| exercise_name             | dt_exercise_quarter | id_rssd | disclosure_legal_name                   | scenario_id | scenario_name                  | tier1_common_actual_rat | tier1_common_end_rat | tier1_common_min_rat | common_equity_tier1_actual_rat | common_equity_tier1_end_rat | common_equity_tier1_min_rat | tier1_capital_actual_rat | tier1_capital_end_rat | tier1_capital_min_rat | total_capital_actual_rat | total_capital_end_rat | total_capital_min_rat | tier1_leverage_actual_rat | tier1_leverage_end_rat | tier1_leverage_min_rat | supp_leverage_actual_rat | supp_leverage_end_rat | supp_leverage_min_rat | rwa_general_appr_actual_amt | rwa_general_appr_end_amt | rwa_standardized_appr_actual_amt | rwa_standardized_appr_end_amt | loss_total_loan_amt | loss_total_loan_rate | loss_dom_first_mtg_amt | loss_dom_first_mtg_rate | loss_dom_jr_lien_heloc_amt | loss_dom_jr_lien_heloc_rate | loss_comml_ind_loan_amt | loss_comml_ind_loan_rate | loss_dom_cre_loan_amt | loss_dom_cre_loan_rate | loss_credit_card_loan_amt | loss_credit_card_loan_rate | loss_other_consumer_loan_amt | loss_other_consumer_loan_rate | loss_other_loan_amt | loss_other_loan_rate | revenue_preprovision_net_amt | revenue_preprovision_net_rate | income_net_interest_amt | income_net_interest_rate | income_noninterest_amt | income_noninterest_rate | expense_noninterest_amt | expense_noninterest_rate | revenue_other_amt | provision_amt | loss_securities_amt | loss_trading_counterparty_amt | loss_other_amt | income_pretax_net_amt | income_pretax_net_rate | income_other_comprehensive_amt | aoci_incl_capital_actual_amt | aoci_incl_capital_end_amt |
|---------------------------|---------------------|---------|-----------------------------------------|-------------|--------------------------------|-------------------------|----------------------|----------------------|--------------------------------|-----------------------------|-----------------------------|--------------------------|-----------------------|-----------------------|--------------------------|-----------------------|-----------------------|---------------------------|------------------------|------------------------|--------------------------|-----------------------|-----------------------|-----------------------------|--------------------------|----------------------------------|-------------------------------|---------------------|----------------------|------------------------|-------------------------|----------------------------|-----------------------------|-------------------------|--------------------------|-----------------------|------------------------|---------------------------|----------------------------|------------------------------|-------------------------------|---------------------|----------------------|------------------------------|-------------------------------|-------------------------|--------------------------|------------------------|-------------------------|-------------------------|--------------------------|-------------------|---------------|---------------------|-------------------------------|----------------|-----------------------|------------------------|--------------------------------|------------------------------|---------------------------|
| DFAST 2013                | 9/30/2012           |         | 18 participating bank holding companies | 3           | Supervisory Severely Adverse   | 11.1                    | 7.7                  | 7.4                  |                                |                             |                             | 12.9                     | 9.1                   | 8.9                   | 15.7                     | 11.7                  | 11.6                  | 8                         | 5.9                    | 5.9                    |                          |                       |                       |                             |                          |                                  |                               | 316.6               | 7.5                  | 60.1                   | 6.6                     | 37.2                       | 9.6                         | 60.5                    | 6.8                      | 32.9                  | 8                      | 87.1                      | 16.7                       | 26.8                         | 6.1                           | 11.9                | 1.8                  | 267.8                        | 2.4                           |                         |                          |                        |                         |                         |                          | 1.2               | 317.2         | 12.9                | 97                            | 36             | -194.1                | -1.7                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1562859 | Ally Financial Inc.                     | 3           | Supervisory Severely Adverse   | 7.3                     | 1.5                  | 1.5                  |                                |                             |                             | 13.6                     | 11                    | 11                    | 14.6                     | 12.6                  | 12.6                  | 11.3                      | 9.4                    | 9.4                    |                          |                       |                       |                             |                          |                                  |                               | 4.5                 | 5.2                  | 0.3                    | 6                       | 0.2                        | 9.3                         | 1.4                     | 5.2                      | 0.1                   | 6.5                    | 0                         | 0                          | 2.4                          | 4.9                           | 0                   | 1.8                  | -3.7                         | -2.8                          |                         |                          |                        |                         |                         |                          | 0.3               | 5.1           | 0.7                 | 0                             | 0              | -9.3                  | -7.1                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1275216 | American Express Company                | 3           | Supervisory Severely Adverse   | 12.7                    | 11.3                 | 11.1                 |                                |                             |                             | 12.7                     | 11.3                  | 11.1                  | 14.7                     | 13.4                  | 13.2                  | 10.7                      | 9.5                    | 8.9                    |                          |                       |                       |                             |                          |                                  |                               | 10.7                | 11.2                 | 0                      | 0                       | 0                          | 0                           | 2.6                     | 9.4                      | 0                     | 0                      | 8                         | 12                         | 0                            | 0                             | 0                   | 4.5                  | 15.4                         | 11                            |                         |                          |                        |                         |                         |                          | 0                 | 14.2          | 0                   | 0                             | 0.4            | 0.8                   | 0.6                    |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1073757 | Bank of America Corporation             | 3           | Supervisory Severely Adverse   | 11.4                    | 6.9                  | 6.8                  |                                |                             |                             | 13.6                     | 8.5                   | 8.5                   | 17.2                     | 11.6                  | 11.6                  | 7.8                       | 5.4                    | 5.4                    |                          |                       |                       |                             |                          |                                  |                               | 57.5                | 6.9                  | 15.3                   | 5.9                     | 9.4                        | 10                          | 8.5                     | 5.1                      | 4.7                   | 8.6                    | 15.3                      | 16.2                       | 3                            | 4.3                           | 1.3                 | 1.3                  | 24.1                         | 1.3                           |                         |                          |                        |                         |                         |                          | 1                 | 49.7          | 0.5                 | 14.1                          | 12.5           | -51.8                 | -2.7                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1074156 | BB&T Corporation                    | 3           | Supervisory Severely Adverse   | 9.5                     | 9.4                  | 9.4                  |                                |                             |                             | 10.9                     | 11.2                  | 11.2                  | 14                       | 13.4                  | 13.4                  | 7.9                       | 8.3                    | 7.9                    |                          |                       |                       |                             |                          |                                  |                               | 5.9                 | 5.5                  | 0.9                    | 2.8                     | 0.4                        | 6.1                         | 1.1                     | 7.2                      | 2.1                   | 7.1                    | 0.3                       | 16.6                       | 0.9                          | 7                             | 0.3                 | 3                    | 7.1                          | 4.1                           |                         |                          |                        |                         |                         |                          | 0                 | 6.4           | 0.1                 | 0                             | 0.1            | 0.6                   | 0.3                    |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 2277860 | Capital One Financial Corporation       | 3           | Supervisory Severely Adverse   | 10.7                    | 7.4                  | 7.4                  |                                |                             |                             | 12.7                     | 7.8                   | 7.8                   | 15                       | 10.1                  | 10.1                  | 9.9                       | 5.7                    | 5.7                    |                          |                       |                       |                             |                          |                                  |                               | 23.6                | 13.2                 | 1.4                    | 3.8                     | 0.5                        | 21.1                        | 1.5                     | 8.9                      | 0.9                   | 4.8                    | 16.4                      | 22.2                       | 2.7                          | 11.8                          | 0.1                 | 1.8                  | 18.7                         | 6.7                           |                         |                          |                        |                         |                         |                          | 0                 | 26.4          | 0.3                 | 0                             | 0              | -0.8                  | -2.9                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1951350 | Citigroup Inc.                          | 3           | Supervisory Severely Adverse   | 12.7                    | 8.9                  | 8.3                  |                                |                             |                             | 13.9                     | 9.8                   | 9.3                   | 17.1                     | 12.9                  | 12.5                  | 7.4                       | 5.6                    | 5.3                    |                          |                       |                       |                             |                          |                                  |                               | 54.6                | 9.2                  | 8.8                    | 9.4                     | 4.5                        | 13.4                        | 7.8                     | 6                        | 0.8                   | 11.3                   | 23.3                      | 17.9                       | 6.5                          | 16.5                          | 2.9                 | 1.8                  | 44                           | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 49.4          | 4.4                 | 15.9                          | 2.7            | -28.6                 | -1.6                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1070345 | Fifth Third Bancorp                     | 3           | Supervisory Severely Adverse   | 9.7                     | 8.6                  | 8.6                  |                                |                             |                             | 10.8                     | 9.3                   | 9.3                   | 14.8                     | 12.4                  | 12.4                  | 10.1                      | 8.8                    | 8.8                    |                          |                       |                       |                             |                          |                                  |                               | 5.3                 | 6.3                  | 0.7                    | 5.4                     | 0.9                        | 10.4                        | 1.9                     | 6.3                      | 0.8                   | 7.7                    | 0.4                       | 21.6                       | 0.5                          | 3.6                           | 0.2                 | 2.4                  | 4.9                          | 4.2                           |                         |                          |                        |                         |                         |                          | 0                 | 5.1           | 0.1                 | 0                             | 0              | -0.3                  | -0.2                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1039502 | JPMorgan Chase & Co.                | 3           | Supervisory Severely Adverse   | 10.4                    | 6.8                  | 6.3                  |                                |                             |                             | 11.9                     | 7.9                   | 7.4                   | 14.7                     | 10.3                  | 9.9                   | 7.1                       | 4.7                    | 4.7                    |                          |                       |                       |                             |                          |                                  |                               | 53.9                | 7.7                  | 11.3                   | 8.8                     | 6.7                        | 8.8                         | 11.1                    | 8.5                      | 5.2                   | 7.3                    | 14.8                      | 14.4                       | 2.3                          | 3.9                           | 2.6                 | 1.9                  | 45                           | 2                             |                         |                          |                        |                         |                         |                          | 0                 | 51.3          | 0.9                 | 23.5                          | 1.6            | -32.3                 | -1.4                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1068025 | KeyCorp                                 | 3           | Supervisory Severely Adverse   | 11.3                    | 8                    | 8                    |                                |                             |                             | 12.1                     | 8.6                   | 8.6                   | 15.2                     | 11.2                  | 11.2                  | 11.4                      | 8.1                    | 8.1                    |                          |                       |                       |                             |                          |                                  |                               | 3.9                 | 7.3                  | 0.4                    | 10.3                    | 1.1                        | 12.6                        | 1                       | 5.8                      | 0.6                   | 7.2                    | 0.1                       | 19.1                       | 0.4                          | 8.8                           | 0.3                 | 2.8                  | 2.5                          | 3                             |                         |                          |                        |                         |                         |                          | 0                 | 4.3           | 0                   | 0                             | 0.6            | -2.4                  | -2.8                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 2162966 | Morgan Stanley                          | 3           | Supervisory Severely Adverse   | 13.9                    | 6.4                  | 5.7                  |                                |                             |                             | 16.9                     | 8.2                   | 7.5                   | 17                       | 9.4                   | 8.7                   | 7.2                       | 5.1                    | 4.5                    |                          |                       |                       |                             |                          |                                  |                               | 1.6                 | 3.1                  | 0.1                    | 0.6                     | 0                          | 9.5                         | 1.2                     | 7.8                      | 0                     | 10.2                   | 0                         | 0                          | 0.1                          | 1.4                           | 0.1                 | 0.8                  | 1.2                          | 0.2                           |                         |                          |                        |                         |                         |                          | 0                 | 2.3           | 0                   | 11.7                          | 6.7            | -19.4                 | -2.9                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 3242838 | Regions Financial Corporation           | 3           | Supervisory Severely Adverse   | 10.5                    | 7.5                  | 7.5                  |                                |                             |                             | 11.5                     | 8.5                   | 8.5                   | 15                       | 11.7                  | 11.7                  | 9.1                       | 6.8                    | 6.8                    |                          |                       |                       |                             |                          |                                  |                               | 5.4                 | 7.6                  | 1.1                    | 8.2                     | 0.8                        | 8.5                         | 1.2                     | 6.7                      | 1.7                   | 9.7                    | 0.2                       | 18                         | 0.3                          | 6.8                           | 0.2                 | 2.2                  | 3.1                          | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 5.2           | 0.1                 | 0                             | 0              | -2.2                  | -1.9                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1111435 | State Street Corporation                | 3           | Supervisory Severely Adverse   | 17.8                    | 13                   | 12.8                 |                                |                             |                             | 19.8                     | 14.5                  | 14.4                  | 21.3                     | 16.6                  | 16.2                  | 7.6                       | 7.1                    | 6.6                    |                          |                       |                       |                             |                          |                                  |                               | 0.3                 | 2                    | 0                      | 0                       | 0                          | 0                           | 0                       | 0                        | 0.1                   | 18.3                   | 0                         | 0                          | 0                            | 0                             | 0.2                 | 1.5                  | 3                            | 1.5                           |                         |                          |                        |                         |                         |                          | 0                 | 0.4           | 0.4                 | 0                             | 0.7            | 1.5                   | 0.8                    |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1131787 | SunTrust Banks, Inc.                    | 3           | Supervisory Severely Adverse   | 9.8                     | 7.3                  | 7.3                  |                                |                             |                             | 10.6                     | 8.2                   | 8.2                   | 13                       | 10.4                  | 10.4                  | 8.5                       | 6.5                    | 6.5                    |                          |                       |                       |                             |                          |                                  |                               | 7.4                 | 6.4                  | 1.7                    | 6.5                     | 1.7                        | 11.4                        | 2.1                     | 6.2                      | 1.1                   | 9.7                    | 0.1                       | 15                         | 0.5                          | 2.6                           | 0.2                 | 2.2                  | 4.6                          | 2.8                           |                         |                          |                        |                         |                         |                          | 0                 | 7.9           | 0                   | 0                             | 0.7            | -4.1                  | -2.5                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 3587146 | The Bank of New York Mellon Corporation | 3           | Supervisory Severely Adverse   | 13.3                    | 15.9                 | 13.2                 |                                |                             |                             | 15.3                     | 17.1                  | 14.8                  | 16.9                     | 17.9                  | 16                    | 5.6                       | 5.9                    | 5.1                    |                          |                       |                       |                             |                          |                                  |                               | 1.2                 | 2.7                  | 0.4                    | 6.7                     | 0                          | 12.8                        | 0.1                     | 3.5                      | 0.1                   | 7.7                    | 0                         | 0                          | 0                            | 0.5                           | 0.5                 | 1.7                  | 6.8                          | 2.1                           |                         |                          |                        |                         |                         |                          | 0                 | 1.1           | 0.2                 | 0                             | 0              | 5.5                   | 1.6                    |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 2380443 | The Goldman Sachs Group, Inc.           | 3           | Supervisory Severely Adverse   | 13.1                    | 8.2                  | 5.8                  |                                |                             |                             | 15                       | 9.8                   | 7.5                   | 18.1                     | 12.8                  | 10.4                  | 7.2                       | 5.6                    | 3.9                    |                          |                       |                       |                             |                          |                                  |                               | 2                   | 5.2                  | 0                      | 7.7                     | 0                          | 9.8                         | 1.4                     | 49.8                     | 0.1                   | 8.2                    | 0                         | 0                          | 0                            | 2.8                           | 0.6                 | 1.6                  | 14.4                         | 1.7                           |                         |                          |                        |                         |                         |                          | 0                 | 2.6           | 0.2                 | 24.9                          | 7.1            | -20.5                 | -2.4                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1069778 | The PNC Financial Services Group, Inc.  | 3           | Supervisory Severely Adverse   | 9.5                     | 8.7                  | 8.7                  |                                |                             |                             | 11.7                     | 10.8                  | 10.8                  | 14.5                     | 13.4                  | 13.4                  | 10.4                      | 8.7                    | 8.7                    |                          |                       |                       |                             |                          |                                  |                               | 10                  | 5.8                  | 1.4                    | 6.1                     | 1.6                        | 6.3                         | 3.4                     | 6.4                      | 2                     | 7.3                    | 0.6                       | 15.5                       | 0.7                          | 3.5                           | 0.3                 | 1.6                  | 9.8                          | 3.2                           |                         |                          |                        |                         |                         |                          | -0.1              | 9.8           | 0.8                 | 0                             | 0.4            | -1.4                  | -0.5                   |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1119794 | U.S. Bancorp                            | 3           | Supervisory Severely Adverse   | 9                       | 8.3                  | 8.3                  |                                |                             |                             | 10.9                     | 10.3                  | 10.3                  | 13.3                     | 12.3                  | 12.3                  | 9.2                       | 8.7                    | 8.7                    |                          |                       |                       |                             |                          |                                  |                               | 15.1                | 7.1                  | 1.3                    | 2.8                     | 1                          | 6.1                         | 4.3                     | 9.5                      | 3                     | 8                      | 3.2                       | 17.3                       | 1.6                          | 5.4                           | 0.7                 | 3.8                  | 21.2                         | 6.2                           |                         |                          |                        |                         |                         |                          | 0.1               | 17.2          | 0.2                 | 0                             | 0.3            | 3.6                   | 1.1                    |                                |                              |                           |
| DFAST 2013                | 9/30/2012           | 1120754 | Wells Fargo & Company               | 3           | Supervisory Severely Adverse   | 9.9                     | 7                    | 7                    |                                |                             |                             | 11.5                     | 8.7                   | 8.7                   | 14.5                     | 11.4                  | 11.2                  | 9.4                       | 7                      | 7                      |                          |                       |                       |                             |                          |                                  |                               | 53.8                | 7.1                  | 15.3                   | 7.1                     | 8.4                        | 9.3                         | 9.9                     | 6.6                      | 9.6                   | 8.6                    | 4.4                       | 17.7                       | 5                            | 5.9                           | 1.2                 | 1.6                  | 45.9                         | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 58.8          | 3.9                 | 6.9                           | 2              | -25.7                 | -1.9                   |                                |                              |                           |
| DFAST 2014                | 9/30/2013           |         | 30 participating bank holding companies | 2           | Supervisory Adverse            | 11.5                    | 10.8                 | 9.7                  |                                | 10                          | 9.3                         | 12.9                     | 10.7                  | 10                    | 15.6                     | 13.1                  | 12.6                  | 8.4                       | 7.3                    | 6.9                    |                          |                       |                       | 8374.5                      | 8917.6                   |                                  | 9638.8                        | 266.5               | 5                    | 39                     | 3.5                     | 32.2                       | 7.1                         | 43.3                    | 3.7                      | 32                    | 5.5                    | 77                        | 12.4                       | 27.4                         | 5                             | 15.6                | 1.8                  | 444.3                        | 3.2                           |                         |                          |                        |                         |                         |                          | 0                 | 263.4         | 6.6                 | 57.4                          | 24.5           | 92.4                  | 0.7                    | -103.1                         | -32.3                        | -53.5                     |
| DFAST 2014                | 9/30/2013           | 1562859 | Ally Financial Inc.                     | 2           | Supervisory Adverse            | 7.9                     | 10                   | 7.6                  |                                | 9.4                         | 8.8                         | 15.4                     | 11.9                  | 10.6                  | 16.4                     | 13.3                  | 11.8                  | 13.2                      | 10.2                   | 8.9                    |                          |                       |                       | 127.3                       | 134.1                    |                                  | 140.7                         | 3.8                 | 3.8                  | 0.3                    | 4.1                     | 0.2                        | 6.9                         | 0.9                     | 2.8                      | 0.1                   | 3                      | 0                         | 0                          | 2.3                          | 4.2                           | 0                   | 2.3                  | 5.3                          | 3.4                           |                         |                          |                        |                         |                         |                          | 0                 | 4.1           | 0.4                 | 0                             | 0              | 0.8                   | 0.5                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1275216 | American Express Company                | 2           | Supervisory Adverse            | 12.8                    | 16.3                 | 12.5                 |                                | 16.2                        | 13.9                        | 12.8                     | 16.2                  | 12.5                  | 14.7                     | 17.6                  | 14.4                  | 10.7                      | 13.2                   | 10.4                   |                          |                       |                       | 123.2                       | 128.1                    |                                  | 132.9                         | 8.9                 | 8.2                  | 0                      | 0                       | 0                          | 0                           | 2.7                     | 8.3                      | 0                     | 0                      | 6.1                       | 8.4                        | 0                            | 0                             | 0.1                 | 2.9                  | 22.6                         | 14.5                          |                         |                          |                        |                         |                         |                          | 0                 | 11.5          | 0                   | 0                             | 0              | 11.1                  | 7.1                    | -0.6                           | -0.4                         | -0.8                      |
| DFAST 2014                | 9/30/2013           | 1073757 | Bank of America Corporation             | 2           | Supervisory Adverse            | 11.1                    | 11.1                 | 8.7                  |                                | 9.6                         | 8.5                         | 12.3                     | 10.3                  | 8.8                   | 15.4                     | 12.5                  | 11.4                  | 7.8                       | 6.6                    | 5.7                    |                          |                       |                       | 1289.4                      | 1371.7                   |                                  | 1436.2                        | 40                  | 4.2                  | 8.9                    | 3.4                     | 7.2                        | 7.3                         | 5.3                     | 2.4                      | 3.6                   | 5.6                    | 11.2                      | 10.9                       | 2.2                          | 2.9                           | 1.5                 | 1.1                  | 56.2                         | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 36.2          | 0.6                 | 8                             | 6              | 5.4                   | 0.2                    | -20.2                          | -6.4                         | -10.8                     |
| DFAST 2014                | 9/30/2013           | 1074156 | BB&T Corporation                    | 2           | Supervisory Adverse            | 9.4                     | 10.2                 | 9.1                  |                                | 9.9                         | 9.3                         | 11.3                     | 11.6                  | 11                    | 13.9                     | 13.2                  | 13                    | 9                         | 9.3                    | 8.7                    |                          |                       |                       | 138.3                       | 144.3                    |                                  | 151.2                         | 3.7                 | 3.1                  | 0.5                    | 1.6                     | 0.2                        | 3.6                         | 0.5                     | 3.1                      | 1.3                   | 4.2                    | 0.2                       | 12.3                       | 0.7                          | 4.9                           | 0.2                 | 1.3                  | 9.6                          | 5.1                           |                         |                          |                        |                         |                         |                          | 0                 | 3.4           | 0                   | 0                             | 0.2            | 6                     | 3.2                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1078529 | BBVA Compass Bancshares, Inc.           | 2           | Supervisory Adverse            | 11.6                    | 11.4                 | 11.1                 |                                | 11.1                        | 10.8                        | 11.8                     | 11.1                  | 10.9                  | 14.1                     | 12.8                  | 12.8                  | 10.2                      | 9.5                    | 9.5                    |                          |                       |                       | 55.2                        | 57.4                     |                                  | 59.7                          | 1.8                 | 3.6                  | 0.2                    | 1.4                     | 0.2                        | 7.5                         | 0.4                     | 2.8                      | 0.7                   | 6.7                    | 0.1                       | 15                         | 0.1                          | 4                             | 0.1                 | 1.5                  | 2                            | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 1.7           | 0                   | 0                             | 0.1            | 0.2                   | 0.3                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1245415 | BMO Financial Corp.                     | 2           | Supervisory Adverse            | 10.8                    | 10.4                 | 9.9                  |                                | 11.3                        | 11.1                        | 10.8                     | 11.3                  | 9.9                   | 15.2                     | 14.4                  | 13.8                  | 7.9                       | 8.2                    | 6.9                    |                          |                       |                       | 75.1                        | 78.3                     |                                  | 82.8                          | 2.4                 | 4.4                  | 0.4                    | 4.5                     | 0.4                        | 6.4                         | 0.5                     | 3.5                      | 0.6                   | 6.8                    | 0.1                       | 12.2                       | 0.2                          | 2.2                           | 0.3                 | 3.6                  | 2.4                          | 2.1                           |                         |                          |                        |                         |                         |                          | 0                 | 2.2           | 0                   | 0                             | 0.2            | 0                     | 0                      | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 2277860 | Capital One Financial Corporation       | 2           | Supervisory Adverse            | 12.7                    | 12.2                 | 11.7                 |                                | 10.7                        | 10                          | 13.1                     | 11                    | 10.3                  | 15.3                     | 12.8                  | 12.2                  | 10.1                      | 8.7                    | 8.4                    |                          |                       |                       | 215.8                       | 224.6                    |                                  | 247                           | 18                  | 9.3                  | 0.5                    | 1.4                     | 0.2                        | 8.2                         | 1                       | 5.4                      | 0.9                   | 4.3                    | 12.7                      | 17.1                       | 2.5                          | 7.9                           | 0.2                 | 2.1                  | 25.3                         | 8.3                           |                         |                          |                        |                         |                         |                          | 0                 | 20.7          | 0                   | 0                             | 0.1            | 4.5                   | 1.5                    | -2.7                           | -0.9                         | -1.4                      |
| DFAST 2014                | 9/30/2013           | 1951350 | Citigroup Inc.                          | 2           | Supervisory Adverse            | 12.7                    | 10.6                 | 9.7                  |                                | 11.7                        | 11.1                        | 13.6                     | 11.7                  | 11.1                  | 16.7                     | 14.2                  | 13.7                  | 8.1                       | 7                      | 6.6                    |                          |                       |                       | 1069                        | 1134.1                   |                                  | 1204.7                        | 43.4                | 6.5                  | 4.8                    | 5                       | 3.4                        | 9.8                         | 5.4                     | 3.6                      | 0.7                   | 6.5                    | 20.6                      | 14                         | 5.4                          | 12.3                          | 3.2                 | 1.7                  | 46                           | 2.3                           |                         |                          |                        |                         |                         |                          | 0                 | 39.4          | 1.5                 | 9.5                           | 5.4            | -9.8                  | -0.5                   | -12.9                          | -7.2                         | -12.7                     |
| DFAST 2014                | 9/30/2013           | 1199844 | Comerica Incorporated                   | 2           | Supervisory Adverse            | 10.7                    | 10.5                 | 10.3                 |                                | 10.2                        | 10                          | 10.7                     | 10.2                  | 10                    | 13.4                     | 11.5                  | 11.5                  | 10.9                      | 10.2                   | 10.2                   |                          |                       |                       | 64                          | 67.1                     |                                  | 69.2                          | 1.3                 | 3                    | 0                      | 2.5                     | 0.1                        | 4.4                         | 0.5                     | 1.9                      | 0.5                   | 4.8                    | 0                         | 0                          | 0                            | 7.2                           | 0.2                 | 4.3                  | 1.9                          | 2.8                           |                         |                          |                        |                         |                         |                          | 0                 | 1.2           | 0                   | 0                             | 0              | 0.7                   | 1                      | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 3846375 | Discover Financial Services             | 2           | Supervisory Adverse            | 14.7                    | 16                   | 13.9                 |                                | 15.4                        | 14.2                        | 15.6                     | 16.2                  | 14.7                  | 17.9                     | 17.9                  | 16.9                  | 13.7                      | 13.8                   | 12.8                   |                          |                       |                       | 65.7                        | 66.6                     |                                  | 70                            | 8.1                 | 12.8                 | 0                      | 0                       | 0                          | 9.2                         | 0                       | 10.2                     | 0                     | 34.8                   | 7                         | 13.8                       | 1.1                          | 9.1                           | 0                   | 2.6                  | 12.9                         | 16.4                          |                         |                          |                        |                         |                         |                          | 0                 | 9.7           | 0                   | 0                             | 0              | 3.2                   | 4.1                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1070345 | Fifth Third Bancorp                     | 2           | Supervisory Adverse            | 9.9                     | 10.1                 | 9.2                  |                                | 9.6                         | 9.1                         | 11.1                     | 10.5                  | 10                    | 14.3                     | 12.9                  | 12.7                  | 10.6                      | 10                     | 9.6                    |                          |                       |                       | 114.5                       | 119.3                    |                                  | 125.3                         | 3.6                 | 4                    | 0.5                    | 4.3                     | 0.6                        | 6.2                         | 1.1                     | 3.2                      | 0.6                   | 6.3                    | 0.3                       | 15                         | 0.3                          | 2.1                           | 0.2                 | 2.3                  | 6.4                          | 4.9                           |                         |                          |                        |                         |                         |                          | 0                 | 2.8           | 0.1                 | 0                             | 0              | 3.5                   | 2.7                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 3232316 | HSBC North America Holdings Inc.        | 2           | Supervisory Adverse            | 14.7                    | 11.1                 | 11.1                 |                                | 11.7                        | 11.6                        | 17.1                     | 12.2                  | 12.2                  | 26.5                     | 20.7                  | 20.7                  | 7.8                       | 5.6                    | 5.6                    |                          |                       |                       | 153.4                       | 160.3                    |                                  | 169.7                         | 7.7                 | 8.2                  | 5.4                    | 13.2                    | 0.8                        | 15.5                        | 0.4                     | 1.8                      | 0.7                   | 8                      | 0.1                       | 13.5                       | 0.1                          | 9.5                           | 0.2                 | 1.4                  | 3                            | 0.9                           |                         |                          |                        |                         |                         |                          | 0                 | 5.6           | 0                   | 0                             | 0.5            | -3.2                  | -1                     | -3                             | -0.9                         | -1.5                      |
| DFAST 2014                | 9/30/2013           | 1068191 | Huntington Bancshares Incorporated      | 2           | Supervisory Adverse            | 10.9                    | 9.9                  | 9.5                  |                                | 9.6                         | 9.4                         | 12.4                     | 10.5                  | 10.3                  | 14.7                     | 12.7                  | 12.7                  | 10.9                      | 9.2                    | 9.2                    |                          |                       |                       | 48.7                        | 51.5                     |                                  | 53.7                          | 1.6                 | 3.6                  | 0.2                    | 2.7                     | 0.3                        | 5.2                         | 0.4                     | 3.5                      | 0.4                   | 4.8                    | 0                         | 8.1                        | 0.2                          | 2.6                           | 0                   | 1.5                  | 2.3                          | 3.8                           |                         |                          |                        |                         |                         |                          | 0                 | 1.6           | 0                   | 0                             | 0.3            | 0.4                   | 0.6                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1039502 | JPMorgan Chase & Co.                | 2           | Supervisory Adverse            | 10.5                    | 9.5                  | 8.7                  |                                | 8.4                         | 7.8                         | 11.7                     | 9.2                   | 8.5                   | 14.3                     | 11.1                  | 10.8                  | 6.9                       | 5.8                    | 5.4                    |                          |                       |                       | 1374                        | 1499.4                   |                                  | 1606.9                        | 37.6                | 5.1                  | 4.6                    | 3.4                     | 6.3                        | 8.2                         | 6.1                     | 4.8                      | 3.1                   | 4.1                    | 11.8                      | 10.3                       | 2                            | 3.7                           | 3.7                 | 2.3                  | 68.1                         | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 36.5          | 1.5                 | 12.7                          | 1.9            | 15.6                  | 0.6                    | -19.9                          | -5.2                         | -7.8                      |
| DFAST 2014                | 9/30/2013           | 1068025 | KeyCorp                                 | 2           | Supervisory Adverse            | 11.2                    | 11.2                 | 10.5                 |                                | 10.9                        | 10.5                        | 11.9                     | 11.4                  | 10.9                  | 14.4                     | 13.3                  | 13                    | 11.3                      | 10.7                   | 10.4                   |                          |                       |                       | 82.9                        | 86.8                     |                                  | 89.3                          | 2.1                 | 3.7                  | 0.2                    | 3.5                     | 0.3                        | 4.1                         | 0.5                     | 2.4                      | 0.5                   | 5.9                    | 0.1                       | 13.8                       | 0.4                          | 7.5                           | 0.1                 | 1.5                  | 3.8                          | 4                             |                         |                          |                        |                         |                         |                          | 0                 | 2.1           | 0                   | 0                             | 0.3            | 1.4                   | 1.5                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1037003 | M&T Bank Corporation                | 2           | Supervisory Adverse            | 9.1                     | 10.2                 | 8.7                  |                                | 9.3                         | 9                           | 11.9                     | 10.5                  | 10.1                  | 15.1                     | 13.5                  | 13.4                  | 10.7                      | 9.2                    | 9.1                    |                          |                       |                       | 72.6                        | 89.6                     |                                  | 100.9                         | 2.9                 | 3.9                  | 0.6                    | 3                       | 0.4                        | 5.9                         | 0.4                     | 2.9                      | 1.2                   | 4.6                    | 0                         | 13.5                       | 0.2                          | 4.7                           | 0.1                 | 1.6                  | 5.3                          | 5.2                           |                         |                          |                        |                         |                         |                          | 0                 | 3.3           | 0                   | 0                             | 0.1            | 1.9                   | 1.9                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 2162966 | Morgan Stanley                          | 2           | Supervisory Adverse            | 12.6                    | 9.4                  | 8.9                  |                                | 8.6                         | 8.4                         | 15.3                     | 9                     | 8.7                   | 16.1                     | 10.9                  | 10.6                  | 7.3                       | 5                      | 4.9                    |                          |                       |                       | 385.7                       | 410.3                    |                                  | 496.3                         | 1.2                 | 2.1                  | 0                      | 0.5                     | 0                          | 8.3                         | 0.6                     | 6.4                      | 0.1                   | 6.1                    | 0                         | 0                          | 0.1                          | 0.6                           | 0.4                 | 1.4                  | 1.5                          | 0.2                           |                         |                          |                        |                         |                         |                          | 0                 | 1.5           | 0                   | 8.6                           | 2.2            | -10.7                 | -1.2                   | -2                             | -0.7                         | -1.2                      |
| DFAST 2014                | 9/30/2013           | 1199611 | Northern Trust Corporation              | 2           | Supervisory Adverse            | 13.1                    | 13.1                 | 12.6                 |                                | 11.5                        | 11.1                        | 13.6                     | 11.6                  | 11.2                  | 14.9                     | 14.2                  | 14                    | 8.3                       | 7.6                    | 7.4                    |                          |                       |                       | 57.8                        | 61                       |                                  | 66.8                          | 1.7                 | 5.7                  | 0.2                    | 3                       | 0.3                        | 13.8                        | 0.3                     | 5.5                      | 0.3                   | 7.5                    | 0                         | 0                          | 0                            | 15.9                          | 0.5                 | 5.3                  | 3.3                          | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 2             | 0                   | 0                             | 0              | 1.3                   | 1.3                    | -0.5                           | -0.2                         | -0.3                      |
| DFAST 2014                | 9/30/2013           | 1132449 | RBS Citizens Financial Group, Inc.      | 2           | Supervisory Adverse            | 13.9                    | 13.4                 | 13                   |                                | 12.8                        | 12.5                        | 14                       | 12.9                  | 12.6                  | 16.3                     | 15.4                  | 15.2                  | 12.1                      | 11.2                   | 11                     |                          |                       |                       | 96.7                        | 99.4                     |                                  | 104.2                         | 3.7                 | 4.3                  | 0.3                    | 2.4                     | 1.6                        | 8.1                         | 0.6                     | 2.6                      | 0.6                   | 5.6                    | 0.2                       | 13.4                       | 0.3                          | 2.6                           | 0.1                 | 1.5                  | 5                            | 4                             |                         |                          |                        |                         |                         |                          | 0                 | 4             | 0                   | 0                             | 0.1            | 0.8                   | 0.7                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 3242838 | Regions Financial Corporation           | 2           | Supervisory Adverse            | 11                      | 11.7                 | 10.7                 |                                | 11.5                        | 10.8                        | 11.5                     | 11.8                  | 11.2                  | 14.5                     | 14.3                  | 13.8                  | 9.9                       | 10.1                   | 9.5                    |                          |                       |                       | 96.5                        | 101.1                    |                                  | 104.4                         | 3.8                 | 4.9                  | 0.7                    | 4.5                     | 0.6                        | 6.4                         | 0.7                     | 3.3                      | 1.3                   | 7.6                    | 0.1                       | 13.5                       | 2                            | 5.1                           | 0.2                 | 1.8                  | 6                            | 4.9                           |                         |                          |                        |                         |                         |                          | 0                 | 3.6           | 0                   | 0                             | 0.1            | 2.4                   | 1.9                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 3981856 | Santander Holdings USA, Inc.            | 2           | Supervisory Adverse            | 13.7                    | 9.5                  | 8.5                  |                                | 8.6                         | 8.1                         | 14.4                     | 11.9                  | 9.9                   | 16.5                     | 14.7                  | 11.8                  | 12.4                      | 10.5                   | 8.9                    |                          |                       |                       | 63.2                        | 91.6                     |                                  | 94.7                          | 4.9                 | 6.5                  | 0.3                    | 3.1                     | 0.2                        | 3.6                         | 0.3                     | 2.7                      | 1.1                   | 6.3                    | 0                         | 13.4                       | 2.8                          | 10.9                          | 0                   | 2.9                  | 6.7                          | 6.4                           |                         |                          |                        |                         |                         |                          | 0                 | 5.9           | 0                   | 0                             | 0              | 0.8                   | 0.8                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1111435 | State Street Corporation                | 2           | Supervisory Adverse            | 15.5                    | 17.1                 | 13.9                 |                                | 12.8                        | 11.2                        | 17.3                     | 13.5                  | 11.8                  | 19.8                     | 15.4                  | 13.7                  | 7.2                       | 7.3                    | 6.5                    |                          |                       |                       | 80.4                        | 86                       |                                  | 114.8                         | 0.3                 | 2.1                  | 0                      | 0                       | 0                          | 0                           | 0                       | 4.2                      | 0                     | 16.1                   | 0                         | 0                          | 0                            | 0                             | 0.3                 | 1.9                  | 7.5                          | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 0.4           | 0.3                 | 0.9                           | 0              | 5.9                   | 2.6                    | -4.9                           | -1.3                         | -2                        |
| DFAST 2014                | 9/30/2013           | 1131787 | SunTrust Banks, Inc.                    | 2           | Supervisory Adverse            | 9.9                     | 11.1                 | 9.7                  |                                | 10.7                        | 10                          | 11                       | 11.4                  | 10.6                  | 13                       | 13.2                  | 12.6                  | 9.5                       | 9.8                    | 9.2                    |                          |                       |                       | 143.5                       | 149.1                    |                                  | 154                           | 4.1                 | 3.3                  | 0.9                    | 3.2                     | 1                          | 6.5                         | 1.1                     | 3                        | 0.5                   | 3.6                    | 0.1                       | 10.7                       | 0.4                          | 2.2                           | 0.1                 | 0.9                  | 8.5                          | 4.8                           |                         |                          |                        |                         |                         |                          | 0                 | 3.8           | 0                   | 0                             | 0.5            | 4.2                   | 2.4                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 3587146 | The Bank of New York Mellon Corporation | 2           | Supervisory Adverse            | 14.1                    | 17.6                 | 13.6                 |                                | 15.1                        | 13.3                        | 15.8                     | 16.1                  | 14.3                  | 16.8                     | 16.3                  | 14.7                  | 5.6                       | 6.6                    | 5.4                    |                          |                       |                       | 114.4                       | 122.8                    |                                  | 143.7                         | 0.6                 | 1.1                  | 0.1                    | 1                       | 0                          | 9                           | 0.1                     | 4.4                      | 0.1                   | 5.5                    | 0                         | 0                          | 0                            | 0.6                           | 0.3                 | 0.7                  | 11.3                         | 2.9                           |                         |                          |                        |                         |                         |                          | 0                 | 0.4           | 0.2                 | 0.6                           | 0.1            | 10                    | 2.6                    | -4.4                           | -1.4                         | -2.3                      |
| DFAST 2014                | 9/30/2013           | 2380443 | The Goldman Sachs Group, Inc.           | 2           | Supervisory Adverse            | 14.2                    | 10.4                 | 9.6                  |                                | 8.3                         | 8.2                         | 16.3                     | 9.4                   | 9.1                   | 19.4                     | 11.7                  | 11.5                  | 7.9                       | 5.7                    | 5.6                    |                          |                       |                       | 436.7                       | 456.4                    |                                  | 597.6                         | 1.1                 | 2.1                  | 0                      | 2.5                     | 0                          | 8.5                         | 0.4                     | 6.1                      | 0.2                   | 6.3                    | 0                         | 0                          | 0                            | 2.9                           | 0.6                 | 1.3                  | 4.7                          | 0.5                           |                         |                          |                        |                         |                         |                          | 0                 | 1.4           | 0                   | 13.8                          | 4.9            | -15.4                 | -1.6                   | 0                              | -0.1                         | -0.2                      |
| DFAST 2014                | 9/30/2013           | 1069778 | The PNC Financial Services Group, Inc.  | 2           | Supervisory Adverse            | 10.3                    | 10.9                 | 10.2                 |                                | 9.4                         | 8.7                         | 12.2                     | 10.9                  | 10.2                  | 15.6                     | 13.4                  | 13.1                  | 11.1                      | 10.4                   | 9.9                    |                          |                       |                       | 266.7                       | 278.6                    |                                  | 304.3                         | 6.9                 | 3.6                  | 0.4                    | 1.5                     | 0.9                        | 3.3                         | 2.2                     | 3.8                      | 2                     | 6.6                    | 0.4                       | 11.6                       | 0.7                          | 3                             | 0.3                 | 1.1                  | 15.3                         | 4.7                           |                         |                          |                        |                         |                         |                          | 0                 | 6.6           | 0.2                 | 0                             | 0.3            | 8.2                   | 2.5                    | -3.5                           | -0.8                         | -1.4                      |
| DFAST 2014                | 9/30/2013           | 1119794 | U.S. Bancorp                            | 2           | Supervisory Adverse            | 9.3                     | 10.5                 | 9.1                  |                                | 9.6                         | 8.6                         | 11.2                     | 11.2                  | 10.2                  | 13.3                     | 13                    | 12.1                  | 9.6                       | 9.7                    | 9                      |                          |                       |                       | 293.2                       | 306.8                    |                                  | 324                           | 11.3                | 5                    | 0.9                    | 1.7                     | 0.8                        | 4.7                         | 2.9                     | 5.8                      | 2.8                   | 7.3                    | 2.3                       | 13.3                       | 0.9                          | 3.3                           | 0.7                 | 3.2                  | 26.6                         | 7                             |                         |                          |                        |                         |                         |                          | 0                 | 11.2          | 0                   | 0                             | 0.4            | 15                    | 4                      | -3.1                           | -1.1                         | -1.8                      |
| DFAST 2014                | 9/30/2013           | 1378434 | UnionBanCal Corporation                 | 2           | Supervisory Adverse            | 11.1                    | 11.6                 | 11.4                 |                                | 11.3                        | 11.1                        | 11.2                     | 11.3                  | 11.1                  | 13.1                     | 13.1                  | 13                    | 10.2                      | 10.4                   | 10.3                   |                          |                       |                       | 90.9                        | 95.6                     |                                  | 99.3                          | 2                   | 2.9                  | 0.4                    | 1.4                     | 0.1                        | 1.7                         | 0.5                     | 2.5                      | 1                     | 6.5                    | 0                         | 0                          | 0                            | 11.3                          | 0.2                 | 2.4                  | 2.3                          | 2                             |                         |                          |                        |                         |                         |                          | 0                 | 2.2           | 0.4                 | 0                             | 0              | -0.3                  | -0.3                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1120754 | Wells Fargo & Company               | 2           | Supervisory Adverse            | 10.6                    | 10.7                 | 10                   |                                | 9.4                         | 8.8                         | 12.1                     | 10.6                  | 9.9                   | 15.1                     | 14.3                  | 13.6                  | 9.8                       | 8.6                    | 8.2                    |                          |                       |                       | 1135.1                      | 1199.3                   |                                  | 1246.1                        | 36.3                | 4.5                  | 7.6                    | 3.2                     | 6.1                        | 7                           | 6.8                     | 4.3                      | 6.2                   | 5.2                    | 3.5                       | 13.5                       | 4.2                          | 4.7                           | 1.9                 | 1.9                  | 71.7                         | 4.6                           |                         |                          |                        |                         |                         |                          | 0                 | 36.9          | 0.9                 | 3.3                           | 0.9            | 29.7                  | 1.9                    | -25.5                          | -5.8                         | -9.3                      |
| DFAST 2014                | 9/30/2013           | 1027004 | Zions Bancorporation                    | 2           | Supervisory Adverse            | 10.5                    | 7.3                  | 7.3                  |                                | 7.5                         | 7.5                         | 13.1                     | 8.9                   | 8.9                   | 14.8                     | 10.7                  | 10.7                  | 10.6                      | 7.2                    | 7.2                    |                          |                       |                       | 44.5                        | 46.2                     |                                  | 48.5                          | 1.7                 | 4.3                  | 0                      | 0.3                     | 0.1                        | 3.5                         | 0.5                     | 4.5                      | 1                     | 5.4                    | 0                         | 13.3                       | 0                            | 9.1                           | 0.1                 | 3.2                  | 0.7                          | 1.3                           |                         |                          |                        |                         |                         |                          | 0                 | 1.6           | 0.3                 | 0                             | 0              | -1.1                  | -1.9                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           |         | 30 participating bank holding companies | 3           | Supervisory Severely Adverse   | 11.5                    | 7.8                  | 7.6                  |                                | 7.9                         | 7.9                         | 12.9                     | 8.5                   | 8.5                   | 15.6                     | 11                    | 11                    | 8.4                       | 5.9                    | 5.9                    |                          |                       |                       | 8374.5                      | 8655.7                   |                                  | 9432.4                        | 366.1               | 6.9                  | 62.8                   | 5.7                     | 43.5                       | 9.6                         | 62.3                    | 5.4                      | 48.9                  | 8.4                    | 93                        | 15.2                       | 32.5                         | 6                             | 23.2                | 2.7                  | 315.9                        | 2.3                           |                         |                          |                        |                         |                         |                          | 0                 | 398.6         | 7                   | 98.1                          | 29.3           | -217.1                | -1.6                   | -23.8                          | -11.6                        | -21.8                     |
| DFAST 2014                | 9/30/2013           | 1562859 | Ally Financial Inc.                     | 3           | Supervisory Severely Adverse   | 7.9                     | 6.3                  | 6.3                  |                                | 7.3                         | 7.3                         | 15.4                     | 9.1                   | 9.1                   | 16.4                     | 10.6                  | 10.6                  | 13.2                      | 7.9                    | 7.9                    |                          |                       |                       | 127.3                       | 129.4                    |                                  | 137.3                         | 5                   | 5                    | 0.4                    | 6                       | 0.2                        | 9.9                         | 1.4                     | 4.1                      | 0.1                   | 4.8                    | 0                         | 0                          | 2.9                          | 5.2                           | 0                   | 3.9                  | 3.6                          | 2.3                           |                         |                          |                        |                         |                         |                          | 0                 | 5.7           | 0.6                 | 0                             | 0              | -2.7                  | -1.8                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1275216 | American Express Company                | 3           | Supervisory Severely Adverse   | 12.8                    | 14                   | 12.1                 |                                | 14                          | 12.9                        | 12.8                     | 14                    | 12.3                  | 14.7                     | 15.4                  | 14.1                  | 10.7                      | 11.6                   | 10.1                   |                          |                       |                       | 123.2                       | 124.5                    |                                  | 130.6                         | 11.4                | 10.7                 | 0                      | 0                       | 0                          | 0                           | 3.7                     | 11.4                     | 0                     | 0                      | 7.7                       | 10.6                       | 0                            | 0                             | 0.1                 | 4.5                  | 20.9                         | 13.6                          |                         |                          |                        |                         |                         |                          | 0                 | 14.9          | 0                   | 0                             | 0              | 6                     | 3.9                    | -0.4                           | -0.3                         | -0.7                      |
| DFAST 2014                | 9/30/2013           | 1073757 | Bank of America Corporation             | 3           | Supervisory Severely Adverse   | 11.1                    | 6                    | 5.9                  |                                | 6.8                         | 6.8                         | 12.3                     | 6.8                   | 6.8                   | 15.4                     | 9.2                   | 9.2                   | 7.8                       | 4.4                    | 4.4                    |                          |                       |                       | 1289.4                      | 1319.5                   |                                  | 1401.6                        | 54.9                | 5.8                  | 12.7                   | 4.9                     | 9.9                        | 10.3                        | 8.2                     | 3.8                      | 5.6                   | 8.9                    | 13.7                      | 13.4                       | 2.7                          | 3.5                           | 2.1                 | 1.6                  | 31.4                         | 1.4                           |                         |                          |                        |                         |                         |                          | 0                 | 57            | 0.5                 | 15.8                          | 7.1            | -49.1                 | -2.3                   | -1.8                           | -1.7                         | -3.5                      |
| DFAST 2014                | 9/30/2013           | 1074156 | BB&T Corporation                    | 3           | Supervisory Severely Adverse   | 9.4                     | 8.4                  | 8.4                  |                                | 8.1                         | 8.1                         | 11.3                     | 9.8                   | 9.8                   | 13.9                     | 11.6                  | 11.6                  | 9                         | 8                      | 8                      |                          |                       |                       | 138.3                       | 139.9                    |                                  | 147.4                         | 5.2                 | 4.5                  | 0.8                    | 2.4                     | 0.3                        | 4.8                         | 0.7                     | 4.4                      | 1.9                   | 6.2                    | 0.3                       | 15.2                       | 0.9                          | 6.3                           | 0.2                 | 2                    | 7                            | 3.8                           |                         |                          |                        |                         |                         |                          | 0                 | 5.5           | 0                   | 0                             | 0.1            | 1.4                   | 0.8                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1078529 | BBVA Compass Bancshares, Inc.           | 3           | Supervisory Severely Adverse   | 11.6                    | 8.5                  | 8.5                  |                                | 8.6                         | 8.6                         | 11.8                     | 8.6                   | 8.6                   | 14.1                     | 10.6                  | 10.6                  | 10.2                      | 7.5                    | 7.5                    |                          |                       |                       | 55.2                        | 55.6                     |                                  | 58.4                          | 2.6                 | 5.2                  | 0.3                    | 2.2                     | 0.2                        | 9.1                         | 0.6                     | 4.2                      | 1.1                   | 10.3                   | 0.1                       | 18.9                       | 0.1                          | 4.9                           | 0.1                 | 2.1                  | 1.2                          | 1.6                           |                         |                          |                        |                         |                         |                          | 0                 | 2.8           | 0                   | 0                             | 0.1            | -1.8                  | -2.5                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1245415 | BMO Financial Corp.                     | 3           | Supervisory Severely Adverse   | 10.8                    | 7.6                  | 7.6                  |                                | 8.9                         | 8.9                         | 10.8                     | 8.9                   | 8.5                   | 15.2                     | 12.5                  | 12.4                  | 7.9                       | 6.5                    | 6                      |                          |                       |                       | 75.1                        | 76.1                     |                                  | 81.1                          | 3.3                 | 6.1                  | 0.6                    | 6.7                     | 0.4                        | 7.2                         | 0.8                     | 5.1                      | 0.8                   | 9.7                    | 0.1                       | 15.2                       | 0.2                          | 2.7                           | 0.5                 | 5.1                  | 1.5                          | 1.3                           |                         |                          |                        |                         |                         |                          | 0                 | 3.5           | 0                   | 0                             | 0.2            | -2.1                  | -1.8                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 2277860 | Capital One Financial Corporation       | 3           | Supervisory Severely Adverse   | 12.7                    | 7.8                  | 7.8                  |                                | 8                           | 8                           | 13.1                     | 8.4                   | 8.4                   | 15.3                     | 10.1                  | 10.1                  | 10.1                      | 6.7                    | 6.7                    |                          |                       |                       | 215.8                       | 213.8                    |                                  | 241                           | 22.8                | 11.8                 | 1.4                    | 3.9                     | 0.2                        | 10                          | 1.4                     | 7.6                      | 1.3                   | 6.4                    | 15                        | 20.5                       | 3.1                          | 9.7                           | 0.4                 | 3.5                  | 21.2                         | 7.1                           |                         |                          |                        |                         |                         |                          | 0                 | 26.9          | 0.1                 | 0                             | 0.2            | -6                    | -2                     | -0.6                           | -0.3                         | -0.6                      |
| DFAST 2014                | 9/30/2013           | 1951350 | Citigroup Inc.                          | 3           | Supervisory Severely Adverse   | 12.7                    | 7.2                  | 7.2                  |                                | 9.3                         | 9.3                         | 13.6                     | 9.3                   | 9.3                   | 16.7                     | 11.9                  | 11.9                  | 8.1                       | 5.7                    | 5.7                    |                          |                       |                       | 1069                        | 1100.2                   |                                  | 1180.9                        | 55.5                | 8.4                  | 6.8                    | 7.2                     | 4.6                        | 13.5                        | 7.5                     | 4.9                      | 1.1                   | 10.5                   | 24.8                      | 17                         | 6.1                          | 14                            | 4.7                 | 2.6                  | 32.5                         | 1.7                           |                         |                          |                        |                         |                         |                          | 0                 | 55.7          | 1.3                 | 16.1                          | 5.2            | -45.7                 | -2.4                   | -0.6                           | 4.2                          | -7.7                      |
| DFAST 2014                | 9/30/2013           | 1199844 | Comerica Incorporated                   | 3           | Supervisory Severely Adverse   | 10.7                    | 8.6                  | 8.6                  |                                | 8.4                         | 8.4                         | 10.7                     | 8.4                   | 8.4                   | 13.4                     | 10.2                  | 10.2                  | 10.9                      | 8.6                    | 8.6                    |                          |                       |                       | 64                          | 65.2                     |                                  | 67.6                          | 2.1                 | 4.7                  | 0.1                    | 4.3                     | 0.1                        | 5.8                         | 0.8                     | 3                        | 0.8                   | 7.5                    | 0                         | 0                          | 0                            | 8.4                           | 0.3                 | 7.1                  | 1.1                          | 1.7                           |                         |                          |                        |                         |                         |                          | 0                 | 2.3           | 0                   | 0                             | 0              | -1.2                  | -1.7                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 3846375 | Discover Financial Services             | 3           | Supervisory Severely Adverse   | 14.7                    | 13.7                 | 13.2                 |                                | 13.1                        | 12.5                        | 15.6                     | 13.9                  | 13.3                  | 17.9                     | 15.7                  | 15.2                  | 13.7                      | 12.1                   | 11.9                   |                          |                       |                       | 65.7                        | 64.9                     |                                  | 68.8                          | 9.5                 | 15.2                 | 0                      | 0                       | 0                          | 14.9                        | 0                       | 13.2                     | 0                     | 35.4                   | 8.3                       | 16.4                       | 1.2                          | 10.2                          | 0                   | 4.5                  | 12                           | 15.5                          |                         |                          |                        |                         |                         |                          | 0                 | 11.4          | 0                   | 0                             | 0              | 0.6                   | 0.7                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1070345 | Fifth Third Bancorp                     | 3           | Supervisory Severely Adverse   | 9.9                     | 8.4                  | 8.4                  |                                | 7.9                         | 7.9                         | 11.1                     | 8.7                   | 8.7                   | 14.3                     | 11.8                  | 11.8                  | 10.6                      | 8.5                    | 8.5                    |                          |                       |                       | 114.5                       | 116.2                    |                                  | 122.4                         | 4.8                 | 5.5                  | 0.7                    | 5.2                     | 0.7                        | 7.4                         | 1.6                     | 4.9                      | 0.9                   | 9.4                    | 0.4                       | 18.9                       | 0.3                          | 2.6                           | 0.3                 | 3.1                  | 4.7                          | 3.7                           |                         |                          |                        |                         |                         |                          | 0                 | 4.5           | 0.1                 | 0                             | 0              | 0.1                   | 0.1                    | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 3232316 | HSBC North America Holdings Inc.        | 3           | Supervisory Severely Adverse   | 14.7                    | 6.6                  | 6.6                  |                                | 9.4                         | 9.4                         | 17.1                     | 9.4                   | 9.4                   | 26.5                     | 18.2                  | 18.2                  | 7.8                       | 4.4                    | 4.4                    |                          |                       |                       | 153.4                       | 154.4                    |                                  | 164.8                         | 10                  | 10.8                 | 6.8                    | 16.7                    | 0                          | 18.3                        | 0.7                     | 2.8                      | 1.1                   | 12.6                   | 0.1                       | 16.4                       | 0.1                          | 10.8                          | 0.3                 | 2.2                  | -1.1                         | -0.3                          |                         |                          |                        |                         |                         |                          | 0                 | 8.5           | 0.1                 | 0                             | 1.1            | -10.7                 | -3.4                   | 0.9                            | 0.1                          | 0.1                       |
| DFAST 2014                | 9/30/2013           | 1068191 | Huntington Bancshares Incorporated      | 3           | Supervisory Severely Adverse   | 10.9                    | 7.4                  | 7.4                  |                                | 7.9                         | 7.9                         | 12.4                     | 8.5                   | 8.5                   | 14.7                     | 10.8                  | 10.8                  | 10.9                      | 7.5                    | 7.5                    |                          |                       |                       | 48.7                        | 49.8                     |                                  | 52.5                          | 2.1                 | 4.9                  | 0.3                    | 4                       | 0.4                        | 6                           | 0.6                     | 4.8                      | 0.6                   | 6.9                    | 0                         | 8.1                        | 0.2                          | 3.3                           | 0                   | 2.4                  | 1.5                          | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 2.3           | 0                   | 0                             | 0.2            | -1                    | -1.7                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1039502 | JPMorgan Chase & Co.                | 3           | Supervisory Severely Adverse   | 10.5                    | 6.7                  | 6.3                  |                                | 6.5                         | 6.5                         | 11.7                     | 7.1                   | 7.1                   | 14.3                     | 9.3                   | 9.3                   | 6.9                       | 4.6                    | 4.6                    |                          |                       |                       | 1374                        | 1457.8                   |                                  | 1574.1                        | 54.2                | 7.3                  | 8.9                    | 6.6                     | 8.9                        | 11.7                        | 8.8                     | 7                        | 5                     | 6.7                    | 14.4                      | 12.7                       | 2.4                          | 4.4                           | 5.8                 | 3.6                  | 48.8                         | 1.9                           |                         |                          |                        |                         |                         |                          | 0                 | 59.1          | 1.3                 | 24.2                          | 1.8            | -37.6                 | -1.5                   | -6.6                           | -1.6                         | -2.5                      |
| DFAST 2014                | 9/30/2013           | 1068025 | KeyCorp                                 | 3           | Supervisory Severely Adverse   | 11.2                    | 9.3                  | 9.2                  |                                | 9.3                         | 9.3                         | 11.9                     | 9.6                   | 9.6                   | 14.4                     | 11.9                  | 11.9                  | 11.3                      | 9.2                    | 9.2                    |                          |                       |                       | 82.9                        | 84.1                     |                                  | 87.2                          | 2.9                 | 5.1                  | 0.2                    | 4.1                     | 0.4                        | 5.2                         | 0.7                     | 3.8                      | 0.7                   | 8.8                    | 0.1                       | 16.8                       | 0.4                          | 8.8                           | 0.2                 | 2.2                  | 2.5                          | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 3.1           | 0                   | 0                             | 0.4            | -1                    | -1                     | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1037003 | M&T Bank Corporation                | 3           | Supervisory Severely Adverse   | 9.1                     | 6.2                  | 6.2                  |                                | 6.7                         | 6.7                         | 11.9                     | 7.9                   | 7.9                   | 15.1                     | 11                    | 11                    | 10.7                      | 7                      | 7                      |                          |                       |                       | 72.6                        | 85.6                     |                                  | 98.4                          | 4                   | 5.3                  | 0.8                    | 3.9                     | 0.4                        | 7.1                         | 0.6                     | 4                        | 1.8                   | 6.9                    | 0.1                       | 16.5                       | 0.2                          | 6.2                           | 0.1                 | 2.4                  | 3.9                          | 3.9                           |                         |                          |                        |                         |                         |                          | 0                 | 4.8           | 0                   | 0                             | 0.1            | -0.9                  | -0.9                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 2162966 | Morgan Stanley                          | 3           | Supervisory Severely Adverse   | 12.6                    | 7.6                  | 6.1                  |                                | 7.8                         | 7.1                         | 15.3                     | 7.9                   | 7.1                   | 16.1                     | 9.9                   | 8.9                   | 7.3                       | 4.6                    | 4.5                    |                          |                       |                       | 385.7                       | 409.8                    |                                  | 495.1                         | 1.7                 | 3                    | 0.1                    | 1                       | 0                          | 11.1                        | 0.8                     | 8.9                      | 0.2                   | 9.4                    | 0                         | 0                          | 0.1                          | 0.6                           | 0.5                 | 2                    | 0.4                          | 0                             |                         |                          |                        |                         |                         |                          | 0                 | 2.2           | 0                   | 13.3                          | 2.1            | -17.3                 | -2                     | -0.2                           | -0.3                         | -0.5                      |
| DFAST 2014                | 9/30/2013           | 1199611 | Northern Trust Corporation              | 3           | Supervisory Severely Adverse   | 13.1                    | 11.7                 | 11.7                 |                                | 10.6                        | 10.6                        | 13.6                     | 10.7                  | 10.7                  | 14.9                     | 13.7                  | 13.7                  | 8.3                       | 7.1                    | 7.1                    |                          |                       |                       | 57.8                        | 59                       |                                  | 65                            | 2.4                 | 8.2                  | 0.4                    | 4.7                     | 0.4                        | 17.5                        | 0.5                     | 8.1                      | 0.4                   | 11.3                   | 0                         | 0                          | 0                            | 17.9                          | 0.7                 | 7.8                  | 2.7                          | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 3             | 0                   | 0                             | 0              | -0.4                  | -0.4                   | 0.3                            | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1132449 | RBS Citizens Financial Group, Inc.      | 3           | Supervisory Severely Adverse   | 13.9                    | 10.7                 | 10.7                 |                                | 10.7                        | 10.7                        | 14                       | 10.9                  | 10.9                  | 16.3                     | 13.5                  | 13.5                  | 12.1                      | 9.5                    | 9.5                    |                          |                       |                       | 96.7                        | 96                       |                                  | 101.4                         | 4.9                 | 5.8                  | 0.4                    | 3.3                     | 2                          | 9.9                         | 0.9                     | 3.9                      | 0.9                   | 8.4                    | 0.2                       | 16                         | 0.4                          | 3.1                           | 0.1                 | 2.4                  | 3.2                          | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 5.7           | 0.1                 | 0                             | 0.2            | -2.6                  | -2.1                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 3242838 | Regions Financial Corporation           | 3           | Supervisory Severely Adverse   | 11                      | 9                    | 8.9                  |                                | 9.3                         | 9.3                         | 11.5                     | 9.5                   | 9.5                   | 14.5                     | 12                    | 12                    | 9.9                       | 8.2                    | 8.1                    |                          |                       |                       | 96.5                        | 97.3                     |                                  | 101.6                         | 5.2                 | 6.9                  | 0.9                    | 6.4                     | 0.8                        | 8                           | 1                       | 4.9                      | 1.9                   | 11.2                   | 0.2                       | 16.9                       | 0.2                          | 6.2                           | 0.3                 | 2.6                  | 4.3                          | 3.6                           |                         |                          |                        |                         |                         |                          | 0                 | 5.6           | 0                   | 0                             | 0.1            | -1.4                  | -1.2                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 3981856 | Santander Holdings USA, Inc.            | 3           | Supervisory Severely Adverse   | 13.7                    | 7.3                  | 7.3                  |                                | 6.7                         | 6.7                         | 14.4                     | 10                    | 8.9                   | 16.5                     | 12.8                  | 11.2                  | 12.4                      | 8.9                    | 7.8                    |                          |                       |                       | 63.2                        | 88.5                     |                                  | 91.8                          | 6.4                 | 8.7                  | 0.4                    | 4.3                     | 0.3                        | 4.8                         | 0.5                     | 3.9                      | 1.7                   | 9.5                    | 0                         | 16.4                       | 3.4                          | 13.3                          | 0.1                 | 4.3                  | 5.6                          | 5.4                           |                         |                          |                        |                         |                         |                          | 0                 | 8             | 0                   | 0                             | 0              | -2.4                  | -2.4                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1111435 | State Street Corporation                | 3           | Supervisory Severely Adverse   | 15.5                    | 14.7                 | 13.3                 |                                | 11.9                        | 11.4                        | 17.3                     | 12.8                  | 12.2                  | 19.8                     | 14.8                  | 14.3                  | 7.2                       | 7                      | 6.3                    |                          |                       |                       | 80.4                        | 83                       |                                  | 111.2                         | 0.5                 | 3.1                  | 0                      | 0                       | 0                          | 0                           | 0                       | 6.9                      | 0                     | 26.2                   | 0                         | 0                          | 0                            | 0                             | 0.4                 | 2.7                  | 4.8                          | 2.2                           |                         |                          |                        |                         |                         |                          | 0                 | 0.6           | 0.4                 | 1.7                           | 0              | 2.1                   | 0.9                    | -2                             | -0.5                         | -0.8                      |
| DFAST 2014                | 9/30/2013           | 1131787 | SunTrust Banks, Inc.                    | 3           | Supervisory Severely Adverse   | 9.9                     | 9                    | 8.8                  |                                | 8.5                         | 8.4                         | 11                       | 9                     | 8.9                   | 13                       | 10.9                  | 10.9                  | 9.5                       | 7.8                    | 7.8                    |                          |                       |                       | 143.5                       | 144.9                    |                                  | 149.9                         | 5.7                 | 4.6                  | 1.3                    | 4.8                     | 1.2                        | 7.7                         | 1.6                     | 4.7                      | 0.8                   | 5.6                    | 0.1                       | 13.6                       | 0.5                          | 2.7                           | 0.2                 | 1.5                  | 5.8                          | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 6.1           | 0                   | 0                             | 0.9            | -1.2                  | -0.7                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 3587146 | The Bank of New York Mellon Corporation | 3           | Supervisory Severely Adverse   | 14.1                    | 16.1                 | 13.1                 |                                | 15                          | 13.8                        | 15.8                     | 16.1                  | 14.7                  | 16.8                     | 16.3                  | 15.3                  | 5.6                       | 6.6                    | 5.3                    |                          |                       |                       | 114.4                       | 118                      |                                  | 138.5                         | 0.8                 | 1.6                  | 0.1                    | 2.3                     | 0                          | 11.7                        | 0.1                     | 5.1                      | 0.1                   | 8.6                    | 0                         | 0                          | 0                            | 0.5                           | 0.4                 | 1                    | 8.3                          | 2.2                           |                         |                          |                        |                         |                         |                          | 0                 | 0.8           | 0.2                 | 1.3                           | 0.1            | 6                     | 1.6                    | -0.1                           | -0.3                         | -0.6                      |
| DFAST 2014                | 9/30/2013           | 2380443 | The Goldman Sachs Group, Inc.           | 3           | Supervisory Severely Adverse   | 14.2                    | 9.2                  | 6.9                  |                                | 7.5                         | 6.6                         | 16.3                     | 8.4                   | 7.3                   | 19.4                     | 10.8                  | 9.5                   | 7.9                       | 5.3                    | 4.9                    |                          |                       |                       | 436.7                       | 456.1                    |                                  | 595.2                         | 1.6                 | 3.1                  | 0                      | 7.5                     | 0                          | 10.9                        | 0.5                     | 9.5                      | 0.3                   | 10                     | 0                         | 0                          | 0                            | 3.3                           | 0.8                 | 1.8                  | 4.9                          | 0.5                           |                         |                          |                        |                         |                         |                          | 0                 | 2.1           | 0                   | 19.8                          | 6              | -23                   | -2.5                   | 0                              | -0.1                         | -0.2                      |
| DFAST 2014                | 9/30/2013           | 1069778 | The PNC Financial Services Group, Inc.  | 3           | Supervisory Severely Adverse   | 10.3                    | 9                    | 9                    |                                | 7.5                         | 7.5                         | 12.2                     | 9.1                   | 9.1                   | 15.6                     | 11.8                  | 11.8                  | 11.1                      | 8.8                    | 8.8                    |                          |                       |                       | 266.7                       | 270.1                    |                                  | 296.4                         | 10.1                | 5.2                  | 0.6                    | 2.3                     | 1.3                        | 4.9                         | 3.4                     | 5.7                      | 3.1                   | 10.1                   | 0.5                       | 14.3                       | 0.8                          | 3.6                           | 0.4                 | 1.7                  | 10.8                         | 3.4                           |                         |                          |                        |                         |                         |                          | 0                 | 11.3          | 0.3                 | 0                             | 0.4            | -1.1                  | -0.3                   | -1.5                           | -0.3                         | -0.6                      |
| DFAST 2014                | 9/30/2013           | 1119794 | U.S. Bancorp                            | 3           | Supervisory Severely Adverse   | 9.3                     | 8.3                  | 8.2                  |                                | 7.6                         | 7.5                         | 11.2                     | 9.2                   | 9.1                   | 13.3                     | 11.1                  | 11                    | 9.6                       | 8.1                    | 8.1                    |                          |                       |                       | 293.2                       | 297.1                    |                                  | 316.1                         | 15.6                | 7                    | 1.3                    | 2.5                     | 1                          | 6.3                         | 4.2                     | 8.2                      | 4.3                   | 11.2                   | 2.8                       | 16.2                       | 1.1                          | 4.2                           | 0.9                 | 4.3                  | 20.6                         | 5.6                           |                         |                          |                        |                         |                         |                          | 0                 | 17.1          | 0                   | 0                             | 0.4            | 3.1                   | 0.8                    | -0.7                           | -0.4                         | -0.8                      |
| DFAST 2014                | 9/30/2013           | 1378434 | UnionBanCal Corporation                 | 3           | Supervisory Severely Adverse   | 11.1                    | 8.1                  | 8.1                  |                                | 8.2                         | 8.2                         | 11.2                     | 8.2                   | 8.2                   | 13.1                     | 10.4                  | 10.4                  | 10.2                      | 7.6                    | 7.6                    |                          |                       |                       | 90.9                        | 92.8                     |                                  | 97.4                          | 3.4                 | 5                    | 0.8                    | 3.2                     | 0.1                        | 3.2                         | 0.7                     | 3.9                      | 1.5                   | 10.1                   | 0                         | 0                          | 0                            | 13.2                          | 0.3                 | 3.9                  | 0.8                          | 0.7                           |                         |                          |                        |                         |                         |                          | 0                 | 4.1           | 0.4                 | 0                             | 0              | -3.7                  | -3.5                   | 0                              | 0                            | 0                         |
| DFAST 2014                | 9/30/2013           | 1120754 | Wells Fargo & Company               | 3           | Supervisory Severely Adverse   | 10.6                    | 8.2                  | 8.2                  |                                | 7.4                         | 7.4                         | 12.1                     | 8.5                   | 8.5                   | 15.1                     | 12                    | 12                    | 9.8                       | 7                      | 7                      |                          |                       |                       | 1135.1                      | 1161.6                   |                                  | 1211.3                        | 55.1                | 6.8                  | 15.7                   | 6.7                     | 8.5                        | 9.8                         | 9.4                     | 6                        | 9.4                   | 7.9                    | 4.2                       | 16.4                       | 5                            | 5.7                           | 2.9                 | 2.9                  | 50.7                         | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 61.6          | 1.2                 | 5.9                           | 2.5            | -20.5                 | -1.3                   | -10.6                          | -1.6                         | -3.3                      |
| DFAST 2014                | 9/30/2013           | 1027004 | Zions Bancorporation                    | 3           | Supervisory Severely Adverse   | 10.5                    | 3.6                  | 3.6                  |                                | 4.6                         | 4.6                         | 13.1                     | 5.4                   | 5.4                   | 14.8                     | 7.2                   | 7.2                   | 10.6                      | 4.5                    | 4.5                    |                          |                       |                       | 44.5                        | 44.8                     |                                  | 47.6                          | 2.5                 | 6.6                  | 0                      | 0.8                     | 0.1                        | 5                           | 0.7                     | 6.7                      | 1.5                   | 8.3                    | 0                         | 16.2                       | 0                            | 10.7                          | 0.1                 | 4.8                  | 0.2                          | 0.4                           |                         |                          |                        |                         |                         |                          | 0                 | 2.8           | 0.3                 | 0                             | 0              | -2.9                  | -5.1                   | 0                              | 0                            | 0                         |
| DFAST 2015                | 9/30/2014           |         | 31 participating bank holding companies | 2           | Supervisory Adverse            | 11.9                    | 11.7                 | 10.8                 |                                | 9.8                         | 9.5                         | 13.5                     | 10.8                  | 10.4                  | 16.2                     | 13                    | 12.8                  | 8.8                       | 7.3                    | 7.2                    |                          |                       |                       | 8790.2                      | 9430.4                   |                                  | 10262                         | 234.9               | 4.1                  | 27.9                   | 2.5                     | 22.7                       | 5.3                         | 42.5                    | 3.4                      | 30.9                  | 5                      | 67.1                      | 10.5                       | 27.6                         | 4.5                           | 16.3                | 1.7                  | 501.3                        | 3.4                           |                         |                          |                        |                         |                         |                          | 0                 | 244           | 8.6                 | 54.9                          | 16             | 177.8                 | 1.2                    | -120.5                         |                              | -92.7                     |
| DFAST 2015                | 9/30/2014           | 1562859 | Ally Financial Inc.                     | 2           | Supervisory Adverse            | 9.7                     | 9.5                  | 9.3                  |                                | 9.4                         | 9.4                         | 12.7                     | 11.6                  | 11.6                  | 13.5                     | 13                    | 13                    | 10.9                      | 9.9                    | 9.9                    |                          |                       |                       | 128.2                       | 138.3                    |                                  | 143.4                         | 3.5                 | 3.4                  | 0.2                    | 4.3                     | 0.1                        | 5.3                         | 1                       | 2.8                      | 0.1                   | 2.8                    | 0                         | 0                          | 2                            | 3.7                           | 0                   | 7.1                  | 4.5                          | 2.8                           |                         |                          |                        |                         |                         |                          | 0                 | 4.1           | 0.2                 | 0                             | 0              | 0.1                   | 0.1                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1275216 | American Express Company                | 2           | Supervisory Adverse            | 13.2                    | 17.5                 | 12.8                 | 13.6                           | 17.1                        | 13.4                        | 13.6                     | 17.6                  | 14                    | 15.1                     | 19.3                  | 15.8                  | 11.6                      | 14.4                   | 11.6                   |                          |                       |                       | 128.9                       | 137.4                    |                                  | 140.5                         | 8.1                 | 7                    | 0                      | 0                       | 0                          | 0                           | 2.4                     | 6.5                      | 0                     | 0                      | 5.7                       | 7.2                        | 0                            | 12.2                          | 0                   | 0                    | 25.9                         | 15.9                          |                         |                          |                        |                         |                         |                          | 0                 | 10.8          | 0                   | 0                             | 0              | 15.1                  | 9.3                    | -0.3                           | -1.3                         | -1.6                      |
| DFAST 2015                | 9/30/2014           | 1073757 | Bank of America Corporation             | 2           | Supervisory Adverse            | 11.3                    | 11.5                 | 10                   | 12                             | 8.5                         | 8                           | 12.8                     | 9.7                   | 9.1                   | 15.8                     | 11.8                  | 11.5                  | 7.9                       | 6.2                    | 5.9                    |                          |                       |                       | 1271.7                      | 1361.6                   |                                  | 1477.1                        | 31                  | 3.3                  | 4.9                    | 2.1                     | 5.4                        | 5.9                         | 4.7                     | 2.3                      | 2.9                   | 4.7                    | 9.4                       | 9                          | 1.7                          | 2                             | 2                   | 1.2                  | 61.6                         | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 29.2          | 0.5                 | 9.1                           | 2.2            | 20.6                  | 0.9                    | -26                            | -1.3                         | -18                       |
| DFAST 2015                | 9/30/2014           | 1074156 | BB&T Corporation                    | 2           | Supervisory Adverse            | 10.5                    | 9.4                  | 8.9                  |                                | 9.7                         | 9.3                         | 12.4                     | 11.2                  | 10.9                  | 15.2                     | 13.3                  | 13.1                  | 9.7                       | 8.5                    | 8.3                    |                          |                       |                       | 140.5                       | 167.9                    |                                  | 165.9                         | 3.9                 | 3                    | 0.7                    | 1.9                     | 0.2                        | 2.3                         | 0.5                     | 2.6                      | 1.4                   | 4.2                    | 0.2                       | 10.8                       | 0.8                          | 4.2                           | 0.2                 | 1.2                  | 9.7                          | 4.6                           |                         |                          |                        |                         |                         |                          | 0                 | 4.5           | 0                   | 0                             | 0              | 5.2                   | 2.5                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1078529 | BBVA Compass Bancshares, Inc.           | 2           | Supervisory Adverse            | 11                      | 9.5                  | 9.5                  |                                | 10                          | 10                          | 11.3                     | 10                    | 10                    | 13.3                     | 11.7                  | 11.7                  | 9.6                       | 7.8                    | 7.8                    |                          |                       |                       | 62                          | 66.4                     |                                  | 63.3                          | 2                   | 3.5                  | 0.3                    | 2                       | 0.1                        | 5.2                         | 0.5                     | 2.8                      | 0.9                   | 7.2                    | 0.1                       | 11.9                       | 0.1                          | 3                             | 0.1                 | 0.9                  | 1.8                          | 2.1                           |                         |                          |                        |                         |                         |                          | 0                 | 2.2           | 0                   | 0                             | 0              | -0.4                  | -0.5                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1245415 | BMO Financial Corp.                     | 2           | Supervisory Adverse            | 11.5                    | 12.4                 | 11.5                 |                                | 11.5                        | 10.5                        | 11.5                     | 11.5                  | 10.5                  | 15.5                     | 13.9                  | 13.9                  | 8.3                       | 7.9                    | 7.4                    |                          |                       |                       | 78.3                        | 83.9                     |                                  | 85.2                          | 1.7                 | 2.9                  | 0.2                    | 2.7                     | 0.2                        | 3                           | 0.5                     | 2.8                      | 0.4                   | 4.9                    | 0                         | 8.5                        | 0.2                          | 2.2                           | 0.2                 | 1.9                  | 2.4                          | 1.9                           |                         |                          |                        |                         |                         |                          | 0                 | 1.5           | 0                   | 0                             | 0              | 0.9                   | 0.7                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 2277860 | Capital One Financial Corporation       | 2           | Supervisory Adverse            | 12.7                    | 11.5                 | 11.5                 | 12.7                           | 10.4                        | 10.4                        | 13.3                     | 11.1                  | 11.1                  | 15.2                     | 12.8                  | 12.8                  | 10.6                      | 8.5                    | 8.5                    |                          |                       |                       | 228.8                       | 245                      |                                  | 249.5                         | 17.2                | 8.3                  | 0.5                    | 1.5                     | 0.1                        | 5.6                         | 1.1                     | 5                        | 0.9                   | 3.9                    | 11.8                      | 15.1                       | 2.5                          | 6.5                           | 0.3                 | 2                    | 23.1                         | 7.3                           |                         |                          |                        |                         |                         |                          | 0                 | 20.1          | 0                   | 0                             | 0.1            | 2.9                   | 0.9                    | -2.5                           | -0.1                         | -1.8                      |
| DFAST 2015                | 9/30/2014           | 1951350 | Citigroup Inc.                          | 2           | Supervisory Adverse            | 13.4                    | 12.5                 | 11.5                 | 15.1                           | 9.4                         | 9.3                         | 15.1                     | 9.6                   | 9.4                   | 17.7                     | 11.8                  | 11.7                  | 9                         | 6.2                    | 6.1                    |                          |                       |                       | 1103.6                      | 1175.6                   |                                  | 1351.3                        | 36                  | 5.3                  | 3                      | 3.3                     | 2.3                        | 7.3                         | 4.8                     | 3                        | 0.5                   | 5.1                    | 17                        | 12.1                       | 5.2                          | 10.3                          | 3.1                 | 1.6                  | 50.9                         | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 34.8          | 2                   | 10.1                          | 3.5            | 0.5                   | 0                      | -20.2                          | -15.4                        | -29.3                     |
| DFAST 2015                | 9/30/2014           | 1132449 | Citizens Financial Group, Inc.          | 2           | Supervisory Adverse            | 12.9                    | 12.3                 | 12.1                 |                                | 12.5                        | 12.3                        | 12.9                     | 12.5                  | 12.3                  | 16.1                     | 15.9                  | 15.8                  | 10.9                      | 10                     | 9.9                    |                          |                       |                       | 103.2                       | 110.8                    |                                  | 109.1                         | 3.3                 | 3.5                  | 0.3                    | 1.9                     | 1.1                        | 5.5                         | 0.6                     | 2.3                      | 0.7                   | 6.6                    | 0.2                       | 10.3                       | 0.4                          | 2.7                           | 0.1                 | 1                    | 4.8                          | 3.5                           |                         |                          |                        |                         |                         |                          | 0                 | 3.4           | 0                   | 0                             | 0              | 1.4                   | 1                      | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1199844 | Comerica Incorporated                   | 2           | Supervisory Adverse            | 10.6                    | 10.9                 | 10.4                 |                                | 10.7                        | 10.1                        | 10.6                     | 10.7                  | 10.1                  | 12.8                     | 11.9                  | 11.8                  | 10.8                      | 10.7                   | 10.4                   |                          |                       |                       | 67.1                        | 72.2                     |                                  | 73.7                          | 1.3                 | 2.6                  | 0                      | 1.8                     | 0.1                        | 3.1                         | 0.5                     | 1.7                      | 0.5                   | 4.4                    | 0                         | 0                          | 0                            | 6.4                           | 0.2                 | 3.4                  | 2.8                          | 3.8                           |                         |                          |                        |                         |                         |                          | 0                 | 1.2           | 0                   | 0                             | 0              | 1.6                   | 2.2                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1032473 | Deutsche Bank Trust Corporation         | 2           | Supervisory Adverse            | 36.6                    | 40.6                 | 36.3                 |                                | 33.8                        | 30.2                        | 36.6                     | 33.8                  | 30.2                  | 37                       | 34.6                  | 30.6                  | 11.9                      | 12.8                   | 11.8                   |                          |                       |                       | 19.3                        | 20.9                     |                                  | 25.2                          | 0.5                 | 2.7                  | 0.1                    | 2.8                     | 0                          | 6                           | 0.2                     | 5.6                      | 0.1                   | 4.5                    | 0                         | 0                          | 0                            | 2                             | 0.1                 | 0.8                  | 2.8                          | 4.4                           |                         |                          |                        |                         |                         |                          | 0                 | 0.7           | 0                   | 0                             | 0              | 2.2                   | 3.4                    | 0                              |                              | -0.1                      |
| DFAST 2015                | 9/30/2014           | 3846375 | Discover Financial Services             | 2           | Supervisory Adverse            | 14.8                    | 16.8                 | 14.3                 |                                | 16.1                        | 14.1                        | 15.6                     | 16.8                  | 14.9                  | 17.8                     | 18.4                  | 16.7                  | 13.7                      | 14.4                   | 13                     |                          |                       |                       | 70.1                        | 73.1                     |                                  | 77.3                          | 6.8                 | 9.8                  | 0                      | 3.9                     | 0                          | 12.9                        | 0                       | 10.6                     | 0                     | 18.3                   | 5.6                       | 10.1                       | 1.2                          | 8.7                           | 0                   | 2.3                  | 13.5                         | 15.8                          |                         |                          |                        |                         |                         |                          | 0                 | 8.5           | 0                   | 0                             | 0              | 5                     | 5.8                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1070345 | Fifth Third Bancorp                     | 2           | Supervisory Adverse            | 9.6                     | 9.7                  | 9.3                  |                                | 9.3                         | 9                           | 10.8                     | 10.3                  | 10.1                  | 14.3                     | 12.6                  | 12.6                  | 9.8                       | 9.2                    | 9.1                    |                          |                       |                       | 116.9                       | 125.3                    |                                  | 128.9                         | 3.4                 | 3.7                  | 0.5                    | 3.7                     | 0.4                        | 4.3                         | 1.1                     | 3                        | 0.8                   | 7.8                    | 0.3                       | 10.9                       | 0.3                          | 2                             | 0.2                 | 2.2                  | 6.3                          | 4.4                           |                         |                          |                        |                         |                         |                          | 0                 | 3.3           | 0                   | 0                             | 0              | 3                     | 2.1                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 3232316 | HSBC North America Holdings Inc.        | 2           | Supervisory Adverse            | 14                      | 14.4                 | 13.9                 | 16.3                           | 11.3                        | 11.1                        | 17.3                     | 12.7                  | 12.5                  | 26.1                     | 16.6                  | 16.6                  | 9.4                       | 7.6                    | 7.5                    |                          |                       |                       | 159.3                       | 168.2                    |                                  | 194.6                         | 6.1                 | 6.4                  | 3.8                    | 10                      | 0.9                        | 19.2                        | 0.6                     | 1.9                      | 0.5                   | 5.3                    | 0.1                       | 11.9                       | 0                            | 6.4                           | 0.2                 | 1.5                  | 4.5                          | 1.5                           |                         |                          |                        |                         |                         |                          | 0                 | 4.9           | 0                   | 0                             | 0.3            | -0.7                  | -0.2                   | -2.3                           | -0.1                         | -1.7                      |
| DFAST 2015                | 9/30/2014           | 1068191 | Huntington Bancshares Incorporated      | 2           | Supervisory Adverse            | 10.3                    | 10.1                 | 10                   |                                | 9.8                         | 9.7                         | 11.6                     | 10.5                  | 10.4                  | 13.7                     | 12.4                  | 12.4                  | 9.8                       | 8.8                    | 8.8                    |                          |                       |                       | 53.2                        | 56.8                     |                                  | 58.8                          | 1.4                 | 2.8                  | 0.2                    | 2.2                     | 0.2                        | 3.4                         | 0.3                     | 2.5                      | 0.4                   | 4.5                    | 0                         | 11.9                       | 0.2                          | 2.4                           | 0                   | 1.2                  | 2.5                          | 3.6                           |                         |                          |                        |                         |                         |                          | 0                 | 1.4           | 0.1                 | 0                             | 0              | 1                     | 1.5                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1039502 | JPMorgan Chase & Co.                | 2           | Supervisory Adverse            | 10.9                    | 10.1                 | 9.6                  | 11.1                           | 9.1                         | 8.8                         | 12.6                     | 10.3                  | 10                    | 15                       | 12.1                  | 12.1                  | 7.6                       | 6.3                    | 6.3                    |                          |                       |                       | 1462.2                      | 1577.7                   |                                  | 1658.4                        | 33.1                | 4.2                  | 3.6                    | 2.5                     | 4.2                        | 6                           | 5.9                     | 4.6                      | 3                     | 3.6                    | 10.3                      | 8.7                        | 2                            | 3                             | 4                   | 2.3                  | 70.5                         | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 33.7          | 2.3                 | 12.2                          | 1.1            | 21.2                  | 0.8                    | -22.8                          | 0.6                          | -11.7                     |
| DFAST 2015                | 9/30/2014           | 1068025 | KeyCorp                                 | 2           | Supervisory Adverse            | 11.3                    | 11.3                 | 10.8                 |                                | 10.9                        | 10.5                        | 12                       | 11.2                  | 10.9                  | 14.1                     | 13.1                  | 12.9                  | 11.2                      | 10.4                   | 10.2                   |                          |                       |                       | 83.5                        | 90                       |                                  | 93.4                          | 2                   | 3.2                  | 0.2                    | 3.4                     | 0.3                        | 3.3                         | 0.5                     | 2.2                      | 0.5                   | 4.8                    | 0.1                       | 10.1                       | 0.3                          | 7.1                           | 0.2                 | 1.5                  | 4.1                          | 4.3                           |                         |                          |                        |                         |                         |                          | 0                 | 2             | 0                   | 0                             | 0.2            | 2                     | 2.1                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1037003 | M&T Bank Corporation                | 2           | Supervisory Adverse            | 9.8                     | 9.4                  | 9.3                  |                                | 9.7                         | 9.5                         | 12.5                     | 11                    | 10.9                  | 15.4                     | 13.7                  | 13.7                  | 10.6                      | 8.3                    | 8.3                    |                          |                       |                       | 75.8                        | 96.4                     |                                  | 95.2                          | 3                   | 3.6                  | 0.8                    | 2.8                     | 0.3                        | 4.7                         | 0.4                     | 2.5                      | 1.3                   | 4.6                    | 0                         | 11.9                       | 0.2                          | 4.3                           | 0                   | 1.4                  | 5.3                          | 4.2                           |                         |                          |                        |                         |                         |                          | 0                 | 3.5           | 0                   | 0                             | 0              | 1.8                   | 1.4                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 2162966 | Morgan Stanley                          | 2           | Supervisory Adverse            | 15                      | 14                   | 12.2                 | 15.2                           | 11.9                        | 10.7                        | 17.1                     | 13.1                  | 11.9                  | 19.8                     | 15.5                  | 14.4                  | 8.2                       | 7                      | 6.7                    |                          |                       |                       | 390.6                       | 416.5                    |                                  | 489.3                         | 1.5                 | 2.3                  | 0.2                    | 1                       | 0                          | 5.6                         | 0.4                     | 4.4                      | 0.5                   | 10.8                   | 0                         | 0                          | 0.1                          | 0.7                           | 0.4                 | 2.4                  | 16.6                         | 1.9                           |                         |                          |                        |                         |                         |                          | 0                 | 2             | 0.1                 | 8.1                           | 1.7            | 4.7                   | 0.5                    | -3.7                           | -0.6                         | -3.1                      |
| DFAST 2015                | 9/30/2014           | 1378434 | MUFG Americas Holdings Corporation      | 2           | Supervisory Adverse            | 12.7                    | 11.3                 | 11.3                 | 12.7                           | 11.4                        | 11.4                        | 12.7                     | 11.4                  | 11.4                  | 14.6                     | 13.3                  | 13.3                  | 11.4                      | 9.8                    | 9.8                    |                          |                       |                       | 96.2                        | 103.3                    |                                  | 103.1                         | 2.1                 | 2.8                  | 0.6                    | 1.9                     | 0.1                        | 1.8                         | 0.5                     | 2.7                      | 0.8                   | 4.9                    | 0                         | 0                          | 0                            | 11.9                          | 0.2                 | 2.2                  | 2.2                          | 1.9                           |                         |                          |                        |                         |                         |                          | 0                 | 2.6           | 0.3                 | 0                             | 0              | -0.7                  | -0.6                   | 0                              | 0.4                          | 0                         |
| DFAST 2015                | 9/30/2014           | 1199611 | Northern Trust Corporation              | 2           | Supervisory Adverse            | 12.8                    | 14.3                 | 12.5                 | 12.8                           | 11.7                        | 10.9                        | 13.6                     | 12.2                  | 11.5                  | 16                       | 14                    | 13.5                  | 7.9                       | 7.8                    | 7.4                    |                          |                       |                       | 61                          | 66.2                     |                                  | 74.7                          | 1                   | 3.1                  | 0.2                    | 2.6                     | 0.2                        | 9.1                         | 0.1                     | 2.2                      | 0.2                   | 5                      | 0                         | 0                          | 0                            | 10.4                          | 0.2                 | 2                    | 4.8                          | 4.1                           |                         |                          |                        |                         |                         |                          | 0                 | 1.1           | 0                   | 0                             | 0              | 3.7                   | 3.1                    | -1                             | 0                            | -0.8                      |
| DFAST 2015                | 9/30/2014           | 3242838 | Regions Financial Corporation           | 2           | Supervisory Adverse            | 11.8                    | 10.7                 | 10.6                 |                                | 10.7                        | 10.7                        | 12.7                     | 11.4                  | 11.4                  | 15.5                     | 13.8                  | 13.7                  | 11                        | 9.5                    | 9.5                    |                          |                       |                       | 98.4                        | 105.4                    |                                  | 105.4                         | 3.6                 | 4.5                  | 0.6                    | 4                       | 0.4                        | 4.8                         | 0.6                     | 2.8                      | 1.4                   | 8.9                    | 0.1                       | 11                         | 0.2                          | 4.4                           | 0.2                 | 1.7                  | 4.9                          | 3.9                           |                         |                          |                        |                         |                         |                          | 0                 | 3.9           | 0                   | 0                             | 0              | 1                     | 0.8                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 3981856 | Santander Holdings USA, Inc.            | 2           | Supervisory Adverse            | 11                      | 11.5                 | 11.5                 |                                | 12.2                        | 12.2                        | 13.1                     | 13                    | 13                    | 15                       | 14.9                  | 14.9                  | 12.3                      | 11.5                   | 11.5                   |                          |                       |                       | 97                          | 103.2                    |                                  | 105.2                         | 5.1                 | 6.8                  | 0.3                    | 3.6                     | 0.2                        | 3.2                         | 0.4                     | 2.2                      | 1                     | 5.3                    | 0                         | 11.9                       | 3.3                          | 13.2                          | 0                   | 2.2                  | 6.6                          | 5.5                           |                         |                          |                        |                         |                         |                          | 0                 | 5.4           | 0.1                 | 0                             | 0              | 1.1                   | 0.9                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1111435 | State Street Corporation                | 2           | Supervisory Adverse            | 13.9                    | 17.5                 | 12.8                 | 15                             | 10                          | 8.7                         | 16.7                     | 11.5                  | 10.3                  | 19.1                     | 13.3                  | 12                    | 6.4                       | 5.5                    | 5                      |                          |                       |                       | 91.8                        | 99.2                     |                                  | 129.7                         | 0.4                 | 2                    | 0                      | 0                       | 0                          | 0                           | 0                       | 2.6                      | 0.1                   | 17                     | 0                         | 0                          | 0                            | 0.6                           | 0.3                 | 1.7                  | 10.9                         | 3.7                           |                         |                          |                        |                         |                         |                          | 0                 | 0.5           | 0.4                 | 0.8                           | 0              | 9.2                   | 3.2                    | -6.5                           | -0.3                         | -4.1                      |
| DFAST 2015                | 9/30/2014           | 1131787 | SunTrust Banks, Inc.                    | 2           | Supervisory Adverse            | 9.6                     | 10                   | 9.4                  |                                | 10.3                        | 9.8                         | 10.5                     | 11.1                  | 10.7                  | 12.3                     | 12.8                  | 12.4                  | 9.5                       | 9.2                    | 9                      |                          |                       |                       | 160                         | 171                      |                                  | 164.1                         | 4.2                 | 3.1                  | 0.8                    | 3.3                     | 0.8                        | 5.5                         | 1.1                     | 2.5                      | 0.7                   | 4.1                    | 0.1                       | 10.7                       | 0.5                          | 2.5                           | 0.1                 | 0.9                  | 8.7                          | 4.4                           |                         |                          |                        |                         |                         |                          | 0                 | 4.1           | 0                   | 0                             | 0.3            | 4.4                   | 2.2                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 3587146 | The Bank of New York Mellon Corporation | 2           | Supervisory Adverse            | 13.9                    | 19.6                 | 13.3                 | 15.1                           | 16.1                        | 12.7                        | 16.3                     | 17.1                  | 13.9                  | 17                       | 17.4                  | 14.3                  | 5.8                       | 6.3                    | 5.2                    |                          |                       |                       | 128.8                       | 137.5                    |                                  | 150.2                         | 0.9                 | 1.5                  | 0.1                    | 2.1                     | 0                          | 6.3                         | 0                       | 2                        | 0.1                   | 5.9                    | 0                         | 0                          | 0.2                          | 8.6                           | 0.4                 | 0.9                  | 19.4                         | 4.7                           |                         |                          |                        |                         |                         |                          | 0                 | 1.1           | 0.1                 | 0.7                           | 0.9            | 16.6                  | 4                      | -6.1                           | -0.8                         | -4.5                      |
| DFAST 2015                | 9/30/2014           | 2380443 | The Goldman Sachs Group, Inc.           | 2           | Supervisory Adverse            | 15.2                    | 14.5                 | 12.9                 | 15.1                           | 10.2                        | 9.2                         | 17                       | 11.4                  | 10.5                  | 19.8                     | 13.2                  | 12.4                  | 9                         | 8.1                    | 7.8                    |                          |                       |                       | 456.1                       | 470                      |                                  | 680.2                         | 1.4                 | 1.9                  | 0                      | 3.8                     | 0                          | 5.6                         | 0.5                     | 5.5                      | 0.1                   | 3.5                    | 0                         | 0                          | 0                            | 2.3                           | 0.7                 | 1.3                  | 19                           | 2.1                           |                         |                          |                        |                         |                         |                          | 0                 | 1.7           | 0                   | 9.9                           | 3.4            | 4.1                   | 0.4                    | 0                              | -0.5                         | -0.6                      |
| DFAST 2015                | 9/30/2014           | 1069778 | The PNC Financial Services Group, Inc.  | 2           | Supervisory Adverse            | 11                      | 11.2                 | 10.7                 | 11.1                           | 9.8                         | 9.5                         | 12.8                     | 11.1                  | 10.9                  | 16.1                     | 13.5                  | 13.5                  | 11.1                      | 9.7                    | 9.6                    |                          |                       |                       | 277.3                       | 298.9                    |                                  | 311.6                         | 6.1                 | 2.9                  | 0.3                    | 1                       | 0.4                        | 1.8                         | 2.3                     | 3.4                      | 1.8                   | 5.5                    | 0.4                       | 9.5                        | 0.6                          | 2.6                           | 0.3                 | 0.9                  | 15.8                         | 4.5                           |                         |                          |                        |                         |                         |                          | 0                 | 6             | 0.2                 | 0                             | 0.3            | 9.3                   | 2.6                    | -3.4                           | 0.1                          | -1.8                      |
| DFAST 2015                | 9/30/2014           | 1119794 | U.S. Bancorp                            | 2           | Supervisory Adverse            | 9.5                     | 10.5                 | 9.3                  | 9.7                            | 9.4                         | 8.8                         | 11.3                     | 10.8                  | 10.3                  | 13.6                     | 12.9                  | 12.4                  | 9.4                       | 8.9                    | 8.6                    |                          |                       |                       | 311.9                       | 335                      |                                  | 347                           | 10.8                | 4.3                  | 1                      | 1.8                     | 0.6                        | 3.5                         | 3.2                     | 5                        | 2.5                   | 6.4                    | 2.2                       | 11.8                       | 0.8                          | 2.5                           | 0.5                 | 2.2                  | 27.1                         | 6.5                           |                         |                          |                        |                         |                         |                          | 0                 | 11.3          | 0                   | 0                             | 0              | 15.8                  | 3.8                    | -3.7                           | -0.1                         | -2.5                      |
| DFAST 2015                | 9/30/2014           | 1120754 | Wells Fargo & Company               | 2           | Supervisory Adverse            | 10.8                    | 10                   | 9.8                  | 11.1                           | 8.4                         | 8.4                         | 12.6                     | 9.7                   | 9.6                   | 15.6                     | 12.3                  | 12.3                  | 9.6                       | 7.4                    | 7.4                    |                          |                       |                       | 1222.9                      | 1308.6                   |                                  | 1361.7                        | 32                  | 3.7                  | 4.5                    | 1.8                     | 4                          | 5                           | 7.2                     | 4.3                      | 6                     | 4.8                    | 3.5                       | 12                         | 4.5                          | 5.1                           | 2.3                 | 1.9                  | 66.5                         | 3.8                           |                         |                          |                        |                         |                         |                          | 0                 | 33.2          | 2.1                 | 4                             | 1.7            | 25.5                  | 1.5                    | -21.9                          | 0.6                          | -11.3                     |
| DFAST 2015                | 9/30/2014           | 1027004 | Zions Bancorporation                    | 2           | Supervisory Adverse            | 11.9                    | 10.4                 | 10.4                 |                                | 10.3                        | 10.3                        | 14.4                     | 12.3                  | 12.3                  | 16.3                     | 14.4                  | 14.4                  | 11.9                      | 9.8                    | 9.8                    |                          |                       |                       | 45.4                        | 48.3                     |                                  | 49.2                          | 1.6                 | 3.8                  | 0                      | 0.4                     | 0.1                        | 2.6                         | 0.5                     | 4.2                      | 0.8                   | 4.7                    | 0                         | 11.9                       | 0                            | 9.3                           | 0.1                 | 2.7                  | 1.5                          | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 1.6           | 0.1                 | 0                             | 0              | -0.2                  | -0.4                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           |         | 31 participating bank holding companies | 3           | Supervisory Severely Adverse   | 11.9                    | 8.4                  | 8.3                  |                                | 7.8                         | 7.6                         | 13.5                     | 8.6                   | 8.4                   | 16.2                     | 11                    | 10.8                  | 8.8                       | 5.9                    | 5.9                    |                          |                       |                       | 8790.2                      | 9103.4                   |                                  | 9948.4                        | 340.3               | 6.1                  | 39.7                   | 3.6                     | 34                         | 8                           | 67.8                    | 5.4                      | 52.8                  | 8.6                    | 82.9                      | 13.1                       | 35.1                         | 5.8                           | 28                  | 2.9                  | 309.6                        | 2.1                           |                         |                          |                        |                         |                         |                          | 0                 | 381.9         | 17.8                | 102.7                         | 29.3           | -222.2                | -1.5                   | -12.4                          |                              | -27.9                     |
| DFAST 2015                | 9/30/2014           | 1562859 | Ally Financial Inc.                     | 3           | Supervisory Severely Adverse   | 9.7                     | 7.9                  | 7.9                  |                                | 8                           | 8                           | 12.7                     | 10.1                  | 10.1                  | 13.5                     | 11.6                  | 11.6                  | 10.9                      | 8.8                    | 8.8                    |                          |                       |                       | 128.2                       | 133.3                    |                                  | 138.9                         | 5.1                 | 5                    | 0.3                    | 5.4                     | 0.2                        | 8                           | 1.6                     | 4.5                      | 0.2                   | 5.1                    | 0                         | 0                          | 2.8                          | 5.2                           | 0                   | 12.7                 | 4.1                          | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 6             | 0.6                 | 0                             | 0              | -2.5                  | -1.6                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1275216 | American Express Company                | 3           | Supervisory Severely Adverse   | 13.2                    | 15.5                 | 12.6                 | 13.6                           | 15.1                        | 13                          | 13.6                     | 15.6                  | 13.5                  | 15.1                     | 17.3                  | 15.4                  | 11.6                      | 13                     | 11.4                   |                          |                       |                       | 128.9                       | 132.6                    |                                  | 136.7                         | 10.5                | 9.2                  | 0                      | 0                       | 0                          | 0                           | 3.3                     | 9                        | 0                     | 0                      | 7.3                       | 9.3                        | 0                            | 14.3                          | 0                   | 0                    | 23.7                         | 14.9                          |                         |                          |                        |                         |                         |                          | 0                 | 13.7          | 0                   | 0                             | 0              | 10                    | 6.3                    | 0                              | -1.3                         | -1.4                      |
| DFAST 2015                | 9/30/2014           | 1073757 | Bank of America Corporation             | 3           | Supervisory Severely Adverse   | 11.3                    | 7.4                  | 7.1                  | 12                             | 7.2                         | 7.1                         | 12.8                     | 7.9                   | 7.8                   | 15.8                     | 10.4                  | 10.4                  | 7.9                       | 5.1                    | 5.1                    |                          |                       |                       | 1271.7                      | 1309.2                   |                                  | 1433.9                        | 45.7                | 4.9                  | 7.1                    | 3.1                     | 8.2                        | 9.2                         | 8                       | 3.9                      | 5.1                   | 8.3                    | 11.7                      | 11.4                       | 2.2                          | 2.8                           | 3.3                 | 2.1                  | 34.4                         | 1.6                           |                         |                          |                        |                         |                         |                          | 0                 | 49.1          | 0.9                 | 17.6                          | 4.1            | -37.3                 | -1.7                   | 2.3                            | -1.3                         | -1.1                      |
| DFAST 2015                | 9/30/2014           | 1074156 | BB&T Corporation                    | 3           | Supervisory Severely Adverse   | 10.5                    | 8.1                  | 8.1                  |                                | 8.2                         | 8.2                         | 12.4                     | 9.8                   | 9.8                   | 15.2                     | 11.8                  | 11.8                  | 9.7                       | 7.4                    | 7.4                    |                          |                       |                       | 140.5                       | 162.2                    |                                  | 162                           | 6                   | 4.6                  | 0.9                    | 2.7                     | 0.3                        | 3.6                         | 0.8                     | 4.1                      | 2.4                   | 7                      | 0.2                       | 13.6                       | 1.1                          | 6                             | 0.3                 | 2                    | 8                            | 3.8                           |                         |                          |                        |                         |                         |                          | 0                 | 7.2           | 0                   | 0                             | 0              | 0.7                   | 0.3                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1078529 | BBVA Compass Bancshares, Inc.           | 3           | Supervisory Severely Adverse   | 11                      | 6.3                  | 6.3                  |                                | 6.9                         | 6.9                         | 11.3                     | 6.9                   | 6.9                   | 13.3                     | 8.7                   | 8.7                   | 9.6                       | 5.5                    | 5.5                    |                          |                       |                       | 62                          | 63.7                     |                                  | 61.5                          | 3.2                 | 5.7                  | 0.4                    | 2.9                     | 0.2                        | 6.8                         | 0.8                     | 4.6                      | 1.5                   | 12.5                   | 0.1                       | 14.4                       | 0.1                          | 4                             | 0.1                 | 1.5                  | 1.1                          | 1.4                           |                         |                          |                        |                         |                         |                          | 0                 | 3.8           | 0.1                 | 0                             | 0.1            | -2.8                  | -3.4                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1245415 | BMO Financial Corp.                     | 3           | Supervisory Severely Adverse   | 11.5                    | 9                    | 9                    |                                | 7.4                         | 7.4                         | 11.5                     | 7.4                   | 7.4                   | 15.5                     | 10.3                  | 10.3                  | 8.3                       | 5.2                    | 5.2                    |                          |                       |                       | 78.3                        | 81.1                     |                                  | 81.4                          | 2.7                 | 4.6                  | 0.3                    | 3.5                     | 0.3                        | 5                           | 0.8                     | 4.8                      | 0.7                   | 7.9                    | 0                         | 10.7                       | 0.2                          | 2.8                           | 0.4                 | 3.4                  | 1.1                          | 0.9                           |                         |                          |                        |                         |                         |                          | 0                 | 2.8           | 0                   | 0                             | 0              | -1.7                  | -1.4                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 2277860 | Capital One Financial Corporation       | 3           | Supervisory Severely Adverse   | 12.7                    | 9.5                  | 9.5                  | 12.7                           | 9.4                         | 9.4                         | 13.3                     | 10.1                  | 10.1                  | 15.2                     | 11.8                  | 11.8                  | 10.6                      | 7.9                    | 7.9                    |                          |                       |                       | 228.8                       | 234.6                    |                                  | 241.9                         | 22.2                | 10.8                 | 0.8                    | 2.5                     | 0.2                        | 7.5                         | 1.7                     | 7.6                      | 1.5                   | 6.4                    | 14.2                      | 18.5                       | 3.3                          | 8.8                           | 0.5                 | 3.8                  | 21.7                         | 7                             |                         |                          |                        |                         |                         |                          | 0                 | 25.9          | 0.1                 | 0                             | 0.1            | -4.4                  | -1.4                   | -0.1                           | -0.1                         | -0.3                      |
| DFAST 2015                | 9/30/2014           | 1951350 | Citigroup Inc.                          | 3           | Supervisory Severely Adverse   | 13.4                    | 8.2                  | 8.2                  | 15.1                           | 7.1                         | 6.8                         | 15.1                     | 7.1                   | 6.8                   | 17.7                     | 9.5                   | 9.2                   | 9                         | 4.7                    | 4.6                    |                          |                       |                       | 1103.6                      | 1136.9                   |                                  | 1304.2                        | 48.3                | 7.2                  | 4.4                    | 4.8                     | 3.5                        | 11.5                        | 7.4                     | 4.6                      | 1                     | 9.1                    | 20.9                      | 15                         | 5.9                          | 11.9                          | 5.1                 | 2.7                  | 29.1                         | 1.5                           |                         |                          |                        |                         |                         |                          | 0                 | 50.3          | 3.4                 | 18.5                          | 5.3            | -48.4                 | -2.5                   | -5.6                           | -15.4                        | -20.5                     |
| DFAST 2015                | 9/30/2014           | 1132449 | Citizens Financial Group, Inc.          | 3           | Supervisory Severely Adverse   | 12.9                    | 10.7                 | 10.7                 |                                | 10.9                        | 10.9                        | 12.9                     | 10.9                  | 10.9                  | 16.1                     | 14.3                  | 14.3                  | 10.9                      | 8.8                    | 8.8                    |                          |                       |                       | 103.2                       | 107.1                    |                                  | 105.8                         | 4.8                 | 5.1                  | 0.4                    | 2.8                     | 1.4                        | 7.2                         | 1                       | 3.9                      | 1.2                   | 11.3                   | 0.2                       | 12.5                       | 0.5                          | 3.4                           | 0.1                 | 1.9                  | 3.9                          | 2.8                           |                         |                          |                        |                         |                         |                          | 0                 | 5.4           | 0.2                 | 0                             | 0.1            | -1.8                  | -1.3                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1199844 | Comerica Incorporated                   | 3           | Supervisory Severely Adverse   | 10.6                    | 9                    | 9                    |                                | 8.7                         | 8.7                         | 10.6                     | 8.7                   | 8.7                   | 12.8                     | 10.5                  | 10.5                  | 10.8                      | 8.9                    | 8.9                    |                          |                       |                       | 67.1                        | 69.9                     |                                  | 71.7                          | 2.2                 | 4.5                  | 0.1                    | 2.6                     | 0.1                        | 4.9                         | 0.9                     | 3                        | 0.8                   | 7.8                    | 0                         | 0                          | 0                            | 7.8                           | 0.4                 | 6.6                  | 1.7                          | 2.4                           |                         |                          |                        |                         |                         |                          | 0                 | 2.5           | 0                   | 0                             | 0              | -0.7                  | -1                     | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1032473 | Deutsche Bank Trust Corporation         | 3           | Supervisory Severely Adverse   | 36.6                    | 34.7                 | 34.7                 |                                | 28.6                        | 28.6                        | 36.6                     | 28.6                  | 28.6                  | 37                       | 29.8                  | 29.8                  | 11.9                      | 11                     | 11                     |                          |                       |                       | 19.3                        | 20.2                     |                                  | 24.5                          | 0.8                 | 4.5                  | 0.1                    | 3.8                     | 0                          | 9.6                         | 0.3                     | 9.9                      | 0.2                   | 7.9                    | 0                         | 0                          | 0                            | 2.3                           | 0.1                 | 1.4                  | 1                            | 1.6                           |                         |                          |                        |                         |                         |                          | 0                 | 1.1           | 0                   | 0                             | 0              | -0.1                  | -0.2                   | 0                              |                              | -0.1                      |
| DFAST 2015                | 9/30/2014           | 3846375 | Discover Financial Services             | 3           | Supervisory Severely Adverse   | 14.8                    | 15.3                 | 13.9                 |                                | 14.5                        | 13.3                        | 15.6                     | 15.2                  | 14.1                  | 17.8                     | 16.9                  | 15.8                  | 13.7                      | 13.3                   | 12.6                   |                          |                       |                       | 70.1                        | 70.9                     |                                  | 75.4                          | 8.3                 | 12.2                 | 0                      | 5.1                     | 0                          | 15                          | 0                       | 14                       | 0                     | 31.6                   | 6.9                       | 12.7                       | 1.4                          | 10.1                          | 0                   | 4.3                  | 12.9                         | 15.4                          |                         |                          |                        |                         |                         |                          | 0                 | 10.1          | 0                   | 0                             | 0              | 2.7                   | 3.3                    | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1070345 | Fifth Third Bancorp                     | 3           | Supervisory Severely Adverse   | 9.6                     | 7.9                  | 7.9                  |                                | 7.4                         | 7.4                         | 10.8                     | 8.5                   | 8.5                   | 14.3                     | 11.5                  | 11.5                  | 9.8                       | 7.7                    | 7.7                    |                          |                       |                       | 116.9                       | 121.1                    |                                  | 125.4                         | 5.2                 | 5.6                  | 0.6                    | 4.4                     | 0.5                        | 5.7                         | 1.8                     | 5                        | 1.3                   | 13.2                   | 0.3                       | 14.3                       | 0.4                          | 2.7                           | 0.3                 | 3.4                  | 4.7                          | 3.4                           |                         |                          |                        |                         |                         |                          | 0                 | 5.5           | 0                   | 0                             | 0              | -0.8                  | -0.6                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 3232316 | HSBC North America Holdings Inc.        | 3           | Supervisory Severely Adverse   | 14                      | 8.9                  | 8.9                  | 16.3                           | 8.9                         | 8.9                         | 17.3                     | 10                    | 10                    | 26.1                     | 14.8                  | 14.8                  | 9.4                       | 6                      | 6                      |                          |                       |                       | 159.3                       | 161.5                    |                                  | 187                           | 8.2                 | 8.6                  | 4.7                    | 12.5                    | 1.1                        | 22.3                        | 1.1                     | 3.5                      | 0.9                   | 9.6                    | 0.1                       | 14.7                       | 0                            | 7.4                           | 0.3                 | 2.7                  | -0.7                         | -0.3                          |                         |                          |                        |                         |                         |                          | 0                 | 7.6           | 0.1                 | 0                             | 0.7            | -9.1                  | -3.1                   | 0.8                            | -0.1                         | 0.2                       |
| DFAST 2015                | 9/30/2014           | 1068191 | Huntington Bancshares Incorporated      | 3           | Supervisory Severely Adverse   | 10.3                    | 9                    | 9                    |                                | 8.7                         | 8.7                         | 11.6                     | 9.4                   | 9.4                   | 13.7                     | 11.6                  | 11.6                  | 9.8                       | 8                      | 8                      |                          |                       |                       | 53.2                        | 55                       |                                  | 57.3                          | 2                   | 4.2                  | 0.2                    | 2.8                     | 0.3                        | 4.5                         | 0.5                     | 4                        | 0.6                   | 7.2                    | 0                         | 14.7                       | 0.3                          | 3.2                           | 0.1                 | 2.1                  | 2.2                          | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 2.1           | 0.2                 | 0                             | 0              | -0.1                  | -0.2                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1039502 | JPMorgan Chase & Co.                | 3           | Supervisory Severely Adverse   | 10.9                    | 6.5                  | 6.5                  | 11.1                           | 6.4                         | 6.3                         | 12.6                     | 7.3                   | 7.3                   | 15                       | 9.6                   | 9.6                   | 7.6                       | 4.6                    | 4.6                    |                          |                       |                       | 1462.2                      | 1525.7                   |                                  | 1608.4                        | 49.7                | 6.4                  | 5.4                    | 3.8                     | 6.7                        | 9.7                         | 9.6                     | 7.5                      | 5.4                   | 6.7                    | 12.9                      | 11                         | 2.5                          | 3.7                           | 7.1                 | 4.1                  | 30.4                         | 1.2                           |                         |                          |                        |                         |                         |                          | 0                 | 55.5          | 4.1                 | 23.6                          | 2.1            | -54.8                 | -2.1                   | -5.4                           | 0.6                          | -1.3                      |
| DFAST 2015                | 9/30/2014           | 1068025 | KeyCorp                                 | 3           | Supervisory Severely Adverse   | 11.3                    | 9.9                  | 9.9                  |                                | 9.6                         | 9.6                         | 12                       | 9.9                   | 9.9                   | 14.1                     | 12.1                  | 12.1                  | 11.2                      | 9.3                    | 9.3                    |                          |                       |                       | 83.5                        | 87                       |                                  | 90.8                          | 3                   | 5                    | 0.2                    | 4.3                     | 0.4                        | 4.5                         | 0.9                     | 4                        | 0.7                   | 8                      | 0.1                       | 12.8                       | 0.4                          | 8.8                           | 0.3                 | 2.5                  | 3.1                          | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 3.3           | 0                   | 0                             | 0.2            | -0.4                  | -0.4                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1037003 | M&T Bank Corporation                | 3           | Supervisory Severely Adverse   | 9.8                     | 7.3                  | 7.3                  |                                | 7.5                         | 7.5                         | 12.5                     | 8.8                   | 8.8                   | 15.4                     | 11.6                  | 11.6                  | 10.6                      | 6.8                    | 6.8                    |                          |                       |                       | 75.8                        | 93.1                     |                                  | 93.1                          | 4.4                 | 5.2                  | 1                      | 3.7                     | 0.4                        | 6.1                         | 0.6                     | 3.8                      | 2                     | 7.5                    | 0                         | 14.7                       | 0.3                          | 6.2                           | 0.1                 | 2.5                  | 4.1                          | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 5.4           | 0                   | 0                             | 0.1            | -1.4                  | -1.1                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 2162966 | Morgan Stanley                          | 3           | Supervisory Severely Adverse   | 15                      | 8.8                  | 6.2                  | 15.2                           | 8.3                         | 6.3                         | 17.1                     | 8.8                   | 6.5                   | 19.8                     | 11.3                  | 8.6                   | 8.2                       | 4.9                    | 4.5                    |                          |                       |                       | 390.6                       | 409.8                    |                                  | 482.2                         | 2.6                 | 4                    | 0.2                    | 1.6                     | 0                          | 9.3                         | 0.6                     | 8                        | 0.9                   | 19.7                   | 0                         | 0                          | 0.2                          | 0.7                           | 0.6                 | 4.1                  | 4.1                          | 0.5                           |                         |                          |                        |                         |                         |                          | 0                 | 3.5           | 0.2                 | 15.8                          | 3.6            | -19                   | -2.2                   | 0                              | -0.6                         | -0.8                      |
| DFAST 2015                | 9/30/2014           | 1378434 | MUFG Americas Holdings Corporation      | 3           | Supervisory Severely Adverse   | 12.7                    | 8                    | 8                    | 12.7                           | 8                           | 8                           | 12.7                     | 8                     | 8                     | 14.6                     | 10.2                  | 10.2                  | 11.4                      | 7.1                    | 7.1                    |                          |                       |                       | 96.2                        | 99.3                     |                                  | 99.7                          | 3.8                 | 5                    | 0.9                    | 3.1                     | 0.1                        | 4.2                         | 0.9                     | 4.8                      | 1.4                   | 9                      | 0                         | 0                          | 0                            | 14.7                          | 0.3                 | 4.1                  | 1.1                          | 1                             |                         |                          |                        |                         |                         |                          | 0                 | 4.9           | 0.6                 | 0                             | 0              | -4.4                  | -3.8                   | 0                              | 0.4                          | 0                         |
| DFAST 2015                | 9/30/2014           | 1199611 | Northern Trust Corporation              | 3           | Supervisory Severely Adverse   | 12.8                    | 12.4                 | 12.3                 | 12.8                           | 10.9                        | 10.8                        | 13.6                     | 11.4                  | 11.3                  | 16                       | 13.6                  | 13.6                  | 7.9                       | 7.4                    | 7.4                    |                          |                       |                       | 61                          | 63.5                     |                                  | 72                            | 1.5                 | 4.9                  | 0.3                    | 3.5                     | 0.3                        | 13                          | 0.2                     | 4                        | 0.3                   | 8.5                    | 0                         | 0                          | 0                            | 13.1                          | 0.4                 | 3.7                  | 3.2                          | 2.8                           |                         |                          |                        |                         |                         |                          | 0                 | 1.9           | 0                   | 0                             | 0              | 1.3                   | 1.1                    | 0.1                            | 0                            | -0.1                      |
| DFAST 2015                | 9/30/2014           | 3242838 | Regions Financial Corporation           | 3           | Supervisory Severely Adverse   | 11.8                    | 8.3                  | 8.3                  |                                | 8.5                         | 8.5                         | 12.7                     | 9                     | 9                     | 15.5                     | 11.4                  | 11.4                  | 11                        | 7.6                    | 7.6                    |                          |                       |                       | 98.4                        | 101.7                    |                                  | 102.5                         | 5.4                 | 6.9                  | 0.7                    | 4.7                     | 0.6                        | 6.5                         | 1.1                     | 4.8                      | 2.3                   | 14.7                   | 0.1                       | 13.9                       | 0.3                          | 5.8                           | 0.3                 | 2.8                  | 3.7                          | 3                             |                         |                          |                        |                         |                         |                          | 0                 | 6.2           | 0                   | 0                             | 0              | -2.6                  | -2.1                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 3981856 | Santander Holdings USA, Inc.            | 3           | Supervisory Severely Adverse   | 11                      | 9.4                  | 9.4                  |                                | 10.3                        | 10.3                        | 13.1                     | 10.7                  | 10.7                  | 15                       | 12.5                  | 12.5                  | 12.3                      | 9.6                    | 9.6                    |                          |                       |                       | 97                          | 99.2                     |                                  | 102.2                         | 7.2                 | 9.6                  | 0.4                    | 4.5                     | 0.3                        | 4.5                         | 0.6                     | 3.6                      | 1.6                   | 9                      | 0                         | 14.7                       | 4.2                          | 17.2                          | 0.1                 | 3.8                  | 6.2                          | 5.2                           |                         |                          |                        |                         |                         |                          | 0                 | 8.1           | 0.1                 | 0                             | 0.1            | -2.1                  | -1.8                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 1111435 | State Street Corporation                | 3           | Supervisory Severely Adverse   | 13.9                    | 14.3                 | 12                   | 15                             | 9.7                         | 8.1                         | 16.7                     | 11.2                  | 9.7                   | 19.1                     | 13.1                  | 11.6                  | 6.4                       | 5.4                    | 4.8                    |                          |                       |                       | 91.8                        | 95.2                     |                                  | 124.8                         | 0.6                 | 3.3                  | 0                      | 0                       | 0                          | 0                           | 0.1                     | 4.8                      | 0.1                   | 29.4                   | 0                         | 0                          | 0                            | 0.6                           | 0.5                 | 2.7                  | 7                            | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 0.8           | 0.9                 | 2                             | 0              | 3.3                   | 1.2                    | -2.8                           | -0.3                         | -1.8                      |
| DFAST 2015                | 9/30/2014           | 1131787 | SunTrust Banks, Inc.                    | 3           | Supervisory Severely Adverse   | 9.6                     | 8.2                  | 8.2                  |                                | 8.2                         | 8.2                         | 10.5                     | 9                     | 9                     | 12.3                     | 10.8                  | 10.8                  | 9.5                       | 7.6                    | 7.6                    |                          |                       |                       | 160                         | 165.5                    |                                  | 159.2                         | 6.1                 | 4.5                  | 1                      | 4                       | 1                          | 7.1                         | 1.8                     | 4.5                      | 1.2                   | 6.9                    | 0.1                       | 13.9                       | 0.7                          | 3.4                           | 0.2                 | 1.5                  | 6.2                          | 3.2                           |                         |                          |                        |                         |                         |                          | 0                 | 6.6           | 0                   | 0                             | 0.7            | -1                    | -0.5                   | 0                              |                              | 0                         |
| DFAST 2015                | 9/30/2014           | 3587146 | The Bank of New York Mellon Corporation | 3           | Supervisory Severely Adverse   | 13.9                    | 16                   | 12.6                 | 15.1                           | 15.1                        | 12.6                        | 16.3                     | 16.1                  | 13.6                  | 17                       | 16.5                  | 14.2                  | 5.8                       | 6                      | 5.2                    |                          |                       |                       | 128.8                       | 130.5                    |                                  | 142.4                         | 1.4                 | 2.3                  | 0.2                    | 2.9                     | 0                          | 9.8                         | 0.1                     | 3.3                      | 0.2                   | 10.3                   | 0                         | 0                          | 0.3                          | 10.6                          | 0.6                 | 1.4                  | 11.8                         | 2.9                           |                         |                          |                        |                         |                         |                          | 0                 | 1.7           | 0.2                 | 0.9                           | 1.7            | 7.2                   | 1.8                    | -0.3                           | -0.8                         | -1                        |
| DFAST 2015                | 9/30/2014           | 2380443 | The Goldman Sachs Group, Inc.           | 3           | Supervisory Severely Adverse   | 15.2                    | 9.9                  | 6.7                  | 15.1                           | 7.1                         | 5.8                         | 17                       | 8.1                   | 6.4                   | 19.8                     | 10                    | 8.1                   | 9                         | 5.9                    | 5.4                    |                          |                       |                       | 456.1                       | 463.8                    |                                  | 665.9                         | 2.2                 | 3.2                  | 0                      | 5.1                     | 0                          | 9.3                         | 0.9                     | 9.8                      | 0.2                   | 6.1                    | 0                         | 0                          | 0                            | 2.7                           | 1.1                 | 2                    | 2.4                          | 0.3                           |                         |                          |                        |                         |                         |                          | 0                 | 2.8           | 0                   | 17                            | 6.8            | -24.1                 | -2.7                   | 0                              | -0.5                         | -0.6                      |
| DFAST 2015                | 9/30/2014           | 1069778 | The PNC Financial Services Group, Inc.  | 3           | Supervisory Severely Adverse   | 11                      | 9.5                  | 9.5                  | 11.1                           | 8.4                         | 8.4                         | 12.8                     | 9.9                   | 9.9                   | 16.1                     | 12.5                  | 12.5                  | 11.1                      | 8.7                    | 8.7                    |                          |                       |                       | 277.3                       | 287.3                    |                                  | 301.1                         | 9.6                 | 4.7                  | 0.4                    | 1.7                     | 0.7                        | 3                           | 3.7                     | 5.7                      | 3.1                   | 9.3                    | 0.5                       | 12.1                       | 0.8                          | 3.2                           | 0.4                 | 1.5                  | 11.5                         | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 10.8          | 0.5                 | 0                             | 0.4            | -0.2                  | -0.1                   | -0.9                           | 0.1                          | -0.3                      |
| DFAST 2015                | 9/30/2014           | 1119794 | U.S. Bancorp                            | 3           | Supervisory Severely Adverse   | 9.5                     | 8.6                  | 8.5                  | 9.7                            | 8.2                         | 8.1                         | 11.3                     | 9.6                   | 9.6                   | 13.6                     | 11.7                  | 11.7                  | 9.4                       | 8.1                    | 8                      |                          |                       |                       | 311.9                       | 321                      |                                  | 335.1                         | 16.2                | 6.5                  | 1.4                    | 2.4                     | 0.9                        | 5.3                         | 4.9                     | 7.8                      | 4.4                   | 11                     | 2.7                       | 14.7                       | 1.2                          | 3.4                           | 0.8                 | 3.7                  | 22.8                         | 5.6                           |                         |                          |                        |                         |                         |                          | 0                 | 18.1          | 0.1                 | 0                             | 0              | 4.7                   | 1.2                    | 0.2                            | -0.1                         | -0.2                      |
| DFAST 2015                | 9/30/2014           | 1120754 | Wells Fargo & Company               | 3           | Supervisory Severely Adverse   | 10.8                    | 7.6                  | 7.6                  | 11.1                           | 6.9                         | 6.9                         | 12.6                     | 8.2                   | 8.2                   | 15.6                     | 11.1                  | 11.1                  | 9.6                       | 6.4                    | 6.4                    |                          |                       |                       | 1222.9                      | 1255.4                   |                                  | 1313.6                        | 48.8                | 5.8                  | 7.3                    | 2.9                     | 6.3                        | 7.9                         | 10.9                    | 6.7                      | 10.3                  | 8.3                    | 4.3                       | 14.8                       | 5.7                          | 6.6                           | 4                   | 3.4                  | 42.7                         | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 56.4          | 5                   | 7.3                           | 3.2            | -29.3                 | -1.7                   | -0.7                           | 0.6                          | 1.4                       |
| DFAST 2015                | 9/30/2014           | 1027004 | Zions Bancorporation                    | 3           | Supervisory Severely Adverse   | 11.9                    | 5.1                  | 5.1                  |                                | 6                           | 6                           | 14.4                     | 7.3                   | 7.3                   | 16.3                     | 9.4                   | 9.4                   | 11.9                      | 5.9                    | 5.9                    |                          |                       |                       | 45.4                        | 46.2                     |                                  | 48                            | 2.6                 | 6.5                  | 0                      | 0.9                     | 0.1                        | 4.2                         | 0.8                     | 6.8                      | 1.5                   | 8.2                    | 0                         | 14.7                       | 0.1                          | 11.6                          | 0.1                 | 4.6                  | 0.6                          | 1.1                           |                         |                          |                        |                         |                         |                          | 0                 | 3             | 0.4                 | 0                             | 0              | -2.9                  | -5                     | 0                              |                              | 0                         |
| DFAST 2016                | 12/31/2015          |         | 33 participating bank holding companies | 2           | Supervisory Adverse            |                         |                      |                      | 12.3                           | 10.5                        | 10.5                        | 13.5                     | 11.8                  | 11.8                  | 16.2                     | 14                    | 14                    | 9.2                       | 8                      | 8                      |                          |                       |                       |                             |                          | 9595.1                           | 10673.1                       | 252                 | 4                    | 23.2                   | 2                       | 22.2                       | 5.5                         | 58.5                    | 4                        | 23.9                  | 3.2                    | 73.1                      | 10.5                       | 28.6                         | 4.3                           | 22.6                | 1.9                  | 474.8                        | 3.1                           |                         |                          |                        |                         |                         |                          | 1.6               | 262.6         | 5.2                 | 52.6                          | 14.4           | 141.6                 | 0.9                    | -14.6                          | -37                          | -60.3                     |
| DFAST 2016                | 12/31/2015          | 1562859 | Ally Financial Inc.                     | 2           | Supervisory Adverse            |                         |                      |                      | 9.2                            | 8.1                         | 8.1                         | 11.1                     | 10.2                  | 10.2                  | 12.5                     | 11.9                  | 11.9                  | 9.7                       | 8.9                    | 8.9                    |                          |                       |                       |                             |                          | 135.8                            | 149.5                         | 4.1                 | 3.6                  | 0.2                    | 2.3                     | 0.1                        | 5.6                         | 1.2                     | 2.7                      | 0.1                   | 1.6                    | 0                         | 0                          | 2.6                          | 4.3                           | 0                   | 5.4                  | 5.4                          | 3.2                           |                         |                          |                        |                         |                         |                          | 0                 | 4.9           | 0.3                 | 0                             | 0              | 0.1                   | 0.1                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1275216 | American Express Company                | 2           | Supervisory Adverse            |                         |                      |                      | 12.4                           | 14.3                        | 11.7                        | 13.5                     | 15.5                  | 12.9                  | 15.2                     | 17.1                  | 14.6                  | 11.7                      | 12.4                   | 11.3                   |                          |                       |                       |                             |                          | 135.2                            | 139.1                         | 8.1                 | 7.4                  | 0                      | 0                       | 0                          | 0                           | 2.7                     | 7.8                      | 0                     | 0                      | 5.2                       | 7.3                        | 0                            | 12                            | 0.1                 | 4.6                  | 20.1                         | 11.8                          |                         |                          |                        |                         |                         |                          | 1.3               | 10.4          | 0                   | 0                             | 0.2            | 10.8                  | 6.3                    | 0                              | -2.2                         | -2.6                      |
| DFAST 2016                | 12/31/2015          | 1025608 | BancWest Corporation                    | 2           | Supervisory Adverse            |                         |                      |                      | 12.3                           | 11.2                        | 11.2                        | 12.3                     | 11.2                  | 11.2                  | 14.6                     | 13.6                  | 13.6                  | 10.1                      | 9.1                    | 9.1                    |                          |                       |                       |                             |                          | 72.6                             | 79.4                          | 2.7                 | 4                    | 0.3                    | 3.5                     | 0.1                        | 2.5                         | 0.8                     | 5.5                      | 0.6                   | 3.5                    | 0.1                       | 14.8                       | 0.6                          | 3.4                           | 0.3                 | 4                    | 3                            | 3                             |                         |                          |                        |                         |                         |                          | 0                 | 3.1           | 0                   | 0                             | 0              | -0.1                  | -0.1                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1073757 | Bank of America Corporation             | 2           | Supervisory Adverse            |                         |                      |                      | 11.6                           | 10.5                        | 10.5                        | 12.9                     | 12                    | 12                    | 15.7                     | 14.3                  | 14.3                  | 8.6                       | 8                      | 8                      |                          |                       |                       |                             |                          | 1403.3                           | 1562.8                        | 35.8                | 3.7                  | 5.1                    | 2.6                     | 7.6                        | 9.6                         | 7.1                     | 3                        | 2.6                   | 3.5                    | 9.3                       | 9                          | 1.2                          | 1.5                           | 2.8                 | 1.5                  | 61.8                         | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 35.3          | 0.3                 | 7.8                           | 1.8            | 16.6                  | 0.7                    | -0.9                           | -2.7                         | -5.5                      |
| DFAST 2016                | 12/31/2015          | 1074156 | BB&T Corporation                    | 2           | Supervisory Adverse            |                         |                      |                      | 10.3                           | 8.9                         | 8.9                         | 11.8                     | 10.5                  | 10.5                  | 14.3                     | 12.4                  | 12.4                  | 9.8                       | 8.5                    | 8.5                    |                          |                       |                       |                             |                          | 166.6                            | 189.5                         | 4.5                 | 3.1                  | 0.7                    | 2.1                     | 0.2                        | 2.2                         | 0.8                     | 3                        | 1.4                   | 3.6                    | 0.2                       | 10.2                       | 0.9                          | 4.5                           | 0.3                 | 1.8                  | 8.6                          | 3.7                           |                         |                          |                        |                         |                         |                          | 0                 | 5             | 0                   | 0                             | 0              | 3.6                   | 1.6                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1078529 | BBVA Compass Bancshares, Inc.           | 2           | Supervisory Adverse            |                         |                      |                      | 10.7                           | 9.1                         | 9.1                         | 11.1                     | 9.4                   | 9.4                   | 13.7                     | 11.5                  | 11.5                  | 9                         | 7.5                    | 7.5                    |                          |                       |                       |                             |                          | 68.8                             | 75                            | 2                   | 3.1                  | 0.4                    | 2.4                     | 0.1                        | 4.2                         | 0.6                     | 3.3                      | 0.5                   | 4                      | 0.1                       | 12.6                       | 0.2                          | 4.1                           | 0.1                 | 1.1                  | 1.6                          | 1.7                           |                         |                          |                        |                         |                         |                          | 0                 | 2             | 0                   | 0                             | 0              | -0.4                  | -0.4                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1245415 | BMO Financial Corp.                     | 2           | Supervisory Adverse            |                         |                      |                      | 11.9                           | 8.5                         | 8.5                         | 11.9                     | 8.9                   | 8.9                   | 14.9                     | 11.1                  | 11.1                  | 9.3                       | 6.8                    | 6.8                    |                          |                       |                       |                             |                          | 91.5                             | 99.3                          | 2.6                 | 3.7                  | 0.2                    | 2.1                     | 0.4                        | 8.4                         | 1.2                     | 4.6                      | 0.3                   | 3.5                    | 0                         | 8.6                        | 0.1                          | 1.4                           | 0.4                 | 2.5                  | 1.5                          | 1.2                           |                         |                          |                        |                         |                         |                          | 0                 | 3             | 0                   | 0                             | 0              | -1.4                  | -1.1                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 2277860 | Capital One Financial Corporation       | 2           | Supervisory Adverse            |                         |                      |                      | 11.1                           | 10                          | 9.8                         | 12.4                     | 11.2                  | 11                    | 14.6                     | 13.1                  | 13.1                  | 10.6                      | 9.5                    | 9.5                    |                          |                       |                       |                             |                          | 265.7                            | 289.8                         | 20.4                | 8.5                  | 0.2                    | 0.8                     | 0.1                        | 5.3                         | 1.9                     | 6.7                      | 0.6                   | 2                      | 14.6                      | 15.5                       | 2.6                          | 5.9                           | 0.4                 | 2.2                  | 27.1                         | 7.7                           |                         |                          |                        |                         |                         |                          | 0                 | 22.5          | 0                   | 0                             | 0.1            | 4.6                   | 1.3                    | -0.1                           | -0.4                         | -0.8                      |
| DFAST 2016                | 12/31/2015          | 1951350 | Citigroup Inc.                          | 2           | Supervisory Adverse            |                         |                      |                      | 15.3                           | 11.3                        | 11.3                        | 15.5                     | 12.6                  | 12.6                  | 18.5                     | 15.2                  | 15.2                  | 10.2                      | 8.3                    | 8.3                    |                          |                       |                       |                             |                          | 1138.7                           | 1260.8                        | 32.5                | 4.9                  | 1                      | 1.3                     | 1.4                        | 5.5                         | 5.9                     | 3.6                      | 0.6                   | 4.3                    | 16.8                      | 11.1                       | 3.1                          | 9.8                           | 3.7                 | 1.9                  | 53.1                         | 2.9                           |                         |                          |                        |                         |                         |                          | 0.3               | 32.5          | 0.9                 | 8.4                           | 2.5            | 9                     | 0.5                    | -3.2                           | -25.1                        | -32                       |
| DFAST 2016                | 12/31/2015          | 1132449 | Citizens Financial Group, Inc.          | 2           | Supervisory Adverse            |                         |                      |                      | 11.7                           | 10.8                        | 10.8                        | 12                       | 11                    | 11                    | 15.3                     | 14                    | 14                    | 10.5                      | 9.5                    | 9.5                    |                          |                       |                       |                             |                          | 114.1                            | 124.5                         | 3.2                 | 3.1                  | 0.3                    | 1.8                     | 0.8                        | 4.3                         | 0.8                     | 2.9                      | 0.4                   | 3.1                    | 0.1                       | 9.6                        | 0.7                          | 3.5                           | 0.1                 | 1.4                  | 4.2                          | 2.9                           |                         |                          |                        |                         |                         |                          | 0                 | 3.4           | 0                   | 0                             | 0              | 0.8                   | 0.5                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1199844 | Comerica Incorporated                   | 2           | Supervisory Adverse            |                         |                      |                      | 10.5                           | 10                          | 10                          | 10.5                     | 10                    | 10                    | 12.7                     | 11.5                  | 11.5                  | 10.2                      | 9.5                    | 9.5                    |                          |                       |                       |                             |                          | 69.7                             | 75.8                          | 1.2                 | 2.4                  | 0                      | 1.9                     | 0                          | 2.2                         | 0.6                     | 2.1                      | 0.3                   | 2.5                    | 0                         | 0                          | 0                            | 6.8                           | 0.2                 | 3.3                  | 1.9                          | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 1             | 0                   | 0                             | 0              | 0.8                   | 1.1                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1032473 | Deutsche Bank Trust Corporation         | 2           | Supervisory Adverse            |                         |                      |                      | 34.1                           | 31.9                        | 31.9                        | 34.1                     | 31.9                  | 31.9                  | 34.3                     | 32.5                  | 32.5                  | 13.9                      | 12.8                   | 12.8                   |                          |                       |                       |                             |                          | 21.9                             | 23.8                          | 0.4                 | 2                    | 0.1                    | 1.6                     | 0                          | 6                           | 0.1                     | 3.5                      | 0.1                   | 3.5                    | 0                         | 0                          | 0                            | 3.6                           | 0.1                 | 1                    | 0.7                          | 1.3                           |                         |                          |                        |                         |                         |                          | 0                 | 0.5           | 0                   | 0                             | 0              | 0.2                   | 0.4                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 3846375 | Discover Financial Services             | 2           | Supervisory Adverse            |                         |                      |                      | 13.9                           | 14.4                        | 12.9                        | 14.7                     | 15                    | 13.7                  | 16.5                     | 16.5                  | 15.4                  | 12.9                      | 13                     | 12.3                   |                          |                       |                       |                             |                          | 75.8                             | 82.7                          | 7.4                 | 9.7                  | 0                      | 3.3                     | 0                          | 9.4                         | 0                       | 11.8                     | 0                     | 10.4                   | 6                         | 9.9                        | 1.4                          | 9.1                           | 0                   | 4.1                  | 13.3                         | 14.5                          |                         |                          |                        |                         |                         |                          | 0                 | 8.9           | 0                   | 0                             | 0              | 4.4                   | 4.8                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1070345 | Fifth Third Bancorp                     | 2           | Supervisory Adverse            |                         |                      |                      | 9.8                            | 9                           | 9                           | 10.9                     | 9.9                   | 9.9                   | 14.1                     | 12.7                  | 12.7                  | 9.5                       | 8.6                    | 8.6                    |                          |                       |                       |                             |                          | 121.3                            | 133.3                         | 3.4                 | 3.6                  | 0.4                    | 3.2                     | 0.3                        | 4.1                         | 1.3                     | 3.4                      | 0.6                   | 5.6                    | 0.3                       | 12.2                       | 0.3                          | 2.1                           | 0.2                 | 1.8                  | 5.2                          | 3.5                           |                         |                          |                        |                         |                         |                          | 0                 | 3.3           | 0                   | 0                             | 0              | 1.9                   | 1.3                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 3232316 | HSBC North America Holdings Inc.        | 2           | Supervisory Adverse            |                         |                      |                      | 15.7                           | 10.2                        | 10.2                        | 17.3                     | 12                    | 12                    | 22.6                     | 15.3                  | 15.3                  | 10                        | 6.8                    | 6.8                    |                          |                       |                       |                             |                          | 170.8                            | 182.9                         | 3.5                 | 3.9                  | 1.5                    | 5.7                     | 0.5                        | 13.3                        | 0.9                     | 2.4                      | 0.3                   | 2.6                    | 0.1                       | 12                         | 0                            | 6.7                           | 0.3                 | 2                    | 1                            | 0.3                           |                         |                          |                        |                         |                         |                          | 0                 | 3.4           | 0                   | 0                             | 1.3            | -3.7                  | -1.3                   | 0.1                            | -0.3                         | -0.8                      |
| DFAST 2016                | 12/31/2015          | 1068191 | Huntington Bancshares Incorporated      | 2           | Supervisory Adverse            |                         |                      |                      | 9.8                            | 7.7                         | 7.7                         | 10.5                     | 8.9                   | 8.9                   | 12.6                     | 11.1                  | 11.1                  | 8.8                       | 7.1                    | 7.1                    |                          |                       |                       |                             |                          | 58.4                             | 82.9                          | 2                   | 3.1                  | 0.2                    | 2.8                     | 0.2                        | 2.7                         | 0.6                     | 3.2                      | 0.4                   | 3.4                    | 0.1                       | 11.9                       | 0.4                          | 3                             | 0.1                 | 2                    | 2.8                          | 2.9                           |                         |                          |                        |                         |                         |                          | 0                 | 2.3           | 0                   | 0                             | 0              | 0.4                   | 0.5                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1039502 | JPMorgan Chase & Co.                | 2           | Supervisory Adverse            |                         |                      |                      | 12                             | 10.6                        | 10.6                        | 13.7                     | 12.2                  | 12.2                  | 16                       | 14.1                  | 14.1                  | 8.5                       | 7.5                    | 7.5                    |                          |                       |                       |                             |                          | 1465.3                           | 1614.7                        | 33.9                | 3.8                  | 2.7                    | 1.3                     | 3.4                        | 5.7                         | 8.6                     | 5.9                      | 2                     | 2.1                    | 10.7                      | 8.4                        | 2                            | 2.8                           | 4.5                 | 2.5                  | 78.8                         | 3.2                           |                         |                          |                        |                         |                         |                          | 0                 | 34.3          | 0.9                 | 13.7                          | 0.4            | 29.5                  | 1.2                    | -4.4                           | 0.1                          | -4.2                      |
