, 
mortgage interest rates have remained low, with 
large Canadian banks continuing to offer historically 
low rates. This has allowed the Company to offer 
competitive mortgage products at profitable spreads.    
Total revenues for the year ended December 31, 
2012 increased by about 35% compared to the year 
ended December 31, 2011, from $464.0 million to 
$626.6 million. This increase resulted from more 
placement fees and higher interest revenue on a larger 
portfolio of mortgages pledged under securitization. 

to $13.0 billion as at December 31, 2012. However, 
the market for prime mortgages became more 
competitive during this period. At December 31, 
2011, the Company’s securitized mortgage portfolio 
earned gross spreads of  approximately 1.11%. By 
December 31, 2012, as higher-spread securitizations 
amortized down and new securitizations were 
entered into at tighter spreads, the weighted average 
gross spread decreased to 1.04%. Net interest is also 
affected by the amortization of deferred origination 
costs and fair value adjustments that are capitalized 
on these mortgages. Credit losses were minimal in 
the quarter as the Company’s exposure to uninsured 
mortgages declined, particularly as the Alt-A and 
small conventional mortgages programs ran down.

Placement fees 
Placement fee revenue increased 38% to $151.9 mil-
lion from $110.0 million. This increase is due to  
the large mortgage volumes originated by the 
Company and sold to institutional investors. Total 
origination volumes, which drive placement fees, 
consisting of  mortgages originated for institutional 
investors together with the multi-unit residential 
mortgages originated for the third-party MBS 
program, increased by 40% from 2011 to 2012. 
Although per unit placement fees were consistent 
from 2011 to 2012, the Company earned lower 
placement fees from mortgage renewals as it elected 
to securitize more renewal origination in 2012 as 
opposed to placing them with institutional investors. 

Net interest – securitized mortgages
Comparing the year ended December 31, 2012 to 
the year ended December 31, 2011, net interest – 
securitized mortgages increased 29% to $90.3 million 
from $69.8 million. The increase is due to a larger 
portfolio of securitized mortgages offset by tighter 
weighted average spreads on the portfolio year over 
year. The portfolio of mortgages funded by securitiza-
tion grew from $9.8 billion as at December 31, 2011 

Gains on deferred placement fees
Gains on deferred placement fees revenue increased 
15% to $7.7 million from $6.7 million. The gains 
relate to multi-unit residential mortgages originated 
and sold to institutional MBS issuers. While volumes 
only increased by 4% from $710 million in 2011  
to $737 million in 2012, more 10-year product  
was sold, which is more profitable than the typical 
five-year term mortgages sold in 2011.

22  First NatioNal FiNaNcial corporatioN

   
 
Mortgage servicing income
Mortgage servicing income increased 9% to 
$89.9 million from $82.4 million. This was primarily 
due to the growth in the amount of MUA, which 
grew by 13% year over year. The 4% discrepancy  
in these growth rates is due to the growth of the 
Company’s securitization programs. At Decem-
ber 31, 2012, there were approximately $13.0 billion 
of mortgages in MUA on which the Company earns 
net interest spread as opposed to servicing revenue. 
As the securitized portfolio has grown and become  
a larger part of MUA, mortgage servicing has been 
sacrificed for wider spreads in net interest –  
securitized mortgages within First National’s revenue. 
In addition, the Company has experienced slow 
prepayment rates in 2012 such that discharge fee 
revenue has decreased from 2011.

Mortgage investment income
Mortgage investment income increased 23% to 
$35.9 million from $29.3 million. The change is due 
primarily to the Company’s larger securitization 
program. As the Company elects to securitize more 
of its origination, mortgages accumulated for sale or 
securitization increase and earn the Company higher 
interest income in the warehouse period prior to 

securitization. This is particularly true for the CMB, 
for which the warehousing period is as long as four 
months. The remaining change is a combination of 
offsetting factors, including different bond yields than 
in the comparative quarter (which affect the interest 
earned on deferred placement fees receivable),  
and increased amounts of  mortgage and loan 
investments held during the comparative quarters.

Realized and unrealized gains (losses)  
on financial instruments
For First National, this financial statement line item 
typically consists of two components: (1) gains and 
losses related to the Company’s economic hedging 
activities, and (2) gains and losses related to holding 
term assets derived using discounted cash flow 
methodology. Much like the short bonds which the 
Company uses for hedging, the term assets are 
affected by changes in credit markets and Govern-
ment of Canada bond yields, which form the risk-free 
benchmarks used to price the Company’s deferred 
placement fees receivable, mortgages designated  
as held for trading (primarily those funded through 
ABCP), and some of its mortgage and loan invest-
ments. The Company has summarized these gains 
and losses in the following categories:

Summary of realized and unrealized gains (losses) on financial instruments
($000s)

Losses on the economic hedging program 

Gains related to the ABCP programs   

Gains (losses) on deferred placement fees receivable

Gains (losses) on mortgage and loan investments  

Other gains (losses)   

Year ended

December 31 
2012

December 31 
2011

$

(1,644)

$

(31,040)

8,277

(131)

(521)

172

11,179

1,149

1,018

(791)

Total gains (losses) on financial instruments

$

6,153

$

(18,485)

2012 ANNUAL REPORT  23

 
Management’s Discussion and Analysis

The Company uses short Government of  Canada 
bonds (primarily CHT-issued bonds) together with 
repurchase agreements to create forward interest 
rate contracts to hedge interest rate risk associated 
with fixed rate mortgages originated for its own 
securitization purposes. For accounting purposes, 
these do not qualify as valid interest rate hedges as 
the bonds used are not “derivatives” but simple 
cash-based financial instruments. Under IFRS, these 
gains or losses are recorded in the period in which 
the securitization debt is taken on; however, the 
offsetting economic gains or losses are not recorded 
in the same period. Instead, the resulting economic 
gain (or loss) will be reflected in wider or narrower 
spreads on the mortgages pledged for securitization 
and will be realized in net interest margin over the 
terms of  the mortgages and the related debts. In 
2012, the Company recorded losses on these hedges 
of $1.6 million (2011 – $31.0 million). These mostly 
unrealized losses are due to an environment of  falling 
bond yields experienced in both years, although 2011 
demonstrated a much more sudden and steep drop 
as the United States had its credit ratings reduced. 
The Company’s testing indicated that the hedges 
were appropriate; accordingly, the gross spread on 
the related portfolio of securitized mortgages going 
forward will be proportionally larger, as the Com-
pany profits from lower interest yields on the 
securitized debt it raised to fund these mortgages.
Economic sentiment about the global economy 

fluctuated during the year as opening optimism 
quickly waned for the remainder of the year until  
the fourth quarter, when some economic measures 
began to improve such that bond yields rose 
marginally from year to year. Generally, five-year 
Government of Canada bond yields increased from 
approximately 1.30% at the beginning of  the year  
to 1.38% at the end of the year. Accordingly, the 

Company’s deferred placement fees receivable and 
approximately $5.0 million of  mortgages in mortgage 
and loan investments are less valuable on a compara-
tive basis at year end than at the end of 2011. The 
Company recorded losses related to holding these 
assets of less than $0.7 million in the year. 

The portion of the Company’s mortgages  

which are held at fair value (primarily those funded 
through ABCP) were negatively affected by the 
change in yields; however, these losses were more 
than offset by gains on the value of the interest  
rate swaps which were used to hedge the fixed rate 
mortgages in this portfolio. The mortgages were also 
favourably affected by lower rates of prepayment, 
and the tightening of  mortgage funding spreads 
experienced within the year which make existing 
mortgages more valuable. The Company also levered 
on mortgages which it renewed for additional five- 
year terms and measured at fair value. Those 
renewals created immediate gains for the Company 
as renewed mortgages typically do not require the 
payment of an upfront brokerage fee. The net fair 
value of  the gains and losses on this portfolio of 
mortgages was $8.3 million for the year.

Brokerage fees expense
Brokerage fees expense increased 42% to  
$116.0 million from $81.5 million. This increase  
is largely explained by higher origination for institu-
tional investors, which grew by 40%. The remainder 
of the increase is largely explained by changing per 
unit broker fees. The increase is due partially to  
a change in product mix in 2012 with more 10-year 
product. In 2011, the Company originated almost  
no 10-year product. This compares to $1.7 billion 
originated in 2012. The brokerage fees for 10-year 
origination are approximately 40% higher than  
for five-year mortgages. With 10-year product 

24  First NatioNal FiNaNcial corporatioN

comprising 15% of  First National’s 2012 total 
residential origination, the higher brokerage fees 
should account for about a 6% increase in overall 
brokerage fees. On August 17, 2012, First National 
announced reductions to its broker compensation 
program for commitments going forward. The bene- 
fits of these reductions had virtually no impact on 
broker fees for the first three quarters of 2012 as the 
new commitments, to which the new fees related, 
funded in the fourth quarter. The Company realized 
the benefits of these lower fees in the fourth quarter, 
which had a small impact on the year as a whole.

Salaries and benefits expense
Salaries and benefits expense increased 15% in 2012, 
to $56.3 million from $48.8 million. The increase  
is due primarily to employee costs associated  
with commercial segment origination. The Company 
compensates its commercial sales staff  with com-
missions based on origination volumes. Although 
commercial origination was similar in 2012 to the 
2011 volume, the value of  this origination increased 
such that sales compensation increased by $3.5 mil-
lion year over year. Sales incentives compensation 
has also been accrued for the residential origination 
division, which has surpassed budgetary targets.  
As at December 31, 2012, the Company had 615 
employees, compared to 574 as at December 30, 
2011. The 7% increase in headcount is largely to 
meet the administrative demands associated with the 
increased MUA, which increased by 13% year over 
year. Management salaries were paid to the two 
senior executives (Co-founders), who indirectly each 
own about 40% of  FNFC’s common shares. The 
current period’s expense is a result of the compen-
sation arrangement executed on the closing of  
the initial public offering (“IPO”).

Interest expense
Interest expense increased 24% to $19.8 million  
from $16.0 million. As discussed in the Liquidity  
and Capital Resources section of  this analysis, the 
Company warehouses a portion of the mortgages  
it originates prior to settlement with the ultimate 
investor or funding with a securitization vehicle.  
The Company uses the debenture, together with a 
credit facility with a syndicate of banks and 30-day 
repurchase facilities, to fund the mortgages during this 
period. The Company refinanced the credit facility  
in 2012 for a four-year term and a total commitment 
of $545 million. The overall interest expense has 
increased from the prior period due to the increased 
use of repurchase facilities to warehouse the larger 
amounts of mortgages originated for the CMB. As at 
December 31, 2012, the Company had borrowed 
$547 million using these facilities, compared to 
$513 million as at December 31, 2011. Generally, 
interest expense would have been greater but for  
the increased use of 30-day repurchase agreements 
instead of bank debt, which has saved the Company 
approximately 0.70% in marginal interest rates.

Other operating and amortization  
of intangibles expenses
Other operating and amortization of intangibles 
expenses increased 6% to $38.9 million from 
$36.7 million. A portion of the intangible assets 
recognized on the IPO were fully amortized in 2011, 
such that this expense was $1.5 million lower in  
2012 than in 2011. Other operating expenses 
increased by $3.7 million. The largest component  
of the increase relates to registration, custodial and 
other mortgage servicing expenses related primarily 
to the Company’s NHA MBS and CMB programs, 
which increased almost $1.2 million year over year. 
The remaining increase of $2.5 million represents  
the cost of  additional overhead required for growing 
operations and a larger portfolio of mortgages  
under administration. 

2012 ANNUAL REPORT  25

 
Management’s Discussion and Analysis

Income before income taxes  
and Pre-FMV EBITDA
Income before income taxes increased 56% to 
$150.8 million from $96.8 million. The increase in 
earnings was due to the successful execution of  the 
business model, which featured record mortgage 
origination, significant placement fees and ongoing 
income from mortgage servicing and net interest 
spread on securitized mortgages. The Company  
also profited from a turnaround in mark-to-market 
adjustments on the Company’s financial instruments. 
Because of poor conditions in the capital markets in 
2011, the Company incurred losses of $18.5 million. 
In 2012, the Company recorded gains of $6.2 million 
as capital markets improved. The net change in these 
adjustments accounted for $24.7 million of the 

increase in net income between the years. Pre-FMV 
EBITDA, which eliminates the impact of the gains 
and losses on financial instruments, increased 22%  
to $153.2 million from $125.1 million. The increase 
was largely due to higher net interest on securitized 
mortgages together with increased placement fees 
net of broker fees. The former showed an increase 
of $20.4 million and the latter provided the Com-
pany with $7.4 million of  additional profit margin.

Provision for income taxes
The provision for taxes increased 54% to $40.5 mil-
lion from $26.3 million. Generally, the provision is 
higher due to the increased earnings recorded in 
2012 compared to those in 2011. 

Operating Segment Review 

The Company aggregates its business from two segments for financial reporting purposes: (i) residential 
(which includes single-family residential mortgages) and (ii) commercial (which includes multi-unit residential 
and commercial mortgages), as summarized below:

Operating business segments

($000s except percent amounts)

Quarter ended

Originations

  Percentage change

Revenue

  Percentage change

Income before income taxes 

  Percentage change 

Period ended

Identifiable assets

Residential

Commercial

December 31 
2012

December 31 
2011

December 31 
2012

December 31 
2011

$ 11,280,166

$

9,083,331

$

2,709,213

$

2,719,100

$

$

24.2%

465,593

32.5%

107,650

29.9%

$

$

351,497

82,896

$

$

(0.4%)

163,020

44.9%

43,175

210.9%

$

$

112,523

13,887

December 31 
2012

December 31 
2011

December 31 
2012

December 31 
2011

$ 11,426,562

$

9,010,099

$

3,552,214

$

2,887,395

Mortgages under administration

$ 49,636,195

$ 42,251,220

$ 17,623,891

$ 17,347,376

26  First NatioNal FiNaNcial corporatioN

Residential Segment

Liquidity and Capital Resources

Residential revenues increased by about 32%, 
although origination only increased by 24% between 
2012 and 2011. Revenues are also a function of MUA 
and the securitized mortgage portfolio. Origination 
for institutional investors increased 46% year over 
year and drove higher placement revenue. Gains on 
financial instruments also bolstered revenue growth 
and net income before income taxes. Without the 
impact of such gains in each year, net income before 
income taxes would have grown by 17% year over 
year, in line with MUA growth of 17%. Identifiable 
assets have increased from those at December 31, 
2011, as the Company added more than $2.5 billion 
of net single-family mortgages to mortgages pledged 
under securitization.

Commercial Segment

Commercial revenues increased by almost 45%  
from the prior year, despite a small decrease in 
origination volume. Because of  the growth of the 
commercial component of securitized mortgages, 
revenues are more affected by securitized interest 
than by origination volume. Revenues from securi-
tized commercial mortgages grew by more than  
35% as the Company increased its multi-residential 
securitized portfolio by almost $750 million from 
December 31, 2011 to December 31, 2012. The 
turnaround in gains/losses on financial instruments 
of $15.1 million increased revenue by a further 13%. 
This increase, in particular, directly increased income 
before income taxes. Without these revenues, net 
income before tax increased by about $14.2 million 
year over year, or an increase of 52%, consistent 
with revenue growth. Identifiable assets have 
increased from those at December 31, 2011, as  
the Company securitized almost net $750 million  
of multi-unit residential mortgages through the  
NHA MBS and ABCP markets in 2012. 

The Company’s fundamental liquidity strategy has 
been to invest primarily in prime Canadian mort-
gages. Management’s belief has always been that 
these mortgages are considered “AAA” by investors 
and will always be well bid and highly liquid. This 
strategy proved effective during the turmoil experi-
enced in 2007 through 2009, when capital markets 
retreated and only the highest-quality assets were 
traded. As the Company’s results in those years have 
shown, First National had little, if  any, trouble finding 
investors to purchase its mortgage origination at 
profitable margins. Originating prime mortgages also 
allows the Company to securitize in the capital 
markets; however, this activity requires significant 
cash resources to purchase and hold mortgages prior 
to arranging for term debt through the securitization 
markets. For this purpose, the Company uses the 
combination of the $175 million debenture financing 
and the Company’s revolving bank credit facility.  
This aggregate indebtedness is typically used to fund: 
(1) mortgages accumulated for sale or securitization, 
(2) deferred placement fees receivable, (3) the 
origination costs associated with securitization, and 
(4) mortgage and loan investments. The Company 
has a credit facility with a syndicate of seven financial 
institutions for a total credit of  $545 million. This 
facility was closed in December 2012 for a four- 
year term. Bank indebtedness may also include 
borrowings obtained through overdraft facilities.  
At December 31, 2012, the Company has entered 
into repurchase transactions with financial institu- 
tions to borrow $500.6 million related to $511.3 mil-
lion of  mortgages held in mortgages accumulated  
for sale or securitization on the balance sheet. 
At December 31, 2012, outstanding bank 
indebtedness was $185.0 million (December 31, 
2011 – $80.6 million). Together with the debenture 
financing of  $175 million (December 31, 2011 – 
$175 million), this “combined debt” was used to  
fund $297.2 million (December 31, 2011 – 

2012 ANNUAL REPORT  27

 
 
Management’s Discussion and Analysis

$162.6 million) of mortgages accumulated for sale  
or securitization. At December 31, 2012, the 
Company’s other interest-yielding assets included: 
(1) deferred placement fees receivable of $41.9 mil-
lion (December 31, 2011 – $58.5 million); and  
(2) mortgage and loan investments of  $159.4 million 
(December 31, 2011 – $180.9 million). The differ-
ence between combined debt and the mortgages 
accumulated for sale or securitization funded by it, 
which the Company considers a proxy for true 
leverage, has decreased between December 2011 
and December 2012, and now stands at $62.8 mil-
lion (December 31, 2011 – $93.0 million). This 
represents a debt-to-equity ratio of  approximately 
0.19 to 1, which the Company believes is at a very 
conservative level. This ratio has decreased from 
0.31 to 1 as at December 31, 2011, as the Company 
has repaid bank debt fully with the proceeds from 
the repayment of approximately $21.5 million of 
mortgage and loan investments, receipts from the 
deferred placement fees receivable and cash flow 
from operations.

