CMS Case Study

BBA

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

As Of 12/31/2021

Page 5 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

299695DM5 EVART SD-BLDG MI 36

415,000.00 415,000.00 415,000.00 570,000.00 570,000.00 0.00 665,000.00 665,000.00 665,000.00 750,000.00 750,000.00 750,000.00 500,000.00 500,000.00 500,000.00 655,000.00 655,000.00 655,000.00 350,000.00 350,000.00 15,000.00 350,000.00 350,000.00 0.00 500,000.00 500,000.00 0.00 500,000.00 500,000.00 0.00 500,000.00 500,000.00 0.00

2.850 3.593 2.050 2.581 3.000 3.783 3.050 3.846 3.051 3.847 3.627 4.576 3.001 3.783 1.720 2.163 2.902 3.658 3.000 3.783 2.751 3.467

4.333

3.949

466,584.50 112.430000 108.905000 620,758.50 110.301000 733,501.65 110.612000 829,590.00 113.953000 569,765.00 104.196000 682,483.80 113.927000 398,744.50 109.873000 384,555.50 107.874000 539,370.00 114.884000 574,420.00 117.104000 585,520.00 107.258932 305,472.75 100.155000 102.617000 923,553.00 104.866000 524,330.00 100.641000 508,237.05 32,231,309.15

434,312.78 467,327.35 609,358.31 624,224.10 684,661.21 733,761.00 771,324.65 829,890.00 523,678.74 571,365.00 652,904.68 681,232.75 364,982.32 399,532.00 388,777.02 387,355.50 513,564.66 538,280.00 532,677.19 577,290.00 540,141.85 588,250.00

112.609000 33,014.57 109.513000 14,865.79 110.340000 49,099.79 110.652000 58,565.35 114.273000 47,686.26 104.005000 28,328.07 114.152000 34,549.68 110.673000 107.656000 24,715.34 115.458000 44,612.81 117.650000 48,108.15 1,353,077.63 (28,963.52) 1,324,114.11 107.346031 100.088000 102.323000 31,193.85 104.599000 22,682.83 100.502000 (1,421.52) 237.92

0.16

%

CNTB

5/1/36

4.0000

627357BR6 MUSCLE SHOALS BOE AL 36

7.917

7.050

0.56

%

CNTB

6/1/36

3.0000

885528FQ7 THRALL ISD TX 37

3.122

2.884

0.04

%

CNTB

2/15/37

4.0000

479084DZ5 JOHNSON CREEK SD WI 37

3.167

2.926

0.04

%

CNTB

3/1/37

4.0000

082673AV6 BENTON ETC COS SD #1J OR 37

5.456

4.887

0.28

%

CNTB

6/15/37

4.0000

428230PP5 HEWITT-CTFS OBLIG TX 38

1.500

1.446

(0.18)

%

CNTB

7/1/38

3.6000

127253SN3 CADDO MILLS ISD-REF TX 39

4.622

4.152

0.20

%

CNTB

8/15/39

4.0000

013122ZJ8 ALBERTVILLE -A-WRNTS AL 40

9.417

8.255

0.73

%

3.0000

CNTB

6/1/40

838848FK0 S MIDDLETON MUNI AUTH PA 42

2.583

2.408

(0.20)

%

CNTB

2/1/42

4.0000

131438ET6 CALUMET ETC SCHS-BLDG MI 42

7.333

6.328

0.50

%

CNTB

5/1/42

4.0000

035707WM6 ANNA ISD-REF TX 43

7.122

6.136

0.47

%

CNTB

8/15/43

4.0000

0.08 %

Muni Tax Exempt - Fixed Rate

15,210,000.00 30,050,000.00 30,050,000.00 2.657 3.816 3.485 3.346

32,257,482.20 30,933,368.09

60

Unrealized Gain: Unrealized Loss:

556583F56 MADISON -B-REF-TXBL AL 22

305,000.00 305,000.00 0.00 900,000.00 900,000.00 0.00 500,000.00 500,000.00 385,000.00 505,000.00 505,000.00 0.00

0.851 0.851 3.356 3.356 3.593 3.593 1.160 1.160

0.083

0.083

305,030.48 305,268.40 889,713.15 920,907.00 500,312.17 522,995.00 506,489.61 507,535.10

(0.07)

%

CNTB

2/1/22

0.9740

150461C33 CEDAR PARK-REF-TXBL TX 24

1.122

1.081

(0.29)

%

CNTB

2/15/24

2.7950

013141DG8 ALBERTVILLE AL BRD OF AL 25

2.083

1.961

(0.25)

%

CNTB

2/1/25

3.6250

556583F80 MADISON -B-REF-TXBL AL 25

3.083

3.001

(0.14)

%

CNTB

2/1/25

1.2580

1,045.49

(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