BAS Case Study - March 2023

Sunny State Bank

CALCULATIONS - IRR

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Chart

Formula

30. IRR - Asset Data

Assets > 15 Years / Total Assets

Securities Issued By The U.S. Treasury; U.S. Government Agencies; And States And Political Subdivisions In The U.S.; Other Non-Mortgage Debt Securities; And Mortgage Pass-Through Securities Other Than Those Backed By Closed-End First Lien 1-4 Family Residential Mortgages With Remaining Maturity Or Next Repricing >15yrs, Mortgage Pass-Through Securities Backed By Closed-End First Lien 1-4 Family Residential Mortgages With A Remaining Maturity Or Next Repricing >15yrs, Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency >15yrs, All Loans And Leases Other Than Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency >15yrs % Total Assets ((RCONA554+RCONA560+RCONA569+RCONA575)/UBPR2170) Bonds = Securities Issued By The U.S. Treasury; U.S. Government Agencies; And States And Political Subdivisions In The U.S.; Other Non-Mortgage Debt Securities; And Mortgage Pass-Through Securities Other Than Those Backed By Closed-End First Lien 1-4 Family Residential Mortgages With Remaining Maturity Or Next Repricing >15yrs % Total Assets (RCONA554/UBPR2170) Loans = Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency >15yrs, All Loans And Leases Other Than Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency >15yrs % Total Assets ((RCONA569+RCONA575)/UBPR2170) MBS = Mortgage Pass-Through Securities Backed By Closed-End First Lien 1-4 Family Residential Mortgages With A Remaining Maturity Or Next Repricing >15yrs % Total Assets (RCONA560/UBPR2170) Securities Issued By The U.S. Treasury; U.S. Government Agencies; And States And Political Subdivisions In The U.S.; Other Non-Mortgage Debt Securities; And Mortgage Pass-Through Securities Other Than Those Backed By Closed-End First Lien 1-4 Family Residential Mortgages With Remaining Maturity Or Next Repricing 5-15yrs, Securities Issued By The U.S. Treasury; U.S. Government Agencies; And States And Political Subdivisions In The U.S.; Other Non-Mortgage Debt Securities; And Mortgage Pass-Through Securities Other Than Those Backed By Closed-End First Lien 1-4 Family Residential Mortgages With Remaining Maturity Or Next Repricing >15yrs, Mortgage Pass-Through Securities Backed By Closed-End First Lien 1-4 Family Residential Mortgages With A Remaining Maturity Or Next Repricing 5-15yrs, Mortgage Pass-Through Securities Backed By Closed-End First Lien 1-4 Family Residential Mortgages With A Remaining Maturity Or Next Repricing >15yrs, Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency 5-15yrs, Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency >15yrs, All Loans And Leases Other Than Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency 5-15yrs, All Loans And Leases Other Than Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency >15yrs % Total Assets ((RCONA553+RCONA554+RCONA559+RCONA560+RCONA568+RCONA569+RCONA574+RCONA575)/UBPR2170) Bonds = Securities Issued By The U.S. Treasury; U.S. Government Agencies; And States And Political Subdivisions In The U.S.; Other Non-Mortgage Debt Securities; And Mortgage Pass-Through Securities Other Than Those Backed By Closed-End First Lien 1-4 Family Residential Mortgages With Remaining Maturity Or Next Repricing 5-15yrs, Securities Issued By The U.S. Treasury; U.S. Government Agencies; And States And Political Subdivisions In The U.S.; Other Non-Mortgage Debt Securities; And Mortgage Pass-Through Securities Other Than Those Backed By Closed-End First Lien 1-4 Family Residential Mortgages With Remaining Maturity Or Next Repricing >15yrs % Total Assets ((RCONA553+RCONA554)/UBPR2170) Loans = Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency 5-15yrs, Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency >15yrs, All Loans And Leases Other Than Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency 5-15yrs, All Loans And Leases Other Than Closed-End Loans Secured By First Liens On 1-4 Family Residential Properties (In Domestic Offices) With A Remaining Maturity Or Repricing Frequency >15yrs % Total Assets ((RCONA568+RCONA569+RCONA574+RCONA575)/UBPR2170) MBS = Mortgage Pass-Through Securities Backed By Closed-End First Lien 1-4 Family Residential Mortgages With A Remaining Maturity Or Next Repricing 5-15yrs, Mortgage Pass-Through Securities Backed By Closed-End First Lien 1-4 Family Residential Mortgages With A Remaining Maturity Or Next Repricing >15yrs % Total Assets ((RCONA559+RCONA560)/UBPR2170)

Assets > 15 Years / Total Assets (By Category)

Assets > 5 Years / Total Assets

Assets > 5 Years / Total Assets (By Category)

31. IRR - Funding Data

Long-Term Funding (Repricing/Maturing > 3 Years) / Total Assets

Liabilities Maturing Repricing >3yrs % Total Assets (UBPRE571)

Non-Maturity Deposits / Total Assets

Non-Maturity Deposits % Total Assets (UBPRE576)