CMS Case Study

BBA

Portfolio Inventory Summary By Security Group: Entire Portfolio Cloyd Bank & Trust - Greenbow , AL

As Of 12/31/2021

Page 2 of 19

CUSIP

Description

Coupon Pool/Type

Orig Face Face Pledged

Par Value

Yield TEY

Proj. Avg Life

Dur Mod

as of 12/31/21 Market Value 12,218,551.54 12,112,596.40 Book Value

Gain/(Loss) Mkt Price

Prev Mkt Value Prev Mkt Price

% Change

Maturity

PreRefund

as of 12/31/21

Safekeeping

0.60 %

SBA Securities - FR

7,000,000.00 15,000,000.00 12,029,326.67 1.993 5.414 4.991 1.993

5

12,211,622.55 101.515429

217,433.44 (111,478.30) 105,955.14 101.573030 100.297000

Unrealized Gain: Unrealized Loss:

617877AR6 MORRIS SD #2769-B-REF MN 27

600,000.00 600,000.00 600,000.00 435,000.00 435,000.00 435,000.00 465,000.00 465,000.00 465,000.00 240,000.00 240,000.00 0.00 660,000.00 660,000.00 0.00 805,000.00 805,000.00 0.00 425,000.00 425,000.00 425,000.00 600,000.00 600,000.00 600,000.00 600,000.00 600,000.00 600,000.00 560,000.00 560,000.00 560,000.00 525,000.00 525,000.00 525,000.00 425,000.00 425,000.00 0.00 200,000.00 200,000.00 200,000.00 745,000.00 745,000.00 410,000.00 560,000.00 560,000.00 425,000.00

2.519 3.174 2.620 3.302 2.700 3.403 3.707 4.677 3.300 4.162 3.348 4.224 2.750 3.466 2.182 2.747 2.250 2.833 2.500 3.150 3.100 3.909 1.590 1.998 3.206 4.043 3.021 3.810 4.050 5.111

0.083

0.082

603,114.00 100.519000 100.756000 438,288.60 100.724000 468,366.60 106.385000 255,324.00 108.567000 716,542.20 108.324000 872,008.20 108.049000 459,208.25 100.120000 600,720.00 103.603000 621,618.00 103.274000 578,334.40 102.053000 535,778.25 103.147000 438,374.75 104.758000 209,516.00 102.872000 766,396.40 104.950000 587,720.00

600,224.12 601,782.00 435,447.88 437,118.45 465,401.67 467,724.90 241,090.02 254,587.20 672,727.85 714,489.60 815,845.88 869,786.40 432,890.76 458,256.25 600,000.00 600,762.00 600,000.00 622,326.00 564,786.66 577,600.80 526,194.56 534,707.25 435,055.51 440,028.00 197,454.24 209,568.00 746,585.07 765,271.45 558,155.50 587,148.80

(0.22)

%

CNTB

2/1/27

2/01/22 @ 100.0000

3.0000

1,557.88

773097FM7 ROCKDALE ISD-REF TX 35

0.122

0.121

100.487000

(0.27)

%

CNTB

2/15/35

3.5000

1,670.57

964202EP6 WHITE OAK-CTFS OBLIG TX 31

0.167

0.164

100.586000

(0.14)

%

CNTB

3/1/31

3/01/22 @ 100.0000

3.2500

2,323.23

639319KN1 NAVASOTA ISD -REF TX 29

1.622

1.536

106.078000 13,497.18 108.256000 41,761.75 108.048000 53,940.52 107.825000 25,365.49 100.127000 103.721000 22,326.00 103.143000 12,814.14 101.849000 762.00

(0.29)

%

CNTB

8/15/29

4.0000

300371YZ8 EVERMAN ISD-REF TX 34

2.122

1.989

(0.29)

%

CNTB

2/15/34

4.2500

804350GM2 SAUK PRAIRIE SD WI 34

2.167

2.037

(0.25)

%

CNTB

3/1/34

3/01/24 @ 100.0000

4.0000

038447ML9 ARAB WATER AL 27

2.583

2.426

(0.21)

%

3.5000

CNTB

8/1/27

8/01/24 @ 100.0000

013192AK5 ALBERTVILLE UTILS BRD AL 26

4.622

4.337

0.01

%

CNTB

8/15/26

2.2000

038433AM0 ARAB BOE-WTS AL 28

3.083

2.936

0.11

%

CNTB

2/1/28

2.2500

157789HC5 CHAMBERS CO-LTD TAX TX 28

1.167

1.129

(0.13)

%

CNTB

3/1/28

3.2500

498575JS9 KLEINWOOD MUD-REF TX 28

0.583

0.566

(0.20)

%

CNTB

8/1/28

3.5000

8,512.69

096689FC3 BOAZ GAS BRD-REF-REV AL 29

6.083

5.672

103.536000

0.38

%

CNTB

2/1/29

2.0000

4,972.49

721102FQ9 PIKE CO-WTS AL 29

2.417

2.302

104.784000 12,113.76 102.721000 18,686.38 104.848000 28,993.30

0.02

%

CNTB

6/1/29

3.0000

70024PBU2 PARK CITY SALES TAX-B UT 29

0.956

0.933

(0.15)

%

3.2500

CNTB

6/15/29

096743GH6 BOAZ WTR/SWR-REF AL 29

1.667

1.575

(0.10)

%

CNTB

9/1/29

4.0000

(1) Previous market price is zero. Current market price used. Weighted average Yields, Avg Life, and Mod Dur are weighted by Market Value. Avg Life is Projected Average Life.

(2) Using Current Yield

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