| Date | Borrower name | Funds lent | Total collateral value | Collateral value, by type | Collateral value, by S credit rating | Amounts lent, by entity | ||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Amount lent | Overnight rate | UST & Agency | Muni | Corporate | MBS/CMO Agency | MBS/CMO Other | Asset-backed | Int'l | Equity | Loans | Other | UST/Agency | AAA | AA | A | BBB | BB | B | CCC/less | A-1 | A-2 | A-3 | Unrated | AIG Annuity Insurance Co. | AIG In'tl Life Assurance Co. | American Int'l Group,Inc. | AIG Life Insurance Co. | AIG SunAmerica Life Assurance Co. | First SunAmerica Life Insurance Co. | SunAmerica Life Insurance Co. | Variable Annuity Life Insurance Co. | US Life Insurance Co. | American General Life Insurance Co. | American General Life & Accident Insurance | ||||
| Min | Max | |||||||||||||||||||||||||||||||||||||
| Oct 8, 2008 | AIG, Inc. | 4.6 | 4.75 | 4.75 | 5.6 | - | - | 5.6 | - | - | - | - | - | - | - | - | - | 4.7 | - | 0.9 | - | - | - | - | - | - | - | 0.8 | - | 0.8 | - | 0.8 | 0.8 | 0.8 | 0.8 | - | - | - |
| Oct 9, 2008 | AIG, Inc. | 6,104.6 | 3.75 | 3.75 | 7,325.5 | - | - | 7,325.5 | - | - | - | - | - | - | - | - | 128.6 | 1,310.5 | 3,068.9 | 2,764.8 | - | - | - | - | - | - | 52.7 | 2,970.1 | - | 24.7 | - | 169.8 | 460.5 | 1,088.3 | 1,391.1 | - | - | - |
| Oct 10, 2008 | AIG, Inc. | 10,611.5 | 2.75 | 2.75 | 12,685.8 | - | - | 12,253.7 | 432.1 | - | - | - | - | - | - | 432.1 | 167.7 | 1,551.5 | 4,774.0 | 5,552.4 | - | - | - | - | - | - | 208.1 | 6,371.3 | - | 27.0 | - | 402.7 | 538.1 | 1,284.7 | 1,987.8 | - | - | - |
| Oct 14, 2008 | AIG, Inc. | 11,948.7 | 2.55 | 2.75 | 14,125.0 | - | - | 12,220.7 | 1,904.4 | - | - | - | - | - | - | 1,904.4 | 133.0 | 1,328.3 | 4,652.9 | 5,892.5 | - | - | - | - | - | - | 213.9 | 7,043.3 | - | 27.0 | - | 402.6 | 579.1 | 1,456.8 | 2,440.1 | - | - | - |
| Oct 15, 2008 | AIG, Inc. | 13,045.4 | 2.55 | 2.75 | 15,302.6 | - | - | 12,164.9 | 3,137.8 | - | - | - | - | - | - | 3,137.8 | 133.0 | 1,324.2 | 4,612.7 | 5,881.5 | - | - | - | - | - | - | 213.4 | 7,452.5 | - | 27.0 | - | 402.5 | 587.1 | 1,570.7 | 3,005.6 | - | - | - |
| Oct 16, 2008 | AIG, Inc. | 15,335.8 | 2.55 | 2.75 | 17,919.1 | - | - | 13,603.0 | 4,316.1 | - | - | - | - | - | - | 4,316.1 | 263.6 | 1,396.1 | 5,225.5 | 6,425.0 | - | - | - | - | - | - | 292.9 | 8,729.5 | - | 29.2 | - | 442.5 | 679.5 | 1,890.6 | 3,564.4 | - | - | - |
| Oct 17, 2008 | AIG, Inc. | 17,061.9 | 2.55 | 2.75 | 20,049.6 | - | - | 14,977.1 | 5,072.4 | - | - | - | - | - | - | 5,072.4 | 263.4 | 1,531.5 | 5,805.2 | 6,989.8 | - | - | - | - | - | - | 387.2 | 9,567.9 | - | 28.8 | - | 515.9 | 868.2 | 2,172.6 | 3,908.5 | - | - | - |
| Oct 20, 2008 | AIG, Inc. | 17,742.7 | 2.55 | 2.75 | 20,804.8 | - | - | 15,057.6 | 5,747.1 | - | - | - | - | - | - | 5,747.1 | 262.8 | 1,592.3 | 5,917.5 | 6,897.7 | - | - | - | - | - | - | 387.3 | 9,974.5 | - | 27.0 | - | 502.0 | 906.8 | 2,150.3 | 4,182.0 | - | - | - |
| Oct 21, 2008 | AIG, Inc. | 17,742.7 | 2.55 | 2.75 | 20,797.4 | - | - | 15,021.8 | 5,775.6 | - | - | - | - | - | - | 5,775.6 | 263.0 | 1,590.6 | 5,930.8 | 6,849.4 | - | - | - | - | - | - | 388.1 | 9,994.5 | - | - | - | 502.0 | 906.8 | 2,150.3 | 4,189.0 | - | - | - |