The Company funds a large portion of  its 

mortgage originations for institutional placement on 
the same day as the advance of  the related mort-
gage. The remaining originations are funded by the 
Company on behalf of institutional investors or 
pending securitization on the day of the advance of  
the mortgage. On specified days, sometimes daily, 
the Company aggregates all mortgages warehoused 
to date for an institutional investor and transacts a 
settlement with that institutional investor. A similar 
process occurs prior to arranging for term funding 
through securitization. The Company uses a portion 
of the committed credit facility with the banking 
syndicate to fund the mortgages during this ware-
house period. The credit facility is designed to be 
able to fund the highest balance of  warehoused 
mortgages in a month and is normally only  
partially drawn.

The Company also invests in short-term mort-
gages, usually for six- to 18-month terms, to bridge 
existing borrowers in the interim period between 
long-term financing solutions. The banking syndicate 
has provided credit facilities to partially fund these 
investments. As these investments return cash, it  
will be used to pay down this bank indebtedness.  
The syndicate has also provided credit to finance a 
portion of the Company’s deferred placement fees 
receivable and the origination costs associated with 
securitization as well as other miscellaneous longer-
term financing needs. 

A portion of  the Company’s capital has been 
employed to support its ABCP and NHA MBS 
programs, primarily to provide credit enhancements 
as required by rating agencies. In June 2011, CMHC 
issued new regulations regarding the timing of 
mortgage title transfer to its custodian. The notice 
requires that cash collateral be posted immediately 
on pool settlement with the custodian for all 
mortgages not registered with the custodian on  
a dollar-for-dollar basis. Due to the difficulty in 
obtaining evidence from land registry offices on a 
timely basis, the Company has posted collateral for 
the pending title transfers. At December 31, 2012, 
$37.7 million (December 31, 2011 – $9.3 million)  
of this collateral was held by the custodian. The 
collateral will be repaid to the Company as registra-
tion is subsequently evidenced to the custodian on 
these mortgages. On January 14, 2013, $30.3 million 
was returned to the Company as title transfers  
were evidenced. The other significant portion of 
cash collateral is the investment made on behalf of 
the Company’s ABCP programs. As at Decem-
ber 31, 2012, the investment in cash collateral was 
$28.0 million (December 31, 2011 – $39.8 million). 
In the fourth quarter of 2012, the Company’s small 
commercial loan program had amortized to such  
an extent that the mortgage portfolio was approxi-
mately the same size as the underlying cash collateral. 

28  First NatioNal FiNaNcial corporatioN

Accordingly, the Company terminated the program 
by repaying the outstanding securitization debt  
loans and receiving a repayment of cash collateral  
of $18.2 million. Although this has had very little 
impact on 2012 cash flow, as the remaining mort-
gages pay out in subsequent years, free cash flow  
will be generated. It is expected that the Company’s 
Alt-A program will terminate under similar circum-
stances in 2013 as most of the remaining mortgages 
mature within 2013. As the Alt-A program has paid 
down, the ratio of defaulted mortgages to the total 
mortgages in the program has become skewed.  
To keep these ratios at an acceptable level for rating 
agencies, the Company repaid face value debt from 
the Trust in 2012 of approximately $7.3 million 
related to defaulted mortgages. The Company 
received $7.3 million (face value) on the liquidation 
of previously repurchased mortgages during the 
same period, experiencing credit losses at expected 
levels. At December 31, 2012, the Company 
employs an assumption for the fair value of  credit 
losses in the Alt-A program. To date, this assumption 
has been more than enough to absorb all actual 
losses experienced in the program. The Company 
believes that prudent management of this program 
will continue to require some level of liquidity from 
the Company throughout its remaining term. 
As demonstrated previously, the Company 
continues to see strong demand for its mortgage 
products from institutional investors and liquidity  
from bank-sponsored commercial paper conduits. 
The Company’s strategy of using diverse funding 
sources has allowed the Company to thrive, 
producing record profitability in 2009 and 2010.  
By focusing on the prime mortgage market, the 
Company believes it will continue to attract bids  
for mortgages as its institutional customers seek 
government-insured assets for investment purposes. 
The Company also believes it can manage any 
liquidity issues that would arise from a year-long 
slowdown in origination volumes. Based on cash flow 
received in the fourth quarter of  2012, the Company 

will receive approximately $70 million of cash, on an 
annualized basis, from its servicing operations and 
$113 million of  annualized cash flow from securi-
tization transaction spread and deferred placement 
fees receivables. Together, on an after-tax basis,  
this $135 million of annual cash flow would be more 
than sufficient to support the newly-increased annual 
dividends of $84 million on the common shares  
and the $4.65 million on the preferred shares. 
Although this is a simplified analysis, it does highlight 
the sustainability of  the Company’s business  
model and dividend policy through periods of  
economic weakness. 

As described earlier, the Company issued 
4,000,000 Class A Series 1 Preferred Shares at a 
price of $25.00 per share for gross proceeds of 
$100 million, before issue expenses. The net proceeds 
of $96.7 million were invested in FNFLP as partners’ 
capital. The issuance gives the Company additional 
capital, which will allow it to undertake greater 
volumes of  securitization trans-actions directly and 
reduce reliance on institutional investors as a  
funding source. 

The Company’s Board of  Directors has elected  
to pay dividends, when declared, on a monthly basis 
for the outstanding common shares and on a 
quarterly basis for the outstanding preferred shares. 
For purposes of  the enhanced dividend tax credit 
rules contained in the Income Tax Act (Canada)  
and any corresponding provincial and territorial tax 
legislation, all dividends (and deemed dividends) paid 
by the Company to Canadian residents on both com-
mon and preferred shares after December 31, 2010, 
are designated as “eligible dividends”. Unless stated 
otherwise, all dividends (and deemed dividends) paid 
by the Company hereafter are designated as “eligible 
dividends” for the purposes of such rules. For the 
preferred shares, the Company has elected to pay 
any tax under Part VI.1 of the Income Tax Act, such 
that corporate holders of the shares will not be 
required to pay tax under Part VI.1 of  the Income  
Tax Act on dividends received on such shares.

2012 ANNUAL REPORT  29

Management’s Discussion and Analysis

Financial Instruments  
and Risk Management

The Company has elected to treat deferred place-
ment fees receivable, a portion of mortgages 
pledged under securitization that have been funded 
with ABCP and NHA MBS debt, and several  
mortgages within mortgage and loan investments  
as financial assets at “fair value through profit or loss” 
such that changes in market value are recorded in  
the statement of income. Effectively, these assets  
are treated much like bonds earning the Company a 
coupon at the discount rates used by the Company. 
The discount rates used represent the interest rate 
associated with a risk-free bond of  the same duration 
plus a premium for the risk/uncertainty of the asset’s 
residual cash flows. As rates in the bond market 
change, the carrying values of these assets will 
change. These changes may be significant (favour- 
able and unfavourable) from quarter to quarter.  
The Company enters into fixed-for-float swaps to 
manage the interest rate exposure of fixed mort-
gages sold to ABCP conduits. These instruments  
will also be treated as fair value through profit or 
loss. While the Company has attempted to exactly 
match the principal balances of the fixed mortgages 
over the next five-year period to the notional  
swap values for the same period, there will be 
differences in these amounts. Any favourable or 
unfavourable amounts will be recorded in the 
statement of earnings each quarter.

The Company believes its hedging policies  
are suitably disciplined such that the interest rate  
risk of holding mortgages prior to securitization  
is mitigated. From an accounting perspective, any 
gains or losses on these instruments are recorded  
in the current period as the Company’s economic 
hedging strategy does not qualify as “hedging” for 
accounting purposes. The Company uses bond 
forwards (consisting of bonds sold short and bonds 
purchased under resale agreements) to manage 
interest rate exposure between the time a mortgage 

rate is committed to the borrower and the time the 
mortgage is transferred to the securitization vehicle 
and the matched term debt is arranged. As interest 
rates change, the value of these short bonds will vary 
inversely with the value of the related mortgages.  
As interest rates increase, a gain will be recorded on 
the bonds, which should be offset by a tighter interest 
rate spread between the interest rates on mortgages 
and the securitization debt. This spread will be earned 
over the term of the related mortgages. For single-
family mortgages, primarily mortgages for the 
Company’s own securitization programs, only a 
portion of the mortgage commitments issued by the 
Company eventually fund. The Company must assign 
a probability of funding to each mortgage in the 
pipeline and estimate how that probability changes  
as mortgages move through the various stages of the 
pipeline. The amount that is actually hedged is the 
expected value of mortgages funding within the next 
120 days (120 days being the standard maximum  
rate hold period available for the mortgages). As at 
December 31, 2012, the Company has $225.0 million 
of notional forward bond positions related to its 
single-family programs. For multi-unit residential and 
commercial mortgages, the Company assumes all 
mortgages committed will fund and hedges each 
mortgage individually. This includes mortgages 
committed for the CMB program as well as mort-
gages for transfer to the Company’s other securiti- 
zation vehicles. As at December 31, 2012, the 
Company had entered into $109.3 million in notional 
value forward bond sales for this segment. The total 
net value of realized and unrealized gains and losses, 
on account of all notional hedges pertaining to the 
period January 1, 2012 to December 31, 2012, was  
a $1.6 million loss. This amount has been included in 
revenue in the statement of comprehensive income. 
Upon the settlement of the debenture issuance, 
the Company entered into a float-for-fix swap. The 
swap requires the Company to pay CDOR+2.134% 
on a notional amount of $175 million and to receive 
the debenture interest coupon (5.07%) semi-annually. 

30  First NatioNal FiNaNcial corporatioN

This effectively converts the fixed rate semi-annual 
debenture-based loan payable into a floating rate 
monthly resetting note payable. Since the date when 
this swap was entered into, five-year interest rates 
have decreased pursuant to global economic issues 
and the value of this swap has increased to $6.3 mil-
lion as at December 31, 2012. The Company has 
documented this swap as a hedge for accounting 
purposes, as the fixed leg of the swap exactly 
matches the cash flow obligations under the deben-
ture. Effectively, the unrealized gain of $6.3 million  
on the swap has been excluded from earnings and 
been applied to increase the carrying value of the  
debenture note payable. The Company is also a  
party to four amortizing fix-for-float rate swaps that 
economically hedge the interest rate exposure related 
to certain mortgages held on the balance sheet that 
the Company has originated as replacement assets 
for its CMB activities. As at December 31, 2012,  
the aggregate notional value of these swaps was 
$48.6 million. Market swap rates increased during the 
year such that the value of these swaps increased  
by about $0.2 million. The amortizing swaps mature 
between September 2013 and December 2021. 
As described above, the Company employs 

various strategies to reduce interest rate risk. In the 
normal course of business, the Company takes some 
credit spread risk. This is the risk that the credit 
spread at which a mortgage is originated changes 
between the date of  commitment of that mortgage 
and the date of sale or securitization. This can be 
illustrated by the Company’s experience with 
commercial mortgages originated for the commercial 
mortgage-backed security (“CMBS”) market in the 
spring of 2007. These mortgages were originated at 
credit spreads designed to be profitable to the 
Company when sold to a bank-sponsored CMBS 
conduit. Unfortunately for the Company, when these 
mortgages funded, the CMBS market had shut down. 
The alternative to this channel was more expensive, 

as credit spreads elsewhere in the marketplace  
for this type of mortgage had moved wider. The 
Company adjusted for market-suggested increases  
in credit spreads in 2007 and 2008, adjusting the 
value of  the mortgages downward. In 2009, the 
economic environment remained weak but did  
not worsen from what it was at the end of 2008. 
Overall credit spreads stopped widening such that 
the Company applied the same spreads to these 
mortgages and the Company did not record any 
additional unrealized loss or gains related to credit 
spread movement. Despite entering into effective 
economic interest rate hedges, the Company’s 
exposure to credit spreads remained. This risk is 
inherent in the Company’s business model and 
cannot be economically hedged.

The same exposure to risk is inherent in the 
Company’s securitization through ABCP. The 
Company is exposed to the risk that 30-day ABCP 
rates are greater than 30-day bankers’ acceptance 
(“BA”) rates. Prior to the financial crisis, the Com-
pany considered this a low risk given the quality of 
the assets securitized, the amount of credit enhance-
ments provided by the Company and the strong 
covenant of  the bank-sponsored conduits with which 
the Company transacted. In 2008, 30-day ABCP 
traded at approximately 1.10 percentage points over 
BAs; but by the end of March 2011, it was priced  
at a discount to BAs. At the same time the Company 
has leveraged on changing credit spreads. This has 
been demonstrated through the increase in volume 
and profitability of  the NHA MBS program and 
significant increases in gains on deferred placement 
fees from the sale of prime insured mortgages. 
As at December 31, 2012, the Company has 
various exposures to changing credit spreads. In 
particular, in mortgages accumulated for sale or 
securitization, there are $806 million of mortgages 
that are susceptible to some degree of changing 
credit spreads.

2012 ANNUAL REPORT  31

Management’s Discussion and Analysis

Capital Expenditures

A significant portion of  First National’s business 
model consists of the origination and placement or 
securitization of financial assets. Generally, placement 
activities do not require much capital investment,  
as the Company acts primarily in the capacity of a 
broker. On the other hand, the undertaking of 
securitization transactions may require significant 
amounts of the Company’s own capital. This capital 
is provided in the form of cash collateral, credit 
enhancements, and the upfront funding of  broker 
fees and other origination costs. These are described 
more fully in the Liquidity and Capital Resources 
section above. For fixed assets, the business requires 
capital expenditures on technology (both software 
and hardware), leasehold improvements and office 
furniture. During the year ended December 31, 
2012, the Company purchased new computers  

and office and communication equipment, to  
support primarily its single-family residential business. 
Going forward, the Company expects capital 
expenditures on fixed assets will be approximately 
$2.0 million annually.

Summary of  Contractual Obligations

The Company’s long-term obligations include five-  
to 10-year premises leases for its four offices across 
Canada, and its obligations for the ongoing servicing 
of mortgages sold to securitization conduits and 
mortgages related to purchased servicing rights.  
The Company sells its mortgages to securitization 
conduits on a fully-serviced basis, and is responsible 
for the collection of  the principal and interest 
payments on behalf of  the conduits, including the 
management and collection of  mortgages in arrears. 

($000s)

Payments due by period

Lease obligations

Total contractual obligations

Total

18,529

18,529

$

$

$

$

0–1 year

2–3 years

4–5 years After 5 years

4,050

4,050

$

$

8,005

8,005

$

$

4,477

4,477

$

$

1,997

1,997

Critical Accounting Policies and Estimates

The Company prepares its financial statements in 
accordance with IFRS, which requires management 
to make estimates, judgments and assumptions that 
management believes are reasonable based upon  
the information available. These estimates, judgments 
and assumptions affect the reported amounts of  
assets and liabilities and disclosure of contingent 
assets and liabilities at the date of the financial 
statements, and the reported amounts of revenue 
and expenses during the reporting period. Manage-
ment bases its estimates on historical experience and 
other assumptions which it believes to be reasonable 
under the circumstances. Management also evaluates 
its estimates on an ongoing basis. The significant 

accounting policies of First National are described  
in Note 2 to the Company’s audited financial 
statements as at December 31, 2012. The policies 
which First National believes are the most critical to 
aid in fully understanding and evaluating its reported 
financial results include the determination of the 
gains on deferred placement fees and the impact  
of fair value accounting on financial instruments. 

The Company uses estimates in valuing its gain  

or loss on the sale of  its mortgages placed with 
institutions earning a deferred placement fee. Under 
IFRS, valuing a gain on deferred placement requires 
the use of  estimates to determine the fair value of 
the retained interest (derived from the present value 
of expected future cash flows) in the mortgages. 
These retained interests are reflected on the 

32  First NatioNal FiNaNcial corporatioN

Company’s balance sheet as deferred placement  
fees receivable. The key assumptions used in the 
valuation of  gains on deferred placement fees are 
prepayment rates and the discount rate used to 
present value future expected cash flows. The annual 
rate of unscheduled principal payments is deter-
mined by reviewing portfolio prepayment experience 
on a monthly basis. The Company uses different 
rates for its various programs that average approxi-
mately 15% for single-family mortgages. The 
Company assumes there is virtually no prepayment 
on multi-residential fixed rate mortgages.

On a quarterly basis, the Company reviews the 
estimates used to ensure their appropriateness and 
monitors the performance statistics of the relevant 
mortgage portfolios to adjust and improve these 
estimates. The estimates used reflect the expected 
performance of the mortgage portfolio over the lives 
of the mortgages. The assumptions underlying the 
estimates used for the year ended December 31, 
2012 continue to be consistent with those used for 
the year ended December 31, 2011 and the quarters 
ended September 30, 2011, March 31, 2012 and  
June 30, 2012. 

