First Busey Results Presentation Deck slide image

First Busey Results Presentation Deck

4Q23 Earnings Investor Presentation Balanced, Low-Risk, Short Duration Investment Portfolio Investment Portfolio Composition | 4Q23 Municipals 6% U.S. Treasuries & Agencies 1% Corporate 7% CLOS 14% CMOS 33% Total Securities (Amortized Cost): $3.2 Billion Commercial MBS 17% Residential MBS 22% All Mortgage-Backed Securities & Collateralized Mortgage Obligations are Agency 191% of Municipal holdings rated AA or better and 8% rated A First Busey Corporation | Ticker: BUSE 99% of Corporate holdings are investment grade I Collateralized Loan Obligation portfolio consists of 86% rated AAA and 14% rated AA AFS % of Amortized Cost 73% HTM % of Amortized Cost 27% ■ ■ I ■ ■ ■ ■ BUSE carried $873 million in held-to-maturity (HTM) securities as of 12/31/23 $110 million of available-for-sales securities sold during 4Q23 as portion of two-part balance sheet repositioning (detailed on next page) $918 The duration of the securities portfolio including HTM is 4.0 years and our fair value duration, which excludes the HTM portfolio, is 3.7 years After-tax net AFS unrealized loss position of $177 million Projected AOCI burn down through the end of 2024 is $45 million, or 21% of total AOCI at 12/31/23 Carrying value of investment portfolio is 24% of total assets Projected 2024 roll off cash flow (based on static rates) of $342 million at ~1.57% yield. Over the last four quarters, the size of the investment portfolio has decreased by $485 million as balance sheet rotation continues Securities Portfolio - Amortized Cost vs. TE Yield $ in millions $3,702 $2,784 2.34% 2022 Q4 $3,582 $908 $2,674 2.48% 2023 Q1 Amortized Cost AFS $3,484 $894 $2,590 2.60% 2023 Q2 Amortized Cost HTM $3,409 $883 $2,526 2.67% $3,217 2023 Q3 27 $873 $2,344 2.71% 2023 Q4 Tax Equivalent Yield B
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