This is financial institutions course in collage, and please help me to do a bank performance analysis with attached file.5 pages, times new roman, 12 font, double spaced.

BANK PERFORMANCE ANALYSIS - Using your bank's UBPR data, together with data you obtain from other sources (e.g.: Annual Report, the bank's web site, and the news), analyze your bank's performance (max. 5 pages; 12 pt. font; doubled-spaced). The following questions should help in narrowing your focus. Note, however, these are not required questions to be answered; rather they are simply suggested areas to cover, and the items you should cover are the ones relevant and interesting for your bank. On all pages of the UBPR, I suggest you look for trends and deviations from the PG. Page 6 - Balance Sheet Percentage Composition (common-sized) a. Rank your bank's largest asset categories. Evaluate the trend. Compare the mix and composition to the PG. b. Using the most recent data and based on your bank's asset composition, form an expectation about the impact on earnings. For example, if investments were sold to fund growth in the loan portfolio, you should expect net interest income to be higher. c. How has your bank's loan portfolio changed over time? How does it compare to its PG? How should this affect earnings? d. Consider how your bank is being funded and the cost of funds based on the liability composition. e. How leveraged is your bank? How does it compare to the PG? Page 7A - Analysis of Credit Allowance and Loan Mix a. Rank the mix of your bank's loan portfolio. How has the mix of loan types changed and how does it compare to the PG? b. How does the mix inform expected earnings? c. How does the mix inform expected risk? Page 10A - Liquidity & Investment Portfolio a. Rank the mix of your bank's investments. How has the composition changed and how does it compare to the PG? b. How does the trend affect risk and expected returns? Page 4 - Balance Sheet $ 1 a. Evaluate scale based on the dollar-based balance sheet. Page 5 - Off Balance Sheet Items a. Consider the potential impact on both the balance sheet and potential incremental risk and return from OBS items. Page 5A & 5B - Derivative Instruments a. Discuss how the back is hedging its balance sheet to protect expected earnings based on derivative products, and the type it has selected. Pages 7, 8 & 8A - Analysis of Credit Allowance and Loan Mix / Analysis of Past Due, Nonaccrual, and Restructured a. Use these report to dig deeper into the quality of the loan portfolio. b. Consider the adequacy of reserves based on past due and non-accrual status. 2 Page 1 - Summary Ratios a. Evaluate ratios and compare to previously formed expectations. How profitable is your bank compared to the PG? b. Discuss and compare your bank's ROA and ROE. c. Discuss the performance of your bank based on the asset utilization ratio. d. What is your bank's loan/deposit ratio? What does this tell you? Page 3 - Noninterest Income, Expenses, and Yields a. Evaluate trend data and compare PG data for non-interest expense. b. Evaluate trend data and compare PG data for returns (yields) and cost of funds. What is your bank's least expensive funding source? Most expensive? c. Compare findings to previously formed expectations. Page 2 - Income Statement $ a. Evaluate scale based on the dollar-based income statement. Page 9 - Interest Rate Risk Analysis As A Percent of Assets a. Use this report to ascertain additional risk factors, primarily those sourced from Interest Rate Risk. Page 10 - Liquidity and Funding a. Determine your banks liquidity risks based on its funding sources, particularly the concentration of and dependency on brokered deposits. Pages 11, 11A and 11B - Capital Analysis a. Evaluate the capital composition (type) and the capital adequacy ratio trends and compare to the PG. b. Determine how a change in the asset mix affects risk-based capital. c. Calculate/consider the loss and growth capacity in your bank's capital structure. 3 FDIC Certificate # 6548 OCC Charter # 24 Public Report FRB District/ID_RSSD 4 / 504713 County: HAMILTON Problem # Earnings and Profitability Percent of Average Assets: Interest Income (TE) - Interest Expense Net Interest Income (TE) + Noninterest Income - Noninterest Expense - Provision: Loan & Lease Losses Pretax Operating Income (TE) + Realized Gains/Losses Sec Pretax Net Operating Income (TE) Net Operating Income Adjusted Net Operating Income Net Inc Attrib to Min Ints Net Income Adjusted Sub S Net Income U.S. BANK NATIONAL ASSOCIATION Summary Ratios--Page 1 12/31/2015 PG 1 PCT BANK CINCINNATI, OH 9/15/16 13:01 12/31/2014 PG 1 PCT BANK Summary Ratios 12/31/2013 PG 1 PCT BANK 12/31/2012 PG 1 PCT BANK BANK 12/31/2011 PG 1 PCT 3.07 0.26 2.82 2.18 2.67 0.25 2.07 0 2.07 1.41 1.37 0.01 1.4 1.4 3.44 0.29 3.12 1.02 2.55 0.12 1.48 0.01 1.49 0.99 1.04 0 0.97 0.99 27 45 27 91 59 85 89 32 88 87 84 95 89 86 3.26 0.28 2.98 2.31 2.78 0.31 2.21 0 2.21 1.49 1.45 0.02 1.48 1.48 3.52 0.3 3.19 1.01 2.65 0.11 1.46 0.01 1.47 0.98 0.98 0 0.97 0.98 36 51 34 93 58 89 91 44 91 90 88 96 91 89 3.55 0.37 3.18 2.46 2.87 0.39 2.37 0 2.38 1.64 1.61 -0.03 1.66 1.66 3.61 0.36 3.22 1.05 2.73 0.14 1.44 0.02 1.46 1.02 0.97 0 1 1.02 45 57 47 94 60 89 91 45 91 90 90 0 92 91 3.8 0.5 3.3 2.68 3.05 0.52 2.4 -0.02 2.39 1.59 1.51 -0.05 1.63 1.63 3.81 0.46 3.33 1.13 2.75 0.32 1.42 0.04 1.47 1.03 0.96 0 1.02 1.03 48 60 46 93 67 77 89 4 89 85 84 0 86 85 4 0.65 3.35 2.7 3.11 0.72 2.22 -0.01 2.22 1.5 1.34 -0.03 1.53 1.53 4.03 0.63 3.37 1.13 2.8 0.47 1.25 0.05 1.3 0.89 0.73 0 0.87 0.89 44 54 46 92 69 71 86 9 87 87 82 1 89 87 Margin Analysis: Avg Earning Assets to Avg Assets Avg Int-Bearing Funds to Avg Assets 7 Int Inc (TE) to Avg Earn Assets 7 Int Expense to Avg Earn Assets Net Int Inc-TE to Avg Earn Assets 90.29 66.01 3.41 0.28 3.12 92.82 77.84 3.71 0.31 3.37 21 13 31 48 31 89.76 65.9 3.63 0.31 3.32 92.37 77.35 3.83 0.33 3.47 26 13 37 52 43 88.96 65.16 3.99 0.41 3.57 92.12 77.48 3.92 0.39 3.5 25 11 53 60 55 88.28 80.4 4.3 0.57 3.74 91.93 77.77 4.15 0.5 3.63 18 54 54 62 56 86.52 81.72 4.62 0.75 3.87 91.56 78.7 4.42 0.69 3.69 12 59 58 58 59 Loan & Lease Analysis: Net Loss to Average Total LN&LS Earnings Coverage of Net Losses (X) LN&LS Allowance to LN&LS Not HFS LN&LS Allowance to Net Losses (X) LN&LS Allowance to Total LN&LS Total LN&LS-90+ Days Past Due -Nonaccrual -Total 0.46 7.81 1.49 3.29 1.47 1.49 0.45 1.94 0.13 33.31 1.11 12.73 1.09 0.14 0.68 0.85 90 20 85 16 84 96 33 90 0.55 6.92 1.64 3.03 1.61 1.66 0.58 2.24 0.18 30.07 1.23 13.81 1.21 0.2 0.78 1.05 90 23 82 14 81 93 41 88 0.64 6.39 1.82 2.9 1.79 2.12 0.68 2.8 0.29 17.65 1.45 9.57 1.44 0.29 1.07 1.49 86 33 75 24 75 94 31 86 0.93 4.73 1.96 2.11 1.89 2.1 0.91 3.01 0.6 10.23 1.74 5.21 1.69 0.47 1.58 2.27 75 50 66 31 65 87 32 73 1.38 3.25 2.26 1.67 2.18 2.2 1.46 3.65 0.96 5.61 1.98 2.93 1.92 0.61 2.22 3.17 71 52 65 35 63 86 38 66 Liquidity Net Non Core Fund Dep New $250M Net Loans & Leases to Assets 26.91 62.08 13.96 66.73 82 30 26.74 62.02 12.87 65.02 82 33 21.15 64.55 12.88 63.51 76 44 20.74 63.72 11.68 60.84 76 49 20.37 61.79 15.13 60.44 72 46 Capitalization Tier One Leverage Capital Cash Dividends to Net Income Retained Earnings to Avg Total Equity Rest+Nonac+RE Acq to Eqcap+ALLL 8.52 69.24 4.21 13.49 9.77 41.22 4.53 7.61 21 72 47 85 8.6 69.56 4.21 15.45 9.83 41.19 4.32 8.84 24 72 49 82 8.81 105.71 -0.86 19.97 9.87 42.16 4.29 11.65 28 88 13 81 8.99 4.61 14.57 21.73 9.76 46.39 3.55 15.06 34 33 93 79 8.08 29.69 10.64 26.61 9.63 29.61 4.03 19.8 19 54 89 73 4.63 4.15 4.73 18.5 6.09 10.85 11.14 13.46 18.29 18.2 31 21 17 61 39 10.68 8.69 6.33 17.79 29.34 11.72 11.51 15.41 23.67 20.65 59 55 32 55 71 4.46 2.4 5.83 74.55 15.66 6.13 7.87 9.66 6.34 11.23 57 22 51 82 61 4.42 17.89 7.69 -73.22 -5.18 7.71 7.3 9.08 23.68 -2.47 41 85 49 3 48 9.33 17.48 6.45 -36.88 -15.58 7.99 11.21 8.68 26.18 -23.67 65 79 60 24 64 Growth Rates Total Assets Tier One Capital Net Loans & Leases Short Term Investments Short Term Non Core Funding Average Total Assets Total Equity Capital Net Income Number of banks in Peer Group 