CMS Case Study
Investment Cash Flows - 9/30/2021
ASSETS
Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2
Y3
Y4
Y5
>Y5 CASH FLOW
250MM
TREASURIES & AGENCIES
0
0
0
0
0
0
0
0
0
0 2,000 16,000
200MM
MBS & CMO'S MUNICIPALS
11,581 8,093 7,624 7,317
6,209 5,603 6,323 6,714 24,869 24,229 23,822 183,084
150MM
1,305 905
0
0
0
900 263
0
240 255
3,410 3,825 4,130 24,925
100MM
OTHER INVESTMENTS
370 278 121 1,014
367
113
949
662
873 10,866
50MM
TOTAL
13,255 9,276 7,744 8,331 6,576 6,766 6,436 7,209 29,228 28,716 30,825 234,876 13,255 22,531 30,276 38,607 45,183 51,950 58,386 65,595 94,823 123,539 154,364 389,240 -388 -3,480 -7,051 -12,458 -17,027 -22,243 -26,146 -31,732 -47,795 -55,187 -57,613 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
250MM
TREASURIES & AGENCIES
0
0
0
0
0
0
0
0
0
0 2,000 16,000
200MM
MBS & CMO'S
11,969 10,284 11,195 11,419 10,033 8,990 10,226 10,605 36,477 31,311 27,023 135,937
150MM
MUNICIPALS
1,305 1,805
0 1,305
745 2,730
0 1,935
7,865 4,135 3,355 14,460
100MM
OTHER INVESTMENTS
370 278 121 1,014
367
263
113
255
949
662
873 10,866
50MM
0
TOTAL
13,643 12,367 11,316 13,738 11,145 11,983 10,339 12,795 45,291 36,108 33,252 177,263
BASE RATE SCENARIO
Y1
Y2
Y3
Y4
Y5
>Y5
CUMULATIVE
13,643 26,011 37,327 51,065 62,210 74,193 84,532 97,327 142,618 178,726 211,977 389,240
ASSETS
Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2
Y3
Y4
Y5
>Y5 CASH FLOW
250MM
TREASURIES & AGENCIES
0
0
0
0
0
0
0
0
0
0 2,000 16,000
200MM
MBS & CMO'S MUNICIPALS
12,280 14,253 22,871 30,448 29,956 24,021 21,393 16,944 37,799 22,199 16,831 66,473
150MM
1,305 1,805
0 1,305
745 2,730
0 1,935
7,865 4,135 3,355 14,460
100MM
OTHER INVESTMENTS
370 278 121 1,014
367
263
113
255
949
662
873 10,866
50MM
TOTAL
13,955 16,337 22,991 32,768 31,067 27,014 21,506 19,134 46,612 26,996 23,059 107,799 13,955 30,292 53,283 86,051 117,118 144,132 165,638 184,772 231,385 258,381 281,440 389,240 312 4,281 15,956 34,985 54,908 69,939 81,106 87,446 88,767 79,655 69,463 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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