CMS Case Study
Investment Cash Flows - 6/30/2021
ASSETS
Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2
Y3
Y4
Y5
>Y5 CASH FLOW
175MM
TREASURIES & AGENCIES
0
0
0
0
0
0
0
0
0
0
0
8,000
140MM
MBS & CMO'S MUNICIPALS
7,452 6,079 5,190 5,147 4,974 4,539 4,283
4,764 18,764 18,292 17,935 133,607
105MM
600 705 905 2,583 245 115
0 0
0
0
900 109
0 0
2,565 4,410 2,880 22,555
70MM
OTHER INVESTMENTS
856
250
455
199
189
3,898
35MM
TOTAL
10,635 7,029 6,210 5,147 5,830 4,789 5,292 4,764 21,784 22,901 21,004 168,060 10,635 17,664 23,873 29,021 34,851 39,640 44,931 49,695 71,479 94,380 115,384 283,444 -246 -1,674 -4,675 -7,502 -11,952 -15,320 -19,255 -21,588 -33,870 -39,540 -42,012 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
175MM
TREASURIES & AGENCIES
0
0
0
0
0
0
0
0
0
0
0
8,000
140MM
MBS & CMO'S
7,698 7,507 7,291 7,974 8,120 7,161 6,388
7,097 25,896 22,651 20,052 103,190
105MM
MUNICIPALS
600 705 1,805
0 1,305
745 2,730
0
7,715 5,720 3,235 10,960
70MM
OTHER INVESTMENTS
2,583 245 115
0
856
250
109
0
455
199
189
3,898
35MM
0
TOTAL
10,881 8,457 9,211 7,974 10,281 8,156 9,227 7,097 34,066 28,571 23,476 126,049
BASE RATE SCENARIO
Y1
Y2
Y3
Y4
Y5
>Y5
CUMULATIVE
10,881 19,338 28,548 36,522 46,803 54,960 64,187 71,284 105,349 133,920 157,396 283,444
ASSETS
Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2
Y3
Y4
Y5
>Y5 CASH FLOW
175MM
TREASURIES & AGENCIES
0
0
0
0
0
0
0
0
0
0
0
8,000
140MM
MBS & CMO'S MUNICIPALS
7,890 10,067 13,838 18,363 20,427 17,328 13,904 12,799 31,849 18,902 13,739 51,918
105MM
600 705 1,805 2,583 245 115
0 1,305
745 2,730
0 0
7,715 5,720 3,235 10,960
70MM
OTHER INVESTMENTS
0
856
250
109
455
199
189
3,898
35MM
TOTAL
11,073 11,017 15,757 18,363 22,588 18,323 16,743 12,799 40,019 24,821 17,163 74,777 11,073 22,090 37,847 56,210 78,799 97,122 113,865 126,664 166,683 191,504 208,668 283,444 192 2,752 9,299 19,688 31,995 42,162 49,678 55,380 61,334 57,584 51,272 0
0
CUMULATIVE
Y1
Y2
Y3
Y4
Y5
DOWN 100BP RATE SCENARIO
>Y5
CML Δ FROM BASE
Cloyd Bank & Trust - Page 13
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