403,289,089 42,188,830 5,632,812 375,225,726 40,540,868 5,534,970 346,703,375 38,561,877 5,770,285 331,678,182 38,133,382 5,421,903 308,582,197 32,741,044 4,715,498 228 223 201 190 180 FDIC Certificate # 6548 OCC Charter # 24 Public Report FRB District/ID_RSSD 4 / 504713 County: HAMILTON U.S. BANK NATIONAL ASSOCIATION Income Statement $--Page 2 CINCINNATI, OH Income Statement $ 9/15/16 13:01 Percent Change 1 Year 12/31/2015 9,700,669 490,538 209,412 107,038 10,298,245 12/31/2014 9,855,935 557,406 217,798 112,433 10,525,774 12/31/2013 10,113,091 602,238 203,800 105,260 10,820,589 12/31/2012 9,631,551 671,542 190,453 97,937 10,401,030 12/31/2011 9,312,912 742,303 169,455 87,196 10,142,411 US Treas & Agency (Excl MBS) Mortgage Backed Securities Estimated Tax Benefit All Other Securities Tax-Exempt Securities Income Investment Interest Income (TE) 109,060 1,613,774 113,808 260,801 222,656 2,097,443 84,984 1,489,907 119,923 272,759 232,307 1,967,573 69,422 1,236,781 130,443 304,804 252,558 1,741,450 41,253 1,349,229 139,292 336,228 270,874 1,866,002 51,895 1,295,838 150,936 369,494 293,327 1,868,163 28.33 8.31 -5.1 -4.38 -4.15 6.6 Interest on Due From Banks Int on Fed Funds Sold & Resales Trading Account Income Other Interest Income 9,028 240 1,528 -5,572 4,769 232 1,794 -272,378 6,319 209 935 -277,964 11,144 200 1,150 324,299 21,850 1,370 1,022 302,016 89.31 3.45 -14.83 -97.95 12,400,913 12,227,764 12,291,539 12,603,826 12,336,833 1.42 33,610 85,538 349,961 2,101 443,288 116,799 27,675 119,154 322,431 10,446 341,180 211,028 28,096 186,071 349,309 113,491 329,959 262,064 28,424 240,972 424,063 175,629 542,819 249,017 31,508 262,360 542,306 242,073 609,651 305,398 21.45 -28.21 8.54 -79.89 29.93 -44.65 Interest and Fees on Loans Income From Lease Financing Tax-Exempt Estimated Tax Benefit Income on Loans & Leases (TE) Total Interest Income (TE) Int on Deposits in Foreign Off Interest on Time Dep Over $100M Interest on All Other Deposits Int on Fed Funds Purch & Repos Int Trad Liab & Oth Borrowings Int on Sub Notes & Debentures -1.58 -12 -3.85 -4.8 -2.16 Total Interest Expense 1,031,297 1,031,914 1,268,990 1,660,924 1,993,296 -0.06 Net Interest Income (TE) Non-interest Income 11,369,616 8,776,563 11,195,850 8,678,036 11,022,549 8,517,497 10,942,902 8,889,051 10,343,537 8,345,956 1.55 1.14 Adjusted Operating Income (TE) 20,146,179 19,873,886 19,540,046 19,831,953 18,689,493 1.37 10,770,037 1,024,832 8,351,310 10,419,279 1,180,409 8,274,198 9,949,098 1,362,002 8,228,946 10,120,599 1,738,055 7,973,299 9,599,967 2,224,339 6,865,187 3.37 -13.18 0.93 Realized G/L Hld-to-Maturity Sec Realized G/L Avail-for Sale Sec Pretax Net Operating Inc (TE) 0 342 8,351,652 0 5,432 8,279,630 0 7,707 8,236,653 0 -59,920 7,913,379 0 -20,748 6,844,439 Applicable Income Taxes Current Tax Equiv Adjustment Other Tax Equiv Adjustments Applicable Income Taxes (TE) 2,441,957 220,847 0 2,662,804 2,452,585 232,356 0 2,684,941 2,332,511 235,704 0 2,568,215 2,408,028 237,230 0 2,645,258 1,971,747 238,133 0 2,209,880 5,688,848 5,594,689 5,668,438 5,268,121 4,634,559 Net Extraordinary Items Net Inc Noncontrolling Minority Interests Net Income 0 56,036 5,632,812 0 59,719 5,534,970 0 -101,847 5,770,285 0 -153,782 5,421,903 0 -80,939 4,715,498 Cash Dividends Declared Retained Earnings Memo: Net International Income 3,900,000 1,732,812 0 3,850,000 1,684,970 0 6,100,000 -329,715 0 250,000 5,171,903 0 1,400,000 3,315,498 0 Non-Interest Expense Provision: Loan & Lease Losses Pretax Operating Income (TE) Net Operating Income FDIC Certificate # 6548 OCC Charter # 24 Public Report Percent of Average Assets Personnel Expense Occupancy Expense Other Oper Exp (Incl Intangibles) Total Overhead Expense Overhead Less Nonint Inc Other Income & Expense Ratios: Efficiency Ratio Avg Personnel Exp Per Empl($000) Assets Per Employee ($Million) 9,10,13 Yield on or Cost of: Total Loan & Leases (TE) Loans in Domestic Offices Real Estate Secured by 1-4 Fam Resi Prop All Other Loans Sec Real Estate Commercial & Industrial Individual Credit Card Agricultural Loans in Foreign Offices Total Investment Securities (TE) Total Investment Securities (Book) US Treas & Agency (Excl MBS) Mortgage Backed Securities All Other Securities Interest-Bearing Bank Balances Federal Funds Sold & Resales Total Interest Bearing Deposits Transaction accounts Other Savings Deposits Time Deps Over $100M All Other Time Deposits Foreign Office Deposits Federal Funds Purchased & Repos Other Borrowed Money Subord Notes & Debentures 10 All Interest-Bearing Funds Non-interest Income & Expenses Fiduciary Activities Deposit Service Charges Trading, Vent Cap, Securtz Inc Inv Banking, Advisory Inc Insurance Comm & Fees Net Servicing Fees Loan & Lse Net Gains/Loss Other Net Gains/Losses Other Non-interest Income Non-interest Income Personnel Expense Occupancy Expense Goodwill Impairment Other Intangible Amortiz Other Oper Exp(incl Intangibles) Non-Interest Expense Domestic Banking Offices(#) Foreign Branches (#) Assets Per Domestic Office FRB District/ID_RSSD 4 / 504713 County: HAMILTON BANK 1.42 0.24 1.01 2.67 0.49 12/31/2015 PG 1 PCT 1.29 0.31 0.9 2.55 1.49 U.S. BANK NATIONAL ASSOCIATION Noninterest Income, Expenses and Yields--Page 3 BANK 62 27 68 59 7 1.42 0.26 1.1 2.78 0.46 12/31/2014 PG 1 PCT 1.3 0.32 0.99 2.65 1.59 CINCINNATI, OH BANK 58 27 66 58 9 1.52 0.27 1.08 2.87 0.41 12/31/2013 PG 1 PCT 1.32 0.33 1.02 2.73 1.61 N/A -93.7 0.87 -0.43 -4.95 N/A -0.82 1.68 N/A -6.17 1.77 1.3 2.84 N/A Non Int Inc, Exp, Yields 9/15/16 13:01 BANK 66 28 61 60 8 1.52 0.27 1.26 3.05 0.37 12/31/2012 PG 1 PCT 1.32 0.33 1.07 2.75 1.57 66 28 72 67 9 12/31/2011 BANK PG 1 PCT 1.52 1.3 70 0.32 0.34 35 1.27 1.13 66 3.11 2.8 69 0.41 1.62 10 53.46 89.16 6.49 60.93 94.68 9.18 24 48 42 52.43 81.29 6.09 62.46 90.36 8.82 19 43 42 50.92 82.5 5.63 63.01 89.52 9.08 17 47 40 51.03 80.5 5.53 61.55 86.81 9.41 21 51 42 51.37 77.41 5.46 62.94 81.78 9.36 19 54 49 4.04 3.98 4.05 4.18 3.79 2.34 3.94 10.91 3.51 1.92 2.04 1.93 1.87 1.79 3.87 0.26 0.68 0.22 0.39 0.15 0.9 0.89 0.14 4.33 4.3 4.35 4.28 4.39 4.18 5.42 8.58 4.35 3.2 2.35 2.17 1.57 2.17 2.7 0.27 0.44 0.31 0.21 0.18 0.77 0.74 0.23 35 35 35 53 19 4 29 68 26 25 25 29 65 17 87 48 74 37 81 50 64 69 37 4.32 4.25 4.39 4.26 4.63 2.54 4.39 10.3 3.69 1.97 2.19 2.05 1.95 1.9 3.91 0.36 0.46 0.23 0.37 0.12 1.83 1.09 0.11 4.53 4.5 4.54 4.4 4.64 4.38 5.8 8.97 4.42 3.58 2.43 2.24 1.52 2.31 2.76 0.26 0.29 0.31 0.21 0.18 0.76 0.75 0.23 42 41 49 51 57 5 33 59 30 27 32 32 73 18 87 88 75 40 77 39 96 79 26 4.71 4.63 4.75 4.44 5.36 2.78 5.17 10.17 3.74 2.09 2.33 2.16 1.44 1.98 4.05 0.4 0.73 0.3 0.39 0.11 2.49 1.45 0.11 4.74 4.71 4.71 4.47 4.92 4.53 6.06 8.85 4.54 3.8 2.36 2.18 1.42 2.2 2.88 0.26 0.35 0.36 0.21 0.2 0.85 0.89 0.26 54 51 60 55 70 6 42 57 29 26 54 51 52 40 85 87 83 46 80 34 98 87 23 4.83 4.72 4.61 4.5 4.79 3.02 5.52 10.15 3.99 2.34 2.61 2.41 1.17 2.25 4.18 0.35 0.75 0.31 0.38 0.09 2.27 1.71 0.13 5.08 5.05 5.03 4.71 5.25 4.9 6.37 9.01 5.01 5.05 2.62 2.45 1.63 2.53 3.27 0.26 0.39 0.46 0.25 0.23 1.05 1.12 0.3 39 36 30 42 32 8 35 56 24 28 52 46 35 38 81 87 80 31 76 15 96 86 21 5.13 4.99 4.81 4.83 4.77 3.29 6.04 9.55 4.13 2.29 3.21 2.95 1.64 2.78 4.43 0.3 0.13 0.41 0.45 0.16 2.4 1.91 0.15 5.36 5.33 5.28 5.01 5.42 5.2 6.85 10.07 5.12 4.25 3.03 2.85 1.8 3.13 3.34 0.28 0.28 0.65 0.35 0.32 1.29 1.41 0.35 42 37 29 40 25 9 33 47 25 29 59 55 49 31 85 80 35 22 74 17 96 79 12 0.1 0.96 3.39 0.39 0.4 1.41 3.83 0.38 25 48 49 57 0.33 0.9 4.41 0.42 0.4 1.49 3.95 0.4 71 41 58 59 2.68 1.12 5.3 0.56 0.48 1.89 3.79 0.47 89 34 68 69 2.83 1.67 4.4 0.62 0.6 2.4 4.32 0.6 90 39 57 58 2.89 1.81 4.32 0.79 0.81 2.53 4.11 0.81 87 33 56 54 1,087,932 1,263,539 139,942 222,622 5,002 311,887 532,887 323,346 4,889,406 8,776,563 5,733,073 976,925 0 271,566 3,788,473 10,770,037 3,163 1 131,243 FDIC Certificate # 6548 OCC Charter # 24 Public Report 1,033,953 1,238,025 120,673 208,202 6,885 576,133 420,655 277,028 4,796,482 8,678,036 5,322,799 970,159 0 297,329 3,828,992 10,419,279 3,194 1 124,689 FRB District/ID_RSSD 4 / 504713 County: HAMILTON 12/31/2015 998,856 1,208,398 