Fannie Mae 2010 Annual Report Download - page 5

Table Description Page
35 Maturity Profile of Outstanding Debt of Fannie Mae Maturing in More Than One Year ........ 139
36 Contractual Obligations ....................................................... 140
37 Cash and Other Investments Portfolio ............................................. 141
38 Fannie Mae Credit Ratings ..................................................... 143
39 Composition of Mortgage Credit Book of Business . . ................................. 150
40 Risk Characteristics of Single-Family Conventional Business Volume and Guaranty Book of
Business .................................................................. 155
41 Delinquency Status of Single-Family Conventional Loans .............................. 160
42 Serious Delinquency Rates ..................................................... 161
43 Single-Family Conventional Serious Delinquency Rate Concentration Analysis .............. 162
44 Statistics on Single-Family Loan Workouts ......................................... 164
45 Loan Modification Profile ..................................................... 165
46 Single-Family Foreclosed Properties .............................................. 166
47 Single-Family Acquired Property Concentration Analysis .............................. 167
48 Multifamily Serious Delinquency Rates ........................................... 169
49 Multifamily Concentration Analysis .............................................. 169
50 Multifamily Foreclosed Properties ............................................... 170
51 Mortgage Insurance Coverage................................................... 174
52 Activity and Maturity Data for Risk Management Derivatives ........................... 185
53 Interest Rate Sensitivity of Net Portfolio to Changes in Interest Rate Level and Slope of Yield
Curve .................................................................... 187
54 Derivative Impact on Interest Rate Risk (50 Basis Points) .............................. 187
55 Interest Rate Sensitivity of Financial Instruments . . . ................................. 188
iv