Skip to content
KStart free
AI InfrastructureDefenseQuantumAll studies →

Auburn National Bancorporation, Inc AUBN US Equity

Financials · CIK 750574 · FY ends Dec 31
$26.32
+0.00 (+0.00%)
USD · as of 2026-08-28 · marketstack

Auburn National Bancorporation, Inc (Nasdaq: AUBN), an SEC filer in State Commercial Banks, closed at $26.32, +0.0%, on 2026-08-28, with a market cap of $92M, a trailing P/E of 12.7, a net margin of 22.1% and 3-year sales growth of -0.9%. Institutional ownership, earnings history and filed financials are on the tabs below.

AUBN · 10-K · period ended 2023-12-31

← all AUBN documents
filed 2024-03-14 · EDGAR original ↗

Our rendering of the filing — original pagination and typography are not reproduced, and tables are reduced to their short label cells (the figures live on FA). Nothing is summarized: every line below is the filing's own text.

blocks 5,4796,078 of 13,913425k characters rendered

ITEM 7.

MANAGEMENT'S DISCUSSION AND ANALYSIS

OF FINANCIAL CONDITION AND RESULTS

OF

OPERATIONS

The following is a discussion of our financial condition at December 31,

2023 and 2022 and our results of operations for

the years ended December 31, 2023 and 2022. The purpose of this discussion is to provide

information about our financial

condition and results of operations which is not otherwise apparent from the consolidated

financial statements. The

following discussion and analysis should be read along with our consolidated

financial statements and the related notes

included elsewhere herein. In addition, this discussion and analysis contains

forward-looking statements, so you should

refer to Item 1A, “Risk Factors” and “Special Cautionary Notice Regarding Forward-Looking Statements”.

OVERVIEW

The Company was incorporated in 1990 under the laws of the State of Delaware and became a bank

holding company after

it acquired its Alabama predecessor,

which was a bank holding company established in 1984. The Bank, the Company's

principal subsidiary, is an Alabama

state-chartered bank that is a member of the Federal Reserve System and has operated

continuously since 1907. Both the Company and the Bank are headquartered

in Auburn, Alabama. The Bank conducts its

business primarily in East Alabama, including

Lee County and surrounding areas. The Bank operates full-service branches

in Auburn, Opelika, Notasulga and Valley,

Alabama.

The Bank also operates a loan production office in Phenix

City,

Alabama.

Table of Contents

55

Summary of Results of Operations

Year ended December 31

(Dollars in thousands, except per share data)

2023

2022

Net interest income (a)

$

26,745

$

27,622

Less: tax-equivalent adjustment

417

456

Net interest income (GAAP)

26,328

27,166

Noninterest income

(2,981)

6,506

Total revenue

23,347

33,672

Provision for credit losses

135

1,000

Noninterest expense

22,594

19,823

Income tax (benefit) expense

(777)

2,503

Net earnings

$

1,395

$

10,346

Basic and diluted net earnings per share

$

0.40

$

2.95

(a) Tax-equivalent.

See "Table 1 - Explanation of Non-GAAP Financial Measures".

Financial Summary

The Company’s net earnings were $1.4

million for the full year 2023, compared to $10.3 million for the full year 2022.

Basic and diluted net earnings per share were $0.40 per share for the full year 2023,

compared to $2.95 per share for the full

year 2022.

Net earnings for 2023 included a loss on sale of securities, while 2022 net earnings included

a gain on sale of land and a

one-time payroll tax credit provided by the CARES Act.

The after-tax impact of the loss on securities reduced 2023

net

earnings by $4.7 million, while non-routine items in 2022 improved net earnings by $3.6

million.

Excluding non-routine

items, net earnings for the full year 2023 would have been $6.1 million, or $1.75

per share, compared to $6.7 million, or

$1.92 per share for the full year 2022.

Net interest income (tax-equivalent) was $26.7 million in 2023, a

3% decrease compared to $27.6 million in 2022. This

decrease was primarily due to a decline in interest earning assets, increased cost

of funds and changes in our deposit mix,

which was partially offset by a more favorable asset mix and higher

yields on interest

earnings assets.

The Company’s net

interest margin (tax-equivalent) was 2.89% in 2023,

compared to 2.81% in 2022.

Average loans for 2023 were $523.8

million, a 15% increase from 2022.

At December 31, 2023, the Company’s allowance

for credit losses was $6.9 million, or 1.23% of total loans, compared to

$5.8 million, or 1.14% of total loans, at December 31, 2022.

