CMS Case Study

BBA

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

As Of 12/31/2021

Page 3 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 Book Value

Gain/(Loss) Mkt Price

Prev Mkt Value Prev Mkt Price

% Change

Maturity

PreRefund

as of 12/31/21

Safekeeping

42775PCC1 HERRIMAN CITY WTR-REF UT 30

315,000.00 315,000.00 0.00 780,000.00 780,000.00 780,000.00 480,000.00 480,000.00 480,000.00 675,000.00 675,000.00 675,000.00 370,000.00 370,000.00 0.00 660,000.00 660,000.00 660,000.00 215,000.00 215,000.00 215,000.00 500,000.00 500,000.00 0.00 470,000.00 470,000.00 0.00 325,000.00 325,000.00 0.00 400,000.00 400,000.00 0.00 360,000.00 360,000.00 360,000.00 465,000.00 465,000.00 0.00 225,000.00 225,000.00 0.00 500,000.00 500,000.00 500,000.00 895,000.00 895,000.00 0.00 490,000.00 490,000.00 0.00

2.348 2.957 2.340 2.947 3.257 4.092 2.650 3.340 2.284 2.876 2.750 3.466 3.404 4.294 2.451 3.087 1.500 1.884 1.274 1.598 1.274 1.598 3.000 3.783 2.450 3.087 1.500 1.884 2.705 3.409 1.340 1.682 3.200 4.036

4.000

3.702

353,389.05 112.187000 101.876000 794,632.80 103.956000 498,988.80 106.816000 721,008.00 113.725000 420,782.50 108.183000 714,007.80 104.850000 225,427.50 110.932000 554,660.00 103.737000 487,563.90 103.762000 337,226.50 103.762000 415,048.00 107.561000 387,219.60 108.701000 505,459.65 101.938000 229,360.50 111.323000 556,615.00 104.147000 932,115.65 107.412000 526,318.80

334,759.77 353,581.20 783,357.94 793,462.80 471,238.55 498,696.00 690,208.88 720,447.75 396,526.36 421,204.30 676,571.07 713,763.60 212,467.31 225,498.45 516,603.02 556,630.00 489,535.18 490,562.50 345,711.65 339,449.50 425,491.53 417,784.00 367,338.04 386,244.00 477,884.77 506,901.15 233,531.86 230,694.75 522,188.70 556,900.00 944,034.02 937,933.15 490,703.76 526,656.90

112.248000 18,821.43 101.726000 10,104.86 103.895000 27,457.45 106.733000 30,238.87 113.839000 24,677.94 108.146000 37,192.53 104.883000 13,031.14 111.326000 40,026.98 104.375000 107.290000 18,905.96 109.011000 29,016.38 102.531000 111.380000 34,711.30 104.797000 (2,837.11) (6,100.87) 107.481000 35,953.14 1,027.32 104.446000 (6,262.15) 104.446000 (7,707.53)

0.05

%

CNTB

1/1/30

4.0000

526114MA8 LENNOX SD #41-A-REF SD 30

0.661

0.644

(0.15)

%

CNTB

8/1/30

3.0000

107115MH7 BRENHAM-CTFS OBLIG TX 30

1.622

1.545

(0.06)

%

UMB

8/15/30

3.0000

756843VD7 RED OAK ISD-REF TX 30

2.122

2.007

(0.08)

%

CNTB

8/15/30

3.7500

387802EH0 GRANT CO WA 30

4.417

4.047

0.10

%

CNTB

12/1/30

4.0000

138555NJ2 CANTON ISD-REF TX 31

2.622

2.456

(0.03)

%

CNTB

2/15/31

3.7500

721102FR7 PIKE CO-WTS AL 31

2.417

2.294

0.03

%

CNTB

6/1/31

3.2500

161051GH4 CHARLOTTE ISD-BLDG TX 31

6.583

5.890

0.36

%

3.0000

CNTB

8/1/31

627371NF0 MUSCLE SHOALS UTL AL 31

8.917

8.155

0.62

%

CNTB

12/1/31

2.0000

181612FB3 CLARKE CO -WRNTS -A AL 32

9.337

8.477

0.66

%

CNTB

2/1/32

2.0000

181612FH0 CLARKE CO -WRNTS -B AL 32

9.340

8.479

0.66

%

CNTB

2/1/32

2.0000

626752TB5 MURPHY-CTFS OBLIG TX 32

2.122

1.997

(0.25)

%

CNTB

2/15/32

4.0000

582171QK3 MCLENNAN CO-CTFS TX 32

5.417

4.973

0.29

%

CNTB

6/1/32

3.0000

572027DX5 MARSHALL CO GAS DT AL 32

8.083

7.402

0.58

%

CNTB

8/1/32

2.0000

224381PT4 CRANDALL ISD-REF TX 32

3.321

3.622

0.05

%

4.0000

CNTB

8/15/32

682688HQ2 ONEONTA UTLS BRD-A AL 32

8.833

8.084

0.62

%

CNTB

11/1/32

2.0000

457038KF3 INGLESIDE-CTFS OBLIG TX 33

3.083

2.874

0.06

%

CNTB

2/1/33

3.2500

(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.

514 514

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