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6 Reduced Asset Sensitivity with Asymmetric Return Profile Percentage (Decrease) to Net Interest Income Shock Scenarios 8.1% 7.2% 7.0% 6.1% 4.3% -3.0% • -3.8% -4.8% -6.5% -6.6% Q1-19 Q2-19 Q3-19 Shock-100 Shock +100 Ramp Scenarios 2.9% 2.3% Q4-19 Q1-201 • • 4.1% 3.6% 3.0% • -1.8% -1.7% -1.3% -2.3% -2.4% As of 3/31/2020 $9.8Bn, or 66%, of variable rate loans have floors 82% of variable rate loans with floors are at floors Fixed rate loans are 29% of total loans Adjustable rate loans with more than 12 months. remaining on fixed term are 6% of total loans. Variable rate loans at floors, when combined with fixed rate and long-term adjustable rate loans, totals $16.2Bn 70% of loan portfolio is acting as fixed rate Reduced IRR sensitivity in a down shock scenario as: - - Shifting mix to fixed rate residential loans. Floors of variable rate loans have become increasingly in-the-money Increased deposit betas Q1-19 Q2-19 Q3-19 Q4-19 Q1-20 2 ■Ramp -100 ■Ramp +100 WA 1) Assumes embedded floors on interest bearing deposits of 5bps and prevents market interest rates from moving below zero percent in down rate scenarios 2) Ramp up assumes a gradual monthly parallel shift of +8.3bps over a 12-month period 16

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