CMS Case Study

BBA

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

As Of 12/31/2021

Page 7 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 248,000.00 248,000.00 250,000.00 250,000.00 245,000.00 245,000.00 250,000.00 250,000.00 1,489,000.00 1,489,000.00

Gain/(Loss) Mkt Price

Prev Mkt Value Prev Mkt Price

% Change

Maturity

PreRefund

as of 12/31/21

Safekeeping

20033AWR3 COMENITY CAPITAL BANK

248,000.00 248,000.00 0.00 250,000.00 250,000.00 0.00 245,000.00 245,000.00 0.00 250,000.00 250,000.00 0.00

2.350 2.350 1.660 1.660 3.398 3.398 1.050 1.050

0.706

0.698

248,000.00 100.000000 100.000000 250,000.00 100.000000 245,000.00 100.000000 250,000.00 100.000000 1,489,000.00

100.000000

0.00

%

CNTB

9/15/22

2.3500

0.00

HOPEFCU22 HOPE FCU

0.968

100.000000

0.00

0.978

%

12/23/22

1.6600

0.00

CNTB

38148PX44 GOLDMAN SACHS BANK USA

1.756

1.677

100.000000

0.00

%

CNTB

10/3/23

3.4000

0.00

795451AT0 SALLIE MAE BANK/SALT LKE

4.650

4.510

100.000000

0.00

%

CNTB

8/25/26

1.0500

0.00

0.00 %

Certificates of Deposit - FR

0.00 1,489,000.00 1,489,000.00 2.196 1.584 1.540 2.196

6

100.000000

0.00 0.00 0.00

Unrealized Gain: Unrealized Loss:

06417NA94 BANK OZK

2,000,000.00 2,000,000.00 0.00

2.750 2.750

9.750

8.498

2,010,836.34 100.541817 100.541817 2,010,836.34

2,000,000.00 2,009,528.08 2,009,528.08 2,000,000.00

100.476404

(0.07)

%

CNTB

10/1/31

2.7500

9,528.08

(0.07) %

Corporate Bonds - Var Rate

0.00 2,000,000.00 2,000,000.00 2.750 9.750 8.498 2.750

1

100.476404

9,528.08 0.00 9,528.08

Unrealized Gain: Unrealized Loss:

469249AA4 JAX BANCP STAT TRUST III

300,000.00 300,000.00 0.00

3.946 3.946

16.706

12.155

300,000.00 100.000000 100.000000 300,000.00

300,000.00 300,000.00 300,000.00 300,000.00

100.000000

0.00

%

CNTB

9/15/38

3.9527

0.00

0.00 %

Trust Preferred Stocks - VR

0.00 300,000.00 300,000.00 3.946 16.706 12.155 3.946

1

100.000000

0.00 0.00 0.00

Unrealized Gain: Unrealized Loss:

31418CCN2 FNMA 10YR

2.5000 MA2776 G18470 2.5000 3.0000 MA3454 MA4011 3.0000 G16446 2.5000

1,400,000.00 310,594.70 1,400,000.00 3,000,000.00 550,671.69 3,000,000.00 2,000,000.00 574,829.30 2,000,000.00 1,437,720.00 735,163.43 1,437,720.00 1,600,000.00 555,565.73 1,600,000.00

2.688 2.688 2.744 2.744 2.923 2.923 0.247 0.247 3.206 3.206

1.715

1.643

336,559.11 103.595753 104.145721 591,946.23 104.684639 614,974.22 105.407222 808,243.33 104.084064 595,266.90

309,211.56 321,497.28 547,614.86 573,012.19 574,723.34 601,326.60 773,427.28 773,751.00 547,274.18 577,676.18

103.510228 12,285.72 104.056954 25,397.33 104.609595 26,603.26 105.248843

(0.08)

%

CNTB

10/1/26

3128MMQY2 FHLMC 15YR

2.242

2.122

(0.09)

%

CNTB

6/1/28

31418CZU1 FNMA 10YR

2.049

1.936

(0.07)

%

CNTB

7/1/28

31418DN57 FNMA 10YR

2.500

2.433

(0.15)

%

CNTB

5/1/30

323.72

3128MFL30 FHLMC 15YR

2.197

2.065

103.979808 30,402.00

(0.10)

%

CNTB

7/1/30

(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