Fannie Mae 2004 Annual Report Download - page 4

MD&A TABLE REFERENCE
Table Description Page
Selected Financial Data ...................................................... 62
1 Cumulative Impact of Restatement .............................................. 74
2 Balance Sheet Impact of Restatement as of December 31, 2003 . . ....................... 87
3 Balance Sheet Impact of Restatement as of December 31, 2002 . . ....................... 89
4 Balance Sheet Impact of Restatement as of December 31, 2001 . . ....................... 90
5 Stockholders’ Equity Impact of Restatement as of December 31, 2001.................... 91
6 Income Statement Impact of Restatement for the Year Ended December 31, 2003 ........... 92
7 Income Statement Impact of Restatement for the Year Ended December 31, 2002 ........... 93
8 Impact of Restatement on Statements of Cash Flows for the Years Ended December 31, 2003
and 2002 ................................................................. 94
9 Regulatory Capital Impact of Restatement as of December 31, 2003 and 2002 .............. 95
10 Risk Management Derivative Fair Value Sensitivity Analysis ........................... 97
11 Amortization of Cost Basis Adjustments .......................................... 98
12 Condensed Consolidated Results of Operations ..................................... 101
13 Analysis of Net Interest Income and Yield ........................................ 103
14 Rate/Volume Analysis of Net Interest Income ...................................... 104
15 Analysis of Guaranty Fee Income and Average Effective Guaranty Fee Rate ............... 106
16 Investment Losses, Net ....................................................... 107
17 Changes in Risk Management Derivative Assets (Liabilities) at Fair Value, Net ............. 111
18 Derivatives Fair Value Gains (Losses), Net ........................................ 113
19 Notional and Fair Value of Derivatives ........................................... 114
20 Business Segment Results Summary ............................................. 119
21 Mortgage Portfolio Activity ................................................... 123
22 Mortgage Portfolio Composition ................................................ 125
23 Amortized Cost, Maturity and Average Yield of Investments in Securities ................. 126
24 Non-GAAP Supplemental Consolidated Fair Value Balance Sheets ...................... 128
25 Selected Market Information................................................... 130
26 Composition of Mortgage Credit Book of Business .................................. 136
27 Risk Characteristics of Conventional Single-Family Mortgage Credit Book ................ 140
28 Risk Characteristics of Conventional Single-Family Mortgage Business Volumes ............ 142
29 Statistics on Conventional Single-Family Problem Loan Workouts ....................... 148
30 Serious Delinquency Rates .................................................... 150
31 Nonperforming Single-Family and Multifamily Loans ................................ 151
32 Single-Family and Multifamily Credit Loss Performance .............................. 151
33 Single-Family Credit Loss Sensitivity ............................................ 152
34 Single-Family Foreclosed Property Activity ........................................ 153
35 Allowance for Loan Losses and Reserve for Guaranty Losses . . . ....................... 154
36 Credit Loss Exposure of Derivative Instruments .................................... 158
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