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Investor Presentaiton

Investment Portfolio As of December 31, 2023 • All Investments are classified as Available for Sale • Average T/E Yield is 4.16% for 4Q23 Fair Value of Investments by Type 0.1% 10.9% 7.9% 3.0% 6.3% 32 32 • Average Duration is 4.97 years •⚫ Purchased $93.8 million with T/E Yield of 7.04%, Sold $24.5 million with T/E Yield of 1.76% in 4Q23 Investment Mix & Unrealized Gain (Loss) (in millions) 9.1% $916 million 62.7% Treasuries US GSE & US Agency MBS agency MBS non agency State & Muni CLOS Corporate Investments by Yield and Duration 7.0% Unrealized Fair Value Book Value Gain (Loss) 6.0% Treasuries US GSE & US Agency $ 1 $ 1 $ 5.0% 73 74 (1) - MBS agency 575 650 (75) MBS non agency 84 87 (3) Yield 4.0% 3.0% State & Municipal 57 63 (6) 2.0% CLOS 28 28 | 1.0% Corporate 99 110 (11) Total Investments $ 916 $ 1,013 $ 0.0% (96) Treasuries US GSE & US Agency MBS - agency MBS - non agency State & Muni CLOS Corporate 0 1 2 3 4 5 6 7 8 Duration Midland ◉ States Bancorp, Inc.
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