| DFAST 2016                | 12/31/2015          | 1068025 | KeyCorp                                 | 2           | Supervisory Adverse            |                         |                      |                      | 10.9                           | 8.8                         | 8.8                         | 11.4                     | 9.2                   | 9.2                   | 13                       | 11                    | 11                    | 10.7                      | 8.1                    | 8.1                    |                          |                       |                       |                             |                          | 90                               | 127.1                         | 2.5                 | 3                    | 0.3                    | 3.3                     | 0.3                        | 3.1                         | 0.8                     | 2.9                      | 0.4                   | 2.8                    | 0.1                       | 9.6                        | 0.4                          | 5.6                           | 0.2                 | 1.7                  | 4                            | 3.1                           |                         |                          |                        |                         |                         |                          | 0                 | 2.7           | 0                   | 0                             | 0.1            | 1.3                   | 1                      | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1037003 | M&T Bank Corporation                | 2           | Supervisory Adverse            |                         |                      |                      | 11.1                           | 9.6                         | 9.6                         | 12.7                     | 10.8                  | 10.8                  | 14.9                     | 12.7                  | 12.7                  | 10.9                      | 9.1                    | 9.1                    |                          |                       |                       |                             |                          | 94.7                             | 102.7                         | 3.2                 | 3.5                  | 1.1                    | 3.9                     | 0.3                        | 4.7                         | 0.5                     | 2.7                      | 1                     | 3.2                    | 0                         | 12                         | 0.2                          | 4.4                           | 0.1                 | 2.1                  | 4                            | 3.1                           |                         |                          |                        |                         |                         |                          | 0                 | 3.3           | 0                   | 0                             | 0              | 0.6                   | 0.5                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 2162966 | Morgan Stanley                          | 2           | Supervisory Adverse            |                         |                      |                      | 16.4                           | 12.8                        | 12.7                        | 18.4                     | 14.5                  | 14.3                  | 22                       | 17.4                  | 17.4                  | 8.3                       | 6.5                    | 6.5                    |                          |                       |                       |                             |                          | 362.9                            | 399.1                         | 2                   | 1.9                  | 0.2                    | 1                       | 0                          | 5.8                         | 0.7                     | 5.1                      | 0.2                   | 2.2                    | 0                         | 0                          | 0.1                          | 0.8                           | 0.8                 | 1.8                  | 11.9                         | 1.4                           |                         |                          |                        |                         |                         |                          | 0                 | 2.4           | 0                   | 7.2                           | 2.3            | -0.1                  | 0                      | -0.1                           | -1.2                         | -1.8                      |
| DFAST 2016                | 12/31/2015          | 1378434 | MUFG Americas Holdings Corporation      | 2           | Supervisory Adverse            |                         |                      |                      | 13.6                           | 12.5                        | 12.5                        | 13.6                     | 12.5                  | 12.5                  | 15.6                     | 13.9                  | 13.9                  | 11.4                      | 8.7                    | 8.7                    |                          |                       |                       |                             |                          | 94.8                             | 110.6                         | 1.7                 | 2.1                  | 0.2                    | 0.8                     | 0.1                        | 2.4                         | 0.7                     | 3.1                      | 0.4                   | 2.3                    | 0                         | 0                          | 0.1                          | 12.5                          | 0.2                 | 2.4                  | 1.9                          | 1.3                           |                         |                          |                        |                         |                         |                          | 0                 | 1.7           | 0.2                 | 0                             | 0.1            | -0.1                  | 0                      | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1199611 | Northern Trust Corporation              | 2           | Supervisory Adverse            |                         |                      |                      | 10.8                           | 10.5                        | 10.5                        | 11.4                     | 11                    | 11                    | 13.2                     | 12.5                  | 12.5                  | 7.5                       | 7.1                    | 7.1                    |                          |                       |                       |                             |                          | 74                               | 80.3                          | 0.9                 | 2.6                  | 0.1                    | 1.7                     | 0.1                        | 6.2                         | 0.2                     | 2.3                      | 0.1                   | 2.8                    | 0                         | 0                          | 0                            | 9.6                           | 0.3                 | 2.4                  | 3.2                          | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 1             | 0                   | 0                             | 0              | 2.2                   | 1.8                    | 0                              | -0.2                         | -0.4                      |
| DFAST 2016                | 12/31/2015          | 3242838 | Regions Financial Corporation           | 2           | Supervisory Adverse            |                         |                      |                      | 10.9                           | 9.6                         | 9.6                         | 11.7                     | 10.2                  | 10.2                  | 13.9                     | 12.1                  | 12.1                  | 10.3                      | 8.8                    | 8.8                    |                          |                       |                       |                             |                          | 105.6                            | 114.7                         | 3.2                 | 3.8                  | 0.5                    | 3.2                     | 0.3                        | 3.9                         | 0.9                     | 3.7                      | 0.8                   | 5                      | 0.1                       | 10.7                       | 0.3                          | 4.9                           | 0.2                 | 1.6                  | 4                            | 3                             |                         |                          |                        |                         |                         |                          | 0                 | 3.3           | 0                   | 0                             | 0              | 0.7                   | 0.5                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 3981856 | Santander Holdings USA, Inc.            | 2           | Supervisory Adverse            |                         |                      |                      | 12                             | 13.8                        | 12.2                        | 13.5                     | 14.8                  | 13.4                  | 15.3                     | 16.3                  | 15.1                  | 11.6                      | 11.6                   | 11.3                   |                          |                       |                       |                             |                          | 108.5                            | 119.7                         | 4.9                 | 5.5                  | 0.2                    | 2.5                     | 0.2                        | 2.6                         | 0.5                     | 2.4                      | 0.5                   | 2.4                    | 0.1                       | 11.6                       | 3.3                          | 12.3                          | 0.2                 | 2.3                  | 6.9                          | 4.8                           |                         |                          |                        |                         |                         |                          | 0                 | 3.3           | 0                   | 0                             | 0.1            | 3.5                   | 2.4                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1111435 | State Street Corporation                | 2           | Supervisory Adverse            |                         |                      |                      | 13                             | 10.6                        | 10.6                        | 15.9                     | 13.7                  | 13.7                  | 18.2                     | 15.6                  | 15.6                  | 6.9                       | 5.7                    | 5.7                    |                          |                       |                       |                             |                          | 95.9                             | 102.6                         | 0.2                 | 1.2                  | 0                      | 0                       | 0                          | 0                           | 0.1                     | 3                        | 0                     | 2.3                    | 0                         | 0                          | 0                            | 0.6                           | 0.1                 | 0.8                  | 4.9                          | 1.9                           |                         |                          |                        |                         |                         |                          | 0                 | 0.3           | 0.2                 | 0.7                           | 0              | 3.7                   | 1.4                    | -1.1                           | -1.4                         | -2.6                      |
| DFAST 2016                | 12/31/2015          | 1131787 | SunTrust Banks, Inc.                    | 2           | Supervisory Adverse            |                         |                      |                      | 10                             | 9.2                         | 9.2                         | 10.8                     | 9.9                   | 9.9                   | 12.5                     | 11.3                  | 11.3                  | 9.7                       | 8.8                    | 8.8                    |                          |                       |                       |                             |                          | 164.9                            | 182.1                         | 4                   | 2.8                  | 0.7                    | 2.6                     | 0.5                        | 3.9                         | 1.3                     | 2.7                      | 0.5                   | 2.6                    | 0.1                       | 10.5                       | 0.8                          | 3.6                           | 0.1                 | 1                    | 6.9                          | 3.4                           |                         |                          |                        |                         |                         |                          | 0                 | 4             | 0                   | 0                             | 0.4            | 2.6                   | 1.3                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 3606542 | TD Group US Holdings LLC                | 2           | Supervisory Adverse            |                         |                      |                      | 13.1                           | 11.8                        | 11.7                        | 13.2                     | 11.8                  | 11.8                  | 14.3                     | 13                    | 13                    | 8.3                       | 7                      | 6.9                    |                          |                       |                       |                             |                          | 157.3                            | 198.1                         | 5.8                 | 4                    | 0.5                    | 2.4                     | 0.5                        | 4.9                         | 1.2                     | 3.8                      | 1.1                   | 4.3                    | 1.6                       | 14.8                       | 0.4                          | 1.7                           | 0.5                 | 2.3                  | 5.5                          | 1.7                           |                         |                          |                        |                         |                         |                          | 0                 | 6.4           | 0                   | 0                             | 0              | -1                    | -0.3                   | -0.4                           | 0                            | -0.4                      |
| DFAST 2016                | 12/31/2015          | 3587146 | The Bank of New York Mellon Corporation | 2           | Supervisory Adverse            |                         |                      |                      | 11.5                           | 12.4                        | 11.3                        | 13.1                     | 14.3                  | 12.8                  | 13.5                     | 14.6                  | 13.2                  | 6                         | 6.3                    | 5.8                    |                          |                       |                       |                             |                          | 159.9                            | 171.9                         | 1.3                 | 1.9                  | 0.1                    | 1.4                     | 0                          | 6                           | 0.1                     | 1.6                      | 0.1                   | 3.8                    | 0                         | 0                          | 0.3                          | 8.9                           | 0.8                 | 1.5                  | 12.7                         | 3                             |                         |                          |                        |                         |                         |                          | 0                 | 1.6           | 0                   | 0.6                           | 0              | 10.3                  | 2.5                    | -0.3                           | -2                           | -2.9                      |
| DFAST 2016                | 12/31/2015          | 2380443 | The Goldman Sachs Group, Inc.           | 2           | Supervisory Adverse            |                         |                      |                      | 13.6                           | 11.9                        | 11.4                        | 15.6                     | 12.6                  | 12.6                  | 18.7                     | 15.3                  | 15.3                  | 9.3                       | 7.5                    | 7.4                    |                          |                       |                       |                             |                          | 524.1                            | 575.4                         | 2.9                 | 4.1                  | 0.4                    | 46.6                    | 0                          | 5.8                         | 1.1                     | 6.9                      | 0.1                   | 2.7                    | 0                         | 0                          | 0.1                          | 3.7                           | 1.2                 | 2.5                  | 16                           | 1.8                           |                         |                          |                        |                         |                         |                          | 0                 | 3.3           | 0                   | 10.1                          | 3.1            | -0.5                  | -0.1                   | 0                              | -0.6                         | -0.7                      |
| DFAST 2016                | 12/31/2015          | 1069778 | The PNC Financial Services Group, Inc.  | 2           | Supervisory Adverse            |                         |                      |                      | 10.6                           | 9.2                         | 9.2                         | 12                       | 10.3                  | 10.3                  | 14.6                     | 12.1                  | 12.1                  | 10.2                      | 8.7                    | 8.7                    |                          |                       |                       |                             |                          | 295.9                            | 327.6                         | 7.1                 | 3.3                  | 0.6                    | 2.3                     | 1.1                        | 4.9                         | 2.9                     | 4.1                      | 1.1                   | 3                      | 0.4                       | 9.2                        | 0.7                          | 3                             | 0.3                 | 1                    | 13.4                         | 3.5                           |                         |                          |                        |                         |                         |                          | 0                 | 7.2           | 0.1                 | 0                             | 0.2            | 5.9                   | 1.6                    | -0.3                           | -0.2                         | -0.6                      |
| DFAST 2016                | 12/31/2015          | 1119794 | U.S. Bancorp                            | 2           | Supervisory Adverse            |                         |                      |                      | 9.6                            | 9.1                         | 9                           | 11.3                     | 10.6                  | 10.5                  | 13.3                     | 12.4                  | 12.4                  | 9.5                       | 8.9                    | 8.9                    |                          |                       |                       |                             |                          | 341.4                            | 377.3                         | 12                  | 4.4                  | 1.1                    | 1.8                     | 0.6                        | 3.3                         | 4.1                     | 5.7                      | 2                     | 4.9                    | 2.6                       | 11.8                       | 1                            | 2.7                           | 0.7                 | 2.9                  | 24.6                         | 5.5                           |                         |                          |                        |                         |                         |                          | 0                 | 12.5          | 0                   | 0                             | 0              | 12                    | 2.7                    | -0.2                           | -0.4                         | -1.1                      |
| DFAST 2016                | 12/31/2015          | 1120754 | Wells Fargo & Company               | 2           | Supervisory Adverse            |                         |                      |                      | 11.1                           | 9.1                         | 9.1                         | 12.6                     | 10.6                  | 10.6                  | 15.8                     | 13.2                  | 13.2                  | 9.4                       | 8                      | 8                      |                          |                       |                       |                             |                          | 1303.1                           | 1467.2                        | 31.2                | 3.2                  | 3.8                    | 1.4                     | 2.9                        | 3.9                         | 7.5                     | 3.9                      | 4.5                   | 3.3                    | 4.3                       | 12                         | 5                            | 5.1                           | 3.3                 | 1.9                  | 63.8                         | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 32.5          | 2                   | 4                             | 1.6            | 23.8                  | 1.2                    | -3.7                           | -0.2                         | -4                        |
| DFAST 2016                | 12/31/2015          | 1027004 | Zions Bancorporation                    | 2           | Supervisory Adverse            |                         |                      |                      | 12.2                           | 10                          | 10                          | 14.1                     | 11.7                  | 11.7                  | 16.1                     | 13.2                  | 13.2                  | 11.3                      | 9.2                    | 9.2                    |                          |                       |                       |                             |                          | 46.7                             | 51                            | 1.5                 | 3.5                  | 0                      | 0.5                     | 0.1                        | 1.9                         | 0.7                     | 5.3                      | 0.6                   | 3.2                    | 0                         | 12                         | 0                            | 8.2                           | 0.1                 | 3.3                  | 1.1                          | 1.7                           |                         |                          |                        |                         |                         |                          | 0                 | 1.4           | 0                   | 0                             | 0              | -0.4                  | -0.6                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          |         | 33 participating bank holding companies | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.3                           | 8.4                         | 8.4                         | 13.5                     | 9.8                   | 9.8                   | 16.2                     | 12.3                  | 12.3                  | 9.2                       | 6.7                    | 6.7                    |                          |                       |                       |                             |                          | 9595.1                           | 10518.2                       | 384.9               | 6.1                  | 38.1                   | 3.2                     | 32.2                       | 8.1                         | 93.1                    | 6.3                      | 51.9                  | 7                      | 92.3                      | 13.4                       | 37.9                         | 5.7                           | 39.3                | 3.4                  | 383.6                        | 2.5                           |                         |                          |                        |                         |                         |                          | 1.6               | 438.6         | 11.3                | 113                           | 17.3           | -195                  | -1.3                   | 13.6                           | -37                          | -32.2                     |
| DFAST 2016                | 12/31/2015          | 1562859 | Ally Financial Inc.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.2                            | 6.1                         | 6.1                         | 11.1                     | 8.3                   | 8.3                   | 12.5                     | 10                    | 10                    | 9.7                       | 7.2                    | 7.2                    |                          |                       |                       |                             |                          | 135.8                            | 146.7                         | 6.1                 | 5.3                  | 0.3                    | 3.5                     | 0.2                        | 8.4                         | 1.9                     | 4.5                      | 0.1                   | 3.1                    | 0                         | 0                          | 3.7                          | 6.1                           | 0                   | 9.4                  | 4.8                          | 2.9                           |                         |                          |                        |                         |                         |                          | 0                 | 7.4           | 0.5                 | 0                             | 0              | -3.2                  | -1.9                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1275216 | American Express Company                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.4                           | 12.3                        | 11.4                        | 13.5                     | 13.4                  | 12.6                  | 15.2                     | 15.1                  | 14.3                  | 11.7                      | 10.9                   | 10.9                   |                          |                       |                       |                             |                          | 135.2                            | 138.8                         | 10.6                | 9.8                  | 0                      | 0                       | 0                          | 0                           | 3.6                     | 10.5                     | 0                     | 0                      | 6.8                       | 9.5                        | 0                            | 13.8                          | 0.2                 | 7.9                  | 19.2                         | 11.4                          |                         |                          |                        |                         |                         |                          | 1.3               | 13.9          | 0                   | 0                             | 0.4            | 6.2                   | 3.7                    | 0                              | -2.2                         | -2.5                      |
| DFAST 2016                | 12/31/2015          | 1025608 | BancWest Corporation                    | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.3                           | 8.6                         | 8.6                         | 12.3                     | 8.6                   | 8.6                   | 14.6                     | 11                    | 11                    | 10.1                      | 7                      | 7                      |                          |                       |                       |                             |                          | 72.6                             | 78.6                          | 4.5                 | 6.7                  | 0.4                    | 4.9                     | 0.2                        | 4.2                         | 1.4                     | 9                        | 1.2                   | 7.1                    | 0.1                       | 18.2                       | 0.9                          | 5.7                           | 0.4                 | 6.3                  | 2.7                          | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 5.5           | 0                   | 0                             | 0              | -2.8                  | -2.8                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1073757 | Bank of America Corporation             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.6                           | 8.1                         | 8.1                         | 12.9                     | 9.6                   | 9.6                   | 15.7                     | 12.5                  | 12.5                  | 8.6                       | 6.4                    | 6.4                    |                          |                       |                       |                             |                          | 1403.3                           | 1522.6                        | 53.7                | 5.6                  | 7.5                    | 3.8                     | 10.1                       | 13                          | 11.9                    | 5                        | 5.7                   | 7.7                    | 11.9                      | 11.5                       | 1.8                          | 2.2                           | 4.8                 | 2.6                  | 45.7                         | 2                             |                         |                          |                        |                         |                         |                          | 0                 | 59.2          | 0.7                 | 20                            | 2.2            | -36.3                 | -1.6                   | 8.5                            | -2.7                         | 3.9                       |
| DFAST 2016                | 12/31/2015          | 1074156 | BB&T Corporation                    | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.3                           | 6.9                         | 6.9                         | 11.8                     | 8.5                   | 8.5                   | 14.3                     | 10.9                  | 10.9                  | 9.8                       | 7                      | 7                      |                          |                       |                       |                             |                          | 166.6                            | 188.3                         | 7.7                 | 5.3                  | 1.1                    | 3.3                     | 0.3                        | 3.5                         | 1.2                     | 4.7                      | 3                     | 7.7                    | 0.3                       | 13.3                       | 1.3                          | 6.6                           | 0.6                 | 3.2                  | 7                            | 3.1                           |                         |                          |                        |                         |                         |                          | 0                 | 9.1           | 0                   | 0                             | 0              | -2.2                  | -1                     | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1078529 | BBVA Compass Bancshares, Inc.           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.7                           | 6.5                         | 6.5                         | 11.1                     | 6.8                   | 6.8                   | 13.7                     | 9.3                   | 9.3                   | 9                         | 5.4                    | 5.4                    |                          |                       |                       |                             |                          | 68.8                             | 73.8                          | 3.4                 | 5.4                  | 0.6                    | 3.8                     | 0.2                        | 5.8                         | 1.1                     | 5.4                      | 1.1                   | 8.6                    | 0.1                       | 15.7                       | 0.2                          | 5.5                           | 0.1                 | 1.8                  | 1.1                          | 1.1                           |                         |                          |                        |                         |                         |                          | 0                 | 3.8           | 0                   | 0                             | 0              | -2.8                  | -3                     | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1245415 | BMO Financial Corp.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.9                           | 5.9                         | 5.9                         | 11.9                     | 6.4                   | 6.4                   | 14.9                     | 8.7                   | 8.7                   | 9.3                       | 4.9                    | 4.9                    |                          |                       |                       |                             |                          | 91.5                             | 96.6                          | 4                   | 5.8                  | 0.3                    | 3.5                     | 0.5                        | 10.8                        | 1.8                     | 6.9                      | 0.6                   | 7.3                    | 0                         | 11                         | 0.1                          | 2.1                           | 0.6                 | 4.3                  | 0.9                          | 0.7                           |                         |                          |                        |                         |                         |                          | 0                 | 4.9           | 0                   | 0                             | 0              | -3.9                  | -3                     | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 2277860 | Capital One Financial Corporation       | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.1                           | 8.2                         | 8.2                         | 12.4                     | 9.4                   | 9.4                   | 14.6                     | 11.4                  | 11.4                  | 10.6                      | 8                      | 8                      |                          |                       |                       |                             |                          | 265.7                            | 288.5                         | 26.7                | 11.2                 | 0.3                    | 1.1                     | 0.1                        | 6.7                         | 2.7                     | 9.8                      | 1.3                   | 4.4                    | 18                        | 19.3                       | 3.5                          | 8.1                           | 0.7                 | 4                    | 26                           | 7.5                           |                         |                          |                        |                         |                         |                          | 0                 | 30.4          | 0                   | 0                             | 0.1            | -4.6                  | -1.3                   | 0.5                            | -0.4                         | -0.3                      |
| DFAST 2016                | 12/31/2015          | 1951350 | Citigroup Inc.                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 15.3                           | 9.2                         | 9.2                         | 15.5                     | 10.5                  | 10.3                  | 18.5                     | 13.5                  | 13.4                  | 10.2                      | 7                      | 6.9                    |                          |                       |                       |                             |                          | 1138.7                           | 1230.5                        | 45.8                | 7                    | 2.2                    | 2.8                     | 2.3                        | 9.3                         | 8.8                     | 5.5                      | 1.2                   | 9.9                    | 21.1                      | 14                         | 3.6                          | 11.4                          | 6.5                 | 3.3                  | 43.7                         | 2.4                           |                         |                          |                        |                         |                         |                          | 0.3               | 50.1          | 1.6                 | 16.8                          | 3              | -27.6                 | -1.5                   | 2.6                            | -25.1                        | -26.2                     |
| DFAST 2016                | 12/31/2015          | 1132449 | Citizens Financial Group, Inc.          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.7                           | 8.8                         | 8.8                         | 12                       | 9                     | 9                     | 15.3                     | 12.3                  | 12.3                  | 10.5                      | 7.8                    | 7.8                    |                          |                       |                       |                             |                          | 114.1                            | 122.7                         | 5                   | 4.8                  | 0.4                    | 2.8                     | 1.1                        | 6.1                         | 1.4                     | 4.9                      | 0.8                   | 6.6                    | 0.2                       | 12.1                       | 0.9                          | 4.5                           | 0.2                 | 2.5                  | 3.4                          | 2.3                           |                         |                          |                        |                         |                         |                          | 0                 | 5.7           | 0.1                 | 0                             | 0.1            | -2.5                  | -1.7                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1199844 | Comerica Incorporated                   | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.5                           | 8.3                         | 8.3                         | 10.5                     | 8.3                   | 8.3                   | 12.7                     | 10.2                  | 10.2                  | 10.2                      | 7.9                    | 7.9                    |                          |                       |                       |                             |                          | 69.7                             | 74.8                          | 2.3                 | 4.4                  | 0.1                    | 3.3                     | 0.1                        | 3.6                         | 1                       | 3.6                      | 0.6                   | 5.6                    | 0                         | 0                          | 0.1                          | 8.5                           | 0.4                 | 6.2                  | 1.3                          | 1.7                           |                         |                          |                        |                         |                         |                          | 0                 | 2.4           | 0                   | 0                             | 0              | -1.1                  | -1.5                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1032473 | Deutsche Bank Trust Corporation         | 3           | Supervisory Severely Adverse   |                         |                      |                      | 34.1                           | 30.1                        | 30.1                        | 34.1                     | 30.1                  | 30.1                  | 34.3                     | 31.2                  | 31.2                  | 13.9                      | 12.2                   | 12.2                   |                          |                       |                       |                             |                          | 21.9                             | 23.6                          | 0.8                 | 3.8                  | 0.1                    | 2.4                     | 0                          | 8.4                         | 0.2                     | 5.7                      | 0.3                   | 9                      | 0                         | 0                          | 0                            | 4.4                           | 0.2                 | 1.8                  | 0.5                          | 1                             |                         |                          |                        |                         |                         |                          | 0                 | 1             | 0                   | 0                             | 0              | -0.4                  | -0.8                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 3846375 | Discover Financial Services             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.9                           | 12.4                        | 11.9                        | 14.7                     | 13.1                  | 12.6                  | 16.5                     | 14.5                  | 14.1                  | 12.9                      | 11.4                   | 11.3                   |                          |                       |                       |                             |                          | 75.8                             | 81.7                          | 9.3                 | 12.4                 | 0                      | 4.6                     | 0                          | 14.2                        | 0                       | 15.5                     | 0                     | 22.9                   | 7.6                       | 12.8                       | 1.6                          | 10.8                          | 0                   | 7.2                  | 13                           | 14.3                          |                         |                          |                        |                         |                         |                          | 0                 | 11.3          | 0                   | 0                             | 0              | 1.7                   | 1.9                    | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1070345 | Fifth Third Bancorp                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.8                            | 6.8                         | 6.8                         | 10.9                     | 7.8                   | 7.8                   | 14.1                     | 11.1                  | 11.1                  | 9.5                       | 6.8                    | 6.8                    |                          |                       |                       |                             |                          | 121.3                            | 131.7                         | 5.5                 | 5.8                  | 0.6                    | 4.3                     | 0.4                        | 5.4                         | 2.1                     | 5.7                      | 1.3                   | 12.2                   | 0.4                       | 16.2                       | 0.4                          | 3                             | 0.3                 | 3                    | 4                            | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 6             | 0                   | 0                             | 0              | -2.1                  | -1.4                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 3232316 | HSBC North America Holdings Inc.        | 3           | Supervisory Severely Adverse   |                         |                      |                      | 15.7                           | 9.1                         | 9.1                         | 17.3                     | 11                    | 11                    | 22.6                     | 15.2                  | 15.2                  | 10                        | 6.2                    | 6.2                    |                          |                       |                       |                             |                          | 170.8                            | 177.7                         | 5.4                 | 5.9                  | 2.1                    | 7.9                     | 0.6                        | 16.3                        | 1.5                     | 4                        | 0.7                   | 6.3                    | 0.1                       | 15                         | 0                            | 8                             | 0.5                 | 3.7                  | -1.2                         | -0.4                          |                         |                          |                        |                         |                         |                          | 0                 | 5.8           | 0                   | 0                             | 1.7            | -8.8                  | -3.1                   | 2                              | -0.3                         | 1.1                       |
| DFAST 2016                | 12/31/2015          | 1068191 | Huntington Bancshares Incorporated      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.8                            | 5                           | 5                           | 10.5                     | 6.3                   | 6.3                   | 12.6                     | 8.6                   | 8.6                   | 8.8                       | 5                      | 5                      |                          |                       |                       |                             |                          | 58.4                             | 81.5                          | 3.1                 | 4.8                  | 0.3                    | 3.9                     | 0.3                        | 3.7                         | 0.9                     | 5                        | 0.7                   | 7                      | 0.1                       | 15.1                       | 0.5                          | 4.2                           | 0.2                 | 3.5                  | 2.2                          | 2.3                           |                         |                          |                        |                         |                         |                          | 0                 | 3.7           | 0.1                 | 0                             | 0              | -1.6                  | -1.8                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1039502 | JPMorgan Chase & Co.                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12                             | 8.3                         | 8.3                         | 13.7                     | 9.9                   | 9.9                   | 16                       | 12.1                  | 12.1                  | 8.5                       | 6.2                    | 6.2                    |                          |                       |                       |                             |                          | 1465.3                           | 1603.3                        | 53.4                | 6.1                  | 5.4                    | 2.7                     | 5.4                        | 9.2                         | 13.7                    | 9.4                      | 4.5                   | 4.6                    | 13.9                      | 11                         | 2.5                          | 3.6                           | 8                   | 4.5                  | 64.9                         | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 60.2          | 2.1                 | 32.6                          | 0.5            | -30.5                 | -1.2                   | -3                             | 0.1                          | -2.7                      |
| DFAST 2016                | 12/31/2015          | 1068025 | KeyCorp                                 | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.9                           | 6.4                         | 6.4                         | 11.4                     | 6.8                   | 6.8                   | 13                       | 8.9                   | 8.9                   | 10.7                      | 6                      | 6                      |                          |                       |                       |                             |                          | 90                               | 124.9                         | 4.1                 | 5.1                  | 0.3                    | 4.5                     | 0.4                        | 4.3                         | 1.4                     | 5.2                      | 0.9                   | 6.1                    | 0.1                       | 12.5                       | 0.5                          | 7.4                           | 0.4                 | 2.9                  | 3.1                          | 2.4                           |                         |                          |                        |                         |                         |                          | 0                 | 4.7           | 0                   | 0                             | 0              | -1.7                  | -1.3                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1037003 | M&T Bank Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.1                           | 6.9                         | 6.9                         | 12.7                     | 8.2                   | 8.2                   | 14.9                     | 10.3                  | 10.3                  | 10.9                      | 6.9                    | 6.9                    |                          |                       |                       |                             |                          | 94.7                             | 101.6                         | 5.2                 | 5.8                  | 1.5                    | 5.6                     | 0.4                        | 6.3                         | 0.7                     | 4.1                      | 2.1                   | 6.8                    | 0.1                       | 15                         | 0.4                          | 6.4                           | 0.1                 | 3.9                  | 3.1                          | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 6.1           | 0                   | 0                             | 0              | -2.9                  | -2.3                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 2162966 | Morgan Stanley                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.4                           | 10                          | 9.1                         | 18.4                     | 11.6                  | 10.2                  | 22                       | 14.6                  | 13.5                  | 8.3                       | 5.4                    | 4.9                    |                          |                       |                       |                             |                          | 362.9                            | 403                           | 3.3                 | 3.3                  | 0.4                    | 1.7                     | 0                          | 8                           | 1.1                     | 8.5                      | 0.5                   | 5.5                    | 0                         | 0                          | 0.2                          | 0.9                           | 1.2                 | 3                    | 7.8                          | 1                             |                         |                          |                        |                         |                         |                          | 0                 | 4.3           | 0.1                 | 13                            | 3              | -12.5                 | -1.5                   | 1.1                            | -1.2                         | -0.5                      |
| DFAST 2016                | 12/31/2015          | 1378434 | MUFG Americas Holdings Corporation      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.6                           | 10.1                        | 10.1                        | 13.6                     | 10.1                  | 10.1                  | 15.6                     | 12.2                  | 12.2                  | 11.4                      | 7                      | 7                      |                          |                       |                       |                             |                          | 94.8                             | 109.3                         | 3.4                 | 4.2                  | 0.6                    | 2                       | 0.1                        | 5.3                         | 1.2                     | 5.5                      | 0.9                   | 5.5                    | 0                         | 0                          | 0.1                          | 15.8                          | 0.4                 | 4.3                  | 1.2                          | 0.8                           |                         |                          |                        |                         |                         |                          | 0                 | 4             | 0.4                 | 0                             | 0.1            | -3.3                  | -2.2                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1199611 | Northern Trust Corporation              | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.8                           | 9.6                         | 9.6                         | 11.4                     | 10.1                  | 10.1                  | 13.2                     | 11.9                  | 11.9                  | 7.5                       | 6.5                    | 6.5                    |                          |                       |                       |                             |                          | 74                               | 79.2                          | 1.6                 | 4.6                  | 0.2                    | 3.1                     | 0.2                        | 9.6                         | 0.3                     | 4                        | 0.3                   | 6.4                    | 0                         | 0                          | 0                            | 12.8                          | 0.6                 | 4.4                  | 2.4                          | 2                             |                         |                          |                        |                         |                         |                          | 0                 | 2             | 0                   | 0                             | 0              | 0.4                   | 0.3                    | 0.3                            | -0.2                         | -0.1                      |
| DFAST 2016                | 12/31/2015          | 3242838 | Regions Financial Corporation           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.9                           | 7.3                         | 7.3                         | 11.7                     | 7.9                   | 7.9                   | 13.9                     | 10                    | 10                    | 10.3                      | 6.9                    | 6.9                    |                          |                       |                       |                             |                          | 105.6                            | 113.3                         | 5.2                 | 6.1                  | 0.7                    | 4.6                     | 0.5                        | 5.3                         | 1.6                     | 6.3                      | 1.6                   | 9.9                    | 0.2                       | 14.3                       | 0.4                          | 6.5                           | 0.3                 | 2.7                  | 3.1                          | 2.4                           |                         |                          |                        |                         |                         |                          | 0                 | 5.8           | 0                   | 0                             | 0              | -2.8                  | -2.1                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 3981856 | Santander Holdings USA, Inc.            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12                             | 11.8                        | 11.8                        | 13.5                     | 12.7                  | 12.7                  | 15.3                     | 14.2                  | 14.2                  | 11.6                      | 10                     | 10                     |                          |                       |                       |                             |                          | 108.5                            | 117.3                         | 7.1                 | 8.2                  | 0.3                    | 3.8                     | 0.2                        | 3.8                         | 0.8                     | 3.9                      | 1                     | 5.2                    | 0.1                       | 15.6                       | 4.4                          | 16.5                          | 0.3                 | 4.2                  | 6.3                          | 4.4                           |                         |                          |                        |                         |                         |                          | 0                 | 6.3           | 0.1                 | 0                             | 0.1            | -0.2                  | -0.2                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 1111435 | State Street Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13                             | 9.6                         | 9.6                         | 15.9                     | 12.8                  | 12.8                  | 18.2                     | 14.7                  | 14.7                  | 6.9                       | 5.4                    | 5.4                    |                          |                       |                       |                             |                          | 95.9                             | 101.4                         | 0.4                 | 1.9                  | 0                      | 0                       | 0                          | 0                           | 0.2                     | 5.4                      | 0                     | 5.7                    | 0                         | 0                          | 0                            | 0.6                           | 0.2                 | 1.2                  | 2.9                          | 1.1                           |                         |                          |                        |                         |                         |                          | 0                 | 0.4           | 0.4                 | 1.5                           | 0              | 0.6                   | 0.2                    | -0.2                           | -1.4                         | -1.6                      |
| DFAST 2016                | 12/31/2015          | 1131787 | SunTrust Banks, Inc.                    | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10                             | 7.5                         | 7.5                         | 10.8                     | 8.2                   | 8.2                   | 12.5                     | 9.9                   | 9.9                   | 9.7                       | 7.4                    | 7.4                    |                          |                       |                       |                             |                          | 164.9                            | 180.3                         | 6.4                 | 4.5                  | 1                      | 3.9                     | 0.8                        | 5.6                         | 2.2                     | 4.7                      | 1                     | 5.4                    | 0.2                       | 14                         | 1.1                          | 4.9                           | 0.2                 | 1.7                  | 5.1                          | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 7.1           | 0                   | 0                             | 0.4            | -2.4                  | -1.2                   | 0                              | 0                            | 0                         |
| DFAST 2016                | 12/31/2015          | 3606542 | TD Group US Holdings LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.1                           | 8.4                         | 8.4                         | 13.2                     | 8.4                   | 8.4                   | 14.3                     | 9.8                   | 9.8                   | 8.3                       | 5                      | 5                      |                          |                       |                       |                             |                          | 157.3                            | 191.5                         | 9.3                 | 6.5                  | 0.8                    | 3.7                     | 0.6                        | 6.4                         | 2.2                     | 6.7                      | 2.4                   | 9.6                    | 2                         | 18.2                       | 0.5                          | 2.5                           | 0.8                 | 3.8                  | 4.3                          | 1.4                           |                         |                          |                        |                         |                         |                          | 0                 | 11.1          | 0.1                 | 0                             | 0              | -6.9                  | -2.2                   | -0.2                           | 0                            | -0.2                      |
| DFAST 2016                | 12/31/2015          | 3587146 | The Bank of New York Mellon Corporation | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.5                           | 11.2                        | 10.5                        | 13.1                     | 13.1                  | 12.2                  | 13.5                     | 13.6                  | 12.7                  | 6                         | 5.9                    | 5.5                    |                          |                       |                       |                             |                          | 159.9                            | 169.6                         | 2.1                 | 3.2                  | 0.2                    | 2.3                     | 0                          | 8.5                         | 0.1                     | 2.6                      | 0.2                   | 8.6                    | 0                         | 0                          | 0.3                          | 11.2                          | 1.3                 | 2.6                  | 9.2                          | 2.2                           |                         |                          |                        |                         |                         |                          | 0                 | 2.6           | 0.1                 | 1.5                           | 0              | 4.9                   | 1.2                    | 0.8                            | -2                           | -1.8                      |
| DFAST 2016                | 12/31/2015          | 2380443 | The Goldman Sachs Group, Inc.           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.6                           | 10.2                        | 8.4                         | 15.6                     | 11.5                  | 9.8                   | 18.7                     | 14.3                  | 12.6                  | 9.3                       | 6.9                    | 6.3                    |                          |                       |                       |                             |                          | 524.1                            | 567.1                         | 4.8                 | 6.8                  | 0.4                    | 50.1                    | 0                          | 8                           | 2                       | 12                       | 0.3                   | 6.5                    | 0                         | 0                          | 0.1                          | 4.4                           | 2.1                 | 4.3                  | 12.1                         | 1.4                           |                         |                          |                        |                         |                         |                          | 0                 | 5.7           | 0                   | 18                            | 3.9            | -15.4                 | -1.7                   | 0                              | -0.6                         | -0.7                      |
| DFAST 2016                | 12/31/2015          | 1069778 | The PNC Financial Services Group, Inc.  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.6                           | 7.6                         | 7.6                         | 12                       | 8.7                   | 8.7                   | 14.6                     | 11                    | 11                    | 10.2                      | 7.4                    | 7.4                    |                          |                       |                       |                             |                          | 295.9                            | 321.6                         | 11.4                | 5.3                  | 0.9                    | 3.4                     | 1.5                        | 6.6                         | 4.7                     | 6.7                      | 2.4                   | 6.8                    | 0.5                       | 12.2                       | 0.8                          | 3.8                           | 0.6                 | 1.7                  | 10.8                         | 2.9                           |                         |                          |                        |                         |                         |                          | 0                 | 13            | 0.2                 | 0                             | 0.2            | -2.6                  | -0.7                   | 0.7                            | -0.2                         | 0.4                       |
| DFAST 2016                | 12/31/2015          | 1119794 | U.S. Bancorp                            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.6                            | 7.5                         | 7.5                         | 11.3                     | 8.9                   | 8.9                   | 13.3                     | 10.8                  | 10.8                  | 9.5                       | 7.6                    | 7.6                    |                          |                       |                       |                             |                          | 341.4                            | 371.7                         | 18.9                | 7                    | 1.6                    | 2.8                     | 0.9                        | 5.1                         | 6.4                     | 9                        | 4.2                   | 10.5                   | 3.3                       | 15                         | 1.4                          | 3.8                           | 1.1                 | 4.8                  | 21.4                         | 4.9                           |                         |                          |                        |                         |                         |                          | 0                 | 21.5          | 0                   | 0                             | 0              | -0.2                  | -0.1                   | 1.1                            | -0.4                         | 0.2                       |
| DFAST 2016                | 12/31/2015          | 1120754 | Wells Fargo & Company               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.1                           | 7.2                         | 7.2                         | 12.6                     | 8.7                   | 8.7                   | 15.8                     | 11.7                  | 11.7                  | 9.4                       | 6.6                    | 6.6                    |                          |                       |                       |                             |                          | 1303.1                           | 1455.3                        | 51.8                | 5.4                  | 7.3                    | 2.8                     | 4.7                        | 6.5                         | 12                      | 6.3                      | 10                    | 7.4                    | 5.4                       | 15.2                       | 6.5                          | 6.7                           | 5.8                 | 3.4                  | 51                           | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 60.5          | 4.6                 | 9.7                           | 1.4            | -25.2                 | -1.3                   | -0.7                           | -0.2                         | -1                        |
| DFAST 2016                | 12/31/2015          | 1027004 | Zions Bancorporation                    | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.2                           | 6.6                         | 6.6                         | 14.1                     | 8.3                   | 8.3                   | 16.1                     | 10.1                  | 10.1                  | 11.3                      | 6.5                    | 6.5                    |                          |                       |                       |                             |                          | 46.7                             | 49.8                          | 2.6                 | 6.3                  | 0.1                    | 1.1                     | 0.1                        | 3.4                         | 1.1                     | 8.5                      | 1.2                   | 6.7                    | 0                         | 15                         | 0.1                          | 10.9                          | 0.1                 | 5.5                  | 0.7                          | 1.1                           |                         |                          |                        |                         |                         |                          | 0                 | 3             | 0                   | 0                             | 0              | -2.3                  | -3.7                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          |         | 34 participating bank holding companies | 2           | Supervisory Adverse            |                         |                      |                      | 12.5                           | 11.2                        | 10.7                        | 13.9                     | 12.6                  | 12.2                  | 16.5                     | 14.8                  | 14.6                  | 9.2                       | 8.2                    | 8                      |                          | 6.3                   | 6.1                   |                             |                          | 9745.3                           | 10857.8                       | 257.4               | 3.9                  | 14.7                   | 1.2                     | 10.5                       | 2.9                         | 67.4                    | 4.3                      | 27.2                  | 3.3                    | 79.2                      | 10.7                       | 31                           | 4.4                           | 27.5                | 2.3                  | 540.9                        | 3.3                           |                         |                          |                        |                         |                         |                          | 1.6               | 263.8         | 3                   | 46.4                          | 14.9           | 214.3                 | 1.3                    | -20.8                          | -50.6                        | -80.4                     |
| DFAST 2017                | 12/31/2016          | 1562859 | Ally Financial Inc.                     | 2           | Supervisory Adverse            |                         |                      |                      | 9.4                            | 8.6                         | 8.4                         | 10.9                     | 10.2                  | 10.1                  | 12.6                     | 12.1                  | 12                    | 9.5                       | 8.8                    | 8.8                    |                          |                       |                       |                             |                          | 138.5                            | 155                           | 4.5                 | 3.6                  | 0.1                    | 1.4                     | 0.1                        | 4                           | 1.4                     | 2.9                      | 0                     | 1.2                    | 0                         | 0                          | 2.9                          | 4.6                           | 0                   | 4.6                  | 6.3                          | 3.6                           |                         |                          |                        |                         |                         |                          | 0                 | 5.3           | 0.3                 | 0                             | 0              | 0.6                   | 0.4                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1275216 | American Express Company                | 2           | Supervisory Adverse            |                         |                      |                      | 12.3                           | 12.9                        | 11.7                        | 13.5                     | 14                    | 12.9                  | 15.2                     | 15.6                  | 14.6                  | 11.6                      | 11.9                   | 11                     |                          | 10.2                  | 9.8                   |                             |                          | 131                              | 147.3                         | 8.3                 | 6.9                  | 0                      | 0                       | 0                          | 0                           | 3.1                     | 7.4                      | 0                     | 0                      | 5.2                       | 6.6                        | 0                            | 0                             | 0                   | 0                    | 20.5                         | 12                            |                         |                          |                        |                         |                         |                          | 0                 | 10.6          | 0                   | 0                             | 0              | 9.9                   | 5.8                    | 0                              | -2.6                         | -2.8                      |
| DFAST 2017                | 12/31/2016          | 5005998 | BancWest Corporation                    | 2           | Supervisory Adverse            |                         |                      |                      | 13.1                           | 11.8                        | 11.8                        | 13.4                     | 12.3                  | 12.3                  | 15.3                     | 14.3                  | 14.3                  | 11.1                      | 10.1                   | 10.1                   |                          |                       |                       |                             |                          | 80.1                             | 90.1                          | 2.9                 | 3.8                  | 0.1                    | 1.2                     | 0.1                        | 2.2                         | 1                       | 5.7                      | 0.7                   | 3.9                    | 0                         | 10.3                       | 0.6                          | 3.5                           | 0.3                 | 4.4                  | 3.1                          | 2.8                           |                         |                          |                        |                         |                         |                          | 0                 | 3.2           | 0                   | 0                             | 0              | -0.1                  | -0.1                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1073757 | Bank of America Corporation             | 2           | Supervisory Adverse            |                         |                      |                      | 12.1                           | 11.1                        | 10.6                        | 13.6                     | 12.7                  | 12.2                  | 16.3                     | 14.8                  | 14.7                  | 8.9                       | 8.2                    | 8                      |                          | 6.5                   | 6.3                   |                             |                          | 1399.5                           | 1560.7                        | 29.1                | 3                    | 2.1                    | 1                       | 2.2                        | 3.1                         | 7.9                     | 3                        | 2.8                   | 3.8                    | 9.2                       | 9.4                        | 1.3                          | 1.6                           | 3.6                 | 1.9                  | 61.5                         | 2.6                           |                         |                          |                        |                         |                         |                          | 0.8               | 28.1          | 0.6                 | 9.7                           | 2.3            | 21.6                  | 0.9                    | -1.9                           | -4.5                         | -8.3                      |
