TD Bank 2011 Annual Report Download - page 103

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TD BANK GROUP ANNUAL REPORT 2011 FINANCIAL RESULTS 101
The remaining terms to contractual maturities of the securities held by
the Bank are as follows:
Securities Maturity Schedule
(millions of Canadian dollars) Remaining terms to maturities1
Over 1 Over 3 Over 5 With no
Within year to years to years to Over 10 specific 2011 2010
1 year 3 years 5 years 10 years years maturity Total Total
Trading securities2
Government and government-related securities
Canadian government debt
Federal $ 5,728 $ 2,092 $ 1,149 $ 2,079 $ 511 $ – $ 11,559 $ 8,168
Provinces 626 604 401 1,291 463 – 3,385 3,227
U.S. federal, state, municipal governments, and
agencies debt 2,724 3,182 567 176 972 – 7,621 7,348
Other OECD government guaranteed debt 4,587 507 373 341 79 – 5,887 4,102
Mortgage-backed securities – residential 49 863 484 32 – – 1,428 1,076
13,714 7,248 2,974 3,919 2,025 – 29,880 23,921
Other debt securities
Canadian issuers 941 680 575 724 74 – 2,994 3,201
Other issuers 3,471 1,764 1,003 599 214 – 7,051 6,005
4,412 2,444 1,578 1,323 288 – 10,045 9,206
Equity securities
Preferred shares – – – – – 31 31 27
Common shares – – – – – 27,034 27,034 24,951
– – – – – 27,065 27,065 24,978
Retained interests 74 630 400 33 32 120 1,289 1,437
Total trading securities $ 18,200 $ 10,322 $ 4,952 $ 5,275 $ 2,345 $ 27,185 $ 68,279 $ 59,542
Available-for-sale securities
Government and government-related securities
Canadian government debt
Federal $ 8,192 $ 2,936 $ 86 $ 266 $ 26 $ – $ 11,506 $ 11,248
Provinces 18 145 100 98 8 – 369 388
U.S. federal, state, municipal governments, and
agencies debt 8,076 1,855 987 6,887 10,591 – 28,396 11,115
Other OECD government guaranteed debt 4,533 6,568 2,242 87 – – 13,430 11,148
Mortgage-backed securities – residential 1,718 12,186 15,229 10 – – 29,143 25,862
Mortgage-backed securities – commercial – 220 – – – – 220 –
22,537 23,910 18,644 7,348 10,625 – 83,064 59,761
Other debt securities
Asset-backed securities 16 6,932 6,550 3,269 6,180 – 22,947 20,161
Non-agency CMO – – – – 249 – 249 –
Corporate and other debt 316 3,756 2,352 606 51 – 7,081 16,200
332 10,688 8,902 3,875 6,480 – 30,277 36,361
Debt securities reclassified from trading 275 606 470 329 306 – 1,986 4,228
Equity securities
Preferred shares – – – – – 288 288 320
Common shares – – – – – 1,654 1,654 1,685
– – – – – 1,942 1,942 2,005
Total available-for-sale securities $ 23,144 $ 35,204 $ 28,016 $ 11,552 $ 17,411 $ 1,942 $ 117,269 $ 102,355
Held-to-maturity securities
Government and government-related securities
Canadian government debt
Federal $ 87 $ – $ – $ – $ – $ – $ 87 $ 422
U.S. federal, state, municipal governments, and
agencies debt – – – – – – – 127
Other OECD government guaranteed debt 1,558 3,407 1,436 – – – 6,401 8,570
1,645 3,407 1,436 – – – 6,488 9,119
Other debt securities
Other issuers 187 305 10 – – – 502 596
187 305 10 – – – 502 596
Total held-to-maturity securities $ 1,832 $ 3,712 $ 1,446 $ – $ – $ – $ 6,990 $ 9,715
Total securities $ 43,176 $ 49,238 $ 34,414 $ 16,827 $ 19,756 $ 29,127 $ 192,538 $ 171,612
1 Represents contractual maturities. Actual maturities may differ due to prepayment
privileges in the applicable contract.
2
Trading securities include securities designated as trading under the fair value option.