Morgan Stanley 2015 Annual Report Download - page 183
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MORGAN STANLEY
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS—(Continued)
At December 31, 2014
Amortized
Cost
Gross
Unrealized
Gains
Gross
Unrealized
Losses Fair Value
(dollars in millions)
AFS debt securities:
U.S. government and agency securities:
U.S. Treasury securities ........................................ $35,855 $ 42 $ 67 $35,830
U.S. agency securities(1) ....................................... 18,030 77 72 18,035
Total U.S. government and agency securities .................... 53,885 119 139 53,865
Corporate and other debt:
Commercial mortgage-backed securities:
Agency ................................................... 2,288 1 76 2,213
Non-agency ................................................ 1,820 11 6 1,825
Auto loan asset-backed securities ................................. 2,433 — 5 2,428
Corporate bonds .............................................. 3,640 10 22 3,628
Collateralized loan obligations ................................... 1,087 — 20 1,067
FFELP student loan asset-backed securities(2) ...................... 4,169 18 8 4,179
Total corporate and other debt ............................... 15,437 40 137 15,340
Total AFS debt securities ........................................... 69,322 159 276 69,205
AFS equity securities .............................................. 15 — 4 11
Total AFS securities ............................................... 69,337 159 280 69,216
HTM securities:
U.S. government securities:
U.S. Treasury securities ........................................ 100 — — 100
Total HTM securities .............................................. 100 — — 100
Total Investment securities .......................................... $69,437 $ 159 $ 280 $69,316
(1) U.S. agency securities are composed of three main categories consisting of agency-issued debt, agency mortgage pass-through pool securities and collateralized
mortgage obligations.
(2) Amounts are backed by a guarantee from the U.S. Department of Education of at least 95% of the principal balance and interest on such loans.
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