Capital One 1999 Annual Report Download - page 53

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55
Maturity Schedule
Market Amortized
1 Year 1–5 5–10 Over 10 Value Cost
or Less Years Years Years Totals Totals
December 31, 1999
Commercial paper $ 24,927 $ 24,927 $ 24,927
U.S. Treasury and other U.S.
government agency obligations 437,697 $ 1,014,335 1,452,032 1,471,783
Collateralized mortgage obligations $ 37,421 $ 299,846 337,267 345,619
Mortgage backed securities 5,293 13,828 19,121 19,426
Other 19,443 1,361 441 1,829 23,074 23,254
Total $ 482,067 $ 1,020,989 $ 51,690 $ 301,675 $ 1,856,421 $ 1,885,009
December 31, 1998
Commercial paper $ 117,395 $ 117,395 $ 117,395
U.S. Treasury and other U.S.
government agency obligations 125,831 $ 1,072,109 $ 17,051 1,214,991 1,196,313
Collateralized mortgage obligations 25,877 $ 401,443 427,320 426,485
Mortgage backed securities 8,337 7,265 15,602 15,210
Other 76 1,360 589 19,454 21,479 21,356
Total $ 243,302 $ 1,081,806 $ 43,517 $ 428,162 $ 1,796,787 $ 1,776,759
December 31, 1997
Commercial paper $ 187,145 $ 187,145 $ 187,145
U.S. Treasury and other U.S.
government agency obligations 400,929 $ 589,899 $ 2,506 993,334 989,707
Collateralized mortgage obligations $ 18,969 18,969 18,629
Mortgage backed securities 13,278 9,960 23,238 22,966
Other 330 526 19,128 19,984 20,008
Total $ 588,074 $ 603,507 $ 3,032 $ 48,057 $ 1,242,670 $ 1,238,455
Weighted Average Yields
1 Year 1–5 5–10 Over 10
or Less Years Years Years
December 31, 1999
Commercial paper 6.19%
U.S. Treasury and other U.S.
government agency obligations 5.77 5.69%
Collateralized mortgage obligations 6.18% 5.98%
Mortgage backed securities 5.05 6.62
Other 6.32 3.87 6.45 6.89
Total 5.81% 5.69% 6.30% 5.99%
Weighted average yields were determined based on amortized cost.
note b
SECURITIES AVAILABLE FOR SALE
Securities available for sale as of December 31, 1999, 1998 and 1997 were as follows: