CMS Case Study

Investment Cash Flows - 9/30/2020

ASSETS

Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2

Y3

Y4

Y5

>Y5 CASH FLOW

62.5MM

TREASURIES & AGENCIES

0

0

0

0

0

0

0

0

0

0

0

0

50MM

MBS & CMO'S MUNICIPALS

12,805 8,725 5,149 3,909 2,955 2,582 2,831 2,927 9,844 8,607

7,453 34,533 3,595 20,000

37.5MM

1,525

0

0

0

705 245

305 127

0 0

0

840 4,785

25MM

OTHER INVESTMENTS

495 134 980 2,595

868

488

472

215

4,389

12.5MM

TOTAL

14,825 8,858 6,129 6,505 3,905 3,014 2,831 3,795 11,173 13,864 11,263 58,922 14,825 23,684 29,813 36,317 40,222 43,237 46,067 49,863 61,035 74,899 86,162 145,084 -218 -2,384 -6,870 -11,594 -14,812 -18,690 -20,341 -22,668 -28,527 -30,853 -29,710 0

0

CUMULATIVE

UP 200BP RATE SCENARIO

Y1

Y2

Y3

Y4

Y5

>Y5

CML Δ FROM BASE

>Y5 CASH FLOW

ASSETS

Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2

Y3

Y4

Y5

62.5MM

TREASURIES & AGENCIES

0

0

0

0

0

0

0

0

0

0

0

0

50MM

MBS & CMO'S

13,023 10,891 9,635 8,033 6,174 4,960 4,482 3,949 11,134 7,854

5,769 16,418

37.5MM

MUNICIPALS

1,525

0

0

600

705 1,805

0 1,305 5,410 7,865

4,135

8,405

25MM

OTHER INVESTMENTS

495 134 980 2,595

245

127

0

868

488

472

215

4,389

12.5MM

0

TOTAL

15,043 11,025 10,615 11,228 7,124 6,892 4,482 6,122 17,032 16,190 10,120 29,212

BASE RATE SCENARIO

Y1

Y2

Y3

Y4

Y5

>Y5

CUMULATIVE

15,043 26,068 36,683 47,911 55,035 61,926 66,409 72,530 89,563 105,753 115,872 145,084

ASSETS

Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2

Y3

Y4

Y5

>Y5 CASH FLOW

62.5MM

TREASURIES & AGENCIES

0

0

0

0

0

0

0

0

0

0

0

0

50MM

MBS & CMO'S MUNICIPALS

13,092 11,334 10,368 8,897 7,114 5,920 5,497 4,842 12,230 6,904

4,700 11,422

37.5MM

1,525

0

0

600

705 1,805

0 1,305 5,410 7,865

4,135

8,405 4,389

25MM

OTHER INVESTMENTS

495 134 980 2,595

245

127

0

868

488

472

215

12.5MM

TOTAL

15,112 11,467 11,348 12,093 8,064 7,852 5,497 7,015 18,128 15,241 9,051 24,216 15,112 26,579 37,927 50,020 58,084 65,937 71,433 78,448 96,577 111,818 120,868 145,084 69 511 1,245 2,109 3,049 4,010 5,025 5,918 7,014 6,065 4,996 0

0

CUMULATIVE

Y1

Y2

Y3

Y4

Y5

DOWN 100BP RATE SCENARIO

>Y5

CML Δ FROM BASE

Cloyd Bank & Trust - Page 13