CMS Case Study

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Loan Cap Report 3m Comparison - 12/31/2021

12/31/2021

IN THE MONEY

OUT OF THE MONEY

Floating WSJ Prime

INDEX RATE >200 BP 200-151 BP 150-101 BP 100-51 BP 50-1 BP Total AT CAP 1-50 BP 51-100 BP 101-150 BP 151-200 BP >200 BP Total

NO CAP TOTAL

3.25 0.12

-- -- --

2,310

8,680

-- -- --

1,014 29,544 41,548 23,009 64,557

1 Month LIBOR

1,521 1,521

Total

2,310

8,680

1,014 29,544 41,548 24,530 66,078

9/30/2021

IN THE MONEY

OUT OF THE MONEY

Floating WSJ Prime

INDEX RATE >200 BP 200-151 BP 150-101 BP 100-51 BP 50-1 BP Total AT CAP 1-50 BP 51-100 BP 101-150 BP 151-200 BP >200 BP Total

NO CAP TOTAL

3.25 0.09

-- -- --

1,957

8,358

-- -- --

401 29,359 40,075 24,709 64,783

1 Month LIBOR

1,526 1,526

Total

1,957

8,358

401 29,359 40,075 26,235 66,309

3M VARIANCE

IN THE MONEY

OUT OF THE MONEY

Floating WSJ Prime

RATE VAR. >200 BP 200-151 BP 150-101 BP 100-51 BP 50-1 BP Total AT CAP 1-50 BP 51-100 BP 101-150 BP 151-200 BP >200 BP Total NO CAP TOTAL

-- -- --

353

321

-- -- --

613

186 1,473 -1,700 -226

1 Month LIBOR

0.03

-5

Total

353

321

613

186 1,473 -1,705 -231

1. Loans with caps greater than 25% are assumed to have "No Cap". Non-Accrual loans are excluded from the report. 2. Adjustable loans have repricing frequencies greater than 6 months and reprice within 12 months of the model’s as-of-date. 3. Floating Loans have a repricing frequency 1, 3 or 6 months and reprice within 6 months of the model’s as-of-date.

Cloyd Bank & Trust - Page 61

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