Goldman Sachs 2012 Annual Report Download - page 227
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Supplemental Financial Information
The table below presents the fair value, amortized cost and
weighted average yields of available-for-sale securities by
contractual maturity. Yields are calculated on a weighted
average basis.
As of December 2012
Due in
One Year or Less
Due After
One Year Through
Five Years
Due After
Five Years Through
Ten Years
Due After
Ten Years Total
$ in millions Amount Yield Amount Yield Amount Yield Amount Yield Amount Yield
Fair value of available-for-sale securities
Commercial paper, certificates of deposit,
time deposits and other money market
instruments $467 —% $ — —% $ — —% $ — —% $ 467 —%
U.S. government and federal agency
obligations 57 — 267 1 88 2 444 4 856 3
Non-U.S. government and agency obligations —— —— —— 2 4 2 4
Mortgage and other asset-backed loans
and securities 4 3 218 5 23 6 3,137 6 3,382 6
Corporate debt securities 74 2 804 3 1,567 4 1,180 5 3,625 4
State and municipal obligations — — 10 5 — — 619 6 629 6
Other debt obligations 18 1 6 1 5 5 84 4 113 3
Total available-for-sale securities $620 $1,305 $1,683 $5,466 $9,074
Amortized cost of available-for-sale
securities $617 $1,267 $1,593 $4,915 $8,392
As of December 2011
Due in
One Year or Less
Due After
One Year Through
Five Years
Due After
Five Years Through
Ten Years
Due After
Ten Years Total
$ in millions Amount Yield Amount Yield Amount Yield Amount Yield Amount Yield
Fair value of available-for-sale securities
Commercial paper, certificates of deposit,
time deposits and other money market
instruments $406 —% $ — —% $ — —% $ — —% $ 406 —%
U.S. government and federal agency
obligations 72 — 132 3 69 2 389 4 662 3
Non-U.S. government and agency obligations — — 9 3 9 6 1 4 19 4
Mortgage and other asset-backed loans
and securities — — 120 7 19 5 1,277 10 1,416 10
Corporate debt securities 33 5 425 4 848 5 507 6 1,813 5
State and municipal obligations 1 5 12 5 — — 468 6 481 6
Other debt obligations — — 10 4 — — 54 3 64 3
Total available-for-sale securities $512 $ 708 $ 945 $2,696 $4,861
Amortized cost of available-for-sale securities $512 $ 696 $ 899 $2,586 $4,693
Goldman Sachs 2012 Annual Report 225