CMS Case Study

Summary of Rates - 12/31/2020

INDICES

CURR. RATES UP 400BP 24M YIELD CURVE TWIST UP 200BP 24M UP 200BP DOWN 100BP SHOCK UP 400BP SHOCK UP 300BP SHOCK UP 200BP 3.25 400 (1 - 24) 7.25 200 (7 - 24) 5.25 200 (1 - 24) 5.25 200 (1 - 12) 5.25 -25 (1 - 12) 3.00 400 (1 - 1) 7.25 300 (1 - 1) 6.25 200 (1 - 1) 5.25 0.25 400 (1 - 24) 4.25 200 (7 - 24) 2.25 200 (1 - 24) 2.25 200 (1 - 12) 2.25 -24 (1 - 12) 0.01 400 (1 - 1) 4.25 300 (1 - 1) 3.25 200 (1 - 1) 2.25 0.10 400 (1 - 24) 4.10 200 (7 - 24) 2.10 200 (1 - 24) 2.10 200 (1 - 12) 2.10 -24 (1 - 12) -0.14 400 (1 - 1) 4.10 300 (1 - 1) 3.10 200 (1 - 1) 2.10 0.10 400 (1 - 24) 4.10 200 (7 - 24) 2.10 200 (1 - 24) 2.10 200 (1 - 12) 2.10 -24 (1 - 12) -0.14 400 (1 - 1) 4.10 300 (1 - 1) 3.10 200 (1 - 1) 2.10

WSJ Prime Fed Funds

CENTERSTATE FFS SERVISFIRST 1 Month LIBOR 3 Month LIBOR 6 Month LIBOR 1 Year LIBOR 2 Year LIBOR 3 Year LIBOR 4 Year LIBOR 5 Year LIBOR 7 Year LIBOR 10 Year LIBOR 3 Month CMT 6 Month CMT

0.12 400 (1 - 24) 4.12 200 (7 - 24) 2.12 200 (1 - 24) 2.12 200 (1 - 12) 2.12 0.19 400 (1 - 24) 4.19 200 (7 - 24) 2.19 200 (1 - 24) 2.19 200 (1 - 12) 2.19 0.21 400 (1 - 24) 4.21 200 (7 - 24) 2.21 200 (1 - 24) 2.21 200 (1 - 12) 2.21

0 (0 - 0) 0.12 400 (1 - 1) 4.12 300 (1 - 1) 3.12 200 (1 - 1) 2.12 0 (0 - 0) 0.19 400 (1 - 1) 4.19 300 (1 - 1) 3.19 200 (1 - 1) 2.19 0 (0 - 0) 0.21 400 (1 - 1) 4.21 300 (1 - 1) 3.21 200 (1 - 1) 2.21

0.30 400 (1 - 24) 4.30 200 (7 - 24) 2.30 200 (1 - 24) 2.30 200 (1 - 12) 2.30 -5 (1 - 12) 0.25 400 (1 - 1) 4.30 300 (1 - 1) 3.30 200 (1 - 1) 2.30

0.20 400 (1 - 24) 4.20 200 (1 - 24) 2.20 200 (1 - 24) 2.20 200 (1 - 12) 2.20

0 (0 - 0) 0.20 400 (1 - 1) 4.20 300 (1 - 1) 3.20 200 (1 - 1) 2.20

0.28 400 (1 - 24) 4.28 200 (1 - 24) 2.28 200 (1 - 24) 2.28 200 (1 - 12) 2.28 -3 (1 - 12) 0.25 400 (1 - 1) 4.28 300 (1 - 1) 3.28 200 (1 - 1) 2.28 0.42 400 (1 - 24) 4.42 200 (1 - 24) 2.42 200 (1 - 24) 2.42 200 (1 - 12) 2.42 -17 (1 - 12) 0.25 400 (1 - 1) 4.42 300 (1 - 1) 3.42 200 (1 - 1) 2.42 0.58 400 (1 - 24) 4.58 200 (1 - 24) 2.58 200 (1 - 24) 2.58 200 (1 - 12) 2.58 -33 (1 - 12) 0.25 400 (1 - 1) 4.58 300 (1 - 1) 3.58 200 (1 - 1) 2.58 0.90 400 (1 - 24) 4.90 200 (1 - 18) 2.90 200 (1 - 24) 2.90 200 (1 - 12) 2.90 -65 (1 - 12) 0.25 400 (1 - 1) 4.90 300 (1 - 1) 3.90 200 (1 - 1) 2.90 1.24 400 (1 - 24) 5.24 200 (1 - 18) 3.24 200 (1 - 24) 3.24 200 (1 - 12) 3.24 -99 (1 - 12) 0.25 400 (1 - 1) 5.24 300 (1 - 1) 4.24 200 (1 - 1) 3.24 0.03 400 (1 - 24) 4.03 200 (7 - 24) 2.03 200 (1 - 24) 2.03 200 (1 - 12) 2.03 -2 (1 - 12) 0.01 400 (1 - 1) 4.03 300 (1 - 1) 3.03 200 (1 - 1) 2.03 0.05 400 (1 - 24) 4.05 200 (7 - 24) 2.05 200 (1 - 24) 2.05 200 (1 - 12) 2.05 -4 (1 - 12) 0.01 400 (1 - 1) 4.05 300 (1 - 1) 3.05 200 (1 - 1) 2.05 0.06 400 (1 - 24) 4.06 200 (7 - 24) 2.06 200 (1 - 24) 2.06 200 (1 - 12) 2.06 -5 (1 - 12) 0.01 400 (1 - 1) 4.06 300 (1 - 1) 3.06 200 (1 - 1) 2.06 0.09 400 (1 - 24) 4.09 200 (1 - 24) 2.09 200 (1 - 24) 2.09 200 (1 - 12) 2.09 -8 (1 - 12) 0.01 400 (1 - 1) 4.09 300 (1 - 1) 3.09 200 (1 - 1) 2.09 0.19 400 (1 - 24) 4.19 200 (1 - 24) 2.19 200 (1 - 24) 2.19 200 (1 - 12) 2.19 -18 (1 - 12) 0.01 400 (1 - 1) 4.19 300 (1 - 1) 3.19 200 (1 - 1) 2.19 0.47 400 (1 - 24) 4.47 200 (1 - 24) 2.47 200 (1 - 24) 2.47 200 (1 - 12) 2.47 -46 (1 - 12) 0.01 400 (1 - 1) 4.47 300 (1 - 1) 3.47 200 (1 - 1) 2.47 0.83 400 (1 - 24) 4.83 200 (1 - 18) 2.83 200 (1 - 24) 2.83 200 (1 - 12) 2.83 -82 (1 - 12) 0.01 400 (1 - 1) 4.83 300 (1 - 1) 3.83 200 (1 - 1) 2.83 1.19 400 (1 - 24) 5.19 200 (1 - 18) 3.19 200 (1 - 24) 3.19 200 (1 - 12) 3.19 -100 (1 - 12) 0.19 400 (1 - 1) 5.19 300 (1 - 1) 4.19 200 (1 - 1) 3.19 2.05 400 (1 - 24) 6.05 200 (1 - 18) 4.05 200 (1 - 24) 4.05 200 (1 - 12) 4.05 -100 (1 - 12) 1.05 400 (1 - 1) 6.05 300 (1 - 1) 5.05 200 (1 - 1) 4.05 1.41 400 (1 - 24) 5.41 200 (1 - 18) 3.41 200 (1 - 24) 3.41 200 (1 - 12) 3.41 -100 (1 - 12) 0.41 400 (1 - 1) 5.41 300 (1 - 1) 4.41 200 (1 - 1) 3.41 3.52 400 (1 - 24) 7.52 200 (1 - 18) 5.52 200 (1 - 24) 5.52 200 (1 - 12) 5.52 -100 (1 - 12) 2.52 400 (1 - 1) 7.52 300 (1 - 1) 6.52 200 (1 - 1) 5.52

