CAPITAL ONE FINANCIAL CORP | 2013 | FY | 3


The table below presents the carrying value, gross unrealized gains and losses, and fair value of securities held to maturity at December 31, 2013 and 2012.

Table 3.3 Investment Securities Held to Maturity

 

     December 31, 2013  

(Dollars in millions)

   Amortized
Cost
     Unrealized
Losses
Recorded
in AOCI(1)
    Carrying
Value
     Gross
Unrealized
Gains
     Gross
Unrealized
Losses
    Fair
Value
 

Investment securities held to maturity:

               

RMBS

               

Agency

   $ 18,746       $ (1,303   $ 17,443       $ 72       $ (30   $ 17,485   

CMBS

               

Agency

     1,821         (132     1,689         16         (5     1,700   
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

   

 

 

 

Total investment securities held to maturity

   $ 20,567       $ (1,435   $ 19,132       $ 88       $ (35   $ 19,185   
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

   

 

 

 

 

     December 31, 2012  

(Dollars in millions)

   Amortized
Cost
     Unrealized
Losses
Recorded
in AOCI(1)
     Carrying
Value
     Gross
Unrealized
Gains
     Gross
Unrealized
Losses
     Fair
Value
 

Investment securities held to maturity:

                 

Other ABS

   $ 9       $ 0       $ 9       $ 0       $ 0       $ 9   
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total investment securities held to maturity

   $ 9       $ 0       $ 9       $ 0       $ 0       $ 9   
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

Represents the unrealized holding gain or loss at the date of transfer from available for sale to held to maturity, net of any accretion.


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