| Oct 22, 2008 | AIG, Inc. | 17,992.7 | 2.55 | 2.75 | 21,080.6 | - | - | 15,057.0 | 6,023.5 | - | - | - | - | - | - | 6,023.5 | 267.3 | 1,643.1 | 5,909.9 | 6,838.4 | - | - | - | - | - | - | 398.4 | 10,074.2 | - | - | - | 500.8 | 924.5 | 2,159.0 | 4,334.2 | - | - | - |
| Oct 23, 2008 | AIG, Inc. | 18,291.4 | 2.55 | 2.75 | 21,431.7 | - | - | 15,385.1 | 6,046.6 | - | - | - | - | - | - | 6,046.6 | 267.3 | 1,678.0 | 6,040.9 | 6,998.3 | - | - | - | - | - | - | 400.6 | 10,193.4 | - | - | - | 500.8 | 969.5 | 2,168.9 | 4,458.9 | - | - | - |
| Oct 24, 2008 | AIG, Inc. | 18,295.5 | 2.55 | 2.75 | 21,436.7 | - | - | 15,382.5 | 6,054.2 | - | - | - | - | - | - | 6,054.2 | 255.2 | 1,682.9 | 6,025.4 | 7,007.4 | - | - | - | - | - | - | 411.5 | 10,195.7 | - | - | - | 500.9 | 969.7 | 2,169.3 | 4,459.8 | - | - | - |
| Oct 27, 2008 | AIG, Inc. | 18,292.7 | 2.55 | 2.75 | 21,434.5 | - | - | 15,371.7 | 6,062.8 | - | - | - | - | - | - | 6,062.8 | 254.7 | 1,684.7 | 6,005.4 | 7,016.2 | - | - | - | - | - | - | 410.7 | 10,194.2 | - | - | - | 500.8 | 969.5 | 2,169.0 | 4,459.2 | - | - | - |
| Oct 28, 2008 | AIG, Inc. | 17,791.4 | 2.55 | 2.75 | 20,834.0 | - | - | 14,783.5 | 6,050.5 | - | - | - | - | - | - | 6,050.5 | 212.0 | 1,574.2 | 5,715.1 | 6,879.9 | - | - | - | - | - | - | 402.3 | 9,843.4 | - | - | - | 500.8 | 969.5 | 2,168.9 | 4,308.9 | - | - | - |
| Oct 29, 2008 | AIG, Inc. | 17,701.3 | 2.55 | 2.75 | 20,730.1 | - | - | 14,717.6 | 6,012.5 | - | - | - | - | - | - | 6,012.5 | 217.1 | 1,568.8 | 5,688.9 | 6,839.5 | - | - | - | - | - | - | 403.3 | 9,818.8 | - | - | - | 499.8 | 959.5 | 2,159.0 | 4,264.2 | - | - | - |
| Oct 30, 2008 | AIG, Inc. | 17,600.0 | 2.05 | 2.25 | 20,647.7 | - | - | 14,824.5 | 5,823.2 | - | - | - | - | - | - | 5,823.2 | 160.2 | 1,542.2 | 5,828.3 | 6,944.4 | - | - | - | - | - | - | 349.4 | 8,593.1 | 675.0 | - | 650.0 | 499.8 | 959.5 | 1,958.9 | 4,263.9 | - | - | - |
| Oct 31, 2008 | AIG, Inc. | 17,603.2 | 2.05 | 2.25 | 20,649.2 | - | - | 14,836.7 | 5,812.5 | - | - | - | - | - | - | 5,812.5 | 207.7 | 1,629.0 | 5,743.6 | 6,893.2 | - | - | - | - | - | - | 363.2 | 8,594.6 | 675.1 | - | 650.1 | 499.9 | 959.6 | 1,959.2 | 4,264.6 | - | - | - |
| Nov 3, 2008 | AIG, Inc. | 19,200.0 | 2.05 | 2.25 | 22,539.9 | 6.7 | - | 16,034.7 | 6,498.6 | - | - | - | - | - | - | 6,498.6 | 205.7 | 1,622.1 | 6,133.0 | 7,709.9 | - | - | - | - | - | - | 370.7 | 8,477.0 | 675.0 | - | 650.0 | 499.8 | 949.0 | 1,958.9 | 4,263.9 | 20.0 | 856.5 | 850.0 |
| Nov 4, 2008 | AIG, Inc. | 19,850.0 | 2.05 | 2.25 | 23,296.0 | 6.6 | - | 16,241.7 | 7,047.7 | - | - | - | - | - | - | 7,047.7 | 223.3 | 1,622.4 | 6,208.3 | 7,900.8 | - | - | - | - | - | - | 293.5 | 8,217.0 | 660.0 | - | 640.0 | 489.8 | 934.0 | 1,933.9 | 4,098.9 | 20.0 | 1,956.5 | 900.0 |
| Nov 5, 2008 | AIG, Inc. | 19,850.0 | 2.05 | 2.25 | 23,257.0 | 6.8 | - | 15,474.1 | 7,776.2 | - | - | - | - | - | - | 7,776.2 | 176.4 | 1,521.4 | 5,579.3 | 7,994.2 | - | - | - | - | - | - | 209.6 | 7,217.0 | 660.0 | - | 640.0 | 339.8 | 434.0 | 1,933.9 | 3,698.9 | 420.0 | 3,356.5 | 1,150.0 |
| Nov 6, 2008 | AIG, Inc. | 19,750.0 | 2.05 | 2.25 | 23,044.5 | 6.8 | - | 14,361.3 | 8,676.4 | - | - | - | - | - | - | 8,676.4 | 153.8 | 1,387.9 | 5,288.9 | 7,351.6 | - | - | - | - | - | - | 185.9 | 7,217.0 | 660.0 | - | 640.0 | 339.8 | 459.0 | 1,933.9 | 3,723.9 | 420.0 | 3,356.5 | 1,000.0 |
