32 unchanged sentences
It models basis point parallel shifts in market interest rates over the next one-year period.
−Removed: The following table shows the results of the scenarios as of March 31, 2026 and September 30, 2025:
+Added: The following table shows the results of the scenarios as of June 30, 2026 and September 30, 2025:
Net Sensitive Earnings at Risk
3 unchanged sentences
(Dollars in Thousands) Book Value -200 -100 Base +100 +200
−Removed: Balances as of March 31, 2026
+Added: Balances as of June 30, 2026
Total interest income 6,587,243 415,347 434,730 460,330 497,560 535,567
7 unchanged sentences
Percentage change from base -10.0 % -6.1 % — % 6.6 % 13.3 %
−Removed: The EAR analysis reported at March 31, 2026 , shows that changes in market interest rates have a larger impact on total interest income than total interest expense.
+Added: The EAR analysis reported at June 30, 2026 , shows that changes in market interest rates have a larger impact on total interest income than total interest expense.
IRR is a snapshot in time.
5 unchanged sentences
It models immediate basis point parallel shifts in market interest rates.
−Removed: The following table shows the results of the scenario as of March 31, 2026 and September 30, 2025:
+Added: The following table shows the results of the scenario as of June 30, 2026 and September 30, 2025:
Economic Value Sensitivity
2 unchanged sentences
-200 -100 +100 +200
−Removed: Balances as of March 31, 2026
+Added: Balances as of June 30, 2026
Percentage change from base -6.2 % -2.9 % 2.2 % 3.9 %
1 unchanged sentence
Percentage change from base -6.5 % -2.6 % 1.6 % 2.8 %
−Removed: The EVE at risk reported at March 31, 2026 shows that the economic value of equity position is expected to benefit from rising interest rates due to the large amount of noninterest-bearing funding.
+Added: The EVE at risk reported at June 30, 2026, shows that the economic value of equity position is expected to benefit from rising interest rates due to the large amount of noninterest-bearing funding.
Compared sentence by sentence after normalising whitespace, quotation marks, case and digits, so re-formatting and restated figures do not read as changed language. Wording changes appear as one removal and one addition. The current filing and the prior one are authoritative.