117,546 130,578 9,448 501,696 1,213,906 35,931 4,301,138 8,517,497 5,283,037 930,696 0 320,525 3,414,840 9,949,098 3,099 1 116,069 U.S. BANK NATIONAL ASSOCIATION Balance Sheet $--Page 4 12/31/2014 931,980 1,193,460 124,520 113,643 12,506 274,176 1,487,914 18,570 4,732,282 8,889,051 5,026,899 902,158 0 367,692 3,823,850 10,120,599 3,100 1 110,795 CINCINNATI, OH 919,649 1,210,088 102,187 74,356 15,740 436,611 545,529 -73,170 5,114,966 8,345,956 4,681,982 985,695 0 392,945 3,539,345 9,599,967 3,101 1 106,005 Balance Sheet $ 9/15/16 13:01 12/31/2013 12/31/2012 12/31/2011 Percent Change 1 Quarter 1 Year Assets: Real Estate Loans 10 Commercial Loans Individual Loans Agricultural Loans Other Loans & Leases LN&LS Allowance Unearned Income Net Loans & Leases 6 U.S. Treasury & Agency Securities Municipal Securities Foreign Debt Securities All Other Securities Interest-Bearing Bank Balances Federal Funds Sold & Resales Trading Account Assets Total Investments 1 Total Earning Assets 3,7 116,175,433 66,537,713 50,586,055 1,162,844 28,537,831 3,862,417 0 259,137,459 98,091,448 5,273,742 9,000 1,847,325 5,630,194 66,242 1,367,663 112,285,614 371,423,073 116,568,586 60,780,036 45,981,772 1,238,672 26,897,974 4,039,320 0 247,427,720 92,439,864 5,827,279 14,637 2,276,052 4,751,598 78,987 1,134,117 106,522,534 353,950,254 113,806,131 52,676,771 44,322,138 1,059,710 25,084,916 4,249,743 0 232,699,923 71,244,228 5,694,669 12,981 2,405,793 2,365,163 76,693 732,480 82,532,007 315,231,930 110,880,537 46,576,883 41,002,085 1,089,054 24,566,287 4,230,503 0 219,884,343 64,760,776 6,420,033 13,597 2,828,122 1,337,729 74,234 1,192,230 76,626,721 296,511,064 105,714,298 40,062,139 40,695,129 1,033,982 21,234,909 4,557,595 0 204,182,862 59,744,491 6,484,956 13,382 3,242,371 9,198,793 11,887 1,407,144 80,103,024 284,285,886 5,486,266 2,505,497 312,216 0 171,155 37,560,027 417,458,234 409,583,347 5,870,424 2,609,347 325,192 0 177,415 36,045,727 398,978,359 389,800,594 6,107,561 2,593,778 951,365 0 189,292 35,404,352 360,478,278 353,363,320 6,914,573 2,645,620 1,119,199 0 67,219 37,830,941 345,088,616 338,269,827 4,761,706 2,633,796 1,367,227 0 64,794 37,357,401 330,470,810 319,718,617 Liabilities: Demand Deposits All Now & ATS Accounts Money Market Deposit Accounts Other savings Deposits Time Deps At Or Below Insurance Limit Less: Fully Insured Brokered Deposits Core Deposits Fully Insured Brokered Deposits Time Deps Above Insurance Limit Deposits in Foreign Offices Total Deposits Federal Funds Purch & Resale Fed Home Loan Bor Mat 1 Year Oth Borrowing Mat 1 Year Acceptances & Other Liabilities 1 Total Liabilities (Incl Mortg) Subordinated Notes & Debentures Total Bank Capital & Min Int Total Liabilities & Capital 26,193,503 4,415,472 194,359,374 38,468,152 13,767,712 23,012,991 254,191,222 23,012,991 2,553,664 30,685,411 310,443,288 1,617,316 3,022,005 7,069,723 26,933,621 10,163,424 12,012,892 371,262,269 3,150,000 43,045,965 417,458,234 25,283,911 5,024,685 176,760,495 35,249,062 16,222,310 15,340,032 243,200,431 15,340,032 5,022,490 30,596,032 294,158,985 1,722,932 1,752,650 6,592,595 27,884,540 9,962,097 11,857,789 353,931,588 3,650,000 41,396,771 398,978,359 22,145,710 3,980,198 166,217,705 32,469,304 18,165,648 9,774,300 233,204,265 9,774,300 3,145,073 25,027,288 271,150,926 2,539,914 245,411 4,346,055 24,206,062 1,258,342 11,722,618 315,469,328 5,586,320 39,422,630 360,478,278 21,861,195 3,496,177 152,944,008 30,811,364 21,170,221 4,829,467 225,453,498 4,829,467 4,696,517 18,706,732 253,686,214 4,291,213 2,254 4,592,876 21,419,745 5,300,487 11,473,186 300,765,975 4,736,320 39,586,321 345,088,616 Memoranda: Officers, Shareholder Loans (#) Officers, Shareholder Loans ($) Held-to-Maturity Securities 8 Available-for-Sale Securities All Brokered Deposits LN&LS in Foreign Offices Loans Held for Sale Loans not Held for Sale 9 186,667 43,589,873 61,631,642 23,693,058 584,743 3,183,585 259,816,291 9 190,112 44,974,010 55,583,822 16,804,903 875,469 4,791,848 246,675,192 7 140,843 38,919,652 40,438,019 10,011,299 666,798 3,268,007 233,681,659 6 135,154 34,389,003 39,633,525 5,079,695 640,198 7,976,156 216,138,690 Nonint Cash & Due From Banks Premises, Fix Assts, Cap Leases Other Real Estate Owned Dir & Indir Inv RE Ventures Inv in Unconsolidated Subs Acceptances & Oth Assets Total Assets Average Assets During Quarter FDIC Certificate # 6548 OCC Charter # 24 Public Report Outstanding (% of Total Assets) Home Equity (1-4 Family) Credit Card Commercial RE Secured by RE 1-4 Family Residential Comml RE, Oth Const & Land Commercial RE Not Secured by RE All Other Total LN&LS Commitments Securities Underwriting FRB District/ID_RSSD 4 / 504713 County: HAMILTON BANK 4.94 28.61 2.28 0.41 1.88 2.39 28.98 67.21 0 12/31/2015 PG 1 PCT 2.35 0.98 3.55 0.59 2.83 0.07 11.28 20.45 0 U.S. BANK NATIONAL ASSOCIATION Off Balance Sheet Items--Page 5 BANK 82 97 34 56 35 98 93 97 99 4.79 25.03 2.43 0.41 2.02 2.36 28.55 63.16 0 12/31/2014 PG 1 PCT 2.43 1.05 2.75 0.46 2.19 0.09 11.28 19.97 0 CINCINNATI, OH BANK 78 97 47 60 48 98 92 96 98 4.94 25.31 2.46 0.45 2 2.27 29.2 64.17 0 12/31/2013 PG 1 PCT 2.47 1.06 2.39 0.38 1.91 0.09 11.46 19.6 0 -0.32 2.87 5.3 11.32 2.4 -2.59 N/A 3.6 -12.12 9.96 9.13 -15.13 50.02 4.52 50.02 -49.16 0.29 5.54 -6.13 72.42 7.24 -3.41 2.02 1.31 4.9 -13.7 3.98 4.63 6 140,485 18,876,719 50,608,481 1,708,105 448,377 7,156,274 201,584,183 15.36 -2.46 2.78 13.77 -2.73 -28.81 2.41 -1.81 -3.08 10.88 40.99 -33.21 -33.56 5.33 Off Balance Sheet Items 9/15/16 13:02 BANK 79 97 53 65 55 98 94 96 97 4.7 20.77 2.18 0.27 1.91 1.82 29.29 58.76 0 12/31/2012 PG 1 PCT 2.46 1.11 1.71 0.26 1.4 0.09 10.74 18.09 0 76 96 63 61 67 98 95 96 96 Percent Change 12/31/2011 1 Quarter 1 Year BANK PG 1 PCT 4.88 2.55 77 21.24 1.07 96 1.69 1.29 65 0.23 0.22 63 1.47 1.02 70 1.41 0.08 96 27.86 10.12 96 57.08 17.12 96 0 0 96 0.87 0.06 0.03 93 78 84 4.91 0.23 0.08 1.01 0.06 0.04 95 85 82 5.55 0.18 0.09 1.08 0.06 0.04 95 84 82 6.04 0.23 0.13 1.23 0.07 0.04 95 84 85 Assets Securitized or Sold w/Rec Amount of Recourse Exposure 0.02 0.02 0.7 0.07 62 74 0.03 0.03 0.67 0.07 66 77 0.03 0.03 0.63 0.1 65 75 0.04 0.04 0.81 0.11 64 75 0.05 0.05 0.73 0.11 64 75 Credit Derivatives Bank as Guarantor Credit Derivatives Bank as Beneficiary 0.72 0.34 0.04 0.03 94 92 0.61 0.38 0.03 0.03 92 92 0.65 0.45 0.04 0.03 92 93 0.56 0.42 0.04 0.03 91 92 0.52 0.3 0.04 0.04 90 89 4.34 0.55 91 4.08 0.39 91 4.25 0.37 91 4.11 0.33 92 2.77 0.3 88 75.87 25.02 94 72.15 24.75 94 74.55 25.28 93 69.54 24.66 91 66.9 24.26 90 17,798,412 91,219,973 8,850,667 1,627,398 7,223,269 8,190,582 105,257,142 N/A 7.81 -12.17 3.16 2.33 -3.57 17.21 1.69 17.21 -27.87 -4.26 1.72 8.41 65.71 -4.92 -1.7 -1.01 1.95 1.61 0 1.63 1.6 3.8 0.08 0.1 19,119,853 99,878,927 9,684,684 1,629,586 8,055,098 9,421,100 113,894,870 -6.54 -3.98 -3.99 19,586,349 4,111,749 140,462,502 28,018,099 22,772,393 1,664,845 213,286,247 1,664,845 4,735,053 16,405,396 236,091,541 7,936,151 3,256,823 4,790,406 22,708,362 4,129,753 10,944,902 289,857,938 5,945,617 34,667,255 330,470,810 93 81 83 20,636,933 119,439,649 9,524,451 1,690,519 7,833,932 9,990,161 120,996,464 18.14 -0.08 1.65 -3.53 4.2 4.63 5.08 0.76 0.04 0.02 Outstanding ($000) Home Equity (1-4 Family) Credit Card Commercial RE Secured by RE 1-4 Family Residential Commercial RE, Oth Const & Land Commercial RE Not Secured by RE All Other 4.73 6.11 -9.5 -38.51 -18.84 18.49 -16.14 20.59 5.41 4.94 -0.95 1.9 1.6 1.21 3.18 0.06 0.07 Off-Balance Sheet Items N/A 1.94 0.84 0.25 0 -12.45 -2.45 -34.13 -17.21 0.09 1.37 N/A Standby Letters of Credit Amount Conveyed to Others Commercial Letters of Credit All Oth Off-Balance Sheet Items -0.34 9.47 10.01 -6.12 6.1 -4.38 16,230,097 71,658,591 7,509,683 925,824 6,583,859 6,291,463 101,089,730 16,127,895 70,201,523 5,585,697 743,961 4,841,736 4,670,363 92,062,386 2.42 8.92 -0.37 2.89 -1.05 2.87 0.41 7.93 19.58 -1.65 3.74 -2.75 6.04 6.24 Securities Underwriting Memo: Unused Commit w/mat GT 1 YR 0 117,069,743 0 110,762,668 0 103,032,285 0 90,765,079 0 82,268,826 13,260,758 240,447 275,587 15,142,147 303,213 