| Nov 7, 2008 | AIG, Inc. | 19,750.0 | 2.05 | 2.25 | 22,991.7 | 143.9 | - | 13,855.2 | 8,992.6 | - | - | - | - | - | - | 8,992.6 | 142.9 | 1,317.1 | 5,237.1 | 6,994.4 | - | - | - | - | - | - | 307.6 | 7,134.6 | 660.0 | - | 640.0 | 339.8 | 459.0 | 1,893.9 | 3,723.9 | 542.4 | 3,356.5 | 1,000.0 |
| Nov 10, 2008 | AIG, Inc. | 20,550.0 | 2.05 | 2.25 | 23,883.8 | 152.7 | - | 14,147.4 | 9,583.6 | - | - | - | - | - | - | 9,583.6 | 131.1 | 1,344.6 | 5,252.0 | 7,224.5 | - | - | - | - | - | - | 347.8 | 7,574.6 | 720.0 | - | 640.0 | 339.8 | 584.0 | 1,893.9 | 3,823.9 | 517.4 | 3,456.5 | 1,000.0 |
| Nov 12, 2008 | AIG, Inc. | 20,200.0 | 2.05 | 2.25 | 23,482.7 | 153.5 | - | 13,889.2 | 9,440.0 | - | - | - | - | - | - | 9,440.0 | 110.3 | 1,300.8 | 5,178.1 | 7,131.2 | - | - | - | - | - | - | 322.4 | 7,449.6 | 720.0 | - | 640.0 | 324.8 | 499.0 | 1,768.9 | 3,823.9 | 517.4 | 3,456.5 | 1,000.0 |
| Nov 13, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,819.6 | 154.6 | - | 14,000.0 | 9,665.0 | - | - | - | - | - | - | 9,665.0 | 128.6 | 1,317.2 | 5,291.0 | 7,093.5 | - | - | - | - | - | - | 324.3 | 7,449.6 | 720.0 | - | 640.0 | 324.8 | 499.0 | 2,068.9 | 3,823.9 | 517.4 | 3,456.5 | 1,000.0 |
| Nov 14, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,818.1 | 153.7 | - | 14,004.8 | 9,659.6 | - | - | - | - | - | - | 9,659.6 | 130.3 | 1,322.2 | 5,253.3 | 7,130.4 | 0.1 | - | - | - | - | - | 322.2 | 7,449.6 | 720.0 | - | 640.0 | 324.8 | 499.0 | 2,068.9 | 3,823.9 | 517.4 | 3,456.5 | 1,000.0 |
| Nov 17, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,809.1 | 155.1 | - | 13,846.8 | 9,807.2 | - | - | - | - | - | - | 9,807.2 | 143.7 | 1,138.6 | 5,204.3 | 7,175.4 | 2.3 | - | - | - | - | - | 337.7 | 7,184.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 397.4 | 3,556.5 | 1,000.0 |
| Nov 18, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,820.9 | 156.1 | - | 13,969.1 | 9,695.7 | - | - | - | - | - | - | 9,695.7 | 131.5 | 1,114.0 | 5,281.0 | 7,210.2 | 2.3 | - | - | - | - | - | 386.2 | 7,184.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 397.4 | 3,556.5 | 1,000.0 |
| Nov 19, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,818.0 | 158.2 | - | 13,966.5 | 9,693.3 | - | - | - | - | - | - | 9,693.3 | 131.8 | 1,110.7 | 5,285.3 | 7,213.2 | 2.3 | - | - | - | - | - | 381.4 | 7,184.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 397.4 | 3,556.5 | 1,000.0 |
| Nov 20, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,819.9 | 160.2 | - | 13,971.2 | 9,688.5 | - | - | - | - | - | - | 9,688.5 | 132.5 | 1,146.8 | 5,231.4 | 7,249.2 | 2.3 | - | - | - | - | - | 369.2 | 7,184.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 397.4 | 3,556.5 | 1,000.0 |
| Nov 21, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,820.6 | 163.8 | - | 13,983.8 | 9,673.1 | - | - | - | - | - | - | 9,673.1 | 132.7 | 1,114.0 | 5,265.9 | 7,259.8 | 2.3 | - | - | - | - | - | 372.7 | 7,184.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 397.4 | 3,556.5 | 1,000.0 |
| Nov 24, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,822.3 | 163.7 | - | 13,968.1 | 9,690.5 | - | - | - | - | - | - | 9,690.5 | 132.6 | 1,179.6 | 5,332.7 | 7,137.6 | 2.3 | - | - | - | - | - | 346.9 | 7,584.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 397.4 | 3,556.5 | 600.0 |
