CMS Case Study

Pledges By Pledgee And Maturity

Page 13 of 16 BBA

Pledged To: REPO-COMPASS BANK C/O Cloyd

Cloyd Bank & Trust - Greenbow , AL

Receipt# Safekeeping Location As Of 12/31/2021 CUSIP

Pledged

ASC 320

Pool/Type Coupon

Moody S&P

Description Maturity Prerefund

Original Face Pledged Percent

Original Face

Par

Book Value

Market Value

31418CCN2

FNMA 10YR 10/01/26

MA2776

1,400,000.00

AFS

% 100.00

CNTB: CENTERSTATE BANK

2.50

1,400,000.00

310,594.70

309,211.56

321,497.28

3128MFL48

FHLMC 15YR

G16447

1,530,000.00

AFS

% 100.00

CNTB: CENTERSTATE BANK

09/01/32

3.50

1,530,000.00

434,701.29

442,571.39

460,916.04

3140X5AN3

FNMA 15YR 10/01/34 FNMA 15YR 04/01/35 FNMA 15YR 06/01/35

FM1812

2,636,246.00

AFS

% 100.00

CNTB: CENTERSTATE BANK

4.00

2,636,246.00

1,335,717.81

1,462,813.53

1,435,207.12

31418DNC2

MA3986

2,040,000.00

AFS

% 100.00

CNTB: CENTERSTATE BANK

3.50

2,040,000.00

717,752.68

763,136.68

758,223.33

3140X7AZ2

FM3623

2,000,000.00

AFS

% 100.00

CNTB: CENTERSTATE BANK

3.00

2,000,000.00

1,461,581.46

1,562,992.42

1,547,766.36

9,606,246.00 4,260,347.94 4,540,725.58 4,523,610.13

5 Securities Pledged To: R998 - REPO-COMPASS BANK C/O Cloyd

Although the information in this report has been obtained from sources believed to be reliable, its accuracy cannot be guaranteed.

BBA - Baker Bond Accounting ®

The Baker Group Software Solutions, Inc.

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12/29/2021 1:09 PM - DAW / GUNT