CMS Case Study

Static Gap - 9/30/2021

Base Simulation as of 9/30/2021, Base Scenario TOTAL

OCT-21

NOV-21

DEC-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

43,992 1,734 18,535 318,976 1,761 40,494 3,462 1,110 12,182 2,992 64,632 10,126 79,979 209,221 17,856 10,217 10,968

0.15 43,992

0.15 3.05 1.25 2.39 2.80

- -

- -

- -

- -

- -

- -

-

-

-

-

-

-

- -

- -

Other Liquid Asset

2.32 1.11 2.39 3.13 1.92 3.72 2.02 0.00

245

744

2.37 1.25

250

1.66

495

2.21

Treasury

7

6

1.25

7

1.25

19

1.25

39

79

1.25 2,241 1.54 96,088

0.87 16,138 1.50 136,653

1.15 1.52 2.39 2.35 1.74

MBS CMO Muni

1.53 4,503

1.68 4,032

1.66 3,668

1.64 10,514

1.61 23,004

1.58 40,515

28

26 16

2.39 3.19

24

2.39

65

2.39

152

2.39

248

2.39

498

2.39

719

616

720 300

3.62 1,849

2.90 1,391

3.34 5,580

4.13 15,687

3.50 14,636

Corporate

- -

- -

- -

- -

3.87 3.72 1.41

- -

- -

- -

- -

- -

- -

- -

- -

3,162

Stock

1,110

-

-

Other Investment Unrealized G/L

1 -

2.04

1 -

2.03

125

281

2.10

395

1.89

756

1.89 2,011

1.90 8,613

2.08

-

-

-

-

-

-

-

-

-

-

-

-

2,992

-

TOTAL INVESTMENT

445,239 1.54 49,392 0.34 4,080 1.67 5,954 2.38 12,728 1.81 25,726 1.71 47,427 1.85 117,020 1.77 182,913 1.56

Loan

Residential

3.91 1,873 4.30 1,236 4.12 21,083 4.45 39,718 4.22 17,856 5.57 2,853 0.97 4,022

4.76 1,177 4.22 1,877 4.04 1,515 4.36 5,724

4.67 1,118 4.29 1,813 4.58 1,867 4.26 3,143

4.60 3,059 4.46 2,666 4.46 4,497 4.63 9,301

4.68 5,387 4.39 2,163 4.67 9,602 4.51 25,234

4.45 9,498

4.34 20,296

4.02 22,224

3.24

Residential - Constr

4.12

371

4.25

-

-

-

-

C & I

4.47 11,921 4.38 34,107

4.43 21,840 4.60 74,694

4.05 7,655 4.53 17,300

3.12 4.16

Commercial RE Home Equity Installments

4.22 4.45

-

-

-

-

-

-

-

-

-

-

-

-

- -

- - - - -

428

5.72

359

6.27 1,088

6.14 1,970

6.15 2,342

6.14 1,177

5.42 3.75

Gov & Agy Guaranteed

0.71 2,909

1.06 2,844

1.00

488

1.06

502

1.11

90

3.38

112

0

1.00

Other Loan Adjustments

694 (429)

0.00 0.00 0.00

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- -

694 (429)

Loan Loss Reserve

(7,645)

- (7,645)

TOTAL LOAN

395,619 4.30 88,641 4.10 13,630 3.70 11,145 3.70 21,098 4.56 44,858 4.44 58,329 4.58 118,120 4.36 39,798 4.21

Other

Other Asset

55,974

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- 55,974 - 55,974

- -

TOTAL OTHER TOTAL ASSETS

55,974 0.00

896,832 2.66 138,033 2.75 17,710 3.23 17,099 3.24 33,826 3.53 70,584 3.44 105,756 3.36 235,139 3.07 278,685 1.63

Cloyd Bank & Trust - Page 32