The implementation of CECL required pursuant to

Accounting Standards Codification (“ASC”) 326, which was effective

January 1, 2023, increased our allowance for credit

losses by $1.0 million, or 0.20% of total loans, as a day one transition adjustment.

For the full year 2023, increases in the

allowance for credit losses due to changes in the composition and balance of loans during 2023

were largely offset by

reductions in the allowance for credit losses due to the resolution of collateral dependent

nonperforming loans.

The Company recorded a provision for credit losses of $0.1 million in 2023 compared

to $1.0 million during 2022.

The

provision for credit losses under CECL is reflective of the Company’s

credit risk profile and the future economic outlook

and forecasts. Our CECL model is largely influenced by economic

factors including, most notably,

the anticipated

unemployment rate. The decrease in provision for credit losses was primarily related

to the downgrade of one borrowing

relationship in the fourth quarter of 2022, where one of these loans was repaid in full during the

second quarter of 2023.

Noninterest income was a loss of $3.0 million in 2023 compared to

income of $6.5 million in 2022.

Excluding the pre-tax

securities loss of $6.3 million related to the balance sheet repositioning strategy in 2023,

noninterest income would have

been $3.3 million for 2023,

compared to noninterest income of $3.3 million in 2022 after excluding the pre-tax gain of $3.2

million on the sale of land.

Table of Contents

56

Noninterest expense was $22.6 million in 2023 compared to $19.

8

million in 2022.

Excluding the impact of the one-

time payroll tax credit of $1.6 million, noninterest expense would have been $21.4

million in 2022. This increase in

noninterest expense reflects increases in net occupancy and equipment expenses of $0.2

million related to the Company’s

new headquarters, which opened in June 2022, professional fees expense of $0.

3

million, other real estate owned expense

of $0.1 million, FDIC and other regulatory assessments expenses of $0.2

million and other noninterest expense of $0.5

million, partially offset by decreases in salaries and benefits expense of

$0.2 million.

The provision for income taxes was a benefit of $0.8 million for an effective

tax rate of (125.73)% for 2023, compared to

tax expense of $2.5 million and an effective tax rate of 19.48% for 2022.

This decrease was primarily due to a decrease

in pre-tax earnings in 2023 resulting from the balance sheet repositioning. The

Company’s effective income

tax rate

otherwise is principally affected by tax-exempt earnings from the

Company’s investments

in municipal securities, bank-

owned life insurance, and New Markets Tax

Credits.

The Company paid cash dividends of $1.08 per share in 2023, an increase of 2% from 2022.

At December 31, 2023, the

Bank’s regulatory capital ratios

were well above the minimum amounts required to be “well capitalized” under current

regulatory standards with a total risk-based capital ratio of 15.52%, a

tier 1 leverage ratio of 9.72% and common equity tier

1 (“CET1”) of 14.52%

at December 31, 2023.

CRITICAL ACCOUNTING POLICIES

The accounting and financial reporting policies of the Company conform with U.S. generally accepted

accounting

principles and with general practices within the banking industry.

In connection with the application of those principles, we

have made judgments and estimates which, in the case of the determination of our allowance

for credit losses, our

determination of credit losses for investment securities, recurring and non-recurring

fair value measurements, the valuation

of other real estate owned, and the valuation of deferred tax assets, were critical to the determination

of our financial

position and results of operations. Other policies also require subjective judgment and

assumptions and may accordingly

impact our financial position and results of operations.

On January 1, 2023, we adopted FASB

ASU 2016-13

Financial

Instruments - Credit Losses

(Topic

326) which significantly changes our methodology for determining our allowance

for

credit losses, and ASU 2022-02

, Financial Instruments – Credit Losses (Topic

326):

Troubled

Debt Restructurings and

Vintage Disclosures

which

eliminated the accounting guidance for TDRs, while enhancing disclosure

requirements for

certain loan refinancings and restructurings by creditors when a borrower is experiencing

financial difficulty.

Allowance for Credit Losses – Loans

The allowance for credit losses is a valuation account that is deducted from the loans' amortized

cost basis to present the net

amount expected to be collected on the loans. Loans are charged

off against the allowance when management believes the

uncollectability of a loan balance is confirmed. Expected recoveries do not exceed the aggregate of amounts

previously

charged-off and expected to be charged-off.

Accrued interest receivable is excluded from the estimate of credit losses.

The allowance for credit losses represents management’s

estimate of lifetime credit losses inherent in loans as of the

balance sheet date. The allowance for credit losses is estimated by management using relevant

available information, from

both internal and external sources, relating to past events, current conditions, and reasonable and

supportable forecasts.

The Company’s loan loss estimation process includes

procedures to appropriately consider the unique characteristics of

its

loan segments (commercial and industrial, construction and land development, commercial

real estate, multifamily,

residential real estate, and consumer loans).

These segments are further disaggregated into loan classes, the level at which

credit quality is monitored.

See Note 5, Loans and Allowance for Credit Losses, for additional information about our

loan

portfolio.

Credit loss assumptions are estimated using a discounted cash flow ("DCF") model

for each loan segment, except consumer

loans.

The weighted average remaining life method is used to estimate credit loss assumptions

for consumer loans.

Table of Contents

57

The DCF model calculates an expected life-of-loan loss percentage by considering the

forecasted probability that a

borrower will default (the “PD”), adjusted for relevant forecasted macroeconomic

factors, and LGD, which is the estimate

of the amount of net loss in the event of default.

This model utilizes historical correlations between default experience and

certain macroeconomic factors as determined through a statistical regression analysis.

The forecasted Alabama

unemployment rate is considered in the model for commercial and industrial, construction

and land development,

commercial real estate, multifamily,

and residential real estate loans.

In addition, forecasted changes in the Alabama home

price index is considered in the model for construction and land development and residential

real estate loans; forecasted

changes in the national commercial real estate (“CRE”) price index is considered

in the model for commercial real estate

and multifamily loans; and forecasted changes in the Alabama gross state product

is considered in the model for

multifamily loans.

Projections of these macroeconomic factors, obtained from an independent

third party, are utilized to

forecast quarterly rates of default based on the statistical PD models.

Expected credit losses are estimated over the contractual term of the loan, adjusted

for expected prepayments and principal

payments (“curtailments”) when appropriate. Management's determination of the

contract term excludes expected

extensions, renewals, and modifications unless the extension or

renewal option is included in the contract at the reporting

date and is not unconditionally cancellable by the Company.

To the extent the lives of the

loans in the portfolio extend

beyond the period for which a reasonable and supportable forecast can be

made (which is 4 quarters for the Company), the

Company reverts, on a straight-line basis back to the historical rates over an 8 quarter reversion

period.

The weighted average remaining life method was deemed most appropriate

for the consumer loan segment because

consumer loans contain many different payment structures,

payment streams and collateral.

The weighted average

remaining life method uses an annual charge-off rate over several vintages

to estimate credit losses.

The average annual

charge-off rate is applied to the contractual term adjusted for

prepayments.

Additionally, the allowance

for credit losses calculation includes subjective adjustments for

qualitative risk factors that are

believed likely to cause estimated credit losses to differ from historical experience.

These qualitative adjustments may

increase or reduce reserve levels and include adjustments for lending management experience

and risk tolerance, loan

review and audit results, asset quality and portfolio trends, loan portfolio growth, industry concentrations,

trends in

underlying collateral, external factors and economic conditions not

already captured.

Loans that do not share risk characteristics are evaluated on an individual basis. When

management determines that

foreclosure is probable and the borrower is experiencing financial difficulty,

the expected credit losses are based on the

estimated fair value of collateral held at the reporting date, adjusted for selling costs as appropriate.

Allowance for Credit Losses – Unfunded Commitments

Financial instruments include off-balance sheet credit instruments,

such as commitments to make loans and commercial

letters of credit issued to meet customer financing needs. The Company’s

exposure to credit loss in the event of

nonperformance by the other party to the financial instrument for off-balance sheet

loan commitments is represented by the

contractual amount of those instruments. Such financial instruments are

recorded when they are funded.

The Company records an allowance for credit losses on off-balance

sheet credit exposures, unless the commitments to

extend credit are unconditionally cancelable, through a charge to provision

for credit losses in the Company’s consolidated

statements of earnings. The allowance for credit losses on off-balance sheet credit

exposures is estimated by loan segment

at each balance sheet date under the current expected credit loss model using the same

methodologies as portfolio loans,

taking into consideration the likelihood that funding will occur as well as any third-party

guarantees. The allowance for

unfunded commitments is included in other liabilities on the Company’s

consolidated balance sheets.

Table of Contents

58

Assessment for Allowance for Credit Losses – Available

-for-Sale Securities

For any securities classified as available-for-sale that are in an unrealized

loss position at the balance sheet date, the

Company assesses whether or not it intends to sell the security,

or more likely than not will be required to sell the security,

before recovery of its amortized cost basis.

