Morgan Stanley 2015 Annual Report Download - page 184

MORGAN STANLEY
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS—(Continued)
Fair Value of Investment Securities in an Unrealized Loss Position.
At December 31, 2015
Less than 12 Months 12 Months or Longer Total
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 ........................ $25,994 $ 126 $2,177 $ 17 $28,171 $ 143
U.S. agency securities ......................... 14,242 135 639 21 14,881 156
Total U.S. government and agency securities ..... 40,236 261 2,816 38 43,052 299
Corporate and other debt:
Commercial mortgage-backed securities:
Agency ................................... 1,185 44 422 16 1,607 60
Non-agency ............................... 1,479 21 305 4 1,784 25
Auto loan asset-backed securities ................ 1,644 7 881 2 2,525 9
Corporate bonds .............................. 2,149 19 525 11 2,674 30
Collateralized loan obligations .................. 352 5 143 2 495 7
FFELP student loan asset-backed securities ........ 2,558 79 929 36 3,487 115
Total corporate and other debt ................. 9,367 175 3,205 71 12,572 246
Total AFS debt securities ........................... 49,603 436 6,021 109 55,624 545
AFS equity securities .............................. 7 8 — — 7 8
Total AFS securities ............................... 49,610 444 6,021 109 55,631 553
HTM securities:
U.S. government and agency securities:
U.S. Treasury securities ........................ 898 3 — — 898 3
U.S. agency securities ......................... 3,677 34 — — 3,677 34
Total HTM securities .............................. 4,575 37 — — 4,575 37
Total Investment securities ......................... $54,185 $ 481 $6,021 $ 109 $60,206 $ 590
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