The Company has elected to treat its financial 
assets and liabilities, including deferred placement 
fees receivable, a portion of its ABCP-funded mort- 
gages, a portion of its NHA MBS funded mortgages, 
some specific mortgage and loan investments and 
bonds sold short, at fair value through profit or loss. 
Essentially, this policy requires the Company to 
record changes in the fair value of these instruments 
in the current period’s earnings. The Company’s 
assets and liabilities are such that the Company must 
use valuation techniques based on assumptions that 
are not fully supported by observable market prices 
or rates in most cases. Much like the valuation  
of deferred placement fees receivable described 
above, the Company’s method of  determining the 
fair value of its mortgages funded by ABCP has a 
significant impact on earnings. The Company uses 
different prepayment rates for its various programs 
that average approximately 10% for single-family 

mortgages. The Company assumes there is virtually 
no prepayment on multi-residential fixed rate 
mortgages. Actual prepayment experience has been 
consistent with these assumptions. It has also 
assumed discount rates based on Government of  
Canada bond yields plus a spread that the Company 
believes would enable a third party to purchase the 
mortgages and make a normal profit margin for  
the risk involved.

Future Accounting Changes

The Company has adopted IFRS as at January 1, 
2010. The following new IFRS pronouncements  
have been issued and although not yet effective,  
may have a future impact on the Company.

IFRS 9 – Financial Instruments
As of January 1, 2015, the Company will be required 
to adopt this standard, which is the first phase of the 
International Accounting Standards Board’s (“IASB”) 
project to replace IAS 39 – Financial Instruments: 
Recognition and Measurement. IFRS 9 provides new 
requirements for how an entity should classify and 
measure financial assets and liabilities that are in the 
scope of  IAS 39. Management is currently evaluating 
the potential impact that the adoption of  IFRS 9  
will have on the Company’s consolidated financial 
statements. Of potential relevance to the Company 
is a revised section on hedge accounting designed to 
make the reporting of  hedging activity more 
straightforward. Among other changes, the hedging 
standard will permit the use of a financial asset or 
liability as a hedging instrument. The current standard 
requires that only a derivative can be identified as a 
hedging instrument. As the Company has historically 
used short bonds (a financial liability) as a hedging 
instrument, the change could affect the nature of the 
Company’s reporting in this respect.

2012 ANNUAL REPORT  33

  
Management’s Discussion and Analysis

IFRS 10 – Consolidated Financial Statements
As of January 1, 2013, the IASB introduced a single 
model for consolidating subsidiaries using a control 
model. This standard addresses particularly the 
control of special purpose entities. There will be little 
impact to the Company as it currently fully consoli-
dates its special purpose entities.

IFRS 11 – Joint Arrangements
As of January 1, 2013, the IASB has expanded the 
definition of a joint venture. The Company will be 
required to account for joint ventures by the equity 
method as opposed to proportionate consolidation. 

IFRS 12 – Disclosure of Interests  
in Other Entities
As of January 1, 2013, the Company will be  
required to make new disclosures on its off-balance 
sheet activities, including those with special  
purpose entities.

IFRS 13 – Fair Value Measurement
As of January 1, 2013, the Company will be required 
to adopt this standard, which provides a framework 
for the application of fair value to those assets and 
liabilities qualifying or permitted to be carried at fair 
value. The Company believes its current measure-
ment of  fair value is appropriate and there will be 
little impact.

IAS 27 – Separate Financial Statements
As of January 1, 2013, this standard will now  
only prescribe the accounting and disclosure 
requirements for investments in subsidiaries, joint 
ventures and associates when an entity prepares 
separate financial statements, which has limited 
impact for the Company.

IAS 28 – Investments in Associates
As of January 1, 2013, this standard has been 
amended to correspond to changes in IFRS 10, 11 
and 12, listed above, providing guidance for invest-
ments in associates. As described above, there 
should be little effect on the Company.

Disclosure Controls and Internal Controls 
over Financial Reporting

The Company’s disclosure controls and procedures 
are designed to provide reasonable assurance that 
information required to be disclosed by the Com-
pany in reports filed under Canadian securities laws 
is recorded, processed, summarized and reported 
within the time periods specified under those  
laws, and includes controls and procedures that  
are designed to ensure that such information is 
accumulated and communicated to management, 
including the Chairman and President and Chief 
Financial Officer, to allow timely decisions regarding  
required disclosure.

As of December 31, 2012, management evaluated, 

under the supervision of and with the participation  
of the Chairman and President and Chief Financial 
Officer, the effectiveness of the Company’s disclo-
sure controls and procedures. Based on this 
evaluation, management concluded that the Com-
pany’s disclosure controls and procedures, as  
defined by National Instrument 52-109 – Certificate 
of  Disclosure in Issuers’ Annual and Interim Filings,  
were effective as of December 31, 2012. 

Management is responsible for establishing and 
maintaining adequate internal control over financial 
reporting. Internal control over financial reporting is 
designed to provide reasonable assurance regarding 
the reliability of  financial reporting and the prepara-
tion of financial statements for external purposes in 
accordance with reporting standards; however, 
because of  its inherent limitations, internal control 
over financial reporting may not prevent or detect 
misstatements on a timely basis.

Management evaluated, under the supervision  

of and with the participation of the Chairman  
and President and Chief  Financial Officer, the 
effectiveness of the Company’s internal control  
over financial reporting based on the criteria set  
forth in the Internal Control over Financial Reporting –  
Guidance for Smaller Public Companies issued by  

34  First NatioNal FiNaNcial corporatioN

the Committee of Sponsoring Organizations of  
the Treadway Commission and, based on that 
evaluation, concluded that the Company’s internal 
control over financial reporting was effective as  
of December 31, 2012 and that there were no 
material weaknesses that have been identified in the 
Company’s internal control over financial reporting 
as of December 31, 2012. No changes were made  
in the Company’s internal control over financial 
reporting during the year ended December 31, 2012 
that have materially affected, or are reasonably likely 
to materially affect, the Company’s internal control 
over financial reporting.

Risk and Uncertainties Affecting  
the Business

The business, financial condition and results of  
operations of  the Company are subject to a number 
of risks and uncertainties, and are affected by a 
number of factors outside the control of manage-
ment of  the Company, including: ability to sustain 
performance and growth, reliance on sources of 
funding, concentration of  institutional investors, 
reliance on independent mortgage brokers, changes 
in interest rates, repurchase obligations and breach 
of representations and warranties on mortgage sales, 
risk of servicer termination events and trigger events 
on cash collateral and retained interests, reliance on 
multi-unit residential and commercial mortgages, 
general economic conditions, government regulation, 
competition, reliance on mortgage insurers, reliance 
on key personnel, conduct and compensation of 
independent mortgage brokers, failure or unavailabil-
ity of computer and data processing systems and 
software, insufficient insurance coverage, change in 
or loss of ratings, impact of natural disasters and 
other events, environmental liability, and risk related 
to Alt-A mortgages, which experience higher arrears 
rates and credit losses than prime mortgages. In 
addition, risks associated with the structure of  FNFC 

include those related to the dependence on FNFLP, 
leverage and restrictive covenants, dividends which 
are not guaranteed and could fluctuate with FNFLP’s 
performance, restrictions on potential growth, the 
market price of  FNFC shares, statutory remedies, 
control of the Company and contractual restrictions, 
and income tax matters. Risk and risk exposure are 
managed through a combination of  insurance, a 
system of  internal controls and sound operating 
practices. The Company’s key business model is to 
originate primarily prime mortgages and find funding 
through various channels to earn ongoing servicing  
or spread income. For the single-family residential 
segment, the Company relies on independent 
mortgage brokers for origination and several large 
institutional investors for sources of funding. These 
relationships are critical to the Company’s success. 
For a more complete discussion of  the risks affecting 
the Company, reference should be made to the 
Company’s Annual Information Form. 

Forward-Looking Information

Forward-looking information is included in this 
MD&A. In some cases, forward-looking information 
can be identified by the use of terms such as ‘‘may’’, 
‘‘will”, ‘‘should’’, ‘‘expect’’, ‘‘plan’’, ‘‘anticipate’’, 
‘‘believe’’, ‘‘intend’’, ‘‘estimate’’, ‘‘predict’’, ‘‘poten-
tial’’, ‘‘continue’’ or other similar expressions 
concerning matters that are not historical facts. 
Forward-looking information may relate to manage-
ment’s future outlook and anticipated events or 
results, and may include statements or information 
regarding the future financial position, business 
strategy and strategic goals, product development 
activities, projected costs and capital expenditures, 
financial results, risk management strategies, hedging 
activities, geographic expansion, licensing plans,  
taxes and other plans and objectives of  or involving 
the Company. Particularly, information regarding 
growth objectives, any increase in mortgages under 

2012 ANNUAL REPORT  35

Management’s Discussion and Analysis

Outlook

Management considers 2012 to have been a very 
successful year. The record level of  mortgages 
originated in the year will provide enduring future 
value to the Company through higher mortgage 
servicing revenue, increased net interest from 
securitized mortgages and greater renewal opportu-
nities. In the fourth quarter of 2012, the Company 
experienced a slowdown in mortgage origination 
from the levels recorded earlier in 2012. Manage-
ment believes this is primarily a result of the cyclical 
slowdown in the housing market along with mea-
sures introduced by the federal government in June 
2012 to reduce the amount homeowners can 
borrow under government-backed mortgage 
insurance programs.  

Overall, management foresees reduced residential 
origination in 2013, but similar commercial segment 
origination to 2012 as the low rate environment 
encourages real estate transactions. The Company 
also looks forward to increased renewal opportuni-
ties for its securitization program as the five-year 
mortgages originated in 2008 now mature. For 2013, 
the Company anticipates the low interest rate 
environment continuing and moderated but healthy 
mortgage spreads. Despite lower origination targets, 
the Company expects continued profitability and 
cash flow as it earns the returns from the investment 
in its business made in 2012.  

administration, future use of securitization vehicles, 
industry trends and future revenues is forward- 
looking information. Forward-looking information is 
based on certain factors and assumptions regarding, 
among other things, interest rate changes and 
responses to such changes, the demand for institu-
tionally placed and securitized mortgages, the status 
of the applicable regulatory regime and the use  
of mortgage brokers for single-family residential 
mortgages. This forward-looking information  
should not be read as providing guarantees of  future 
performance or results, and will not necessarily be  
an accurate indication of whether or not, or the 
times by which, those results will be achieved. While 
management considers these assumptions to be 
reasonable based on information currently available 
to it, they may prove to be incorrect. Forward-look-
ing information is subject to certain factors, including 
risks and uncertainties, which could cause actual 
results to differ materially from what management 
currently expects. These factors include reliance  
on sources of  funding, concentration of institutional 
investors, reliance on independent mortgage  
brokers and changes in interest rates outlined under 
‘‘Risk and Uncertainties Affecting the Business’’.  
In evaluating this information, the reader should 
specifically consider various factors, including the 
risks outlined under ‘‘Risk and Uncertainties Affecting 
the Business’’, which may cause actual events or 
results to differ materially from any forward-looking 
information. The forward-looking information 
contained in this discussion represents management’s 
expectations as of February 26, 2013, and is subject 
to change after such date. However, management 
and the Company disclaim any intention or obligation 
to update or revise any forward-looking information, 
whether as a result of new information, future 
events or otherwise, except as required under 
applicable securities regulations. 

36  First NatioNal FiNaNcial corporatioN

Management’s Responsibility for Financial Reporting

The management of First National Financial Corporation (the “Company”) is responsible for the preparation 
and fair presentation of the accompanying annual consolidated financial statements and Management’s 
Discussion and Analysis (“MD&A”). The consolidated financial statements have been prepared in accordance 
with International Financial Reporting Standards (“IFRS”).
  The consolidated financial statements and information in the MD&A necessarily include amounts based  
on the best estimates and judgments by management of the expected effects of current events and transac-
tions with the appropriate consideration to materiality. In addition, in preparing this financial information  
the Company must make determinations about the relevancy of information to be included, and estimates 
and assumptions that affect the reported information. The MD&A also includes information regarding the 
impact of current transactions and events, sources of  liquidity and capital resources, operating trends, risks 
and uncertainties. Actual results in the future may differ materially from our present assessment of this 
information because future events and circumstances may not occur as expected.

In meeting our responsibility for the integrity and fairness of  the annual consolidated financial statements 

and MD&A and for the accounting systems from which they are derived, management has established the 
necessary internal controls designed to ensure that the Company’s financial records are reliable for preparing 
financial statements and other financial information, transactions are properly authorized and recorded,  
and assets are safeguarded against unauthorized use or disposition.
  As at December 31, 2012, the Chairman and President and Chief Financial Officer evaluated, or caused  
an evaluation under their direct supervision, of  the design and operation of  our internal controls over 
financial reporting (as defined in National Instrument 52-109 – Certificate of  Disclosure in Issuers’ Annual and 
Interim Filings) and, based on that assessment, determined that the Company’s internal controls over  
financial reporting were appropriately designed and operating effectively.
  The Board of Directors oversees management’s responsibility for financial reporting through an Audit Com- 
mittee, which is composed entirely of independent directors. This committee reviews the Company’s annual 
consolidated financial statements and MD&A with both management and the independent auditors before such 
statements are approved by the Board of Directors. Other key responsibilities of the Audit Committee include 
selecting the Company’s auditors, approving the Company’s interim unaudited condensed consolidated 
financial statements and MD&A, and monitoring the Company’s existing systems of  internal controls.
  Ernst & Young LLP, independent auditors appointed by the shareholders of First National Financial Corpo-
ration upon the recommendation of the Board of Directors, have examined the Company’s 2012 and 2011 
annual consolidated financial statements and have expressed their opinion upon the completion of  such 
examination in the following report to the shareholders. The auditors have full and free access to, and meet  
at least quarterly with, the Audit Committee to discuss their audit and related matters.

Stephen J.R. Smith 
Chairman and President 

Toronto, Canada
February 26, 2013 

Robert A. Inglis
Chief Financial Officer 

2012 ANNUAL REPORT  37

 
 
 
Independent Auditors’ Report

To the shareholders of First National Financial Corporation
We have audited the accompanying consolidated financial statements of First National Financial Corporation, 
which comprise the consolidated statements of  financial position as at December 31, 2012 and 2011, the 
consolidated statements of comprehensive income and retained earnings, changes in shareholders’ equity and 
cash flows for the years ended December 31, 2012 and 2011, and a summary of significant accounting policies 
and other explanatory information.

Management’s responsibility for the consolidated financial statements
Management is responsible for the preparation and fair presentation of these consolidated financial statements  
in accordance with International Financial Reporting Standards, and for such internal control as management 
determines is necessary to enable the preparation of consolidated financial statements that are free from 
material misstatement, whether due to fraud or error.

Auditors’ responsibility
Our responsibility is to express an opinion on these consolidated financial statements based on our audits.  
We conducted our audits in accordance with Canadian generally accepted auditing standards. Those standards 
require that we comply with ethical requirements and plan and perform the audit to obtain reasonable 
assurance about whether the consolidated financial statements are free from material misstatement.

An audit involves performing procedures to obtain audit evidence about the amounts and disclosures in the 

consolidated financial statements. The procedures selected depend on the auditors’ judgment, including the 
assessment of the risks of material misstatement of the consolidated financial statements, whether due to 
fraud or error. In making those risk assessments, the auditors consider internal control relevant to the entity’s 
preparation and fair presentation of the consolidated financial statements in order to design audit procedures 
that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effective-
ness of the entity’s internal control. An audit also includes evaluating the appropriateness of accounting policies 
used and the reasonableness of accounting estimates made by management, as well as evaluating the overall 
presentation of the consolidated financial statements.

We believe that the audit evidence we have obtained in our audits is sufficient and appropriate to provide a 

basis for our audit opinion.

Opinion
In our opinion, the consolidated financial statements present fairly, in all material respects, the financial 
position of  First National Financial Corporation as at December 31, 2012 and 2011, and its financial perfor-
mance and its cash flows for the years ended December 31, 2012 and 2011, in accordance with International 
Financial Reporting Standards.

