Capital One 2014 Annual Report Download - page 181
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159
Investment Securities in a Gross Unrealized Loss Position
The table below provides, by major security type, information about our securities available for sale in a gross
unrealized loss position and the length of time that individual securities have been in a continuous unrealized loss
position as of December 31, 2014 and 2013.
Table 3.4: Securities in Unrealized Loss Position
December 31, 2014
Less than 12 Months 12 Months or Longer Total
Gross Gross Gross
Unrealized Unrealized Unrealized
(Dollars in millions) Fair Value Losses Fair Value Losses Fair Value Losses
Investment securities available for sale:
U.S. Treasury and agency debt obligations . $ 1,499 $ (1) $ 0 $ 0 $ 1,499 $ (1)
Corporate debt securities guaranteed by
U.S. government agencies . . . . . . . . . . 113 (2) 557 (18) 670 (20)
RMBS:
Agency . . . . . . . . . . . . . . . . . . . . . . . . . 3,917 (15) 4,413 (90) 8,330 (105)
Non-agency . . . . . . . . . . . . . . . . . . . . . 412 (9) 90 (4) 502 (13)
Total RMBS . . . . . . . . . . . . . . . . . . . . . . . . . 4,329 (24) 4,503 (94) 8,832 (118)
CMBS:
Agency . . . . . . . . . . . . . . . . . . . . . . . . . 294 (2) 1,993 (58) 2,287 (60)
Non-agency . . . . . . . . . . . . . . . . . . . . . 258 (1) 681 (14) 939 (15)
Total CMBS . . . . . . . . . . . . . . . . . . . . . . . . . 552 (3) 2,674 (72) 3,226 (75)
Other ABS . . . . . . . . . . . . . . . . . . . . . . . . . . 783 (1) 586 (9) 1,369 (10)
Other securities . . . . . . . . . . . . . . . . . . . . . . 106 0 551 (13) 657 (13)
Total investment securities available for sale
in a gross unrealized loss position . . . . . $ 7,382 $ (31) $ 8,871 $ (206) $ 16,253 $ (237)
CAPITAL ONE FINANCIAL CORPORATION
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS—(Continued)
Capital One Financial Corporation (COF)