Capital One 2012 Annual Report Download - page 257
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CAPITAL ONE FINANCIAL CORPORATION
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS—(Continued)
Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
Year Ended December 31, 2012
Total Gains or (Losses)
(Realized/Unrealized)
Net
Unrealized
Gains
(Losses)
Included
in Net
Income
Related to
Assets and
Liabilities
Still Held as of
December 31,
2012(3)
(Dollars in millions)
Balance,
January 1,
2012
Included
in Net
Income(1)
Included in
Other
Comprehensive
Income Purchases Sales Issuances Settlements
Transfers
Into
Level 3(2)
Transfers
Out of
Level 3(2)
Balance,
December 31,
2012
Assets:
Securities available-for-
sale:
U.S. Agency debt
obligations ........ $ 0 $ 0 $ 6 $ 276 $ 0 $ 0 $ (8) $ 376 $ 0 $ 650 $ 0
Residential mortgage-
backed securities . . . 195 (10) 157 2,549 (640) 0 (280) 630 (1,266) 1,335 (10)
Commercial mortgage-
backed securities . . . 274 5 20 1,102 (76) 0 (30) 70 (778) 587 5
Asset-backed
securities ......... 32 0 23 384 0 0 (4) 261 (594) 102 0
Other .............. 12 0 0 0 0 0 (5) 17 (9) 15 0
Total securities
available for sale . . . 513 (5) 206 4,311 (716) 0 (327) 1,354 (2,647) 2,689 (5)
Other Assets:
Mortgage servicing
rights ............ 93 (39) 0 0 0 11 (10) 0 0 55 (39)
Derivative
receivables ........ 103 58 0 0 0 13 (88) 13 (9) 90 58
Retained interest in
securitizations and
other ............. 145 59 0 0 0 0 0 0 0 204 59
Liabilities:
Other liabilities:
Derivative Payables . . . (279) (12) 0 0 0 (33) 274 8 4 (38) (12)
238