If either of these criteria are met, the security's amortized cost basis is written

down to fair value through net income.

If neither criterion is met, the Company evaluates whether any portion

of the

decline in fair value is the result of credit deterioration.

Such evaluations consider the extent to which the amortized cost of

the security exceeds its fair value, changes in credit ratings and any other known adverse

conditions related to the specific

security.

If the evaluation indicates that a credit loss exists, an allowance for credit losses is

recorded for the amount by

which the amortized cost basis of the security exceeds the present value of cash flows expected

to be collected, limited by

the amount by which the amortized cost exceeds fair value.

Any impairment not recognized in the allowance for credit

losses is recognized in other comprehensive income.

The Company is required to own certain stock as a condition of membership, such as the

FHLB-Atlanta and Federal

Reserve Bank of Atlanta (“FRB”).

These non-marketable equity securities are accounted for at cost which equals par

or

redemption value.

These securities do not have a readily determinable fair value as their ownership is restricted and

there is

no market for these securities.

The Company records these non-marketable equity securities as a component

of other

assets, which are periodically evaluated for impairment. Management considers

these non-marketable equity securities to

be long-term investments. Accordingly,

when evaluating these securities for impairment, management considers

the

ultimate recoverability of the par value rather than by recognizing temporary declines in

value.

Fair Value

Determination

U.S. GAAP requires management to value and disclose certain of the Company’s

assets and liabilities at fair value,

including investments classified as available-for-sale and derivatives.

ASC 820,

Fair Value

Measurements and Disclosures

,

which defines fair value, establishes a framework for measuring fair value in accordance

with U.S. GAAP and expands

disclosures about fair value measurements.

For more information regarding fair value measurements and disclosures,

please refer to Note 14, Fair Value,

of the unaudited consolidated financial statements that accompany this report.

Fair values are based on active market prices of identical assets or liabilities when available.

Comparable assets or

liabilities or a composite of comparable assets in active markets are used when identical assets

or liabilities do not have

readily available active market pricing.

However, some of the Company’s

assets or liabilities lack an available or

comparable trading market characterized by frequent transactions between

willing buyers and sellers. In these cases, fair

value is estimated using pricing models that use discounted cash flows and

other pricing techniques. Pricing models and

their underlying assumptions are based upon management’s

best estimates for appropriate discount rates, default rates,

prepayments, market volatility and other factors, taking into account current observable

market data and experience.

These assumptions may have a significant effect on the reported

fair values of assets and liabilities and the related income

and expense. As such, the use of different models and assumptions, as

well as changes in market conditions, could result in

materially different net earnings and retained earnings results.

Deferred Tax

Asset Valuation

A valuation allowance is recognized for a deferred tax asset if, based on the weight of available

evidence, it is more-likely-

than-not that some portion or the entire deferred tax asset will not be realized. The ultimate

realization of deferred tax assets

is dependent upon the generation of future taxable income during the periods

in which those temporary differences become

deductible. Management considers the scheduled reversal of deferred

tax liabilities, projected future taxable income and tax

planning strategies in making this assessment. At December 31,

2023 we had total deferred tax assets of $12.5 million

included as “other assets”, including $9.7 million resulting from unrealized losses in our securities

portfolio.

Based upon

the level of taxable income over the last three years and projections for future taxable

income over the periods in which the

deferred tax assets are deductible, management believes it is more likely than

not that we will realize the benefits of these

deductible differences at December 31, 2023.

The amount of the deferred tax assets considered realizable, however,

could

be reduced if estimates of future taxable income are reduced.

Table of Contents

59

Average Balance

Sheet and Interest Rates

Year ended December 31

2023

2022

Average

Yield/

Average

Yield/

(Dollars in thousands)

Balance

Rate

Balance

Rate

Loans and loans held for sale

$

523,838

4.76%

$

454,604

4.45%

Securities - taxable

335,366

2.15%

364,006

1.81%

Securities - tax-exempt (a)

52,122

3.81%

61,614

3.53%

Total securities

387,488

2.37%

425,620

2.06%

Federal funds sold

5,221

4.79%

43,766

1.00%

Interest bearing bank deposits

8,593

4.92%

58,141

0.99%

Total interest-earning assets

925,140

3.76%

982,131

3.05%

Deposits:

NOW

193,451

0.99%

197,177

0.19%

Savings and money market

289,235

0.74%

327,139

0.20%

Certificates of deposits

175,085

2.25%

154,273

0.84%

Total interest-bearing deposits

657,771

1.21%

678,589

0.34%

Short-term borrowings

3,255

2.21%

4,516

1.33%

Total interest-bearing liabilities

661,026

1.22%

683,105

0.35%

Net interest income and margin (a)

$

26,745

2.89%

$

27,622

2.81%

(a) Tax-equivalent.