| DFAST 2017                | 12/31/2016          | 1074156 | BB&T Corporation                    | 2           | Supervisory Adverse            |                         |                      |                      | 10.2                           | 9.5                         | 9.4                         | 12                       | 11                    | 11                    | 14.1                     | 12.8                  | 12.8                  | 10                        | 9.1                    | 9.1                    |                          |                       |                       |                             |                          | 176.1                            | 197.4                         | 4.4                 | 2.9                  | 0.5                    | 1.5                     | 0.2                        | 2.1                         | 1                       | 3.7                      | 1.2                   | 3                      | 0.2                       | 10                         | 0.9                          | 4.3                           | 0.4                 | 2.1                  | 10                           | 4.2                           |                         |                          |                        |                         |                         |                          | 0                 | 4.7           | 0                   | 0                             | 0              | 5.2                   | 2.2                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1078529 | BBVA Compass Bancshares, Inc.           | 2           | Supervisory Adverse            |                         |                      |                      | 11.5                           | 10.1                        | 10.1                        | 11.9                     | 10.4                  | 10.4                  | 14.3                     | 12.7                  | 12.7                  | 9.5                       | 8.1                    | 8.1                    |                          |                       |                       |                             |                          | 66.7                             | 73.6                          | 2.3                 | 3.6                  | 0.2                    | 1.6                     | 0.1                        | 3.3                         | 0.9                     | 4.9                      | 0.6                   | 4                      | 0.1                       | 13.4                       | 0.3                          | 5.4                           | 0.1                 | 1.7                  | 2.3                          | 2.4                           |                         |                          |                        |                         |                         |                          | 0                 | 2.3           | 0                   | 0                             | 0              | 0                     | 0                      | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1245415 | BMO Financial Corp.                     | 2           | Supervisory Adverse            |                         |                      |                      | 12.5                           | 10.4                        | 10.4                        | 12.8                     | 11                    | 11                    | 15.7                     | 13.6                  | 13.6                  | 9.5                       | 8                      | 8                      |                          |                       |                       |                             |                          | 93.3                             | 103.4                         | 2.6                 | 3.7                  | 0.2                    | 2.1                     | 0.3                        | 8.6                         | 1.1                     | 3.9                      | 0.4                   | 3.9                    | 0                         | 9                          | 0.1                          | 1.7                           | 0.5                 | 3.1                  | 2.7                          | 1.9                           |                         |                          |                        |                         |                         |                          | 0                 | 2.7           | 0                   | 0                             | 0              | -0.1                  | 0                      | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 2277860 | Capital One Financial Corporation       | 2           | Supervisory Adverse            |                         |                      |                      | 10.1                           | 9.2                         | 8.6                         | 11.6                     | 10.5                  | 10                    | 14.3                     | 13.6                  | 12.4                  | 9.9                       | 8.9                    | 8.7                    |                          | 7.7                   | 7.5                   |                             |                          | 285.8                            | 323.8                         | 24.3                | 9.2                  | 0.2                    | 0.8                     | 0.1                        | 5.5                         | 2.2                     | 7.1                      | 0.8                   | 2.4                    | 17.6                      | 16.2                       | 2.9                          | 5.8                           | 0.5                 | 2.5                  | 32.6                         | 8.5                           |                         |                          |                        |                         |                         |                          | 0                 | 26.3          | 0                   | 0                             | 0.1            | 6.1                   | 1.6                    | -0.8                           | -0.6                         | -1.7                      |
| DFAST 2017                | 12/31/2016          | 1036967 | CIT Group Inc.                          | 2           | Supervisory Adverse            |                         |                      |                      | 14                             | 16.9                        | 13.3                        | 14                       | 16.9                  | 13.3                  | 14.8                     | 18.1                  | 14.2                  | 13.9                      | 13.9                   | 13.2                   |                          |                       |                       |                             |                          | 64.6                             | 50.7                          | 1.6                 | 5.2                  | 0                      | 0.6                     | 0                          | 1.9                         | 1                       | 7                        | 0.3                   | 5                      | 0                         | 0                          | 0                            | 10.2                          | 0.3                 | 7.4                  | 1.9                          | 3.2                           |                         |                          |                        |                         |                         |                          | 0                 | 1.8           | 0                   | 0                             | 0.4            | -0.4                  | -0.6                   | 0                              | -0.1                         | -0.1                      |
| DFAST 2017                | 12/31/2016          | 1951350 | Citigroup Inc.                          | 2           | Supervisory Adverse            |                         |                      |                      | 14.9                           | 12.6                        | 11.4                        | 15.8                     | 14.1                  | 13                    | 19.1                     | 16.9                  | 16.1                  | 10.1                      | 9                      | 8.3                    |                          | 6.7                   | 6.3                   |                             |                          | 1126.3                           | 1263.8                        | 32.7                | 4.9                  | 1.1                    | 1.3                     | 0.8                        | 3.8                         | 5.9                     | 3.7                      | 0.6                   | 3.5                    | 17                        | 10.8                       | 2.9                          | 9.9                           | 4.4                 | 2.2                  | 63.3                         | 3.3                           |                         |                          |                        |                         |                         |                          | 0.1               | 32.5          | 0.6                 | 5.6                           | 1.9            | 22.8                  | 1.2                    | -2.8                           | -29.4                        | -34.6                     |
| DFAST 2017                | 12/31/2016          | 1132449 | Citizens Financial Group, Inc.          | 2           | Supervisory Adverse            |                         |                      |                      | 11.2                           | 9.7                         | 9.7                         | 11.4                     | 9.9                   | 9.9                   | 14                       | 12.3                  | 12.3                  | 9.9                       | 8.4                    | 8.4                    |                          |                       |                       |                             |                          | 123.9                            | 137.4                         | 3.6                 | 3.1                  | 0.1                    | 0.6                     | 0.5                        | 3.2                         | 1.2                     | 3.5                      | 0.6                   | 3.9                    | 0.1                       | 9.3                        | 0.9                          | 3.9                           | 0.2                 | 2                    | 4.3                          | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 3.9           | 0.1                 | 0                             | 0              | 0.3                   | 0.2                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1199844 | Comerica Incorporated                   | 2           | Supervisory Adverse            |                         |                      |                      | 11.1                           | 10.7                        | 10.7                        | 11.1                     | 10.7                  | 10.7                  | 13.3                     | 12.1                  | 12.1                  | 10.2                      | 9.5                    | 9.5                    |                          |                       |                       |                             |                          | 68                               | 74.9                          | 1.3                 | 2.5                  | 0                      | 1.2                     | 0                          | 1.7                         | 0.6                     | 2.3                      | 0.3                   | 2.8                    | 0                         | 0                          | 0                            | 7.1                           | 0.2                 | 2.9                  | 2.2                          | 2.8                           |                         |                          |                        |                         |                         |                          | 0                 | 0.9           | 0                   | 0                             | 0              | 1.3                   | 1.6                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1032473 | Deutsche Bank Trust Corporation         | 2           | Supervisory Adverse            |                         |                      |                      | 64.4                           | 60.7                        | 60.7                        | 64.4                     | 60.7                  | 60.7                  | 64.7                     | 61.3                  | 61.3                  | 14.6                      | 13.4                   | 13.4                   |                          |                       |                       |                             |                          | 12.1                             | 13.3                          | 0.3                 | 2.2                  | 0.1                    | 1.5                     | 0                          | 3.4                         | 0.1                     | 3.4                      | 0.1                   | 3.3                    | 0                         | 0                          | 0                            | 3                             | 0                   | 1.2                  | 0.9                          | 1.5                           |                         |                          |                        |                         |                         |                          | 0                 | 0.3           | 0                   | 0                             | 0              | 0.5                   | 0.9                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 3846375 | Discover Financial Services             | 2           | Supervisory Adverse            |                         |                      |                      | 13.2                           | 13                          | 12                          | 13.9                     | 13.6                  | 12.7                  | 15.5                     | 15                    | 14.2                  | 12.3                      | 11.8                   | 11.4                   |                          |                       |                       |                             |                          | 80.1                             | 89                            | 8.3                 | 10.2                 | 0                      | 1.7                     | 0                          | 7.6                         | 0                       | 10.3                     | 0                     | 7                      | 6.8                       | 10.5                       | 1.5                          | 9.3                           | 0                   | 3.1                  | 13.9                         | 14                            |                         |                          |                        |                         |                         |                          | 0                 | 10            | 0                   | 0                             | 0              | 3.9                   | 3.9                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1070345 | Fifth Third Bancorp                     | 2           | Supervisory Adverse            |                         |                      |                      | 10.4                           | 9.9                         | 9.8                         | 11.5                     | 10.8                  | 10.8                  | 15                       | 13.4                  | 13.4                  | 9.9                       | 9.2                    | 9.2                    |                          |                       |                       |                             |                          | 119.6                            | 133.5                         | 3.4                 | 3.5                  | 0.4                    | 2.3                     | 0.3                        | 3.7                         | 1.3                     | 3.5                      | 0.7                   | 5.6                    | 0.3                       | 12.2                       | 0.3                          | 2.7                           | 0.2                 | 2.1                  | 5.8                          | 3.8                           |                         |                          |                        |                         |                         |                          | 0                 | 3.2           | 0                   | 0                             | 0.1            | 2.5                   | 1.7                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 3232316 | HSBC North America Holdings Inc.        | 2           | Supervisory Adverse            |                         |                      |                      | 17.9                           | 13.4                        | 13.4                        | 20.1                     | 16                    | 16                    | 25.3                     | 19.2                  | 19.2                  | 9.6                       | 7.2                    | 7.2                    |                          | 5.5                   | 5.5                   |                             |                          | 139.9                            | 148.6                         | 2.5                 | 3.3                  | 0.1                    | 0.6                     | 0                          | 2.3                         | 1.7                     | 5.3                      | 0.3                   | 2.5                    | 0.1                       | 10.5                       | 0                            | 5.7                           | 0.3                 | 2.4                  | 0.6                          | 0.2                           |                         |                          |                        |                         |                         |                          | 0.8               | 2.1           | 0                   | 0                             | 0.4            | -1.2                  | -0.4                   | 0                              | -0.7                         | -1.1                      |
| DFAST 2017                | 12/31/2016          | 1068191 | Huntington Bancshares Incorporated      | 2           | Supervisory Adverse            |                         |                      |                      | 9.6                            | 8.6                         | 8.6                         | 10.9                     | 9.9                   | 9.9                   | 13.1                     | 11.4                  | 11.4                  | 8.7                       | 7.7                    | 7.7                    |                          |                       |                       |                             |                          | 78.3                             | 86.8                          | 2                   | 2.9                  | 0.2                    | 1.7                     | 0.2                        | 2.4                         | 0.6                     | 3.1                      | 0.5                   | 3.7                    | 0.1                       | 10.5                       | 0.4                          | 2.8                           | 0.1                 | 2.4                  | 3.6                          | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 2.1           | 0.1                 | 0                             | 0              | 1.3                   | 1.2                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1039502 | JPMorgan Chase & Co.                | 2           | Supervisory Adverse            |                         |                      |                      | 12.5                           | 11.1                        | 10.7                        | 14.2                     | 12.6                  | 12.3                  | 16.4                     | 14.6                  | 14.3                  | 8.4                       | 7.3                    | 7.2                    |                          | 5.7                   | 5.6                   |                             |                          | 1465                             | 1637.3                        | 36.3                | 3.8                  | 2                      | 0.9                     | 1.4                        | 2.7                         | 10.8                    | 6.5                      | 2.1                   | 1.9                    | 12.2                      | 8.8                        | 2.4                          | 3.3                           | 5.4                 | 2.9                  | 85.9                         | 3.2                           |                         |                          |                        |                         |                         |                          | 0                 | 36.3          | 0.1                 | 12.4                          | 0.6            | 36.5                  | 1.4                    | -4.2                           | -0.6                         | -5.3                      |
| DFAST 2017                | 12/31/2016          | 1068025 | KeyCorp                                 | 2           | Supervisory Adverse            |                         |                      |                      | 9.5                            | 8.6                         | 8.6                         | 10.9                     | 9.3                   | 9.3                   | 12.9                     | 11.1                  | 11.1                  | 9.9                       | 8.4                    | 8.4                    |                          |                       |                       |                             |                          | 121.7                            | 135.8                         | 3.3                 | 3.6                  | 0.2                    | 2.3                     | 0.3                        | 2.9                         | 1.2                     | 3.7                      | 0.9                   | 4.8                    | 0.1                       | 10                         | 0.4                          | 5.5                           | 0.3                 | 1.8                  | 4.7                          | 3.2                           |                         |                          |                        |                         |                         |                          | 0                 | 3.6           | 0                   | 0                             | 0.1            | 0.9                   | 0.6                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1037003 | M&T Bank Corporation                | 2           | Supervisory Adverse            |                         |                      |                      | 10.7                           | 9.6                         | 9.5                         | 11.9                     | 10.7                  | 10.6                  | 14.1                     | 12.3                  | 12.3                  | 10                        | 8.8                    | 8.8                    |                          |                       |                       |                             |                          | 101.4                            | 112.2                         | 3.1                 | 3.3                  | 0.7                    | 3                       | 0.2                        | 3.2                         | 0.6                     | 3                        | 1.2                   | 3.5                    | 0                         | 10.5                       | 0.3                          | 4.1                           | 0.1                 | 2.2                  | 5.6                          | 4.2                           |                         |                          |                        |                         |                         |                          | 0                 | 3.2           | 0                   | 0                             | 0.1            | 2.3                   | 1.8                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 2162966 | Morgan Stanley                          | 2           | Supervisory Adverse            |                         |                      |                      | 17.8                           | 13.9                        | 13.2                        | 20                       | 16.1                  | 15.6                  | 23.2                     | 18.8                  | 18.5                  | 8.4                       | 6.6                    | 6.4                    |                          | 5                     | 4.9                   |                             |                          | 340.2                            | 372.8                         | 2.3                 | 2                    | 0.2                    | 0.9                     | 0                          | 3.2                         | 0.8                     | 6.9                      | 0.2                   | 2.1                    | 0                         | 0                          | 0.1                          | 0.6                           | 0.9                 | 1.9                  | 9.4                          | 1.1                           |                         |                          |                        |                         |                         |                          | 0                 | 2.7           | 0                   | 4.8                           | 3.7            | -1.9                  | -0.2                   | -0.2                           | -2.2                         | -2.8                      |
| DFAST 2017                | 12/31/2016          | 1378434 | MUFG Americas Holdings Corporation      | 2           | Supervisory Adverse            |                         |                      |                      | 14.8                           | 14.4                        | 14.3                        | 14.8                     | 14.4                  | 14.3                  | 16.4                     | 15.5                  | 15.5                  | 9.9                       | 9.4                    | 9.4                    |                          |                       |                       |                             |                          | 99.9                             | 110.7                         | 2.1                 | 2.6                  | 0.3                    | 0.8                     | 0                          | 1.5                         | 0.9                     | 4.5                      | 0.6                   | 3.5                    | 0                         | 10.5                       | 0.1                          | 10.2                          | 0.2                 | 2.1                  | 3.8                          | 2.4                           |                         |                          |                        |                         |                         |                          | 0                 | 2.1           | 0                   | 0                             | 0.3            | 1.3                   | 0.8                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1199611 | Northern Trust Corporation              | 2           | Supervisory Adverse            |                         |                      |                      | 11.8                           | 11.8                        | 11.4                        | 12.9                     | 12.9                  | 12.5                  | 14.5                     | 14.2                  | 14.1                  | 8                         | 7.7                    | 7.6                    |                          | 6.6                   | 6.5                   |                             |                          | 72                               | 79.5                          | 0.9                 | 2.5                  | 0.1                    | 0.9                     | 0.1                        | 4.7                         | 0.2                     | 2.6                      | 0.2                   | 3.4                    | 0                         | 0                          | 0                            | 11.1                          | 0.4                 | 2.6                  | 3.9                          | 2.9                           |                         |                          |                        |                         |                         |                          | 0                 | 1.1           | 0                   | 0                             | 0              | 2.8                   | 2.1                    | 0                              | -0.2                         | -0.4                      |
| DFAST 2017                | 12/31/2016          | 3242838 | Regions Financial Corporation           | 2           | Supervisory Adverse            |                         |                      |                      | 11.2                           | 10.1                        | 10.1                        | 12                       | 10.8                  | 10.8                  | 14.2                     | 12.6                  | 12.6                  | 10.2                      | 9                      | 9                      |                          |                       |                       |                             |                          | 102.5                            | 113.2                         | 3.3                 | 3.9                  | 0.3                    | 2                       | 0.3                        | 3.6                         | 1.1                     | 4.7                      | 0.8                   | 5.5                    | 0.1                       | 11.5                       | 0.4                          | 5.6                           | 0.2                 | 1.7                  | 4.8                          | 3.5                           |                         |                          |                        |                         |                         |                          | 0                 | 3.3           | 0                   | 0                             | 0              | 1.4                   | 1                      | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 3981856 | Santander Holdings USA, Inc.            | 2           | Supervisory Adverse            |                         |                      |                      | 14.5                           | 15.9                        | 14.3                        | 16.1                     | 17.3                  | 15.9                  | 18                       | 19                    | 17.8                  | 12.5                      | 13.4                   | 12.2                   |                          |                       |                       |                             |                          | 104.3                            | 117.7                         | 5.6                 | 6.2                  | 0.1                    | 1.7                     | 0.2                        | 2.6                         | 0.5                     | 2.7                      | 0.5                   | 2.8                    | 0.1                       | 10.5                       | 3.6                          | 12.6                          | 0.6                 | 6.7                  | 8                            | 5.4                           |                         |                          |                        |                         |                         |                          | 0                 | 3.8           | 0                   | 0                             | 0.1            | 4.1                   | 2.8                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1111435 | State Street Corporation                | 2           | Supervisory Adverse            |                         |                      |                      | 11.6                           | 9.9                         | 8.6                         | 14.7                     | 12.8                  | 11.6                  | 16                       | 13.7                  | 12.7                  | 6.5                       | 5.5                    | 5.1                    |                          | 5                     | 4.6                   |                             |                          | 99.9                             | 109.4                         | 0.4                 | 2.1                  | 0                      | 0                       | 0                          | 0                           | 0.1                     | 3.7                      | 0                     | 2.9                    | 0                         | 0                          | 0                            | 0.6                           | 0.3                 | 1.8                  | 6.1                          | 2.3                           |                         |                          |                        |                         |                         |                          | 0                 | 0.5           | 0.2                 | 0.5                           | 0              | 4.8                   | 1.9                    | -1.2                           | -1.9                         | -3.3                      |
| DFAST 2017                | 12/31/2016          | 1131787 | SunTrust Banks, Inc.                    | 2           | Supervisory Adverse            |                         |                      |                      | 9.6                            | 8.6                         | 8.5                         | 10.3                     | 9.2                   | 9.1                   | 12.3                     | 10.9                  | 10.9                  | 9.2                       | 8.2                    | 8.2                    |                          |                       |                       |                             |                          | 176.8                            | 199.2                         | 4.2                 | 2.8                  | 0.5                    | 1.7                     | 0.4                        | 3.1                         | 1.4                     | 2.9                      | 0.6                   | 3.3                    | 0.2                       | 10.5                       | 1                            | 3.7                           | 0.2                 | 1.3                  | 7.8                          | 3.6                           |                         |                          |                        |                         |                         |                          | 0                 | 4.3           | 0                   | 0                             | 0.8            | 2.7                   | 1.2                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 3606542 | TD Group US Holdings LLC                | 2           | Supervisory Adverse            |                         |                      |                      | 13.6                           | 13.9                        | 13.2                        | 13.7                     | 13.9                  | 13.2                  | 14.8                     | 14.8                  | 14.3                  | 7.8                       | 7.6                    | 7.4                    |                          | 7                     | 6.8                   |                             |                          | 188.7                            | 223.8                         | 5.9                 | 3.6                  | 0.5                    | 1.8                     | 0.4                        | 3.9                         | 1.3                     | 3.7                      | 0.9                   | 3.3                    | 1.8                       | 15.2                       | 0.4                          | 1.7                           | 0.5                 | 2                    | 9                            | 2.3                           |                         |                          |                        |                         |                         |                          | 0                 | 5.9           | 0                   | 0                             | 0              | 3.1                   | 0.8                    | -0.7                           | 0                            | -0.7                      |
| DFAST 2017                | 12/31/2016          | 3587146 | The Bank of New York Mellon Corporation | 2           | Supervisory Adverse            |                         |                      |                      | 12.3                           | 13.3                        | 11                          | 14.5                     | 15.4                  | 13.3                  | 15.2                     | 16                    | 13.8                  | 6.6                       | 6.8                    | 6                      |                          | 6.2                   | 5.6                   |                             |                          | 147.7                            | 162.8                         | 1.1                 | 1.6                  | 0.1                    | 1.4                     | 0                          | 3.6                         | 0.1                     | 2.2                      | 0.1                   | 3.7                    | 0                         | 0                          | 0.2                          | 7.3                           | 0.5                 | 1.1                  | 13                           | 3.6                           |                         |                          |                        |                         |                         |                          | 0                 | 1.3           | 0                   | 0.2                           | 0              | 11.5                  | 3.2                    | -0.7                           | -3.2                         | -4.4                      |
| DFAST 2017                | 12/31/2016          | 2380443 | The Goldman Sachs Group, Inc.           | 2           | Supervisory Adverse            |                         |                      |                      | 14.5                           | 11.5                        | 11.4                        | 16.6                     | 13.4                  | 13.3                  | 19.8                     | 16.2                  | 16.1                  | 9.4                       | 7.4                    | 7.4                    |                          | 5.1                   | 5.1                   |                             |                          | 496.7                            | 546.1                         | 4.4                 | 5.7                  | 1.3                    | 49.8                    | 0                          | 3.2                         | 1.3                     | 7                        | 0.2                   | 4                      | 0                         | 0                          | 0.1                          | 4.4                           | 1.6                 | 3.1                  | 10.1                         | 1.1                           |                         |                          |                        |                         |                         |                          | 0                 | 4.7           | 0                   | 9.7                           | 2.7            | -7.1                  | -0.8                   | 0                              | -1.1                         | -1.2                      |
| DFAST 2017                | 12/31/2016          | 1069778 | The PNC Financial Services Group, Inc.  | 2           | Supervisory Adverse            |                         |                      |                      | 10.6                           | 9.5                         | 9                           | 12                       | 10.6                  | 10.2                  | 14.3                     | 12.2                  | 12.1                  | 10.1                      | 8.9                    | 8.7                    |                          | 7.5                   | 7.3                   |                             |                          | 300.5                            | 339                           | 5.8                 | 2.6                  | 0.2                    | 0.9                     | 0.2                        | 1.1                         | 2.9                     | 3.8                      | 1.1                   | 2.8                    | 0.5                       | 9.5                        | 0.6                          | 2.5                           | 0.4                 | 1.1                  | 15.7                         | 4                             |                         |                          |                        |                         |                         |                          | 0                 | 5.6           | 0.1                 | 0                             | 0.3            | 9.7                   | 2.5                    | -1.3                           | -0.4                         | -1.8                      |
| DFAST 2017                | 12/31/2016          | 1119794 | U.S. Bancorp                            | 2           | Supervisory Adverse            |                         |                      |                      | 9.4                            | 9                           | 8.7                         | 11                       | 10.4                  | 10.1                  | 13.2                     | 12.1                  | 12                    | 9                         | 8.4                    | 8.3                    |                          | 6.8                   | 6.7                   |                             |                          | 358.2                            | 402.7                         | 11.6                | 4                    | 0.5                    | 0.9                     | 0.5                        | 3                           | 4                       | 5.3                      | 1.9                   | 4.7                    | 2.7                       | 11.9                       | 1                            | 2.6                           | 0.8                 | 3.2                  | 25.1                         | 5.2                           |                         |                          |                        |                         |                         |                          | 0                 | 11.8          | 0                   | 0                             | 0              | 13.3                  | 2.8                    | -0.2                           | -1                           | -1.8                      |
| DFAST 2017                | 12/31/2016          | 1120754 | Wells Fargo & Company               | 2           | Supervisory Adverse            |                         |                      |                      | 11.1                           | 10.5                        | 9.9                         | 12.8                     | 12                    | 11.4                  | 16.1                     | 14.7                  | 14.5                  | 8.9                       | 8.3                    | 8                      |                          | 7.1                   | 6.8                   |                             |                          | 1336.2                           | 1491                          | 31.1                | 3.1                  | 2.2                    | 0.8                     | 1.5                        | 2.3                         | 8.3                     | 4.2                      | 5.3                   | 3.5                    | 4.7                       | 12                         | 5.2                          | 5.2                           | 3.9                 | 2.1                  | 90.4                         | 4.4                           |                         |                          |                        |                         |                         |                          | 0                 | 31.7          | 0.7                 | 3.4                           | 0.9            | 53.8                  | 2.6                    | -6.9                           | -2                           | -10.1                     |
| DFAST 2017                | 12/31/2016          | 1027004 | Zions Bancorporation                    | 2           | Supervisory Adverse            |                         |                      |                      | 12.1                           | 11                          | 11                          | 13.5                     | 12.3                  | 12.3                  | 15.2                     | 13.7                  | 13.7                  | 11.1                      | 9.9                    | 9.9                    |                          |                       |                       |                             |                          | 49.9                             | 55.2                          | 1.7                 | 3.7                  | 0                      | 0.3                     | 0                          | 1.4                         | 0.7                     | 5.8                      | 0.7                   | 3.6                    | 0                         | 10.5                       | 0                            | 7.3                           | 0.2                 | 4.6                  | 2.2                          | 3.2                           |                         |                          |                        |                         |                         |                          | 0                 | 1.6           | 0                   | 0                             | 0              | 0.5                   | 0.8                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          |         | 34 participating bank holding companies | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.5                           | 9.4                         | 9.2                         | 13.9                     | 10.8                  | 10.6                  | 16.5                     | 13.3                  | 13.3                  | 9.2                       | 7                      | 7                      |                          | 5.5                   | 5.4                   |                             |                          | 9745.3                           | 10548                         | 383.1               | 5.8                  | 26.5                   | 2.2                     | 16.6                       | 4.5                         | 99.8                    | 6.4                      | 56.1                  | 7                      | 100                       | 13.7                       | 41.1                         | 5.9                           | 43.1                | 3.6                  | 417.6                        | 2.6                           |                         |                          |                        |                         |                         |                          | 1.6               | 420.9         | 5.2                 | 86                            | 18.3           | -111.3                | -0.7                   | 2.1                            | -50.6                        | -57.4                     |
| DFAST 2017                | 12/31/2016          | 1562859 | Ally Financial Inc.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.4                            | 6.5                         | 6.5                         | 10.9                     | 8.1                   | 8.1                   | 12.6                     | 10.1                  | 10.1                  | 9.5                       | 7                      | 7                      |                          |                       |                       |                             |                          | 138.5                            | 150.1                         | 6.5                 | 5.2                  | 0.2                    | 2.4                     | 0.1                        | 6.3                         | 2                       | 4.3                      | 0.1                   | 2.2                    | 0                         | 0                          | 4.1                          | 6.6                           | 0                   | 7.5                  | 5.1                          | 3                             |                         |                          |                        |                         |                         |                          | 0                 | 7.7           | 0.5                 | 0                             | 0              | -3.1                  | -1.8                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1275216 | American Express Company                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.3                           | 10.8                        | 10.6                        | 13.5                     | 11.9                  | 11.7                  | 15.2                     | 13.6                  | 13.4                  | 11.6                      | 10.3                   | 10.3                   |                          | 8.9                   | 8.9                   |                             |                          | 131                              | 145                           | 10.9                | 9.1                  | 0                      | 0                       | 0                          | 0                           | 4.2                     | 10.2                     | 0                     | 0                      | 6.7                       | 8.6                        | 0                            | 0                             | 0                   | 0                    | 19.1                         | 11.4                          |                         |                          |                        |                         |                         |                          | 0                 | 14.3          | 0                   | 0                             | 0              | 4.8                   | 2.9                    | 0                              | -2.6                         | -2.8                      |
| DFAST 2017                | 12/31/2016          | 5005998 | BancWest Corporation                    | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.1                           | 9.1                         | 9.1                         | 13.4                     | 9.5                   | 9.5                   | 15.3                     | 11.6                  | 11.6                  | 11.1                      | 7.9                    | 7.9                    |                          |                       |                       |                             |                          | 80.1                             | 87.2                          | 4.7                 | 6.4                  | 0.2                    | 2.3                     | 0.1                        | 3.9                         | 1.5                     | 8.8                      | 1.4                   | 7.6                    | 0.1                       | 13                         | 1                            | 5.6                           | 0.4                 | 6.6                  | 2.4                          | 2.2                           |                         |                          |                        |                         |                         |                          | 0                 | 5.5           | 0                   | 0                             | 0              | -3.1                  | -2.8                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1073757 | Bank of America Corporation             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.1                           | 8.9                         | 8.9                         | 13.6                     | 10.5                  | 10.5                  | 16.3                     | 13.2                  | 13.2                  | 8.9                       | 6.8                    | 6.8                    |                          | 5.4                   | 5.4                   |                             |                          | 1399.5                           | 1505.5                        | 45                  | 4.6                  | 4.1                    | 2.1                     | 3.5                        | 5.1                         | 12.1                    | 4.7                      | 5.9                   | 8                      | 11.7                      | 12.2                       | 1.9                          | 2.2                           | 5.7                 | 3                    | 40.2                         | 1.7                           |                         |                          |                        |                         |                         |                          | 0.8               | 48.2          | 0.9                 | 15.7                          | 2.7            | -26.4                 | -1.1                   | 4.5                            | -4.5                         | -1.9                      |
| DFAST 2017                | 12/31/2016          | 1074156 | BB&T Corporation                    | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.2                           | 7.9                         | 7.9                         | 12                       | 9.5                   | 9.5                   | 14.1                     | 11.7                  | 11.7                  | 10                        | 7.9                    | 7.9                    |                          |                       |                       |                             |                          | 176.1                            | 192.7                         | 7.1                 | 4.7                  | 0.8                    | 2.5                     | 0.3                        | 3.2                         | 1.5                     | 5.2                      | 2.3                   | 6                      | 0.3                       | 13.2                       | 1.3                          | 6.3                           | 0.6                 | 3.4                  | 7.9                          | 3.4                           |                         |                          |                        |                         |                         |                          | 0                 | 8             | 0                   | 0                             | 0              | -0.2                  | -0.1                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1078529 | BBVA Compass Bancshares, Inc.           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.5                           | 7.7                         | 7.7                         | 11.9                     | 8                     | 8                     | 14.3                     | 10.5                  | 10.5                  | 9.5                       | 6.3                    | 6.3                    |                          |                       |                       |                             |                          | 66.7                             | 71.7                          | 3.7                 | 5.9                  | 0.4                    | 2.9                     | 0.1                        | 4.8                         | 1.4                     | 7.1                      | 1.1                   | 8.2                    | 0.1                       | 16.9                       | 0.3                          | 7                             | 0.2                 | 2.5                  | 1.6                          | 1.8                           |                         |                          |                        |                         |                         |                          | 0                 | 4             | 0                   | 0                             | 0              | -2.4                  | -2.6                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1245415 | BMO Financial Corp.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.5                           | 8                           | 8                           | 12.8                     | 8.7                   | 8.7                   | 15.7                     | 11.7                  | 11.7                  | 9.5                       | 6.4                    | 6.4                    |                          |                       |                       |                             |                          | 93.3                             | 99.7                          | 4                   | 5.7                  | 0.2                    | 3.2                     | 0.4                        | 10.4                        | 1.7                     | 5.9                      | 0.7                   | 7.9                    | 0.1                       | 11.7                       | 0.1                          | 2.4                           | 0.7                 | 4.9                  | 1.7                          | 1.3                           |                         |                          |                        |                         |                         |                          | 0                 | 4.4           | 0                   | 0                             | 0              | -2.6                  | -2                     | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 2277860 | Capital One Financial Corporation       | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.1                           | 7                           | 7                           | 11.6                     | 8.4                   | 8.4                   | 14.3                     | 11.6                  | 10.9                  | 9.9                       | 7.3                    | 7.3                    |                          | 6.3                   | 6.3                   |                             |                          | 285.8                            | 319.7                         | 31.7                | 12.2                 | 0.2                    | 1.1                     | 0.1                        | 7                           | 3.1                     | 10.2                     | 1.6                   | 5.3                    | 21.7                      | 20.3                       | 4.1                          | 8.1                           | 0.8                 | 4.3                  | 29.6                         | 7.8                           |                         |                          |                        |                         |                         |                          | 0                 | 35.4          | 0                   | 0                             | 0.1            | -5.9                  | -1.6                   | -0.3                           | -0.6                         | -1.2                      |
| DFAST 2017                | 12/31/2016          | 1036967 | CIT Group Inc.                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14                             | 14.5                        | 12.9                        | 14                       | 14.5                  | 12.9                  | 14.8                     | 15.8                  | 14                    | 13.9                      | 11.9                   | 11.9                   |                          |                       |                       |                             |                          | 64.6                             | 48.7                          | 2.6                 | 8.6                  | 0.1                    | 1.3                     | 0                          | 2.6                         | 1.4                     | 10.3                     | 0.7                   | 10.9                   | 0                         | 0                          | 0                            | 12.9                          | 0.4                 | 11.1                 | 1.6                          | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 3             | 0                   | 0                             | 0.4            | -1.9                  | -3.3                   | 0                              | -0.1                         | -0.1                      |
| DFAST 2017                | 12/31/2016          | 1951350 | Citigroup Inc.                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.9                           | 10.8                        | 9.7                         | 15.8                     | 12.3                  | 11.3                  | 19.1                     | 15.4                  | 14.5                  | 10.1                      | 7.8                    | 7.3                    |                          | 5.9                   | 5.5                   |                             |                          | 1126.3                           | 1220.3                        | 44.5                | 6.8                  | 2.1                    | 2.6                     | 1.4                        | 6.9                         | 8.1                     | 5.1                      | 1.3                   | 7.8                    | 21.4                      | 13.7                       | 3.5                          | 12.1                          | 6.8                 | 3.5                  | 49                           | 2.6                           |                         |                          |                        |                         |                         |                          | 0.1               | 47.6          | 1.1                 | 8.3                           | 2.1            | -9.9                  | -0.5                   | 0.8                            | -29.4                        | -31.1                     |
| DFAST 2017                | 12/31/2016          | 1132449 | Citizens Financial Group, Inc.          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.2                           | 7.7                         | 7.7                         | 11.4                     | 7.8                   | 7.8                   | 14                       | 10.4                  | 10.4                  | 9.9                       | 6.8                    | 6.8                    |                          |                       |                       |                             |                          | 123.9                            | 133.5                         | 5.4                 | 4.8                  | 0.2                    | 1.2                     | 0.7                        | 4.5                         | 1.8                     | 5.5                      | 1.1                   | 7.9                    | 0.2                       | 11.9                       | 1.1                          | 4.9                           | 0.3                 | 3.3                  | 3.2                          | 2                             |                         |                          |                        |                         |                         |                          | 0                 | 6.2           | 0.1                 | 0                             | 0              | -3.1                  | -2                     | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1199844 | Comerica Incorporated                   | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.1                           | 9.4                         | 9.4                         | 11.1                     | 9.4                   | 9.4                   | 13.3                     | 11                    | 11                    | 10.2                      | 8.5                    | 8.5                    |                          |                       |                       |                             |                          | 68                               | 72.9                          | 2.2                 | 4.2                  | 0                      | 2.2                     | 0.1                        | 3.1                         | 1                       | 3.5                      | 0.7                   | 6                      | 0                         | 0                          | 0.1                          | 8.4                           | 0.3                 | 4.8                  | 1.6                          | 2.1                           |                         |                          |                        |                         |                         |                          | 0                 | 2             | 0                   | 0                             | 0              | -0.4                  | -0.5                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1032473 | Deutsche Bank Trust Corporation         | 3           | Supervisory Severely Adverse   |                         |                      |                      | 64.4                           | 60.2                        | 60.2                        | 64.4                     | 60.2                  | 60.2                  | 64.7                     | 61.2                  | 61.2                  | 14.6                      | 13.5                   | 13.5                   |                          |                       |                       |                             |                          | 12.1                             | 13                            | 0.5                 | 3.7                  | 0.1                    | 2.2                     | 0                          | 4.7                         | 0.1                     | 4.9                      | 0.2                   | 7.4                    | 0                         | 0                          | 0                            | 3.7                           | 0.1                 | 1.8                  | 0.7                          | 1.3                           |                         |                          |                        |                         |                         |                          | 0                 | 0.6           | 0                   | 0                             | 0              | 0.2                   | 0.3                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 3846375 | Discover Financial Services             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.2                           | 10.8                        | 10.4                        | 13.9                     | 11.4                  | 11                    | 15.5                     | 12.8                  | 12.4                  | 12.3                      | 10.1                   | 10                     |                          |                       |                       |                             |                          | 80.1                             | 87                            | 10.5                | 13                   | 0                      | 2.7                     | 0                          | 9.4                         | 0                       | 13.8                     | 0                     | 15.5                   | 8.7                       | 13.5                       | 1.8                          | 11                            | 0                   | 5.1                  | 13.1                         | 13.5                          |                         |                          |                        |                         |                         |                          | 0                 | 12.6          | 0                   | 0                             | 0              | 0.6                   | 0.6                    | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1070345 | Fifth Third Bancorp                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.4                           | 8                           | 8                           | 11.5                     | 9                     | 9                     | 15                       | 12                    | 12                    | 9.9                       | 7.7                    | 7.7                    |                          |                       |                       |                             |                          | 119.6                            | 130.2                         | 5.4                 | 5.6                  | 0.5                    | 3.2                     | 0.4                        | 4.9                         | 2                       | 5.5                      | 1.4                   | 11.8                   | 0.4                       | 16.6                       | 0.4                          | 3.7                           | 0.4                 | 3.4                  | 4.3                          | 2.9                           |                         |                          |                        |                         |                         |                          | 0                 | 5.6           | 0                   | 0                             | 0.1            | -1.4                  | -0.9                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 3232316 | HSBC North America Holdings Inc.        | 3           | Supervisory Severely Adverse   |                         |                      |                      | 17.9                           | 12.9                        | 12.9                        | 20.1                     | 15.6                  | 15.6                  | 25.3                     | 19.3                  | 19.3                  | 9.6                       | 7.1                    | 7.1                    |                          | 5.4                   | 5.4                   |                             |                          | 139.9                            | 143                           | 3.9                 | 5.3                  | 0.3                    | 1.5                     | 0.1                        | 3.7                         | 2.4                     | 7.6                      | 0.7                   | 5.9                    | 0.1                       | 13.5                       | 0                            | 7                             | 0.4                 | 3.9                  | -1.4                         | -0.5                          |                         |                          |                        |                         |                         |                          | 0.8               | 4             | 0                   | 0                             | 0.6            | -5.2                  | -1.8                   | 1.8                            | -0.7                         | 0.7                       |
| DFAST 2017                | 12/31/2016          | 1068191 | Huntington Bancshares Incorporated      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.6                            | 7                           | 7                           | 10.9                     | 8.3                   | 8.3                   | 13.1                     | 10.1                  | 10.1                  | 8.7                       | 6.6                    | 6.6                    |                          |                       |                       |                             |                          | 78.3                             | 84.9                          | 3.2                 | 4.6                  | 0.3                    | 2.8                     | 0.3                        | 3.4                         | 1                       | 4.8                      | 0.8                   | 7                      | 0.1                       | 13.5                       | 0.6                          | 4.2                           | 0.2                 | 3.9                  | 2.8                          | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 3.5           | 0.1                 | 0                             | 0              | -0.8                  | -0.8                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1039502 | JPMorgan Chase & Co.                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.5                           | 9.3                         | 9.1                         | 14.2                     | 10.9                  | 10.7                  | 16.4                     | 13.3                  | 12.9                  | 8.4                       | 6.4                    | 6.4                    |                          | 5                     | 5                     |                             |                          | 1465                             | 1596.2                        | 54                  | 5.7                  | 4.1                    | 1.8                     | 2.3                        | 4.4                         | 15.9                    | 9.7                      | 4.3                   | 3.8                    | 15.7                      | 11.5                       | 3.2                          | 4.3                           | 8.6                 | 4.7                  | 66.5                         | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 58.8          | 0.1                 | 25.2                          | 0.6            | -18.3                 | -0.7                   | -1.1                           | -0.6                         | -2.2                      |
| DFAST 2017                | 12/31/2016          | 1068025 | KeyCorp                                 | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.5                            | 6.8                         | 6.8                         | 10.9                     | 7.5                   | 7.5                   | 12.9                     | 9.7                   | 9.7                   | 9.9                       | 6.8                    | 6.8                    |                          |                       |                       |                             |                          | 121.7                            | 132.9                         | 5.4                 | 5.9                  | 0.3                    | 3.3                     | 0.4                        | 3.9                         | 2                       | 6                        | 1.8                   | 9.8                    | 0.1                       | 12.8                       | 0.5                          | 6.9                           | 0.4                 | 2.8                  | 3.4                          | 2.4                           |                         |                          |                        |                         |                         |                          | 0                 | 6.1           | 0                   | 0                             | 0.1            | -2.8                  | -1.9                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1037003 | M&T Bank Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.7                           | 7.9                         | 7.9                         | 11.9                     | 9                     | 9                     | 14.1                     | 11                    | 11                    | 10                        | 7.5                    | 7.5                    |                          |                       |                       |                             |                          | 101.4                            | 110.1                         | 5                   | 5.4                  | 1                      | 4.2                     | 0.3                        | 4.3                         | 0.8                     | 4.2                      | 2.4                   | 7.1                    | 0.1                       | 13.5                       | 0.4                          | 6                             | 0.2                 | 3.6                  | 4.7                          | 3.6                           |                         |                          |                        |                         |                         |                          | 0                 | 5.5           | 0                   | 0                             | 0.1            | -0.9                  | -0.7                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 2162966 | Morgan Stanley                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 17.8                           | 11.1                        | 9.4                         | 20                       | 13.4                  | 11.7                  | 23.2                     | 16.3                  | 14.9                  | 8.4                       | 5.5                    | 4.9                    |                          | 4.2                   | 3.8                   |                             |                          | 340.2                            | 359.8                         | 3.6                 | 3.2                  | 0.4                    | 1.6                     | 0                          | 4.5                         | 1.2                     | 10.4                     | 0.5                   | 5                      | 0                         | 0                          | 0.1                          | 0.6                           | 1.4                 | 3                    | 4.9                          | 0.6                           |                         |                          |                        |                         |                         |                          | 0                 | 4.5           | 0                   | 9.5                           | 4.7            | -13.8                 | -1.6                   | 0.7                            | -2.2                         | -1.9                      |
| DFAST 2017                | 12/31/2016          | 1378434 | MUFG Americas Holdings Corporation      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.8                           | 12.5                        | 12.5                        | 14.8                     | 12.5                  | 12.5                  | 16.4                     | 14.1                  | 14.1                  | 9.9                       | 8.2                    | 8.2                    |                          |                       |                       |                             |                          | 99.9                             | 107.9                         | 3.9                 | 4.8                  | 0.6                    | 1.9                     | 0.1                        | 3.4                         | 1.4                     | 7.2                      | 1.3                   | 7.5                    | 0                         | 13.5                       | 0.1                          | 12.9                          | 0.3                 | 3.5                  | 2.8                          | 1.8                           |                         |                          |                        |                         |                         |                          | 0                 | 4.4           | 0                   | 0                             | 0.3            | -1.9                  | -1.2                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1199611 | Northern Trust Corporation              | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.8                           | 11                          | 10.9                        | 12.9                     | 12.1                  | 12.1                  | 14.5                     | 13.7                  | 13.7                  | 8                         | 7.4                    | 7.4                    |                          | 6.2                   | 6.2                   |                             |                          | 72                               | 77.5                          | 1.5                 | 4.4                  | 0.1                    | 1.7                     | 0.1                        | 7.2                         | 0.3                     | 4.2                      | 0.3                   | 7.3                    | 0                         | 0                          | 0                            | 13.8                          | 0.6                 | 4.2                  | 3.1                          | 2.4                           |                         |                          |                        |                         |                         |                          | 0                 | 1.9           | 0                   | 0                             | 0              | 1.2                   | 0.9                    | 0.2                            | -0.2                         | -0.2                      |
| DFAST 2017                | 12/31/2016          | 3242838 | Regions Financial Corporation           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.2                           | 8.2                         | 8.2                         | 12                       | 8.9                   | 8.9                   | 14.2                     | 11                    | 11                    | 10.2                      | 7.5                    | 7.5                    |                          |                       |                       |                             |                          | 102.5                            | 110.6                         | 5.1                 | 6.1                  | 0.5                    | 3.2                     | 0.4                        | 4.9                         | 1.7                     | 7.2                      | 1.5                   | 10.4                   | 0.2                       | 15.2                       | 0.4                          | 7.1                           | 0.4                 | 2.7                  | 3.8                          | 2.9                           |                         |                          |                        |                         |                         |                          | 0                 | 5.6           | 0                   | 0                             | 0              | -1.8                  | -1.4                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 3981856 | Santander Holdings USA, Inc.            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.5                           | 12.4                        | 12.4                        | 16.1                     | 13.6                  | 13.6                  | 18                       | 15.3                  | 15.3                  | 12.5                      | 10.5                   | 10.5                   |                          |                       |                       |                             |                          | 104.3                            | 113.7                         | 8.1                 | 9.1                  | 0.2                    | 2.7                     | 0.2                        | 3.7                         | 0.8                     | 4                        | 1                     | 5.7                    | 0.1                       | 13.2                       | 4.9                          | 17.5                          | 0.8                 | 10                   | 7                            | 4.8                           |                         |                          |                        |                         |                         |                          | 0                 | 7             | 0                   | 0                             | 0.2            | -0.2                  | -0.1                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 1111435 | State Street Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.6                           | 8.7                         | 7.4                         | 14.7                     | 11.6                  | 10.4                  | 16                       | 12.6                  | 11.5                  | 6.5                       | 5.1                    | 4.6                    |                          | 4.6                   | 4.2                   |                             |                          | 99.9                             | 106.9                         | 0.6                 | 3.1                  | 0                      | 0                       | 0                          | 0                           | 0.2                     | 6.2                      | 0                     | 6.6                    | 0                         | 0                          | 0                            | 0.6                           | 0.4                 | 2.5                  | 4.2                          | 1.6                           |                         |                          |                        |                         |                         |                          | 0                 | 0.8           | 0.4                 | 0.9                           | 0              | 2.1                   | 0.8                    | -1                             | -1.9                         | -3                        |
