CMS Case Study
BBA
Portfolio Inventory Summary By Security Group: Entire Portfolio Cloyd Bank & Trust - Greenbow , AL
As Of 12/31/2021
Page 13 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 2,942,742.20 2,909,723.53 2,884,388.14 2,859,426.95 2,854,115.39 2,843,511.65 2,878,734.80 2,876,907.43 2,829,833.91 2,802,084.03 2,876,751.70 2,877,549.88 2,989,767.78 2,904,806.28 2,976,176.41 2,943,865.14 2,819,504.48 2,788,959.35 2,926,990.40 2,904,569.54 2,926,156.83 2,904,567.60 2,880,439.92 2,833,743.36 2,903,292.75 2,844,006.16 3,056,848.18 3,009,424.80 2,978,337.63 2,959,261.38 2,951,545.05 2,896,584.36 3,013,235.60 2,986,362.84
Gain/(Loss) Mkt Price
Prev Mkt Value Prev Mkt Price
% Change
Maturity
PreRefund
as of 12/31/21
Safekeeping
3140KYAU8 FNMA 20YR
2.0000 BR0918 BR0951 2.0000 2.0000 FM6783 MA4333 2.0000 RB5110 1.5000 RB5111 2.0000 BP3357 1.5000 BR0990 2.0000 1.5000 MA4342 RB5114 2.0000 2.0000 MA4364 RB5117 1.5000 1.5000 MA4386 SC0177 2.0000 RB5121 2.0000 RB5124 1.5000 RB5125 2.0000
3,025,000.00 2,867,636.60 3,025,000.00 3,000,000.00 2,813,468.16 0.00 3,000,000.00 2,799,745.11 0.00 3,000,000.00 2,825,716.11 3,000,000.00 3,000,000.00 2,847,460.68 0.00 3,000,000.00 2,826,342.57 3,000,000.00 3,050,000.00 2,951,818.24 3,050,000.00 3,000,000.00 2,891,477.04 3,000,000.00 3,000,000.00 2,838,837.96 0.00 3,000,000.00 2,852,880.03 3,000,000.00 3,000,000.00 2,852,878.80 3,000,000.00 3,000,000.00 2,879,634.48 3,000,000.00 3,000,000.00 2,889,944.49 0.00 3,000,000.00 2,948,696.25 0.00 3,000,000.00 2,910,559.08 3,000,000.00 3,000,000.00 2,936,105.01 3,000,000.00 3,000,000.00 2,933,214.03 3,000,000.00
1.510 1.510 1.523 1.523 1.585 1.585 1.594 1.594 1.595 1.595 1.619 1.619 1.266 1.266 1.457 1.457 1.606 1.606 1.415 1.415 1.426 1.426 1.482 1.482 1.406 1.406 1.348 1.348 1.484 1.484 1.394 1.394 1.402 1.402
5.976
5.511
2,927,697.19 101.382996 101.548889 2,896,502.03 101.479577 2,887,556.79 101.727097 2,906,711.99 2,815,684.60 98.024410 101.727165 2,906,901.56 2,904,690.11 98.024374 101.727187 2,952,366.55 2,802,885.61 101.727210 2,935,775.23 101.727189 2,931,593.69 2,860,777.63 98.272002 2,853,579.66 98.275859 101.974933 3,024,839.77 101.588650 2,979,009.20 2,904,667.03 98.271949 101.727331 3,002,587.88 97.861113
101.467652 (33,018.67) 101.633528 (24,961.19) 101.563233 (10,603.74) 101.811623 (1,827.37) 98.406417 (27,749.88) 101.811787 98.407356 (84,961.50) 101.811811 (32,311.27) 98.242992 (30,545.13) 101.811836 (22,420.86) 101.811812 (21,589.23) 98.406356 (46,696.56) 98.410408 (59,286.59) 102.059505 (47,423.38) 101.673297 (19,076.25) 98.653977 (54,960.69) 101.811965 (26,872.76) 798.18
0.08
%
CNTB
4/1/41
3140KYBV5 FNMA 20YR
5.918
5.457
0.08
%
CNTB
4/1/41
3140XARD6 FNMA 20YR
5.291
4.898
0.08
%
CNTB
4/1/41
31418DY71 FNMA 20YR
5.234
4.847
0.08
%
CNTB
4/1/41
3133KYVB2 FRLMC 20YR
6.261
5.765
0.39
%
CNTB
5/1/41
3133KYVC0 FRLMC 20YR
5.324
4.920
0.08
%
CNTB
5/1/41
3140KAWT9 FNMA 20YR
5.799
6.211
0.39
%
CNTB
5/1/41
3140KYC44 FNMA 20YR
5.997
5.540
0.08
%
CNTB
5/1/41
31418DZG0 FNMA 20YR
6.254
5.756
0.39
%
CNTB
5/1/41
3133KYVF3 FRLMC 20YR
4.915
4.599
0.08
%
CNTB
6/1/41
31418DZ62 FNMA 20YR
4.959
4.636
0.08
%
CNTB
6/1/41
3133KYVJ5 FRLMC 20YR
6.087
5.638
0.14
%
CNTB
7/1/41
31418D2U5 FNMA 20YR
5.693
6.130
0.14
%
CNTB
7/1/41
3132D9FS8 FRLMC 20YR
6.190
5.734
0.08
%
CNTB
8/1/41
3133KYVN6 FRLMC 20YR
5.035
4.692
0.08
%
CNTB
8/1/41
3133KYVR7 FRLMC 20YR
6.083
5.654
0.39
%
CNTB
9/1/41
3133KYVS5 FRLMC 20YR
5.043
4.714
0.08
%
CNTB
9/1/41
(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
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