CMS Case Study

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Static Gap - 9/30/2020

Base Simulation as of 9/30/2020, Base Scenario TOTAL OCT-20

NOV-20

DEC-20

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

77,273 5,424 103,563 2,290 32,569 1,501 1,354 5,307 4,833 53,246 9,102 70,952 202,629 19,848 10,454 42,003

0.18 77,273

0.18

- -

- -

-

-

- -

- -

-

-

-

-

-

-

- -

- -

Other Liquid Asset

2.86

-

-

495

2.95

3,445

2.99

989

2.54

495

2.52

MBS CMO Muni

1.81 4,408

1.79 4,550

1.73 4,151

1.72 11,066

1.75 17,916

1.81 19,886

1.83 25,238

1.84 16,348

1.83 2.21 3.04

2.21 3.50 0.80 4.00 3.26 0.00

62

2.21 4.74

117 614

2.21 3.61

67 14

2.21 3.40 4.00 4.00 3.19

113

2.21 3.40

228 685

2.21

371

2.21

644

2.21

688

940

42

2.86 3,974

3.19 17,775

3.76 8,524

Corporate

- -

- -

- -

- -

300

- -

- -

- -

- -

- -

- -

- -

- -

1,201

- -

Stock

1,354

-

Other Investment Unrealized G/L

0 -

3.19

0 -

3.19

0 -

135

3.26

132

3.26

255

3.26

691

3.26 4,092

3.26

-

-

-

-

-

-

-

-

-

-

-

4,833

-

TOTAL INVESTMENT

234,112 1.54 82,683 0.32 5,281 1.96 6,381 2.42 11,356 1.78 22,407 2.03 25,475 2.09 44,843 2.63 35,686 1.98

Loan

Residential

4.47 1,166 4.90 2,947 4.67 22,824 4.72 41,201 4.31 19,848 5.94 2,855 1.00 6,898

5.16

949

4.86 1,073

4.73 3,775 4.76 1,382 4.66 3,831 4.90 12,131 6.88 1,039 1.00 17,166 - -

4.93 5,659 4.98 2,304 5.35 8,743 5.01 19,485 6.76 2,014 1.00 2,465 - -

4.93 7,613

4.73 19,077

4.54 13,932

3.82

Residential - Constr

5.29 1,540 4.50 2,112 4.28 4,385

5.00

928

4.35

-

-

-

-

-

-

C & I

4.58 2,153 5.07 4,458

4.93 9,803 4.85 37,343 6.55 2,424 1.04 3,768 - -

5.10 18,285 4.71 71,387

4.85 3,201 4.84 12,239

2.00 4.75

Commercial RE Home Equity Installments

4.31 4.74

-

-

-

-

-

-

-

- -

502

6.41

346

6.62 1,080

6.20 3.55

193

Gov & Agy Guaranteed

0.83 5,782

1.03 5,722

1.08

161

42

3.73

Other Loan Adjustments

(21) (139)

0.00 4.37 0.00

- 0 -

-

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- -

(21) (139)

-

4.37

4.37

Loan Loss Reserve

(5,830)

-

- (5,830)

-

TOTAL LOAN

402,243 4.37 97,739 4.15 15,270 3.50 14,681 3.37 39,323 3.33 40,671 4.70 60,951 4.63 109,991 4.80 23,617 4.97

Other

Other Asset

49,736

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- 49,736 - 49,736

- -

TOTAL OTHER TOTAL ASSETS

49,736 0.00

686,092 3.09 180,422 2.40 20,551 3.10 21,061 3.08 50,679 2.98 63,078 3.75 86,427 3.88 154,834 4.17 109,040 1.73

Cloyd Bank & Trust - Page 33

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