| DFAST 2017                | 12/31/2016          | 1131787 | SunTrust Banks, Inc.                    | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.6                            | 7.1                         | 7.1                         | 10.3                     | 7.7                   | 7.7                   | 12.3                     | 9.8                   | 9.8                   | 9.2                       | 7                      | 7                      |                          |                       |                       |                             |                          | 176.8                            | 194.5                         | 6.7                 | 4.5                  | 0.8                    | 2.9                     | 0.5                        | 4.4                         | 2.2                     | 4.7                      | 1.3                   | 6.9                    | 0.2                       | 14.1                       | 1.3                          | 4.9                           | 0.3                 | 2.1                  | 5.7                          | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 7.4           | 0                   | 0                             | 1.1            | -2.8                  | -1.3                   | 0                              | 0                            | 0                         |
| DFAST 2017                | 12/31/2016          | 3606542 | TD Group US Holdings LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.6                           | 11.9                        | 11.3                        | 13.7                     | 11.9                  | 11.3                  | 14.8                     | 13.1                  | 12.7                  | 7.8                       | 6.6                    | 6.4                    |                          | 6                     | 5.8                   |                             |                          | 188.7                            | 218.4                         | 8.8                 | 5.5                  | 0.7                    | 2.7                     | 0.5                        | 5.1                         | 2.1                     | 5.8                      | 1.8                   | 6.7                    | 2.3                       | 18.9                       | 0.6                          | 2.5                           | 0.8                 | 3.2                  | 6.7                          | 1.7                           |                         |                          |                        |                         |                         |                          | 0                 | 9.5           | 0                   | 0                             | 0              | -2.8                  | -0.7                   | -0.8                           | 0                            | -0.8                      |
| DFAST 2017                | 12/31/2016          | 3587146 | The Bank of New York Mellon Corporation | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.3                           | 12.8                        | 11.2                        | 14.5                     | 15                    | 13.4                  | 15.2                     | 15.6                  | 14.1                  | 6.6                       | 6.7                    | 6                      |                          | 6.1                   | 5.5                   |                             |                          | 147.7                            | 158.4                         | 1.7                 | 2.5                  | 0.2                    | 2.2                     | 0                          | 5                           | 0.1                     | 3.4                      | 0.3                   | 7.9                    | 0                         | 0                          | 0.3                          | 9.3                           | 0.8                 | 1.6                  | 10.2                         | 2.9                           |                         |                          |                        |                         |                         |                          | 0                 | 2             | 0                   | 0.4                           | 0              | 7.7                   | 2.2                    | 0.4                            | -3.2                         | -3.4                      |
| DFAST 2017                | 12/31/2016          | 2380443 | The Goldman Sachs Group, Inc.           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.5                           | 9.4                         | 8.4                         | 16.6                     | 11.4                  | 10.2                  | 19.8                     | 14.3                  | 13.3                  | 9.4                       | 6.3                    | 5.9                    |                          | 4.3                   | 4.1                   |                             |                          | 496.7                            | 523.5                         | 6.2                 | 8.1                  | 1.3                    | 52.3                    | 0                          | 4.5                         | 2.1                     | 11.1                     | 0.3                   | 8.9                    | 0                         | 0                          | 0.1                          | 5.5                           | 2.3                 | 4.7                  | 6                            | 0.7                           |                         |                          |                        |                         |                         |                          | 0                 | 6.8           | 0                   | 18.4                          | 3.7            | -22.8                 | -2.5                   | 0                              | -1.1                         | -1.2                      |
| DFAST 2017                | 12/31/2016          | 1069778 | The PNC Financial Services Group, Inc.  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.6                           | 8.3                         | 8                           | 12                       | 9.5                   | 9.3                   | 14.3                     | 11.4                  | 11.4                  | 10.1                      | 8.1                    | 8                      |                          | 6.8                   | 6.7                   |                             |                          | 300.5                            | 329                           | 9.3                 | 4.3                  | 0.4                    | 1.7                     | 0.4                        | 2                           | 4.3                     | 5.8                      | 2.3                   | 6.1                    | 0.6                       | 12.6                       | 0.7                          | 3.2                           | 0.6                 | 1.8                  | 12.2                         | 3.2                           |                         |                          |                        |                         |                         |                          | 0                 | 9.9           | 0.1                 | 0                             | 0.3            | 1.9                   | 0.5                    | -0.5                           | -0.4                         | -1                        |
| DFAST 2017                | 12/31/2016          | 1119794 | U.S. Bancorp                            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.4                            | 7.6                         | 7.6                         | 11                       | 9                     | 9                     | 13.2                     | 11                    | 11                    | 9                         | 7.4                    | 7.4                    |                          | 6                     | 6                     |                             |                          | 358.2                            | 392.5                         | 17.9                | 6.3                  | 1                      | 1.7                     | 0.8                        | 4.6                         | 5.9                     | 7.9                      | 4                     | 9.7                    | 3.4                       | 15.2                       | 1.4                          | 3.6                           | 1.3                 | 4.9                  | 20.8                         | 4.4                           |                         |                          |                        |                         |                         |                          | 0                 | 19.4          | 0.1                 | 0                             | 0              | 1.3                   | 0.3                    | 1.1                            | -1                           | -0.5                      |
| DFAST 2017                | 12/31/2016          | 1120754 | Wells Fargo & Company               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.1                           | 8.8                         | 8.6                         | 12.8                     | 10.4                  | 10.2                  | 16.1                     | 13.4                  | 13.4                  | 8.9                       | 7.2                    | 7.2                    |                          | 6.2                   | 6.1                   |                             |                          | 1336.2                           | 1456.4                        | 50.4                | 5                    | 4.9                    | 1.8                     | 2.8                        | 4.3                         | 12.4                    | 6.4                      | 11.4                  | 7.7                    | 5.9                       | 15.3                       | 6.8                          | 6.9                           | 6.4                 | 3.4                  | 71.2                         | 3.5                           |                         |                          |                        |                         |                         |                          | 0                 | 55.9          | 1.6                 | 7.7                           | 1.1            | 4.8                   | 0.2                    | -3.5                           | -2                           | -6.8                      |
| DFAST 2017                | 12/31/2016          | 1027004 | Zions Bancorporation                    | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.1                           | 8.5                         | 8.5                         | 13.5                     | 9.9                   | 9.9                   | 15.2                     | 11.5                  | 11.5                  | 11.1                      | 8.1                    | 8.1                    |                          |                       |                       |                             |                          | 49.9                             | 54.4                          | 2.9                 | 6.4                  | 0                      | 0.6                     | 0.1                        | 2.6                         | 1                       | 8.6                      | 1.4                   | 7.3                    | 0                         | 13.5                       | 0                            | 9.5                           | 0.2                 | 7.5                  | 1.7                          | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 3             | 0                   | 0                             | 0              | -1.4                  | -2.1                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          |         | 35 participating firms                  | 2           | Supervisory Adverse            |                         |                      |                      | 12.3                           | 11.2                        | 10.9                        | 13.9                     | 12.8                  | 12.5                  | 16.3                     | 14.9                  | 14.8                  | 8.8                       | 8                      | 7.9                    |                          | 6.4                   | 6.3                   |                             |                          | 10044.8                          | 10846                         | 262.9               | 3.9                  | 12                     | 0.9                     | 6.8                        | 2.1                         | 70.6                    | 4.6                      | 25.2                  | 3.3                    | 85.8                      | 10.9                       | 30.7                         | 4.3                           | 31.8                | 2.4                  | 466.7                        | 2.8                           |                         |                          |                        |                         |                         |                          | 0                 | 271.6         | 2.8                 | 48.2                          | 18.9           | 125                   | 0.7                    | 19                             | -53.2                        | -38                       |
| DFAST 2018                | 12/31/2017          | 1562859 | Ally Financial Inc.                     | 2           | Supervisory Adverse            |                         |                      |                      | 9.5                            | 7.7                         | 7.7                         | 11.2                     | 9.4                   | 9.4                   | 12.9                     | 11.3                  | 11.3                  | 9.5                       | 7.7                    | 7.7                    |                          |                       |                       |                             |                          | 138.9                            | 147.1                         | 4.7                 | 3.7                  | 0.1                    | 1                       | 0.1                        | 4.8                         | 1.5                     | 3.3                      | 0.1                   | 1.6                    | 0                         | 0                          | 3                            | 4.7                           | 0                   | 4.6                  | 4.2                          | 2.4                           |                         |                          |                        |                         |                         |                          | 0                 | 5.5           | 0.2                 | 0                             | 0.1            | -1.5                  | -0.9                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1275216 | American Express Company                | 2           | Supervisory Adverse            |                         |                      |                      | 9                              | 10.8                        | 8.8                         | 10.1                     | 11.8                  | 9.8                   | 11.8                     | 13.3                  | 11.5                  | 8.6                       | 9.9                    | 8.5                    |                          | 8.6                   | 7.4                   |                             |                          | 145.9                            | 159.5                         | 9.5                 | 7.1                  | 0                      | 0                       | 0                          | 0                           | 3.6                     | 7.7                      | 0                     | 0                      | 5.8                       | 6.8                        | 0.1                          | 10.2                          | 0                   | 3.7                  | 20.6                         | 10.8                          |                         |                          |                        |                         |                         |                          | 0                 | 11.8          | 0                   | 0                             | 0              | 8.8                   | 4.6                    | 0.1                            | -2.3                         | -2.4                      |
| DFAST 2018                | 12/31/2017          | 1073757 | Bank of America Corporation             | 2           | Supervisory Adverse            |                         |                      |                      | 11.9                           | 10.9                        | 10.9                        | 13.4                     | 12.5                  | 12.5                  | 15.9                     | 14.7                  | 14.7                  | 8.6                       | 7.9                    | 7.9                    |                          | 6.4                   | 6.4                   |                             |                          | 1433.5                           | 1542.5                        | 28.7                | 2.9                  | 1.2                    | 0.6                     | 0.9                        | 1.6                         | 9.2                     | 3.4                      | 2.5                   | 3.3                    | 9.6                       | 9.7                        | 1.1                          | 1.4                           | 4.2                 | 2                    | 47.8                         | 2                             |                         |                          |                        |                         |                         |                          | 0                 | 28.8          | 0.2                 | 7                             | 3.2            | 8.6                   | 0.4                    | 8.3                            | -5.4                         | 2.1                       |
| DFAST 2018                | 12/31/2017          | 5006575 | Barclays US LLC                         | 2           | Supervisory Adverse            |                         |                      |                      | 13.1                           | 12.9                        | 11.2                        | 15.7                     | 15.3                  | 13.7                  | 18.8                     | 17.6                  | 16                    | 8.2                       | 7.9                    | 7.3                    |                          | 6.4                   | 5.9                   |                             |                          | 99.2                             | 107.3                         | 3.1                 | 8                    | 0                      | 0                       | 0                          | 0                           | 0                       | 20.3                     | 0                     | 2.4                    | 3                         | 11.2                       | 0                            | 10.2                          | 0.1                 | 0.6                  | 5.9                          | 3.6                           |                         |                          |                        |                         |                         |                          | 0                 | 3             | 0                   | 0.8                           | 0              | 2.1                   | 1.3                    | 0                              | -0.1                         | -0.1                      |
| DFAST 2018                | 12/31/2017          | 1074156 | BB&T Corporation                    | 2           | Supervisory Adverse            |                         |                      |                      | 10.2                           | 9.3                         | 9.3                         | 11.9                     | 11                    | 10.9                  | 13.9                     | 13                    | 13                    | 9.9                       | 8.8                    | 8.8                    |                          |                       |                       |                             |                          | 177.2                            | 189.3                         | 4.7                 | 3.2                  | 0.4                    | 1.4                     | 0.2                        | 1.9                         | 1.1                     | 3.9                      | 1.3                   | 3.4                    | 0.2                       | 10                         | 1                            | 4.9                           | 0.5                 | 2.5                  | 8.4                          | 3.6                           |                         |                          |                        |                         |                         |                          | 0                 | 5.1           | 0                   | 0                             | 0              | 3.2                   | 1.4                    | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1078529 | BBVA Compass Bancshares, Inc.           | 2           | Supervisory Adverse            |                         |                      |                      | 11.8                           | 10.1                        | 10.1                        | 12.1                     | 10.4                  | 10.4                  | 14.4                     | 12.6                  | 12.6                  | 10                        | 8.3                    | 8.3                    |                          |                       |                       |                             |                          | 67.5                             | 71.6                          | 2.4                 | 3.8                  | 0.3                    | 2                       | 0.1                        | 2.7                         | 1                       | 5.1                      | 0.6                   | 4.2                    | 0.1                       | 12.4                       | 0.3                          | 6.4                           | 0.1                 | 1.2                  | 2                            | 2.2                           |                         |                          |                        |                         |                         |                          | 0                 | 2.4           | 0                   | 0                             | 0              | -0.4                  | -0.4                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1245415 | BMO Financial Corp.                     | 2           | Supervisory Adverse            |                         |                      |                      | 12.1                           | 9.9                         | 9.9                         | 12.6                     | 10.6                  | 10.6                  | 15.3                     | 13.4                  | 13.4                  | 9.8                       | 7.9                    | 7.9                    |                          |                       |                       |                             |                          | 99.9                             | 105.7                         | 2.8                 | 3.8                  | 0.1                    | 1.4                     | 0.2                        | 7                           | 1.4                     | 4.7                      | 0.4                   | 3.7                    | 0                         | 9.2                        | 0.1                          | 1.9                           | 0.6                 | 3.4                  | 2.1                          | 1.5                           |                         |                          |                        |                         |                         |                          | 0                 | 3.2           | 0                   | 0                             | 0              | -1.1                  | -0.8                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1575569 | BNP Paribas USA, Inc.                   | 2           | Supervisory Adverse            |                         |                      |                      | 12.4                           | 10                          | 10                          | 12.8                     | 10.5                  | 10.5                  | 15                       | 12.9                  | 12.9                  | 9.3                       | 7.4                    | 7.4                    |                          |                       |                       |                             |                          | 100.8                            | 107.6                         | 3.1                 | 3.9                  | 0.1                    | 0.9                     | 0.1                        | 2.6                         | 1.1                     | 6.5                      | 0.8                   | 4.1                    | 0                         | 10.6                       | 0.6                          | 3.6                           | 0.3                 | 3.3                  | 2.2                          | 1.5                           |                         |                          |                        |                         |                         |                          | 0                 | 3.5           | 0                   | 0                             | 0              | -1.4                  | -0.9                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 2277860 | Capital One Financial Corporation       | 2           | Supervisory Adverse            |                         |                      |                      | 10.3                           | 9.3                         | 9                           | 11.8                     | 10.7                  | 10.4                  | 14.4                     | 13                    | 12.8                  | 9.9                       | 8.9                    | 8.8                    |                          | 7.6                   | 7.5                   |                             |                          | 292.2                            | 319.8                         | 25.7                | 9.8                  | 0                      | 0.3                     | 0.1                        | 3.3                         | 2.5                     | 8.6                      | 0.8                   | 2.7                    | 18.1                      | 16.5                       | 3.5                          | 6.4                           | 0.5                 | 2.9                  | 29.6                         | 7.7                           |                         |                          |                        |                         |                         |                          | 0                 | 27.4          | 0.1                 | 0                             | 0.2            | 1.9                   | 0.5                    | 0.4                            | -0.6                         | -0.3                      |
| DFAST 2018                | 12/31/2017          | 1951350 | Citigroup Inc.                          | 2           | Supervisory Adverse            |                         |                      |                      | 13                             | 12                          | 11                          | 14.5                     | 13.6                  | 12.6                  | 17.8                     | 16.4                  | 15.8                  | 8.8                       | 8.2                    | 7.7                    |                          | 6.3                   | 5.9                   |                             |                          | 1138.2                           | 1233.8                        | 33.2                | 4.8                  | 0.9                    | 1.2                     | 0.5                        | 2.7                         | 6.2                     | 3.5                      | 0.7                   | 3.6                    | 17.4                      | 10.7                       | 2.8                          | 9.1                           | 4.7                 | 2.2                  | 58.8                         | 3                             |                         |                          |                        |                         |                         |                          | 0                 | 32.9          | 0.8                 | 7.6                           | 2.5            | 15                    | 0.8                    | 3.5                            | -32.5                        | -30.5                     |
| DFAST 2018                | 12/31/2017          | 1132449 | Citizens Financial Group, Inc.          | 2           | Supervisory Adverse            |                         |                      |                      | 11.2                           | 8.4                         | 8.4                         | 11.4                     | 8.6                   | 8.6                   | 13.9                     | 11                    | 11                    | 10                        | 7.3                    | 7.3                    |                          |                       |                       |                             |                          | 127.7                            | 135.5                         | 4                   | 3.6                  | 0.2                    | 1.1                     | 0.4                        | 2.7                         | 1.4                     | 4.3                      | 0.6                   | 4                      | 0.2                       | 9.3                        | 1.1                          | 4.6                           | 0.2                 | 2.4                  | 2.6                          | 1.6                           |                         |                          |                        |                         |                         |                          | 0                 | 4.5           | 0                   | 0                             | 0.1            | -2                    | -1.3                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1574834 | Credit Suisse Holdings (USA), Inc.      | 2           | Supervisory Adverse            |                         |                      |                      | 24.7                           | 21.4                        | 19.8                        | 24.7                     | 21.9                  | 20.3                  | 24.8                     | 21.9                  | 20.4                  | 7.3                       | 8.5                    | 7.9                    |                          | 8.3                   | 7.7                   |                             |                          | 65.3                             | 70.2                          | 0.1                 | 0.5                  | 0                      | 0                       | 0                          | 0                           | 0                       | 0                        | 0                     | 0                      | 0                         | 0                          | 0                            | 10.2                          | 0.1                 | 0.5                  | 2.1                          | 1.4                           |                         |                          |                        |                         |                         |                          | 0                 | 0.1           | 0                   | 1.9                           | 0.1            | 0                     | 0                      | 0                              | -0.2                         | -0.2                      |
| DFAST 2018                | 12/31/2017          | 2816906 | DB USA Corporation                      | 2           | Supervisory Adverse            |                         |                      |                      | 16.5                           | 13.6                        | 13.3                        | 25.9                     | 22.4                  | 22.2                  | 25.9                     | 22.6                  | 22.4                  | 7.2                       | 6.1                    | 6                      |                          | 5.5                   | 5.5                   |                             |                          | 44.1                             | 47.2                          | 0.2                 | 1.4                  | 0                      | 1.1                     | 0                          | 3                           | 0                       | 1.4                      | 0.1                   | 2.3                    | 0                         | 0                          | 0                            | 4.7                           | 0.1                 | 0.9                  | 0.7                          | 0.4                           |                         |                          |                        |                         |                         |                          | 0                 | 0.3           | 0                   | 0.5                           | 0              | -0.1                  | -0.1                   | 0                              | -0.3                         | -0.3                      |
| DFAST 2018                | 12/31/2017          | 3846375 | Discover Financial Services             | 2           | Supervisory Adverse            |                         |                      |                      | 11.6                           | 12.2                        | 10.6                        | 12.3                     | 12.8                  | 11.2                  | 13.8                     | 14.4                  | 12.7                  | 10.8                      | 10.9                   | 10.1                   |                          |                       |                       |                             |                          | 86.8                             | 92.6                          | 9.3                 | 10.7                 | 0                      | 1.4                     | 0                          | 7.1                         | 0                       | 11.2                     | 0                     | 6.7                    | 7.7                       | 11.1                       | 1.6                          | 9.4                           | 0                   | 3.7                  | 14.3                         | 13.5                          |                         |                          |                        |                         |                         |                          | 0                 | 10.7          | 0                   | 0                             | 0              | 3.5                   | 3.4                    | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1070345 | Fifth Third Bancorp                     | 2           | Supervisory Adverse            |                         |                      |                      | 10.6                           | 9.3                         | 9.2                         | 11.7                     | 10.3                  | 10.3                  | 15.2                     | 13.1                  | 13.1                  | 10                        | 8.5                    | 8.5                    |                          |                       |                       |                             |                          | 118                              | 125.9                         | 3.3                 | 3.5                  | 0.3                    | 2                       | 0.2                        | 2.9                         | 1.3                     | 3.6                      | 0.6                   | 5                      | 0.3                       | 12.8                       | 0.3                          | 3                             | 0.3                 | 2.5                  | 3.7                          | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 3.1           | 0                   | 0                             | 0              | 0.6                   | 0.4                    | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 3232316 | HSBC North America Holdings Inc.        | 2           | Supervisory Adverse            |                         |                      |                      | 15.5                           | 10.9                        | 10.9                        | 18.3                     | 13.6                  | 13.6                  | 22.8                     | 17.4                  | 17.4                  | 8.9                       | 6.4                    | 6.4                    |                          | 5                     | 5                     |                             |                          | 131.9                            | 139.6                         | 2.1                 | 3.2                  | 0.1                    | 0.8                     | 0                          | 2.5                         | 1.3                     | 4.8                      | 0.3                   | 2.9                    | 0.1                       | 10.6                       | 0                            | 5.9                           | 0.3                 | 2.7                  | -0.6                         | -0.2                          |                         |                          |                        |                         |                         |                          | 0                 | 2.1           | 0                   | 0.5                           | 0.2            | -3.3                  | -1.2                   | 1.4                            | -0.6                         | 0.7                       |
| DFAST 2018                | 12/31/2017          | 1068191 | Huntington Bancshares Incorporated      | 2           | Supervisory Adverse            |                         |                      |                      | 10                             | 9.1                         | 9.1                         | 11.3                     | 10.5                  | 10.5                  | 13.4                     | 12.1                  | 12.1                  | 9.1                       | 8.1                    | 8.1                    |                          |                       |                       |                             |                          | 80.3                             | 85.3                          | 2.2                 | 3                    | 0.2                    | 1.7                     | 0.2                        | 2.1                         | 0.8                     | 3.8                      | 0.4                   | 3.9                    | 0.1                       | 10.6                       | 0.4                          | 2.7                           | 0.1                 | 2.5                  | 2.9                          | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 2.3           | 0                   | 0                             | 0              | 0.5                   | 0.5                    | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1039502 | JPMorgan Chase & Co.                | 2           | Supervisory Adverse            |                         |                      |                      | 12.2                           | 10.8                        | 10.6                        | 13.9                     | 12.4                  | 12.2                  | 15.9                     | 14.3                  | 14.1                  | 8.3                       | 7.3                    | 7.3                    |                          | 5.7                   | 5.7                   |                             |                          | 1499.5                           | 1629.2                        | 37.3                | 3.8                  | 1.7                    | 0.7                     | 0.9                        | 2                           | 11.6                    | 7                        | 2.5                   | 2.1                    | 12.8                      | 9                          | 1.7                          | 2.5                           | 6.3                 | 3.1                  | 73                           | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 37.2          | 0.4                 | 13.1                          | 0.9            | 21.5                  | 0.8                    | -0.2                           | -0.3                         | -0.4                      |
| DFAST 2018                | 12/31/2017          | 1068025 | KeyCorp                                 | 2           | Supervisory Adverse            |                         |                      |                      | 10.2                           | 8.4                         | 8.4                         | 11                       | 9.2                   | 9.2                   | 12.9                     | 11                    | 11                    | 9.7                       | 7.9                    | 7.9                    |                          |                       |                       |                             |                          | 118.8                            | 127.2                         | 3.1                 | 3.4                  | 0.2                    | 2.2                     | 0.2                        | 2.6                         | 1.3                     | 3.9                      | 0.6                   | 3.9                    | 0.1                       | 9.7                        | 0.3                          | 4.6                           | 0.3                 | 1.9                  | 3.2                          | 2.2                           |                         |                          |                        |                         |                         |                          | 0                 | 3.2           | 0                   | 0                             | 0.1            | -0.1                  | -0.1                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1037003 | M&T Bank Corporation                | 2           | Supervisory Adverse            |                         |                      |                      | 11                             | 9.9                         | 9.8                         | 12.3                     | 11.1                  | 11                    | 14.8                     | 13.1                  | 13.1                  | 10.3                      | 9                      | 9                      |                          |                       |                       |                             |                          | 97.1                             | 102.8                         | 3                   | 3.4                  | 0.4                    | 2.1                     | 0.1                        | 2.6                         | 0.7                     | 3.8                      | 1.3                   | 3.7                    | 0.1                       | 10.6                       | 0.3                          | 4.1                           | 0.2                 | 3.1                  | 4.7                          | 3.7                           |                         |                          |                        |                         |                         |                          | 0                 | 3.1           | 0                   | 0                             | 0              | 1.5                   | 1.2                    | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 2162966 | Morgan Stanley                          | 2           | Supervisory Adverse            |                         |                      |                      | 16.5                           | 13.1                        | 12.5                        | 18.9                     | 15.2                  | 14.6                  | 21.7                     | 17.4                  | 17                    | 8.3                       | 6.7                    | 6.5                    |                          | 5.2                   | 5.1                   |                             |                          | 369.6                            | 404.7                         | 2.4                 | 1.9                  | 0.2                    | 0.7                     | 0                          | 2.8                         | 0.7                     | 6.8                      | 0.3                   | 2.3                    | 0                         | 0                          | 0.1                          | 0.6                           | 1.1                 | 1.9                  | 8.1                          | 0.9                           |                         |                          |                        |                         |                         |                          | 0                 | 3.1           | 0                   | 4.2                           | 4              | -3.2                  | -0.4                   | 1.5                            | -2.8                         | -1.6                      |
| DFAST 2018                | 12/31/2017          | 1378434 | MUFG Americas Holdings Corporation      | 2           | Supervisory Adverse            |                         |                      |                      | 16.3                           | 14.3                        | 14.3                        | 16.3                     | 14.3                  | 14.3                  | 17.8                     | 15.5                  | 15.5                  | 10.1                      | 8.6                    | 8.6                    |                          |                       |                       |                             |                          | 96.3                             | 102.4                         | 2                   | 2.5                  | 0.3                    | 0.8                     | 0                          | 1.1                         | 0.8                     | 4.8                      | 0.5                   | 3.1                    | 0                         | 10.6                       | 0.1                          | 12.6                          | 0.2                 | 2.7                  | 2.3                          | 1.4                           |                         |                          |                        |                         |                         |                          | 0                 | 2.3           | 0                   | 0                             | 0.1            | 0                     | 0                      | 0                              | -0.1                         | -0.1                      |
| DFAST 2018                | 12/31/2017          | 1199611 | Northern Trust Corporation              | 2           | Supervisory Adverse            |                         |                      |                      | 12.6                           | 12.6                        | 12.5                        | 13.8                     | 13.8                  | 13.7                  | 15.8                     | 15.8                  | 15.8                  | 7.8                       | 7.6                    | 7.6                    |                          | 6.6                   | 6.6                   |                             |                          | 68.6                             | 73.3                          | 0.9                 | 2.7                  | 0                      | 0.6                     | 0.1                        | 4.4                         | 0.2                     | 3.2                      | 0.1                   | 2.9                    | 0                         | 0                          | 0                            | 10.2                          | 0.5                 | 3.1                  | 2.7                          | 1.8                           |                         |                          |                        |                         |                         |                          | 0                 | 1.1           | 0.1                 | 0                             | 0              | 1.4                   | 1                      | 0.4                            | -0.3                         | 0                         |
| DFAST 2018                | 12/31/2017          | 3226762 | RBC USA Holdco Corporation              | 2           | Supervisory Adverse            |                         |                      |                      | 15.6                           | 13.8                        | 13.4                        | 15.6                     | 13.8                  | 13.4                  | 16.8                     | 14.6                  | 14.4                  | 7.9                       | 7.4                    | 7.3                    |                          |                       |                       |                             |                          | 68.6                             | 76                            | 1.6                 | 3.6                  | 0.1                    | 0.7                     | 0                          | 1.9                         | 0.7                     | 7.5                      | 0.3                   | 3.1                    | 0                         | 10.6                       | 0.1                          | 8.3                           | 0.4                 | 2.8                  | 2.1                          | 1.6                           |                         |                          |                        |                         |                         |                          | 0                 | 1.9           | 0                   | 0.4                           | 0              | -0.2                  | -0.1                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 3242838 | Regions Financial Corporation           | 2           | Supervisory Adverse            |                         |                      |                      | 11.1                           | 9.8                         | 9.8                         | 11.9                     | 10.5                  | 10.5                  | 13.8                     | 12.4                  | 12.4                  | 10                        | 8.6                    | 8.6                    |                          |                       |                       |                             |                          | 100.9                            | 107.4                         | 3                   | 3.6                  | 0.3                    | 1.7                     | 0.2                        | 2.8                         | 1.1                     | 4.6                      | 0.7                   | 5                      | 0.1                       | 10.9                       | 0.4                          | 6.3                           | 0.3                 | 1.8                  | 3.4                          | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 3.2           | 0                   | 0                             | 0              | 0.2                   | 0.2                    | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 3981856 | Santander Holdings USA, Inc.            | 2           | Supervisory Adverse            |                         |                      |                      | 16.4                           | 17.9                        | 16.7                        | 17.8                     | 19.2                  | 18.2                  | 19.5                     | 20.8                  | 19.9                  | 14.2                      | 14.9                   | 14.2                   |                          |                       |                       |                             |                          | 99.8                             | 106.7                         | 5.4                 | 6.5                  | 0.1                    | 1.4                     | 0.2                        | 2.7                         | 0.6                     | 3.7                      | 0.5                   | 2.7                    | 0.1                       | 10.8                       | 3.7                          | 13.8                          | 0.3                 | 3.9                  | 7.3                          | 5.4                           |                         |                          |                        |                         |                         |                          | 0                 | 3.6           | 0                   | 0                             | 0.1            | 3.6                   | 2.6                    | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1111435 | State Street Corporation                | 2           | Supervisory Adverse            |                         |                      |                      | 11.9                           | 10.9                        | 10.6                        | 15                       | 14.4                  | 14.3                  | 16                       | 15.1                  | 15                    | 7.3                       | 6.5                    | 6.5                    |                          | 5.8                   | 5.8                   |                             |                          | 102.7                            | 105                           | 0.5                 | 2.3                  | 0                      | 0                       | 0                          | 0                           | 0.2                     | 4.2                      | 0                     | 2.1                    | 0                         | 0                          | 0                            | 0.6                           | 0.4                 | 1.9                  | 4.3                          | 1.7                           |                         |                          |                        |                         |                         |                          | 0                 | 0.7           | 0.1                 | 1.3                           | 0              | 2.2                   | 0.9                    | 0.3                            | -1                           | -0.7                      |
| DFAST 2018                | 12/31/2017          | 1131787 | SunTrust Banks, Inc.                    | 2           | Supervisory Adverse            |                         |                      |                      | 9.7                            | 8.3                         | 8.3                         | 11.2                     | 9.4                   | 9.4                   | 13.1                     | 11.3                  | 11.3                  | 9.8                       | 8.1                    | 8.1                    |                          |                       |                       |                             |                          | 175.9                            | 188.5                         | 4.3                 | 2.9                  | 0.4                    | 1.6                     | 0.4                        | 3.4                         | 1.4                     | 3.2                      | 0.6                   | 2.9                    | 0.2                       | 9.8                        | 1.2                          | 4.1                           | 0.2                 | 1.5                  | 5.6                          | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 4.5           | 0                   | 0                             | 0.3            | 0.8                   | 0.4                    | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 3606542 | TD Group US Holdings LLC                | 2           | Supervisory Adverse            |                         |                      |                      | 16                             | 14.4                        | 13.7                        | 16                       | 14.4                  | 13.7                  | 17                       | 15.3                  | 14.8                  | 8.8                       | 7.9                    | 7.7                    |                          | 7                     | 6.8                   |                             |                          | 200.7                            | 219                           | 6.1                 | 3.9                  | 0.3                    | 1.3                     | 0.3                        | 3.3                         | 1.5                     | 4.4                      | 0.9                   | 3.2                    | 2                         | 14.9                       | 0.5                          | 1.9                           | 0.6                 | 2.3                  | 6.9                          | 1.7                           |                         |                          |                        |                         |                         |                          | 0                 | 6.1           | 0.1                 | 0                             | 0              | 0.6                   | 0.2                    | -0.6                           | 0                            | -0.5                      |
| DFAST 2018                | 12/31/2017          | 3587146 | The Bank of New York Mellon Corporation | 2           | Supervisory Adverse            |                         |                      |                      | 11.9                           | 14.1                        | 12.6                        | 14.2                     | 16.2                  | 14.7                  | 15.1                     | 17.2                  | 15.7                  | 6.6                       | 7.4                    | 6.9                    |                          | 6.8                   | 6.4                   |                             |                          | 155.6                            | 165.1                         | 1.1                 | 1.8                  | 0.1                    | 0.9                     | 0                          | 3                           | 0.1                     | 1.9                      | 0.1                   | 3.8                    | 0                         | 0                          | 0.3                          | 7.6                           | 0.6                 | 1.4                  | 9.6                          | 2.5                           |                         |                          |                        |                         |                         |                          | 0                 | 1.4           | 0.1                 | 0.4                           | 0              | 7.7                   | 2                      | 1                              | -2.2                         | -1.3                      |
| DFAST 2018                | 12/31/2017          | 2380443 | The Goldman Sachs Group, Inc.           | 2           | Supervisory Adverse            |                         |                      |                      | 12.1                           | 10.2                        | 9.1                         | 14.1                     | 11.9                  | 10.9                  | 16.8                     | 14.2                  | 13.5                  | 8.4                       | 7.1                    | 6.6                    |                          | 4.9                   | 4.6                   |                             |                          | 555.6                            | 611                           | 6.2                 | 6.2                  | 1.4                    | 40.4                    | 0                          | 2.8                         | 2.1                     | 10.3                     | 0.2                   | 4.1                    | 0                         | 0                          | 0.3                          | 6.9                           | 2.2                 | 3.3                  | 16                           | 1.7                           |                         |                          |                        |                         |                         |                          | 0                 | 6.9           | 0                   | 6.5                           | 5.4            | -2.8                  | -0.3                   | 0.5                            | -1.8                         | -1.3                      |
| DFAST 2018                | 12/31/2017          | 1069778 | The PNC Financial Services Group, Inc.  | 2           | Supervisory Adverse            |                         |                      |                      | 10.4                           | 9.4                         | 9.3                         | 11.6                     | 10.6                  | 10.4                  | 13.7                     | 12.4                  | 12.4                  | 9.9                       | 8.9                    | 8.9                    |                          | 7.4                   | 7.4                   |                             |                          | 309.5                            | 335.9                         | 6.5                 | 2.9                  | 0.2                    | 0.7                     | 0.1                        | 0.8                         | 3.5                     | 4.3                      | 1                     | 2.8                    | 0.5                       | 10.4                       | 0.6                          | 2.6                           | 0.5                 | 1.6                  | 12.5                         | 3.1                           |                         |                          |                        |                         |                         |                          | 0                 | 6.4           | 0.1                 | 0                             | 0.5            | 5.5                   | 1.4                    | 0.7                            | -0.3                         | 0.4                       |
| DFAST 2018                | 12/31/2017          | 1119794 | U.S. Bancorp                            | 2           | Supervisory Adverse            |                         |                      |                      | 9.3                            | 9.4                         | 9.3                         | 10.8                     | 10.8                  | 10.7                  | 12.9                     | 12.3                  | 12.3                  | 8.9                       | 8.7                    | 8.7                    |                          | 7                     | 7                     |                             |                          | 367.8                            | 397.8                         | 10.6                | 3.7                  | 0.4                    | 0.7                     | 0.4                        | 2.6                         | 3.6                     | 4.6                      | 1.7                   | 4.4                    | 2.7                       | 11.7                       | 1                            | 2.4                           | 0.8                 | 3.1                  | 18.3                         | 3.8                           |                         |                          |                        |                         |                         |                          | 0                 | 10.3          | 0                   | 0                             | 0              | 8                     | 1.6                    | 1.7                            | -1.2                         | 0.3                       |
| DFAST 2018                | 12/31/2017          | 4846998 | UBS Americas Holding LLC                | 2           | Supervisory Adverse            |                         |                      |                      | 21.9                           | 18.7                        | 17.7                        | 24.3                     | 22.7                  | 22                    | 25.8                     | 24.8                  | 23.5                  | 8.9                       | 8.2                    | 8                      |                          |                       |                       |                             |                          | 49.6                             | 53.7                          | 1.1                 | 1.8                  | 0.1                    | 0.8                     | 0                          | 0                           | 0.4                     | 5.9                      | 0                     | 1.8                    | 0                         | 10.6                       | 0.1                          | 0.6                           | 0.4                 | 2.5                  | 2.9                          | 2                             |                         |                          |                        |                         |                         |                          | 0                 | 1.5           | 0                   | 0.4                           | 0              | 1.1                   | 0.7                    | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1120754 | Wells Fargo & Company               | 2           | Supervisory Adverse            |                         |                      |                      | 12.3                           | 12.4                        | 11.7                        | 14.1                     | 14.1                  | 13.5                  | 17.5                     | 16.9                  | 16.6                  | 9.4                       | 9.2                    | 8.9                    |                          | 7.9                   | 7.6                   |                             |                          | 1260.7                           | 1359.9                        | 28.5                | 2.9                  | 1.6                    | 0.6                     | 0.9                        | 1.6                         | 8.1                     | 4.2                      | 4.8                   | 3.5                    | 4.6                       | 11.8                       | 4                            | 4.7                           | 4.5                 | 2.4                  | 76.5                         | 3.7                           |                         |                          |                        |                         |                         |                          | 0                 | 28.4          | 0.6                 | 3.7                           | 1.1            | 42.7                  | 2.1                    | 0                              | -1.4                         | -1.7                      |
| DFAST 2018                | 12/31/2017          |         | 35 participating firms                  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.3                           | 8.7                         | 7.9                         | 13.9                     | 10.3                  | 9.5                   | 16.3                     | 12.8                  | 12.1                  | 8.8                       | 6.5                    | 6.1                    |                          | 5.1                   | 4.7                   |                             |                          | 10044.8                          | 10553.8                       | 429.3               | 6.4                  | 34.3                   | 2.7                     | 15.4                       | 4.9                         | 111.3                   | 7.3                      | 63.4                  | 8.3                    | 112.7                     | 14.4                       | 39.3                         | 5.5                           | 52.9                | 4                    | 492.3                        | 3                             |                         |                          |                        |                         |                         |                          | 0                 | 481.7         | 10                  | 113                           | 26.1           | -138.5                | -0.8                   | -31.8                          | -53.2                        | -88.8                     |
| DFAST 2018                | 12/31/2017          | 1562859 | Ally Financial Inc.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.5                            | 6.8                         | 6.8                         | 11.2                     | 8.5                   | 8.5                   | 12.9                     | 10.4                  | 10.4                  | 9.5                       | 7                      | 7                      |                          |                       |                       |                             |                          | 138.9                            | 144.4                         | 6.9                 | 5.5                  | 0.3                    | 2.6                     | 0.1                        | 8.7                         | 2.4                     | 5.4                      | 0.1                   | 3.1                    | 0                         | 0                          | 3.9                          | 6.3                           | 0                   | 7.8                  | 5.7                          | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 8.3           | 0.6                 | 0                             | 0.1            | -3.3                  | -1.9                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1275216 | American Express Company                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9                              | 8.7                         | 7.8                         | 10.1                     | 9.7                   | 8.8                   | 11.8                     | 11.3                  | 10.5                  | 8.6                       | 8.3                    | 7.6                    |                          | 7.1                   | 6.6                   |                             |                          | 145.9                            | 156.5                         | 12.8                | 9.7                  | 0                      | 0                       | 0                          | 0                           | 4.9                     | 10.6                     | 0                     | 0                      | 7.8                       | 9.1                        | 0.2                          | 12.9                          | 0                   | 6.6                  | 21.5                         | 11.4                          |                         |                          |                        |                         |                         |                          | 0                 | 16.2          | 0                   | 0                             | 0              | 5.2                   | 2.8                    | 0                              | -2.3                         | -2.4                      |
| DFAST 2018                | 12/31/2017          | 1073757 | Bank of America Corporation             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.9                           | 8.3                         | 7.9                         | 13.4                     | 9.9                   | 9.5                   | 15.9                     | 12.4                  | 12.3                  | 8.6                       | 6.3                    | 6.1                    |                          | 5                     | 4.9                   |                             |                          | 1433.5                           | 1501.6                        | 49.7                | 5                    | 4.7                    | 2.3                     | 2.8                        | 4.7                         | 14.9                    | 5.6                      | 5.9                   | 8.1                    | 12.9                      | 13.1                       | 1.6                          | 2                             | 6.9                 | 3.3                  | 51.3                         | 2.2                           |                         |                          |                        |                         |                         |                          | 0                 | 55.8          | 0.4                 | 17.3                          | 4.4            | -26.6                 | -1.1                   | -1                             | -5.4                         | -7.2                      |
| DFAST 2018                | 12/31/2017          | 5006575 | Barclays US LLC                         | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.1                           | 11.3                        | 9.6                         | 15.7                     | 13.8                  | 12.1                  | 18.8                     | 16.7                  | 14.8                  | 8.2                       | 7.1                    | 6.5                    |                          | 5.7                   | 5.3                   |                             |                          | 99.2                             | 103.6                         | 4                   | 10.5                 | 0                      | 0                       | 0                          | 0                           | 0                       | 24.4                     | 0                     | 7.1                    | 3.9                       | 14.7                       | 0                            | 12.9                          | 0.1                 | 0.9                  | 5.4                          | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 4.2           | 0                   | 1.2                           | 0.1            | -0.1                  | -0.1                   | 0                              | -0.1                         | -0.1                      |
| DFAST 2018                | 12/31/2017          | 1074156 | BB&T Corporation                    | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.2                           | 8                           | 7.9                         | 11.9                     | 9.6                   | 9.5                   | 13.9                     | 12                    | 11.9                  | 9.9                       | 7.8                    | 7.8                    |                          |                       |                       |                             |                          | 177.2                            | 186.6                         | 8.4                 | 5.8                  | 0.9                    | 3.1                     | 0.4                        | 3.8                         | 1.8                     | 6.2                      | 2.9                   | 7.8                    | 0.3                       | 13.8                       | 1.3                          | 6.9                           | 0.9                 | 4.4                  | 9.5                          | 4.1                           |                         |                          |                        |                         |                         |                          | 0                 | 9.7           | 0                   | 0                             | 0              | -0.3                  | -0.1                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1078529 | BBVA Compass Bancshares, Inc.           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.8                           | 7.6                         | 7.6                         | 12.1                     | 8                     | 8                     | 14.4                     | 10.3                  | 10.3                  | 10                        | 6.4                    | 6.4                    |                          |                       |                       |                             |                          | 67.5                             | 70.2                          | 4.4                 | 7.1                  | 0.7                    | 4.8                     | 0.2                        | 5.4                         | 1.5                     | 8.1                      | 1.5                   | 10.4                   | 0.1                       | 16                         | 0.4                          | 7.9                           | 0.2                 | 2                    | 2.5                          | 2.8                           |                         |                          |                        |                         |                         |                          | 0                 | 4.9           | 0                   | 0                             | 0              | -2.4                  | -2.6                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1245415 | BMO Financial Corp.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.1                           | 8.3                         | 8.3                         | 12.6                     | 8.9                   | 8.9                   | 15.3                     | 12                    | 12                    | 9.8                       | 6.8                    | 6.8                    |                          |                       |                       |                             |                          | 99.9                             | 103.6                         | 4.8                 | 6.5                  | 0.3                    | 3.3                     | 0.3                        | 9.6                         | 2.2                     | 7.3                      | 0.9                   | 8.9                    | 0.1                       | 12.5                       | 0.1                          | 2.6                           | 0.9                 | 5.6                  | 2.6                          | 1.9                           |                         |                          |                        |                         |                         |                          | 0                 | 5.6           | 0                   | 0                             | 0              | -3.1                  | -2.3                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1575569 | BNP Paribas USA, Inc.                   | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.4                           | 7.9                         | 7.9                         | 12.8                     | 8.4                   | 8.4                   | 15                       | 10.9                  | 10.9                  | 9.3                       | 5.9                    | 5.9                    |                          |                       |                       |                             |                          | 100.8                            | 104.4                         | 5.5                 | 7                    | 0.3                    | 2.7                     | 0.2                        | 5.8                         | 1.7                     | 10.4                     | 1.7                   | 9                      | 0.1                       | 14.7                       | 1                            | 5.6                           | 0.5                 | 5.1                  | 2.6                          | 1.8                           |                         |                          |                        |                         |                         |                          | 0                 | 6.6           | 0                   | 0                             | 0              | -4                    | -2.8                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 2277860 | Capital One Financial Corporation       | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.3                           | 5.8                         | 5.7                         | 11.8                     | 7.1                   | 7.1                   | 14.4                     | 9.6                   | 9.6                   | 9.9                       | 6                      | 6                      |                          | 5.1                   | 5.1                   |                             |                          | 292.2                            | 313                           | 34.8                | 13.4                 | 0.1                    | 0.7                     | 0.1                        | 5.5                         | 3.8                     | 12.9                     | 2.2                   | 7.3                    | 23.1                      | 21.2                       | 4.6                          | 8.4                           | 0.9                 | 5                    | 32                           | 8.4                           |                         |                          |                        |                         |                         |                          | 0                 | 39.2          | 0.2                 | 0                             | 0.3            | -7.5                  | -2                     | -1.2                           | -0.6                         | -1.8                      |
| DFAST 2018                | 12/31/2017          | 1951350 | Citigroup Inc.                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13                             | 9.2                         | 7.2                         | 14.5                     | 10.8                  | 8.8                   | 17.8                     | 14                    | 12.1                  | 8.8                       | 6.5                    | 5.4                    |                          | 5                     | 4.2                   |                             |                          | 1138.2                           | 1199                          | 48.4                | 7                    | 2.7                    | 3.6                     | 1.3                        | 7.5                         | 9                       | 5.1                      | 2.1                   | 10.6                   | 22.5                      | 13.9                       | 3.2                          | 10.2                          | 7.7                 | 3.6                  | 61.9                         | 3.2                           |                         |                          |                        |                         |                         |                          | 0                 | 52.4          | 2.9                 | 16.2                          | 3.8            | -13.4                 | -0.7                   | -5                             | -32.5                        | -38.9                     |
