CMS Case Study

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Detailed Simulation Assumptions - 6/30/2021

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

CASHFLOW: CRE Fixed

CRE Fixed - 147,940 4.60 Act/360 CRE Fixed - I/O 18,362 4.79 Act/360

-- -- --

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

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

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

-- --

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

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

-- User Def. -- User Def.

-- --

Rem to CASHFLOW: CRE Fixed (5Y)

2 Year FHLB 3.35 3.75

-- User Def.

CASHFLOW: CRE Adj CRE Adj 1M (Prime)

12,842 4.13 Act/360

WSJ Prime 0.34 3.59 -- 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 24,132 3.92 Act/360

CRE Adj 1M (1M LIBOR)

431 3.75 Act/360

CRE Adj 1M (1M LIBOR) I/O 1,100 2.51 Act/360

CRE Adj 3M (Prime)

731 4.95 Act/360

20% to CASHFLOW: CRE Floating Rem to CASHFLOW: CRE Fixed (5Y)

-- --

WSJ Prime 0.25 3.50 2 Year FHLB 3.35 3.75

WSJ Prime 0.25 3.50

1 1 --

48 60

-- User Def. -- User Def.

CASHFLOW: Home Equity HE Adj 1M (Prime) I/O LOC 17,478 4.26 Act/Act

WSJ Prime 0.44 3.69 --

-- --

-- -- -- --

-- --

Rem to CASHFLOW: HE Floating

WSJ Prime 0.25 3.50

1 1 --

-- 18.00

180

-- User Def.

CASHFLOW: Install Install Fixed -

7,066 6.31 Act/Act

-- --

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

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

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

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

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

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

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

Install Fixed - I/O 620 4.56 Act/Act

Install Adj 1M (Prime)

764 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 1,156 4.63 Act/Act

WSJ Prime 0.42 3.67 --

Rem to CASHFLOW: Install Fixed (2.5Y)

2 Year FHLB 5.85 6.25

-- User Def.

CASHFLOW: Gov & Agy Gov&Agy Fixed -

1,537 0.80 Act/360

-- --

-- -- -- --

-- --

Rem to CASHFLOW: Gov & Agy Fixed

10 Year FHLB 2.02 3.63

240

CASHFLOW: PPP Gov&Agy Fixed - PPP 22,028 1.00 Act/360

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

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

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

Rem to CASHFLOW: Fed Funds

Fed Funds (0.10) 0.15

1 1 --

0.01

Other Loan Items

(482)

-- Act/Act -- Act/Act

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

Unearned SBA PPP Orig. Fees

(1,306)

Loan Suspense ICPT Loan Adjustment

265 -- Act/Act

(9)

-- Act/Act

Loan Loss Reserve (6,133)

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

Cash & Due 10,181 --

BOLI

16,710 -- 17,429 -- 11,295 --

Fixed Assets Other Assets Liability

DDA 201,448 -- Act/Act

1 --

NOW - Cloyd Select NOW - Cloyd Plus

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

17,288 0.05 Act/Act 1,010 0.40 Act/Act

-- 0.05 1 -- -- 0.40 1 -- -- 0.27 1 -- -- 0.13 1 -- -- 0.16 1 --

NOW - Business Edge 59,317 0.27 Act/Act

NOW - Cloyd Prime (<10K) NOW - Cloyd Prime (10K-50K) NOW - Cloyd Prime (50K-150K)

NOW - Cloyd Prime (<10K)

381 0.13 Act/Act

11,184 0.16 Act/Act NOW - Cloyd Prime (10K-50K)

NOW - Cloyd Prime (50K

29,696 0.23 Act/Act

-- 0.23 1 --

150K)

NOW - Kasasa 42,303 1.11 Act/Act Public NOW 7,446 0.64 Act/Act Savings - Secure 30,156 0.05 Act/Act

NOW - Kasasa

-- 1.11 1 --

Public NOW -- 0.64 1 --

Savings - Secure

-- 0.05 1 -- -- 0.05 1 -- -- 0.10 1 -- -- 0.10 1 -- -- 0.13 1 -- -- 0.19 1 -- -- 0.20 1 -- -- 0.13 1 -- -- 0.16 1 -- -- 0.22 1 -- -- 0.21 1 -- -- 0.36 1 -- -- 0.27 1 --

Savings - Business Secure MMDA - Cloyd (<10K) MMDA - Cloyd (10K+) MMDA - Cloyd (20K+) MMDA - Cloyd (50K+) MMDA - Cloyd (100K+) MMDA - Business (<20K) MMDA - Business (20K+) MMDA - Business (50K+) MMDA - Business (100K+) MMDA - Business (250K+)

2,026 0.05 Act/Act 57 0.10 Act/Act 70 0.10 Act/Act 47 0.13 Act/Act 1,105 0.19 Act/Act 12,017 0.20 Act/Act 99 0.13 Act/Act 561 0.16 Act/Act 1,294 0.22 Act/Act 3,109 0.21 Act/Act 34,659 0.36 Act/Act

Public MMDA 35,865 0.27 Act/Act

Public MMDA

Cloyd Bank & Trust - Page 61

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