Morgan Stanley 2014 Annual Report Download - page 212

MORGAN STANLEY
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS—(Continued)
The following table presents the amortized cost and fair value of Investment securities by contractual maturity
dates at December 31, 2014:
At December 31, 2014 Amortized Cost Fair Value
Annualized
Average Yield
(dollars in millions)
AFS debt securities:
U.S. government and agency securities:
U.S. Treasury securities:
Due within 1 year ....................................... $ 1,254 $ 1,255 0.4%
After 1 year through 5 years ............................... 33,218 33,197 0.8%
After 5 years through 10 years ............................. 1,383 1,378 1.7%
Total ................................................ 35,855 35,830
U.S. agency securities:
After 1 year through 5 years ............................... 1,457 1,458 0.9%
After 5 years through 10 years ............................. 1,797 1,803 1.3%
After 10 years .......................................... 14,776 14,774 1.6%
Total ................................................ 18,030 18,035
Total U.S. government and agency securities .............. 53,885 53,865 1.1%
Corporate and other debt:
Commercial mortgage-backed securities:
Agency:
Due within 1 year ....................................... 59 59 0.5%
After 1 year through 5 years ............................... 609 606 1.0%
After 5 years through 10 years ............................. 400 396 1.1%
After 10 years .......................................... 1,220 1,152 1.5%
Total .............................................. 2,288 2,213
Non-agency:
After 10 years ........................................ 1,820 1,825 1.6%
Total .............................................. 1,820 1,825
Auto loan asset-backed securities:
Due within 1 year ....................................... 17 17 0.7%
After 1 year through 5 years ............................... 2,319 2,314 0.9%
After 5 years through 10 years ............................. 97 97 1.4%
Total ................................................ 2,433 2,428
Corporate bonds:
Due within 1 year ....................................... 224 224 0.8%
After 1 year through 5 years ............................... 2,911 2,898 1.4%
After 5 years through 10 years ............................. 505 506 2.7%
Total ................................................ 3,640 3,628
Collateralized loan obligations:
After 10 years .......................................... 1,087 1,067 1.4%
Total ................................................ 1,087 1,067
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