| Nov 25, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,822.5 | 161.3 | - | 13,973.4 | 9,687.9 | - | - | - | - | - | - | 9,687.9 | 126.6 | 1,096.2 | 5,325.8 | 7,233.7 | 8.3 | - | - | - | - | - | 344.0 | 7,334.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 397.4 | 3,556.5 | 850.0 |
| Nov 26, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,822.3 | 163.9 | - | 14,033.7 | 9,624.7 | - | - | - | - | - | - | 9,624.7 | 127.0 | 1,128.5 | 5,296.1 | 7,292.1 | 8.2 | - | - | - | - | - | 345.7 | 7,259.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 386.4 | 3,642.5 | 850.0 |
| Nov 28, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,822.6 | 164.9 | - | 14,024.8 | 9,632.8 | - | - | - | - | - | - | 9,632.8 | 127.2 | 1,132.6 | 5,279.9 | 7,294.9 | 8.2 | - | - | - | - | - | 347.0 | 7,259.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 386.4 | 3,642.5 | 850.0 |
| Dec 1, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,821.3 | 165.6 | - | 14,020.9 | 9,634.8 | - | - | - | - | - | - | 9,634.8 | 126.7 | 1,130.3 | 5,279.6 | 7,293.6 | 8.2 | - | - | - | - | - | 348.0 | 7,259.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 386.4 | 3,642.5 | 850.0 |
| Dec 2, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,819.4 | 168.8 | - | 14,017.4 | 9,633.2 | - | - | - | - | - | - | 9,633.2 | 127.2 | 1,134.1 | 5,292.7 | 7,272.1 | 8.2 | - | - | - | - | - | 351.9 | 7,259.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 386.4 | 3,642.5 | 850.0 |
| Dec 3, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,820.0 | 169.1 | - | 14,012.4 | 9,638.4 | - | - | - | - | - | - | 9,638.4 | 125.7 | 1,145.6 | 5,372.7 | 7,183.6 | 8.3 | - | - | - | - | - | 345.5 | 7,259.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 386.4 | 3,642.5 | 850.0 |
| Dec 4, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,819.9 | 169.4 | - | 13,994.4 | 9,656.1 | - | - | - | - | - | - | 9,656.1 | 127.0 | 1,146.7 | 5,358.3 | 7,178.8 | 8.3 | - | - | - | - | - | 344.7 | 7,259.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 386.4 | 3,642.5 | 850.0 |
| Dec 5, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,828.9 | 170.9 | - | 14,132.2 | 9,525.7 | - | - | - | - | - | - | 9,525.7 | 127.3 | 1,172.4 | 5,394.4 | 7,254.5 | 8.4 | - | - | - | - | - | 346.1 | 7,259.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 386.4 | 3,642.5 | 850.0 |
| Dec 8, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,829.7 | 157.1 | - | 14,135.0 | 9,537.5 | - | - | - | - | - | - | 9,537.5 | 150.7 | 1,190.0 | 5,398.0 | 7,213.2 | 8.3 | - | - | - | - | - | 331.9 | 7,259.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 386.4 | 3,642.5 | 850.0 |
| Dec 9, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,828.9 | 155.7 | - | 14,122.4 | 9,550.8 | - | - | - | - | - | - | 9,550.8 | 125.3 | 1,198.2 | 5,391.0 | 7,225.2 | 8.3 | - | - | - | - | - | 330.1 | 7,259.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 386.4 | 3,642.5 | 850.0 |
| Dec 10, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,828.5 | 158.9 | - | 14,122.5 | 9,547.1 | - | - | - | - | - | - | 9,547.1 | 127.5 | 1,161.4 | 5,427.2 | 7,222.7 | 8.3 | - | - | - | - | - | 334.3 | 7,259.6 | 720.0 | - | 715.0 | 324.8 | 459.0 | 2,318.9 | 3,823.9 | 386.4 | 3,642.5 | 850.0 |
