CMS Case Study

Cloyd Bank & Trust

Collateral Worksheet As Of 09/30/2021

ALLOCATION OF EXISTING COLLATERAL

Avail. Collateral (Net Haircut)

Unencumbered Collateral

Total Balance Available Collateral

Gross Qualifying %

INVESTMENTS UST / GSE Bonds MBS / CMO (Govt) MBS / CMO (Private)

$18,649 $334,197

$18,649 $334,197

$18,649 $317,487

$18,649 $198,214

100.00% 100.00%

-

-

-

-

-

Municipals

$41,906 $3,566 $398,318

$23,160

$23,160

$5,421

55.27%

Other Investments

-

-

-

- -

$376,006

$359,296

$222,284

LOANS - FHLB COLLATERAL Agricultural

- -

- - -

- - -

- - - - - -

- - -

Auto

Commercial & Industrial Commercial Real Estate

$79,979 $209,221 $10,126 $17,856 $64,632 $21,879 $403,693 $802,011

$20,034

$10,017

9.58%

Construction Home Equity Residential Other Loans

- -

- -

- -

$45,880 $4,210 $70,124 $446,130

$34,410 $2,105 $46,532 $405,828

$11,532

70.99% 19.24%

-

$11,532 $233,816

-

EXISTING SECURED LIABILITIES

Retail Repos

Secured Deposits

FHLB

Other Borrowings

FRB

INVESTMENTS UST / GSE Bonds MBS / CMO (Govt) MBS / CMO (Private)

-

-

- - - - - - - - -

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

$26,929

$92,344

- - -

-

Municipals

$17,739

Other Investments

-

$26,929

$110,083

LOANS Agricultural

- - - - - - - - -

- - - - - - - - -

Auto

Commercial & Industrial Commercial Real Estate

$10,017

Construction Home Equity Residential Other Loans

- -

$22,878 $2,105 $35,000 $35,000

$26,929

$110,083

PROJECTED COLLATERAL ALLOCATION (PLEDGED DISTRIBUTIONS) Retail Repos Secured Deposits

FHLB

Other Borrowings

FRB

INVESTMENTS UST / GSE Bonds MBS / CMO (Govt) MBS / CMO (Private)

-

-

- - - - - - - - -

100.00%

83.89%

- - -

-

Municipals

16.11%

Other Investments

-

100.00%

100.00%

LOANS Agricultural

- - - - - - - - -

- - - - - - - - -

Auto

Commercial & Industrial Commercial Real Estate

28.62%

Construction Home Equity Residential Other Loans

- -

65.37%

6.01%

100.00% 100.00%

100.00%

100.00%

0.00%

0.00%

36

© Darling Consulting Group 2021

12/13/2021 - 2:11 PM