Investor Presentaiton
Securities Portfolio Detail
As of December 31, 2019
($ in millions)
Mortgage-
Backed
Securities
91.9%
U.S. Government
Agency Securities
0.2%
States &
Political
Subdivisions
96.7% Held to Maturity
3.3% Available for Sale
$mm
Mortgage-Backed Securities
Collateralized Mortgage Obligations
$7,878
$439
2.8%
States & Political Subdivisions
$239
U.S. Government Agency Securities
$14
Collateralized
Mortgage
Obligations
5.1%
Total Securities: $8.6Bn
Yield on Securities: 2.28% (1)
Duration: 3.1 Yrs. (2)
Avg. Yearly Cash Flow: ~$2.0Bn
Source: Company Documents
17
(1)
(2)
Data for the three months ended December 31, 2019
Effective duration +300bps shown; Effective duration -300bps equal to 1.0years; Weighted average life equal to 3.4 years
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