AIG SECURITIES BORROWING FACILITY DATA
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

AIG SECURITIES BORROWING FACILITY DATA DEFINITIONS
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