415,101 17,714,437 820,084 298,877 19,143,122 629,179 324,987 Assets Securitized or Sold w/recourse Amount of Recourse Exposure 93,958 93,958 107,901 107,901 114,673 114,673 Credit Derivatives Bank as Guarantor Credit Derivatives Bank as Beneficiary 2,985,544 1,426,958 2,427,056 1,502,192 2,355,241 1,605,554 Standby Letters of Credit Amount Conveyed to Others Commercial Letters of Credit All Oth Off-Balance Sheet Items 11 Off-Balance Sheet Items 5.69 19,962,956 763,902 431,459 -2.48 -8.44 -4.43 -12.42 -20.7 -33.61 142,775 142,775 172,567 172,567 -2.82 -2.82 -12.92 -12.92 1,944,016 1,457,712 1,725,152 977,682 0.25 -1.85 23.01 -5.01 18,113,203 16,278,965 15,318,770 14,178,602 9,154,249 2.24 11.27 287,872,796 268,724,328 239,970,778 221,071,929 3.61 10.03 FRB District/ID_RSSD 4 / 504713 County: HAMILTON U.S. BANK NATIONAL ASSOCIATION Derivative Instruments--Page 5A CINCINNATI, OH Derivative Instruments 9/15/16 13:02 12/31/2015 12/31/2014 12/31/2013 12/31/2012 12/31/2011 194,022,365 148,451,038 44,868,239 703,088 132,238,852 91,907,827 39,920,469 410,556 103,555,080 73,312,631 30,170,250 72,199 122,951,741 97,482,084 25,417,134 52,523 105,231,080 86,383,109 18,788,475 59,496 Derivatives Position Future and Forwards Written Options Exchange Traded Over-the-Counter Purchased Options Exchange Traded Over-the-Counter Swaps 54,605,276 13,317,216 2,083,000 11,234,216 13,270,768 2,935,000 10,335,768 112,829,105 52,264,091 8,021,547 1,500,000 6,521,547 7,908,993 2,500,000 5,408,993 64,044,221 38,356,565 8,057,598 3,350,000 4,707,598 3,853,164 0 3,853,164 53,287,753 57,377,994 10,430,448 3,410,000 7,020,448 3,794,026 0 3,794,026 51,349,273 46,360,056 8,071,933 2,000,000 6,071,933 3,183,548 0 3,183,548 47,615,543 Held-for-Trading Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Non-Traded Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Memo: Marked-to-Market 151,153,866 112,828,406 38,325,460 0 42,868,499 35,622,632 6,542,779 703,088 42,868,499 97,302,282 65,114,220 32,188,062 0 34,936,570 26,793,607 7,732,407 410,556 34,936,570 70,160,246 49,768,287 20,391,959 0 33,394,834 23,544,344 9,778,291 72,199 33,394,834 71,393,796 48,734,433 22,659,363 0 51,557,945 48,747,651 2,757,771 52,523 51,557,945 71,711,829 54,043,292 17,668,537 0 33,519,251 32,339,817 1,119,938 59,496 33,519,251 Derivative Contracts (RBC Def) One Year or Less Over 1 Year to 5 Years Over 5 Years 176,441,325 60,247,134 66,872,601 49,321,590 120,983,814 53,691,383 43,702,180 23,590,251 94,353,085 44,333,251 34,775,034 15,244,800 108,889,609 57,480,604 34,368,561 17,040,444 94,891,955 45,636,323 33,060,657 16,194,975 2,378,066 2,172,442 2,045,949 126,493 126,493 1,006,764 487 2,179,820 1,995,298 1,853,086 142,212 142,212 1,682,963 332 1,709,697 1,374,495 1,215,478 159,017 159,017 1,024,025 1,664 2,171,977 1,771,770 1,443,194 328,576 328,576 1,349,048 1,959 2,530,778 1,858,728 1,600,365 258,363 258,363 1,456,525 3,278 0 0 0 0 0 Gross Negative Fair Value Gross Positive Fair Value Held-for-Trading Non-Traded Memo: Marked-to-Market Current Credit Exposure All Derivatives Credit Losses Off_BS Derivatives Past Due Derivatives Instruments: Fair Value Carried as Assets Impact Nontraded Derivatives Contracts: Increase (Decr) in Interest Inc Increase (Decr) in Interest Exp Increase (Decr) in Nonint ALLOC Increase (Decr) in Net Income N/A N/A N/A N/A N/A N/A N/A N/A FDIC Certificate # 6548 OCC Charter # 24 Public Report N/A N/A N/A N/A FRB District/ID_RSSD 4 / 504713 County: HAMILTON 12/31/2015 PG 1 PCT 76.51 88.19 23.13 2.97 0.36 0.38 Derivatives Position Futures and Forwards Written Options Exchange Traded Over-the-Counter Purchased Options Exchange Traded Over-the-Counter Swaps 28.14 6.86 1.07 5.79 6.84 1.51 5.33 58.15 Held-for-Trading Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Non-Traded Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Memo: Marked-to-Market 77.91 58.15 19.75 0 22.09 18.36 3.37 0.36 22.09 Percent of Notional Amounts Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts BANK N/A 1.1 316,743,666 FDIC Certificate # 6548 OCC Charter # 24 Public Report Notional Amount ($000) Derivative Contracts 12 Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts N/A N/A N/A N/A N/A U.S. BANK NATIONAL ASSOCIATION Derivative Analysis--Page 5B 11 91 83 12/31/2014 PG 1 PCT 69.5 84.07 30.19 4.91 0.31 0.6 14.73 10.82 0.01 10.49 2.2 0.01 1.97 56.86 75 57 96 54 82 96 81 35 39.52 6.07 1.13 4.93 5.98 1.89 4.09 48.43 30.96 25.67 1.42 0.09 24.41 34.13 0.23 0.06 24.41 73 70 92 85 26 26 93 91 26 73.58 49.24 24.34 0 26.42 20.26 5.85 0.31 26.42 BANK N/A N/A N/A N/A CINCINNATI, OH Derivative Analysis 9/15/16 13:02 12 90 81 12/31/2013 PG 1 PCT 70.8 84.46 29.13 4.5 0.07 0.75 12/31/2012 BANK PG 1 PCT 12 79.28 84.89 90 20.67 5.01 75 0.04 1.03 15 88 74 17.89 11.6 0.01 11.4 2.37 0.01 2.19 53.42 78 55 96 50 77 97 74 37 37.04 7.78 3.24 4.55 3.72 0 3.72 51.46 16.28 9.22 0.02 8.98 3.28 0.02 3.11 57.16 79 60 97 49 64 91 66 30 46.67 8.48 2.77 5.71 3.09 0 3.09 41.76 21.33 11.96 0.02 11.75 2.87 0.02 2.72 49.66 78 55 97 46 65 89 67 33 44.06 7.67 1.9 5.77 3.03 0 3.03 45.25 18.69 11.6 0.04 11.39 3.79 0.05 3.07 49.51 78 60 96 51 64 88 67 38 33.86 29.29 1.84 0.11 21.48 28.26 0.41 0.1 21.48 66 61 93 86 33 34 92 90 33 67.75 48.06 19.69 0 32.25 22.74 9.44 0.07 32.25 36.81 32 2.12 0.16 23.66 27.33 0.38 0.13 23.66 59 60 91 85 40 40 93 87 40 58.07 39.64 18.43 0 41.93 39.65 2.24 0.04 41.93 32.55 28.79 2.43 0.23 25.93 34.08 0.44 0.26 25.93 60 60 90 82 39 42 91 85 39 68.15 51.36 16.79 0 31.85 30.73 1.06 0.06 31.85 32.11 27.8 2.32 0.19 26.46 32.56 0.5 0.2 26.46 64 63 91 83 35 38 89 87 35 BANK 12/31/2011 BANK PG 1 PCT 82.09 83.2 18 17.85 4.95 87 0.06 1.01 76 Derivative Contracts (RBC Def) One Year or Less Over 1 Year to 5 Years Over 5 Years 90.94 31.05 34.47 25.42 80.88 18.85 24.38 28.77 43 72 60 48 91.49 40.6 33.05 17.84 76.92 20.88 24.95 22.44 51 78 58 46 91.11 42.81 33.58 14.72 80.62 21.19 24.94 24.89 48 77 57 38 88.56 46.75 27.95 13.86 77.02 27.69 22.55 17.21 50 74 57 49 90.17 43.37 31.42 15.39 76.74 27.53 25.87 14.03 50 70 53 60 Gross Negative Fair Value Gross Positive Fair Value 1.23 1.12 1.09 1.16 55 46 1.65 1.51 1.27 1.23 64 57 1.65 1.33 1.17 1.3 71 55 1.77 1.44 1.79 1.56 45 47 2.41 1.77 2.12 1.83 56 49 By Tier One Capital: Gross Negative Fair Value (x) Gross Positive Fair Value (x) Held-for-Trading (x) Non-Traded (x) Non-Traded Marked-to-Mkt(x) Current Credit Exposure (x) Credit Losses on Derivatives 0.07 0.06 4.43 1.26 1.26 0.03 0 0.02 0.02 0.64 0.56 0.56 0.01 0 92 88 91 78 78 81 93 0.07 0.06 2.97 1.07 1.07 0.05 0 0.02 0.02 0.63 0.45 0.45 0.01 0 90 87 89 80 80 87 92 0.06 0.05 2.33 1.11 1.11 0.03 0.01 0.02 0.02 0.73 0.43 0.43 0.01 0 88 84 86 81 81 81 93 0.07 0.06 2.42 1.75 1.75 0.05 0.01 0.03 0.03 0.95 0.53 0.53 0.02 0 83 79 85 87 87 78 88 0.1 0.07 2.87 1.34 1.34 0.06 0.01 0.04 0.04 1.01 0.52 0.52 0.03 0 84 79 86 83 83 77 86 0 0 97 0 0 98 0 0 96 0 0 94 0 0 94 0.3 0.01 0.15 0 80 93 0.54 0.01 0.16 0 87 92 0.35 0.04 0.18 0 77 92 0.48 0.05 0.3 0.01 74 88 0.56 0.07 0.41 0.02 72 87 Past Due Derivative Instruments: Fair Value Carried as Assets Other Ratios: Cur Credit Exposure/Risk WT AST Credit Losses on Derivatives/CR Allow Impact Nontraded Derivatives Contracts: Incr(Dec) Interest Inc/Net Inc Incr(Dec) Interest Exp/Net Inc Incr(Dec) Nonint ALLOC/Net Inc Incr(Dec) Net Income/Net Inc N/A N/A N/A N/A 0 0 0 0 FDIC Certificate # 6548 OCC Charter # 24 Public Report Percent of Average Assets Loans Held For Sale Loans Not Held For Sale Less: LN&LS Allowance Net Loans & Leases N/A N/A N/A N/A N/A N/A N/A N/A 0 0 0 0 FRB District/ID_RSSD 4 / 504713 County: HAMILTON BANK 1.41 61.17 0.97 61.61 Interest-Bearing Bank Balances Federal Funds Sold & Resales Trading Account Assets Held-to-Maturity Securities Available-for-Sale Securities Total Earning Assets Nonint Cash & Due From Banks Premises, Fix Assts & Cap Leases Other Real Estate Owned Dir & Indir Inv RE Ventures Inv in Unconsolidated Subs Acceptances & Other Assets Total Non-Earning Assets Total Assets Standby Letters of Credit 12/31/2015 PG 1 PCT 0.39 65.86 0.75 66.11 N/A