CMS Case Study

Loan Floor Report 12m Comparison - 03/31/2021

3/31/2021

IN THE MONEY

OUT OF THE MONEY

Floating WSJ Prime

INDEX RATE >200 BP 200-151 BP 150-101 BP 100-51 BP 50-1 BP Total

AT FLOOR 1-50 BP 51-100 BP 101-150 BP 151-200 BP >200 BP Total NO FLOOR TOTAL

3.25 0.10

323

1,913

10,522

15,499 15,586 43,843

9,635 2,210

729

289

38

116 3,380

13,014 69,873 1,043 1,478 14,057 71,351

1 Month LIBOR

--

--

--

436

--

436

--

--

--

--

--

--

--

Total

323

1,913

10,522

15,934 15,586 44,279

9,635 2,210

729

289

38

116 3,380

3/31/2020

IN THE MONEY

OUT OF THE MONEY

Floating WSJ Prime

INDEX RATE >200 BP 200-151 BP 150-101 BP 100-51 BP 50-1 BP Total

AT FLOOR 1-50 BP 51-100 BP 101-150 BP 151-200 BP >200 BP Total NO FLOOR TOTAL

3.25 0.33

3,154

4,088

17,354

13,348 7,640 45,583

4,107 2,288

523

499

25

121 3,455

25,961 79,106

1 Month LIBOR

--

--

--

455

--

455

--

--

--

--

--

--

--

293 748

Total

3,154

4,088

17,354

13,803 7,640 46,038

4,107 2,288

523

499

25

121 3,455

26,254 79,854

12M VARIANCE

IN THE MONEY

OUT OF THE MONEY

Floating WSJ Prime

RATE VAR. >200 BP 200-151 BP 150-101 BP 100-51 BP 50-1 BP Total AT FLOOR 1-50 BP 51-100 BP 101-150 BP 151-200 BP >200 BP Total NO FLOOR TOTAL

0 -2,831

-2,174

-6,832

2,151 7,947 -1,740

5,528

-78

205

-211

13

-5 -75

-12,947 -9,233

1 Month LIBOR

-0.23

--

--

--

-19

--

-19

--

--

--

--

--

--

--

750 731

Total

-2,831

-2,174

-6,832

2,131 7,947 -1,759

5,528

-78

205

-211

13

-5 -75

-12,197 -8,503

1. Non-Accrual loans are excluded from the report. 2. Adjustable loans have repricing frequencies greater than 6 months and reprice within 12 months of the model’s as-of-date. 3. Floating Loans have a repricing frequency 1, 3 or 6 months and reprice within 6 months of the model’s as-of-date.

Cloyd Bank & Trust - Page 64