CMS Case Study

BBA

Projected Distribution Summary: Entire Portfolio Cloyd Bank & Trust - Greenbow , AL

As Of 12/31/2021

Page 2 of 2

Over 3 Months 3 Months or Less Through 1 Year

Through 5 Years Through 10 Years Over 10 Years Over 1 Year Over 5 Years

Security Group

Group Totals

Trust Preferred Stocks

Book Value Market Value Par Value Yield Yield (BV weight) Book Value Market Value Par Value Yield Yield (BV weight) Book Value Market Value Par Value Yield Yield (BV weight) Book Value Market Value Par Value Yield Yield (BV weight)

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

0.00 0.00 0.00 0.00 0.00

0.00 0.00 0.00 0.00 0.00

0.00 0.00 0.00 0.00 0.00

300,000.00 300,000.00 300,000.00 3.95

300,000.00 300,000.00 300,000.00

0.067 0.067 0.068

% % %

3.95 3.95

3.95

MBSs

180,356.23 179,457.11 175,800.20 0.05

117,387,768.40 117,711,457.92 114,040,945.11 1.44

206,766,086.51 203,924,764.35 204,552,840.80 1.52

9,245,125.34 8,905,243.41 9,057,218.58 1.56

333,579,336.48 330,720,922.79 327,826,804.69

74.615 74.296 74.511

% % %

1.49 1.49

0.05

1.42

1.52

1.56

CMBS Pools

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

22,025,213.91 21,737,199.00 22,206,000.00 1.56

1,960,569.81 1,951,632.95 1,935,000.00 1.92

23,985,783.72 23,688,831.95 24,141,000.00

5.365 5.322 5.487

% % %

1.59 1.59

1.56

1.92

Structured CMBS

7,926,776.35 7,837,342.60 8,000,000.00 1.58

0.00 0.00 0.00 0.00 0.00

7,926,776.35 7,837,342.60 8,000,000.00

1.773 1.761 1.818

% % %

1.58 1.58

1.58

Entire Portfolio

1,811,893.75 1,806,104.15 0.404

1,173,457.11 1,174,356.23 0.263

138,014,997.81 137,313,273.03 30.714

267,135,942.03 270,304,802.44 60.462

37,002,238.51 36,467,857.75 8.157

447,066,393.60 445,138,529.21

Market Value Book Value % of Total Book Value % of Total Market Value

%

%

%

%

%

0.407

0.264

31.005

60.012

8.313

%

%

%

%

%

1,805,000.00

1,169,800.20

133,787,344.08

267,711,768.50

35,497,218.58

439,971,131.36

Par Value

0.410

0.266

30.408

60.848

8.068

% of Total Par Value

%

%

%

%

%

2.87 2.87

1.86 1.86

1.56 1.53

1.56 1.55

2.61 2.57

1.65 1.64

Yield

Yield (BV weight)

Yield is tax equivalent yield. Weighted average Yield is weighted by Market Value. Maturities of MBS and CMO securities are based on accounting speed. Maturities of muni securities are based on stated maturity or prerefund/call date. Distribution is based on the projected calls/maturities using market values.

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