| Dec 11, 2008 | AIG, Inc. | 20,500.0 | 2.05 | 2.25 | 23,863.4 | 158.7 | - | 14,460.6 | 9,244.1 | - | - | - | - | - | - | 9,244.1 | 158.0 | 1,199.7 | 5,535.0 | 7,371.0 | 8.3 | - | - | - | - | - | 347.3 | 7,459.6 | 720.0 | - | 715.0 | 323.8 | 559.0 | 2,308.9 | 3,534.9 | 386.4 | 3,642.5 | 850.0 |
| Data Field | Definition/Explanation |
|---|---|
| Date | Trade date when loan was made. |
| Borrower name | AIG Inc. is the parent of the cash borrower in all transactions. |
| Amount lent | The total dollar amount lent by FRBNY on the particular trade date. Reported in millions of dollars. |
| Overnight rate | Interest rate determined pursuant to Master Securities Loan Agreement, which varied according to the type of collateral. The maximum and minimum rates charged on each particular trade date have been included. Reported as a percentage. |
| Total collateral value | The total market value with interest of the collateral pledged on the particular trade date. Reported in millions of dollars. |
| Collateral value, by type | The total market value with interest of the collateral pledged on a particular trade date, by the type of collateral pledged (see the definitions of collateral types below). Reported in millions of dollars. |
| Collateral value, by S credit rating | The ratings used in this worksheet are the Standard & Poor's rating of the collateral on the particular trade date. Collateral must have been rated BBB-/Baa3 or higher by two of the three rating agencies (S, Moody's or Fitch) to be eligible for the facility. Reported in millions of dollars. |
| Amounts lent, by entityNote: | Dollar amount lent by FRBNY to particular AIG subsidiary. Reported in millions of dollars. |
| Collateral Value by Type | |
| UST & Agency | (i) Direct obligations of the U.S. Treasury, including bills, notes and bonds, STRIPS and private label Treasury backed securities; and (ii) direct obligations (excluding structured notes) of certain federally regulated entities, including Farm Credit System Financial Assistance, Farmer Mac, Farmer Credit System, Federal Home Loan Bank System, Freddie Mac, Fannie Mae, Financing Corporation, Resolution Funding Corporation, Student Loan Marketing Association, or Tennessee Value Authority, including discount notes, fixed and floating rate debentures, and interest and principal STRIPs. |
| Corporate | Corporate securities (excluding convertible bonds and equities) and money market instruments. |
| MBS/CMO Agency | (i) Mortgage-Backed Securities (excluding STRIPS, Interest Only Passthroughs, Principal Only Passthroughs and REMICS/Collateralized Mortgage Obligations) issued and/or fully guaranteed by Ginnie Mae, Freddie Mac, or Fannie Mae; and (ii) Agency Mortgage-Backed Securities (including STRIPS, Interest Only Passthroughs, Principal Only Passthroughs and REMICS/Collateralized Mortgage Obligations). With respect to category (ii), "agency" refers to Ginnie Mac, Federal Home Loan Mortgage Corporation, Fannie Mae, or Farmers Agricultural Mortgage Corporation. |
Note: All credit extensions have a maturity of one business day Return to table