Morgan Stanley 2015 Annual Report Download - page 186

MORGAN STANLEY
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS—(Continued)
Amortized Cost, Fair Value and Annualized Average Yield of Investment Securities by Contractual Maturity Dates.
At December 31, 2015
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 .......................................... $ 6,209 $ 6,205 0.7%
After 1 year through 5 years .................................. 24,900 24,765 1.0%
After 5 years through 10 years ................................ 446 447 2.1%
Total .................................................. 31,555 31,417
U.S. agency securities:
After 1 year through 5 years .................................. 2,986 2,984 0.6%
After 5 years through 10 years ................................ 1,652 1,650 1.9%
After 10 years ............................................. 16,465 16,342 1.8%
Total .................................................. 21,103 20,976
Total U.S. government and agency securities ................ 52,658 52,393 1.2%
Corporate and other debt:
Commercial mortgage-backed securities:
Agency: ...................................................
Due within 1 year .......................................... 49 50 0.7%
After 1 year through 5 years .................................. 570 567 0.9%
After 5 years through 10 years ................................ 213 209 1.5%
After 10 years ............................................. 1,074 1,021 1.5%
Total .................................................. 1,906 1,847
Non-agency:
After 10 years ............................................. 2,220 2,198 1.9%
Total .................................................. 2,220 2,198
Auto loan asset-backed securities:
Due within 1 year .......................................... 64 64 0.9%
After 1 year through 5 years .................................. 2,302 2,294 1.2%
After 5 years through 10 years ................................ 190 189 1.7%
Total .................................................. 2,556 2,547
Corporate bonds:
Due within 1 year .......................................... 412 412 1.1%
After 1 year through 5 years .................................. 2,615 2,595 1.6%
After 5 years through 10 years ................................ 753 748 2.7%
Total .................................................. 3,780 3,755
Collateralized loan obligations:
After 5 years through 10 years ................................ 502 495 1.5%
Total .................................................. 502 495
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