Capital One 2013 Annual Report Download - page 251

CAPITAL ONE FINANCIAL CORPORATION
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS—(Continued)
Assets and Liabilities Measured at Fair Value on a Recurring Basis
The following table displays our assets and liabilities measured on our consolidated balance sheets at fair value
on a recurring basis as of December 31, 2013 and 2012:
Table 18.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis
December 31, 2013
Fair Value Measurements Using
(Dollars in millions) Level 1 Level 2 Level 3 Total
Assets
Securities available for sale:
U.S. Treasury debt obligations .............................. $833 $ 0 $ 0 $ 833
U.S. Agency debt obligations ............................... 0 10 1
Corporate debt securities guaranteed by U.S. government
agencies .............................................. 0 307 927 1,234
RMBS ................................................. 0 23,775 1,304 25,079
CMBS ................................................. 0 5,267 739 6,006
Other ABS .............................................. 0 6,793 343 7,136
Other securities .......................................... 127 1,367 17 1,511
Total securities available for sale ................................ 960 37,510 3,330 41,800
Other assets:
Consumer MSRs ......................................... 0 4 69 73
Derivative assets(1) ........................................ 3 906 50 959
Retained interests in securitizations .......................... 0 0 199 199
Total assets ......................................... $963 $38,420 $3,648 $43,031
Liabilities
Other liabilities:
Derivative liabilities(1) ..................................... $ 4 $ 668 $ 38 $ 710
Total liabilities ...................................... $ 4 $ 668 $ 38 $ 710
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