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The table below presents the balances of assets, liabilities and derivatives measured at fair value on a
<br />recurring basis at December 31, 2011:
<br />(dollars in thousands) Level 1 Level 2 Level 3 Total
<br />Trading assets $ - $ 6,000 $ - $ 6,000
<br />Securities available for sale:
<br />U.S. Treasury and other U.S. Government agencies and
<br />corporations 1,026,316 1,267 - 1,027,583
<br />Government sponsored agencies - 119,761 - 119,761
<br />Mortgage and asset -backed securities:
<br />Government agencies") 4,172,897 4,172,897
<br />Government sponsored agencies") 1,475,702 1,475,702
<br />Collateralized debt obligations 45,133 45,133
<br />Collateralized loan obligations 128,655 128,655
<br />Other asset -backed securities 1,648 177 1,825
<br />Collateralized mortgage obligations:
<br />Government agencies 9,722 9,722
<br />Government sponsored agencies 59,693 59,693
<br />State and political subdivisions and others - 670,588 670,588
<br />Equity securities 6,096 - 6,096
<br />Total securities available for sale 1,032,412 6,511,278 173,965 7,717,655
<br />Derivative assets 479,699 23,883 503,582
<br />Other assets(' 25,175 371 33 25,579
<br />Total assets measured at fair value on a recurring basis $1,057,587 $6,997,348 $197,881 $8,252,816
<br />Derivative liabilities $ - $ 442,354 $ - $ 442,354
<br />Other liabilities 336 336
<br />Total liabilities measured at fair value on a recurring basis $ $ 442,690 $ $ 442,690
<br />10 Backed by residential real estate.
<br />(2 Largely represents assets for deferred compensation plans.
<br />-43-
<br />2011 Bank of the West Annual Report
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