CMS Case Study

BBA

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

As Of 12/31/2021

Page 4 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

220417B65 CORSICANA TX 33

445,000.00 445,000.00 445,000.00 500,000.00 500,000.00 500,000.00 400,000.00 400,000.00 400,000.00 750,000.00 750,000.00 0.00 755,000.00 755,000.00 0.00 640,000.00 640,000.00 0.00 500,000.00 500,000.00 500,000.00 500,000.00 500,000.00 0.00 295,000.00 295,000.00 0.00 250,000.00 250,000.00 0.00 245,000.00 245,000.00 0.00 320,000.00 320,000.00 320,000.00 505,000.00 505,000.00 505,000.00 610,000.00 610,000.00 0.00 485,000.00 485,000.00 0.00 500,000.00 500,000.00 0.00 625,000.00 625,000.00 625,000.00

2.998 3.780 2.650 3.340 2.700 3.403 1.450 1.762 3.300 4.163 2.751 3.467 3.200 4.036 2.802 3.531 1.550 1.948 2.000 2.517 1.600 2.011 2.215 2.789 3.450 4.352 2.500 3.150 3.149 3.972 2.550 3.213 3.000 3.783

1.122

1.084

457,460.00 102.800000 109.109000 545,545.00 111.403000 445,612.00 112.504000 843,780.00 106.106000 801,100.30 108.648000 695,347.20 106.414000 532,070.00 105.110000 525,550.00 111.422000 328,694.90 110.875000 277,187.50 101.123000 247,751.35 102.658000 328,505.60 103.960000 524,998.00 107.931000 658,379.10 112.643000 546,318.55 117.084000 585,420.00 110.586000 691,162.50

445,000.00 457,041.70 516,978.19 544,285.00 418,984.21 446,008.00 842,625.44 848,235.00 763,882.83 799,159.95 647,618.90 697,363.20 503,213.96 531,945.00 502,171.33 525,675.00 332,333.33 330,771.70 269,620.93 278,780.00 252,399.41 249,326.70 322,670.92 328,224.00 508,014.99 523,811.25 630,928.13 656,860.20 500,081.25 546,856.90 546,731.14 585,695.00 643,717.59 691,368.75

102.706000 12,041.70 108.857000 27,306.81 111.502000 27,023.79 113.098000 105.849000 35,277.12 108.963000 49,744.30 106.389000 28,731.04 105.135000 23,503.67 112.126000 5,609.56

(0.09)

%

CNTB

2/15/33

3.0000

800885NH4 SANGER TX INDEP SCH D TX 33

2.622

2.450

(0.23)

%

CNTB

2/15/33

4.0000

664029KW4 N E AL WTR SWR & FIRE AL 33

3.872

3.568

0.09

%

CNTB

5/15/33

4.0000

577625G83 MAURY CO TN 33

8.500

7.575

0.53

%

CNTB

7/1/33

3.0000

463020QV2 IRONDALE-C-WARRANTS AL 33

1.750

1.665

(0.24)

%

CNTB

10/1/33

4.0000

08916LCW7 BIG FOOT UN HSD WI 34

5.167

4.716

0.29

%

CNTB

3/1/34

3.0000

969419DW7 WILLIAMS BAY SD WI 34

2.250

2.132

(0.02)

%

CNTB

4/1/34

3.5000

659363GT6 NORTH FAYETTE TWP PA PA 34

2.289

2.186

0.02

%

3.0000

CNTB

4/15/34

013122ZC3 ALBERTVILLE -A-WRNTS AL 34

9.417

8.272

0.63

%

CNTB

6/1/34

3.0000

(1,561.63)

095166GL2 BLOUNT CO AL WTR AUTH AL 34

8.583

7.512

111.512000

0.57

%

CNTB

8/1/34

3.0000

9,159.07

572027DZ0 MARSHALL CO GAS DT AL 34

8.083

7.396

101.766000

0.64

%

CNTB

8/1/34

2.0000

(3,072.71)

150436CA9 CEDAR HILLS REF UT 35

1.083

1.050

102.570000

(0.09)

%

CNTB

2/1/35

3.0000

5,553.08

440752BR3 HORSESHOE BAY-CTFS TX 35

1.122

1.075

103.725000 15,796.26 107.682000 25,932.07 112.754000 46,775.65 117.139000 38,963.86 110.619000 47,651.16

(0.23)

%

CNTB

2/15/35

4.0000

840659UF1 SOUTH WESTERN SD PA 35

2.250

(0.23)

2.372

%

11/15/35

4.0000

CNTB

734064HK7 PORT EVERETT WA 35

3.917

3.601

0.10

%

CNTB

12/1/35

4.0000

920284GP5 VALPARAISO SCHS IN 36

4.039

3.602

0.05

%

CNTB

1/15/36

5.0000

284356BR2 ELCHO WI SCH DIST WI 36

3.167

2.927

0.03

%

CNTB

3/1/36

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.

515 515

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