See "Table 1 - Explanation of Non-GAAP

Financial Measures".

RESULTS

OF OPERATIONS

Net Interest Income and Margin

Net interest income (tax-equivalent) was $26.7 million in 2023, compared

to $27.6 million in 2022.

This decrease was

primarily due to a decline in interest earning assets and higher costs of funds partially offset

by improvements in the

Company’s yield on interest earning assets.

Net interest margin (tax-equivalent) increased

to 2.89% in 2023, compared to

2.81% in 2022.

This increase was

primarily due to a more favorable asset mix and higher yields on interest earning

assets.

These higher yields on interest earning assets were partially offset by

increased cost of funds.

During 2023, the cost of

funds increased to 122 basis points, compared to 35 basis points during 2022.

Since March of 2022, the Federal Reserve

increased the target federal funds range from 0 – 0.25% to 5.25

– 5.50%.

The tax-equivalent yield on total interest-earning assets increased by 71 basis points

to 3.76% in 2023 compared to 3.05%

in 2022.

This increase was primarily due to changes in our asset mix and higher market interest

rates on interest earning

assets.

The cost of total interest-bearing liabilities increased by 87 basis points to

1.22%

in 2023 compared to 0.35% in 2022.

Our

deposit costs may continue to increase if the Federal Reserve

maintains or increases its target federal funds rate, market

interest rates increase, and as customer behaviors change as a result of inflation and higher

market interest rates, and we

compete for deposits against other banks, money market mutual funds

,

Treasury securities and other interest bearing

alternative investments.

The Company continues to deploy various asset liability management strategies

to manage its risk from interest rate

fluctuations.

Deposit and loan pricing remains competitive in our markets.

We believe this

challenging rate environment

will continue in 2024.

Our ability to compete and manage our deposits costs until our interest-earning assets reprice

and we

generate new fixed rate loans with current market interest rates will be important to our

net interest margin during the

monetary tightening cycle that we believe will continue in 2024.

Table of Contents

60

Provision for Credit Losses

On January 1, 2023, we adopted ASC 326, which introduces the current expected

credit losses (CECL) methodology and

requires us to estimate all expected credit losses over the remaining life of our loans.

Accordingly, the provision for credit

losses represents a charge to earnings necessary to establish an allowance

for credit losses that, in management's evaluation,

is adequate to provide coverage for all expected credit losses.

The Company recorded a provision for credit losses of $0.1

million during 2023, compared to a provision for loan losses of $1.0 million for 2022.

Provision for credit losses expense is

affected by organic loan growth in our loan portfolio,

our internal assessment of the credit quality of the loan portfolio, our

expectations about future economic conditions and net charge-offs.

Our CECL model is largely influenced by economic

factors including, most notably,

the anticipated unemployment rate, which may be affected

by monetary policy.

The

provision for credit losses during 2023 was primarily related to an increase in the calculation

of current expected credit

losses due to loan growth during 2023.

This was largely offset by the resolution of a collateral dependent

nonperforming

loan, with a recorded investment of $1.3 million and a corresponding allowance of $0.5

million, that was collected in full

during the second quarter of 2023.

Our allowance for credit losses reflects an amount we believe appropriate,

Source: SEC EDGAR (public domain) · 10-K for the period ended 2023-12-31, filed 2024-03-14 · accession 0001193125-24-067944

Filing HTML rendered to line-structured narrative text by the shipped reducer (datafeeds.edgar_fulltext.visible_text, keep_table_headers=True): scripts and inline-XBRL headers are dropped, and table content is reduced to its short label cells — numeric table data is not rendered and is therefore not counted. The same rendering is used for every year, so a year-over-year comparison is like for like.

The text is our rendering of the filing, not a facsimile: original pagination, typography and tables are not reproduced, and the numbers live in the financial statements (FA).

The outline locates item HEADINGS in this document. Only Items 1A and 7 have certified boundaries elsewhere in the terminal (the redline and the narrative-overlap number); every span here runs from one heading found to the next heading found.

How the outline was chosen. It is the longest chain of item headings that runs forward through both the document and the standard item order: 22 headings are on that chain and 22 further heading-shaped lines are not — the table-of-contents echo of every item, cross-references and exhibit-list mentions. Each entry's length is measured from its heading to the next heading on the chain.