CMS Case Study

BBA

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

As Of 12/31/2021

Page 6 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 250,931.94 251,810.00 271,198.17 263,193.30 442,361.03 428,753.60 502,019.66 496,535.00 309,426.57 310,861.80 909,711.43 912,031.85 750,000.00 755,025.00 510,412.95 510,475.00 750,000.00 755,340.00 762,551.38 762,915.00 507,315.10 499,515.00 995,174.42 1,006,800.00 997,330.46 989,920.00 10,199,881.05 10,159,978.52

Gain/(Loss) Mkt Price

Prev Mkt Value Prev Mkt Price

% Change

Maturity

PreRefund

as of 12/31/21

Safekeeping

556583D82 MADISON-A-REF-TXBL AL 26

250,000.00 250,000.00 0.00 270,000.00 270,000.00 0.00 440,000.00 440,000.00 0.00 500,000.00 500,000.00 500,000.00 310,000.00 310,000.00 0.00 905,000.00 905,000.00 0.00 750,000.00 750,000.00 0.00 500,000.00 500,000.00 0.00 750,000.00 750,000.00 0.00 750,000.00 750,000.00 0.00 500,000.00 500,000.00 0.00 1,000,000.00 1,000,000.00 0.00 1,000,000.00 1,000,000.00 0.00

1.370 1.370 1.150 1.150 1.250 1.250 1.550 1.550 2.120 2.120 2.050 2.050 2.170 2.170 2.050 2.050 2.270 2.270 1.950 1.950 2.150 2.150 2.407 2.407 2.250 2.250

4.250

4.094

251,530.00 100.612000 97.232000 262,526.40 96.921000 426,452.40 98.355000 491,775.00 98.834000 306,385.40 99.472000 900,221.60 99.182000 743,865.00 102.095000 510,475.00 99.218000 744,135.00 100.364000 752,730.00 98.113000 490,565.00 99.248000 992,480.00 97.170000 971,700.00 99.718141

100.724000

0.11

%

CNTB

4/1/26

1.4610

878.06

810374DF2 SCOTTSBORO WTRWRKS-C AL 26

4.583

4.421

97.479000 (8,004.87) 97.444000 (13,607.43) 99.307000 (5,484.66) 100.278000

0.25

%

CNTB

8/1/26

1.2500

810374DG0 SCOTTSBORO WTRWRKS-C AL 27

5.583

5.334

0.54

%

CNTB

8/1/27

1.3500

925479RV1 VESTAVIA HILLS-B-WARR AL 29

7.083

6.625

0.97

%

CNTB

2/1/29

1.6200

466629BE1 JACKSON CNTY BOE-B AL 32

9.167

8.240

1.46

%

CNTB

3/1/32

2.1000

1,435.23

61709KDH1 MORGAN CO AL BRD-TXBL AL 32

8.167

7.416

100.777000

1.31

%

CNTB

3/1/32

2.1200

2,320.42

532646BB1 LIMESTONE CO BOE -C AL 33

9.500

8.543

100.670000

1.50

%

CNTB

7/1/33

2.1700

5,025.00

605581QT7 MISSISSIPPI -E -TXBL MS 33

9.750

8.705

102.095000

0.00

%

2.2870

CNTB

10/1/33

62.05

532646BC9 LIMESTONE CO BOE -C AL 34

9.500

8.502

100.712000

1.51

%

CNTB

7/1/34

2.2700

5,340.00

437884QY8 HOMEWOOD -B-REF-TXBL AL 34

9.667

8.647

101.722000

1.35

%

CNTB

9/1/34

2.1410

363.62

666611MM7 NORTHPORT-TXBL-B-REF AL 36

14.583

12.266

99.903000 (7,800.10) 100.680000 11,625.58 98.992000 (7,410.46) 82,210.05 (42,307.52) 39,902.53 100.640168 100.000000

1.82

%

CNTB

8/1/36

2.3200

243002CE0 DECATUR-B-TXBL AL 37

9.122

8.083

1.44

%

CNTB

8/15/37

2.3700

542119JE3 LONDON ISD -TXBL -REF TX 37

15.622

13.016

1.88

%

CNTB

8/15/37

2.2300

0.93 %

Muni Taxable - Fixed Rate

885,000.00 10,135,000.00 10,135,000.00 2.148 7.925 7.032 2.148

17

10,106,433.60

Unrealized Gain: Unrealized Loss:

02587CGJ3 AMERICAN EXPRESS BK FSB

248,000.00 248,000.00 0.00 248,000.00 248,000.00 0.00

2.398 2.398 2.348 2.348

0.697

0.683

248,000.00 100.000000 100.000000 248,000.00

248,000.00 248,000.00 248,000.00 248,000.00

0.00

%

CNTB

9/12/22

2.4000

0.00

254673CL8 DISCOVER BANK

0.700

0.686

100.000000

0.00

%

CNTB

9/13/22

2.3500

0.00

(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.

517 517

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