HF
HERITAGE FINANCIAL CORP /WA/ (HFWA)·Q2 2025 Earnings Summary
Executive Summary
- Adjusted earnings momentum and margin expansion continued: net interest margin rose to 3.51% (+7 bps QoQ; +24 bps YoY) while adjusted diluted EPS increased to $0.53, up 8% QoQ and 18% YoY; GAAP EPS was $0.36 due to a $6.9M securities loss repositioning charge .
- Bold beat/miss: Q2 GAAP EPS of $0.36; adjusted EPS of $0.53 versus Wall Street consensus EPS of $0.497; revenue of $55.54M versus consensus $63.54M. EPS beat; revenue miss; driven by NIM expansion offset by securities sale losses and lower noninterest income [*].
- Credit normalization emerged: nonperforming loans rose to 0.39% of loans (from 0.09% in Q1) largely on one multifamily construction and one C&I loan; management expects normalization to continue but remains confident in underwriting discipline .
- Guidance/tone: CFO reaffirmed quarterly noninterest expense guidance of $41–$42M; management projects Q3 commercial commitments of ~$300M and expects loan balances to be flat in Q3, then resume growth post construction paydowns; loan yields should drift higher absent Fed cuts .
- Capital actions: repurchased ~194K shares for $4.5M and maintained strong capital (TCE 9.4%, CET1 12.2%); remaining buyback authorization ~797K shares, providing optionality as profitability rises and valuation supports returns .
What Went Well and What Went Wrong
What Went Well
- Net interest margin expansion and core earnings growth: “Improving net interest margin and tight controls on non-interest expense growth continue to incrementally drive earnings higher…” with adjusted EPS up 8.2% QoQ and 17.8% YoY .
- Strong production and pipeline despite macro uncertainty: Commercial loan commitments rose to $248M (vs. $183M in Q1), with Q3 commitments guided to ~$300M; pipeline held $473M at quarter-end .
- Proactive balance sheet repositioning to improve future profitability: Sold $91.6M of securities (avg. yield 2.63%) and reinvested $56.4M (avg. yield 5.06%) and funded new loans; estimated earn-back about three years for Q2 activity .
What Went Wrong
- Securities loss trade reduced GAAP earnings: Pre-tax loss of $6.9M decreased EPS by $0.15; noninterest income fell to $1.5M (vs. $3.9M in Q1) primarily due to higher losses on securities sales .
- Credit metrics normalized: Nonaccrual loans increased to $9.9M (0.21% of loans) and nonperforming loans to 0.39%; criticized loans rose by ~$35.8M, driven by CRE and two owner-occupied relationships; management views this as normalization .
- Seasonal deposit outflows and competitive pricing pressure: Total deposits decreased $60.9M QoQ due to April tax seasonality; management noted competitors are fighting on price, reducing typical seasonal pipeline uplift .
Financial Results
Headline Metrics (oldest → newest)
Actual vs Consensus (Q2 2025)
Values retrieved from S&P Global.*
Segment/Balance Trends
KPIs and Capital
Guidance Changes
Earnings Call Themes & Trends
Management Commentary
- “Improving net interest margin and tight controls on non-interest expense growth continue to incrementally drive earnings higher in the second quarter. On an adjusted basis, earnings per share were up 8.2% versus last quarter and up 17.8% versus the second quarter of 2024.” — Bryan McDonald, CEO .
- “We continue to guide in the $41–$42 million range for quarterly non-interest expenses this year.” — Don Hinson, CFO .
- “We are estimating third quarter commercial team new loan commitments of $300 million… Looking ahead to the third quarter, we expect loan balances to be relatively flat due to construction loan paydowns and payoffs increasing further. After the third quarter, we expect loan growth to resume…” — Bryan McDonald .
- “The spot rate was 1.92% for June 30, and… our net interest margin was 3.58% [June].” — Don Hinson .
- “There is upward movement as we book new loans and get repricing… the new rate on commitments during the second quarter was 6.8% versus the 5.5% average portfolio rate.” — Bryan McDonald .
Q&A Highlights
- Securities loss trade earn-back ~3 years for Q2; estimated annualized pre-tax pickup ~$2.3M, consistent with ongoing repositioning cadence .
- Share repurchases resumed opportunistically (193,700 shares, $4.5M); ~797K shares remain authorized; future buybacks depend on circumstances and capital needs .
- Loan yields expected to drift up absent Fed cuts due to repricing and higher new booking rates; average second-quarter new commercial loan rate 6.55% (all new loans 6.58%) with commitments at 6.80% .
- Competitive pricing elevated as market volume declines; pipeline holding due to team lift-outs and relationship wins; Spokane LPO progressing toward full branch with expected deposit relationships .
- Macro tariffs uncertainty slowed some customer capital plans, trimming pipeline by ~5–10% versus otherwise .
Estimates Context
- Q2 2025 EPS: Actual $0.53 vs consensus $0.4967 — bold beat; six estimates. Q2 2025 revenue: Actual $55.54M vs consensus $63.54M — bold miss; five estimates. Target price consensus: $27.8; Consensus recommendation text not available [*].
- Implications: Estimate models likely lift NIM trajectory and adjusted EPS run-rate, while trimming noninterest income assumptions and incorporating normalized credit costs and higher criticized loan balances.
Values retrieved from S&P Global.*
Key Takeaways for Investors
- Core profitability uptrend intact: sustained NIM expansion, disciplined OpEx, and higher-yield repositioning support adjusted EPS growth trajectory into 2H’25 .
- Near-term optics: GAAP EPS suppressed by tactical securities losses; adjusted results better reflect core earnings power and should anchor valuation discussions .
- Credit normalization watch: NPLs/criticized loans rose from unusually low levels; portfolio remains well-secured with government guarantees and low annualized net charge-offs (0.03% YTD) .
- Growth setup: Q3 commitments guided ~$300M with loan balance growth resuming post-Q3; team lift-outs and Spokane expansion underpin pipeline resilience despite tariff-related pauses .
- Capital deployment optionality: robust TCE/CET1 and remaining buyback capacity (~797K shares) provide flexibility to balance growth investments and shareholder returns .
- Rate path sensitivity: deposit costs unlikely to decline without further Fed cuts; however, repricing and bookings above portfolio rate should continue to lift loan yields and NIM absent unexpected rate moves .
- Trading lens: Near-term catalysts include continued NIM expansion, clarity on credit normalization pace, Q3 commitment execution, and additional buyback activity if valuation remains attractive .