Bank of America 2011 Annual Report Download - page 257
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Bank of America 2011 255
Level 3 – Total Realized and Unrealized Gains (Losses) Included in Earnings
(Dollars in millions)
Trading account assets:
Corporate securities, trading loans and other
Equity securities
Non-U.S. sovereign debt
Mortgage trading loans and ABS
Total trading account assets
Net derivative assets
AFS debt securities:
Non-agency MBS:
Residential
Commercial
Non-U.S. securities
Corporate/Agency bonds
Other taxable securities
Tax-exempt securities
Total AFS debt securities
Loans and leases (2)
Mortgage servicing rights
Loans held-for-sale (2)
Other assets
Trading account liabilities – Non-U.S. sovereign debt
Other short-term borrowings (2)
Accrued expenses and other liabilities (2)
Long-term debt (2)
Total
2009
Equity
Investment
Income
(Loss)
$—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
968
—
—
—
—
$ 968
Trading
Account
Profits
(Losses)
$ 370
(396)
136
(262)
(152)
(2,526)
—
—
—
—
—
—
—
(11)
—
(216)
—
(38)
—
36
(2,083)
$ (4,990)
Mortgage
Banking
Income
(Loss) (1)
$—
—
—
—
—
8,052
(20)
—
—
—
—
—
(20)
—
5,286
306
244
—
(11)
—
—
$ 13,857
Other
Income
(Loss)
$—
—
—
—
—
—
(1,139)
(185)
(79)
(22)
(75)
2
(1,498)
526
—
588
61
—
—
1,360
(227)
$ 810
Total
$ 370
(396)
136
(262)
(152)
5,526
(1,159)
(185)
(79)
(22)
(75)
2
(1,518)
515
5,286
678
1,273
(38)
(11)
1,396
(2,310)
$ 10,645
(1) Mortgage banking income does not reflect the impact of Level 1 and Level 2 hedges on MSRs.
(2) Amounts represent items that are accounted for under the fair value option.