Freddie Mac 2014 Annual Report Download - page 3

ii Freddie Mac
MD&A TABLE REFERENCE
Table Description Page
1 Total Single-Family Loan Workout Volumes
2 Mortgage-Related Investments Portfolio
3 Affordable Housing Goals for 2014
4 Affordable Housing Goals and Results for 2013 and 2012
5 Quarterly Common Stock Information
6 Selected Financial Data
7 Mortgage Market Indicators
8 Summary Consolidated Statements of Comprehensive Income
9 Net Interest Income/Yield, Average Balance, and Rate/Volume Analysis
10 Net Interest Income
11 Loan Loss Reserves Activity
12 Single-Family Impaired Loans with Specific Reserve Recorded
13 TDRs and Non-Accrual Mortgage Loans
14 Credit Loss Performance
15 Severity Ratios for Single-Family Loans
16 Single-Family Charge-offs and Recoveries by Region
17 Derivative Gains (Losses)
18 Other Income (Loss)
19 Non-Interest Expense
20 REO Operations (Income) Expense
21 Composition of Segment Mortgage Portfolios and Credit Risk Portfolios
22 Segment Earnings and Key Metrics — Single-Family Guarantee
23 Segment Earnings and Key Metrics — Investments
24 Segment Earnings and Key Metrics — Multifamily
25 Investments in Available-For-Sale Securities
26 Investments in Trading Securities
27 Characteristics of Mortgage-Related Securities on Our Consolidated Balance Sheets
28 Additional Characteristics of Mortgage-Related Securities on Our Consolidated Balance Sheets
29 Mortgage-Related Securities Purchase Activity
30 Non-Agency Mortgage-Related Securities Backed by Subprime, Option ARM, and Alt-A Loans and Certain Related Credit
Statistics
31 Non-Agency Mortgage-Related Securities Backed by Subprime, Option ARM, Alt-A and Other Loans
32 Ratings of Non-Agency Mortgage-Related Securities Backed by Subprime, Option ARM, Alt-A and Other Loans, and
CMBS
33 Mortgage Loan Purchases and Other Guarantee Commitment Issuances
34 REO Activity by Region
35 Reconciliation of the Par Value and UPB to Total Debt, Net
36 Other Short-Term Debt
37 Freddie Mac Mortgage-Related Securities
38 Issuances and Extinguishments of Debt Securities of Consolidated Trusts
39 Changes in Total Equity
40 Characteristics of Purchases for the Single-Family Credit Guarantee Portfolio
41 Risk Transfer Transactions
42 Characteristics of the Single-Family Credit Guarantee Portfolio
43 Single-Family Credit Guarantee Portfolio Data by Year of Origination
44 Single-Family Serious Delinquency Statistics
45 Certain Higher-Risk Categories in the Single-Family Credit Guarantee Portfolio
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