CMS Case Study

BBA

Portfolio Inventory Summary By Security Group: Available For Sale Cloyd Bank & Trust - Greenbow , AL

As Of 12/31/2021

Page 1 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 3,124,245.34 3,119,532.00 2,939,241.34 2,944,335.00 2,074,850.88 2,042,422.00 1,973,026.68 1,941,640.00 1,943,943.33 1,912,890.00 3,000,000.00 2,991,444.00 2,023,637.59 1,993,672.00 5,498,512.71 5,497,070.00 2,002,096.17 1,973,984.00 24,416,989.00 24,579,554.04 988,742.28 1,018,749.97 3,122,225.24 3,309,650.99 2,014,576.98 2,002,312.00 2,955,323.40 2,901,011.58 3,031,728.50 2,986,827.00 Unrealized Gain: Unrealized Loss:

Gain/(Loss) Mkt Price

Prev Mkt Value Prev Mkt Price

% Change

Maturity

PreRefund

as of 12/31/21

Safekeeping

9128283P3 US TREASURY N/B

3,000,000.00 3,000,000.00 0.00 3,000,000.00 3,000,000.00 0.00 2,000,000.00 2,000,000.00 0.00 2,000,000.00 2,000,000.00 0.00 2,000,000.00 2,000,000.00 0.00 3,000,000.00 3,000,000.00 0.00 2,000,000.00 2,000,000.00 0.00 5,000,000.00 5,000,000.00 0.00 2,000,000.00 2,000,000.00 0.00 2,000,000.00 984,514.46 2,000,000.00 5,000,000.00 3,111,884.51 5,000,000.00 2,000,000.00 2,000,000.00 0.00 3,000,000.00 2,932,927.70 0.00 3,000,000.00 3,000,000.00 0.00

0.848 0.848 1.198 1.198 0.819 0.819 0.889 0.889 0.996 0.996 1.250 1.250 1.056 1.056 1.299 1.299 1.109 1.109 2.599 2.599 3.419 3.419 1.151 1.151 1.357 1.357 1.390 1.390

2.905

3,129,375.00 104.312500 2,937,656.25 97.921875 101.988300 2,039,766.00 1,933,516.00 96.675800 1,900,938.00 95.046900 2,969,181.00 98.972700 1,978,750.00 98.937500 109.195300 5,459,765.00 1,956,250.00 97.812500 101.271655 24,305,197.25 1,018,728.31 103.475200 106.099800 3,301,703.24 1,987,350.00 99.367500 2,945,715.00 98.190500 2,958,126.00 98.604200

103.984400 (4,713.34) 98.144500 102.121100 (32,428.88) 97.082000 (31,386.68) 95.644500 (31,053.33) 99.714800 (8,556.00) 99.683600 (29,965.59) 109.941400 (1,442.71) 98.699200 (28,112.17) 5,093.66 (167,658.70) (162,565.04) 101.737454 103.477400 30,007.69 106.355200 187,425.75 100.115600 (12,264.98) 98.911800 (54,311.82) 99.560900 (44,901.50) 5,093.66

(0.31)

2.997

%

12/31/24

2.2500

CNTB

91282CCW9 US TREASURY N/B

4.664

4.549

0.23

%

CNTB

8/31/26

0.7500

912828YG9 US TREASURY N/B

4.747

4.551

0.13

%

CNTB

9/30/26

1.6250

912828ZE3 US TREASURY N/B

5.247

5.135

0.42

%

CNTB

3/31/27

0.6250

91282CAU5 US TREASURY N/B

5.717

0.63

5.831

%

10/31/27

0.5000

CNTB

91282CBS9 US TREASURY N/B

6.247

5.969

0.75

%

CNTB

3/31/28

1.2500

91282CBZ3 US TREASURY N/B

6.331

6.060

0.75

%

CNTB

4/30/28

1.2500

9128284V9 US TREASURY N/B

6.622

6.010

0.68

%

CNTB

8/15/28

2.8750

91282CCV1 US TREASURY N/B

6.664

6.376

0.91

%

CNTB

8/31/28

1.1250

0.46 %

US Treasury Notes & Bonds

0.00 24,000,000.00 24,000,000.00 1.092 5.528 5.251 1.092

9

831641FH3 SBIC 2017-10A 1

2.651

2.483

0.00

%

CNTB

3/10/27

2.8450

831641FL4 SBIC 2018-10B 1

2.920

2.657

0.24

%

CNTB

9/11/28

3.5480

831641FS9 SBIC 2021-10B 1 (<10Yr - Equip.)

5.512

5.239

0.75

%

CNTB

9/10/31

1.3040

83162CK77 SBAP 2021-25F 1 (>10Yr - Real Estate)

7.341

6.746

0.73

%

CNTB

6/1/46

1.4700

83162CL92 SBAP 2021-25I 1 (>10Yr - Real Estate)

7.183

6.561

0.97

%

CNTB

9/1/46

1.5600

(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.

531 531

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