Company: WTFCN
Filing Date: 2025-05-05
Form Type: 10-Q
Source: 0001015328-25-000130
Chunk: 65

Company: WINTRUST FINANCIAL CORP
Filing Date: 2025-05-05
Form: 10-Q
Item: Item 1
Chunk 65
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12%DecreaseConstant prepayment rate (CPR) - current loans8.92%8.92%DecreaseAverage life - delinquent loans (in years)1.8 years - 11.2 years6.5 yearsDecreaseMSRs196,307 Discounted cash flowsDiscount rate7% - 18%10.94%DecreaseConstant prepayment rate (CPR)1% - 91%8.92%DecreaseCost of servicing$70 - $200$76 DecreaseCost of servicing - delinquent$200 - 1,000$402 DecreaseDerivatives5,493 Discounted cash flowsPull-through rate4% - 100%83.8 %IncreaseMeasured at fair value on a non-recurring basis:Individually assessed loans - foreclosure probable and collateral-dependent121,269 Appraisal valueAppraisal adjustment - cost of sale10%10.00%DecreaseOther real estate owned22,625 Appraisal valueAppraisal adjustment - cost of sale10%10.00%Decrease

39

The Company is required under applicable accounting guidance to report the fair value of all financial instruments on the Consolidated Statements of Condition, including those financial instruments carried at cost. The table below presents the carrying amounts and estimated fair values of the Company’s financial instruments as of the dates shown: At March 31, 2025At December 31, 2024At March 31, 2024CarryingFairCarryingFairCarryingFair(In thousands)ValueValueValueValueValueValueFinancial Assets:Cash and cash equivalents$616,279 $616,279 $458,536 $458,536 $379,886 $379,886 Interest-bearing deposits with banks4,238,237 4,238,237 4,409,753 4,409,753 2,131,077 2,131,077 Available-for-sale securities4,220,305 4,220,305 4,141,482 4,141,482 4,387,598 4,387,598 Held-to-maturity securities3,564,490 2,922,813 3,613,263 2,910,550 3,810,015 3,111,954 Trading account securities— — 4,072 4,072 2,184 2,184 Equity securities with