N/A N/A N/A N/A N/A N/A N/A 0 0 0 0 U.S. BANK NATIONAL ASSOCIATION Balance Sheet Percentage Composition--Page 6 BANK 89 29 79 31 0.89 63.45 1.09 63.25 12/31/2014 PG 1 PCT 0.33 64.02 0.83 64.01 N/A N/A N/A N/A N/A N/A N/A N/A 0 0 0 0 CINCINNATI, OH N/A N/A N/A N/A N/A N/A N/A N/A 0 0 0 0 N/A N/A N/A N/A Balance Sheet % 9/15/16 13:02 BANK 86 41 79 39 1.57 63.77 1.21 64.13 12/31/2013 PG 1 PCT 0.47 62.47 0.97 62.63 BANK 88 47 68 46 2.28 61.46 1.29 62.44 12/31/2012 PG 1 PCT 0.61 60.56 1.13 60.77 88 45 61 47 12/31/2011 BANK PG 1 PCT 1.82 0.49 88 61.68 60.42 46 1.55 1.28 66 61.96 60.37 46 1.78 0.02 0.35 11 14.18 3.83 0.21 0.12 3.03 15.2 38 62 84 89 52 0.83 0.02 0.25 11.11 12.67 4.27 0.27 0.12 2.91 15.63 20 58 78 88 42 0.78 0.02 0.3 10.22 11.31 4.45 0.32 0.17 2.4 16.93 18 56 78 88 30 1.88 0.01 0.4 8.51 12.94 5.01 0.37 0.26 2.06 17.91 32 55 74 85 35 3.13 0.56 0.42 3.71 16.09 5.37 0.37 0.3 1.78 17.59 39 77 75 79 50 88.93 91.48 21 88.12 90.82 24 86.77 90.42 16 86.18 90.08 16 85.86 89.53 20 1.35 0.62 0.08 0 0.04 8.97 11.07 100 1.25 1.08 0.14 0.03 0.01 5.65 8.52 100 53 30 51 75 84 88 78 99 1.56 0.68 0.18 0 0.05 9.41 11.88 100 1.46 1.13 0.21 0.03 0.02 5.89 9.18 100 52 33 62 75 84 86 75 99 1.6 0.74 0.3 0 0.04 10.55 13.23 100 1.53 1.16 0.27 0.02 0.02 6.22 9.58 100 56 34 64 72 81 91 83 99 1.46 0.78 0.37 0 0.02 11.19 13.82 100 1.54 1.15 0.37 0.02 0.02 6.4 9.92 100 42 34 60 74 79 93 83 99 1.41 0.81 0.46 0 0.02 11.46 14.14 100 1.48 1.16 0.46 0.02 0.02 6.83 10.47 100 45 34 59 77 78 89 79 99 3.42 0.79 94 4.33 0.91 95 5.24 1.11 95 5.79 1.14 95 6.38 1.29 95 Liabilities Demand Deposits All NOW & ATS Accounts Money Market Deposit Accounts Other Savings Deposits Time Deps At or Below Insurance Limit Less: Fully Insured Brokered Deposits Core Deposits Fully Insured Brokered Deposits Time Deps Above Insurance Limit Deposits in Foreign Offices Total Deposits 6.03 1.17 45.75 9.06 3.65 4.55 61.1 4.55 1.03 7.34 74.02 7.82 2.19 35.07 14.07 10.86 3.93 69.68 3.93 3.13 0.24 79.42 42 36 68 45 16 65 18 65 17 95 17 6.59 1.15 45.28 9 4.49 3.13 63.38 3.13 1.12 6.44 74.08 7.52 2.1 34.39 13.72 11.6 3.06 70.22 3.06 3 0.3 79.3 50 39 70 48 19 62 20 62 23 94 21 5.86 1.03 44.84 9.07 5.62 2.13 64.28 2.13 1.12 6.81 74.34 7 2.09 33.61 13.06 12.69 3.09 69.16 3.09 3.12 0.44 79.07 46 36 71 51 20 55 25 55 20 93 22 5.79 1.19 42.56 8.75 6.57 0.95 63.92 0.95 1.58 5.81 72.26 6.64 2.14 32.12 11.86 13.7 2.96 67.24 2.96 3.33 0.62 78.07 45 43 70 52 24 47 27 47 29 91 23 5.43 1.07 40.25 8.45 7.21 0.57 61.85 0.57 1.61 6.62 70.64 6.29 2.2 29.58 10.02 16.31 3.24 64.99 3.24 3.72 0.97 77.18 44 37 72 54 22 38 29 38 24 90 19 Federal Funds Purch & Repos Total Fed Home Loan Borrowings Total Other Borrowings Memo: Sht Ter N Core Funding 0.4 2.16 9.37 18.89 1.82 3.74 0.46 11.4 29 44 97 81 0.56 1.68 8.52 17.09 2 3.34 0.5 10.7 31 45 96 80 0.91 1.31 7.24 16.21 2.31 2.92 0.55 11.21 35 47 95 76 1.78 1.88 7.99 16.28 2.65 2.92 0.78 11.85 49 53 94 74 2.68 2.64 8.42 18.15 3.27 2.68 1.11 13.62 51 58 94 72 Acceptances & Other Liabilities Total Liabilities (Incl Mortg) 2.95 88.89 1.08 88.18 96 59 3.14 87.97 1.1 88 95 49 3.45 87.25 1.22 87.84 95 42 3.36 87.28 1.4 87.78 91 41 2.85 87.23 1.38 87.77 89 40 Subordinated Notes & Debentures Total Bank Capital & Min Int Total Liabilities & Capital 0.84 10.27 100 0.14 11.6 100 88 30 99 1.26 10.77 100 0.14 11.75 100 92 39 99 1.41 11.34 100 0.17 11.85 100 93 47 99 1.67 11.05 100 0.24 11.84 100 94 45 99 2.25 10.52 100 0.33 11.75 100 95 39 99 Memo: All Brokered Deposits Insured Brokered Deposits 4.87 4.55 4.47 3.93 63 65 3.35 3.13 3.51 3.06 58 62 2.2 2.13 3.52 3.09 53 55 1.01 0.95 3.42 2.96 45 47 0.6 0.57 3.61 3.24 36 38 Loans HFS as a % Loans 2.26 0.6 89 1.38 0.51 86 2.4 0.72 88 3.57 0.98 89 2.87 0.77 90 FDIC Certificate # 6548 OCC Charter # 24 Public Report Analysis Ratios Loss Provision to Average Assets Recoveries to Prior Credit Loss FRB District/ID_RSSD 4 / 504713 County: HAMILTON BANK 0.25 20.48 12/31/2015 PG 1 PCT 0.12 43.55 U.S. BANK NATIONAL ASSOCIATION Analysis of Credit Allowance and Loan Mix--Page 7 BANK 85 22 0.31 17.86 12/31/2014 PG 1 PCT 0.11 35.79 CINCINNATI, OH BANK 89 24 0.39 19.43 12/31/2013 PG 1 PCT 0.14 24.18 Allowance & Loan Mix-a 9/15/16 13:02 BANK 89 43 0.52 13.32 12/31/2012 PG 1 PCT 0.32 17.3 77 41 12/31/2011 BANK PG 1 PCT 0.72 0.47 71 8.57 12.68 38 Net Loss to Average Total LN&LS Gross Loss to Average Total LN&LS Recoveries to Average Total LN&LS 0.46 0.59 0.13 0.13 0.23 0.1 90 90 71 0.55 0.69 0.14 0.18 0.3 0.12 90 88 62 0.64 0.84 0.2 0.29 0.44 0.14 86 85 72 0.93 1.12 0.19 0.6 0.77 0.15 75 75 65 1.38 1.57 0.19 0.96 1.13 0.17 71 70 61 LN&LS Allowance to LN&LS Not HFS LN&LS Allowance to Total LN&LS LN&LS Allowance to Net Losses (X) LN&LS Allowance to Nonaccrual LN&LS (X) 1.49 1.47 3.29 3.24 1.11 1.09 12.73 2.11 85 84 16 79 1.64 1.61 3.03 2.76 1.23 1.21 13.81 2.01 82 81 14 76 1.82 1.79 2.9 2.65 1.45 1.44 9.57 1.68 75 75 24 78 1.96 1.89 2.11 2.08 1.74 1.69 5.21 1.45 66 65 31 79 2.26 2.18 1.67 1.5 1.98 1.92 2.93 1.21 65 63 35 73 Earnings Coverage of Net Losses (X) 7.81 33.31 20 6.92 30.07 23 6.39 17.65 33 4.73 10.23 50 3.25 5.61 52 0.1 -0.33 -0.14 -0.36 0.03 0.19 0.19 0.18 0.74 0.07 -0.01 0 -0.02 0 0.04 -0.04 -0.02 -0.05 0.01 0.09 0.12 0.06 0.22 -0.01 0.02 0.04 0.01 0.04 76 10 17 10 84 80 71 86 80 88 29 27 28 77 0.25 -0.02 0.25 -0.08 0.04 0.39 0.44 0.33 2.24 -0.03 0.01 0.06 -0.03 0 0.1 0 -0.08 -0.01 0.03 0.15 0.17 0.12 0.42 0.03 0.08 0.08 0.06 0.05 83 37 89 31 80 86 83 88 93 16 35 59 18 73 0.43 -0.48 0.3 -0.61 0.07 0.66 1 0.48 4.08 0.32 0.06 0.11 0.03 0 0.26 0.3 0.06 0.26 0.06 0.32 0.41 0.25 0.85 0.12 0.19 0.19 0.18 0.56 77 13 77 13 80 80 82 80 90 79 36 52 37 62 0.78 0.77 -0.06 0.88 0.07 1.02 1.25 0.81 5.04 0.18 0.27 0.31 0.25 0 0.63 1.36 0.93 1.44 0.22 0.6 0.79 0.48 1.8 0.34 0.4 0.36 0.44 0.59 68 52 17 55 65 75 74 74 84 65 53 59 51 70 1.24 3.14 3.03 3.16 0.16 1.23 1.18 1.08 4.46 0.73 0.65 0.44 0.77 0 1.03 2.87 2.41 2.83 0.38 0.8 0.9 0.66 1.87 0.71 0.67 0.53 0.76 0.82 60 61 64 63 64 71 66 74 83 67 57 54 61 63 0 0.06 0.34 1.77 3.6 0.23 -0.08 97 80 74 86 77 62 5 -0.37 0.1 0.34 1.91 3.73 0.2 -0.1 -0.02 -0.03 0.3 2.05 3.95 0.09 -0.21 6 17 59 83 74 51 3 0.02 0.2 0.49 2.14 4.01 0.18 0.31 90 80 60 82 78 54 70 78 72 83 0.11 0.04 0.18 0 0.04 0.18 0.81 2.39 0.19 0.26 0 N/A 0.13 -1.04 0.08 2 81 77 84 78 57 5 0.17 0.09 0.26 -0.01 0.06 0.2 0.72 2.37 0.19 0.14 0 N/A 0.13 0.2 0.11 76 66 84 0.04 0.02 0.06 0.02 0 90 -0.03 0 13 0.03 72 Net Losses by Type of LN&LS Real Estate Loans Construction & Land Development 1-4 Family Construction Other Construction & Land Secured by Farmland 1-4 Family Residential Loans Home Equity Loans 1-4 Family 1st Lien Loans 1-4 Family Jr Lien Loans Multifamily Loans Non-Farm Non-Residential Mtg Owner Occupied Nonfarm Nonresidential Other Nonfarm Nonresidential RE Loans in Foreign Offices Financial Institution Loans Agricultural Loans Commercial and Industrial Loans Loans to Individuals Credit Card Plans Auto Loans Non-Depository, Other & Muni Loans Loans to Foreign Governments Lease Financing Leases to Individuals All Other Leases N/A Supplemental: Loans to Finance Comml Real Estate N/A N/A 0 0.09 0.32 0.96 2.51 0.13 0.23 0 N/A 0.02 -1.45 0.02 0.02 68 71 76 0.34 0.03 0.63 0 0.13 0.51 1.09 2.37 0.2 0.41 0 N/A 0.17 0.09 0.12 81 0.06 0.41 N/A -0.03 0.04 0.78 2.73 5.17 0.32 0.51 N/A 84 0.53 75 0.01 91 0.96 0.32 0 4 0.26 66 0.81 57 1.35 83 3.58 68 0.45 56 0.79 69 -0.1 N/A 0.19 81 -0.32 60 0.14 87 0.17 Change: Credit Allowance ($000) Beginning Balance Gross Credit Losses Memo: Loans HFS Write-down Recoveries Net Credit Losses 4,039,320 1,516,418 8,671 343,847 1,172,571 4,249,743 1,679,119 8,682 345,512 1,333,607 4,230,503 1,934,054 11,193 468,951 1,465,103 4,557,595 2,413,810 53,744 412,560 2,001,250 5,075,663 3,096,717 113,271 371,670 2,725,047 Provision: Loan & Lease Losses Other Adjustments LN&LS Allowance 1,024,832 -29,164 3,862,417 1,180,409 -57,225 4,039,320 1,362,002 122,341 4,249,743 1,738,055 -63,897 4,230,503 2,224,339 -17,360 4,557,595 255,102,906 243,433,270 229,780,231 215,282,812 197,862,983 Average Total Loans & Leases FDIC Certificate # 6548 