Capital One 2008 Annual Report Download - page 124

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106
Weighted Average Yields
1 Year
or Less
15
Years
510
Years
Over 10
Years
December 31, 2008
U.S. Treasury and other U.S. government agency obligations
U.S. Treasury............................................................................................................. 4.04% 4.15% % %
Fannie Mae................................................................................................................ 4.68
4.41
Freddie Mac............................................................................................................... 4.00 4.59
Other GSE and DGP.................................................................................................. 4.81 3.13
Total U.S. Treasury and other U.S. government agency obligations ........................ 4.65 3.67
Collateralized mortgage obligations
Fannie Mae................................................................................................................ 4.98 5.53 5.50
Freddie Mac............................................................................................................... 5.23 5.22
Other GSE ................................................................................................................. 4.61 5.08
Non GSE ................................................................................................................... 5.72 5.51 6.10 6.58
Total CMO ................................................................................................................ 5.14 5.37 5.51 6.58
Mortgage backed securities
Fannie Mae................................................................................................................ 4.05 5.31 5.48
Freddie Mac............................................................................................................... 6.00 4.79 5.89
Other GSE ................................................................................................................. 7.08 5.64
Non GSE ................................................................................................................... 6.30 5.96
Total MBS................................................................................................................. 5.76 5.21 5.50
Asset backed securities ....................................................................................................... 4.07 4.72 5.16
Other ................................................................................................................................... 3.74 4.21 4.75 5.49
Total.................................................................................................................................... 4.63% 5.15% 5.20% 5.53%
December 31, 2007(1)
U.S. Treasury and other U.S. government agency obligations
U.S. Treasury............................................................................................................. 4.45% 3.94% 4.27% %
Fannie Mae................................................................................................................ 4.84 4.48
Freddie Mac............................................................................................................... 4.51 4.38 4.59
Other GSE ................................................................................................................. 5.02 4.66 5.44
Total U.S. Treasury and other U.S. government agency obligations ........................ 4.78 4.42 4.42