Fannie Mae 2009 Annual Report Download - page 5

Table Description Page
33 Maturity Profile of Outstanding Debt Maturing Within One Year ......................... 131
34 Maturity Profile of Outstanding Debt Maturing in More Than One Year ................... 132
35 Contractual Obligations ....................................................... 132
36 Cash and Other Investments Portfolio ............................................. 135
37 Fannie Mae Credit Ratings ..................................................... 136
38 Regulatory Capital Measures ................................................... 137
39 On- and Off-Balance Sheet MBS and Other Guaranty Arrangements ...................... 140
40 LIHTC Partnership Investments ................................................. 143
41 Composition of Mortgage Credit Book of Business . . ................................. 147
42 Risk Characteristics of Conventional Single-Family Business Volume and Guaranty Book of
Business .................................................................. 151
43 Delinquency Status, Default Rate and Loss Severity of Conventional Single-Family Loans ...... 155
44 Serious Delinquency Rates ..................................................... 156
45 Conventional Single-Family Serious Delinquency Rate Concentration Analysis .............. 157
46 Statistics on Single-Family Loan Workouts ......................................... 159
47 Loan Modification Profile ..................................................... 161
48 Single-Family Foreclosed Properties .............................................. 162
49 Single-Family Acquired Property Concentration Analysis .............................. 162
50 Multifamily Serious Delinquency Rates ........................................... 165
51 Multifamily Foreclosed Properties ............................................... 165
52 Mortgage Insurance Coverage................................................... 169
53 Activity and Maturity Data for Risk Management Derivatives ........................... 179
54 Fair Value Sensitivity of Net Portfolio to Changes in Interest Rate Level and Slope of Yield
Curve .................................................................... 181
55 Duration Gap ............................................................... 182
56 Interest Rate Sensitivity of Financial Instruments . . . ................................. 183
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