CMS Case Study

Funding Matrix - 9/30/2020

ASSETS/USES

BASE

ASSETS/USES

  DOWN 100BP

Over 60 Months

25-60 Months

13-24 Months

7-12 Months

4-6 Months

0-3 Months

Over 60 Months

25-60 Months

13-24 Months

7-12 Months

4-6 Months

0-3 Months

109 1.73 109 1.63

155 4.17 155 4.08

86 3.88 48 3.78 11 2.89 23 3.16 4 3.07

63 3.75

51 2.98

222 2.53

686 3.09 312 3.18 11 2.89 23 3.16 21 2.96 47 3.18 273 2.01 686 2.70

97 1.56 97 1.47

153 4.17 153 4.07

94 3.82 62 3.72 11 2.82 22 3.10

67 3.74

52 3.00

222 2.53

686 3.09 312 3.19 11 2.82 23 3.10 21 2.92 47 3.14 273 2.01 686 2.70

Over 60 Months 25-60 Months 13-24 Months 7-12 Months 4-6 Months 0-3 Months

312 0.10 11 0.99 23 0.72 21 0.81 47 0.57 273 0.60 686 0.38

Over 60 Months 25-60 Months 13-24 Months 7-12 Months 4-6 Months 0-3 Months

312 0.10 11 0.99 23 0.72 21 0.81 47 0.57 273 0.60 686 0.38

1 3.02 21 2.92 45 3.16

17 2.94 47 3.18

0 2.41 51 2.38 51 2.39

1 2.42 50 2.40 52 2.40

222 1.93 222 1.93

222 1.93 222 1.93

109 1.63

155 4.08

86 3.47

63 3.12

97 1.47

153 4.07

94 3.47

67 3.09

LIABILITIES/SOURCES

LIABILITIES/SOURCES

LEGEND

Long Liabilities/Short Assets

Matched Short Liabilities/Long Assets

All balances shown are in millions.

ASSETS/USES

  UP 200BP

ASSETS/USES

  UP 400BP 24M

Over 60 Months

25-60 Months

13-24 Months

7-12 Months

4-6 Months

0-3 Months

Over 60 Months

25-60 Months

13-24 Months

7-12 Months

4-6 Months

0-3 Months

150 2.09 150 2.04

150 4.20 142 4.15 8 3.21

67 4.06

50 4.03

47 3.00

222 2.52

686 3.09 292 3.07 11 3.17 23 3.34 21 3.25 47 3.47 293 2.11 686 2.70

162 2.16 162 2.11

140 4.28 130 4.23 10 3.29

66 4.09

49 4.04

47 3.00

221 2.52

686 3.09 292 3.05 11 3.27 23 3.38 21 3.28 47 3.49 293 2.11 686 2.70

Over 60 Months 25-60 Months 13-24 Months 7-12 Months 4-6 Months 0-3 Months

292 0.05 11 0.99 23 0.72 21 0.81 47 0.57 293 0.61 686 0.38

Over 60 Months 25-60 Months 13-24 Months 7-12 Months 4-6 Months 0-3 Months

292 0.05 11 0.99 23 0.72 21 0.81 47 0.57 293 0.61 686 0.38

3 3.07 23 3.34 21 3.25 21 3.49

1 3.10 23 3.38 21 3.28 21 3.52

26 3.46 24 3.42 50 3.44

25 3.47 24 3.43 49 3.45

47 2.39 47 2.39

222 1.91 222 1.91

47 2.39 47 2.39

221 1.91 221 1.91

150 2.04

150 4.10

67 3.35

162 2.11

140 4.17

66 3.39

LIABILITIES/SOURCES

LIABILITIES/SOURCES

Cloyd Bank & Trust - Page 32