SEC Form 20-F - Deutsche Bank Annual Report 2012

Deutsche Bank Supplemental Financial Information (Unaudited) S-5
Annual Report 2010 on Form 20-F
Investment Portfolio (Securities Available for Sale)
The fair values of the Group’s investment portfolio as of December 31, 2010, 2009 and 2008 were as follows.
in € m. Dec 31, 2010 Dec 31, 2009 Dec 31, 2008
Debt securities:
German government 4,053 2,585 2,672
U.S. Treasury and U.S. government agencies 1,632 901 302
U.S. local (municipal) governments 563 1 1
Other foreign governments 17,688 3,832 3,700
Corporates 19,901 4,280 6,035
Other asset-backed securities 1,780 999 372
Mortgage-backed securities, including obligations of U.S. federal agencies 155 815 87
Other debt securities 442 438 4,797
Total debt securities 46,214 13,851 17,966
Equity securities:
Equity shares 3,296 3,192 4,539
Investment certificates and mutual funds 132 76 208
Total equity securities 3,428 3,268 4,747
Total 49,642 17,119 22,713
As of December 31, 2010, there were no securities of an individual issuer that exceeded 10 % of the Group’s
total shareholders’ equity.
The following table presents the fair value, remaining maturities, approximate weighted-average yields (based
on amortized cost) and total amortized cost by maturity distribution of the debt security components of the
Group’s investment portfolio as of December 31, 2010:
Up to one year
More than one year and up
to five years
More than five years and
up to ten years More than ten years Total
in € m. Amount Yield Amount Yield Amount Yield Amount Yield Amount Yield
German government 181 2.37 % 366 2.59 % 572 3.54 % 2,934 3.60 % 4,053 3.44 %
U.S. Treasury and U.S.
government agencies 969 0.42 % 645 0.39 % 18 3.50 % – – 1,632 0.44 %
U.S. local (municipal)
governments 2 1.06 % – – 41 5.00 % 520 4.99 % 563 4.98 %
Other foreign governments 1,417 2.46 % 6,270 3.31 % 7,099 4.05 % 2,902 4.14 % 17,688 3.68 %
Corporates 2,732 3.45 % 9,573 3.51 % 6,267 4.47 % 1,329 5.66 % 19,901 3.95 %
Other asset-backed
securities 98 1.29 % 112 3.73 % 606 2.76 % 964 3.89 % 1,780 3.39 %
Mortgage-backed
securities, including
obligations of U.S.
federal agencies 5 1.03 % 60 2.51 % 15 1.31 % 75 5.61 % 155 3.71 %
Other debt securities 82 1.45 % 202 1.50 % 31 1.95 % 128 3.31 % 442 2.05 %
Total fair value 5,486 2.56 % 17,228 3.30 % 14,648 4.20 % 8,852 4.41 % 46,214 3.71 %
Total amortized cost 5,500 17,337 14,833 9,249 46,919