BAS Case Study - March 2023

FDIC Certificate # OCC Charter # 0 Public Report

SUNNY STATE BANK Liquidity & Investment Portfolio--Page 10A

12/31/2018

12/31/2017

12/31/2016

12/31/2015

12/31/2014

Percent of Total Assets Short Term Investments Marketable Equity Sec (MES Net LN&LS & SBLC to Assets Pledged Assets Securities Mix % Total Securities US Treas & Govt Agencies Municipal Securities Pass-Through Mtg Backed Secs CMO & REMIC Mtg Backed Secs Commercial Mtg Back Secs Asset Backed Securities Structured Financial Products Other Domestic Debt Secs Foreign Debt Securities Inv Mut Fnd & Oth Mktbl Liquidity/Securities Ratios: App (Dep) Hi Risk & Struc/T1 Cap App (Dep) in AFS sec to AFS Sec App (Dep) in HTM Sec to HTM Sec App (Dep) in HTM Sec to Eqy Cap Pledged Securities to Tot Sec Pledged Loans to Total Loans Loans Held for Sale to Total Loans Short Term Investments Short Term Assets Debt Securities 90+ Days P/D Total Non-Current Debt Sec Fair Value Structured Notes Total

BANK 0.83 0.00 55.86 32.61

PG 10 11.54 0.00 61.80 20.55

PCT

BANK 3.05 0.00 52.83 30.37

PG 10 10.64 0.00 62.53 19.24

PCT

BANK 0.24 0.00 54.48 31.16

PG 10 11.23 0.01 61.43 19.40

PCT

BANK 0.07 0.00 54.43 31.28

PG 10 10.54 0.00 60.55 19.53

PCT

BANK 2.41 0.00 50.43 27.02

PG 10 10.14 0.00 60.33 20.76

PCT

6

12 93 20 78

2

2

15 90 25 66

93 27 77

95 28 80

91 30 78

31.12 18.72 50.16 0.00 0.00 0.00 0.00 0.00 0.00 0.00 100.00

27.80 31.09 18.94 4.49 0.88 0.01 0.03 0.74 0.00 0.00 100.00

67 39 85 54 80 96 96 77 98 93 98

27.21 19.54 53.25 0.00 0.00 0.00 0.00 0.00 0.00 0.00 100.00

27.91 35.20 19.58 2.77 0.53 0.01 0.03 0.79 0.04 0.00 100.00

58 35 86 61 84 95 95 79 97 93 98

27.79 18.48 53.73 0.00 0.00 0.00 0.00 0.00 0.00 0.00 100.00

26.96 34.84 18.38 2.86 0.31 0.01 0.00 0.97 0.02 0.05 100.00

55 32 86 60 86 97 98 75 97 95 98

31.07 19.17 49.75 0.00 0.00 0.00 0.00 0.00 0.00 0.00 100.00

33.43 31.31 16.69 3.53 0.11 0.01 0.00 1.30 0.05 0.01 100.00

48 37 87 55 90 97 98 77 97 91 98

36.63 28.85 34.52 0.00 0.00 0.00 0.00 0.00 0.00 0.00 100.00

34.94 27.90 17.87 3.81 0.03 0.01 0.00 1.41 0.07 0.01 100.00

56 50 75 54 92 98 99 76 97 90 99

-2.26 -3.37 N/A 0.00 29.09 42.46 0.00

-0.36 -1.57 -1.20 -0.40 42.18 17.10 0.01

4 8

-1.66 -1.70 N/A 0.00 27.21 41.31 0.00

-0.21 -0.59 -0.43 -0.05 42.71 15.13 0.12

4

-2.07 -2.68 N/A 0.00 27.79 41.31 0.00

-0.22 -0.82 -1.05 -0.13 41.59 15.52 0.05

3

-0.24 -0.44 N/A 0.00 24.37 43.15 0.61

-0.01 0.38 0.59 0.06 41.69 15.02 0.07

6

-0.52 0.15 N/A 0.00 15.07 43.02 0.00

-0.05 0.50 0.68 0.03 40.72 16.52 0.05

7

10

10

17

43

N/A

N/A

N/A

N/A

N/A

95 32 82 90

90 31 84 88

91 35 86 87

80 30 86 90

86 20 83 86

686

2,629 4,999

206

56

1,973 4,316

3,914

3,095

3,110

0 0

0 0

0 0

0 0

0 0

2,850 7,155 19,655

2,888 7,241 18,911

2,853 7,177 19,049

1,483 6,200 19,133

1,963 4,200 17,898

Pledged Securities Pledged Loans & Leases Loans Held for Sale

0

0

0

270

0