CMS Case Study

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Detailed Simulation Assumptions - 03/31/2021

NEW CASHFLOW

PREPAY TYPE

STARTING

EXISTING REPRICING

NEW VOLUME

NEW REPRICING

REP FREQ

CHG CAP

CHG FLOOR

LIFE CAP

LIFE FLOOR

FIXED PER

REP FREQ

CHG CAP

CHG FLOOR

LIFE

LIFE FLOOR

TERM (MTHS)

AMORT (WAM) EXISTING NEW

BALANCE RATE ACCRUAL

INDEX OFFSET RATE

CAP

C&I Adj 1M (Prime) I/O 4,175 4.25 Act/360 C&I Adj 1M (Prime) I/O LOC 9,144 4.27 Act/360

WSJ Prime 0.40 3.65 -- -- WSJ Prime 0.37 3.62 -- -- WSJ Prime (1.25) 2.00 -- --

-- -- -- -- -- --

-- -- --

-- -- -- -- -- --

-- -- --

-- User Def. -- User Def. -- User Def.

-- -- --

C&I Adj 3M (Prime) I/O LOC

31 3.75 30/360

Rem to CASHFLOW: C&I Floating

-- --

WSJ Prime 0.25 3.50

1 1 --

-- User Def.

C&I Adj 3M (Prime) Non-Accrual CASHFLOW: CRE Fixed

85 -- Act/Act

-- --

CRE Fixed - 149,073 4.66 Act/360 CRE Fixed - I/O 20,357 4.57 Act/360

-- --

-- -- -- --

-- --

-- -- -- --

-- --

-- User Def. -- User Def.

-- --

Rem to CASHFLOW: CRE Fixed (5Y)

-- --

2 Year FHLB 3.66 4.00

-- --

-- User Def.

CASHFLOW: CRE Adj CRE Adj 1M (Prime)

13,346 4.08 Act/360

WSJ Prime 0.29 3.54 -- -- WSJ Prime 0.44 3.69 -- -- 1 Month LIBOR 2.75 2.85 -- -- 1 Month LIBOR 2.35 2.45 -- -- WSJ Prime 1.70 4.95 -- --

-- -- -- -- -- -- -- -- -- --

-- -- -- -- --

-- -- -- -- -- -- -- -- -- --

-- -- -- -- --

-- User Def. -- User Def. -- User Def. -- User Def. -- User Def.

-- -- -- -- --

CRE Adj 1M (Prime) I/O 24,538 4.19 Act/360

CRE Adj 1M (1M LIBOR)

436 3.75 Act/360

CRE Adj 1M (1M LIBOR) I/O 1,043 2.53 Act/360 CRE Adj 3M (Prime) I/O 734 4.95 Act/360

20% to CASHFLOW: CRE Floating

-- --

WSJ Prime 0.25 3.50

1 1 --

-- User Def. -- User Def.

Rem to CASHFLOW: CRE Fixed (5Y)

-- --

2 Year FHLB 3.66 4.00

-- --

CASHFLOW: Home Equity HE Adj 1M (Prime) I/O LOC 18,061 4.32 Act/Act

WSJ Prime 0.43 3.68 -- --

-- --

BK --

Rem to CASHFLOW: HE Floating

-- --

WSJ Prime 0.25 3.50

1 1 --

-- 18.00

180

-- User Def.

CASHFLOW: Install Install Fixed -

7,198 6.37 Act/Act

-- --

-- -- -- --

-- -- -- -- -- -- -- -- -- -- -- --

-- -- -- -- -- --

-- -- -- -- -- -- -- -- -- -- -- --

-- -- -- -- -- --

-- User Def. -- User Def. -- User Def. -- User Def. -- User Def. -- User Def.

-- -- -- -- -- --

Install Fixed - I/O 780 4.45 Act/Act

Install Adj 1M (Prime)

777 3.50 Act/Act

WSJ Prime WSJ Prime

-- 3.25 -- -- -- 3.25 -- --

Install Adj 1M (Prime) I/O 247 3.25 Act/Act

Install Fixed - I/O LOC

4 5.75 Act/Act

-- --

Install Adj 1M (Prime) I/O LOC 1,138 4.73 Act/Act

WSJ Prime 0.36 3.61 -- --

Rem to CASHFLOW: Install Fixed (2.5Y)

-- --

2 Year FHLB 5.91 6.25

-- --

-- User Def.

CASHFLOW: Gov & Agy Gov&Agy Fixed -

1,560 0.84 Act/360

-- --

-- -- -- --

-- --

-- -- -- --

-- --

Rem to CASHFLOW: Gov & Agy Fixed

10 Year FHLB 1.73 3.63

240

CASHFLOW: PPP Gov&Agy Fixed - PPP 22,386 1.00 Act/360

-- -- -- -- -- -- -- -- -- -- --

-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- --

-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- --

-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- --

-- --

-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- --

Rem to CASHFLOW: Fed Funds

Fed Funds (0.15) 0.10

1 1 -- 1 1 --

0.01

Other Loan Items

(383) (819)

-- Act/Act -- Act/Act

-- -- -- -- -- -- -- -- -- -- -- -- -- --

Unearned SBA PPP Orig. Fees

-- -- -- -- -- -- -- -- -- -- -- -- --

-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- --

Loan Suspense ICPT Loan Adjustment

865 -- Act/Act

(21)

-- Act/Act

Loan Loss Reserve (6,082)

30/360 30/360 30/360 30/360 30/360

Cash & Due

9,572 -- 15,330 -- 16,664 -- 10,306 --

BOLI

Fixed Assets Other Assets Liability

DDA 186,988 -- Act/Act

1 --

NOW - Cloyd Select NOW - Cloyd Plus

NOW - Cloyd Select NOW - Cloyd Plus NOW - Business Edge

17,532 0.05 Act/Act 1,281 0.41 Act/Act

-- 0.05 1 -- -- 0.41 1 -- -- 0.28 1 -- -- 0.13 1 --

NOW - Business Edge 62,942 0.27 Act/Act

NOW - Cloyd Prime (<10K) NOW - Cloyd Prime (10K-50K)

NOW - Cloyd Prime (<10K) NOW - Cloyd Prime (10K

377 0.16 Act/Act

10,990 0.20 Act/Act

-- 0.16 1 --

-- --

50K)

NOW - Cloyd Prime (50K

NOW - Cloyd Prime (50K-150K)

28,388 0.26 Act/Act

-- 0.23 1 --

-- --

150K)

NOW - Kasasa 32,923 1.41 Act/Act Public NOW 6,952 0.64 Act/Act Savings - Secure 26,968 0.05 Act/Act

NOW - Kasasa

-- 1.41 1 --

-- -- -- -- -- -- -- --

-- -- -- --

-- -- -- -- -- -- -- --

-- -- -- --

Public NOW -- 0.64 1 --

Savings - Secure

-- 0.05 1 -- -- 0.05 1 --

Savings - Business Secure

2,142 0.05 Act/Act

Savings - Business Secure

Cloyd Bank & Trust - Page 66

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