OCC Charter # 24 Public Report Loan Mix, % Average Gross LN&LS Real Estate Loans Construction & Development 1-4 Family Construction Other Const & Land Development Secured by Farmland 1-4 Family Residential Home Equity Loans 1-4 Family 1st Lien Loans 1-4 Family Jr Lien Loans Multifamily Non-Farm Non-Residential Owner Occupied Non-Farm Non-Residential Other Non-Farm Non-Residential RE Loans in Foreign Offices Financial Institution Loans Agricultural Loans Commercial & Industrial Loans Loans to Individuals Credit Card Loans Auto Loans Municipal Loans Non-Depository and Other Loans to Foreign Governments Lease Financing Receivables Leases to Individuals All Other Leases Supplemental: Loans to Finance Comml Real Est Foreign Office Loans & Leases Memorandum (% of Avg Tot Loans): Loans & Lease Commitments Officer, Shareholder Loans Officer, Shareholder Loans to Assets Other Real Estate Owned % Assets FRB District/ID_RSSD 4 / 504713 County: HAMILTON BANK 45.39 3.87 0.63 3.24 0.39 29.85 5.98 23.37 0.5 1.63 9.63 3.72 5.91 0.03 12/31/2015 PG 1 PCT 63.84 4.98 1 3.78 0.78 23.1 3.99 17.46 0.64 3.85 25.38 9.76 15.14 0.22 U.S. BANK NATIONAL ASSOCIATION Analysis of Credit Allowance and Loan Mix--Page 7A BANK 22 46 48 49 61 69 66 72 48 27 13 18 14 72 46.99 3.54 0.57 2.97 0.38 30.71 6.1 24.06 0.55 1.73 10.59 4.04 6.54 0.03 12/31/2014 PG 1 PCT 63.67 4.54 0.87 3.29 0.75 23.93 4.36 17.69 0.75 3.39 25.09 9.4 14.63 0.22 CINCINNATI, OH BANK 23 47 50 50 60 68 64 72 44 34 16 23 19 76 48.81 3.09 0.46 2.63 0.36 32 6.46 24.87 0.67 1.88 11.44 4.34 7.1 0.03 12/31/2013 PG 1 PCT 63.37 4.28 0.77 3.36 0.69 24.48 4.48 17.98 0.86 3.3 25.12 9.62 14.4 0.18 81 Allowance & Loan Mix-b 9/15/16 13:02 BANK 24 47 46 50 59 70 66 74 44 36 19 24 21 77 50.2 3.48 0.44 3.04 0.33 32.16 7.28 24.03 0.85 1.94 12.29 4.68 7.62 0.01 12/31/2012 PG 1 PCT 63.98 4.69 0.8 3.53 0.71 25.83 4.91 18.71 1.05 2.76 24.61 9.52 13.31 0.19 24 45 43 52 57 69 64 70 45 41 21 27 25 71 12/31/2011 BANK PG 1 PCT 51.32 65.62 24 4.76 6.1 46 0.51 1.09 35 4.25 4.55 54 0.35 0.76 55 31.25 25.24 69 8.24 5.05 71 21.88 17.57 69 1.13 1.26 50 2.03 2.7 40 12.93 25.51 20 4.71 9.82 26 8.22 14.52 25 0.01 0.14 73 0.06 0.43 24.85 18.46 7.29 6.17 4.17 2.38 0 4.25 2.18 2.07 0.04 0.48 19.74 5.8 0.3 2.12 1.39 2.76 0 0.64 0 0.59 84 70 68 86 96 80 85 68 91 95 99 83 0.14 0.43 23.44 18.29 7.3 5.84 4.3 1.82 0 4.59 2.44 2.15 0.06 0.46 20.15 5.61 0.34 2.04 1.2 2.58 0 0.69 0 0.63 85 70 66 89 96 79 87 63 90 93 99 83 0.22 0.44 21.49 18.3 7.27 5.63 4.14 1.81 0 4.8 2.48 2.32 0.1 0.41 20.4 5.58 0.34 1.95 1.08 2.3 0 0.8 0 0.73 86 73 59 90 96 80 88 63 89 92 99 83 0.27 0.47 19.81 18.8 7.45 5.59 3.63 1.77 0 5.06 2.43 2.63 0.11 0.44 19.58 6.12 0.41 1.95 0.99 1.89 0 0.81 0 0.74 86 72 56 90 95 81 89 65 89 92 98 85 0.33 0.47 18.02 19.96 7.89 5.62 2.91 1.53 0 5.46 2.47 3 0.12 0.42 17.99 6.32 0.4 1.89 0.87 1.84 0 0.81 0.01 0.71 85 73 56 90 95 80 86 61 90 92 98 87 4.14 0.28 0.46 0.16 97 88 3.61 0.31 0.42 0.18 97 87 2.98 0.3 0.42 0.24 95 87 2.63 0.26 0.43 0.25 93 85 2.13 0.23 0.44 0.25 90 86 112.6 0.07 0.04 32.65 0.44 0.3 95 37 35 105.83 0.08 0.05 33.41 0.48 0.32 94 38 37 103.73 0.06 0.04 33.07 0.5 0.31 93 38 39 96.27 0.06 0.04 32.18 0.53 0.32 92 37 37 97.23 0.07 0.04 30.1 0.52 0.32 92 36 35 Construction & Land Development Farmland 1-4 Family Multifamily Non-Farm Non-Residential Foreclosed GNMA Foreign Offices 0.01 0 0.06 0 0 0.01 0 0.05 0 0.03 0 0.04 0 0 41 75 82 71 28 93 92 0.01 0 0.07 0 0.01 0.09 0 0.07 0 0.04 0 0.06 0 0 39 73 77 69 34 97 91 0.03 0 0.08 0.01 0.03 0.15 0 0.11 0 0.05 0 0.08 0 0 42 73 77 80 40 99 89 0.05 0 0.06 0.02 0.04 0.2 0 0.16 0 0.07 0.01 0.09 0 0 43 69 60 78 39 98 88 0.08 0 0.09 0.02 0.07 0.2 0 0.21 0 0.09 0.01 0.11 0 0 45 65 62 76 45 98 92 Subtotal Direct and Indirect Inv Total 0.08 0 0.08 0.14 0.03 0.2 51 75 40 0.18 0 0.18 0.21 0.03 0.27 62 75 53 0.3 0 0.3 0.27 0.02 0.33 64 72 57 0.37 0 0.37 0.37 0.02 0.43 60 74 55 0.46 0 0.46 0.46 0.02 0.51 59 77 53 0.02 55.5 0.04 55.56 0.03 7.52 1.35 10.34 80 93 48 91 0.03 56.37 0.22 56.61 0.04 6.84 1.19 9.46 81 95 55 93 0.03 62.9 0.25 63.18 0.04 7.62 1.05 9.94 81 97 53 95 0.04 62.45 0.27 62.75 0.06 8.04 1.02 10.46 81 94 56 93 0.05 57.77 0.29 58.11 0.03 7.73 1.06 10.43 83 93 58 91 Asset Servicing % Assets Mortgage Servicing w/ Recourse Mortgage Servicing w/o Recourse Other Financial Assets Total FDIC Certificate # 6548 OCC Charter # 24 Public Report FRB District/ID_RSSD 4 / 504713 County: HAMILTON U.S. BANK NATIONAL ASSOCIATION Analysis of Concentrations of Credit--Page 7B 282.58 25.13 4.2 20.93 2.56 186.21 37.81 145.27 3.13 10.25 58.29 22.61 35.68 0.15 12/31/2015 PG 1 PCT 421.05 34.81 6.95 26.53 4.83 149.54 26.18 113.46 3.97 26.87 170.01 61.15 102.61 1.37 24 40 46 46 63 67 68 68 48 28 14 20 17 73 291.36 23.27 3.71 19.56 2.4 191 37.99 149.76 3.25 10.52 63.96 24.53 39.43 0.21 0.18 2.83 161.66 123.05 51.11 40.35 27.06 16.77 0 25.58 12.73 12.86 0.21 3.04 125.34 36.9 1.77 13.57 9.53 16.42 0 3.77 0 3.51 82 72 69 89 97 81 85 69 93 95 99 84 0.6 3.1 151.32 114.93 46.28 37.05 25.85 13.25 0 28.12 14.67 13.45 27.9 1.42 3.08 0.65 97 88 Commercial Real Estate Loans as a % of Total Capital: Non-owner OCC Commercial Real Estate Total Commercial Real Estate 98.96 121.57 180.8 252.09 Commercial Real Estate Loans as a % of Total LN&LS: Construction & Development Non-owner OCC Commercial Real Estate Total Commercial Real Estate 3.93 15.47 19 5.2 27.15 37.77 Loan & Leases as a % of Total Capital Real Estate Loans Construction & Development 1-4 Family Construction Other Const & Land Development Secured by Farmland 1-4 Family Residential Home Equity Loans 1-4 Family 1st Lien Loans 1-4 Family Jr Lien Loans Multifamily Non-Farm Non-Residential Owner Occupied Non-Farm Non-Residential Other Non-Farm Non-Residential RE Loans in Foreign Offices BANK Financial Institution Loans Agricultural Loans Commercial & Industrial Loans Loans to Individuals Credit Card Loans Auto Loans Municipal Loans Non-Depository and Other Loans to Foreign Governments Lease Financing Receivables Leases to Individuals All Other Leases Supplemental: Loans to Finance Commercial Real Estate Foreign Office Loans & Leases FDIC Certificate # 6548 OCC Charter # 24 Public Report % of Non-Current LN&LS by Loan Type Real Estate LNS-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D BANK 12/31/2014 PG 1 PCT 403.62 29.9 5.77 21.69 4.45 150.52 27.79 111.48 4.58 22.86 161.76 59.85 95.14 1.27 2.98 0.84 3.81 0.6 12/31/2015 PG 1 PCT 0.17 0.77 1 0.41 BANK 12/31/2013 PG 1 PCT 386.51 26.63 4.9 19.65 4.15 147.97 27.4 108.81 4.91 20.14 154.87 59.18 89.41 1.42 Concentrations of Credit 9/15/16 13:02 0.3 2.89 125.83 34.93 1.98 13.72 8.24 15.24 0 3.97 0 3.61 84 74 69 89 97 79 86 64 91 95 98 84 1.13 2.91 143.62 121.79 49.53 37.76 27.69 10.46 0 30.78 16.29 14.48 0.48 2.62 123.19 34.69 2.09 13.04 7.51 13.21 0.01 4.66 0.01 4.26 85 75 67 91 97 81 88 61 90 94 99 84 1.54 3.06 129.54 115.39 45.84 35.28 25.68 12.78 0 30.68 15.25 15.43 0.51 2.62 118.35 36.48 2.41 12.57 6.69 10.59 0 4.68 0.01 4.3 85 75 60 89 96 81 89 67 90 93 98 86 1.92 3.18 121.19 125.05 50.79 35.15 20.72 10.63 0 33.9 15.73 18.17 0.59 2.52 107.4 36.33 2.61 11.87 5.81 10.09 0 4.19 0.04 3.7 86 74 64 91 96 82 86 65 90 95 98 90 25.11 2.19 2.73 0.9 97 88 20.24 1.83 2.45 1.04 96 87 17.89 1.8 2.45 1.04 95 86 15.74 1.38 2.3 1.09 92 86 25 20 98.34 122.87 162.51 233.38 28 24 98.21 125.61 150.51 219.25 31 26 94.89 123.29 137.11 201.87 31 26 103.31 134.22 143.96 210.09 31 28 44 23 17 3.7 15.65 19.55 4.62 25.1 35.75 47 25 20 3.29 15.08 19.29 4.27 24.38 35.34 49 27 22 2.94 15.04 19.55 4.08 22.92 33.55 43 29 24 4.04 16.11 20.92 5.36 24.41 35.58 43 26 23 BANK 96 66 94 76 3.2 1.12 4.32 0.78 12/31/2014 PG 1 PCT 0.28 1.04 1.41 0.49 CINCINNATI, OH BANK 96 64 92 78 4.01 1.18 5.19 1.02 12/31/2013 PG 1 PCT 0.39 1.48 2.04 0.65 33 46 48 48 58 71 64 73 45 48 23 28 28 72 12/31/2011 BANK PG 1 PCT 324.85 381.78 32 25.89 32.31 48 3 5.65 41 22.89 24.26 55 2.2 4.34 55 204.14 151.39 73 49.84 30.65 68 148.11 106.14 73 6.2 7.1 49 12 16.32 44 80.59 150.1 23 30.9 57.89 28 49.68 81.31 29 0.03 0.73 72 312.72 21.43 3.46 17.97 2.53 204.58 40.33 160.32 3.93 