American National Bank and Trust Company of Chicago

Chicago, IL · Cert 3619

FDIC

Q3 2002

$16.3BAssets

$8.4BLoans

$7.2BDeposits

$740.3MEquity

Loan mix

Deposit mix

Executive Summary

Earnings: ROA of -0.27%, down 117 bps year over year; NIM at 0.97%.
Asset quality: problem loans at 0.00% of loans (0 bps YoY), with net charge-offs at 0.44%.
Funding: loans stand at 117.33% of deposits as of Q3 2002.

Return on Assets (quarter, annualized)

-0.27%-117 bps YoY

Net Interest Margin (quarter, annualized)

0.97%-161 bps YoY

Efficiency Ratio (quarter, annualized)

111.61%+6,611 bps YoY

Tier 1 Leverage Ratio

n/a

Discrete quarter, annualized.

Metric	Q4 2000	Q1 2001	Q2 2001	Q3 2001	Q4 2001	Q1 2002	Q2 2002	Q3 2002	YoY Δ	Trend
Earnings
Return on Assets	0.48%	1.07%	0.60%	0.91%	0.47%	0.05%	-0.79%	-0.27%	-117 bps
Return on Equity	n/a	n/a	8.67%	14.56%	8.44%	0.91%	-13.55%	-5.23%	-1,979 bps
Net Interest Margin	n/a	3.10%	3.11%	2.58%	2.07%	1.45%	1.08%	0.97%	-161 bps
Efficiency Ratio	n/a	39.19%	44.74%	45.50%	46.61%	69.28%	110.37%	111.61%	+6,611 bps
Non-Interest Burden	n/a	0.74%	0.97%	0.78%	0.64%	0.77%	1.26%	1.16%	+38 bps
Growth
Asset Growth (YoY)	5.73%	2.05%	5.57%	27.15%	33.04%	23.56%	14.11%	4.56%	-2,258 bps
Loan Growth (YoY)	10.68%	8.32%	7.49%	2.24%	-1.25%	-13.99%	-19.97%	-24.43%	-2,667 bps
Deposit Growth (YoY)	19.62%	-1.96%	1.59%	-12.01%	-8.96%	8.22%	5.36%	6.23%	+1,824 bps
Asset Quality
Nonperforming Loans / Loans	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0 bps
Net Charge-Offs / Loans	n/a	1.16%	1.46%	0.86%	1.20%	1.34%	1.47%	0.44%	-42 bps
Allowance / Loans	n/a	n/a	n/a	n/a	n/a	3.83%	4.07%	4.42%	n/a
Allowance Coverage of NPLs	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
Capital
Tier 1 Leverage Ratio	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
Total Risk-Based Capital	n/a	10.92%	10.77%	10.86%	10.92%	11.68%	11.56%	11.64%	+78 bps
Equity / Assets	n/a	n/a	n/a	n/a	n/a	5.99%	5.69%	4.54%	n/a
Liquidity & Funding
Loans / Deposits	131.51%	164.98%	167.44%	164.94%	142.66%	131.12%	127.19%	117.33%	-4,761 bps
Liquid Assets / Assets	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0 bps
CRE / Total Capital	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a