Toronto, Canada
February 26, 2013

Chartered Accountants
Licensed Public Accountants

38  First NatioNal FiNaNcial corporatioN

Consolidated Statements of Financial Position

($000s)

As at December 31

ASSETS

Restricted cash

Accounts receivable and sundry

Securities purchased under resale agreements and owned

Mortgages accumulated for sale or securitization

Mortgages pledged under securitization

Deferred placement fees receivable

Cash held as collateral for securitization

Purchased mortgage servicing rights

Mortgage and loan investments

Income taxes recoverable

Other assets

Total assets

LIABILITIES AND EquITy

Liabilities

Bank indebtedness

Obligations related to securities and mortgages  

sold under repurchase agreements

Accounts payable and accrued liabilities

Securities sold under repurchase agreements and sold short

Debt related to securitized and participation mortgages

Debenture loan payable

Income taxes payable

Deferred tax liabilities

Total liabilities

Equity

Common shares

Preferred shares

Retained earnings

Total equity

Total liabilities and equity

See accompanying notes

On behalf of the Board:

Notes

2012

2011

3

15

5

3

4

3

8

6

18

7

10

16

15

11

13

18

18

17

17

$

 334,962 

$

 243,684 

 51,256 

 452,534 

 808,522 

 43,581 

 657,626 

 850,938 

 13,032,043 

 9,761,921 

 41,919 

 69,493 

 3,881 

 58,509 

 56,882 

 4,771 

 159,396 

 180,872 

 – 

 54,546 

 3,556 

 60,118 

$  15,008,552 

$  11,922,458 

$

 185,044 

$

 80,608 

 500,608 

 59,745 

 451,875 

 664,424 

 52,880 

 659,299 

 13,272,810 

 9,957,219 

 181,275 

 184,689 

 1,790 

 32,900 

 – 

 30,300 

$  14,686,047 

$  11,629,419 

$

 122,671 

$

 122,671 

 97,394 

 102,440 

 322,505 

 97,394 

 72,974 

 293,039 

$  15,008,552 

$  11,922,458 

John Brough

Robert Mitchell

2012 ANNUAL REPORT  39

 
Consolidated Statements of  
Comprehensive Income and Retained Earnings

Notes

2012

2011

3

4

$

 336,987 

$

 254,118 

 (246,736)

 (184,291)

 90,251 

 69,827 

 151,919 

 110,041 

 7,705 

 35,934 

 89,915 

 6,153 

 381,877 

 115,978 

 56,299 

 19,829 

 32,478 

 6,468 

 6,663 

 29,311 

 82,372 

 (18,485)

 279,729 

 81,480 

 48,808 

 15,998 

 28,692 

 7,968 

 231,052 

 182,946 

18

 150,825 

 40,500 

 110,325 

 96,783 

 26,292 

 70,491 

 72,974 

 (80,859)

 111,505 

 (109,022)

$

 102,440 

$

 72,974 

17

 $  1.76 

$  1.10 

($000s, except earnings per unit)

Years ended December 31

REVENuE

Interest revenue – securitized mortgages

Interest expense – securitized mortgages

Net interest – securitized mortgages

Placement fees

Gains on deferred placement fees

Mortgage investment income

Mortgage servicing income

Realized and unrealized gains (losses) on financial instruments

EXPENSES

Brokerage fees

Salaries and benefits

Interest

Other operating

Amortization of intangible assets

Income before income taxes

Income tax expense

Net income and comprehensive income for the year

Retained earnings, beginning of year

Less: dividends/distributions declared

Retained earnings, end of year

Earnings per share

Basic

See accompanying notes

40  First NatioNal FiNaNcial corporatioN

Consolidated Statements of Changes in Shareholders’ Equity

($000s)

Balance at January 1, 2012

Comprehensive income

Issuance of preferred shares

Dividends paid or declared

Balance at December 31, 2012

Balance at January 1, 2011

Comprehensive income

Issuance of preferred shares

Dividends paid or declared

Balance at December 31, 2011

See accompanying notes

Common 
shares

Preferred 
shares

Retained 
earnings

Total  
shareholders’ 
equity

$

 122,671 

$

 97,394 

$

 72,974 

$

 293,039 

$

$

 – 

 – 

 – 

 – 

 – 

 – 

 122,671 

$

 97,394 

 122,671 

$

 – 

 – 

 – 

 – 

 – 

 97,394 

 110,325 

 110,325 

 – 

 (80,859)

 102,440 

 111,505 

 70,491 

 – 

$

$

 – 

 (80,859)

 322,505 

 234,176 

 70,491 

 97,394 

$

$

 – 

 (109,022)

 (109,022)

$

 122,671 

$

 97,394 

$

 72,974 

$

 293,039 

2012 ANNUAL REPORT  41

Consolidated Statements of Cash Flows

($000s)

Years ended December 31

OPERATING ACTIVITIES

Net income for the year

Add (deduct) items not affecting cash:

  Deferred income tax expense

  Non-cash portion of  gains on deferred placement fees

Increase in restricted cash

   Net investment in mortgages pledged under securitization

  Net increase in debt related to securitized mortgages

  Amortization of  deferred placement fees receivable

  Amortization of purchased mortgage servicing rights

  Amortization of  property, plant and equipment

  Amortization of  intangible assets

  Unrealized gains on financial instruments

Net change in non-cash working capital balances related to operations

Cash provided by (used in) operating activities

INVESTING ACTIVITIES

Additions to property, plant and equipment

Investment in cash held as collateral for securitization

Investment in mortgage and loan investments

Repayment of mortgage and loan investments

Cash provided by (used in) investing activities

FINANCING ACTIVITIES

Dividends/distributions paid

Issuance of preferred shares

Obligations related to securities and mortgages sold under repurchase agreements

Debt related to participation mortgages

Securities purchased under resale agreements and owned, net

Securities sold under repurchase agreements and sold short, net

Cash provided by (used in) financing activities

Net increase in bank indebtedness during the year

Bank indebtedness, beginning of year

Bank indebtedness, end of year

Supplemental cash flow information

Interest received

Interest paid

Income taxes paid

See accompanying notes

42  First NatioNal FiNaNcial corporatioN

2012

2011

$

 110,325 

$

 70,491 

 2,600 

 (5,976)

 (3,508)

 (4,720)

 (91,279)

 (87,486)

 (3,260,336)

 (2,569,632)

 3,353,695 

 2,613,535 

 22,363 

 24,771 

 890 

 2,059 

 6,468 

 (16,755)

 124,054 

 995 

 1,856 

 7,968 

 (3,846)

 50,424 

 41,953 

 (506,782)

$

 166,007 

$

 (456,358)

 (2,955)

 (12,611)

 (3,184)

 (19,152)

 (176,064)

 (238,476)

 197,090 

 129,580 

$

 5,460 

$

 (131,232)

$

 (80,609)

$

 (133,600)

 – 

 (163,816)

 (38,104)

 205,092 

 (198,466)

 96,481 

 490,166 

 69,202 

 (231,290)

 225,919 

$

 (275,903)

$

 516,878 

 (104,436)

 (80,608)

 (70,712)

 (9,896)

$

 (185,044)

$

 (80,608)

$

 398,094 

$

 261,027 

 260,246 

 32,554 

 187,933 

 33,356 

 
 
 
 
 Notes to Consolidated Financial Statements

December 31, 2012 and 2011

($000s, except per unit amounts or unless otherwise noted)

Note 1
General Organization and Business  
of  First National Financial Corporation

Note 2
Significant Accounting Policies

First National Financial Corporation (the “Corpora-
tion” or “Company”) is the parent company of First 
National Financial LP (“FNFLP”), a Canadian-based 
originator, underwriter and servicer of  predomi-
nantly prime residential (single-family and multi-unit) 
and commercial mortgages. With over $67 billion  
in mortgages under administration, FNFLP is  
an originator and underwriter of mortgages and  
a significant participant in the mortgage broker 
distribution channel. Pursuant to a Plan of Arrange-
ment (the “Arrangement”) and an amalgamation  
(the “Amalgamation”) effective January 1, 2011,  
the Corporation succeeded First National Financial 
Income Fund (the “Fund”) as the public holding 
company invested in FNFLP. The Arrangement and 
Amalgamation (together, the “Conversion”) were 
used to convert the Fund into a corporate structure. 
Effectively, the Conversion reorganized the owner-
ship interests in FNFLP such that all such interests are 
now consolidated and held through the Corporation 
in the same ratio as previously held by the Fund  
and the Co-founders.

The Corporation is incorporated under the laws 

of the Province of Ontario, Canada, and has its 
registered office and principal place of business 
located at 100 University Avenue, Toronto, Ontario. 
The Corporation’s common and preferred shares 
are listed on the Toronto Stock Exchange (“TSX”) 
under the symbols FN and FN.PR.A, respectively.

2.1 Basis of preparation
The consolidated financial statements have been 
prepared in accordance with International Financial 
Reporting Standards (“IFRS”) as issued by the 
International Accounting Standards Board (“IASB”). 
The consolidated financial statements have been 
prepared on a historical cost basis, except for 
derivative financial instruments and financial assets 
and financial liabilities that are recorded at fair value 
through profit or loss and measured at fair value.  
The carrying values of recognized assets and liabilities 
that are hedged items in fair value hedges, and 
otherwise carried at amortized cost, are adjusted to 
record changes in fair value attributable to the risks 
that are being hedged. The consolidated financial 
statements are presented in Canadian dollars and all 
values are rounded to the nearest thousand except 
when otherwise indicated. The consolidated financial 
statements were authorized for issue by the Board  
of Directors on February 26, 2013.

2.2 Basis of consolidation
The consolidated financial statements comprise  
the financial statements of  the Company and its 
subsidiaries, including FNFLP, First National Financial 
GP Corporation (the general partner of  FNFLP) 
and FNFC Trust, a special purpose entity (“SPE”), 
which is used to manage undivided co-ownership 
interests in mortgage assets funded with Asset-Backed 
Commercial Paper (“ABCP”). The consolidated 
financial statements have been prepared using 
consistent accounting policies for like transactions  
and other events in similar circumstances.

All intercompany balances and revenues and 
expenses have been eliminated on consolidation.

2.3 Use of estimates
The preparation of  financial statements in conformity 
with IFRS requires management to make estimates 
and assumptions that affect the reported amounts  

2012 ANNUAL REPORT  43

Notes to Consolidated Financial Statements

Where (i) or (ii) above applies to a fully proportion-
ate share of  all or specifically identified cash flows, 
the relevant accounting treatment is applied to that 
proportion of the mortgage.

For securitized mortgages that do not meet  
the criteria for derecognition, no gain or loss is 
recognized at the time of the transaction. Instead, 
net interest revenue is recognized over the term  
of the mortgages. Interest revenue – securitized 
mortgages represents interest received and accrued 
on mortgage payments by borrowers and is net  
of the amortization of capitalized origination fees. 
Interest expense – securitized mortgages represents 
financing costs to fund these mortgages, net of the 
amortization of debt discounts or premiums.

Capitalized origination fees and debt discounts  

or premiums are respectively amortized on an 
effective yield basis over the term of  the related 
mortgages or debt.

Derecognition
A financial asset is derecognized when:
•  The right to receive cash flows from the asset  

has expired; and

•  The Company has transferred its rights to receive 
cash flows from the assets or has assumed an 
obligation to pay the cash flows, received in full 
without material delay to a third party under a 
“pass-through” arrangement; and either (a) the 
Company has transferred substantially all the risks 
and rewards of the asset or (b) the Company  
has neither transferred nor retained substantially 
all of the risks and rewards of the asset, but has 
transferred control of the asset.

of assets and liabilities, including contingencies,  
at the date of the consolidated financial statements 
and the reported amounts of  revenue and expenses 
during the reporting period. Actual results may differ 
from those estimates. Major areas requiring use  
of estimates by management are those that require 
reporting of financial assets and liabilities at fair value.

2.4 Significant accounting policies
Revenue recognition
The Company earns revenue from placement, 
securitization and servicing activities related to  
its mortgage business. The majority of  originated 
mortgages are sold to institutional investors  
through the placement of mortgages or funded 
through securitization conduits. The Company 
retains servicing rights on substantially all of  the 
mortgages it originates, providing the Company  
with servicing fees.

intereSt revenue anD expenSe from mortgageS 
pleDgeD unDer Securitization 
The Company enters into securitization transactions 
to fund a portion of  its originated mortgages.  
Upon transfer of these mortgages to securitization 
vehicles, the Company receives cash proceeds from 
the transaction. These proceeds are accounted  
for as debt related to securitized mortgages and the 
Company continues to hold the mortgages on its 
consolidated statement of financial position, unless:
 Substantially all of the risks and rewards 
(i) 
associated with the financial instruments have 
been transferred, in which case the assets  
are derecognized in full; or
 A significant portion, but not all, of the risks  
and rewards have been transferred. The asset  
is derecognized entirely if the transferee has  
the ability to sell the financial asset; otherwise, 
the asset continues to be recognized to the 
extent of the Company’s continuing involvement.

(ii) 

44  First NatioNal FiNaNcial corporatioN

When the Company has transferred its rights  
to receive cash flows from an asset or has entered 
into a pass-through arrangement, and has neither 
transferred nor retained substantially all of the risks 
and rewards of the asset nor transferred control  
of the asset, the asset is recognized to the extent of  
the Company’s continuing involvement in the asset. 
In that case, the Company also recognizes an 
associated liability.

placement feeS anD DeferreD placement  
feeS receivable
The Company enters into placement agreements 
with institutional investors to purchase the mort-
gages that it originates. When mortgages are placed 
with institutional investors, the Company transfers 
the contractual right to receive mortgage cash flows 
to the investors. Because it has transferred substan-
tially all the risks and rewards of these mortgages,  
it has derecognized these assets. The Company 
retains a residual interest representing the rights and 
obligations associated with servicing the mortgages. 
Placement fees are earned by the Company for its 
origination and underwriting activities on a com-
pleted transaction basis when the mortgage is 
funded. Amounts immediately collected or collectible 
in excess of the mortgage principal are recognized as 
placement fees. When placement fees and associated 
servicing fees are earned over the term of  the 
related mortgages, the Company determines the 
present value of the future stream of placement  
fees and records a gain on deferred placement fees 
and a deferred placement fees receivable. Since 
quoted prices are generally not available for retained 
interests, the Company estimates its value based on 
the net present value of future expected cash flows, 
calculated using management’s best estimates of   
key assumptions related to expected prepayment 
rates and discount rates commensurate with the  
risks involved.

mortgage Servicing income
The Company services substantially all of  the 
mortgages that it originates, whether the mortgage  
is placed with an institutional investor or transferred 
to a securitization vehicle. In addition, mortgages  
are serviced on behalf  of  third-party institutional 
investors and securitization structures. For all 
mortgages administered for investors or third 
parties, the Company recognizes servicing income 
when services are rendered. For mortgages placed 
under deferred placement arrangements, the 
Company retains the rights and obligations to service 
the mortgages. The deferred placement fees 
receivable is the present value of  the excess retained 
cash flows over normal servicing fee rates and is 
reported as deferred placement revenue at the time 
of placement. Servicing income related to mortgages 
placed with institutional investors is recognized in 
income over the life of  the servicing obligation as 
payments are received from mortgagors. Interest 
income earned by the Company from holding cash  
in trust related to servicing activities is classified  
as mortgage servicing income.

mortgage inveStment income
The Company earns interest income from its 
interest-bearing assets including deferred placement 
fees receivable, mortgage and loan investments and 
mortgages accumulated for sale or securitization. 
Mortgage investment income is recognized on an 
accrual basis.

Brokerage fees
Brokerage fees relating to the mortgages recorded  
at fair value are expensed as incurred. Brokerage  
fees relating to mortgages recorded at amortized 
cost are deferred and amortized over the term  
of the mortgages.

2012 ANNUAL REPORT  45

 
Notes to Consolidated Financial Statements

Mortgages pledged under securitization 
Mortgages pledged under securitization are mort-
gages that the Company has originated and funded 
with debt raised through the securitization markets. 
The Company has a continuous involvement in  
these mortgages, including the right to receive future 
cash flows arising from these mortgages. Mortgages 
pledged under securitization (except for mortgages 
designated as held for trading, primarily mortgages 
funded with bank-sponsored ABCP programs)  
have been classified as loans and receivables and are 
measured at their amortized cost using the effective 
yield method. Certain mortgages (primarily those 
funded under bank-sponsored ABCP programs)  
are classified as fair value through profit or loss and 
recorded at fair value. Origination costs, such as 
brokerage fees and timely payment guarantee fees 
that are directly attributable to the acquisition of  
such assets, are deferred and amortized over the 
term of  the mortgages on an effective yield basis.

Debt related to securitized  
and participation mortgages
Debt related to securitized mortgages represents 
obligations related to the financing of mortgages 
pledged under securitization. This debt is measured 
at its amortized cost using the effective yield method. 
Any discount/premium on the raising of these debts 
that is directly attributable to the acquisition of such 
liabilities is deferred and amortized over the term  
of the debt obligations.

Debt related to participation mortgages repre-
sents obligations related to the financing of a portion 
of commercial mortgages included in mortgage  
and loan investments. These mortgages are subject 
to participation agreements with other financial 
institutions such that the Company’s investment  
is subordinate to the other institution’s investment. 
The Company has retained various rights to the 
mortgages and a proportionately larger share of  the 
interest earned on these mortgages, such that the  

full mortgage has been recorded on the Company’s 
consolidated statement of financial position with an 
offsetting debt. This debt is recorded at face value 
and measured at its amortized cost.

Mortgages accumulated for sale  
or securitization
Mortgages accumulated for sale are mortgages 
funded for the purpose of  placing with investors  
and are classified as fair value through profit or  
loss and are recorded at fair value. These mortgages 
are held for terms usually not exceeding 90 days.
Mortgages accumulated for securitization are 
mortgages funded pending securitization in the 
Company’s various programs and are classified  
as loans and receivables. These mortgages are 
recorded at amortized cost.

Securities sold short and securities  
purchased under resale agreements
Securities sold short consist of  the short sale of  
a bond. Bonds purchased under resale agreements 
consist of  the purchase of  a bond with the commit-
ment by the Company to resell the bond to the 
original seller at a specified price. The Company  
uses the combination of bonds sold short and bonds 
purchased under resale agreements to economically 
hedge its mortgage commitments and the portion  
of funded mortgages that it intends to securitize  
in subsequent periods.

Bonds sold short are classified as fair value  

through profit or loss and are recorded at fair value. 
The accrued coupon on bonds sold short is recorded 
as hedge expense. Bonds purchased under resale 
agreements are carried at cost plus accrued interest, 
which approximates their market value. The differ-
ence between the cost of the purchase and the 
predetermined proceeds to be received on a resale 
agreement is recorded over the term of the hedged 
mortgages as an offset to hedge expense. Transac-
tions are recorded on a settlement date basis.

