HBT Financial Results Presentation Deck slide image

HBT Financial Results Presentation Deck

Securities Portfolio Overview Securities Overview ■ Company's debt securities consist primarily of the following types of fixed income instruments: Agency guaranteed MBS: MBS pass-throughs, CMOS, and CMBS Municipal Bonds: weighted average NRSRO credit rating of Aa2/AA Treasury, Government Agency Debentures, and SBA- backed Full Faith and Credit Debt ■ Corporate Bonds: Investment Grade Corporate and Bank Subordinated Debt Investment strategy focused on maximizing returns and managing the Company's asset sensitivity with high credit quality intermediate duration investments ■ Company emphasizes predictable cash flows that limit faster prepayments when rates decline or extended durations when rates rise Net loss of $3.4 million on sale of $66.8 million of municipal securities in January 2024 with proceeds used to reduce wholesale funding. The book yield of the securities sold was 1.87% and the average life was 6.7 years. HBT Financial Financial data as of December 31, 2023, unless otherwise indicated Key Investment Portfolio Metrics ($000) Amortized Cost 11 Unrealized Gain/(Loss) Allowance for Credit Losses Fair Value Book Yield Effective Duration (Years) Agency CMBS: 32% Book Yield: 1.98% AFS HTM $ 831,624 $ 521,439 (72,163) (54,943) Agency RMBS: 21% Book Yield: 2.88% 759,461 2.16% 3.26 Portfolio Composition Corporate: 4% Book Yield: 4.47% 466,496 Amortized Cost: $1,353mm Book Yield: 2.26% 2.43 % 4.93 Total $1,353,063 (127,106) 1,225,957 U.S. Treasury: 12% Book Yield: 1.37% 2.26% 3.90 U.S. Gov't Agency: 11% Book Yield: 2.50% Municipal: 20% Book Yield: 2.02%
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