TD Bank 2005 Annual Report Download - page 82

TD BANK FINANCIAL GROUP ANNUAL REPORT 2005 Financial Results
78
Unrealized Securities Gains and Losses
(millions of Canadian dollars) 2005 2004
Gross Gross Estimated Gross Gross Estimated
Book unrealized unrealized market Book unrealized unrealized market
value gains losses value value gains losses value
Investment securities
Government and government-insured securities
Canada $ 7,074 $ 22 $ 16 $ 7,080 $ 3,954 $ 11 $ 5 $ 3,960
Mortgage-backed securities 16,067 24 42 16,049 12,482 42 34 12,490
Total Canada 23,141 46 58 23,129 16,436 53 39 16,450
Provinces 359 5 1 363 289 3 1 291
Total 23,500 51 59 23,492 16,725 56 40 16,741
Other debt securities
Canadian issuers 820 10 2 828 658 11 2 667
U.S. federal government 4,217 – 2 4,215 4,464 – – 4,464
Other foreign governments 3,097 30 7 3,120 3,748 39 4 3,783
Other issuers 7,527 39 61 7,505 2,932 23 1 2,954
Total 15,661 79 72 15,668 11,802 73 7 11,868
Equity securities
Preferred shares 918 93 1 1,010 935 80 2 1,013
Common shares 2,242 749 53 2,938 1,925 428 40 2,313
Total 3,160 842 54 3,948 2,860 508 42 3,326
Total investment securities 42,321 972 185 43,108 31,387 637 89 31,935
Trading securities 65,775 – – 65,775 66,893 –– 66,893
Total securities $108,096 $972 $185 $108,883 $98,280 $637 $89 $98,828
Securities Maturity Schedule
(millions of Canadian dollars) Remaining term to maturity1
With no
Within 1 to 3 3 to 5 5 to 10 Over 10 specific 2005 2004
1year years years years years maturity Total Total
Investment securities
Government and government-insured securities
Canada $5,583 $ 930 $ 376 $ 160 $ 25 $ – $ 7,074 $3,954
Mortgage-backed securities 705 9,532 5,830 – – – 16,067 12,482
Total Canada 6,288 10,462 6,206 160 25 – 23,141 16,436
Provinces 45 123 140 46 5 – 359 289
Total 6,333 10,585 6,346 206 30 – 23,500 16,725
Other debt securities
Canadian issuers 62 201 304 191 62 – 820 658
U.S. federal government 3,170 579 290 90 88 – 4,217 4,464
Other foreign governments 1,140 1,095 860 2 – – 3,097 3,748
Other issuers 386 1,519 665 319 4,638 – 7,527 2,932
Total 4,758 3,394 2,119 602 4,788 – 15,661 11,802
Equity securities
Preferred shares 150 109 53 – – 606 918 935
Common shares – – – – 13 2,229 2,242 1,925
Total 150 109 53 – 13 2,835 3,160 2,860
Total investment securities 11,241 14,088 8,518 808 4,831 2,835 42,321 31,387
Trading securities
Government and government-insured securities
Canada 1,813 1,774 1,040 941 1,789 – 7,357 5,825
Provinces 399 209 811 701 1,371 – 3,491 3,033
Total 2,212 1,983 1,851 1,642 3,160 – 10,848 8,858
Other debt securities
Canadian issuers 298 432 481 850 1,016 – 3,077 2,881
U.S. federal government 166 149 238 71 26 – 650 796
Other foreign governments 1,710 583 559 489 200 – 3,541 4,140
Other issuers 4,764 3,429 3,768 4,492 2,301 – 18,754 21,565
Total 6,938 4,593 5,046 5,902 3,543 – 26,022 29,382
Equity securities
Preferred shares – – – 12 113 199 324 379
Common shares – – – – – 28,581 28,581 28,274
Total – – – 12 113 28,780 28,905 28,653
Total trading securities 9,150 6,576 6,897 7,556 6,816 28,780 65,775 66,893
Total securities $20,391 $ 20,664 $15,415 $8,364 $11,647 $31,615 $108,096 $98,280
1Represents contractual maturities. Actual maturities may differ due to
prepayment privileges in the applicable contract.