Hilltop Holdings Results Presentation Deck
Hilltop Holdings - Net Interest Income Rate Impacts
Note:
(1)
Estimated Impact on 12-month Net Interest Income¹
10
9%
(6%)
Dec 20
-100
(3%)
-50
+50
Interest Rate Change (Basis Points)
3%
Asset Sensitivity Trending¹
12%
Dec 21
Dec 22
6%
+100
Represents impact on HTH NII to an instantaneous +100 basis point shock
Impact assumes instantaneous change to interest rates. Assumes interest rate floor at 1 basis point
6%
Dec 23
Bank Loans HFI – Fixed vs. Variable Rate at 12/31/23
●
●
Chart does not include Loan Balances for the PrimeLending Warehouse Line and
National Warehouse Lending segments
.
●
47%
Commentary
Asset sensitivity has declined to -6% from ~12% in January 2022
Significant drivers of asset sensitivity
9%
Asset sensitivity reduction strategies
●
43%
●
Loan floors
■ Fixed Rate
■ Variable rate at or below
floors
Variable rate above floor
Deposit betas - modeled for down rates ~50%
Begin to reinvest in securities portfolio - targeting
prepayment protected collateral
Increase the retention of 3/5/7-year hybrid fixed rate
mortgages
Current originations maintain floors at ~200 basis points
below the base rate
Seasoned loan portfolio maintains floor rates (average
rate of 4.5%)
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