CMS Case Study

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Detailed Simulation Assumptions - 9/30/2020

NEW CASHFLOW PREPAY TYPE

STARTING

EXISTING REPRICING

NEW VOLUME

NEW REPRICING

REP FREQ

CHG

CHG FLOOR

LIFE

LIFE FLOOR

FIXED PER

REP FREQ

CHG

CHG FLOOR

LIFE

LIFE FLOOR

TERM (MTHS)

AMORT (WAM) EXISTING NEW

BALANCE RATE ACCRUAL

INDEX OFFSET RATE

CAP

INDEX OFFSET RATE

CAP

CRE Adj 1M (1M LIBOR) I/O

459 2.53 Act/360

1 Month LIBOR 2.35 2.48 --

-- -- --

-- User Def.

20% to CASHFLOW: CRE Floating Rem to CASHFLOW: CRE Fixed (5Y)

-- --

WSJ Prime 0.25 3.50 2 Year FHLB 3.78 4.15

WSJ Prime 0.25 3.50

1 --

48 60

-- User Def. -- User Def.

CASHFLOW: Home Equity HE Adj 1M (Prime) I/O LOC 19,848 4.31 Act/Act

WSJ Prime 0.40 3.65 --

-- --

Rem to CASHFLOW: HE Floating

WSJ Prime 0.25 3.50

1 --

-- 18.00

180

-- User Def.

CASHFLOW: Install Install Fixed -

7,499 6.64 Act/Act 650 5.20 Act/Act 830 3.57 Act/Act 257 3.31 Act/Act

-- --

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

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

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

-- User Def. -- User Def. -- User Def. -- User Def. -- User Def. -- User Def.

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

Install Fixed - I/O

Install Adj 1M (Prime) Install Adj 1M (Prime) I/O Install Fixed - I/O LOC Install Adj 1M (Prime) I/O LOC

WSJ Prime 0.02 3.27 -- WSJ Prime 0.06 3.31 --

3 5.75 Act/Act

1,023 4.98 Act/Act

WSJ Prime 0.33 3.58 --

Rem to CASHFLOW: Install Fixed (2.5Y)

-- --

2 Year FHLB 5.88 6.25

-- User Def.

Overdraft (Manual)

193 --

30/360

CASHFLOW: Gov & Agy Gov&Agy Fixed -

1,665 1.00 Act/360

-- --

Rem to CASHFLOW: Gov & Agy Fixed

10 Year FHLB 2.37 3.63

240

CASHFLOW: PPP Gov&Agy Fixed - PPP

40,338 1.00 Act/360

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

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

Total Cap 20169 to CASHFLOW: Fed Funds

-- -- --

Fed Funds (0.15) 0.10

1 1

1 -- 1 --

0.01

Other Loan Items

(299)

Act/Act Act/Act Act/Act 30/360 30/360 30/360 30/360 30/360

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

Unearned SBA PPP Orig. Fees

(1,254)

-- --

Loan Suspense ICPT Loan Adjustment Loan Loss Reserve

75 --

(139) 4.37 Act/Act

1 --

(5,830)

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

Cash & Due

10,358 -- 11,654 -- 16,662 -- 11,062 --

BOLI

Fixed Assets Other Assets Liability

DDA 137,466 --

Act/Act Act/Act Act/Act

-- -- --

1 -- 1 --

DDA - PPP

20,169 --

DDA Adjustment

46 --

NOW - Cloyd Select NOW - Cloyd Plus NOW - Business Edge

15,572 0.05 Act/Act 1,435 0.40 Act/Act 46,173 0.26 Act/Act 431 0.17 Act/Act 11,511 0.19 Act/Act 28,751 0.26 Act/Act 75,333 0.39 Act/Act 27,373 1.47 Act/Act 20,363 0.05 Act/Act 1,765 0.05 Act/Act 48 0.15 Act/Act 45 0.15 Act/Act 126 0.15 Act/Act 492 0.28 Act/Act 129 0.23 Act/Act 724 0.16 Act/Act 1,030 0.26 Act/Act 1,941 0.27 Act/Act 30,761 0.45 Act/Act 354 0.66 Act/Act 28,339 0.64 Act/Act 9,624 0.75 Act/Act 5,844 0.74 Act/Act 1,241 0.76 Act/Act 1,325 1.20 Act/Act

-- 0.05 -- 0.40 -- 0.26 -- 0.16 -- 0.20 -- 0.26 -- 0.38 -- 1.47 -- 0.05 -- 0.05 -- 0.15 -- 0.15 -- 0.15 -- 0.28 -- 0.23 -- 0.17 -- 0.26 -- 0.27 -- 0.45 -- 0.18

1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 -- 1 --

NOW - Cloyd Prime (<10K) NOW - Cloyd Prime (10K-50K) NOW - Cloyd Prime (50K-150K) NOW - Cloyd Prime (>150K)

NOW - Kasasa

Public NOW 5,672 1.11 Act/Act

Public NOW -- 1.11

Savings - Secure

Savings - Business Secure MMDA - Cloyd (<10K) MMDA - Cloyd (10K+) MMDA - Cloyd (20K+) MMDA - Cloyd (50K+) MMDA - Business (<20K) MMDA - Business (20K+) MMDA - Business (50K+) MMDA - Business (100K+) MMDA - Business (250K+)

Public MMDA 28,582 0.18 Act/Act

Public MMDA

CASHFLOW: CDs CD 1-5 Months CD 6-11 Months CD 12-17 Months CD 18-23 Months CD 24-35 Months CD 36-47 Months

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

Cloyd Bank & Trust - Page 63

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