11.77 72.17 27.39 44.77 0.24 U.S. BANK NATIONAL ASSOCIATION Analysis of Past Due, Nonaccrual & Restructured--Page 8 31 50 49 51 61 73 65 75 47 38 20 25 23 77 12/31/2012 BANK PG 1 PCT 312.05 375.73 18.53 24.59 2.65 4.57 15.89 19.53 2.06 4.19 204.49 157.01 42.65 28.57 157.21 115.28 4.63 5.9 12.4 17.19 74.46 138.77 28.4 56.28 46.06 79.25 0.1 0.91 27 45 50 48 61 65 64 68 45 33 19 24 20 75 FRB District/ID_RSSD 4 / 504713 County: HAMILTON BANK CINCINNATI, OH PD, Nonacc & Rest Loans-a 9/15/16 13:02 BANK 94 47 91 79 3.8 1.55 5.34 1.28 12/31/2012 PG 1 PCT 0.66 2.2 3.15 0.89 89 43 81 75 12/31/2011 BANK PG 1 PCT 3.75 0.81 88 2.34 2.99 49 6.09 4.24 75 1.5 1 75 Const & Land Dev-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0.12 0.34 0.46 0.11 0.07 0.59 0.75 0.2 78 48 52 54 0.14 0.91 1.04 0.53 0.21 1.15 1.71 0.26 76 60 52 78 0.38 2 2.38 0.05 0.47 2.39 3.48 0.35 76 53 52 38 1.54 6.13 7.67 1.47 1.02 5.22 7.43 0.89 78 62 60 78 2.82 12.11 14.93 0.61 1.55 8.18 11.24 0.98 81 70 65 51 1-4 Fam Cons & L Dev-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0.07 0.32 0.39 0.14 0.08 0.5 0.74 0.25 83 66 61 66 0.06 0.48 0.53 0.05 0.16 1.21 1.95 0.25 81 61 55 61 0.04 2.15 2.19 0.09 0.5 2.22 3.6 0.32 74 69 61 57 0.71 2 2.7 0.01 0.99 4.41 6.84 0.72 77 52 46 41 0.98 8.33 9.3 0.13 2.02 8.1 12.3 1.04 76 58 52 45 Other Const & Land Dev-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0.13 0.35 0.48 0.11 0.07 0.59 0.77 0.17 82 53 55 59 0.15 0.99 1.14 0.63 0.21 1.12 1.68 0.24 77 63 57 83 0.45 1.97 2.42 0.05 0.44 2.36 3.46 0.33 77 54 50 42 1.68 6.82 8.49 1.72 1.09 5.37 7.76 0.88 80 68 60 78 3.06 12.61 15.66 0.67 1.5 7.94 11.05 0.96 81 73 69 57 Secured by Farmland-90+ Day P/D -Nonaccrual -Total -30-89 DAYS P/D 0.01 0.52 0.53 0.05 0.1 0.83 1.22 0.17 77 64 57 59 0.01 0.15 0.16 0.15 0.14 1.09 1.56 0.17 77 48 43 67 0 0.66 0.66 0.14 0.17 2.16 2.83 0.27 76 54 49 62 0.06 0.98 1.05 0.19 0.33 2.2 3.17 0.31 74 55 48 63 0.13 1.82 1.95 0.54 0.62 2.39 3.97 0.4 77 61 52 72 1-4 Family Mtg-90+ Days P/D -Nonaccrual -Total 4.5 1.12 5.62 0.28 1.05 1.47 96 63 92 4.86 1.37 6.23 0.37 1.35 1.91 94 61 90 6.06 1.29 7.35 0.5 1.69 2.49 94 53 88 5.53 1.17 6.7 0.68 2.17 3.18 94 39 83 5.46 1.13 6.58 0.8 2.3 3.41 92 32 82 0.8 0.7 65 1.05 0.8 71 1.34 1.02 71 1.47 1.15 71 1.97 1.28 74 Home Equity Loans -90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D -30-89 DAYS P/D 0.26 0.77 1.03 0.35 0.07 0.93 1.11 0.45 86 60 62 50 0.27 0.96 1.23 0.49 0.08 0.99 1.18 0.48 83 59 63 56 0.29 0.92 1.21 0.54 0.09 1.05 1.24 0.53 82 52 59 55 0.26 0.94 1.21 0.61 0.18 1.02 1.34 0.62 74 54 56 54 0.61 0.2 0.81 0.7 0.19 0.87 1.16 0.69 83 24 49 54 1-4 Family 1st Lien Lns-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 5.7 1.21 6.9 0.92 0.33 1.04 1.53 0.72 96 66 93 68 6.12 1.46 7.59 1.19 0.46 1.33 2.09 0.84 95 62 91 69 7.65 1.35 9 1.52 0.68 1.79 2.9 1.11 95 53 90 71 7.11 1.19 8.3 1.68 0.87 2.32 3.59 1.23 94 40 85 68 7.24 1.46 8.71 2.38 1.03 2.75 4.18 1.47 91 35 85 74 1-4 Family Jr Lien Lns-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0.13 1.27 1.39 0.74 0.22 2.1 2.55 0.89 69 44 40 51 0.19 2.03 2.22 1.08 0.3 2.11 2.71 0.96 69 61 53 62 0.62 2.27 2.9 1.89 0.35 2.44 3.34 1.18 79 54 55 73 0.6 2.47 3.07 2.21 0.53 3 4.13 1.39 73 53 49 77 1.72 0.5 2.22 2.39 0.52 2.57 3.55 1.46 85 24 41 73 Multifamily Loans-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0.01 0.21 0.22 0.11 0.03 0.21 0.28 0.08 80 72 67 74 0.04 0.31 0.35 0.05 0.07 0.29 0.47 0.14 77 68 62 57 0.08 0.75 0.83 1.16 0.13 0.53 0.9 0.19 74 73 66 92 0.26 1.47 1.73 1.66 0.32 1.15 1.76 0.42 81 70 64 90 0.38 2.03 2.41 1.27 0.38 1.99 2.92 0.52 80 63 56 78 Non-Farm Non-Res Mtg-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0 0.28 0.28 0.29 0.06 0.53 0.62 0.19 56 31 25 73 0.02 0.6 0.62 0.22 0.13 0.78 0.96 0.23 59 45 39 57 0.07 0.72 0.79 0.42 0.19 1.17 1.47 0.35 68 33 32 64 0.29 1.47 1.76 0.67 0.27 1.67 2.3 0.48 73 48 44 66 0.31 2.36 2.67 0.64 0.39 2.27 2.99 0.64 73 53 51 58 Own Occ Non-Farm Non-Res-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0.01 0.49 0.49 0.22 0.06 0.72 0.83 0.22 62 40 34 56 0.02 0.53 0.54 0.27 0.13 0.88 1.09 0.29 60 35 30 52 0.09 0.62 0.71 0.4 0.19 1.27 1.59 0.41 72 30 24 57 0.13 1.2 1.34 0.49 0.32 1.81 2.49 0.54 67 40 33 54 0.13 1.39 1.52 0.52 0.31 2.24 2.87 0.59 69 36 27 47 Other Non-Farm Non-Res-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0 0.15 0.15 0.33 0.05 0.39 0.48 0.15 60 37 29 80 0.02 0.64 0.67 0.19 0.14 0.66 0.88 0.18 66 59 51 61 0.06 0.79 0.84 0.43 0.19 1.11 1.46 0.3 68 47 40 68 0.39 1.63 2.02 0.77 0.32 1.63 2.22 0.48 75 56 53 74 0.42 2.96 3.39 0.72 0.46 2.3 3.25 0.66 76 64 57 64 0 0 0 0 0.11 1.83 1.95 0.5 77 66 61 66 0 0 0 0 0.06 1.88 1.94 0.71 84 63 57 68 0 0 0 0 0.13 0.9 1.03 0.66 75 56 50 56 0 0 0 0 0.01 4.98 5.69 0.55 85 45 45 65 0 0 0 0 0.6 8.02 8.62 0.82 78 47 47 63 0 0.05 0.05 0.03 0 0.06 0.07 0.03 94 84 81 86 0 0.05 0.05 0.04 0 0.13 0.17 0.05 88 76 74 83 0 0.16 0.16 0.06 0 0.22 0.24 0.04 89 75 74 85 0 0.3 0.3 0.05 0 0.23 0.28 0.08 88 76 74 77 0 0.53 0.53 0.08 0 0.49 0.6 0.1 86 73 69 78 RE Lns in Foreign Offices-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Supplemental: LNS Fin Coml RE-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Non-Current LN&LS ($000) 90 Days and Over Past Due Total Nonaccrual LN&LS Total Non-Current LN&LS LN&LS 30-89 Days Past Due 3,916,007 1,191,704 5,107,711 1,555,751 4,166,591 1,465,499 5,632,090 1,674,194 5,033,569 1,602,810 6,636,379 1,925,632 4,706,795 2,037,070 6,743,865 2,243,905 4,584,051 3,038,291 7,622,342 2,422,402 377,634 26,725 182,913 463,973 40,519 187,766 548,286 131,041 274,153 731,050 337,497 458,866 988,515 790,692 503,513 Restructured LN&LS 90+ Days P/D Restructured LN&LS Nonaccrual Restructured LN&LS 30-89 Days P/D 1,393,379 689,881 204,248 1,389,763 832,826 325,810 1,932,896 898,397 389,062 1,358,027 910,872 432,186 803,087 1,093,133 456,354 Current 1-4 Family Restru LN&LS Current Other Restructured LN&LS Loans Secured 1-4 RE in Foreclosure Other Real Estate Owned 2,393,975 717,054 2,568,314 312,216 2,641,399 740,555 2,933,007 325,192 2,534,153 1,140,565 3,453,658 951,365 2,904,715 1,355,315 3,038,907 1,119,199 2,893,161 1,368,569 2,643,144 1,367,227 Gtyd LN&LS 90+ Days P/D Gtyd LN&LS on Nonaccrual Gtyd LN&LS 30-89 Days P/D FDIC Certificate # 6548 OCC Charter # 24 Public Report % of Non-Current LN&LS by Loan Type Financial Institution LNS-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D FRB District/ID_RSSD 4 / 504713 County: HAMILTON BANK 0 0 0 0 12/31/2015 PG 1 PCT 0 0 0 0.04 U.S. BANK NATIONAL ASSOCIATION Analysis of Past Due, Nonaccrual & Restructured--Page 8A BANK 95 96 93 95 0 0 0 0 12/31/2014 PG 1 PCT 0.15 0 0.15 0.04 CINCINNATI, OH BANK 96 98 96 95 0 0 0 0 12/31/2013 PG 1 PCT 0 0.01 0 0.02 PD, Nonacc & Rest Loans-b 9/15/16 13:02 BANK 95 95 91 95 0 0 0 0 12/31/2012 PG 1 PCT 0 0 0 0.01 BANK 94 93 93 86 0 0 0 0 12/31/2011 PG 1 PCT 0 92 0 91 0.02 87 0.04 89 Coml & Indust LNS-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0.07 0.22 0.29 0.26 0.03 0.74 0.8 0.23 81 26 27 65 0.07 0.16 0.23 0.29 0.04 0.57 0.66 0.25 77 24 27 66 0.11 0.24 0.35 0.39 0.05 0.65 0.75 0.27 78 26 30 72 0.11 0.23 0.34 0.51 0.1 0.92 1.17 0.37 72 17 20 68 0.3 0.51 0.8 0.44 0.16 1.29 1.68 0.51 81 22 32 54 Agricultural LNS-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0 1.1 1.1 0.87 0.01 0.42 0.51 0.12 84 83 82 90 0 0.01 0.01 0.59 0 0.4 0.49 0.1 88 54 52 92 0 0.1 0.1 0.41 0.02 0.28 0.58 0.16 82 62 59 82 0 0.04 0.04 0.22 0.01 0.36 0.48 0.23 84 52 51 69 0 1.18 1.18 0.07 0.03 0.58 0.83 0.22 76 79 75 55 Loans to Individuals-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0.81 0.06 0.87 1.04 0.1 0.21 0.36 0.74 95 40 82 69 0.85 0.1 0.95 1.09 0.12 0.21 0.4 0.84 93 45 84 66 0.93 0.23 1.16 1.12 0.2 0.24 0.54 1 90 62 80 59 1.09 0.4 1.49 1.26 0.2 0.29 0.59 1.09 92 71 84 60 1.25 0.58 1.83 1.4 0.3 0.33 0.77 1.34 90 75 85 55 Credit Card Plans-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 1.09 0.04 1.13 1.16 0.52 0.09 0.68 1.02 75 80 71 61 1.14 0.16 1.3 1.24 0.45 0.08 0.63 1.04 82 83 81 64 1.16 0.44 1.6 1.25 0.45 0.1 0.68 0.98 83 82 85 63 1.27 0.85 2.12 1.32 0.5 0.17 0.79 1.09 80 86 89 60 1.42 1.29 2.7 1.37 0.52 0.3 0.93 1.2 86 86 91 60 Auto Loans 0.03 0.02 77 0.03 0.02 75 0.03 0.03 70 0.06 0.05 70 0.06 0.05 67 -Nonaccrual -Total -30-89 DAYS P/D 0.07 0.1 0.49 0.18 0.22 0.73 52 45 48 0.03 0.06 0.43 0.19 0.24 0.75 43 40 40 0.02 0.05 0.33 0.21 0.26 1.11 38 31 28 0.02 0.07 0.39 0.23 0.34 1.25 37 34 25 0 0.06 0.54 0.31 0.43 1.52 39 27 24 Non-depository, Other and Muni-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0 0.07 0.07 0.46 0 0.08 0.1 0.08 80 78 71 90 0 0.06 0.06 0.15 0.01 0.1 0.13 0.13 77 72 64 76 0 0.13 0.13 0.03 0.01 0.13 0.19 0.13 78 77 70 58 0 0.26 0.26 0.1 0.01 0.14 0.22 0.19 71 77 72 65 0 0.76 0.76 0.29 0.02 0.35 0.46 0.23 70 80 76 74 Lease Financing-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0.01 0.16 0.17 0.61 0.01 0.24 0.27 0.21 86 68 66 81 0.01 0.12 0.13 0.47 0.01 0.15 0.17 0.18 86 73 71 82 0.01 0.12 0.13 0.51 0.01 0.22 0.25 0.35 82 65 63 77 0.01 0.16 0.16 0.56 0.01 0.49 0.52 0.29 83 59 57 81 0.01 0.29 0.3 0.61 0.02 0.78 0.84 0.52 78 60 58 75 Leases to Individuals-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0.01 0.06 0.07 0.21 0 0.09 0.1 0.46 90 72 68 68 0.01 0.01 0.02 0.19 0.01 0.55 0.58 0.5 88 68 64 64 0.01 0.02 0.03 0.2 0 1.04 1.06 1 89 75 71 64 0.01 0.03 0.04 0.23 0.04 0.4 0.59 0.96 83 73 66 60 0.02 0 0.02 0.2 0.09 0.2 0.34 1.11 75 68 55 55 All Other Leases-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 0 0.27 0.27 1 0.01 0.28 0.32 0.2 83 71 70 88 0 0.24 0.24 0.78 0.01 0.13 0.15 0.16 83 82 81 88 0 0.23 0.24 0.86 0.01 0.23 0.28 0.38 82 71 70 82 0 0.28 0.29 0.89 0.01 0.39 0.43 0.28 80 66 64 85 0 0.54 0.54 0.97 0.02 0.93 1.05 0.55 74 68 63 77 Total LN&LS-90+ Days Past Due -Nonaccrual -Total -30-89 DAYS P/D 1.49 0.45 1.94 0.59 0.14 0.68 0.85 0.41 96 33 90 76 1.66 0.58 2.24 0.67 0.2 0.78 1.05 0.48 93 41 88 78 2.12 0.68 2.8 0.81 0.29 1.07 1.49 0.6 94 31 86 74 2.1 0.91 3.01 1 0.47 1.58 2.27 0.77 87 32 73 70 2.2 1.46 3.65 1.16 0.61 2.22 3.17 0.96 86 38 66 69 132.24 12.11 2.53 2.06 0.79 1.98 1.18 3.35 9.64 2.24 11.76 87.09 5.01 1.28 1.05 0.2 0.66 0.4 0.39 6.75 2.16 2.4 79 91 88 86 94 90 89 94 76 67 90 139.43 13.89 2.91 2.37 0.88 2.23 1.34 3.84 11.14 2.76 11.22 95.3 5.87 1.56 1.35 0.24 0.81 0.5 0.6 11.31 3.45 4.12 79 90 87 83 93 89 84 93 71 66 81 156.16 17.21 3.61 3.19 1.19 2.75 1.55 4.64 10.89 8.18 14.24 109.75 8.18 2.11 1.91 0.35 1.08 0.65 0.79 15.69 4.13 5.58 74 87 84 79 92 86 82 92 65 80 82 159.41 17.68 4.01 3.49 1.01 2.91 1.9 4.18 15.53 16.57 20.45 134.97 11.88 3.05 2.82 0.52 1.34 0.79 1.08 14.76 3.44 6.81 70 78 74 71 81 82 83 87 71 89 82 167.24 23.28 4.81 4.28 0.91 2.95 2.04 3.98 21.56 26.02 20.79 164.4 17.09 4.17 3.95 0.52 1.37 0.8 1.16 17.95 4.08 8.78 63 72 66 62 76 83 85 86 71 91 79 Other Pertinent Ratios: Non-Cur LN&LS to-LN&LS Allowance -Equity Capital % Total P/D LN&LS-Incl Nonaccrual Non Curr LNS+OREO to LNS+OREO Non-Curr Restruct Debt/Gr LN&LS Curr+Non-Curr Restruct/GR LN&LS Current Restruct LN&LS Loans Sec 1-4 Fam RE in Forclosure as % Total Loans Sec 1-4 Fam RE Gtyd LN&LS 90+ P/D / LN&LS 90+ P/D Gtyd Nonaccrual LN&LS / Nonaccrual LN&LS Gtyd LN&LS 30-89 P/D / LN&LS 30-89 P/D FDIC Certificate # 6548 OCC Charter # 24 Public Report FRB District/ID_RSSD 4 / 504713 County: HAMILTON 12/31/2015 PG 1 PCT 20.18 17.19 7.67 4.77 8.57 5.88 Other Loans and Securities Loans & Securities Over 15 Years Loans & Securities 5-15 Years Total Loans & Securities Over 15 Years 51.93 2.65 5.7 10.32 CMO'S Total Avg Life Over 3 Years Structured Notes Mortgage Servicing (FV) Total U.S. BANK NATIONAL ASSOCIATION Interest Rate Risk Analysis as a Percent of Assets--Page 9 67 76 72 12/31/2014 PG 1 PCT 20.25 17.16 7.62 4.73 8.24 5.68 63.13 1.86 11.23 7.17 20 72 23 73 50.97 3.18 5 10.8 15.79 12.06 4.57 3.36 93 93 0.11 0.6 0.71 0.04 0.08 0.16 Overall Risk Indicators Available for Sale Held to Maturity Off Balance Sheet 14.76 10.44 75.87 Unrealized Appreciation/Depreciation Unrealized App/Dep % Tier One Cap CINCINNATI, OH Interest Rate Risk 9/15/16 13:02 65 78 72 12/31/2013 PG 1 PCT 21.26 17.38 8.23 4.74 8.22 5.64 12/31/2012 BANK PG 1 PCT 67 22.79 17.7 81 9.78 5.01 71 8.6 5.37 70 79 74 61.48 2.07 10.69 7.31 21 74 17 74 52.43 3.74 5.38 11.97 60.25 2.01 10.32 7.19 23 79 21 77 51.91 4.37 4.93 14.14 57.21 1.92 8.68 7.42 32 86 24 82 51.41 5.25 4.83 14.57 56.58 1.86 7.16 6.72 34 90 34 85 16.57 12.26 4.68 3.26 91 94 13.58 9.77 4.89 3.46 88 86 11.06 5.77 5.23 2.28 80 83 10.49 7.59 5.16 2.03 80 90 82 93 90 0.18 0.59 0.76 0.08 0.08 0.2 82 95 89 0.22 0.74 0.97 0.1 0.08 0.24 83 96 87 0.14 0.49 0.64 0.11 0.07 0.22 80 94 83 0.09 0.46 0.55 0.16 0.07 0.29 75 93 78 14.91 3.14 25.02 55 87 94 13.93 11.27 72.15 15.06 3.02 24.75 54 90 94 11.22 10.8 74.55 15.95 2.79 25.28 31 88 93 11.49 9.97 69.54 17.39 2.09 24.66 31 91 91 15.31 5.71 66.9 17.59 1.83 24.26 45 83 90 -0.02 -0.28 0.02 0.29 11 10 0.04 0.51 0.04 0.5 69 69 -0.15 -1.83 -0.04 -0.48 14 13 0.16 1.91 0.07 0.79 81 82 0.1 1.36 0.06 0.65 76 79 Contractual Mat/Reprice Data Loans/Securities Over 3 Year Liabilities Over 3 Year Net Over 3 Year Position 43.44 1.45 41.99 42.95 1.78 40.9 51 56 51 44.09 1.21 42.88 42.71 1.86 40.58 57 47 58 43.28 0.84 42.44 42.49 2.05 40.14 54 31 58 40.11 2.3 37.81 37.68 2.08 35.16 58 60 60 40.85 2.38 38.47 34.68 2.38 31.82 69 61 71 Loans/Securities Over 1 Year Liabilities Over 1 Year Net Over 1 Year Position 53.3 3.47 49.83 55.75 6.24 48.98 39 30 50 54.62 3.27 51.35 55.63 6.12 48.86 42 31 56 53.18 3.17 50.01 54.91 6.43 47.96 42 28 56 52.01 5.25 46.76 51.66 6.44 44.82 49 46 53 51.11 5.41 45.7 50.66 7.3 42.79 49 42 56 63.1 145.28 -19.67 63.74 159.73 -20.1 45 48 50 60.73 137.75 -16.64 62.56 156.67 -19.07 40 47 51 62.37 144.08 -19.08 61.14 154.13 -18.03 48 50 44 60.6 151.08 -20.49 59.16 170.64 -21.05 47 47 51 58.15 142.36 -17.3 54.56 170.37 -19.48 52 40 56 1.32 7.36 8.67 0.43 0.88 1.71 83 96 91 2.13 7.13 9.26 0.8 0.79 2.14 84 96 90 2.65 8.88 11.53 1.03 0.88 2.54 83 97 89 1.7 5.77 7.47 1.23 0.71 2.43 81 95 83 1.2 6.08 7.28 1.84 0.75 3.3 76 93 80 Long Assets Insts w/Options Mortgage Loans & Pass Thrus Loans & Securities Over 15 Years Loans & Securities 5-15 Years BANK Non-Maturity Deposits Non-Maturity Deps % Long Assets Net Over 3 Year Position As % Tier 1 Capital Structured Notes Mortgage Servicing (FV) Total FDIC Certificate # 6548 OCC Charter # 24 Public Report Percent of Total Deposits Individ, Partnerships, and Corp. U.S. Govt, States & Political Sub in U.S. Comml Banks & Other Dep Inst. in U.S. BANK FRB District/ID_RSSD 4 / 504713 County: HAMILTON BANK 96.17 3.21 0.58 12/31/2015 PG 1 PCT 91.48 6.39 0.61 BANK U.S. BANK NATIONAL ASSOCIATION Liquidity & Funding--Page 10 BANK 78 28 69 95.99 3.46 0.52 12/31/2014 PG 1 PCT 91.73 6.07 0.59 CINCINNATI, OH BANK 74 33 67 95.75 3.48 0.7 12/31/2013 PG 1 PCT 91.81 5.96 0.56 12/31/2011 BANK PG 1 PCT 21.32 17.21 69 9.33 4.38 84 7.15 5.42 66 Liquidity & Funding 9/15/16 13:02 72 35 72 12/31/2012 BANK PG 1 PCT 95.68 92.09 3.41 5.71 0.9 0.59 71 34 76 12/31/2011 BANK PG 1 PCT 95.26 91.97 71 4.16 5.93 39 0.57 0.61 66 Banks in Foreign Countries Foreign Govts and Official Inst. Total deposits 0.04 0 100 0.04 0 100 87 91 99 0.03 0 100 0.04 0 100 87 91 99 0.08 0 100 0.05 0.01 100 88 87 99 0.01 0 100 0.05 0.01 100 83 89 99 0.01 0 100 0.09 0.01 100 83 87 99 Domestic Demand Deposits Domestic Other Transaction Accts Domestic Nontransaction Accts Total Domestic Deposits Deposits in Foreign Offices Total Deposits 8.44 1.42 80.26 90.12 9.88 100 9.95 2.78 85.56 98.01 0.22 100 46 37 24 4 95 99 8.6 1.71 79.3 89.6 10.4 100 9.94 2.67 85.38 97.75 0.33 100 48 41 22 5 94 99 8.17 1.47 81.13 90.77 9.23 100 9.16 2.68 85.85 96.84 0.55 100 51 40 25 5 94 99 8.62 1.38 82.63 92.63 7.37 100 9.39 2.73 85.33 96.68 0.62 100 50 38 31 7 92 99 8.3 1.74 83.01 93.05 6.95 100 8.78 2.72 85.46 95.52 0.97 100 51 46 32 9 90 99 Liquidity/Funding Ratios Net Non Core Fund Dep $250M Net Non Core Fund Dep $100M Core Deposits Short Term Non Core Funding S.T Inv to S.T. Ncore Fund S.T. Asset to S.T. Liabilities Net S.T. Liabilities to Assets Net Loans & Leases to Deposits Net LN&LS to Core Deposits Brkr Dep Mat