Citigroup Trust - Delaware, National Association

Wilmington, DE · Cert 58335

FDIC

Q1 2013

$11.8MAssets

n/aLoans

n/aDeposits

$9.7MEquity

Executive Summary

Return on Assets (quarter, annualized)

-46.76%-4,570 bps YoY

Net Interest Margin (quarter, annualized)

0.02%-22 bps YoY

Efficiency Ratio (quarter, annualized)

55.33%-13,536 bps YoY

Tier 1 Leverage Ratio

n/a

Discrete quarter, annualized.

Metric	Q2 2011	Q3 2011	Q4 2011	Q1 2012	Q2 2012	Q3 2012	Q4 2012	Q1 2013	YoY Δ	Trend
Earnings
Return on Assets	0.50%	0.64%	4.47%	-1.05%	7.22%	11.00%	10.91%	-46.76%	-4,570 bps
Return on Equity	0.65%	0.86%	6.89%	-1.47%	7.92%	13.11%	16.55%	-62.88%	-6,142 bps
Net Interest Margin	0.19%	0.22%	0.14%	0.24%	0.16%	0.20%	0.00%	0.02%	-22 bps
Efficiency Ratio	-146.67%	0.00%	176.15%	190.68%	55.98%	79.10%	88.89%	55.33%	-13,536 bps
Non-Interest Burden	-0.32%	-0.43%	0.73%	1.36%	-6.06%	-7.60%	-10.26%	-39.65%	-4,100 bps
Growth
Asset Growth (YoY)	-22.52%	1.89%	31.68%	-13.52%	-13.99%	-69.50%	-76.08%	-73.89%	-6,037 bps
Loan Growth (YoY)	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
Deposit Growth (YoY)	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
Asset Quality
Nonperforming Loans / Loans	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
Net Charge-Offs / Loans	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
Allowance / Loans	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	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	291%	229%	191.22%	284%	264%	81.63%	111.78%	332%	+4,841 bps
Equity / Assets	76.13%	71.58%	59.55%	90.74%	91.71%	63.24%	68.71%	82.25%	-849 bps
Liquidity & Funding
Loans / Deposits	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a
Liquid Assets / Assets	75.61%	78.14%	46.47%	73.11%	68.05%	0.58%	0.61%	0.85%	-7,226 bps
CRE / Total Capital	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a	n/a