1 Year CMT 2 Year CMT 3 Year CMT 5 Year CMT 7 Year CMT 10 Year CMT FNCR 3060 FNCR 1560

AFT 30YR - FNMA 30YR AFT 15YR - FNMA 15YR

3.02 400 (1 - 24) 7.02 200 (1 - 18) 5.02 200 (1 - 24) 5.02 200 (1 - 12) 5.02 -100 (1 - 12) 2.02 400 (1 - 1) 7.02 300 (1 - 1) 6.02 200 (1 - 1) 5.02

AFT 7YR - 3YR LIBOR SWAP AFT 5YR - 3YR LIBOR SWAP

3.01 400 (1 - 24) 7.01 200 (1 - 24) 5.01 200 (1 - 24) 5.01 200 (1 - 12) 5.01 -3 (1 - 12) 2.98 400 (1 - 1) 7.01 300 (1 - 1) 6.01 200 (1 - 1) 5.01

2.99 400 (1 - 24) 6.99 200 (1 - 24) 4.99 200 (1 - 24) 4.99 200 (1 - 12) 4.99 -3 (1 - 12) 2.96 400 (1 - 1) 6.99 300 (1 - 1) 5.99 200 (1 - 1) 4.99

3 Month Brokered 6 Month Brokered 1 Year Brokered CD 2 Year Brokered CD 3 Year Brokered CD 4 Year Brokered CD 5 Year Brokered CD

0.10 400 (1 - 24) 4.10 200 (7 - 24) 2.10 200 (1 - 24) 2.10 200 (1 - 12) 2.10 0.10 400 (1 - 24) 4.10 200 (7 - 24) 2.10 200 (1 - 24) 2.10 200 (1 - 12) 2.10 0.10 400 (1 - 24) 4.10 200 (7 - 24) 2.10 200 (1 - 24) 2.10 200 (1 - 12) 2.10 0.20 400 (1 - 24) 4.20 200 (1 - 24) 2.20 200 (1 - 24) 2.20 200 (1 - 12) 2.20 0.25 400 (1 - 24) 4.25 200 (1 - 24) 2.25 200 (1 - 24) 2.25 200 (1 - 12) 2.25

0 (0 - 0) 0.10 400 (1 - 1) 4.10 300 (1 - 1) 3.10 200 (1 - 1) 2.10 0 (0 - 0) 0.10 400 (1 - 1) 4.10 300 (1 - 1) 3.10 200 (1 - 1) 2.10 0 (0 - 0) 0.10 400 (1 - 1) 4.10 300 (1 - 1) 3.10 200 (1 - 1) 2.10 0 (0 - 0) 0.20 400 (1 - 1) 4.20 300 (1 - 1) 3.20 200 (1 - 1) 2.20 0 (0 - 0) 0.25 400 (1 - 1) 4.25 300 (1 - 1) 3.25 200 (1 - 1) 2.25

0.45 400 (1 - 24) 4.45 200 (1 - 24) 2.45 200 (1 - 24) 2.45 200 (1 - 12) 2.45 -20 (1 - 12) 0.25 400 (1 - 1) 4.45 300 (1 - 1) 3.45 200 (1 - 1) 2.45 0.50 400 (1 - 24) 4.50 200 (1 - 24) 2.50 200 (1 - 24) 2.50 200 (1 - 12) 2.50 -25 (1 - 12) 0.25 400 (1 - 1) 4.50 300 (1 - 1) 3.50 200 (1 - 1) 2.50

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