CMS Case Study

Funding Matrix - 12/31/2020

ASSETS/USES

BASE

ASSETS/USES

  DOWN 100BP

Over 60 Months

25-60 Months

13-24 Months

7-12 Months

4-6 Months

0-3 Months

Over 60 Months

25-60 Months

13-24 Months

7-12 Months

4-6 Months

0-3 Months

122 1.68 122 1.59

157 4.02 157 3.93

84 3.91 65 3.82 16 2.95 3 3.20

63 3.82

45 3.25

247 2.27

720 2.94 345 3.08 16 2.95 15 3.13 24 3.08 25 3.26 295 1.92 720 2.61

105 1.55 105 1.46

156 4.02 156 3.93

97 3.72 85 3.63 12 2.76

69 3.73

46 3.25

248 2.27

720 2.94 345 3.11 16 2.77 15 3.02 24 2.99 25 3.17 295 1.92 720 2.61

Over 60 Months 25-60 Months 13-24 Months 7-12 Months 4-6 Months 0-3 Months

345 0.09 16 0.96 15 0.70 24 0.74 25 0.56 295 0.51 720 0.33

Over 60 Months 25-60 Months 13-24 Months 7-12 Months 4-6 Months 0-3 Months

345 0.09 16 0.96 15 0.70 24 0.74 25 0.56 295 0.51 720 0.33

4 2.77 15 3.02 24 2.99 25 3.17 1 3.22 69 3.05

12 3.11 24 3.08 25 3.26 2 3.30 63 3.16

45 2.74 45 2.74

247 1.76 247 1.76

46 2.74 46 2.74

248 1.76 248 1.76

122 1.59

157 3.93

84 3.63

105 1.46

156 3.93

97 3.52

LIABILITIES/SOURCES

LIABILITIES/SOURCES

LEGEND

Long Liabilities/Short Assets

Matched Short Liabilities/Long Assets

All balances shown are in millions.

ASSETS/USES

  UP 200BP

ASSETS/USES

  UP 400BP 24M

Over 60 Months

25-60 Months

13-24 Months

7-12 Months

4-6 Months

0-3 Months

Over 60 Months

25-60 Months

13-24 Months

7-12 Months

4-6 Months

0-3 Months

165 2.00 165 1.95

150 4.10 150 4.05

66 4.12 11 4.07 16 3.16 15 3.41 24 3.38

52 4.04

42 3.29

247 2.27

720 2.94 325 2.99 16 3.16 15 3.41 24 3.37 25 3.49 315 2.02 720 2.61

176 2.06 176 2.01

140 4.18 140 4.13

64 4.15 9 4.11 16 3.20 15 3.45

51 4.05

41 3.29

247 2.27

720 2.94 325 2.98 16 3.20 15 3.45 24 3.41 25 3.49 315 2.02 720 2.61

Over 60 Months 25-60 Months 13-24 Months 7-12 Months 4-6 Months 0-3 Months

325 0.05 16 0.96 15 0.70 24 0.74 25 0.56 315 0.53 720 0.33

Over 60 Months 25-60 Months 13-24 Months 7-12 Months 4-6 Months 0-3 Months

325 0.05 16 0.96 15 0.70 24 0.74 25 0.56 315 0.53 720 0.33

0 3.30 25 3.49 26 3.52 52 3.50

24 3.41 0 3.60

25 3.49 26 3.52 51 3.51

42 2.76 42 2.76

247 1.74 247 1.74

41 2.77 41 2.77

247 1.74 247 1.74

165 1.95

150 4.05

66 3.44

176 2.01

140 4.13

64 3.46

LIABILITIES/SOURCES

LIABILITIES/SOURCES

Cloyd Bank & Trust - Page 32