Securities Maturity Schedule (continued) (millions of Canadian dollars)
Within 1 year
Held-to-maturity securities
Government and government-related securities Canadian government debt Federal
U.S. federal, state, municipal governments, and agencies debt
Other OECD government guaranteed debt
Other debt securities Asset-backed securities
Non-agency collateralized mortgage obligation portfolio Other issuers
Total held-to-maturity securities Total securities
1 $ – $ 89
10,326 10,415
– –
1,462 1,462
11,877
Represents contractual maturities. Actual maturities may differ due to prepayment privileges in the applicable contract.
Unrealized Securities Gains (Losses)
The following table summarizes the unrealized gains and losses as at October 31.
Unrealized Securities Gains (Losses) for Available-for-Sale Securities (millions of Canadian dollars)
Cost/ Available-for-sale securities
Government and government-related securities Canadian government debt Federal
Provinces
U.S. federal, state, municipal governments, and agencies debt
Other OECD government guaranteed debt Mortgage-backed securities
Other debt securities Asset-backed securities
Non-agency collateralized mortgage obligation portfolio Corporate and other debt
Equity securities Common shares Preferred shares
Debt securities reclassified from trading Total available-for-sale securities
1 2
$ 14,671 7,871
34,377 15,574 4,916
77,409
18,665 624
8,229 27,518
1,934 168
2,102 301
$107,330
Includes the foreign exchange translation of amortized cost balances at the period-end spot rate.
As at October 31, 2016, the carrying values of certain available-for-sale equity securities of $6 million (October 31, 2015 – $6 million) are carried at cost in the absence of quoted market prices in an active market and are included in the table above.
$ 62 29
176 13 37
317
57 1
83 141
134 18
152 27
$ 637
$ (16) $ 14,717 $ 14,450 (49)
7,851
(80) (78) (4)
(227)
(129) –
(26) (155)
(14) –
(14) –
34,473 15,509 4,949
77,499
18,593 625
8,286 27,504
2,054 186
2,240 328
7,233
22,526 11,713 4,021
59,943
16,921 921
8,770 26,612
1,770 112
1,882 420
$(396) $107,571 $ 88,857
$ 42 19
169 4
49 283
15 2
75 92
118 6
124 33
$ 532
$ (61) $ 14,431 (67)
7,185
(110) (62) (10)
(310)
(174) (7)
(80) (261)
(30) (4)
(34) (2)
22,585 11,655 4,060
59,916
16,762 916
8,765 26,443
1,858 114
1,972 451
$(607) $ 88,782
amortized unrealized unrealized cost1
Gross gains
October 31, 2016 Gross
(losses) value2 Cost/
Fair amortized unrealized unrealized cost1
Gross gains
As at
October 31, 2015 Gross
Fair (losses) value2 4,995
316 $ 486 $ 6,240
13,028 18,339
4,142 –
3,169 7,311
25,650 4,664 11,390
7,247 –
1,256 8,503
19,893 – $
7,144 625
7,769
1,522 –
487
2,009 9,778
– $
3,377 –
3,377
4,384 9,436 –
13,820 17,197
– $ –
– –
– – –
– –
802 $
21,845 28,643
51,290
17,295 9,436 6,374
33,105 84,395
974
18,648 24,045
43,667
19,014 6,158 5,611
30,783 74,450
$ 36,554 $ 63,173 $ 62,381 $ 49,769 $ 32,094 $ 31,682 $ 275,653 $ 246,553
Over 1 year to 3 years
Over 3 years to
Remaining terms to maturities1 Over 5
years to Over 10 5 years 10 years
With no specific
years maturity Total Total
As at
October 31 October 31 2016
2015
150 TD BANK GROUP ANNUAL REPORT 2016 FINANCIAL RESULTS
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