CMS Case Study

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Static Gap - 12/31/2020

Base Simulation as of 12/31/2020, Base Scenario TOTAL JAN-21

FEB-21

MAR-21

4-6 MONTHS

7-12 MONTHS 13-24 MONTHS 25-60 MONTHS OVER 60 MONTHS

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

ASSETS Investment Overnight

106,181

0.10 106,181

0.10

- -

- -

- -

- -

-

-

-

-

-

-

-

-

- -

- -

Other Liquid Asset

4,929

2.85

-

-

980

3.00 2,710 1.85 14,840

3.00

994

2.19

245

3.40

MBS CMO Muni

103,442 2,112 34,061 1,529 1,354 5,306 4,776 58,131 8,766 76,402 210,932 19,332 10,065 28,227

1.69 3,407

1.95 2,900

1.91 2,915

1.89 9,267

1.78 18,951

1.70 28,386

1.63 22,776

1.53 2.23 2.69

2.23 3.37 0.78 3.72 3.26 0.00

53 14

2.23 3.38

48

2.23 5.07

50 14

2.23 3.38 3.97 3.72 3.26

119

2.23

195

2.23

329

2.23

606

2.23

712

454

42

3.38 1,390

3.24 4,010

3.23 17,897

3.75 10,239

Corporate

- -

- -

- -

- -

300

- -

- -

- -

- -

- -

- -

- -

- -

1,229

- -

Stock

1,354

-

Other Investment Unrealized G/L

0 -

3.19

0 -

3.19

134

1 -

3.19

132

3.26

255

3.26

692

3.26 4,091

3.26

-

-

-

-

-

-

-

-

-

-

-

4,776

-

TOTAL INVESTMENT

263,690 1.30 109,655 0.16 3,403 2.34 4,766 2.59 10,409 1.97 19,268 2.07 24,540 1.99 47,827 2.46 43,823 1.76

Loan

Residential

4.28 2,145 4.67 2,492 4.48 28,029 4.61 40,086 4.32 19,332 5.90 2,812 0.99 4,958

4.75 1,224

5.22 1,182

4.95 2,639 4.72 2,354 5.41 4,818 4.84 12,279 6.72 1,051 1.00 11,346 - -

4.82 5,749 4.57 2,430 4.83 8,235 4.92 23,492 6.64 2,102 1.00 2,109 - -

4.78 8,335

4.68 19,010

4.40 17,848

3.57

Residential - Constr

4.97

932

5.11

524

4.28

34

3.75

-

-

-

-

C & I

4.22 2,326 4.22 10,456

4.80 1,274 4.41 3,592

4.79 9,973 4.65 37,001 6.26 2,341 1.13 2,118 - -

5.01 16,427 4.71 72,991

4.75 5,319 4.75 11,034

2.89 4.50

Commercial RE Home Equity Installments

4.32 4.70

-

-

-

-

-

-

- -

- - - - -

395

6.49

335

6.46 1,028

5.97 3.63

Gov & Agy Guaranteed

0.76 3,782

1.00 3,782

1.13

132

0

1.00

Other Loan Adjustments

154

0.00 0.00 0.00

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- -

154

(9)

(9)

Loan Loss Reserve

(6,062)

- (6,062)

TOTAL LOAN

405,939 4.38 99,854 4.11 19,116 3.91 10,689 3.62 34,488 3.64 44,117 4.58 59,802 4.69 109,588 4.70 28,284 4.55

Other

Other Asset

50,239

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- 50,239 - 50,239

- -

TOTAL OTHER TOTAL ASSETS

50,239 0.00

719,869 2.94 209,509 2.04 22,518 3.68 15,456 3.30 44,897 3.25 63,385 3.82 84,342 3.91 157,415 4.02 122,346 1.68

Cloyd Bank & Trust - Page 33

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