Morgan Stanley 2014 Annual Report Download - page 210
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MORGAN STANLEY
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS—(Continued)
The tables below present the fair value of Investment securities that are in an unrealized loss position:
Less than 12 Months 12 Months or Longer Total
At December 31, 2014 Fair Value
Gross
Unrealized
Losses Fair Value
Gross
Unrealized
Losses Fair Value
Gross
Unrealized
Losses
(dollars in millions)
AFS debt securities:
U.S. government and agency securities:
U.S. Treasury securities ........... $11,410 $ 14 $ 5,924 $ 53 $17,334 $ 67
U.S. agency securities ............. 2,739 6 4,133 66 6,872 72
Total U.S. government and agency
securities ................... 14,149 20 10,057 119 24,206 139
Corporate and other debt:
Commercial mortgage-backed
securities:
Agency ...................... 42 — 1,822 76 1,864 76
Non-agency ................... 706 3 346 3 1,052 6
Auto loan asset-backed securities .... 2,034 5 — — 2,034 5
Corporate bonds ................. 905 6 1,299 16 2,204 22
Collateralized loan obligations ...... — — 1,067 20 1,067 20
FFELP student loan asset-backed
securities ..................... 1,523 6 393 2 1,916 8
Total corporate and other debt .... 5,210 20 4,927 117 10,137 137
Total AFS debt securities .............. 19,359 40 14,984 236 34,343 276
AFS equity securities ................. 11 4 — — 11 4
Total Investment securities ............. $19,370 $ 44 $14,984 $236 $34,354 $280
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