Capital One 2000 Annual Report Download - page 53

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Note B
SECURITIES AVAILABLE FOR SALE
Securities available for sale as of December 31, 2000, 1999 and 1998 were as follows:
Maturity Schedule
Market Amortized
1 Year 1–5 5–10 Over 10 Value Cost
or Less Years Years Years Totals Totals
DECEMBER 31, 2000
U.S. Treasury and other U.S.
government agency obligations $ 283,607 $ 893,745 $ 10,702 $ 1,188,054 $ 1,178,386
Collateralized mortgage obligations 20,867 $ 391,240 412,107 414,770
Mortgage backed securities 3,752 11,420 61,648 76,820 74,695
Other 16,260 1,380 343 1,851 19,834 19,986
Total $ 303,619 $ 895,125 $ 43,332 $ 454,739 $ 1,696,815 $ 1,687,837
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
Weighted Average Yields
1 Year 1–5 5–10 Over 10
or LessYearsYearsYears
DECEMBER 31, 2000
U.S. Treasury and other U.S.
government agency obligations 5.48% 6.05% 7.04%
Collateralized mortgage obligations 7.04 6.35%
Mortgage backed securities 5.02 6.77 7.04
Other 6.09 3.93 6.47 6.89
Total 5.50% 6.05% 6.95% 6.44%
Weighted average yields were determined based on amortized cost.
notes 51