46  First NatioNal FiNaNcial corporatioN

Securities owned and securities sold  
under repurchase agreements
The Company purchases bonds and enters into  
bond repurchase agreements to close out economic 
hedging positions when mortgages are sold to 
securitization vehicles or institutional investors.
These transactions are accounted for in a  
similar manner as the transactions described for 
securities sold short and securities purchased  
under resale agreements.

Mortgage and loan investments
Mortgage and loan investments are carried at their 
outstanding principal balances adjusted for unamor-
tized premiums or discounts and are net of specific 
provisions for credit losses, if any.

Mortgage and loan investments are recognized  
as being impaired when the Company is no longer 
reasonably assured of  the timely collection of the  
full amount of principal and interest. An allowance 
for loan losses is established for mortgages and  
loans that are known to be uncollectible. When 
management considers there to be no probability  
of collection, the investments are written off.

Mortgage and loan investments are classified  
as loans and receivables, and certain commercial 
mortgages that the Company has designated as fair 
value through profit or loss, and are recorded at  
fair value.

Intangible assets
Intangible assets are comprised of broker relation-
ships and customer service contracts and arose  
in connection with the initial public offering (“IPO”) 
in 2006. Intangible assets are subject to annual 
impairment review if there are events or changes in 
circumstances that indicate the carrying amount  
may not be recoverable.

Intangible assets with finite useful lives are 
amortized on a straight-line basis over their esti-
mated useful lives as follows:

Broker relationships

Straight-line over 10 years

Investor servicing contracts

Straight-line over 5 years

Goodwill
Goodwill represents the price paid for the Corpo-
ration’s business in excess of the fair value of the  
net tangible assets and identifiable intangible assets 
acquired in connection with the IPO. Goodwill is 
reviewed annually for impairment or more frequently 
when an event or change in circumstances indicates 
that the asset might be impaired.

Property, plant and equipment
Property, plant and equipment are recorded at cost, 
less accumulated amortization, at the following 
annual rates and bases:

Computer equipment

30% declining balance

Office equipment

20% declining balance

Leasehold improvements

Computer software

Straight-line over the  
term of the lease

 30% declining balance 
except for a computer 
licence, which is straight-
line over 10 years

Property, plant and equipment are subject to an 
impairment review if  there are events or changes in 
circumstances that indicate the carrying amount  
may not be recoverable.

2012 ANNUAL REPORT  47

Notes to Consolidated Financial Statements

Purchased mortgage servicing rights
The Company purchases the rights to service 
mortgages from third parties. Purchased mortgage 
servicing rights are initially recorded at cost and 
charged to income over the life of  the underlying 
mortgage servicing obligation. The fair value of  such 
rights is determined on a periodic basis to assess  
the continued recoverability of the unamortized cost 
in relation to estimated future cash flows associated 
with the underlying serviced assets. Any loss arising 
from an excess of the unamortized cost over the fair 
value is immediately recorded as a charge to income.

Restricted cash
Restricted cash represents principal and interest 
collected on mortgages pledged under securitization 
that is held in trust until the repayment of  debt 
related to these mortgages can be made in a 
subsequent period.

Bank indebtedness
Bank indebtedness consists of bank indebtedness  
net of cash balances with banks.

The income tax provision consists of current income 
taxes and deferred income taxes. Current and 
deferred taxes relating to items in the Company’s 
equity are recorded directly against equity.

Current income taxes are amounts expected to  
be payable or recoverable as the result of operations 
in the current year and any adjustment to tax 
payable/recoverable recorded in previous years.
Deferred income taxes arise on temporary 

differences between the carrying amounts of assets 
and liabilities on the consolidated statements of 
financial position and their tax bases. Deferred tax 
liabilities are generally recognized for all taxable 
temporary differences and deferred tax assets are 
recognized to the extent that future realization  
of the tax benefit is probable. Deferred tax is 
calculated using the tax rates expected to apply in 
the periods in which the assets will be realized or the 
liabilities settled. Deferred tax assets and liabilities 
are offset when they arise in the same tax reporting 
group and relate to income taxes levied by the same 
taxation authority, and when a legal right to offset 
exists in the entity.

Cash held as collateral under securitization 
Cash held as collateral under securitization repre-
sents cash-based credit enhancements held by 
various securitization vehicles, including FNFC Trust 
and Computershare Trust Company of  Canada  
as custodian for National Housing Act Mortgage-
Backed Securities (“NHA MBS”) programs.

Earnings per common share
The Company presents earnings per share (“EPS”) 
amounts for its common shares. EPS is calculated  
by dividing the net earnings attributable to common 
shareholders of the Company by the weighted 
average number of common shares outstanding 
during the year.

Income taxes 
The Company accounts for income taxes in accor-
dance with the liability method of  tax allocation. 
Under this method, the provision for income taxes  
is calculated based on income tax laws and income 
tax rates substantively enacted as at the dates of   
the consolidated statements of  financial position.  

Financial assets and liabilities
The Company classifies its financial assets as either 
financial instruments at fair value through profit or 
loss or loans and receivables. Financial liabilities are 
classified as either held at fair value through profit or 
loss or at amortized cost. Management determines 
the classification of  financial assets and liabilities at 
initial recognition.

48  First NatioNal FiNaNcial corporatioN

financial aSSetS anD financial liabilitieS helD  
at fair value through profit or loSS
Financial instruments are classified in this category  
if they are held for trading or if  they are designated 
by management at fair value through profit or loss  
at inception.

Financial instruments are classified as held for 

trading if they are acquired principally for the 
purpose of selling in the short term. Financial assets 
and financial liabilities may be designated at fair value 
through profit or loss when:
(i) 

 the designation eliminates or significantly reduces 
a measurement or recognition inconsistency that 
would otherwise arise from measuring assets  
or liabilities or recognizing the gains and losses 
on them on a different basis; or
 a group of financial assets and/or financial 
liabilities is managed and its performance 
evaluated on a fair value basis.

(ii) 

The Company has elected to measure certain of its 
assets at fair value through profit or loss. The most 
significant of these assets include: a large portion of  
mortgages pledged under securitization and funded 
with ABCP-related debt, deferred placement fees 
receivable, certain commercial mortgages within 
mortgage and loan investments, and certain mort-
gages funded with mortgage-backed securities 
(“MBS”) debt. The mortgages funded with MBS  
debt were previously funded by ABCP debt and  
as such have retained their classification as held for 
trading (together with other ABCP-funded mort-
gages, “HFT mortgages”). For the HFT mortgages, 
the Company has entered into swaps to convert the 
mortgages from fixed rate to floating rate in order  
to match the mortgages with the 30-day floating rate 
funding provided by the ABCP notes. The swaps are 
derivatives and are required by IFRS to be accounted 
for at fair value. This value can change significantly 
with the passage of time as the interest rate environ-
ment changes. In order to avoid a significant 

accounting mismatch, the Company has measured 
the swapped mortgages at fair value as well, so that 
the asset and related liability values will move 
inversely as interest rates change. The cash flows 
related to deferred placement fees receivable are 
typically received over five- to 10-year terms. These 
cash flows are subject to prepayment volatility, as the 
mortgages underlying the deferred placement fees 
receivable can experience unscheduled prepayments. 
As well, the Company pledges these assets under the 
bank credit facility. Accordingly, the Company 
manages these assets on a fair value basis.

Financial assets and financial liabilities held at fair 
value through profit or loss are initially recognized  
at fair value. Subsequent gains and losses arising from 
changes in fair value are recognized directly in the 
consolidated statements of comprehensive income 
and retained earnings.

Held for trading non-derivative financial assets  
can only be transferred out of  the held at fair value 
through profit or loss category in the following 
circumstances: to the available-for-sale category, 
where, in rare circumstances, they are no longer  
held for the purpose of  selling or repurchasing in the 
near term; or to the loans and receivables category, 
where they are no longer held for the purpose of 
selling or repurchasing in the near term and they 
would have met the definition of  a loan and receiv-
able at the date of reclassification and the Company 
has the intent and ability to hold the assets for the 
foreseeable future or until maturity.

loanS anD receivableS
Loans and receivables are non-derivative financial 
assets with fixed or determinable payments that are 
not quoted in an active market and it is expected  
that substantially all of the initial investment will be 
recovered, other than because of credit deterioration.
Loans and receivables are initially recognized at cost, 

including direct and incremental transaction costs. 
They are subsequently valued at amortized cost.

2012 ANNUAL REPORT  49

Notes to Consolidated Financial Statements

helD-to-maturity
Held-to-maturity assets are non-derivative financial 
assets with fixed or determinable payments and fixed 
maturities that the Company’s management has the 
positive intention and ability to hold to maturity. 
These assets are initially recognized at cost, including 
direct and incremental transaction costs. They are 
subsequently valued at amortized cost using the 
effective interest method.

Held-to-maturity assets can be reclassified to the 
available-for-sale category if  the portfolio becomes 
tainted following the sale of  other than an insignifi-
cant amount of held-to-maturity assets prior to  
their maturity.

Derivative financial instruments
Derivatives are categorized as trading unless they  
are designated as hedging instruments. Derivative 
contracts are initially recognized at fair value on the 
date on which a derivative contract is entered into 
and are subsequently remeasured at their fair value, 
with the changes in fair value recognized in income  
as they occur. Positive values are recorded as assets 
and negative values are recorded as liabilities.

The Company enters into interest rate swaps to 
manage its interest rate exposures associated with 
funding fixed-rate receivables with floating-rate  
debt and to convert the fixed-rate debentures into 
floating-rate debt. These contracts are negotiated 
over-the-counter. Interest rate swaps require the 
periodic exchange of  payments without the exchange 
of the notional principal amount on which the 
payments are based. The Company’s policy is not  
to utilize derivative financial instruments for trading  
or speculative purposes.

Hedge accounting
At the inception of a hedging relationship, the 
Company documents the relationship between the 
hedging instruments and the hedged items, its risk 
management objective, its strategy for undertaking 
the hedge and its assessment of  whether or not the 
hedging instruments are highly effective in offsetting 
the changes attributable to the hedged risks in the 
hedged items.

For fair value hedges, changes in the fair value  
of derivatives that are designated and qualify as fair 
value hedging instruments are recorded in the 
consolidated statement of comprehensive income 
and retained earnings, together with any changes  
in the fair value of  the hedged asset or liability that 
are attributable to the hedged risk. The changes  
in fair value attributable to the hedged risk are 
accounted for as basis adjustment to the hedged 
item. If the hedge no longer meets the criteria for 
hedge accounting, the adjustment to the carrying 
amount of a hedged item for which the effective 
interest method is used is amortized to the consoli-
dated statements of  comprehensive income and 
retained earnings over the period to maturity  
or derecognition.

Note 3
Mortgages Pledged under Securitization 

The Company securitizes residential and commercial 
mortgages in order to raise debt to fund these 
mortgages. Most of  these securitizations consist of 
the transfer of fixed and floating rate mortgages into 
securitization programs, such as ABCP, NHA MBS 
and the Canada Mortgage Bonds (“CMB”) program. 
In these securitizations, the Company transfers the 
assets to SPEs for cash, and incurs interest-bearing 
obligations typically matched to the term of the 
mortgages. These securitizations do not qualify for 
derecognition, although the SPEs and other securiti-
zation vehicles have no recourse to the Company’s 
other assets for failure of  the mortgages to make 
payments when due.

50  First NatioNal FiNaNcial corporatioN

As part of the ABCP transactions, the Company 

provides cash collateral for credit enhancement 
purposes as required by the rating agencies. Credit 
exposure to securitized mortgages is generally 
limited to this cash collateral. The principal and 
interest payments on the securitized mortgages are 
paid to the Company by the SPEs monthly over the 

term of  the mortgages. The full amount of  the cash 
collateral is recorded as an asset and the Company 
anticipates full recovery of  these amounts. NHA 
MBS securitizations may also require cash collateral 
in some circumstances. As at December 31, 2012, 
the cash held as collateral for securitization was 
$69,493 (2011 – $56,882).

The following table compares the carrying amount of mortgages pledged under securitization and the 
associated debt:

Securitized mortgages at carrying cost

Mark to market

Capitalized origination costs

Debt discounts

Add:

  Principal portion of payments held in restricted cash

  Participation debt

Securitized mortgages at carrying cost

Mark to market

Capitalized origination costs

Debt discounts

Add:

  Principal portion of payments held in restricted cash

  Participation debt

2012

Carrying amount 
of securitized 
mortgages

Carrying amount 
of associated  
liabilities

$ 12,947,870

$ 13,249,779

29,043

55,130

–

–

–

(8,067)

13,032,043

13,241,712

311,979

–

–

31,098

$ 13,344,022

$ 13,272,810

2011

Carrying amount 
of securitized 
mortgages

Carrying amount 
of associated  
liabilities

$ 9,679,750

$ 9,892,541

32,389

49,782

–

9,761,921

225,707

–

–

–

(4,524)

9,888,017

–

69,202

$ 9,987,628

$ 9,957,219

The principal portion of payments held in restricted 
cash represents payments on account of  mortgages 
pledged under securitization which has been received 
at year end but has not yet been applied to reduce 
the associated debt. This cash is applied to pay down 

the debt in the month subsequent to year end. In 
order to compare the components of  mortgages 
pledged under securitization to securitization debt, 
this amount is added to the carrying value of 
mortgages in the above table.

2012 ANNUAL REPORT  51

Notes to Consolidated Financial Statements

The changes in capitalized origination costs for the year ended December 31 are summarized as follows:

2012

49,782

$

28,809

(23,461)

2011

47,190

25,152

(22,560)

55,130

$

49,782

$

$

The following table summarizes the mortgages 
pledged under securitization that are past due:

Arrears (days)

31 to 60

61 to 90 

Greater than 90

December 31 
2012

December 31 
2011

$

$

42,185

$

45,801

13,716

30,263

86,164

$

6,465

38,306

90,572

Interest revenue – securitized mortgages consists  
of $82,324 (2011 – $43,728) of  interest revenue 
related to ABCP-funded mortgages, which are  
mostly measured at fair value, and $254,663 (2011 –  
$210,390) of interest revenue related to mortgages 
pledged under securitization and securitized mort-
gages included in HFT mortgages.

The Company uses various assumptions to value 
the HFT mortgages, which are set out in the tables 
below, including the rate of unscheduled prepay-
ment. Accordingly, HFT mortgages are subject to 
measurement uncertainty. The effect of variations 
between actual experience and assumptions will  
be recorded in future statements of  comprehensive 
income. Key economic weighted average assump-
tions and the sensitivities of the current carrying 
values to immediate 10% and 20% adverse changes  
in those assumptions are as follows:

Opening balance, January 1

Add: new origination costs capitalized in the year

Less: costs amortized in the year

Ending balance, December 31

During the year ended December 31, 2012, the 
Company advanced funds and transferred into the 
securitization vehicles $4,718,680 (2011 – $4,004,716) 
of new mortgages.

As at December 31, 2012, mortgages pledged 
under securitization include $12,691,496 (2011 – 
$9,220,847) of insured mortgages and $256,374 
(2011 – $496,584) of uninsured mortgages.

The contractual maturity profile of the mortgages 
pledged under securitization programs is summarized 
as follows:

2013

2014

2015

2016

2017 and thereafter

Add:

  Capitalized origination costs 

  Fair value premium – HFT mortgages

$ 1,389,485

1,420,999

2,389,793

3,160,208

4,587,385

12,947,870

55,130

29,043

$ 13,032,043

Except for approximately $1.0 billion (2011 –  
$521 million) of securitized mortgages included in 
HFT mortgages, the mortgages securitized through 
NHA MBS and CMB programs have been classified 
as loans and receivables. These mortgages are 
carried at par plus adjustment for unamortized 
origination costs. Most mortgages in bank-sponsored 
ABCP programs have been classified as fair value 
through profit or loss.

52  First NatioNal FiNaNcial corporatioN

HFT mortgages 

Average life (in months)(1)

Prepayment speed assumption (annual rate)

Impact on fair value of 10% adverse change

Impact on fair value of 20% adverse change

Discount rate (annual rate)

Impact on fair value of 10% adverse change

Impact on fair value of 20% adverse change

HFT mortgages 

Average life (in months)(1)

Prepayment speed assumption (annual rate)

Impact on fair value of 10% adverse change

Impact on fair value of 20% adverse change

Discount rate (annual rate)

Impact on fair value of 10% adverse change

Impact on fair value of 20% adverse change

December 31, 2012

Commercial 
mortgages

Residential 
mortgages

$

418,303

$ 2,367,744

18

11.7%

21

42

2.2%

1,352

2,682

$

$

$

$

35

10.9%

451

895

2.3%

12,312

24,518

$

$

$

$

December 31, 2011

Commercial 
mortgages

Residential 
mortgages

$

487,959

$ 2,161,550

14

12.7%

74

145

2.3%

2,011

4,005

$

$

$

$

44

15.0%

649

1,280

2.4%

10,867

21,629

$

$

$

$

(1) The weighted average life of  prepayable assets in periods (for example, months or years) can be calculated by multiplying  

the principal collections expected in each future period by the number of  periods until that future period, summing those products 

and dividing the sum by the initial principal balance.

These sensitivities are hypothetical and should be 
used with caution. As the figures indicate, changes  
in carrying value based on a 10% or 20% variation  
in assumptions generally cannot be extrapolated 
because the relationship of the change in assumption 
to the change in fair value may not be linear. Also, in 
these tables, the effect of  a variation in a particular 
assumption on the fair value is calculated without 
changing any other assumption; in reality, changes  
in one factor may result in changes in another (for 
example, increases in market interest rates may 
result in lower prepayments), which might magnify  
or counteract the sensitivities.

Note 4
Deferred Placement Fees Receivable

The Company enters into transactions with institu-
tional investors to sell primarily fixed-rate mortgages 
in which placement fees are received over time  
as well as at the time of  the mortgage placement. 
These mortgages are derecognized when substan-
tially all of  the risks and rewards of  ownership are 
transferred and the Company has minimal exposure 
to the variability of future cash flows from these 
mortgages. The investors have no recourse to the 
Company’s other assets for failure of mortgagors  
to pay when due.

2012 ANNUAL REPORT  53

Notes to Consolidated Financial Statements

During the year ended December 31, 2012, 

$1,153,863 (2011 – $1,012,743) of  mortgages were 
placed with institutional investors, which created 
gains on deferred placement fees of $7,705 (2011 – 
$6,663). Cash receipts on deferred placement fees 
receivable for the year ended December 31, 2012 
were $23,695 (2011 – $28,261).

The Company uses various assumptions to  

value the deferred placement fees receivable, which 
are set out in the table below, including the rate of 
unscheduled prepayments. Accordingly, the deferred 

placement fees receivable are subject to measure-
ment uncertainty. An assumption of  no credit losses 
was used, commensurate with the credit quality of 
the investors. The effect of  variations between actual 
experience and assumptions will be recorded in 
future statements of  comprehensive income and 
retained earnings. Key economic weighted average 
assumptions and the sensitivity of  the current 
carrying value of  residual cash flows to immediate 
10% and 20% adverse changes in those assumptions 
are summarized as follows:

Fair value of deferred placement fees receivable 

Average life (in months) (1)

Prepayment speed assumption (annual rate)

Impact on fair value of 10% adverse change

Impact on fair value of 20% adverse change

Residual cash flows discount rate (annual rate)

Impact on fair value of 10% adverse change

Impact on fair value of 20% adverse change

Fair value of deferred placement fees receivable 

Average life (in months) (1)

Prepayment speed assumption (annual rate)

Impact on fair value of 10% adverse change

Impact on fair value of 20% adverse change

Residual cash flows discount rate (annual rate)

Impact on fair value of 10% adverse change

Impact on fair value of 20% adverse change

December 31, 2012

Commercial 
mortgages

Residential 
mortgages

$

$

$

$

$

37,075

$

45

0.4%

10

19

4.4%

359

710

$

$

$

$

4,844

14

15.0%

45

90

4.1%

10

20

December 31, 2011

Commercial 
mortgages

Residential 
mortgages

$

$

$

$

$

44,124

$

14,385

50

0.6%

26

51

4.4%

427

845

$

$

$

$

20

15.0%

172

340

4.1%

48

95

(1) The weighted average life of  prepayable assets in periods (for example, months or years) can be calculated by multiplying  

the principal collections expected in each future period by the number of  periods until that future period, summing those products, 

and dividing the sum by the initial principal balance.

54  First NatioNal FiNaNcial corporatioN

These sensitivities are hypothetical and should be 
used with caution. As the figures indicate, changes  
in carrying value based on a 10% or 20% variation  
in assumptions generally cannot be extrapolated 
because the relationship of the change in assumption 
to the change in fair value may not be linear. Also,  
in these tables, the effect of a variation in a particular 
assumption on the fair value of  the retained interest 
is calculated without changing any other assumption; 
in reality, changes in one factor may result in changes 
in another (for example, increases in market interest 
rates may result in lower prepayments), which  
might magnify or counteract the sensitivities.

The Company estimates that the expected cash 
flows from the receipt of payments on the deferred 
placement fees receivable will be as follows:

held for trading approximate their carrying values 
due to their short-term nature. The following  
table summarizes the components of  mortgages 
according to their classification:

2012

2011

Mortgages  
  accumulated  

for securitization

$

800,768

$

846,694

Mortgages  
  accumulated  

for sale

7,754

4,244

$

808,522

$

850,938

Note 6
Mortgage and Loan Investments 

2013

2014

2015

2016

2017 and thereafter

$

18,421

8,646

5,226

4,507

9,268

As at December 31, 2012, mortgage and loan 
investments consist primarily of commercial first  
and second mortgages held for various terms,  
the majority of which mature within one year.
Mortgage and loan investments consist of  

$

46,068

the following:

Note 5
Mortgages Accumulated for Sale  
or Securitization 

Mortgages accumulated for sale or securitization 
consist of mortgages the Company has originated  
for its own securitization programs or mortgages 
funded for placement with institutional investors.
Mortgages originated for the Company’s own 
securitization programs are classified as loans and 
receivables and are recorded at amortized cost. 
Mortgages funded for placement with institutional 
investors are designated as held for trading and 
recorded at fair value. The fair values of mortgages 

Mortgage loans,  
  classified as loans  
  and receivables

Mortgage loans,  
  designated as fair  
  value through  
  profit or loss

2012

2011

$

138,811

$

175,071

20,585

5,801

$

159,396

$

180,872

Mortgage and loan investments classified as loans  
and receivables are carried at outstanding principal 
balances adjusted for unamortized premiums or 
discounts and are net of specific provisions for credit 
losses, if any.

2012 ANNUAL REPORT  55

 
 
Notes to Consolidated Financial Statements

The following table discloses the composition of the 
Company’s portfolio of mortgage and loan invest-
ments by geographic region as at December 31, 2012:

Province/territory

Portfolio  
balance

Percentage  
of portfolio

Alberta

$

1,636 %

British Columbia

Manitoba

New Brunswick

Newfoundland  
  and Labrador

Nova Scotia

Ontario

Quebec

Yukon

1,381

25,742

5,504

98

4,712

109,383

9,982

958

1.03

0.87

16.15

3.45

0.06

2.96

68.62

6.26

0.60

$

159,396 %

100.00

These balances include gains from mark to market  
of $125 (2011 – $520) and are net of  provisions  
for credit losses of $5,679 (2011 – $4,831). The 
portfolio contains $543 (2011 – $1,001) of  insured 
mortgages and $155,744 (2011 – $184,298) of 
uninsured mortgage and loan investments as at 
December 31, 2012.

The following table discloses the mortgages  

that are past due as at December 31:

Arrears (days)

31 to 60

61 to 90 

Greater than 90

2012

12,699

$

181

7,366

2011

7,470

221

7,266

20,246

$

14,957

$

$

Of  the above total amount, the Company considers 
$6,938 (2011 – $6,121) as impaired, for which it has 
provided an allowance for potential loss of  $5,679 
(2011 – $4,831) as at December 31, 2012.

The maturity profile in the table below is based on the earlier of contractual renewal or maturity dates.

2012

Residential

Commercial

2013

$

6,067

$

2014

32

93,742

47,007

$ 99,809

$ 47,039

2015

2016

332

–

332

$

$

98

802

900

$

$

2017 and 
thereafter

Book  
value

2011

Book  
value

$

427

$

6,956

$

5,182

10,889

152,440

175,690

$ 11,316

$ 159,396

$ 180,872

Interest income for the year was $8,848 (2011 – $8,643) and is included in mortgage investment income on 
the consolidated statements of  comprehensive income and retained earnings.

56  First NatioNal FiNaNcial corporatioN

Note 7
Other Assets 

The components of  other assets are as follows as  
at December 31:

Property, plant and  
  equipment, net

Intangible assets, net

Goodwill

2012

2011

$

$

6,706

$

18,064

29,776

54,546

$

5,811

24,531

29,776

60,118

The intangible assets have a remaining amortization 
period of less than five years.

For the purpose of testing goodwill for impair-
ment, the cash-generating unit is considered to be 
the Corporation as a whole, since the goodwill 
relates to the excess purchase price paid for the 
Corporation’s business in connection with the IPO. 
The recoverable amount of  the Corporation is 
calculated by reference to the Corporation’s market 
capitalization, mortgages under administration, 
origination volume and profitability. These factors 
indicate that the Corporation’s recoverable amount 
exceeds the carrying value of  its net assets and, 
accordingly, goodwill is not impaired.

Note 8
Purchased Mortgage Servicing Rights 

Purchased mortgage servicing rights consist of the following components:

2012

2011

Cost

Accumulated  
amortization

Net book  
value

Cost

Accumulated  
amortization

Net book  
value

Third-party commercial  
  mortgage  

servicing rights

$

3,614

$

3,061

$

553

$

3,614

$

2,913

$

701

Commercial mortgage- 
  backed securities  
  primary and master  

servicing rights

8,705

$

12,319

$

5,377

8,438

$

3,328

3,881

8,705

$

12,319

$

4,635

7,548

$

4,070

4,771

The Company did not purchase any new servicing rights during the years ended December 31, 2012 and 2011.  
Amortization charged to income for the year ended December 31, 2012 was $890 (2011 – $995).

2012 ANNUAL REPORT  57

 
 
Notes to Consolidated Financial Statements

Note 9
Mortgages under Administration 

As at December 31, 2012, the Company had 
mortgages under administration of $67,260,086 
(2011 – $59,598,596), including mortgages held  
on the Company’s consolidated statements of  
financial position. Mortgages under administration 

are serviced for financial institutions such as banks, 
insurance companies, pension funds, mutual funds, 
trust companies, credit unions and securitization 
vehicles. As at December 31, 2012, the Company 
administered 218,267 mortgages (2011 – 193,250) 
for 90 institutional investors (2011 – 92), with an 
average remaining term to maturity of  42 months 
(2011 – 41 months).

Mortgages under administration are serviced as follows:

Institutional investors

Mortgages accumulated for sale or securitization and mortgage and loan investments

Securitization vehicles, deferred placement investors

Mortgages pledged under securitization 

CMBS conduits

2012

2011

$ 44,620,651

$ 39,562,777

967,918

4,844,380

12,947,869

3,879,268

1,031,810

4,920,105

9,761,921

4,321,983

$ 67,260,086

$ 59,598,596

The Company’s exposure to credit loss is limited  
to mortgages under administration totalling  
$406,589 (2011 – $619,165), of  which $22,415  
of mortgages have principal and interest payments 
outstanding as at December 31, 2012 (2011 – 
$25,378). The Company incurred actual credit 
losses, net of recoveries, of $3,234 during the year 
ended December 31, 2012 (2011 – $1,854). As  
at December 31, 2012, the Company has $2,556  
(2011 – $3,995) of uninsured non-performing 
mortgages (net of provisions for credit losses) 
included in accounts receivable and sundry.

The Company maintains trust accounts on behalf 

of the investors it represents. The Company also 
holds municipal tax funds in escrow for mortgagors. 
Since the Company does not hold a beneficial 
interest in these funds, they are not presented on  
the consolidated statements of  financial position.  
The aggregate of these accounts as at December 31, 
2012 was $419,368 (2011 – $424,990).

Note 10
Bank Indebtedness

Bank indebtedness includes a revolving line of credit 
of $545,000 (2011 – $125,000) maturing in Decem-
ber 2016, of which $197,717 (2011 – $66,403) was 
drawn as at December 31, 2012 and against which 
the following have been pledged as collateral:
(a) 

 a general security agreement over all assets, 
other than real property, of  the Company; and
(b)   a general assignment of  all mortgages owned  

by the Company.

The revolving line of  credit bears a variable rate  
of interest based on prime and bankers’  
acceptance rates.

58  First NatioNal FiNaNcial corporatioN

Note 11
Debt Related to Securitized and  
Participation Mortgages

Note 12
Swap Contracts

Debt related to securitized mortgages represents  
the funding for mortgages pledged under NHA MBS, 
CMB and ABCP programs. As at December 31, 
2012, debt related to securitized mortgages  
was $13,241,712 (2011 – $9,888,017), net of 
unamortized discounts of $8,067 (2011 – $4,524).  
A comparison of the carrying amounts of  the 
pledged mortgages and the related debt is sum-
marized in Note 3.

As at December 31, 2012, debt related to partici-

pation mortgages was $31,098 (2011 – $69,202).
Debt related to securitized and participation 
mortgages is reduced on a monthly basis when  
the principal payments received from the mortgages 
are applied. Debt discounts and premiums are 
amortized over the term of each debt on an  
effective yield basis.

Swaps are over-the-counter contracts in which  
two counterparties exchange a series of  cash  
flows based on agreed-upon rates to a notional 
amount. The Company used an interest rate  
swap to manage interest rate exposure relating  
to variability of  interest earned on a portion  
of  mortgages accumulated for sale held on the  
consolidated statement of  financial position.  
The swap agreement that the Company entered  
into was an interest rate swap where two counter-
parties exchange a series of  payments based on 
different interest rates applied to a notional  
amount in a single currency.

The following tables present, by remaining term  

to maturity, the notional amounts and fair values  
of the swap contract that do not qualify for hedge 
accounting as at December 31, 2012 and 2011:

Less than  
3 years

3 to 5 years

6 to 10 years

Total notional 
amount

Fair value

2012

Interest rate swap contract

$

224,261

$ 1,408,997

$

457,816

$ 2,091,075

$

3,224

Less than  
3 years

3 to 5 years

6 to 10 years

Total notional 
amount

Fair value

2011

Interest rate swap contract

$

369,852

$

915,712

$

16,112

$ 1,301,676

$

(1,009)

Positive fair values of the interest rate swap contracts 
are included in accounts receivable, and sundry and 
negative fair values are included in accounts payable 
and accrued liabilities on the consolidated statements 
of financial position.

Note 13
Debenture Loan Payable

On May 7, 2010, the Fund issued $175 million of  
five-year term senior secured debentures with an 
interest rate of 5.07%, maturing on May 7, 2015. 
Pursuant to the Conversion, the Corporation 
assumed all liabilities related to the debentures.  

2012 ANNUAL REPORT  59

Notes to Consolidated Financial Statements

The debentures are secured on a pari-passu basis 
with the security under the one-year revolving line  
of credit described in bank indebtedness on advance. 
The net proceeds of the issuance were loaned to 
FNFLP at an interest rate of 5.1025% per annum. 
The Company used the proceeds of  the debenture 
loan to repay a portion of its bank indebtedness 
under its existing bank credit facility. On the same 
date, the Company entered into a swap agreement 
to receive a 5.07% fixed coupon and pay monthly 
CDOR+2.134%, effectively protecting the Company 
against changes in fair value due to changes in interest 
rates. The swap agreement has been designated as a 
fair value hedge and matures on the due date of the 
debenture loan. The Company has a full guarantee 
on the debentures and the costs relating to the 
debenture issue have been borne by the Company.

been sold to institutional investors while others will 
expire before being drawn down. Accordingly, these 
amounts do not necessarily represent future cash 
requirements of the Company.

In the normal course of  business, the Company 

enters into a variety of guarantees. Guarantees 
include contracts where the Company may be 
required to make payments to a third party, based  
on changes in the value of  an asset or liability that  
the third party holds. In addition, contracts under 
which the Company may be required to make 
payments if  a third party fails to perform under the 
terms of  the contract (such as mortgage servicing 
contracts) are considered guarantees. The Company 
has determined that the estimated potential loss 
from these guarantees is insignificant.

Note 14
Commitments, Guarantees  
and Contingencies

As at December 31, 2012, the Company has the 
following operating lease commitments for its  
office premises:

Note 15
Securities Transactions under Repurchase 
and Resale Transactions

The Company’s outstanding securities purchased 
under resale agreements and securities sold under 
repurchase agreements have a remaining term to 
maturity of less than one month.

2013

2014

2015

2016

2017 and thereafter

$

4,050

4,052

3,953

3,519

2,955

$

18,529

Outstanding commitments for future advances on 
mortgages with terms of one to 10 years amounted 
to $641,060 as at December 31, 2012 (2011 – 
$1,814,084). The commitments generally remain 
open for a period of  up to 90 days. These commit-
ments have credit and interest rate risk profiles 
similar to those mortgages that are currently under 
administration. Certain of these commitments have 

Note 16
Obligations Related to Securities and 
Mortgages Sold under  
Repurchase Agreements

The Company uses repurchase agreements to fund 
specific mortgages included in mortgages accumu-
lated for sale or securitization. The current contracts 
are with financial institutions, are based on bankers’ 
acceptance rates and mature on or before Febru-
ary 28, 2013. Such agreements are entered into 
concurrently with a total return swap which, with  
the mortgage sale, is the economic equivalent  
of a repurchase agreement.

60  First NatioNal FiNaNcial corporatioN

Note 17
Shareholders’ Equity

(a)  Authorized

Unlimited number of  common shares 
Unlimited number of  cumulative five-year rate reset preferred shares, Class A Series 1
Unlimited number of  cumulative five-year rate reset preferred shares, Class A Series 2

(b)  Capital stock activities

Balance, December 31, 2011 and 2012

 59,967,429

$

122,671

 4,000,000

$

97,394

   Common shares

     Preferred shares

(c)  Preferred shares

On January 25, 2011, the Company issued  
4 million Class A Series 1 Preferred Shares at  
a price of $25.00 per share for gross proceeds 
of $100,000 before issue expenses.

