Fannie Mae 2009 Annual Report Download - page 4

MD&A TABLE REFERENCE
Table Description Page
— Selected Financial Data ....................................................... 69
1 Credit Statistics, Single-Family Guaranty Book of Business............................. 10
2 Level 3 Recurring Financial Assets at Fair Value . . . ................................. 74
3 Summary of Consolidated Results of Operations ..................................... 83
4 Analysis of Net Interest Income and Yield ......................................... 84
5 Rate/Volume Analysis of Changes in Net Interest Income .............................. 85
6 Guaranty Fee Income and Average Effective Guaranty Fee Rate ......................... 87
7 Fair Value Gains (Losses), Net .................................................. 89
8 Credit-Related Expenses....................................................... 92
9 Allowance for Loan Losses and Reserve for Guaranty Losses (Combined Loss Reserves)....... 94
10 Nonperforming Single-Family and Multifamily Loans ................................. 97
11 Statistics on Credit-Impaired Loans Acquired from MBS Trusts ......................... 98
12 Activity of Credit-Impaired Loans Acquired from MBS Trusts .......................... 99
13 Credit Loss Performance Metrics ................................................ 100
14 Credit Loss Concentration Analysis .............................................. 101
15 Single-Family Credit Loss Sensitivity ............................................. 102
16 Impairments and Fair Value Losses on Loans in HAMP ............................... 104
17 Business Segment Summary .................................................... 105
18 Single-Family Business Results ................................................. 106
19 HCD Business Results ........................................................ 108
20 Capital Markets Group Results .................................................. 109
21 Mortgage Portfolio Activity .................................................... 111
22 Mortgage Portfolio Composition ................................................. 112
23 Amortized Cost, Fair Value, Maturity and Average Yield of Investments in Available-for-Sale
Securities.................................................................. 114
24 Investments in Private-Label Mortgage-Related Securities (Excluding Wraps), CMBS, and
Mortgage Revenue Bonds...................................................... 115
25 Analysis of Losses on Alt-A and Subprime Private-Label Mortgage-Related Securities
(Excluding Wraps) ........................................................... 116
26 Credit Statistics of Loans Underlying Alt-A and Subprime Private-Label Mortgage-Related
Securities (Including Wraps) ................................................... 117
27 Changes in Risk Management Derivative Assets (Liabilities) at Fair Value, Net .............. 119
28 Comparative Measures—GAAP Change in Stockholders’ Deficit and Non-GAAP Change in Fair
Value of Net Assets (Net of Tax Effect) ........................................... 120
29 Supplemental Non-GAAP Consolidated Fair Value Balance Sheets ....................... 123
30 Debt Activity ............................................................... 127
31 Outstanding Short-Term Borrowings and Long-Term Debt .............................. 129
32 Outstanding Short-Term Borrowings .............................................. 130
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