JP Morgan Chase 2006 Annual Report Download - page 111
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JPMorgan Chase & Co. / 2006 Annual Report 109
The amortized cost and estimated fair value of AFS and HTM securities were as follows for the dates indicated:
2006 2005
Gross Gross Gross Gross
Amortized unrealized unrealized Fair Amortized unrealized unrealized Fair
December 31, (in millions) cost gains losses value cost gains losses value
Available-for-sale securities
U.S. government and federal agency obligations:
U.S. treasuries $ 2,398 $ — $ 23 $ 2,375 $ 4,245 $ 24 $ 2 $ 4,267
Mortgage-backed securities 32 2 1 33 80 3 — 83
Agency obligations 78 8 — 86 165 16 — 181
Collateralized mortgage obligations ——— — 4— — 4
U.S. government-sponsored enterprise obligations 75,434 334 460 75,308 22,604 9 596 22,017
Obligations of state and political subdivisions 637 17 4 650 712 21 7 726
Debt securities issued by non-U.S. governments 6,150 7 52 6,105 5,512 12 18 5,506
Corporate debt securities 611 1 3 609 5,754 39 74 5,719
Equity securities 3,689 125 1 3,813 3,179 110 7 3,282
Other, primarily asset-backed securities(a) 2,890 50 2 2,938 5,738 23 23 5,738
Total available-for-sale securities $ 91,919 $ 544 $ 546 $ 91,917 $ 47,993 $ 257 $ 727 $ 47,523
Held-to-maturity securities(b)
Total held-to-maturity securities $58 $2 $—$60$77 $3 $— $80
(a) Includes collateralized mortgage obligations of private issuers.
(b) Consists primarily of mortgage-backed securities issued by U.S. government-sponsored entities.