CMS Case Study

Static Gap - 6/30/2021

Base Simulation as of 6/30/2021, Base Scenario TOTAL JUL-21

AUG-21

SEP-21

4-6 MONTHS

7-12 MONTHS 13-24 MONTHS 25-60 MONTHS OVER 60 MONTHS

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

ASSETS Investment Overnight

91,220 3,949 8,535 233,595 1,900 36,275 1,461 1,110 4,668 1,950 61,147 7,728 70,850 205,538 17,478 9,858 23,564

0.15 91,220

0.15

-

-

-

-

-

-

- -

- -

-

-

-

-

- -

- -

Other Liquid Asset

2.82 1.28 2.35 3.25 0.79 3.72 3.28 0.00

490

2.95 1,730

3.00 1.30 2.35 2.80

245

3.00 1.30 2.35 3.30 3.87 3.72 3.28

245

3.05 1.30

994

2.19 1.30

245 225

3.40

Treasury

6

1.30

6

6

18

36

1.30

73

1.30 8,164 1.58 103,614

1.28 1.57 2.35 2.49

MBS CMO Muni

1.60 2,633

1.81 2,568

1.78 2,665

1.77 7,670

1.74 15,562

1.69 29,283

1.63 69,600

42 15

2.35 3.30

27

28 15

88

2.35

166

2.35

265

2.35

539

2.35

745

615

749

3.60 1,886

2.90 4,936

3.57 16,987

3.70 11,073

Corporate

- -

- -

- -

- -

300

- -

- -

- -

- -

- -

- -

- -

- -

1,161

- -

Stock

1,110

-

Other Investment Unrealized G/L

0 -

3.21

0 -

3.21

118

1 -

3.21

117

3.28

224

3.28

608

3.28 3,599

3.28

-

-

-

-

-

-

-

-

-

-

-

1,950

-

TOTAL INVESTMENT

384,663 1.44 94,405 0.21 4,946 2.34 4,487 2.51 8,771 1.94 17,768 1.84 35,776 1.93 88,204 2.01 130,306 1.64

Loan

Residential

3.99 1,345 4.34 1,122 4.26 20,952 4.50 40,537 4.26 17,478 5.71 2,736 0.99 4,487

4.82 2,085 4.60 2,551 4.09 1,236 4.02 3,488

5.00 1,420

4.73 2,798 4.25 1,369 4.73 4,386 4.83 16,375 6.42 1,067 1.00 10,000 - -

4.52 4,749 4.31 1,898 4.53 8,349 4.78 20,289 6.20 1,988 1.02 2,236 - -

4.51 9,470

4.43 19,147

4.09 20,133

3.28

Residential - Constr

4.30

710

4.29

78

4.25

-

-

-

-

C & I

4.82 1,297 4.76 5,804

4.81 10,532 4.51 34,547

4.68 19,212 4.67 70,050

4.18 4,886 4.63 14,449

2.99 4.25 8.25 1.00 -

Commercial RE Home Equity Installments

4.26 4.49

-

-

-

-

-

-

-

-

- 4 0

349

6.41

326

6.21 2,266

6.30 1,121

5.71 3.75

Gov & Agy Guaranteed

0.74 3,312

1.00 3,312

1.03

105

3.32

112

Other Loan Adjustments

98 (9)

0.00 0.00 0.00

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- -

98 (9)

- - -

Loan Loss Reserve

(6,133)

- (6,133)

TOTAL LOAN

390,119 4.25 88,656 3.95 13,021 3.81 12,868 3.84 35,996 3.71 39,509 4.45 56,998 4.69 109,642 4.47 33,428 4.25

Other

Other Asset

55,614

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- 55,614 - 55,614

- -

TOTAL OTHER TOTAL ASSETS

55,614 0.00

830,396 2.66 183,061 2.02 17,967 3.40 17,355 3.49 44,767 3.36 57,277 3.64 92,774 3.63 197,847 3.37 219,349 1.62

Cloyd Bank & Trust - Page 32