Holders of the Class A Series 1 Preferred 

Shares are entitled to receive a cumulative 
quarterly fixed dividend yielding 4.65% annually 
for the initial period ending March 31, 2016. 
Thereafter, the dividend rate may be reset every 
five years at a rate equal to the five-year Govern- 
ment of Canada bond yield plus 2.07%, as and 
when approved by the Board of Directors.

Holders of  Class A Series 1 Preferred Shares 
have the right, at their option, to convert their 
shares into cumulative, floating-rate Class A 
Preferred Shares, Series 2 (“Series 2 Preferred 
Shares”), subject to certain conditions, on  
March 31, 2016 and on March 31 every five 
years thereafter. Holders of the Series 2 
Preferred Shares will be entitled to receive 
cumulative quarterly floating dividends at a rate 
equal to the three-month Government of  
Canada treasury bill yield plus 2.07% as and 
when declared by the Board of Directors.

Preferred shares do not have voting rights. 

The par value per preferred share is $25.

(d)  Earnings per share

Net income 

Less: dividends declared on preferred shares

Net earnings attributable to common shareholders

Number of  common shares outstanding 

Basic earnings per common share

2012

110,325

(4,650)

105,675

$

$

$

$

2011

70,491

(4,316)

66,175

59,967,429

59,967,429

$  1.76

$  1.10

2012 ANNUAL REPORT  61

Notes to Consolidated Financial Statements

Note 18
Income Taxes

The major components of  deferred tax expense (recovery) for the year ended December 31 consists  
of the following:

Income taxes relating to prior year

Changes to tax legislation

Relates to origination and reversal of timing differences

2012

187

689

1,724

2,600

$

$

2011

–

–

(3,508)

(3,508)

$

$

The major components of  current income tax expense for the year ended December 31 consists of   
the following:

Income taxes relating to prior year

Income taxes relating to the year

Changes to tax legislation

2012

(262)

$

38,500

(338)

2011

–

29,800

–

37,900

$

29,800

$

$

The effective income tax rate reported in the consolidated statements of comprehensive income and retained 
earnings varies from the Canadian tax rate of 26.3% for the year ended December 31, 2012 (2011 – 28%)  
for the following reasons:

Company’s statutory tax rate

Income before income taxes

Income tax at statutory tax rate

Increase (decrease) resulting from:

  True-up from prior year

  Permanent differences

  Differences in current and future tax rates

  Change in tax legislation

  Other

Income tax expense

2012

26.30%

$

150,825

$

39,682

(75)

397

776

(338)

58

2011

28.00%

96,783

27,099

–

585

(1,320)

–

(72)

$

40,500

$

26,292

62  First NatioNal FiNaNcial corporatioN

Significant components of the Company’s deferred tax liabilities for the year ended December 31 are  
as follows:

Deferred placement fees receivable

Capitalized broker fees

Carrying values of mortgages pledged under securitization in excess of tax values

Intangible assets

Unamortized discount on debt related to securitized mortgages

Cumulative eligible capital property

Losses on interest rate swaps

Loan loss reserves not deducted for tax purposes

Debenture issuance costs

Share issuance costs

Other

Deferred tax liabilities 

2012

$

11,025

$

14,499

8,168

4,751

2,122

(6,502)

(1,051)

(1,583)

(117)

(644)

2,232

2011

15,008

12,704

8,391

6,257

1,156

(6,711)

(4,988)

(2,543)

(162)

(840)

2,028

$

32,900

$

30,300

The movement in significant components of the Company’s deferred tax liabilities and assets for the year 
ended December 31, 2012 is as follows:

Deferred income tax liabilities

Deferred placement fees receivable

Capitalized broker fees

Carrying values of mortgages pledged under securitization  

in excess of tax values

Intangible assets

Unamortized discount on debt related to securitized mortgages

Other 

As at  
January 1 
2012

Recognized  
in income

As at  
December 31 
2012

$

15,008

$

(3,983)

$

12,704

1,795

8,391

6,257

1,156

2,028

(223)

(1,506)

966

204

11,025

14,499

8,168

4,751

2,122

2,232

Total deferred income tax liabilities

$

45,544

$

(2,747)

$

42,797

Deferred income tax assets

Cumulative eligible capital property

Losses on interest rate swaps

Loan loss reserves not deducted for tax purposes

Debenture issuance costs

Share issuance costs

Total deferred income tax assets

Net deferred income tax liabilities

(6,711)

(4,988)

(2,543)

(162)

(840)

(15,244)

30,300

$

$

$

$

209

3,937

960

45

196

5,347

2,600

$

$

(6,502)

(1,051)

(1,583)

(117)

(644)

(9,897)

32,900

The calculation of taxable income of the Company is based on estimates and the interpretation of   
complex tax legislation. In the event that the tax authorities take a different view from management, the  
Company may be required to change its provision for income taxes or deferred tax balances and the  
change could be significant.

2012 ANNUAL REPORT  63

 
Notes to Consolidated Financial Statements

Note 19
Financial Instruments  
and Risk Management

Risk management
The various risks to which the Company is  
exposed and the Company’s policies and processes 
to measure and manage them individually are set  
out below.

Interest rate risk
Interest rate risk arises when changes in interest  
rates will affect the fair value of financial instruments.
The Company uses various strategies to reduce 
interest rate risk. The Company’s risk management 
objective is to maintain interest rate spreads from 
the point that a mortgage commitment is issued to 
the transfer of the mortgage to the related securiti-
zation vehicle or sale to an institutional investor. 
Primary among these strategies is the Company’s 
decision to sell mortgages at the time of commit-
ment, passing on interest rate risk that exists prior  
to funding to institutional investors. The Company 
uses bond forwards (consisting of  bonds sold short 
and bonds purchased under resale agreements) to 
manage interest rate exposure between the time  
a mortgage rate is committed to the borrower and 
the time the mortgage is sold to a securitization 
vehicle and the underlying cost of  funding is fixed.  
As interest rates change, the values of  these interest 
rate-dependent financial instruments vary inversely 

with the values of the mortgage contracts. As 
interest rates increase, a gain will be recorded on  
the economic hedge, which will be offset by the 
reduced future spread on mortgages pledged under 
securitization as the mortgage rate committed to  
the borrower is fixed at the point of  commitment.
For single-family mortgages, only a portion of  
the commitments issued by the Company eventually 
fund. The Company must assign a probability of 
funding to each mortgage in the pipeline and estimate 
how that probability changes as mortgages move 
through the various stages of the pipeline. The 
amount that is actually economically hedged is the 
expected value of  the mortgages funding within the 
future commitment period. The Company also 
hedges against interest rate fluctuations by offsetting 
the exposure of the Company’s bank indebtedness 
and funds held in trust. Bank indebtedness, obliga-
tions related to debt and the debenture loan payable 
(after the effect of the interest rate swap) are all 
floating rate obligations indexed to 30-day CDOR; 
the funds held in trust earn the Company interest 
based on the same floating rate basis. Because both 
the indebtedness and funds held in trust have 
comparable values, with the liabilities at $685,652 
(2011 – $745,032) as at December 31, 2012 and the 
funds held in trust at $561,204 (2011 – $503,294) on 
the same date, the Company considers the arrange-
ment to be a natural hedge against short-term 
interest rate fluctuations.

64  First NatioNal FiNaNcial corporatioN

The table below provides the financial impact that an immediate and sustained 100 basis point and 200 basis 
point increase and decrease in short-term interest rates would have had on the net income of  the Company 
in 2012 and 2011.

100 basis point shift

Impact on net income and shareholders’ equity

200 basis point shift

Impact on net income and shareholders’ equity

(1) Interest rate is not to be decreased to below 0%.

$

$

Increase in interest rate

Decrease in interest rate(1)

2012

2011

2012

2011

234

$

450

$

(234)

$

(449)

468

$

901

$

3,676

$

2,751

The Company has exposure to the risk that short-
term interest rates increase, and credit losses as  
the Company has a first loss position. Accordingly, 
these mortgages are much more sensitive to changes 
in interest rates and credit loss than the Company’s 
typical mortgage and loan investments.

The Company’s accounts receivable and sundry, 

accounts payable and accrued liabilities, and pur-
chased mortgage servicing rights are not exposed  
to interest rate risk.

Credit risk
Credit risk is the risk of loss associated with a 
counterparty’s inability or unwillingness to fulfill its 
payment obligations. The Company’s credit risk is 
mainly lending-related in the form of mortgage 
default. The Company uses stringent underwriting 
criteria and experienced adjudicators to mitigate  
this risk. The Company’s approach to managing 
credit risk is based on the consistent application of   
a detailed set of credit policies and prudent arrears 
management. As at December 31, 2012, 92%  
(2011 – 94%) of the pledged mortgages were insured 
mortgages. See details in Note 3. The Company’s 
exposure is further mitigated by the relatively short 
period over which a mortgage is held by the 
Company prior to securitization.

The maximum credit exposures of  the financial 
assets are their carrying values as reflected on the 
consolidated statement of financial position. The 
Company does not have significant concentration of  
credit risk within any particular geographic region  
or group of  customers.

The Company is at risk that the underlying 
mortgages default and the servicing cash flows  
cease. The large portfolio of individual mortgages 
that underlies these assets is diverse in terms of  
geographical location, borrower exposure and the 
underlying type of  real estate. This diversity and  
the priority ranking of the Company’s rights mitigate 
the potential size of  any single credit loss. Securities 
purchased under resale agreements are transacted 
with large, regulated Canadian institutions such  
that the risk of  credit loss is very remote. Securities 
transacted are all Government of  Canada bonds  
and, as such, have virtually no risk of  credit loss.

Liquidity risk and capital resources
Liquidity risk is the risk that the Company will  
be unable to meet its financial obligations as they 
come due.

The Company’s liquidity strategy has been to  
use bank credit to fund working capital requirements 
and to use cash flow from operations to fund 
longer-term assets. The Company’s credit facilities 

2012 ANNUAL REPORT  65

Notes to Consolidated Financial Statements

are typically drawn to fund: (i) mortgages accumu-
lated for sale or securitization, (ii) origination costs 
associated with mortgages pledged under securitiza-
tion, (iii) cash held as collateral for securitization,  
(iv) costs associated with deferred placement fees 
receivable, and (v) mortgage and loan investments. 
The Company has a credit facility with a syndicate  
of seven financial institutions, which provides for  
a total of  $545,000 in financing. Bank indebtedness 
also includes borrowings obtained through outstand-
ing cheques and overdraft facilities.

The Company finances the majority of  its 

mortgages with debt derived from the securitization 
markets, primarily NHA MBS, ABCP and CMB. 
These obligations reset monthly such that the 
receipts of principal on the mortgages are used to 
pay down the related debt within a 30-day period. 
Accordingly, these sources of financing amortize at 
the same rate as the mortgages pledged thereunder, 
providing an almost perfectly matched asset and 
liability relationship.

Market risk
Market risk is the risk of  loss that may arise from 
changes in market factors such as interest rates and 
credit spreads. The level of  market risk to which the 
Company is exposed varies depending on market 
conditions, expectations of future interest rates and 
credit spreads.

Customer concentration risk
Placement fees, mortgage servicing income and  
gains on deferred placement fees revenue from two 
(2011 – three) Canadian financial institutions that 
represent approximately 36% (2011 – 47%) of  the 
Company’s total revenue. During the year ended 
December 31, 2012, the Company placed 62%  
(2011 – 51%) of all mortgages it originated with the 
same two (2011 – three) institutional investors.

Fair value measurement
The Company uses the following hierarchy for 
determining and disclosing the fair value of financial 
instruments recorded at fair value in the consolidated 
statement of  financial position:

Level 1 –  Quoted market price observed in active 
markets for identical instruments;
Level 2 –  Quoted market price observed in active 
markets for similar instruments or other 
valuation techniques for which all significant 
inputs are based on observable market 
data; and

Level 3 –  Valuation techniques in which one or  

more significant inputs are unobservable.

Valuation methods and assumptions
The Company uses valuation techniques to estimate 
fair values, including reference to third-party valuation 
service providers using proprietary pricing models 
and internal valuation models such as discounted  
cash flow analysis. The valuation methods and key 
assumptions used in determining fair values for the 
financial assets and financial liabilities are as follows:

(a)   HFT mortgages in mortgages under  
securitization and certain mortgage  
and loan investments
The fair value of these mortgages is determined  
by discounting projected cash flows using 
market industry pricing practices. Discount rates 
used are determined by comparison to similar 
term loans made to borrowers with similar 
credit. This methodology will reflect changes  
in interest rates which have occurred since  
the mortgages were originated. Impaired 
mortgages are recorded at net realizable value.

66  First NatioNal FiNaNcial corporatioN

(b)  Deferred placement fees receivable

(c)  Securities owned and sold short 

The fair value of deferred placement fees 
receivable is determined by internal valuation 
models consistent with industry practice using 
market data inputs, where possible. The fair 
value is determined by discounting the expected 
future cash flows related to the placed mort-
gages at market interest rates. The expected 
future cash flows are estimated based on certain 
assumptions which are not supported by 
observable market data. Refer to Note 4, 
Deferred placement fees receivable, for the key 
assumptions used and sensitivity analysis.

The fair values of securities owned and sold 
short used by the Company to hedge its interest 
rate exposure are determined by quoted prices.

(d)   Other financial assets and  

financial liabilities
The fair value of mortgage and loan investments 
classified as loans and receivables, mortgages 
accumulated for sale or securitization, cash held  
as collateral for securitization, restricted cash 
and bank indebtedness correspond to the 
respective outstanding amounts due to their 
short-term maturity profiles.

The following table represents the Company’s financial instruments measured at fair value on a  
recurring basis:

Financial assets

Mortgages accumulated for sale

HFT mortgages

Deferred placement fees receivable

Mortgage and loan investments

Interest rate swaps

Total financial assets

Financial liabilities

Securities sold under repurchase agreements  
  and sold short

Interest rate swaps

Total financial liabilities

$

$

$

$

December 31, 2012

Level 1

Level 2

Level 3

Total

–

–

–

–

–

–

$

7,754

$

–

$

7,754

–

–

–

6,275

2,776,551

2,776,551

41,919

11,385

–

41,919

11,385

6,275

$

14,029

$ 2,829,855

$ 2,843,884

451,875

–

451,875

$

$

–

6,818

6,818

$

$

–

–

–

$

$

451,875

6,818

458,693

2012 ANNUAL REPORT  67

Notes to Consolidated Financial Statements

Financial assets

Mortgages accumulated for sale

HFT mortgages

Deferred placement fees receivable

Mortgage and loan investments

Interest rate swaps

Total financial assets

Financial liabilities

Securities sold under repurchase agreements  
  and sold short

Interest rate swaps

Total financial liabilities

$

$

$

$

In estimating the fair value of financial assets  
and financial liabilities using valuation techniques  
or pricing models, certain assumptions are used, 
including those that are not fully supported by 
observable market prices or rates (Level 3). The 
amount of the change in fair value recognized by  
the Company in net income for the year ended 
December 31, 2012 that was estimated using a 
valuation technique based on assumptions that are 
not fully supported by observable market prices or 
rates was approximately a gain of  $16,755 (2011 – 
$3,846). Although the Company’s management 
believes that the estimated fair values are appropri-
ate as at the date of the consolidated statement  
of financial position, those fair values may differ if 
other reasonably possible alternative assumptions 
are used.

December 31, 2011

Level 1

Level 2

Level 3

Total

–

–

–

–

–

–

$

4,244

$

–

$

4,244

–

–

–

9,689

2,672,163

2,672,163

58,509

5,801

–

58,509

5,801

9,689

$

13,933

$ 2,736,473

$ 2,750,406

659,299

–

659,299

$

$

–

10,698

10,698

$

$

–

–

–

$

$

659,299

10,698

669,997

The following table presents changes in the fair 
values (including realized losses of  $10,602 [2011 – 
$16,824]) of the Company’s financial assets and 
financial liabilities for the years ended December 31, 
2012 and 2011, all of  which have been classified as 
fair value through profit or loss:

HFT mortgages

$

2,787

$

(5,694)

2012

2011

Deferred placement  
fees receivable

Mortgage and loan  

investments

Securities owned  
  and sold short 

Interest rate swaps

(203)

(374)

(1,934)

5,877

6,153

1,150

1,066

(14,215)

(792)

$

(18,485)

$

68  First NatioNal FiNaNcial corporatioN

 
 
Movement in Level 3 financial instruments measured at fair value
The following tables show the movement in Level 3 financial instruments in the fair value hierarchy for the 
years ended December 31, 2012 and 2011. The Company classifies financial instruments to Level 3 when 
there is reliance on at least one significant unobservable input in the valuation models.

