CMS Case Study

BBA

Year-To-Date Sales, Calls, Matures, Paid-Off Cloyd Bank & Trust - Greenbow , AL

As Of 12/31/2020

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320 ASC AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS AFS

Gain/(Loss) on Sale/Call

Purchase

CUSIP

Description

Pool/Type

Coupon

Maturity 12/01/34 4/01/34 7/01/35 4/01/31 12/01/31 12/01/31 9/10/24 3/10/26 9/01/36 3/11/20 5/01/34 5/01/39 3/01/39 10/01/34 10/01/30 10/01/33 5/01/35 12/01/35 3/20/42 6/01/29 6/01/30 6/01/33 8/24/20 8/24/20 8/24/20 8/01/30 8/01/31 11/01/33 9/01/30 12/07/20 8/01/49 9/01/39 4/01/40 4/01/50 5/01/46

Transaction Prerefunded

Date

Original Face 400,000.00 1,005,000.00 1,050,000.00 1,606,000.00 2,300,000.00 2,317,000.00 500,000.00 500,000.00 670,000.00 100,000.00 1,300,000.00 2,255,517.00 1,260,000.00 2,625,000.00 10,000,000.00 1,250,000.00 2,200,000.00 1,000,000.00 1,400,000.00 640,000.00 525,000.00 525,000.00 245,000.00 245,000.00 245,000.00 420,000.00 435,000.00 600,000.00 485,000.00 250,000.00 1,575,000.00 2,500,000.00 2,000,000.00 2,000,000.00 1,025,000.00

Principal Return

Date

Price

39317PJE1 GREEN-B-STREET IMPT OH 34

4.0000 4.0000 4.0000 4.5000 4.0000 4.0000 3.0150 2.5070 4.0000 2.4800 3.5000 4.0000 4.0000 4.0000 4.0000 3.0000 3.0000 3.5000 1.5000 4.0000 2.5000 3.0000 2.8000 2.8000 2.7500 3.2500 3.3750 5.0000 3.5000 3.0500 3.5000 3.5000 3.0000 3.0000 4.0000

1/29/2020 2/28/2020 2/28/2020 2/28/2020 2/28/2020 2/28/2020 2/28/2020 2/28/2020 3/01/2020 3/11/2020 3/12/2020 3/12/2020 3/12/2020 3/12/2020 3/12/2020 3/12/2020 3/12/2020 3/12/2020 3/12/2020 6/01/2020 6/05/2020 8/07/2020 8/24/2020 8/24/2020 8/24/2020 9/12/2020 9/12/2020 11/01/2020 11/05/2020 12/07/2020 12/16/2020 12/16/2020 12/16/2020 12/16/2020 12/16/2020

400,000.00 386,865.04 544,498.43 275,717.59 545,647.39 549,680.43 218,410.62 432,730.25 670,000.00 100,000.00 474,512.12 1,709,444.94 886,231.56 1,218,887.33 948,693.31 590,044.77 1,161,499.86 497,591.51 431,251.37 640,000.00 525,000.00 525,000.00 245,000.00 245,000.00 245,000.00 420,000.00 435,000.00 600,000.00 485,000.00 250,000.00 1,046,185.26 1,489,445.24 1,687,180.10 1,334,332.93 514,153.28

0.00

6/19/14 5/28/14 11/17/15 9/11/14 9/30/14 4/30/18 9/24/14 3/23/16 12/30/14 3/11/19 12/17/15 4/23/19 4/25/19 3/23/16 5/12/16 2/11/16 5/12/16 2/11/16 6/20/14 9/20/13 4/10/13 4/12/13 8/23/18 8/23/18 8/22/18 3/05/15 3/05/15 6/04/13 10/01/14 10/05/18 1/30/20 9/12/19 3/18/20 3/17/20 12/13/16

103.082000 107.250000 107.265625 109.375000 107.375000 103.625000 100.875000 100.750000 104.500000 100.000000 105.343750 103.718750 103.828125 108.265625 108.281250 104.093750 104.453125 105.609375 96.578125 102.807000 99.120000 100.620000 100.000000 100.000000 100.000000 100.670000 100.660000 114.820000 104.340000 100.000000 105.125000 104.046875 103.156250 101.937500 106.968750

3128P75W9 FHLMC 20YR 3132J4CP2 FHLMC 20YR 31416YC97 FNMA 20YR 31418AAW8 FNMA 20YR 31418AAW8 FNMA 20YR 831641FB6 SBIC 2014-10B 1 831641FF7 SBIC 2016-10A 1

C91761 G30777 AB2795 MA0920 MA0920

Sold Sold Sold Sold Sold Sold Sold Sold Sold Sold Sold Sold Sold Sold Sold Sold

3,935.02 3,850.98

429.82

1,905.37 15,773.09 3,796.18 4,825.92

660660CT6 N LONDONDERRY TWP PA PA 36

Prerefunded

0.00 0.00

34545

TCM BANK

Matured

3128P75Z2 FHLMC 20YR 3128P8H20 FHLMC 20YR 3128P8HQ7 FHLMC 20YR 3138EQTM4 FNMA 20YR 31417YSY4 FNMA 20YR 31418AYD4 FNMA 20YR 31418BQM1 FNMA 20YR 31418BXB7 FNMA 20YR 38375GJB8 GNR 2012-84 TE 367892UW4 GATLINBURG-B TN 29 473484MV2 JEFFERSON CO TN 30 297785EX1 ETOWAH-A TN 33 61747M5D9 MORGAN STANLEY BANK NA 61760ANZ8 MORGAN STANLEY PVT BANK 572027DE7 MARSHALL GAS DIST AL 30 572027DF4 MARSHALL GAS DIST AL 31 506498XW9 LAFAYETTE UTILS LA 33 90348JDJ6 UBS BANK USA

C91764 C92049 C92039 AL7755 MA0534 MA1607 MA2259 MA2473

2,669.96 19,736.17 9,280.64 (1,099.75) (4,584.90) 1,732.93 (1,827.30) 1,260.44 3,709.86

EXCH,PAC-1(11)

Called Called Called

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Matured Matured Matured

Called Called

Prerefunded Prerefunded

052396YC6 AUSTIN TX 30

560507AG0 MAINE SAVINGS FCU

Matured

3132DVKR5 FRLMC 30YR 3133KYR43 FRLMC 20YR 3133KYS91 FRLMC 20YR 3133N3VV3 FR RE6028

SD7504 RB5007 RB5044 RE6028 AL9322

Sold Sold Sold Sold Sold

(353.64)

15,108.78 16,814.35 (13,076.67)

3138ERLC2 FNMA Mortgages with LTV ratios >125% Although the information in this report has been obtained from sources believed to be reliable, its accuracy cannot be guaranteed.

3,084.66

BBA - Baker Bond Accounting ®

The Baker Group Software Solutions, Inc.

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1/6/2021 9:30 AM - DAW / GUNT