| DFAST 2018                | 12/31/2017          | 1132449 | Citizens Financial Group, Inc.          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.2                           | 6.8                         | 6.8                         | 11.4                     | 6.9                   | 6.9                   | 13.9                     | 9.4                   | 9.4                   | 10                        | 5.9                    | 5.9                    |                          |                       |                       |                             |                          | 127.7                            | 132.8                         | 6.8                 | 6.1                  | 0.4                    | 2.5                     | 0.7                        | 4.8                         | 2.3                     | 7.2                      | 1.5                   | 9.8                    | 0.2                       | 12.3                       | 1.3                          | 5.6                           | 0.3                 | 4.3                  | 3.5                          | 2.2                           |                         |                          |                        |                         |                         |                          | 0                 | 8             | 0.1                 | 0                             | 0.1            | -4.6                  | -2.9                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1574834 | Credit Suisse Holdings (USA), Inc.      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 24.7                           | 20.4                        | 17.6                        | 24.7                     | 21                    | 18.2                  | 24.8                     | 21.1                  | 18.3                  | 7.3                       | 7.6                    | 6.7                    |                          | 7.4                   | 6.6                   |                             |                          | 65.3                             | 63.5                          | 0.1                 | 0.6                  | 0                      | 0                       | 0                          | 0                           | 0                       | 0                        | 0                     | 0                      | 0                         | 0                          | 0                            | 12.9                          | 0.1                 | 0.6                  | 1.6                          | 1.1                           |                         |                          |                        |                         |                         |                          | 0                 | 0.1           | 0                   | 3.5                           | 0.1            | -2.1                  | -1.4                   | 0                              | -0.2                         | -0.2                      |
| DFAST 2018                | 12/31/2017          | 2816906 | DB USA Corporation                      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.5                           | 12.7                        | 12.2                        | 25.9                     | 22.2                  | 21.7                  | 25.9                     | 22.5                  | 22                    | 7.2                       | 5.7                    | 5.7                    |                          | 5.2                   | 5.2                   |                             |                          | 44.1                             | 43.9                          | 0.4                 | 3.1                  | 0.1                    | 2.8                     | 0                          | 6.9                         | 0                       | 2.4                      | 0.2                   | 7.4                    | 0                         | 0                          | 0                            | 5.9                           | 0.1                 | 1.3                  | 0.4                          | 0.3                           |                         |                          |                        |                         |                         |                          | 0                 | 0.6           | 0                   | 0.8                           | 0              | -1                    | -0.6                   | 0                              | -0.3                         | -0.3                      |
| DFAST 2018                | 12/31/2017          | 3846375 | Discover Financial Services             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.6                           | 9.5                         | 8.9                         | 12.3                     | 10.1                  | 9.5                   | 13.8                     | 11.8                  | 11.3                  | 10.8                      | 8.8                    | 8.5                    |                          |                       |                       |                             |                          | 86.8                             | 91.9                          | 12.2                | 14.2                 | 0                      | 3.3                     | 0                          | 14.8                        | 0                       | 15.1                     | 0                     | 18.8                   | 10.3                      | 15                         | 1.9                          | 11.1                          | 0                   | 6.5                  | 14.8                         | 14.3                          |                         |                          |                        |                         |                         |                          | 0                 | 14.5          | 0                   | 0                             | 0              | 0.3                   | 0.3                    | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1070345 | Fifth Third Bancorp                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.6                           | 7.5                         | 7.5                         | 11.7                     | 8.5                   | 8.5                   | 15.2                     | 11.8                  | 11.8                  | 10                        | 7.1                    | 7.1                    |                          |                       |                       |                             |                          | 118                              | 123.9                         | 5.7                 | 6.1                  | 0.5                    | 3.3                     | 0.3                        | 4.7                         | 2.2                     | 5.9                      | 1.4                   | 12.8                   | 0.4                       | 18.4                       | 0.4                          | 3.9                           | 0.4                 | 4.3                  | 4.3                          | 2.9                           |                         |                          |                        |                         |                         |                          | 0                 | 6.1           | 0.2                 | 0                             | 0              | -2                    | -1.4                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 3232316 | HSBC North America Holdings Inc.        | 3           | Supervisory Severely Adverse   |                         |                      |                      | 15.5                           | 8.1                         | 8.1                         | 18.3                     | 10.9                  | 10.9                  | 22.8                     | 15.3                  | 15.3                  | 8.9                       | 5.2                    | 5.2                    |                          | 4                     | 4                     |                             |                          | 131.9                            | 136                           | 4.1                 | 6.1                  | 0.5                    | 3                       | 0.1                        | 5.1                         | 2                       | 7.5                      | 0.9                   | 8.8                    | 0.1                       | 14.7                       | 0                            | 7.1                           | 0.5                 | 4.6                  | -0.6                         | -0.2                          |                         |                          |                        |                         |                         |                          | 0                 | 4.6           | 0                   | 0.8                           | 0.3            | -6.2                  | -2.2                   | 0.4                            | -0.6                         | -0.3                      |
| DFAST 2018                | 12/31/2017          | 1068191 | Huntington Bancshares Incorporated      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10                             | 8.1                         | 8.1                         | 11.3                     | 9.6                   | 9.6                   | 13.4                     | 11.5                  | 11.5                  | 9.1                       | 7.5                    | 7.5                    |                          |                       |                       |                             |                          | 80.3                             | 84.1                          | 3.8                 | 5.3                  | 0.4                    | 3.7                     | 0.3                        | 3.6                         | 1.2                     | 6.1                      | 0.9                   | 8.5                    | 0.1                       | 14.7                       | 0.6                          | 3.8                           | 0.2                 | 4.4                  | 3.8                          | 3.5                           |                         |                          |                        |                         |                         |                          | 0                 | 4.3           | 0                   | 0                             | 0              | -0.6                  | -0.5                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1039502 | JPMorgan Chase & Co.                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.2                           | 7.9                         | 7.2                         | 13.9                     | 9.5                   | 8.8                   | 15.9                     | 11.9                  | 11                    | 8.3                       | 5.6                    | 5.3                    |                          | 4.4                   | 4.2                   |                             |                          | 1499.5                           | 1587                          | 61.8                | 6.4                  | 5.8                    | 2.4                     | 1.9                        | 4.5                         | 18.1                    | 11                       | 5.9                   | 5.1                    | 17.3                      | 12.3                       | 2.2                          | 3.4                           | 10.5                | 5.3                  | 71.5                         | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 68.5          | 1                   | 29.4                          | 1.2            | -28.5                 | -1.1                   | -6.7                           | -0.3                         | -6.9                      |
| DFAST 2018                | 12/31/2017          | 1068025 | KeyCorp                                 | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.2                           | 6.8                         | 6.8                         | 11                       | 7.6                   | 7.6                   | 12.9                     | 9.8                   | 9.8                   | 9.7                       | 6.6                    | 6.6                    |                          |                       |                       |                             |                          | 118.8                            | 124.9                         | 5.4                 | 6.1                  | 0.3                    | 3.9                     | 0.4                        | 4.3                         | 2.2                     | 6.7                      | 1.5                   | 9.3                    | 0.1                       | 13.2                       | 0.4                          | 5.8                           | 0.5                 | 3.2                  | 3.8                          | 2.6                           |                         |                          |                        |                         |                         |                          | 0                 | 6.1           | 0                   | 0                             | 0.2            | -2.5                  | -1.8                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1037003 | M&T Bank Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11                             | 7.6                         | 7.5                         | 12.3                     | 8.8                   | 8.8                   | 14.8                     | 11.1                  | 11                    | 10.3                      | 7.2                    | 7.2                    |                          |                       |                       |                             |                          | 97.1                             | 101.2                         | 6                   | 6.7                  | 0.8                    | 4.3                     | 0.2                        | 4.3                         | 1                       | 5.8                      | 3.1                   | 9.3                    | 0.1                       | 14.7                       | 0.4                          | 5.8                           | 0.3                 | 5.6                  | 5.4                          | 4.4                           |                         |                          |                        |                         |                         |                          | 0                 | 6.7           | 0                   | 0                             | 0              | -1.3                  | -1.1                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 2162966 | Morgan Stanley                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.5                           | 8.9                         | 7.3                         | 18.9                     | 11.1                  | 9.4                   | 21.7                     | 13.6                  | 12.2                  | 8.3                       | 4.7                    | 4.3                    |                          | 3.7                   | 3.3                   |                             |                          | 369.6                            | 382.5                         | 4.6                 | 3.6                  | 0.6                    | 2.2                     | 0                          | 5.2                         | 1.1                     | 11.3                     | 1                     | 7.3                    | 0                         | 0                          | 0.1                          | 0.6                           | 1.8                 | 3.1                  | 3                            | 0.3                           |                         |                          |                        |                         |                         |                          | 0                 | 5.9           | 0                   | 11.7                          | 6.1            | -20.8                 | -2.4                   | 0.1                            | -2.8                         | -3                        |
| DFAST 2018                | 12/31/2017          | 1378434 | MUFG Americas Holdings Corporation      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.3                           | 12.2                        | 12.2                        | 16.3                     | 12.2                  | 12.2                  | 17.8                     | 14                    | 14                    | 10.1                      | 7.3                    | 7.3                    |                          |                       |                       |                             |                          | 96.3                             | 100.1                         | 4.8                 | 5.9                  | 1.4                    | 3.7                     | 0.1                        | 4.6                         | 1.4                     | 8.2                      | 1.4                   | 8.3                    | 0                         | 14.7                       | 0.2                          | 15.3                          | 0.4                 | 4.6                  | 3.1                          | 2                             |                         |                          |                        |                         |                         |                          | 0                 | 5.6           | 0.1                 | 0                             | 0.1            | -2.7                  | -1.7                   | 0                              | -0.1                         | -0.1                      |
| DFAST 2018                | 12/31/2017          | 1199611 | Northern Trust Corporation              | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.6                           | 12.5                        | 11.7                        | 13.8                     | 13.7                  | 12.9                  | 15.8                     | 16.1                  | 15.4                  | 7.8                       | 7.6                    | 7.3                    |                          | 6.7                   | 6.4                   |                             |                          | 68.6                             | 72.2                          | 1.8                 | 5.3                  | 0.2                    | 2.4                     | 0.1                        | 9.6                         | 0.3                     | 5.5                      | 0.3                   | 7.7                    | 0                         | 0                          | 0                            | 12.9                          | 0.9                 | 5.4                  | 4                            | 2.8                           |                         |                          |                        |                         |                         |                          | 0                 | 2.2           | 0.1                 | 0                             | 0              | 1.7                   | 1.2                    | 0                              | -0.3                         | -0.4                      |
| DFAST 2018                | 12/31/2017          | 3226762 | RBC USA Holdco Corporation              | 3           | Supervisory Severely Adverse   |                         |                      |                      | 15.6                           | 11.6                        | 11.2                        | 15.6                     | 11.6                  | 11.2                  | 16.8                     | 12.9                  | 12.6                  | 7.9                       | 6.2                    | 6                      |                          |                       |                       |                             |                          | 68.6                             | 73.4                          | 3.1                 | 6.9                  | 0.2                    | 2.5                     | 0.1                        | 5.7                         | 1.2                     | 12.8                     | 0.8                   | 8.2                    | 0                         | 14.7                       | 0.1                          | 11                            | 0.6                 | 4.6                  | 2.1                          | 1.6                           |                         |                          |                        |                         |                         |                          | 0                 | 3.7           | 0                   | 0.6                           | 0              | -2.2                  | -1.6                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 3242838 | Regions Financial Corporation           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.1                           | 8.1                         | 8.1                         | 11.9                     | 8.9                   | 8.9                   | 13.8                     | 11                    | 11                    | 10                        | 7.3                    | 7.3                    |                          |                       |                       |                             |                          | 100.9                            | 105.5                         | 5.3                 | 6.5                  | 0.6                    | 3.7                     | 0.4                        | 5.1                         | 1.7                     | 7.5                      | 1.5                   | 11.1                   | 0.2                       | 14.9                       | 0.5                          | 7.9                           | 0.4                 | 3                    | 4.2                          | 3.3                           |                         |                          |                        |                         |                         |                          | 0                 | 6             | 0.1                 | 0                             | 0              | -1.8                  | -1.4                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 3981856 | Santander Holdings USA, Inc.            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.4                           | 15.9                        | 15.2                        | 17.8                     | 17                    | 16.5                  | 19.5                     | 18.6                  | 18.2                  | 14.2                      | 13.2                   | 13                     |                          |                       |                       |                             |                          | 99.8                             | 104.3                         | 8.1                 | 9.9                  | 0.3                    | 3.4                     | 0.3                        | 4.6                         | 0.9                     | 5.8                      | 1.2                   | 7.4                    | 0.1                       | 13.9                       | 4.8                          | 18                            | 0.5                 | 6.6                  | 8                            | 6                             |                         |                          |                        |                         |                         |                          | 0                 | 7.1           | 0                   | 0                             | 0.1            | 0.8                   | 0.6                    | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1111435 | State Street Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.9                           | 8.4                         | 5.3                         | 15                       | 11.9                  | 9                     | 16                       | 12.7                  | 10                    | 7.3                       | 5.5                    | 4.2                    |                          | 4.9                   | 3.7                   |                             |                          | 102.7                            | 104.2                         | 0.8                 | 3.5                  | 0                      | 0                       | 0                          | 0                           | 0.3                     | 7.3                      | 0                     | 6.3                    | 0                         | 0                          | 0                            | 0.6                           | 0.6                 | 2.8                  | 5.9                          | 2.4                           |                         |                          |                        |                         |                         |                          | 0                 | 1             | 0.4                 | 3.4                           | 0              | 1                     | 0.4                    | -1.4                           | -1                           | -2.4                      |
| DFAST 2018                | 12/31/2017          | 1131787 | SunTrust Banks, Inc.                    | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.7                            | 6.6                         | 6.6                         | 11.2                     | 7.7                   | 7.7                   | 13.1                     | 9.8                   | 9.8                   | 9.8                       | 6.7                    | 6.7                    |                          |                       |                       |                             |                          | 175.9                            | 184.2                         | 7.5                 | 5.2                  | 1                      | 3.6                     | 0.7                        | 6.7                         | 2.3                     | 5.5                      | 1.4                   | 7.3                    | 0.2                       | 13.8                       | 1.5                          | 5.2                           | 0.4                 | 2.5                  | 6.1                          | 2.8                           |                         |                          |                        |                         |                         |                          | 0                 | 8.5           | 0.1                 | 0                             | 0.3            | -2.8                  | -1.3                   | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 3606542 | TD Group US Holdings LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16                             | 13.3                        | 11.2                        | 16                       | 13.3                  | 11.2                  | 17                       | 14.5                  | 12.4                  | 8.8                       | 7.4                    | 6.4                    |                          | 6.6                   | 5.6                   |                             |                          | 200.7                            | 216.8                         | 9.9                 | 6.3                  | 0.6                    | 2.6                     | 0.5                        | 5.4                         | 2.5                     | 7.3                      | 2.2                   | 7.9                    | 2.6                       | 19.2                       | 0.6                          | 2.6                           | 1                   | 3.8                  | 10.7                         | 2.7                           |                         |                          |                        |                         |                         |                          | 0                 | 11            | 0.4                 | 0                             | 0              | -0.7                  | -0.2                   | -1.9                           | 0                            | -1.9                      |
| DFAST 2018                | 12/31/2017          | 3587146 | The Bank of New York Mellon Corporation | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.9                           | 12.5                        | 9                           | 14.2                     | 14.6                  | 11.2                  | 15.1                     | 15.8                  | 12.3                  | 6.6                       | 6.7                    | 5.3                    |                          | 6.2                   | 4.8                   |                             |                          | 155.6                            | 161.7                         | 2                   | 3.1                  | 0.3                    | 2.5                     | 0                          | 5.4                         | 0.1                     | 3.1                      | 0.4                   | 10.8                   | 0                         | 0                          | 0.3                          | 9.6                           | 0.9                 | 2.1                  | 11.6                         | 3                             |                         |                          |                        |                         |                         |                          | 0                 | 2.4           | 0.3                 | 1.9                           | 0              | 6.9                   | 1.8                    | -1.4                           | -2.2                         | -3.8                      |
| DFAST 2018                | 12/31/2017          | 2380443 | The Goldman Sachs Group, Inc.           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.1                           | 6.9                         | 5.6                         | 14.1                     | 8.7                   | 7.3                   | 16.8                     | 11.4                  | 10.2                  | 8.4                       | 5.1                    | 4.4                    |                          | 3.5                   | 3.1                   |                             |                          | 555.6                            | 574.1                         | 9.6                 | 9.7                  | 1.6                    | 46.9                    | 0                          | 5.2                         | 3.4                     | 16.9                     | 0.6                   | 12.2                   | 0                         | 0                          | 0.4                          | 8.5                           | 3.7                 | 5.6                  | 6.1                          | 0.6                           |                         |                          |                        |                         |                         |                          | 0                 | 11.3          | 0                   | 13.3                          | 6.4            | -25                   | -2.6                   | 0                              | -1.8                         | -1.9                      |
| DFAST 2018                | 12/31/2017          | 1069778 | The PNC Financial Services Group, Inc.  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.4                           | 7.1                         | 6.4                         | 11.6                     | 8.2                   | 7.6                   | 13.7                     | 10.6                  | 10.1                  | 9.9                       | 7                      | 6.5                    |                          | 5.9                   | 5.5                   |                             |                          | 309.5                            | 328.3                         | 11.6                | 5.2                  | 0.5                    | 1.8                     | 0.4                        | 2                           | 5.6                     | 7                        | 2.7                   | 7.5                    | 0.7                       | 14.4                       | 0.7                          | 3.3                           | 0.9                 | 2.6                  | 13.9                         | 3.5                           |                         |                          |                        |                         |                         |                          | 0                 | 12.9          | 0.4                 | 0                             | 0.7            | -0.1                  | 0                      | -1.9                           | -0.3                         | -2.1                      |
| DFAST 2018                | 12/31/2017          | 1119794 | U.S. Bancorp                            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.3                            | 7.7                         | 7.5                         | 10.8                     | 9.1                   | 8.9                   | 12.9                     | 11                    | 10.8                  | 8.9                       | 7.5                    | 7.4                    |                          | 6                     | 5.9                   |                             |                          | 367.8                            | 392.7                         | 18.3                | 6.4                  | 1.4                    | 2.2                     | 0.9                        | 5.3                         | 5.5                     | 7.2                      | 4.2                   | 11                     | 3.5                       | 15.6                       | 1.4                          | 3.4                           | 1.3                 | 5                    | 20.8                         | 4.3                           |                         |                          |                        |                         |                         |                          | 0                 | 19.8          | 0                   | 0                             | 0              | 1.1                   | 0.2                    | 0.1                            | -1.2                         | -1.4                      |
| DFAST 2018                | 12/31/2017          | 4846998 | UBS Americas Holding LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 21.9                           | 17.4                        | 16.4                        | 24.3                     | 21.6                  | 20.6                  | 25.8                     | 24                    | 22.9                  | 8.9                       | 7.8                    | 7.5                    |                          |                       |                       |                             |                          | 49.6                             | 51.9                          | 1.8                 | 3                    | 0.3                    | 2.4                     | 0                          | 0                           | 0.6                     | 10.2                     | 0                     | 5.4                    | 0                         | 14.7                       | 0.1                          | 0.6                           | 0.7                 | 4.1                  | 3.1                          | 2.1                           |                         |                          |                        |                         |                         |                          | 0                 | 2.5           | 0                   | 0.6                           | 0              | 0                     | 0                      | 0                              | 0                            | 0                         |
| DFAST 2018                | 12/31/2017          | 1120754 | Wells Fargo & Company               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.3                           | 9.9                         | 8.6                         | 14.1                     | 11.6                  | 10.4                  | 17.5                     | 14.9                  | 13.8                  | 9.4                       | 7.6                    | 6.9                    |                          | 6.5                   | 5.9                   |                             |                          | 1260.7                           | 1329.5                        | 53.6                | 5.5                  | 6.3                    | 2.3                     | 2.6                        | 4.8                         | 13                      | 6.8                      | 12.9                  | 9.4                    | 6                         | 15.5                       | 5.1                          | 5.9                           | 7.7                 | 4.2                  | 85.8                         | 4.2                           |                         |                          |                        |                         |                         |                          | 0                 | 59.4          | 2.6                 | 12.2                          | 1.6            | 10.1                  | 0.5                    | -11.9                          | -1.4                         | -13.6                     |
| DFAST 2019                | 12/31/2018          |         | 18 participating firms                  | 2           | Supervisory Adverse            |                         |                      |                      | 12.3                           | 12.1                        | 11.4                        | 14                       | 13.8                  | 13                    | 16.4                     | 15.9                  | 15.5                  | 8.6                       | 8.5                    | 8.1                    | 6.9                      | 6.8                   | 6.5                   |                             |                          | 8203.8                           | 8540.4                        | 193.6               | 3.7                  | 6.3                    | 0.6                     | 2.8                        | 1.5                         | 47.7                    | 4.1                      | 14.1                  | 2.7                    | 79.3                      | 12.3                       | 17                           | 3.8                           | 26.4                | 2.2                  | 386.9                        | 2.8                           | 613.7                   | 4.4                      | 646.9                  | 4.6                     | 873.8                   | 6.2                      | 0                 | 197.6         | 2.4                 | 46                            | 13.3           | 127.7                 | 0.9                    | 41                             | -66.9                        | -26                       |
| DFAST 2019                | 12/31/2018          | 1073757 | Bank of America Corporation             | 2           | Supervisory Adverse            |                         |                      |                      | 11.6                           | 11.9                        | 11.5                        | 13.2                     | 13.4                  | 12.9                  | 15.4                     | 15.3                  | 15.3                  | 8.4                       | 8.5                    | 8.3                    | 6.8                      | 6.9                   | 6.7                   |                             |                          | 1437.2                           | 1493                          | 27.3                | 2.8                  | 1                      | 0.5                     | 0.4                        | 0.8                         | 8.4                     | 3                        | 2.1                   | 2.9                    | 10.7                      | 10.6                       | 1.2                          | 1.4                           | 3.6                 | 1.8                  | 54.3                         | 2.3                           | 100.3                   | 4.2                      | 92.3                   | 3.8                     | 138.3                   | 5.8                      | 0                 | 27.3          | 0.1                 | 5.3                           | 1.9            | 19.6                  | 0.8                    | 11.6                           | -11.2                        | 0.4                       |
| DFAST 2019                | 12/31/2018          | 5006575 | Barclays US LLC                         | 2           | Supervisory Adverse            |                         |                      |                      | 14.5                           | 14.9                        | 13.5                        | 17.6                     | 17.8                  | 16.4                  | 21                       | 20.8                  | 20                    | 8.9                       | 9                      | 8.4                    | 7.3                      | 7.3                   | 6.8                   |                             |                          | 87                               | 89.8                          | 3.1                 | 7.5                  | 0                      | 0                       | 0                          | 0                           | 0                       | 18.5                     | 0                     | 2.4                    | 3                         | 11                         | 0.1                          | 11                            | 0.1                 | 0.5                  | 5.2                          | 3.3                           | 8                       | 5                        | 12.5                   | 7.9                     | 15.2                    | 9.6                      | 0                 | 3             | 0                   | 0.3                           | 0              | 1.9                   | 1.2                    | 0                              | 0                            | 0                         |
| DFAST 2019                | 12/31/2018          | 2277860 | Capital One Financial Corporation       | 2           | Supervisory Adverse            |                         |                      |                      | 11.2                           | 10.3                        | 9.9                         | 12.7                     | 11.7                  | 11.3                  | 15.1                     | 13.8                  | 13.6                  | 10.7                      | 10.3                   | 10.1                   | 9                        | 8.7                   | 8.5                   |                             |                          | 294.9                            | 321.3                         | 28.3                | 11                   | 0                      | 1.1                     | 0                          | 3.4                         | 2.8                     | 7.9                      | 0.7                   | 2.2                    | 20                        | 17.2                       | 4.2                          | 7.2                           | 0.7                 | 3.6                  | 31.7                         | 8.3                           | 52                      | 13.7                     | 11.2                   | 3                       | 31.5                    | 8.3                      | 0                 | 31.2          | 0                   | 0                             | 0              | 0.5                   | 0.1                    | 1.1                            | -0.9                         | 0.2                       |
| DFAST 2019                | 12/31/2018          | 1951350 | Citigroup Inc.                          | 2           | Supervisory Adverse            |                         |                      |                      | 11.9                           | 12.2                        | 10.8                        | 13.5                     | 13.7                  | 12.3                  | 16.6                     | 16.3                  | 15.4                  | 8.3                       | 8.5                    | 7.7                    | 6.4                      | 6.5                   | 5.9                   |                             |                          | 1174.4                           | 1220.6                        | 33.1                | 4.7                  | 0.8                    | 1                       | 0.3                        | 2.4                         | 5.6                     | 3.1                      | 0.8                   | 3.5                    | 18.9                      | 11.3                       | 2.7                          | 8.9                           | 4.1                 | 1.9                  | 64.1                         | 3.3                           | 112.1                   | 5.7                      | 56                     | 2.9                     | 104                     | 5.3                      | 0                 | 32.3          | 0.4                 | 6.9                           | 1.2            | 23.2                  | 1.2                    | 5.6                            | -36.4                        | -30.8                     |
| DFAST 2019                | 12/31/2018          | 1574834 | Credit Suisse Holdings (USA), Inc.      | 2           | Supervisory Adverse            |                         |                      |                      | 25.8                           | 24.7                        | 20.9                        | 26.5                     | 25.5                  | 21.7                  | 26.6                     | 25.5                  | 21.8                  | 12.9                      | 11.4                   | 10                     | 11.3                     | 10                    | 8.7                   |                             |                          | 61.3                             | 58                            | 0.1                 | 0.6                  | 0                      | 0                       | 0                          | 0                           | 0                       | 0                        | 0                     | 0                      | 0                         | 0                          | 0                            | 11                            | 0.1                 | 0.5                  | 2.8                          | 2.2                           | 1.2                     | 1                        | 12.5                   | 10.1                    | 11                      | 8.8                      | 0                 | 0.1           | 0                   | 3.1                           | 0.1            | -0.5                  | -0.4                   | 0                              | -0.1                         | -0.1                      |
| DFAST 2019                | 12/31/2018          | 2816906 | DB USA Corporation                      | 2           | Supervisory Adverse            |                         |                      |                      | 22.9                           | 17.8                        | 17.6                        | 34.4                     | 28.7                  | 28.6                  | 34.4                     | 28.9                  | 28.8                  | 9.2                       | 7.8                    | 7.7                    | 8.4                      | 7.1                   | 7.1                   |                             |                          | 36.5                             | 38.3                          | 0.2                 | 1.8                  | 0                      | 1.4                     | 0                          | 4.1                         | 0                       | 0.6                      | 0.1                   | 3.4                    | 0                         | 0                          | 0                            | 5.8                           | 0                   | 1.2                  | 0.1                          | 0.1                           | 1.5                     | 1.2                      | 11.7                   | 9.3                     | 13.2                    | 10.5                     | 0                 | 0.2           | 0                   | 0.7                           | 0              | -0.9                  | -0.7                   | 0                              | -0.3                         | -0.3                      |
| DFAST 2019                | 12/31/2018          | 3232316 | HSBC North America Holdings Inc.        | 2           | Supervisory Adverse            |                         |                      |                      | 12.6                           | 10.9                        | 10.9                        | 14.2                     | 12.5                  | 12.5                  | 18                       | 16.2                  | 16.2                  | 7.5                       | 6.4                    | 6.4                    | 5.6                      | 4.7                   | 4.7                   |                             |                          | 140.8                            | 142                           | 1.9                 | 2.7                  | 0.1                    | 0.7                     | 0                          | 1.9                         | 0.9                     | 3.4                      | 0.4                   | 3.1                    | 0.1                       | 11.3                       | 0                            | 7.6                           | 0.3                 | 3.3                  | 0.1                          | 0                             | 5                       | 1.8                      | 5.7                    | 2                       | 10.6                    | 3.7                      | 0                 | 1.9           | 0                   | 1                             | 0              | -2.8                  | -1                     | 1.9                            | -0.7                         | 1.2                       |
| DFAST 2019                | 12/31/2018          | 1039502 | JPMorgan Chase & Co.                | 2           | Supervisory Adverse            |                         |                      |                      | 12                             | 10.9                        | 10.6                        | 13.7                     | 12.6                  | 12.3                  | 15.5                     | 14.2                  | 14.1                  | 8.1                       | 7.5                    | 7.4                    | 6.4                      | 5.9                   | 5.9                   |                             |                          | 1528.9                           | 1602.7                        | 39.3                | 3.8                  | 1.4                    | 0.5                     | 0.6                        | 1.5                         | 11.4                    | 6.3                      | 1.9                   | 1.6                    | 15.8                      | 10.7                       | 1.6                          | 2.6                           | 6.6                 | 2.9                  | 72.8                         | 2.7                           | 117.2                   | 4.4                      | 108.6                  | 4.1                     | 153                     | 5.7                      | 0                 | 39.9          | 0.4                 | 12.1                          | 0.9            | 19.5                  | 0.7                    | 4                              | -1.4                         | 2.6                       |
| DFAST 2019                | 12/31/2018          | 2162966 | Morgan Stanley                          | 2           | Supervisory Adverse            |                         |                      |                      | 16.9                           | 14.5                        | 13.1                        | 19.2                     | 16.8                  | 15.4                  | 21.8                     | 18.8                  | 17.7                  | 8.4                       | 7.2                    | 6.8                    | 6.5                      | 5.6                   | 5.3                   |                             |                          | 367.3                            | 377.4                         | 2.4                 | 1.8                  | 0.2                    | 0.7                     | 0                          | 2.7                         | 0.6                     | 5.3                      | 0.3                   | 2.8                    | 0                         | 0                          | 0.1                          | 0.6                           | 1.2                 | 1.9                  | 8.9                          | 1                             | 9.3                     | 1.1                      | 66.4                   | 7.6                     | 66.7                    | 7.7                      | 0                 | 2.9           | 0                   | 5.2                           | 3.6            | -2.7                  | -0.3                   | 2.1                            | -2.3                         | -0.2                      |
| DFAST 2019                | 12/31/2018          | 1199611 | Northern Trust Corporation              | 2           | Supervisory Adverse            |                         |                      |                      | 12.9                           | 13.7                        | 11.3                        | 14.1                     | 14.9                  | 12.6                  | 16.1                     | 16.7                  | 14.5                  | 8                         | 8.4                    | 7.1                    | 7                        | 7.4                   | 6.3                   |                             |                          | 67.8                             | 70.6                          | 0.9                 | 2.7                  | 0                      | 0.6                     | 0                          | 4.2                         | 0.2                     | 3.3                      | 0.1                   | 2.5                    | 0                         | 0                          | 0                            | 11                            | 0.5                 | 3                    | 2.8                          | 2.1                           | 2.8                     | 2                        | 9                      | 6.6                     | 9                       | 6.6                      | 0                 | 1.1           | 0.1                 | 0                             | 0              | 1.6                   | 1.2                    | 0.6                            | -0.5                         | 0.1                       |
| DFAST 2019                | 12/31/2018          | 1111435 | State Street Corporation                | 2           | Supervisory Adverse            |                         |                      |                      | 11.7                           | 12.5                        | 12.1                        | 15.5                     | 16.1                  | 15.8                  | 16.3                     | 16.7                  | 16.6                  | 7.2                       | 7.5                    | 7.4                    | 6.3                      | 6.5                   | 6.5                   |                             |                          | 98.8                             | 101.8                         | 0.7                 | 2.5                  | 0                      | 0                       | 0                          | 0                           | 0.2                     | 4.1                      | 0                     | 2.3                    | 0                         | 0                          | 0                            | 0.6                           | 0.4                 | 2.1                  | 3.6                          | 1.4                           | 4.1                     | 1.6                      | 19.5                   | 7.8                     | 20                      | 8                        | 0                 | 0.8           | 0.1                 | 0.8                           | 0              | 1.9                   | 0.8                    | 1.4                            | -1.3                         | 0                         |
| DFAST 2019                | 12/31/2018          | 3606542 | TD Group US Holdings LLC                | 2           | Supervisory Adverse            |                         |                      |                      | 16.3                           | 15.5                        | 14.9                        | 16.3                     | 15.5                  | 14.9                  | 17.3                     | 16.4                  | 16.1                  | 9.2                       | 8.8                    | 8.6                    | 8.3                      | 7.9                   | 7.7                   |                             |                          | 207.6                            | 216.5                         | 5.7                 | 3.5                  | 0.3                    | 1                       | 0.2                        | 2.8                         | 1.3                     | 3.7                      | 0.7                   | 2.3                    | 2.2                       | 15.2                       | 0.5                          | 2.2                           | 0.5                 | 1.9                  | 6.8                          | 1.7                           | 18.1                    | 4.5                      | 5.7                    | 1.4                     | 16.9                    | 4.3                      | 0                 | 5.5           | 0.2                 | 0                             | 0              | 1.2                   | 0.3                    | 0.2                            | -0.3                         | 0                         |
| DFAST 2019                | 12/31/2018          | 3587146 | The Bank of New York Mellon Corporation | 2           | Supervisory Adverse            |                         |                      |                      | 11.7                           | 13.9                        | 12.2                        | 14.1                     | 16.1                  | 14.5                  | 15.1                     | 17.2                  | 15.5                  | 6.6                       | 7.5                    | 6.8                    | 6                        | 6.9                   | 6.3                   |                             |                          | 149.6                            | 154.2                         | 0.9                 | 1.6                  | 0.1                    | 0.9                     | 0                          | 5.2                         | 0.1                     | 2                        | 0.1                   | 2.6                    | 0                         | 0                          | 0.3                          | 8                             | 0.4                 | 1                    | 8                            | 2.2                           | 6.5                     | 1.7                      | 27.4                   | 7.4                     | 25.9                    | 7                        | 0                 | 1.1           | 0.1                 | 0.8                           | 0              | 6                     | 1.6                    | 1.6                            | -3.2                         | -1.5                      |
| DFAST 2019                | 12/31/2018          | 2380443 | The Goldman Sachs Group, Inc.           | 2           | Supervisory Adverse            |                         |                      |                      | 13.3                           | 13.3                        | 11.4                        | 15.3                     | 15.2                  | 13.2                  | 18                       | 17.7                  | 16                    | 8.9                       | 8.8                    | 7.8                    | 6.2                      | 6.2                   | 5.5                   |                             |                          | 547.9                            | 564.9                         | 6.2                 | 5.7                  | 0.5                    | 19                      | 0                          | 2.7                         | 1.9                     | 8.3                      | 0.4                   | 5.7                    | 0                         | 4                          | 0.9                          | 12                            | 2.5                 | 3.6                  | 20.6                         | 2.2                           | 9.6                     | 1                        | 61.7                   | 6.5                     | 50.8                    | 5.3                      | 0                 | 7             | 0                   | 5.1                           | 4.6            | 3.9                   | 0.4                    | 0.7                            | 0.7                          | 1.4                       |
| DFAST 2019                | 12/31/2018          | 1069778 | The PNC Financial Services Group, Inc.  | 2           | Supervisory Adverse            |                         |                      |                      | 9.6                            | 10.3                        | 9.9                         | 10.8                     | 11.4                  | 11                    | 13                       | 13.3                  | 13.1                  | 9.4                       | 9.9                    | 9.7                    | 7.8                      | 8.3                   | 8.1                   |                             |                          | 320.6                            | 335.8                         | 6.5                 | 2.8                  | 0.2                    | 0.7                     | 0.1                        | 0.6                         | 3.4                     | 3.8                      | 1                     | 2.9                    | 0.6                       | 11.3                       | 0.7                          | 3                             | 0.5                 | 1.4                  | 13.7                         | 3.5                           | 22.4                    | 5.7                      | 16                     | 4.1                     | 24.6                    | 6.3                      | 0                 | 6.3           | 0.1                 | 0                             | 0.2            | 7.2                   | 1.8                    | 2.1                            | -0.8                         | 1.3                       |
| DFAST 2019                | 12/31/2018          | 1119794 | U.S. Bancorp                            | 2           | Supervisory Adverse            |                         |                      |                      | 9.1                            | 10                          | 9.6                         | 10.7                     | 11.5                  | 11.2                  | 12.6                     | 12.9                  | 12.9                  | 9                         | 9.8                    | 9.6                    | 7.2                      | 7.8                   | 7.6                   |                             |                          | 381.7                            | 398.9                         | 10.4                | 3.5                  | 0.4                    | 0.6                     | 0.4                        | 2.6                         | 3.5                     | 4.2                      | 1.4                   | 3.7                    | 2.9                       | 12                         | 1.1                          | 2.6                           | 0.7                 | 3                    | 19.6                         | 4.1                           | 27.9                    | 5.8                      | 21.2                   | 4.4                     | 29.5                    | 6.2                      | 0                 | 10.1          | 0                   | 0                             | 0              | 9.4                   | 2                      | 2.5                            | -2.4                         | 0                         |
| DFAST 2019                | 12/31/2018          | 4846998 | UBS Americas Holding LLC                | 2           | Supervisory Adverse            |                         |                      |                      | 21.7                           | 19.9                        | 18.6                        | 25.7                     | 23.8                  | 22.6                  | 27                       | 25.5                  | 24.1                  | 11.3                      | 10.4                   | 9.9                    |                          |                       |                       |                             |                          | 54.1                             | 55.4                          | 0.8                 | 1.4                  | 0.1                    | 0.8                     | 0                          | 0                           | 0.3                     | 5.2                      | 0                     | 2.2                    | 0                         | 11.3                       | 0.2                          | 0.6                           | 0.2                 | 2                    | 2.8                          | 1.9                           | 3.1                     | 2.1                      | 25.4                   | 17.4                    | 25.7                    | 17.6                     | 0                 | 1.1           | 0                   | 0.6                           | 0              | 1.1                   | 0.8                    | 0                              | 0                            | 0                         |
| DFAST 2019                | 12/31/2018          | 1120754 | Wells Fargo & Company               | 2           | Supervisory Adverse            |                         |                      |                      | 11.7                           | 12.3                        | 11.4                        | 13.5                     | 14                    | 13.1                  | 16.6                     | 16.6                  | 16.2                  | 9.1                       | 9.4                    | 8.9                    | 7.7                      | 8                     | 7.6                   |                             |                          | 1247.2                           | 1299.1                        | 25.8                | 2.6                  | 1.2                    | 0.4                     | 0.7                        | 1.4                         | 7.1                     | 3.6                      | 4.1                   | 3.2                    | 5                         | 12.6                       | 3.6                          | 4.7                           | 4                   | 2                    | 69.2                         | 3.6                           | 112.9                   | 5.8                      | 84                     | 4.3                     | 127.8                   | 6.6                      | 0                 | 25.6          | 1                   | 4.1                           | 1              | 37.5                  | 1.9                    | 5.5                            | -5.8                         | -0.3                      |
| DFAST 2019                | 12/31/2018          |         | 18 participating firms                  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.3                           | 9.7                         | 9.2                         | 14                       | 11.3                  | 10.9                  | 16.4                     | 13.7                  | 13.5                  | 8.6                       | 6.9                    | 6.8                    | 6.9                      | 5.6                   | 5.4                   |                             |                          | 8203.8                           | 8366.3                        | 295.8               | 5.7                  | 14.1                   | 1.4                     | 5.1                        | 2.6                         | 72.7                    | 6.3                      | 32.9                  | 6.4                    | 107.2                     | 16.8                       | 21.1                         | 4.7                           | 42.7                | 3.6                  | 326.8                        | 2.4                           | 610.4                   | 4.4                      | 595                    | 4.3                     | 878.5                   | 6.3                      | 0                 | 327.5         | 4.9                 | 90.2                          | 19.1           | -114.9                | -0.8                   | 37.3                           | -66.9                        | -29.7                     |
| DFAST 2019                | 12/31/2018          | 1073757 | Bank of America Corporation             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.6                           | 9.7                         | 9.7                         | 13.2                     | 11.2                  | 11.2                  | 15.4                     | 13.5                  | 13.5                  | 8.4                       | 7.1                    | 7.1                    | 6.8                      | 5.8                   | 5.8                   |                             |                          | 1437.2                           | 1465.7                        | 43.6                | 4.4                  | 2.5                    | 1.2                     | 0.9                        | 1.9                         | 13.3                    | 4.8                      | 4.8                   | 6.7                    | 14.8                      | 14.7                       | 1.6                          | 2                             | 5.8                 | 3                    | 42.3                         | 1.8                           | 98.6                    | 4.2                      | 83.7                   | 3.5                     | 140                     | 5.9                      | 0                 | 48.3          | 0.2                 | 8.9                           | 2.7            | -17.8                 | -0.7                   | 12.5                           | -11.2                        | 1.3                       |
| DFAST 2019                | 12/31/2018          | 5006575 | Barclays US LLC                         | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.5                           | 12.4                        | 11.6                        | 17.6                     | 15.4                  | 14.5                  | 21                       | 18.5                  | 17.8                  | 8.9                       | 7.8                    | 7.5                    | 7.3                      | 6.3                   | 6.1                   |                             |                          | 87                               | 88                            | 4.2                 | 10.3                 | 0                      | 0                       | 0                          | 0                           | 0                       | 22.6                     | 0                     | 6.3                    | 4                         | 15.1                       | 0.1                          | 13.7                          | 0.1                 | 0.7                  | 4.6                          | 3                             | 7.7                     | 4.9                      | 12                     | 7.7                     | 15.1                    | 9.6                      | 0                 | 4.5           | 0                   | 0.8                           | 0              | -0.6                  | -0.4                   | 0                              | 0                            | 0                         |
| DFAST 2019                | 12/31/2018          | 2277860 | Capital One Financial Corporation       | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.2                           | 6                           | 6                           | 12.7                     | 7.4                   | 7.4                   | 15.1                     | 9.6                   | 9.6                   | 10.7                      | 6.5                    | 6.5                    | 9                        | 5.5                   | 5.5                   |                             |                          | 294.9                            | 313.4                         | 38.6                | 15.1                 | 0                      | 2.2                     | 0                          | 5.1                         | 4.1                     | 11.8                     | 1.6                   | 5.3                    | 26.5                      | 23                         | 5.2                          | 9.1                           | 1.1                 | 6.3                  | 30.7                         | 8.2                           | 51.3                    | 13.6                     | 11.1                   | 2.9                     | 31.6                    | 8.4                      | 0                 | 44.3          | 0.1                 | 0                             | 0              | -13.6                 | -3.6                   | 1                              | -0.9                         | 0.1                       |
| DFAST 2019                | 12/31/2018          | 1951350 | Citigroup Inc.                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.9                           | 9.5                         | 8.2                         | 13.5                     | 11.1                  | 9.7                   | 16.6                     | 14.1                  | 12.9                  | 8.3                       | 6.8                    | 6.1                    | 6.4                      | 5.3                   | 4.7                   |                             |                          | 1174.4                           | 1195.2                        | 46.9                | 6.6                  | 1.6                    | 2.1                     | 0.6                        | 4.3                         | 7.9                     | 4.4                      | 2                     | 8.5                    | 25.1                      | 15.2                       | 3.1                          | 10.5                          | 6.5                 | 3                    | 56.7                         | 2.9                           | 112.9                   | 5.8                      | 48.8                   | 2.5                     | 105                     | 5.4                      | 0                 | 49.9          | 0.9                 | 15.7                          | 1.9            | -11.6                 | -0.6                   | 5.2                            | -36.4                        | -31.2                     |
| DFAST 2019                | 12/31/2018          | 1574834 | Credit Suisse Holdings (USA), Inc.      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 25.8                           | 22.3                        | 18.4                        | 26.5                     | 23.2                  | 19.3                  | 26.6                     | 23.2                  | 19.4                  | 12.9                      | 10.1                   | 8.5                    | 11.3                     | 8.8                   | 7.4                   |                             |                          | 61.3                             | 55.1                          | 0.1                 | 0.6                  | 0                      | 0                       | 0                          | 0                           | 0                       | 0                        | 0                     | 0                      | 0                         | 0                          | 0                            | 13.7                          | 0.1                 | 0.6                  | 2.3                          | 1.9                           | 1.2                     | 1                        | 11.9                   | 9.7                     | 10.9                    | 8.8                      | 0                 | 0.1           | 0                   | 4.8                           | 0.1            | -2.6                  | -2.1                   | 0                              | -0.1                         | -0.1                      |
| DFAST 2019                | 12/31/2018          | 2816906 | DB USA Corporation                      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 22.9                           | 15                          | 14.8                        | 34.4                     | 26.4                  | 26.2                  | 34.4                     | 26.7                  | 26.6                  | 9.2                       | 6.9                    | 6.9                    | 8.4                      | 6.4                   | 6.3                   |                             |                          | 36.5                             | 36.7                          | 0.4                 | 3.6                  | 0.1                    | 2.3                     | 0                          | 5.4                         | 0                       | 1                        | 0.2                   | 9.5                    | 0                         | 0                          | 0                            | 7.1                           | 0.1                 | 1.9                  | -0.4                         | -0.3                          | 1.5                     | 1.2                      | 11.2                   | 9                       | 13.1                    | 10.5                     | 0                 | 0.5           | 0                   | 1.3                           | 0              | -2.2                  | -1.7                   | 0                              | -0.3                         | -0.3                      |
| DFAST 2019                | 12/31/2018          | 3232316 | HSBC North America Holdings Inc.        | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.6                           | 8.5                         | 8.5                         | 14.2                     | 10.1                  | 10.1                  | 18                       | 14.2                  | 14.2                  | 7.5                       | 5.1                    | 5.1                    | 5.6                      | 3.8                   | 3.8                   |                             |                          | 140.8                            | 138.9                         | 3.5                 | 5.1                  | 0.3                    | 1.8                     | 0                          | 3                           | 1.4                     | 5.4                      | 0.9                   | 8.3                    | 0.2                       | 16.4                       | 0                            | 9.2                           | 0.6                 | 5.5                  | -0.8                         | -0.3                          | 5                       | 1.8                      | 5                      | 1.8                     | 10.8                    | 3.9                      | 0                 | 3.9           | 0                   | 2                             | 0              | -6.8                  | -2.4                   | 2.2                            | -0.7                         | 1.4                       |
| DFAST 2019                | 12/31/2018          | 1039502 | JPMorgan Chase & Co.                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12                             | 8.2                         | 8.1                         | 13.7                     | 9.9                   | 9.8                   | 15.5                     | 11.9                  | 11.8                  | 8.1                       | 5.9                    | 5.8                    | 6.4                      | 4.7                   | 4.6                   |                             |                          | 1528.9                           | 1572.2                        | 60.2                | 5.9                  | 3.2                    | 1.3                     | 0.9                        | 2.4                         | 17.3                    | 9.6                      | 4                     | 3.4                    | 22                        | 15                         | 2.1                          | 3.4                           | 10.8                | 4.8                  | 60                           | 2.3                           | 116.3                   | 4.4                      | 98.6                   | 3.7                     | 154.9                   | 5.9                      | 0                 | 66.7          | 0.7                 | 21.2                          | 1.2            | -29.9                 | -1.1                   | 2.6                            | -1.4                         | 1.2                       |
| DFAST 2019                | 12/31/2018          | 2162966 | Morgan Stanley                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.9                           | 11.1                        | 8.9                         | 19.2                     | 13.4                  | 11.1                  | 21.8                     | 15.7                  | 13.6                  | 8.4                       | 5.7                    | 5.1                    | 6.5                      | 4.4                   | 3.9                   |                             |                          | 367.3                            | 367.6                         | 4.1                 | 3.2                  | 0.4                    | 1.4                     | 0                          | 3.6                         | 0.9                     | 8.6                      | 0.9                   | 7.6                    | 0                         | 0                          | 0.1                          | 0.6                           | 1.9                 | 3.1                  | 3.4                          | 0.4                           | 9.1                     | 1.1                      | 60.8                   | 7.1                     | 66.5                    | 7.7                      | 0                 | 5.2           | 0                   | 9.8                           | 5.3            | -16.9                 | -2                     | 2.2                            | -2.3                         | -0.1                      |
| DFAST 2019                | 12/31/2018          | 1199611 | Northern Trust Corporation              | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.9                           | 13.2                        | 10.7                        | 14.1                     | 14.5                  | 12                    | 16.1                     | 16.5                  | 14                    | 8                         | 8.2                    | 6.8                    | 7                        | 7.2                   | 6                     |                             |                          | 67.8                             | 69.6                          | 1.5                 | 4.7                  | 0.1                    | 1.5                     | 0.1                        | 6.1                         | 0.2                     | 5.5                      | 0.2                   | 6.1                    | 0                         | 0                          | 0                            | 13.7                          | 0.9                 | 4.9                  | 3                            | 2.2                           | 3                       | 2.3                      | 8.8                    | 6.6                     | 8.9                     | 6.6                      | 0                 | 1.9           | 0.1                 | 0                             | 0              | 1                     | 0.7                    | 0.6                            | -0.5                         | 0.1                       |
| DFAST 2019                | 12/31/2018          | 1111435 | State Street Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.7                           | 11.8                        | 10.9                        | 15.5                     | 15.5                  | 14.6                  | 16.3                     | 16.2                  | 15.4                  | 7.2                       | 7.2                    | 6.8                    | 6.3                      | 6.3                   | 6                     |                             |                          | 98.8                             | 100.4                         | 1                   | 3.8                  | 0                      | 0                       | 0                          | 0                           | 0.3                     | 6.9                      | 0.1                   | 6.2                    | 0                         | 0                          | 0                            | 0.6                           | 0.6                 | 3                    | 3.4                          | 1.4                           | 4.5                     | 1.8                      | 18.8                   | 7.6                     | 19.9                    | 8.1                      | 0                 | 1.2           | 0.1                 | 1.2                           | 0              | 0.9                   | 0.4                    | 1.3                            | -1.3                         | 0                         |
