Fannie Mae 2007 Annual Report Download - page 22

Table Description Page
35 Non-GAAP Estimated Fair Value of Net Assets (Net of Tax Effect) ...................... 106
36 Fannie Mae Credit Ratings and Risk Ratings ....................................... 109
37 Contractual Obligations....................................................... 111
38 Regulatory Capital Measures ................................................... 113
39 LIHTC Partnership Investments. . . .............................................. 119
40 Composition of Mortgage Credit Book of Business .................................. 121
41 Risk Characteristics of Conventional Single-Family Business Volume and Mortgage Credit Book
of Business................................................................ 126
42 Statistics on Conventional Single-Family Problem Loan Workouts ....................... 131
43 Serious Delinquency Rates .................................................... 133
44 Nonperforming Single-Family and Multifamily Loans ................................ 134
45 Single-Family and Multifamily Foreclosed Properties................................. 135
46 Mortgage Insurance Coverage .................................................. 138
47 Credit Loss Exposure of Risk Management Derivative Instruments ....................... 141
48 Activity and Maturity Data for Risk Management Derivatives .......................... 145
49 Interest Rate Sensitivity of Fair Value of Net Portfolio ................................ 148
50 Interest Rate Sensitivity of Fair Value of Net Assets ................................. 148
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