CMS Case Study

Summary of Rates - 9/30/2020

INDICES

CURR. RATES UP 400BP 24M YIELD CURVE TWIST UP 200BP 24M UP 200BP DOWN 100BP SHOCK UP 400BP SHOCK UP 300BP SHOCK UP 200BP 3.25 400 (1 - 24) 7.25 200 (7 - 24) 5.25 200 (1 - 24) 5.25 200 (1 - 12) 5.25 -25 (1 - 12) 3.00 400 (1 - 1) 7.25 300 (1 - 1) 6.25 200 (1 - 1) 5.25 0.25 400 (1 - 24) 4.25 200 (7 - 24) 2.25 200 (1 - 24) 2.25 200 (1 - 12) 2.25 -24 (1 - 12) 0.01 400 (1 - 1) 4.25 300 (1 - 1) 3.25 200 (1 - 1) 2.25 0.50 400 (1 - 24) 4.50 200 (7 - 24) 2.50 200 (1 - 24) 2.50 200 (1 - 12) 2.50 -24 (1 - 12) 0.26 400 (1 - 1) 4.50 300 (1 - 1) 3.50 200 (1 - 1) 2.50 0.45 400 (1 - 24) 4.45 200 (7 - 24) 2.45 200 (1 - 24) 2.45 200 (1 - 12) 2.45 -24 (1 - 12) 0.21 400 (1 - 1) 4.45 300 (1 - 1) 3.45 200 (1 - 1) 2.45

WSJ Prime Fed Funds

CENTERSTATE FFS SERVISFIRST 1 Month LIBOR 3 Month LIBOR 6 Month LIBOR 1 Year LIBOR 2 Year LIBOR 3 Year LIBOR 4 Year LIBOR 5 Year LIBOR 7 Year LIBOR 10 Year LIBOR 3 Month CMT 6 Month CMT

0.13 400 (1 - 24) 4.13 200 (7 - 24) 2.13 200 (1 - 24) 2.13 200 (1 - 12) 2.13 0.21 400 (1 - 24) 4.21 200 (7 - 24) 2.21 200 (1 - 24) 2.21 200 (1 - 12) 2.21 0.24 400 (1 - 24) 4.24 200 (7 - 24) 2.24 200 (1 - 24) 2.24 200 (1 - 12) 2.24

0 (0 - 0) 0.13 400 (1 - 1) 4.13 300 (1 - 1) 3.13 200 (1 - 1) 2.13 0 (0 - 0) 0.21 400 (1 - 1) 4.21 300 (1 - 1) 3.21 200 (1 - 1) 2.21 0 (0 - 0) 0.24 400 (1 - 1) 4.24 300 (1 - 1) 3.24 200 (1 - 1) 2.24

0.33 400 (1 - 24) 4.33 200 (7 - 24) 2.33 200 (1 - 24) 2.33 200 (1 - 12) 2.33 -8 (1 - 12) 0.25 400 (1 - 1) 4.33 300 (1 - 1) 3.33 200 (1 - 1) 2.33

0.24 400 (1 - 24) 4.24 200 (1 - 24) 2.24 200 (1 - 24) 2.24 200 (1 - 12) 2.24

0 (0 - 0) 0.24 400 (1 - 1) 4.24 300 (1 - 1) 3.24 200 (1 - 1) 2.24

0.28 400 (1 - 24) 4.28 200 (1 - 24) 2.28 200 (1 - 24) 2.28 200 (1 - 12) 2.28 -3 (1 - 12) 0.25 400 (1 - 1) 4.28 300 (1 - 1) 3.28 200 (1 - 1) 2.28 0.34 400 (1 - 24) 4.34 200 (1 - 24) 2.34 200 (1 - 24) 2.34 200 (1 - 12) 2.34 -9 (1 - 12) 0.25 400 (1 - 1) 4.34 300 (1 - 1) 3.34 200 (1 - 1) 2.34 0.42 400 (1 - 24) 4.42 200 (1 - 24) 2.42 200 (1 - 24) 2.42 200 (1 - 12) 2.42 -17 (1 - 12) 0.25 400 (1 - 1) 4.42 300 (1 - 1) 3.42 200 (1 - 1) 2.42 0.61 400 (1 - 24) 4.61 200 (1 - 18) 2.61 200 (1 - 24) 2.61 200 (1 - 12) 2.61 -36 (1 - 12) 0.25 400 (1 - 1) 4.61 300 (1 - 1) 3.61 200 (1 - 1) 2.61 0.84 400 (1 - 24) 4.84 200 (1 - 18) 2.84 200 (1 - 24) 2.84 200 (1 - 12) 2.84 -59 (1 - 12) 0.25 400 (1 - 1) 4.84 300 (1 - 1) 3.84 200 (1 - 1) 2.84 0.10 400 (1 - 24) 4.10 200 (7 - 24) 2.10 200 (1 - 24) 2.10 200 (1 - 12) 2.10 -9 (1 - 12) 0.01 400 (1 - 1) 4.10 300 (1 - 1) 3.10 200 (1 - 1) 2.10 0.11 400 (1 - 24) 4.11 200 (7 - 24) 2.11 200 (1 - 24) 2.11 200 (1 - 12) 2.11 -10 (1 - 12) 0.01 400 (1 - 1) 4.11 300 (1 - 1) 3.11 200 (1 - 1) 2.11 0.12 400 (1 - 24) 4.12 200 (7 - 24) 2.12 200 (1 - 24) 2.12 200 (1 - 12) 2.12 -11 (1 - 12) 0.01 400 (1 - 1) 4.12 300 (1 - 1) 3.12 200 (1 - 1) 2.12 0.16 400 (1 - 24) 4.16 200 (1 - 24) 2.16 200 (1 - 24) 2.16 200 (1 - 12) 2.16 -15 (1 - 12) 0.01 400 (1 - 1) 4.16 300 (1 - 1) 3.16 200 (1 - 1) 2.16 0.21 400 (1 - 24) 4.21 200 (1 - 24) 2.21 200 (1 - 24) 2.21 200 (1 - 12) 2.21 -20 (1 - 12) 0.01 400 (1 - 1) 4.21 300 (1 - 1) 3.21 200 (1 - 1) 2.21 0.36 400 (1 - 24) 4.36 200 (1 - 24) 2.36 200 (1 - 24) 2.36 200 (1 - 12) 2.36 -35 (1 - 12) 0.01 400 (1 - 1) 4.36 300 (1 - 1) 3.36 200 (1 - 1) 2.36 0.59 400 (1 - 24) 4.59 200 (1 - 18) 2.59 200 (1 - 24) 2.59 200 (1 - 12) 2.59 -58 (1 - 12) 0.01 400 (1 - 1) 4.59 300 (1 - 1) 3.59 200 (1 - 1) 2.59 0.83 400 (1 - 24) 4.83 200 (1 - 18) 2.83 200 (1 - 24) 2.83 200 (1 - 12) 2.83 -82 (1 - 12) 0.01 400 (1 - 1) 4.83 300 (1 - 1) 3.83 200 (1 - 1) 2.83 1.88 400 (1 - 24) 5.88 200 (1 - 18) 3.88 200 (1 - 24) 3.88 200 (1 - 12) 3.88 -100 (1 - 12) 0.88 400 (1 - 1) 5.88 300 (1 - 1) 4.88 200 (1 - 1) 3.88 1.49 400 (1 - 24) 5.49 200 (1 - 18) 3.49 200 (1 - 24) 3.49 200 (1 - 12) 3.49 -100 (1 - 12) 0.49 400 (1 - 1) 5.49 300 (1 - 1) 4.49 200 (1 - 1) 3.49 3.50 400 (1 - 24) 7.50 200 (1 - 18) 5.50 200 (1 - 24) 5.50 200 (1 - 12) 5.50 -100 (1 - 12) 2.50 400 (1 - 1) 7.50 300 (1 - 1) 6.50 200 (1 - 1) 5.50