Fair value  
as at  
January 1 
2012

Investments

Unrealized 
gain (loss) 
recorded in 
income

Payment and 
amortization

Fair value  
as at  
December 31 
2012

Financial assets

HFT mortgages

Deferred placement fees  

receivable

Mortgage and loan investments

$ 2,672,163

$ 3,257,342

$

9,786

$ (3,162,740)

$ 2,776,551

58,509

5,801

5,976

–

(203)

(450)

(22,363)

6,034

41,919

11,385

Total financial assets

$ 2,736,473

$ 3,263,318

$

9,133

$ (3,179,069)

$ 2,829,855

Fair value  
as at  
January 1 
2011

Investments

Unrealized 
gain recorded 
in income

Payment and 
amortization

Fair value  
as at  
December 31 
2011

$ 1,261,522

$ 1,863,838

$

1,738

$

(454,935)

$ 2,672,163

Financial assets

HFT mortgages

Deferred placement fees  

receivable

Mortgage and loan investments

Total financial assets

$ 1,349,288

$ 1,868,558

$

77,410

10,356

4,720

–

1,150

1,066

3,954

(24,771)

(5,621)

58,509

5,801

$

(485,327)

$ 2,736,473

Derivative financial instrument  
and hedge accounting 
The Company entered into a swap agreement to 
hedge the debenture loan payable against changes  
in fair value by converting the fixed-rate debt into  
a variable-rate debt. The swap agreement has been 
designated as a fair value hedge and the hedging 
relationship is formally documented, including the 
risk management objective and measurement of 
effectiveness. The swap agreement is recorded at  
fair value with the changes in fair value recognized  
in income. Changes in fair value attributed to the 
hedged risk are accounted for as basis adjustments  
to the debenture loan payable and are recognized  
in income. Accordingly, as at December 31, 2012, 
accounts receivable and sundry have been increased 
by $6,275 (2011 – $9,689) to account for the swap 
derivative, and the debenture loan payable has  
been increased by the same amount.

Note 20
Capital Management

The Company’s objective is to maintain a strong 
capital base so as to maintain investor, creditor  
and market confidence and sustain future develop-
ment of the business. Management defines capital  
as the Company’s equity, long-term debt and 
retained earnings. The Company has a minimum 
capital requirement as stipulated by its bank credit 
facility. The agreement limits the debt under bank 
indebtedness together with the debentures to four 
times FNFLP’s equity. As at December 31, 2012,  
the ratio was 1.2:1 (2011 – 1.0:1). The Company  
was in compliance with the bank covenant  
throughout the year.

2012 ANNUAL REPORT  69

 
 
Notes to Consolidated Financial Statements

Note 21
Earnings by Business Segment

The Company operates principally in two business segments, Residential and Commercial. These segments 
are organized by mortgage type and contain revenue and expenses related to origination, underwriting, 
securitization and servicing activities. Identifiable assets are those used in the operations of the segments.

REVENuE

Interest revenue – securitized mortgages

Interest expense – securitized mortgages

Net interest – securitized mortgages

Placement and servicing

Mortgage investment income

EXPENSES

Amortization

Interest

Other operating

2012

Residential

Commercial

Total

$

226,607

$

110,380

$

336,987

(160,068)

66,539

(86,668)

23,712

(246,736)

90,251

218,728

20,258

305,525

5,507

17,682

174,686

197,875

36,964

15,676

76,352

3,019

2,147

28,011

33,177

255,692

35,934

381,877

8,526

19,829

202,697

231,052

Income before income taxes

$

107,650

$

43,175

$

150,825

Identifiable assets

Goodwill

Total assets

11,426,562

3,552,214

14,978,776

–

–

29,776

$ 11,426,562

$ 3,552,214

$ 15,008,552

Capital expenditures

$

2,069

$

886

$

2,955

70  First NatioNal FiNaNcial corporatioN

REVENuE

Interest revenue – securitized mortgages

Interest expense – securitized mortgages

Net interest – securitized mortgages

Placement and servicing

Mortgage investment income

EXPENSES

Amortization

Interest

Other operating

2011

Residential

Commercial

Total

$

172,511

$

81,607

$

254,118

(119,199)

53,312

(65,092)

16,515

(184,291)

69,827

165,566

13,421

232,299

6,203

12,989

130,210

149,402

15,025

15,890

47,430

3,621

3,009

26,914

33,544

180,591

29,311

279,729

9,824

15,998

157,124

182,946

Income before income taxes

$

82,897

$

13,886

$

96,783

Identifiable assets

Goodwill

Total assets

9,010,099

2,887,395

11,897,494

–

–

29,776

$ 9,010,099

$ 2,887,395

$ 11,927,270

Capital expenditures

$

2,228

$

956

$

3,184

Note 22
Related Party Transactions

For the past three years, several of the Company’s 
commercial borrowers applied to the Company for 
mezzanine mortgage financing. The amounts of  the 
mortgages requested were in excess of  the Com-
pany’s internal investment policies for investments  
of that nature; however, a business controlled by  
a senior executive and shareholder of  the Company 
entered into agreements with the borrowers  
to fund the mortgages. The Company serviced these 
mortgages during their terms at market commercial 
servicing rates. The mortgages which are adminis-
tered by the Company have a balance of $29,685  
as at December 31, 2012 (2011 – $33,781).

A senior executive and shareholder of  the 

Company has a significant investment in a mortgage 
default insurance company. In the ordinary course of  
business, the insurance company provides insurance 
policies to the Company’s borrowers at market 
rates. Beginning in the third quarter of  2012, the 
insurance company also provides the Company with 
portfolio insurance at market premiums. The total 
bulk insurance purchased during 2012 was $913.  
In 2011, the Company was engaged by the insurance 
company to service a portfolio of $13.6 million  
of mortgages at market commercial servicing rates. 
As at December 31, 2012, the portfolio had an 
outstanding balance of  $11.0 million.

A senior executive and shareholder of  the 

Company is a director on the board of  a real estate 

2012 ANNUAL REPORT  71

Notes to Consolidated Financial Statements

company. In 2012, the Company directly loaned 
$21.5 million and placed $84.6 million of mortgages 
to the real estate company. As at December 31, 
2012, the portfolio was administered by the Com-
pany at market rates and totalled $59.3 million.
A senior executive and shareholder of  the 
Company is a shareholder as well as a director  
on the board of  a retirement home company.  
During the year, the Company placed a mortgage  
of $10.0 million for the retirement company and 
earned a total of  $118 for origination and interest 
revenue. The mortgage was fully repaid before 
December 31, 2012.

During the year ended December 31, 2012,  
the Company paid total compensation of $3,008 
(2011 – $2,927) to senior management and $200 
(2011 – $207) to independent directors.

Note 23
Future Accounting Changes

The following accounting pronouncements issued  
by the IASB, although not yet effective, may have  
a future impact on the Company:

IFRS 9 – Financial Instruments
As of January 1, 2015, the Company will be required 
to adopt this standard, which replaces IAS 39 –  
Financial Instruments: Recognition and Measurement.  
IFRS 9 provides new requirements for how an entity 
should classify and measure financial assets and 
financial liabilities that are in the scope of  IAS 39. 
Management is currently evaluating the potential 
impact that the adoption of IFRS 9 will have on the 
Company’s consolidated financial statements.

IAS 32 – Financial Instruments: Presentation 
As of January 1, 2014, the Company will be required 
to adopt this standard, which clarifies the existing 
requirements for offsetting financial assets and 
financial liabilities. The amendment is not expected  
to have a material impact on the Company’s 
consolidated financial statements.

IFRS 10 – Consolidated Financial Statements
As of January 1, 2013, IFRS 10 – Consolidated 
Financial Statements will replace portions of IAS 27 – 
Consolidated and Separate Financial Statements and 
interpretation SIC-12 – Consolidation – Special Purpose 
Entities. The IASB introduced a single model for 
consolidating subsidiaries using a control model. This 
standard addresses particularly the control of SPEs. 
Management is currently evaluating the potential 
impact that the adoption of IFRS 10 will have on the 
Company’s consolidated financial statements.

IFRS 11 – Joint Arrangements
As of January 1, 2013, the IASB has expanded its 
definition of  a joint venture. The Company would be 
required to account for joint ventures on the equity 
method as opposed to proportionate consolidation.

IFRS 12 – Disclosure of Interests in  
Other Entities
As of January 1, 2013, the Company will be required 
to make new disclosures on its off-balance sheet 
activities, including those with SPEs.

IFRS 13 – Fair Value Measurement
As of January 1, 2013, the Company will be required 
to adopt this standard, which provides a framework 
for the application of fair value to those assets and 
liabilities qualifying or permitted to be carried at fair 
value. The Company believes its current measure-
ment of fair value is appropriate and there will be 
little impact.

Note 24
Comparative Consolidated  
Financial Statements

The comparative audited consolidated financial 
statements have been reclassified from statements 
previously presented to conform to the presentation 
of the 2012 audited consolidated financial statements.

72  First NatioNal FiNaNcial corporatioN

Corporate Governance

First National’s Board of Directors and management team fully  
acknowledge the importance of their duty to serve the long-term  
interests of shareholders.

Sound corporate governance is fundamental  
for maintaining the confidence of investors and 
increasing shareholder value. As such, First National 
is committed to the highest standards of integrity, 
transparency, compliance and discipline. These 
standards define the relationships among all of   
our stakeholders – Board, management and share-
holders – and are the basis for building these  
values and nurturing a culture of accountability  
and responsibility across the organization.

Policies
The Board super vises and evaluates the management 
of the Company and oversees matters related to our 
strategic direction and assesses results relative to our 
goals and objectives. As such, the Board has adopted 
several policies that reflect best practices in gover-
nance and disclosure. These include a Disclosure 
Policy, a Code of Business Conduct, a Whistleblower 
Policy and an Insider Trading Policy. These policies are 
compliant with the corporate governance guidelines 
of the Canadian Securities Administrators. As a 
public company, First National’s Board continues  
to update, develop and implement appropriate 
governance policies and practices as it sees fit. 

Committees
The Board of Directors has established an Audit 
Committee and a Compensation, Governance  
and Nominating Committee to assist in the  
efficient functioning of the Company’s corporate 
governance strategy. 

Audit Committee
The Audit Committee’s responsibilities include:
•  Management of the relationship with the external 
auditor including the oversight and supervision of 
the audit of the Company’s financial statements;

•  Oversight and super vision of the quality and 

integrity of  the Company’s financial statements; 
and

•  Oversight and super vision of  the adequacy  

of the Company’s internal accounting  
controls and procedures, as well as its  
financial reporting practices.

The Audit Committee consists of  three independent 
directors, all of whom are considered financially 
literate for the purposes of  the Canadian Securities 
Administrators’ Multilateral Instrument 52-110 –
Audit Committees.

committee memberS
John Brough (Chair), Peter Copestake and  
Robert Mitchell

Compensation, Governance and  
Nominating Committee 
The Compensation, Governance and Nominating 
Committee’s responsibilities include:
•  Making recommendations concerning the compen-
sation of the Company’s senior executive officers 
and the remuneration of  the Board of Directors;
•  Developing the Company’s approach to corporate 
governance issues and compliance with applicable 
laws, regulations, rules, policies and orders with 
respect to such issues;

•  Advising the Board of Directors on filling  

director vacancies;

•  Periodically reviewing the composition and 

effectiveness of  the directors and the contribu-
tions of  individual directors, and

•  Adopting and periodically reviewing and updating 

the Company’s written Disclosure Policy.

The Compensation, Governance and Nominating 
Committee consists of two independent directors 
for the purposes of the Canadian Securities Adminis-
trators’ Multilateral Instrument 58-101 – Disclosure
of  Corporate Governance Practices.

committee memberS
Peter Copestake (Interim Chair) and Duncan Jackman 

2012 ANNUAL REPORT  73

Board Members

Collectively, the Board of Directors has extensive experience in mortgage 
lending, real estate, strategic planning, law and finance. The Board consists 
of six members, four of whom are independent.

Stephen Smith is President of the Corporation, 
President of  First National and co-founder of   
First National. Mr. Smith, one of  Canada’s leading 
financial services entrepreneurs, has been an 
innovator in the development and utilization of 
various securitization techniques to finance mortgage 
assets and has been a regular speaker at securitiza-
tion conferences. He is Chairman of  the Canada 
Guaranty Mortgage Insurance Company as well as  
a director of The Dominion of  Canada General 
Insurance Company and The Empire Life Insurance 
Company. He is also Vice Chair of Metrolinx Inc. 
(GO Transit) and a member of  the Board of  the 
C.D. Howe Institute. In addition, Mr. Smith is on  
the Advisory Council of the Royal Conservatory  
of Music and the Chair of The Historica-Dominion 
Institute. Mr. Smith has a Master of  Science (Eco-
nomics) from the London School of  Economics and 
Political Science, a Bachelor of  Science (Honours)  
in Electrical Engineering, Queen’s University, and is a 
member of the Association of Professional Engineers 
of Ontario and the Canadian Council of  Chief 
Executives. Mr. Smith is a graduate of the Directors 
Education Program at the University of  Toronto, 
Rotman School of Management. In 2012, Mr. Smith 
was awarded the Queen Elizabeth II Diamond  
Jubilee Medal for contributions to Canada.

Moray Tawse is Vice President and Secretary  
of the Corporation, Vice President, Mortgage 
Investments of  First National and co-founder of  
First National. Mr. Tawse directs the operations  
of all of First National’s commercial mortgage 
origination activities. With over 30 years of  experi-
ence in the real estate finance industry, Mr. Tawse  
is one of Canada’s leading experts on commercial 
real estate and is often called upon to deliver 
keynote addresses at national real estate sympo-
siums. In addition, Mr. Tawse is also an independent 
director of C2C Industrial Properties Inc., a TSX 
Venture listed company that owns and operates 
industrial properties across Canada.

John Brough served as President of both Witting-
ton Properties Limited (Canada) and Torwest, Inc. 
(United States) real estate development companies 
from 1998 to 2007. From 1974 until 1996 he was 
with Markborough Properties, Inc., where he was 
Senior Vice President and Chief Financial Officer  
from 1986 until 1996. Mr. Brough is a Director of 
Kinross Gold Corporation, Silver Wheaton Corp. and 
Canadian Real Estate Investment Trust. Mr Brough 
has a Bachelor of Arts (Economics) degree from the 
University of Toronto, as well as a Chartered Accoun-
tant degree. Mr. Brough is a graduate of the Directors 
Education Program at the University of Toronto, 
Rotman School of Management, and a member of   
the Institute of Corporate Directors as well as the 
Canadian Institute of Chartered Accountants.

Peter Copestake currently serves as the Executive 
in Residence at the Queen’s University School of 
Business and as a corporate director and business 
consultant. Over the past 30 years he has held  
senior financial and management positions at 
federally regulated financial institutions and in the 
federal government. From 1999 to 2007 he was 
Senior Vice President and Treasurer of  Manulife 
Financial Corporation. He currently also serves as a 
member of the Investment and Pension committees 
of Queen’s University and as a Director of Royal  
and Sun Alliance Insurance Company of  Canada and 
Canadian Derivatives Clearing Corporation. He also 
serves on the Independent Review Committees at 
First Trust Portfolios Canada and at PIMCO Canada 
and as Chair of  the South East Ontario Medical  
and Academic Organization.

Duncan Jackman is the Chairman, President and 
Chief Executive Officer of  E-L Financial Corporation 
Limited, an investment holding company and has  
held similar positions with E-L Financial since 2003. 
Mr. Jackman is also the Chairman and President  
of Economic Investment Trust Limited and United 

74  First NatioNal FiNaNcial corporatioN

Shareholder Information

Senior Executives of First National Financial LP
Stephen Smith 
Co-founder, Chairman and President

Moray Tawse 
Co-founder and Vice President, Mortgage Investments

Robert Inglis 
Chief Financial Officer

Scott McKenzie 
Vice President, Residential Mortgages

Jason Ellis 
Managing Director, Capital Markets

Jeremy Wedgbury 
Managing Director, Commercial Mortgage Origination

Lisa White 
Vice President, Mortgage Administration

Hilda Wong 
General Counsel

Legal Counsel
Stikeman Elliott LLP, Toronto, Ontario

Auditors
Ernst & Young LLP, Toronto, Ontario

Investor Relations Contacts
Robert Inglis 
Chief Financial Officer 
rob.inglis@firstnational.ca

Ernie Stapleton
President, Fundamental Creative Inc. 
ernie@fundamental.ca

Investor Relations Website
www.firstnational.ca

Registrar and Transfer Agent
Computershare Investor Services Inc., Toronto, Ontario 
1.800.564.6253

Exchange Listing and Symbol
TSX: FN

Corporations Limited, both closed-end investment 
corporations, and has acted in a similar capacity with 
these corporations since 2001. Mr. Jackman sits on  
a number of public and private company boards. 
Prior to 2001, Mr. Jackman held a variety of positions 
including portfolio manager at Cassels Blaikie and 
investment analyst at RBC Dominion Securities Inc. 
Mr. Jackman holds a Bachelor of Arts in Literature 
from McGill University.

Robert Mitchell has been President of  Dixon 
Mitchell Investment Counsel Inc., a Vancouver-
based investment management company since 
2000. Prior to that, Mr. Mitchell was Vice President, 
Investments at Seaboard Life Insurance Company. 
Mr. Mitchell is a director and chairs the audit 
committee for Discovery Parks Holdings Ltd., 
trustee for Discovery Parks Trust. Discovery Parks 
Trust was established to support the high technol-
ogy and research industries in British Columbia 
through the development of  its real estate assets. 
Mr. Mitchell has a MBA from University of  Western 
Ontario, a Bachelor of  Commerce (Finance) from 
University of  Calgary, and is a CFA charterholder.

Corporate Address
First National Financial Corporation 
100 University Avenue 
North Tower, Suite 700 
Toronto, Ontario M5J 1V6 
Phone: 416.593.1100 
Fax: 416.593.1900

Annual Meeting
May 13, 2013, 10 a.m. EDT 
TMX Broadcast Centre 
The Gallery 
The Exchange Tower 
130 King Street West 
Toronto, Ontario

Looking Forward to Another
25 Years of Shared Success

VANCOUVER | CALGARY | TORONTO | MONTREAL | HALIFAX