ADDITIONAL FINANCIAL INFORMATION


Unless otherwise indicated, all amounts are expressed in Canadian dollars and have been primarily derived from the Bank’s annual Consolidated Financial Statements, prepared in accordance with IFRS as issued by the IASB.


T ABLE 65 INVESTMENT PORTFOLIO – Securities Maturity Schedule1,2 (millions of Canadian dollars)


Within 1 year


Available-for-sale securities


Government and government-related securities Canadian government debt Federal Fair value


Amortized cost Yield


Provinces Fair value


Amortized cost Yield


U.S. federal government debt Fair value


Amortized cost Yield


U.S. states, municipalities and agencies Fair value


Amortized cost Yield


Other OECD government-guaranteed debt Fair value


Amortized cost Yield


Canadian mortgage-backed securities Fair value


Amortized cost Yield


Other debt securities Asset-backed securities Fair value


Amortized cost Yield


Non-agency CMO Fair value


Amortized cost Yield


Corporate and other debt Fair value


Amortized cost Yield


Equity securities Common shares Fair value


Amortized cost Yield


Preferred shares Fair value


Amortized cost Yield


Debt securities reclassified from trading Fair value


Amortized cost Yield


Total available-for-sale securities Fair value


Amortized cost Yield


1


$ 659 $ 6,975 $ 5,781 $ 1,296 $ 657


6,950


1.86% 538


537


2.45% –


–


676 675


1.66%


2,028 2,015


2.46%


2,382 2,375


–% 0.96% 436


432 1.86%


1,656 1,657


0.77% 81


81 0.99%


1,076 1,076


0.49% –


– –%


1,716 1,708


2.78%


– –


–% –


– –%


49 48


8.76% 1.62% 2.33%


3,989 3,990


1.34%


2,141 2,111


2.06%


3,088 3,084


1.37% –


– –%


3,950 3,919


2.91%


– –


–% –


– –%


1 1


7.92% 24,877 1.81%


Yields represent the weighted-average yield of each security owned at the end of the period. The effective yield includes the contractual interest or stated dividend rate and is adjusted for the amortization of premiums and discounts; the effect of related hedging activities is excluded.


2 5,769 1.76%


1,471 1,468


2.40%


9,964 9,956


1.35%


2,987 2,885


1.86%


5,267 5,272


1.64%


2,692 2,689


1.48%


3,414 3,406


1.21% –


– –%


2,396 2,379


2.44%


– –


–% –


– –%


– –


33,824 1,289 2.54%


3,797 3,836


3.04%


11,546 11,598


1.88%


1,516 1,518


1.76%


4,597 4,655


1.65% 35


35 1.62%


5,314 5,293


2.04% –


–


109 106


6 $ 6


1.66% 17


15


3.59% –


– –%


4,966 4,938


1.68% –


–


–% –


– –%


5,701 5,806


1.40% 625


624


–% 1.63% 114


116 3.63%


– –


–% –


– –%


204 183


–% 5.72% 28,513 1.63% 2.05% 5.26%


– –


–


74 69


4.84%


$ 6,451 $ 24,990 $ 33,972 $ 28,414 $ 11,503 6,439


11,574 1.57%


– $ 14,717 $ 14,431 $ 8,404 –


14,671


–% 1.79% –


– – – – –


– –


– 1 1.23%


2,054 1,934


–% 1.94% –


186 168


–% 4.37%


– –


7,851 7,871


–% 2.73% –


23,892 23,929


–% 1.57% –


10,581 10,448


–% 1.78% –


15,509 15,574


–% 1.48% –


4,949 4,916


–% 1.72%


18,593 18,665


–% 1.49% –


625 624


–% 1.63% 1


8,286 8,229


2.80%


2,054 1,934


1.94% 186


168 4.37%


328 301


–% 6.01% 107,330 2.13% 1.78% 14,450 1.48%


7,185 7,233


1.98%


10,636 10,711


1.81%


11,949 11,815


1.73%


11,655 11,713


1.26%


4,060 4,021


2.01%


16,762 16,921


1.28% 916


921 2.13%


8,765 8,770


2.96%


1,858 1,770


5.42% 114


112 4.33%


451 420


6.84% 88,857 1.89%


Over 1 year to 3 years


Over 3


years to 5 years


Over 5


Remaining terms to maturities3 With no


years to 10 years


Over 10 years


specific maturity Total 2015 Total


October 31 October 31 October 31 2016


2014 As at


8,355 1.82%


4,545 4,518


2.08% 152


152 0.12%


11,978 11,798


1.81%


3,322 3,313


1.67%


3,306 3,256


2.24%


18,903 18,831


1.06%


1,722 1,713


2.77%


8,099 8,008


2.91%


1,760 1,642


4.74% 171


153 1.26%


646 596


4.61%


$ 2,241 $ 107,571 $ 88,782 $ 63,008 2,103


62,335 1.89%


As at October 31, 2016, includes securities issued by Federal Republic of Germany of $9.8 billion (as at October 31, 2015, includes securities issued by Government of Japan of $8.9 billion and Federal Republic of Germany of $8.6 billion), where the book value was greater than 10% of the shareholders’ equity.


3


Represents contractual maturities. Actual maturities may differ due to prepayment privileges in the applicable contract.


110 TD BANK GROUP ANNUAL REPORT 2016 MANAGEMENT’S DISCUSSION AND ANALYSIS


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