1 Year CMT 2 Year CMT 3 Year CMT 5 Year CMT 7 Year CMT 10 Year CMT FNCR 3060 FNCR 1560

AFT 30YR - FNMA 30YR AFT 15YR - FNMA 15YR

3.14 400 (1 - 24) 7.14 200 (1 - 18) 5.14 200 (1 - 24) 5.14 200 (1 - 12) 5.14 -100 (1 - 12) 2.14 400 (1 - 1) 7.14 300 (1 - 1) 6.14 200 (1 - 1) 5.14

AFT 7YR - 3YR LIBOR SWAP AFT 5YR - 3YR LIBOR SWAP

3.13 400 (1 - 24) 7.13 200 (1 - 24) 5.13 200 (1 - 24) 5.13 200 (1 - 12) 5.13 -3 (1 - 12) 3.10 400 (1 - 1) 7.13 300 (1 - 1) 6.13 200 (1 - 1) 5.13

3.10 400 (1 - 24) 7.10 200 (1 - 24) 5.10 200 (1 - 24) 5.10 200 (1 - 12) 5.10 -3 (1 - 12) 3.07 400 (1 - 1) 7.10 300 (1 - 1) 6.10 200 (1 - 1) 5.10

3 Month Brokered 6 Month Brokered 1 Year Brokered CD 2 Year Brokered CD 3 Year Brokered CD 4 Year Brokered CD 5 Year Brokered CD

0.25 400 (1 - 24) 4.25 200 (7 - 24) 2.25 200 (1 - 24) 2.25 200 (1 - 12) 2.25 0.25 400 (1 - 24) 4.25 200 (7 - 24) 2.25 200 (1 - 24) 2.25 200 (1 - 12) 2.25

0 (0 - 0) 0.25 400 (1 - 1) 4.25 300 (1 - 1) 3.25 200 (1 - 1) 2.25 0 (0 - 0) 0.25 400 (1 - 1) 4.25 300 (1 - 1) 3.25 200 (1 - 1) 2.25

0.30 400 (1 - 24) 4.30 200 (7 - 24) 2.30 200 (1 - 24) 2.30 200 (1 - 12) 2.30 -5 (1 - 12) 0.25 400 (1 - 1) 4.30 300 (1 - 1) 3.30 200 (1 - 1) 2.30 0.35 400 (1 - 24) 4.35 200 (1 - 24) 2.35 200 (1 - 24) 2.35 200 (1 - 12) 2.35 -10 (1 - 12) 0.25 400 (1 - 1) 4.35 300 (1 - 1) 3.35 200 (1 - 1) 2.35 0.40 400 (1 - 24) 4.40 200 (1 - 24) 2.40 200 (1 - 24) 2.40 200 (1 - 12) 2.40 -15 (1 - 12) 0.25 400 (1 - 1) 4.40 300 (1 - 1) 3.40 200 (1 - 1) 2.40 0.50 400 (1 - 24) 4.50 200 (1 - 24) 2.50 200 (1 - 24) 2.50 200 (1 - 12) 2.50 -25 (1 - 12) 0.25 400 (1 - 1) 4.50 300 (1 - 1) 3.50 200 (1 - 1) 2.50 0.65 400 (1 - 24) 4.65 200 (1 - 24) 2.65 200 (1 - 24) 2.65 200 (1 - 12) 2.65 -40 (1 - 12) 0.25 400 (1 - 1) 4.65 300 (1 - 1) 3.65 200 (1 - 1) 2.65

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