| DFAST 2019                | 12/31/2018          | 3606542 | TD Group US Holdings LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.3                           | 13.7                        | 12.9                        | 16.3                     | 13.7                  | 12.9                  | 17.3                     | 15                    | 14.2                  | 9.2                       | 7.8                    | 7.5                    | 8.3                      | 7                     | 6.7                   |                             |                          | 207.6                            | 212.7                         | 8.7                 | 5.5                  | 0.4                    | 1.6                     | 0.3                        | 3.9                         | 2.1                     | 6                        | 1.5                   | 5.3                    | 2.9                       | 20.2                       | 0.7                          | 2.9                           | 0.8                 | 3.2                  | 6.9                          | 1.7                           | 18.6                    | 4.7                      | 5.2                    | 1.3                     | 16.9                    | 4.3                      | 0                 | 9.3           | 0.2                 | 0                             | 0              | -2.6                  | -0.7                   | -0.2                           | -0.3                         | -0.4                      |
| DFAST 2019                | 12/31/2018          | 3587146 | The Bank of New York Mellon Corporation | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.7                           | 13.1                        | 11.3                        | 14.1                     | 15.4                  | 13.6                  | 15.1                     | 16.6                  | 14.7                  | 6.6                       | 7.2                    | 6.4                    | 6                        | 6.6                   | 5.9                   |                             |                          | 149.6                            | 151.7                         | 1.4                 | 2.5                  | 0.2                    | 1.7                     | 0                          | 8.7                         | 0.1                     | 3.2                      | 0.2                   | 7                      | 0                         | 0                          | 0.3                          | 9.9                           | 0.6                 | 1.6                  | 7.3                          | 2                             | 6.7                     | 1.8                      | 26.2                   | 7.2                     | 25.7                    | 7                        | 0                 | 1.8           | 0.1                 | 1.1                           | 0              | 4.3                   | 1.2                    | 1.5                            | -3.2                         | -1.7                      |
| DFAST 2019                | 12/31/2018          | 2380443 | The Goldman Sachs Group, Inc.           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.3                           | 9.9                         | 7.6                         | 15.3                     | 11.9                  | 9.5                   | 18                       | 14.6                  | 12.4                  | 8.9                       | 6.7                    | 5.7                    | 6.2                      | 4.7                   | 4                     |                             |                          | 547.9                            | 544.6                         | 9.7                 | 8.9                  | 0.7                    | 22.9                    | 0                          | 3.6                         | 3                       | 13.1                     | 1                     | 14.2                   | 0                         | 5.6                        | 1                            | 14                            | 4                   | 5.8                  | 12.9                         | 1.4                           | 9.2                     | 1                        | 54.5                   | 5.8                     | 50.8                    | 5.4                      | 0                 | 11.2          | 0                   | 13.6                          | 6              | -18                   | -1.9                   | 0.8                            | 0.7                          | 1.5                       |
| DFAST 2019                | 12/31/2018          | 1069778 | The PNC Financial Services Group, Inc.  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.6                            | 8.5                         | 8.5                         | 10.8                     | 9.7                   | 9.6                   | 13                       | 12                    | 12                    | 9.4                       | 8.4                    | 8.4                    | 7.8                      | 7.1                   | 7.1                   |                             |                          | 320.6                            | 329.1                         | 10.9                | 4.7                  | 0.3                    | 1.2                     | 0.3                        | 1.5                         | 5.3                     | 6                        | 2.4                   | 7                      | 0.9                       | 16.3                       | 0.9                          | 3.7                           | 0.7                 | 2.3                  | 11.9                         | 3.1                           | 22                      | 5.7                      | 14.7                   | 3.8                     | 24.8                    | 6.4                      | 0                 | 11.7          | 0.1                 | 0                             | 0.3            | -0.2                  | 0                      | 2                              | -0.8                         | 1.2                       |
| DFAST 2019                | 12/31/2018          | 1119794 | U.S. Bancorp                            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.1                            | 8.1                         | 8.1                         | 10.7                     | 9.7                   | 9.7                   | 12.6                     | 11.4                  | 11.4                  | 9                         | 8.2                    | 8.2                    | 7.2                      | 6.6                   | 6.6                   |                             |                          | 381.7                            | 393.6                         | 16.3                | 5.6                  | 0.9                    | 1.4                     | 0.6                        | 3.9                         | 5.2                     | 6.3                      | 3                     | 8.2                    | 3.9                       | 16.4                       | 1.5                          | 3.6                           | 1.1                 | 4.6                  | 18.2                         | 3.9                           | 27.5                    | 5.8                      | 20.5                   | 4.4                     | 29.9                    | 6.3                      | 0                 | 17.6          | 0                   | 0                             | 0              | 0.5                   | 0.1                    | 2.6                            | -2.4                         | 0.2                       |
| DFAST 2019                | 12/31/2018          | 4846998 | UBS Americas Holding LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 21.7                           | 16.8                        | 16                          | 25.7                     | 20.7                  | 19.9                  | 27                       | 22.8                  | 21.9                  | 11.3                      | 9                      | 8.8                    |                          |                       |                       |                             |                          | 54.1                             | 54                            | 1.3                 | 2.2                  | 0.2                    | 1.7                     | 0                          | 0                           | 0.5                     | 8.5                      | 0                     | 5.5                    | 0                         | 16.4                       | 0.2                          | 0.7                           | 0.3                 | 3.1                  | 2.3                          | 1.6                           | 3                       | 2.1                      | 24.7                   | 17.2                    | 25.4                    | 17.6                     | 0                 | 1.6           | 0                   | 1.5                           | 0              | -0.8                  | -0.6                   | 0                              | 0                            | 0                         |
| DFAST 2019                | 12/31/2018          | 1120754 | Wells Fargo & Company               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.7                           | 10.1                        | 9.5                         | 13.5                     | 11.8                  | 11.2                  | 16.6                     | 14.8                  | 14.5                  | 9.1                       | 8                      | 7.6                    | 7.7                      | 6.8                   | 6.5                   |                             |                          | 1247.2                           | 1277.9                        | 43.5                | 4.5                  | 3.2                    | 1.1                     | 1.3                        | 2.8                         | 11                      | 5.6                      | 10                    | 7.7                    | 6.8                       | 17.2                       | 4.3                          | 5.8                           | 6.7                 | 3.4                  | 62.2                         | 3.3                           | 112.4                   | 5.9                      | 78.3                   | 4.1                     | 128.5                   | 6.7                      | 0                 | 47.9          | 2.3                 | 8.5                           | 1.4            | 2.1                   | 0.1                    | 2.9                            | -5.8                         | -2.9                      |
| DFAST 2020                | 12/31/2019          |         | 33 participating firms                  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12                             | 10.3                        | 9.9                         | 13.6                     | 11.8                  | 11.4                  | 15.8                     | 14.4                  | 14.1                  | 8.6                       | 7.4                    | 7.1                    | 6.7                      | 5.9                   | 5.6                   |                             |                          | 10353.8                          | 10255.5                       | 432.5               | 6.3                  | 19.4                   | 1.5                     | 7.4                        | 3.1                         | 114                     | 7.2                      | 47.6                  | 6.3                    | 144                       | 17.1                       | 48.4                         | 6.5                           | 51.7                | 3.6                  | 429.3                        | 2.6                           | 789.8                   | 4.7                      | 794.6                  | 4.8                     | 1155.1                  | 6.9                      | 0                 | 489           | 5.5                 | 83.2                          | 28.7           | -177.1                | -1.1                   | 8.5                            | -54.3                        | -45.2                     |
| DFAST 2020                | 12/31/2019          | 1562859 | Ally Financial Inc.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.5                            | 6.3                         | 6.3                         | 11.2                     | 7.9                   | 7.9                   | 12.8                     | 9.9                   | 9.9                   | 9.1                       | 6.4                    | 6.4                    |                          |                       |                       |                             |                          | 145.1                            | 144                           | 8.1                 | 6.4                  | 0.2                    | 1.3                     | 0                          | 4.1                         | 2.6                     | 6.4                      | 0.2                   | 3.7                    | 0                         | 0                          | 5                            | 7.7                           | 0.2                 | 11.1                 | 5.1                          | 2.8                           | 9.1                     | 5                        | 6.9                    | 3.8                     | 10.9                    | 6                        | 0                 | 10.1          | 0.3                 | 0                             | 0.1            | -5.3                  | -2.9                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 1275216 | American Express Company                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.7                           | 12.7                        | 10.8                        | 11.6                     | 13.6                  | 11.7                  | 13.2                     | 15.2                  | 13.3                  | 10.2                      | 11.9                   | 10.3                   |                          |                       |                       |                             |                          | 168.5                            | 169.5                         | 16                  | 10.7                 | 0                      | 0                       | 0                          | 0                           | 5.6                     | 11                       | 0                     | 0                      | 10                        | 10.4                       | 0.4                          | 16                            | 0                   | 6                    | 23.8                         | 12                            | 16.8                    | 8.5                      | 79.1                   | 39.9                    | 72.1                    | 36.4                     | 0                 | 19.3          | 0                   | 0                             | 0              | 4.4                   | 2.2                    | 0.1                            | -2.7                         | -2.7                      |
| DFAST 2020                | 12/31/2019          | 1073757 | Bank of America Corporation             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.2                           | 9.8                         | 9.6                         | 12.6                     | 11.3                  | 11.1                  | 14.8                     | 13.8                  | 13.8                  | 7.9                       | 7                      | 6.9                    | 6.4                      | 5.7                   | 5.6                   |                             |                          | 1493.5                           | 1481.7                        | 47.2                | 4.7                  | 2.9                    | 1.2                     | 1                          | 2.4                         | 15.3                    | 5.3                      | 4.9                   | 6.6                    | 15.6                      | 16                         | 1.6                          | 2                             | 5.9                 | 3                    | 42.3                         | 1.7                           | 103                     | 4.2                      | 81.9                   | 3.4                     | 142.6                   | 5.9                      | 0                 | 53.1          | 0.2                 | 10.5                          | 4.2            | -25.6                 | -1.1                   | 5.2                            | -6.3                         | -1.1                      |
| DFAST 2020                | 12/31/2019          | 5006575 | Barclays US LLC                         | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.3                           | 13.7                        | 13.4                        | 19.4                     | 16.9                  | 16.6                  | 23                       | 20.7                  | 20.5                  | 9.4                       | 7.9                    | 7.7                    | 7.8                      | 6.6                   | 6.4                   |                             |                          | 84                               | 80.8                          | 4.5                 | 11                   | 0                      | 0                       | 0                          | 0                           | 0                       | 20.9                     | 0                     | 5.2                    | 4.3                       | 16.1                       | 0.1                          | 15.4                          | 0.1                 | 0.8                  | 4.2                          | 2.8                           | 6.2                     | 4.2                      | 13                     | 8.7                     | 15                      | 10.1                     | 0                 | 4.7           | 0                   | 0.9                           | 0              | -1.4                  | -0.9                   | 0                              | -0.1                         | 0                         |
| DFAST 2020                | 12/31/2019          | 1245415 | BMO Financial Corp.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.3                           | 5.4                         | 5.4                         | 11.8                     | 5.9                   | 5.9                   | 14.1                     | 8.6                   | 8.6                   | 9.1                       | 4.5                    | 4.5                    |                          |                       |                       |                             |                          | 129.7                            | 128.4                         | 5.7                 | 6.4                  | 0.1                    | 1.4                     | 0.1                        | 4.2                         | 2.9                     | 7.3                      | 1                     | 9.1                    | 0.1                       | 16.8                       | 0.2                          | 3.6                           | 1.3                 | 6.2                  | -0.7                         | -0.4                          | 7.8                     | 4.5                      | 1.6                    | 0.9                     | 10.1                    | 5.8                      | 0                 | 6.6           | 0                   | 0                             | 0              | -7.2                  | -4.2                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 1575569 | BNP Paribas USA, Inc.                   | 3           | Supervisory Severely Adverse   |                         |                      |                      | 15.8                           | 10.4                        | 10.4                        | 15.8                     | 10.4                  | 10.4                  | 18                       | 13.1                  | 13.1                  | 10.5                      | 6.8                    | 6.8                    |                          |                       |                       |                             |                          | 87.9                             | 86.8                          | 4.8                 | 7                    | 0.2                    | 1.9                     | 0.1                        | 3.5                         | 1.5                     | 10.5                     | 1.2                   | 8                      | 0                         | 18.7                       | 1.1                          | 7.2                           | 0.6                 | 5.2                  | 0.9                          | 0.7                           | 5.6                     | 4.5                      | 3.5                    | 2.8                     | 8.2                     | 6.5                      | 0                 | 5.7           | 0                   | 0                             | 0              | -4.8                  | -3.9                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 2277860 | Capital One Financial Corporation       | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.2                           | 6.8                         | 6.8                         | 13.7                     | 8.3                   | 8.3                   | 16.1                     | 10.7                  | 10.7                  | 11.7                      | 7                      | 7                      | 9.9                      | 5.9                   | 5.9                   |                             |                          | 313.2                            | 310.4                         | 41.2                | 15.5                 | 0                      | 1.9                     | 0                          | 4.9                         | 4.6                     | 12.3                     | 1.3                   | 4.3                    | 27.4                      | 23                         | 6.9                          | 11.4                          | 1                   | 5.5                  | 31                           | 7.9                           | 54.4                    | 13.9                     | 12                     | 3.1                     | 35.4                    | 9.1                      | 0                 | 47.7          | 0.1                 | 0                             | 0.1            | -16.9                 | -4.3                   | 0                              | 0.8                          | -0.1                      |
| DFAST 2020                | 12/31/2019          | 1951350 | Citigroup Inc.                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.8                           | 11.8                        | 10.3                        | 13.4                     | 13.4                  | 11.9                  | 16.6                     | 16.7                  | 15.3                  | 8                         | 7.9                    | 7                      | 6.2                      | 6.2                   | 5.4                   |                             |                          | 1166.5                           | 1151.7                        | 47.7                | 6.7                  | 1.5                    | 1.9                     | 0.7                        | 6.6                         | 8.1                     | 4.7                      | 1.3                   | 5.7                    | 27.5                      | 16.4                       | 3.3                          | 10.2                          | 5.2                 | 2.3                  | 59.3                         | 3                             | 112.2                   | 5.8                      | 54.2                   | 2.8                     | 107.2                   | 5.5                      | 0                 | 50            | 0.7                 | 5.7                           | 2.6            | 0.4                   | 0                      | 3.3                            | -36.4                        | -33.1                     |
| DFAST 2020                | 12/31/2019          | 1132449 | Citizens Financial Group, Inc.          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10                             | 7.1                         | 7.1                         | 11.1                     | 8.2                   | 8.2                   | 13                       | 10.4                  | 10.4                  | 10                        | 7.3                    | 7.3                    |                          |                       |                       |                             |                          | 142.9                            | 142.6                         | 6.7                 | 5.6                  | 0.3                    | 1.7                     | 0.5                        | 4.1                         | 2.2                     | 6.2                      | 1.4                   | 8.1                    | 0.3                       | 16.4                       | 1.7                          | 6.5                           | 0.3                 | 4                    | 3.9                          | 2.3                           | 9.5                     | 5.7                      | 3.7                    | 2.2                     | 9.3                     | 5.6                      | 0                 | 8             | 0                   | 0                             | 0.1            | -4.3                  | -2.6                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 1574834 | Credit Suisse Holdings (USA), Inc.      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 24.7                           | 21.6                        | 19.5                        | 25.5                     | 22.4                  | 20.4                  | 25.6                     | 22.5                  | 20.5                  | 13.7                      | 11.1                   | 10.3                   | 12.1                     | 9.8                   | 9.1                   |                             |                          | 62.3                             | 56.9                          | 0.1                 | 0.9                  | 0                      | 0                       | 0                          | 0                           | 0                       | 0                        | 0                     | 20.9                   | 0                         | 0                          | 0                            | 15.4                          | 0.1                 | 0.6                  | 1.2                          | 1.1                           | -0.4                    | -0.4                     | 12.2                   | 10.6                    | 10.5                    | 9.2                      | 0                 | 0.1           | 0                   | 2.8                           | 0.2            | -1.8                  | -1.6                   | 0                              | -0.3                         | 0                         |
| DFAST 2020                | 12/31/2019          | 2816906 | DB USA Corporation                      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 26.2                           | 18.6                        | 18.4                        | 37.7                     | 31.1                  | 30.9                  | 37.7                     | 31.5                  | 31.4                  | 9.8                       | 7.4                    | 7.4                    | 9.1                      | 6.9                   | 6.9                   |                             |                          | 36.6                             | 33.6                          | 0.4                 | 3.2                  | 0                      | 1.4                     | 0                          | 6.3                         | 0                       | 1                        | 0.2                   | 5.8                    | 0                         | 0                          | 0                            | 6                             | 0.1                 | 2.5                  | -0.2                         | -0.2                          | 0.8                     | 0.8                      | 10.2                   | 9.3                     | 11.2                    | 10.3                     | 0                 | 0.5           | 0                   | 1.3                           | 0              | -2                    | -1.8                   | 0                              | -0.2                         | -0.2                      |
| DFAST 2020                | 12/31/2019          | 3846375 | Discover Financial Services             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.2                           | 8.5                         | 8.2                         | 11.8                     | 9                     | 8.8                   | 13.5                     | 10.7                  | 10.6                  | 10.3                      | 7.8                    | 7.6                    |                          |                       |                       |                             |                          | 98.2                             | 98.2                          | 16.3                | 17                   | 0                      | 1.9                     | 0.1                        | 10                          | 0                       | 18.4                     | 0                     | 12.2                   | 14.4                      | 18.7                       | 1.7                          | 9.9                           | 0                   | 5.8                  | 15.8                         | 13.8                          | 22.1                    | 19.4                     | 3.9                    | 3.4                     | 10.2                    | 9                        | 0                 | 18.6          | 0                   | 0                             | 0              | -2.8                  | -2.5                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 1070345 | Fifth Third Bancorp                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.7                            | 8.1                         | 8.1                         | 11                       | 9.4                   | 9.3                   | 13.8                     | 12.5                  | 12.4                  | 9.5                       | 8.2                    | 8.1                    |                          |                       |                       |                             |                          | 142.1                            | 143.2                         | 7.4                 | 6.8                  | 0.3                    | 2.1                     | 0.2                        | 3.9                         | 3.4                     | 7.5                      | 1.7                   | 10.8                   | 0.6                       | 23.5                       | 0.8                          | 5.2                           | 0.4                 | 4.3                  | 6.4                          | 3.8                           | 10.4                    | 6.2                      | 7.2                    | 4.2                     | 11.2                    | 6.6                      | 0                 | 8.5           | 0                   | 0                             | 0.1            | -2.1                  | -1.3                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 3232316 | HSBC North America Holdings Inc.        | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13                             | 7.3                         | 7.3                         | 14.8                     | 9.2                   | 9.2                   | 18.4                     | 13.3                  | 13.3                  | 7.8                       | 4.7                    | 4.7                    | 5.7                      | 3.4                   | 3.4                   |                             |                          | 128.7                            | 123.3                         | 3.9                 | 6                    | 0.4                    | 2.2                     | 0.1                        | 7.5                         | 1.6                     | 6.1                      | 0.9                   | 7.8                    | 0.4                       | 26.4                       | 0                            | 10.2                          | 0.6                 | 7                    | -0.1                         | -0.1                          | 5.2                     | 2.1                      | 4.5                    | 1.8                     | 9.8                     | 3.9                      | 0                 | 4.5           | 0.1                 | 1.4                           | 0.2            | -6.3                  | -2.5                   | 0                              | -0.5                         | -0.2                      |
| DFAST 2020                | 12/31/2019          | 1068191 | Huntington Bancshares Incorporated      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.9                            | 8.5                         | 8.5                         | 11.3                     | 9.9                   | 9.9                   | 13                       | 11.9                  | 11.9                  | 9.3                       | 8.2                    | 8.1                    |                          |                       |                       |                             |                          | 87.5                             | 87.8                          | 3.8                 | 5.1                  | 0.3                    | 2.7                     | 0.2                        | 3.1                         | 1.4                     | 6.1                      | 0.7                   | 7.7                    | 0.1                       | 18.7                       | 0.8                          | 4.6                           | 0.2                 | 3.8                  | 3.2                          | 3                             | 6.9                     | 6.3                      | 3                      | 2.7                     | 6.6                     | 6.1                      | 0                 | 4.3           | 0                   | 0                             | 0              | -1.1                  | -1                     | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 1039502 | JPMorgan Chase & Co.                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.4                           | 10.6                        | 9.8                         | 14.1                     | 12.4                  | 11.6                  | 16                       | 14.6                  | 13.8                  | 7.9                       | 6.8                    | 6.4                    | 6.3                      | 5.4                   | 5.1                   |                             |                          | 1515.9                           | 1500.9                        | 64.4                | 6.6                  | 3.1                    | 1.5                     | 0.6                        | 2                           | 19                      | 11.3                     | 3.8                   | 3.2                    | 24.5                      | 16.1                       | 2.3                          | 3.9                           | 11.1                | 4.7                  | 73                           | 2.7                           | 119.2                   | 4.4                      | 118.1                  | 4.4                     | 164.2                   | 6.1                      | 0                 | 72.3          | 0.7                 | 21.8                          | 2.7            | -24.5                 | -0.9                   | -1.4                           | 1.5                          | 0.2                       |
| DFAST 2020                | 12/31/2019          | 1068025 | KeyCorp                                 | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.4                            | 8.1                         | 8                           | 10.9                     | 9.5                   | 9.4                   | 12.8                     | 11.8                  | 11.8                  | 9.9                       | 8.7                    | 8.6                    |                          |                       |                       |                             |                          | 130.9                            | 132.1                         | 5.1                 | 5.3                  | 0.2                    | 2.4                     | 0.2                        | 3.1                         | 2.4                     | 6.5                      | 1                     | 6.8                    | 0.2                       | 18.7                       | 0.5                          | 5.1                           | 0.5                 | 3                    | 4.3                          | 3                             | 8.6                     | 5.9                      | 5.2                    | 3.6                     | 9.5                     | 6.5                      | 0                 | 5.6           | 0                   | 0                             | 0.3            | -1.5                  | -1.1                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 1037003 | M&T Bank Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.7                            | 8.6                         | 8.5                         | 10.9                     | 9.8                   | 9.7                   | 13.1                     | 12.1                  | 12                    | 9.6                       | 8.6                    | 8.5                    |                          |                       |                       |                             |                          | 103.3                            | 103.6                         | 5                   | 5.5                  | 0.4                    | 2.8                     | 0.2                        | 3.4                         | 1.2                     | 6.2                      | 2.2                   | 6.2                    | 0.1                       | 18.7                       | 0.7                          | 6.6                           | 0.2                 | 4.6                  | 4.7                          | 3.9                           | 8.1                     | 6.7                      | 4                      | 3.3                     | 7.3                     | 6.1                      | 0                 | 5.7           | 0                   | 0                             | 0              | -1                    | -0.8                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 2162966 | Morgan Stanley                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.4                           | 12.5                        | 11.3                        | 18.6                     | 14.7                  | 13.5                  | 21                       | 17.3                  | 16.2                  | 8.3                       | 6.4                    | 5.9                    | 6.4                      | 4.9                   | 4.5                   |                             |                          | 394.2                            | 387.8                         | 5.3                 | 3.5                  | 0.5                    | 1.6                     | 0                          | 4.1                         | 1.1                     | 10.4                     | 1                     | 8.6                    | 0                         | 0                          | 0.2                          | 0.8                           | 2.5                 | 3.2                  | 5                            | 0.6                           | 10.6                    | 1.2                      | 67.4                   | 7.5                     | 72.9                    | 8.1                      | 0                 | 6.5           | 0.1                 | 9.5                           | 5.5            | -16.5                 | -1.8                   | 1.2                            | -2.8                         | -1.6                      |
| DFAST 2020                | 12/31/2019          | 1378434 | MUFG Americas Holdings Corporation      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.1                           | 9.7                         | 9.7                         | 14.1                     | 9.7                   | 9.7                   | 14.7                     | 11                    | 11                    | 8.9                       | 6.1                    | 6.1                    |                          |                       |                       |                             |                          | 107                              | 106.4                         | 5.1                 | 5.7                  | 0.9                    | 2.4                     | 0.1                        | 2.8                         | 1.8                     | 11.5                     | 1.1                   | 5.7                    | 0.1                       | 18.7                       | 0.7                          | 16.2                          | 0.5                 | 4.7                  | 1.8                          | 1                             | 7.4                     | 4.3                      | 4.9                    | 2.9                     | 10.5                    | 6.1                      | 0                 | 6.4           | 0.1                 | 0                             | 0.2            | -4.9                  | -2.9                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 1199611 | Northern Trust Corporation              | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.7                           | 13.2                        | 12.8                        | 14.5                     | 15                    | 14.6                  | 16.3                     | 17.5                  | 16.8                  | 8.7                       | 9                      | 8.7                    | 7.6                      | 7.9                   | 7.7                   |                             |                          | 70.1                             | 70.2                          | 1.8                 | 5.7                  | 0.1                    | 1.6                     | 0.1                        | 8.3                         | 0.3                     | 6.5                      | 0.2                   | 5.5                    | 0                         | 0                          | 0                            | 15.4                          | 1.1                 | 6.6                  | 2.6                          | 1.9                           | 3                       | 2.2                      | 9.6                    | 7                       | 10                      | 7.3                      | 0                 | 2.2           | 0.1                 | 0                             | 0              | 0.2                   | 0.2                    | 0.3                            | -0.2                         | 0.1                       |
| DFAST 2020                | 12/31/2019          | 5280254 | RBC US Group Holdings LLC               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 17.2                           | 13.6                        | 13.6                        | 17.2                     | 13.6                  | 13.6                  | 17.8                     | 15                    | 15                    | 9.8                       | 7.6                    | 7.6                    |                          |                       |                       |                             |                          | 75.3                             | 73.4                          | 3.2                 | 5.2                  | 0.3                    | 2                       | 0                          | 3.8                         | 1                       | 11.9                     | 0.9                   | 7.1                    | 0                         | 18.7                       | 0.2                          | 14.1                          | 0.7                 | 3                    | 1.6                          | 1.1                           | 5.7                     | 4.1                      | 10.3                   | 7.4                     | 14.5                    | 10.4                     | 0                 | 3.9           | 0.3                 | 0                             | 0              | -2.6                  | -1.9                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 3242838 | Regions Financial Corporation           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.7                            | 7.3                         | 7.3                         | 10.9                     | 8.5                   | 8.5                   | 12.7                     | 10.7                  | 10.7                  | 9.6                       | 7.5                    | 7.5                    |                          |                       |                       |                             |                          | 105.7                            | 105.3                         | 5.3                 | 6.3                  | 0.4                    | 2.4                     | 0.3                        | 4.4                         | 1.9                     | 7.8                      | 1.2                   | 9.3                    | 0.3                       | 18.7                       | 0.7                          | 11.8                          | 0.4                 | 3                    | 3.8                          | 3                             | 7.6                     | 6                        | 4.6                    | 3.7                     | 8.4                     | 6.7                      | 0                 | 6.3           | 0                   | 0                             | 0.1            | -2.6                  | -2                     | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 3981856 | Santander Holdings USA, Inc.            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.6                           | 13.2                        | 13.2                        | 15.8                     | 14.4                  | 14.3                  | 17.2                     | 15.8                  | 15.8                  | 13.1                      | 12                     | 12                     |                          |                       |                       |                             |                          | 118.9                            | 120.1                         | 8.6                 | 9.3                  | 0.2                    | 2.2                     | 0.2                        | 3.8                         | 0.8                     | 4.8                      | 0.7                   | 4.2                    | 0.1                       | 17.2                       | 6.5                          | 17.3                          | 0.3                 | 3.1                  | 7.3                          | 4.9                           | 14.4                    | 9.6                      | 8                      | 5.3                     | 15.1                    | 10.1                     | 0                 | 8.3           | 0                   | 0                             | 0.1            | -1.2                  | -0.8                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 1111435 | State Street Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.7                           | 12.9                        | 11.5                        | 14.6                     | 15.8                  | 14.3                  | 15.7                     | 17.2                  | 15.7                  | 6.9                       | 7.5                    | 6.8                    | 6.1                      | 6.6                   | 6                     |                             |                          | 104                              | 104.1                         | 1.2                 | 4.5                  | 0                      | 0                       | 0                          | 0                           | 0.3                     | 6.8                      | 0                     | 1.8                    | 0                         | 0                          | 0                            | 0.6                           | 0.9                 | 4.3                  | 3.6                          | 1.5                           | 4.7                     | 1.9                      | 19.4                   | 7.9                     | 20.5                    | 8.3                      | 0                 | 1.4           | 0.1                 | 0.6                           | 0              | 1.4                   | 0.6                    | 0.3                            | -0.9                         | -0.6                      |
| DFAST 2020                | 12/31/2019          | 3606542 | TD Group US Holdings LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.2                           | 17.2                        | 16.2                        | 16.2                     | 17.2                  | 16.2                  | 17.3                     | 18.4                  | 17.4                  | 9.4                       | 9.8                    | 9.4                    | 8.5                      | 8.8                   | 8.5                   |                             |                          | 221.6                            | 218                           | 9.6                 | 5.9                  | 0.4                    | 1.6                     | 0.3                        | 4.1                         | 2.2                     | 6.7                      | 1.5                   | 5.2                    | 3.4                       | 22.2                       | 0.9                          | 3.4                           | 0.9                 | 3.5                  | 10.7                         | 2.6                           | 20.9                    | 5.1                      | 6.6                    | 1.6                     | 16.9                    | 4.1                      | 0                 | 10.3          | 0.3                 | 0                             | 0              | 0.1                   | 0                      | 0                              | -0.3                         | 0                         |
| DFAST 2020                | 12/31/2019          | 3587146 | The Bank of New York Mellon Corporation | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.5                           | 14.6                        | 12.3                        | 14.8                     | 16.9                  | 14.6                  | 15.8                     | 18                    | 15.7                  | 6.6                       | 7.5                    | 6.5                    | 6.1                      | 6.9                   | 6                     |                             |                          | 148.7                            | 148.7                         | 1.5                 | 2.7                  | 0.1                    | 1.5                     | 0                          | 7.6                         | 0.1                     | 4.5                      | 0.3                   | 6.2                    | 0                         | 0                          | 0.3                          | 11.1                          | 0.6                 | 1.7                  | 7.2                          | 1.9                           | 6.4                     | 1.7                      | 27.8                   | 7.3                     | 26.9                    | 7.1                      | 0                 | 1.8           | 0.2                 | 0.8                           | 0              | 4.4                   | 1.2                    | 0                              | -2.6                         | -2.6                      |
| DFAST 2020                | 12/31/2019          | 2380443 | The Goldman Sachs Group, Inc.           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.3                           | 8.4                         | 7                           | 15.2                     | 10.3                  | 8.9                   | 17.8                     | 13.2                  | 11.9                  | 8.7                       | 5.8                    | 5                      | 6.2                      | 4.1                   | 3.6                   |                             |                          | 563.6                            | 550.6                         | 9.8                 | 8.1                  | 0.4                    | 25.9                    | 0                          | 4.1                         | 3.7                     | 14.9                     | 0.8                   | 11.6                   | 0.4                       | 18.7                       | 1                            | 13                            | 3.7                 | 4.7                  | 10.6                         | 1.1                           | 10.4                    | 1                        | 58.8                   | 5.9                     | 58.6                    | 5.9                      | 0                 | 11.1          | 0                   | 17.8                          | 8.5            | -27                   | -2.7                   | 0.5                            | -1.5                         | -1                        |
| DFAST 2020                | 12/31/2019          | 1069778 | The PNC Financial Services Group, Inc.  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.5                            | 10                          | 9.2                         | 10.7                     | 11.1                  | 10.3                  | 12.7                     | 13.5                  | 12.6                  | 9.1                       | 9.4                    | 8.8                    | 7.6                      | 7.8                   | 7.3                   |                             |                          | 340.8                            | 339                           | 12.1                | 5.1                  | 0.4                    | 1.3                     | 0.3                        | 1.6                         | 6.1                     | 6.4                      | 2.2                   | 6.3                    | 1.3                       | 19.9                       | 1                            | 4.1                           | 0.9                 | 2.7                  | 12.9                         | 3.1                           | 22.7                    | 5.5                      | 16.5                   | 4                       | 26.2                    | 6.4                      | 0                 | 13.2          | 0.1                 | 0                             | 0.3            | -0.7                  | -0.2                   | 0                              | 0.5                          | -0.1                      |
| DFAST 2020                | 12/31/2019          | 1074156 | Truist Financial Corporation            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.5                            | 7.4                         | 7.4                         | 10.8                     | 8.8                   | 8.8                   | 12.6                     | 11.4                  | 11.4                  | 14.7                      | 7.6                    | 7.6                    | 7.9                      | 6.4                   | 6.4                   |                             |                          | 376.1                            | 375.2                         | 15.3                | 5.1                  | 1                      | 1.8                     | 0.5                        | 2.8                         | 4.4                     | 6                        | 3.3                   | 5.8                    | 0.7                       | 18.1                       | 3.9                          | 7.1                           | 1.5                 | 3.5                  | 11.9                         | 2.5                           | 27.4                    | 5.8                      | 17.5                   | 3.7                     | 33                      | 7                        | 0                 | 19.3          | 0                   | 0                             | 0.6            | -8                    | -1.7                   | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 1119794 | U.S. Bancorp                            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.1                            | 9.3                         | 8.9                         | 10.7                     | 10.8                  | 10.4                  | 12.7                     | 13                    | 12.6                  | 8.8                       | 8.9                    | 8.5                    | 7                        | 7.1                   | 6.8                   |                             |                          | 391.3                            | 392.5                         | 17.1                | 5.8                  | 1                      | 1.5                     | 0.6                        | 4.2                         | 5.6                     | 6.9                      | 2.6                   | 7.1                    | 4.5                       | 18.1                       | 1.6                          | 3.7                           | 1.2                 | 4.8                  | 18.5                         | 3.7                           | 28.5                    | 5.8                      | 21.3                   | 4.3                     | 31.3                    | 6.3                      | 0                 | 18.6          | 0                   | 0                             | 0              | -0.1                  | 0                      | 0                              | -1.3                         | -0.1                      |
| DFAST 2020                | 12/31/2019          | 4846998 | UBS Americas Holding LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 22.1                           | 19.9                        | 17.9                        | 27.7                     | 25.6                  | 23.8                  | 29                       | 27.6                  | 25.3                  | 11.8                      | 10.8                   | 9.9                    | 9.8                      | 9                     | 8.2                   |                             |                          | 54.1                             | 53.4                          | 1.2                 | 2                    | 0.3                    | 1.8                     | 0                          | 0                           | 0.2                     | 4                        | 0                     | 1.4                    | 0                         | 18.7                       | 0.2                          | 0.7                           | 0.4                 | 3.7                  | 3.4                          | 2.4                           | 3.8                     | 2.7                      | 23.8                   | 17.1                    | 24.2                    | 17.3                     | 0                 | 1.5           | 0                   | 1.4                           | 0              | 0.5                   | 0.4                    | 0                              | 0                            | 0                         |
| DFAST 2020                | 12/31/2019          | 1120754 | Wells Fargo & Company               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.1                           | 9.7                         | 9.1                         | 12.8                     | 11.3                  | 10.7                  | 15.8                     | 14.7                  | 14.2                  | 8.3                       | 7.3                    | 6.9                    | 7.1                      | 6.2                   | 5.9                   |                             |                          | 1245.9                           | 1235.4                        | 47.4                | 4.9                  | 3.4                    | 1.2                     | 1                          | 2.5                         | 12.6                    | 6.7                      | 10                    | 8                      | 7.7                       | 18.7                       | 4.2                          | 5.6                           | 8.6                 | 4.1                  | 50.2                         | 2.6                           | 110.9                   | 5.8                      | 74.2                   | 3.8                     | 134.9                   | 7                        | 0                 | 52.9          | 2                   | 8.7                           | 2.9            | -16.3                 | -0.8                   | -0.9                           | -1                           | -1.9                      |
| December 2020 Stress Test | 6/30/2020           |         | 33 participating firms                  | 30          | Supervisory Alternative Severe |                         |                      |                      | 12.2                           | 9.9                         | 9.7                         | 13.8                     | 11.5                  | 11.4                  | 16.4                     | 14.1                  | 14.1                  | 7.9                       | 6.5                    | 6.4                    | 7.4                      | 5.3                   | 5.2                   |                             |                          | 10370.5                          | 10271.8                       | 491.2               | 7.3                  | 24.4                   | 2                       | 6.6                        | 3                           | 121.4                   | 7.6                      | 92.4                  | 11.9                   | 144.1                     | 20.3                       | 44.6                         | 6                             | 57.7                | 4.1                  | 362.9                        | 1.9                           | 747.4                   | 4                        | 879                    | 4.7                     | 1263.5                  | 6.8                      | 0                 | 440.1         | 3.7                 | 95.1                          | 22.4           | -198.4                | -1.1                   | -3.1                           | -37.2                        | -40.4                     |
| December 2020 Stress Test | 6/30/2020           | 1562859 | Ally Financial Inc.                     | 30          | Supervisory Alternative Severe |                         |                      |                      | 10.1                           | 7.3                         | 7.3                         | 11.9                     | 9.1                   | 9.1                   | 13.8                     | 11.1                  | 11.1                  | 8.9                       | 6.8                    | 6.8                    |                          |                       |                       |                             |                          | 137                              | 135                           | 7.7                 | 6.6                  | 0.2                    | 1.3                     | 0                          | 3.7                         | 2.3                     | 8                        | 0.3                   | 5.4                    | 0                         | 0                          | 4.7                          | 7.2                           | 0.2                 | 14.4                 | 3.7                          | 2                             | 8.1                     | 4.4                      | 6.9                    | 3.7                     | 11.3                    | 6.1                      | 0                 | 7.3           | 0.3                 | 0                             | 0.1            | -3.9                  | -2.1                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1275216 | American Express Company                | 30          | Supervisory Alternative Severe |                         |                      |                      | 13.6                           | 17.3                        | 13.7                        | 14.8                     | 18.5                  | 15                    | 16.5                     | 20.2                  | 16.6                  | 10.4                      | 13.3                   | 10.6                   |                          |                       |                       |                             |                          | 129.3                            | 131.9                         | 14.1                | 12.6                 | 0                      | 0                       | 0                          | 0                           | 5                       | 13.8                     | 0                     | 0                      | 8.7                       | 11.9                       | 0.3                          | 15.8                          | 0                   | 5.7                  | 18.9                         | 10                            | 12.7                    | 6.7                      | 74.5                   | 39.5                    | 68.2                    | 36.2                     | 0                 | 12.2          | 0                   | 0                             | 0              | 6.6                   | 3.5                    | 0                              | -2.9                         | -2.9                      |
| December 2020 Stress Test | 6/30/2020           | 1073757 | Bank of America Corporation             | 30          | Supervisory Alternative Severe |                         |                      |                      | 11.6                           | 9.2                         | 9.2                         | 13.2                     | 10.8                  | 10.8                  | 15.8                     | 13.4                  | 13.4                  | 7.4                       | 6                      | 6                      | 7.1                      | 5.2                   | 5.2                   |                             |                          | 1475.1                           | 1458.5                        | 57.9                | 5.8                  | 4.4                    | 1.9                     | 0.9                        | 2.3                         | 17                      | 5.9                      | 11.8                  | 15.5                   | 16                        | 19                         | 1.4                          | 1.9                           | 6.3                 | 3.3                  | 32.7                         | 1.2                           | 94.6                    | 3.5                      | 95.5                   | 3.5                     | 157.4                   | 5.7                      | 0                 | 53.4          | 0.1                 | 11.3                          | 2.6            | -34.7                 | -1.3                   | 1.2                            | -1.5                         | -0.3                      |
| December 2020 Stress Test | 6/30/2020           | 5006575 | Barclays US LLC                         | 30          | Supervisory Alternative Severe |                         |                      |                      | 17.3                           | 15.7                        | 15.2                        | 20.4                     | 18.9                  | 18.4                  | 23.4                     | 22.2                  | 21.7                  | 9.5                       | 8.7                    | 8.5                    | 9.1                      | 7.7                   | 7.5                   |                             |                          | 83.3                             | 82                            | 4.6                 | 12.6                 | 0                      | 0                       | 0                          | 0                           | 0                       | 21.5                     | 0                     | 11.7                   | 4.4                       | 20.4                       | 0                            | 15.8                          | 0.1                 | 0.7                  | 4.6                          | 3.1                           | 5.9                     | 4                        | 13.6                   | 9.2                     | 14.9                    | 10.1                     | 0                 | 4.1           | 0                   | 1                             | 0              | -0.5                  | -0.3                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1245415 | BMO Financial Corp.                     | 30          | Supervisory Alternative Severe |                         |                      |                      | 12.1                           | 6.5                         | 6.5                         | 12.6                     | 7                     | 7                     | 15.1                     | 9.8                   | 9.8                   | 8.5                       | 4.7                    | 4.7                    |                          |                       |                       |                             |                          | 125.3                            | 124.2                         | 6.4                 | 7.5                  | 0.1                    | 1.8                     | 0.1                        | 3.5                         | 3                       | 8                        | 1.6                   | 14.3                   | 0.1                       | 19.4                       | 0.3                          | 4.5                           | 1.2                 | 6.2                  | 0.7                          | 0.4                           | 8                       | 4.3                      | 3.2                    | 1.7                     | 10.4                    | 5.6                      | 0                 | 7.2           | 0                   | 0                             | 0              | -6.5                  | -3.5                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1575569 | BNP Paribas USA, Inc.                   | 30          | Supervisory Alternative Severe |                         |                      |                      | 15.8                           | 10.8                        | 10.8                        | 15.8                     | 10.8                  | 10.8                  | 18.2                     | 13.5                  | 13.5                  | 8.6                       | 5.8                    | 5.8                    |                          |                       |                       |                             |                          | 89.7                             | 88.7                          | 4.8                 | 7.3                  | 0.2                    | 2.2                     | 0.1                        | 3.2                         | 1.5                     | 10.2                     | 1.6                   | 10.6                   | 0.1                       | 21.7                       | 1                            | 6.8                           | 0.4                 | 3.5                  | 0.8                          | 0.6                           | 5.5                     | 3.9                      | 3.9                    | 2.7                     | 8.6                     | 6.1                      | 0                 | 5.3           | 0                   | 0                             | 0              | -4.6                  | -3.2                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 2277860 | Capital One Financial Corporation       | 30          | Supervisory Alternative Severe |                         |                      |                      | 12.4                           | 7.4                         | 7.4                         | 14.2                     | 9.2                   | 9.2                   | 16.7                     | 11.8                  | 11.8                  | 10.3                      | 6.8                    | 6.8                    | 9.7                      | 5.7                   | 5.7                   |                             |                          | 290.2                            | 293.2                         | 39.7                | 15.9                 | 0                      | 2.4                     | 0                          | 6.6                         | 4.6                     | 12.9                     | 1.9                   | 6                      | 25.2                      | 25.4                       | 6.8                          | 10.8                          | 1.1                 | 5.6                  | 23.1                         | 5.5                           | 48.6                    | 11.5                     | 12.6                   | 3                       | 38.1                    | 9                        | 0                 | 34.9          | 0                   | 0                             | 0.2            | -12                   | -2.8                   | 0                              | -0.1                         | -0.1                      |
| December 2020 Stress Test | 6/30/2020           | 1951350 | Citigroup Inc.                          | 30          | Supervisory Alternative Severe |                         |                      |                      | 11.8                           | 10.6                        | 9.8                         | 13.3                     | 12.2                  | 11.4                  | 16.5                     | 15.5                  | 14.8                  | 7.1                       | 6.5                    | 6                      | 6.7                      | 5.2                   | 4.8                   |                             |                          | 1187.3                           | 1178.4                        | 52.7                | 7.7                  | 1.7                    | 2.1                     | 0.7                        | 7                           | 10.5                    | 5.7                      | 2.6                   | 10.8                   | 28                        | 19.6                       | 2.1                          | 7.2                           | 7.2                 | 3.3                  | 48.2                         | 2.2                           | 105.7                   | 4.7                      | 62.2                   | 2.8                     | 119.7                   | 5.4                      | 0                 | 40.2          | 0.5                 | 10.3                          | 1.8            | -4.6                  | -0.2                   | 0                              | -35.4                        | -35.5                     |
| December 2020 Stress Test | 6/30/2020           | 1132449 | Citizens Financial Group, Inc.          | 30          | Supervisory Alternative Severe |                         |                      |                      | 9.6                            | 6.2                         | 6.2                         | 10.9                     | 7.5                   | 7.5                   | 13.1                     | 9.7                   | 9.7                   | 9.3                       | 6.3                    | 6.3                    |                          |                       |                       |                             |                          | 147.3                            | 145.4                         | 8.3                 | 6.8                  | 0.4                    | 2.2                     | 0.5                        | 4.1                         | 2.4                     | 6.3                      | 2.5                   | 14.5                   | 0.4                       | 22.6                       | 1.6                          | 6.1                           | 0.4                 | 6.3                  | 3.7                          | 2                             | 9.7                     | 5.4                      | 4.1                    | 2.3                     | 10.1                    | 5.6                      | 0                 | 8.6           | 0                   | 0                             | 0.1            | -5                    | -2.8                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1574834 | Credit Suisse Holdings (USA), Inc.      | 30          | Supervisory Alternative Severe |                         |                      |                      | 21.4                           | 17.7                        | 17.1                        | 22                       | 18.3                  | 17.7                  | 22.1                     | 18.4                  | 17.8                  | 14                        | 11.1                   | 10.7                   | 12.6                     | 10                    | 9.6                   |                             |                          | 79                               | 74.1                          | 0.2                 | 1.6                  | 0                      | 0                       | 0                          | 0                           | 0                       | 0                        | 0.1                   | 45.2                   | 0                         | 0                          | 0                            | 15.8                          | 0.1                 | 0.6                  | 1                            | 0.8                           | -0.9                    | -0.8                     | 13.3                   | 10.9                    | 11.3                    | 9.3                      | 0                 | 0.1           | 0                   | 2.6                           | 0.2            | -1.9                  | -1.6                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 2816906 | DB USA Corporation                      | 30          | Supervisory Alternative Severe |                         |                      |                      | 31.5                           | 19.5                        | 19.5                        | 44.7                     | 34                    | 34                    | 44.8                     | 34.5                  | 34.5                  | 10.4                      | 7.3                    | 7.3                    | 12                       | 6.6                   | 6.6                   |                             |                          | 32                               | 29                            | 0.8                 | 6.8                  | 0.1                    | 2.4                     | 0                          | 5.9                         | 0                       | 1.2                      | 0.6                   | 15.9                   | 0                         | 0                          | 0                            | 7.5                           | 0.1                 | 2.6                  | -0.7                         | -0.6                          | 0.8                     | 0.7                      | 9.9                    | 8.6                     | 11.5                    | 10                       | 0                 | 0.9           | 0                   | 0.9                           | 0              | -2.6                  | -2.3                   | 0                              | -0.2                         | -0.2                      |
| December 2020 Stress Test | 6/30/2020           | 3846375 | Discover Financial Services             | 30          | Supervisory Alternative Severe |                         |                      |                      | 11.7                           | 10.1                        | 9.6                         | 12.9                     | 11.2                  | 10.8                  | 14.7                     | 13.1                  | 12.7                  | 10                        | 8.9                    | 8.5                    |                          |                       |                       |                             |                          | 90.7                             | 89.7                          | 17.4                | 19.5                 | 0                      | 2.4                     | 0.1                        | 9.5                         | 0                       | 25.7                     | 0                     | 20.2                   | 15.6                      | 22.3                       | 1.6                          | 9.1                           | 0                   | 5.6                  | 13.6                         | 12                            | 20.2                    | 17.7                     | 3.8                    | 3.3                     | 10.3                    | 9.1                      | 0                 | 14.3          | 0                   | 0                             | 0              | -0.7                  | -0.6                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1070345 | Fifth Third Bancorp                     | 30          | Supervisory Alternative Severe |                         |                      |                      | 9.7                            | 7.5                         | 7.5                         | 11                       | 8.7                   | 8.7                   | 14.2                     | 12                    | 12                    | 8.2                       | 6.5                    | 6.5                    |                          |                       |                       |                             |                          | 143.3                            | 142.2                         | 9                   | 8.2                  | 0.4                    | 2.5                     | 0.2                        | 3.7                         | 3.5                     | 7.8                      | 3.1                   | 19.7                   | 0.6                       | 26.3                       | 0.7                          | 4.7                           | 0.4                 | 4.4                  | 5.7                          | 2.8                           | 10.1                    | 5                        | 8.4                    | 4.2                     | 12.8                    | 6.3                      | 0                 | 8.7           | 0                   | 0                             | 0              | -3                    | -1.5                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 3232316 | HSBC North America Holdings Inc.        | 30          | Supervisory Alternative Severe |                         |                      |                      | 13.6                           | 5.1                         | 5.1                         | 15.4                     | 7                     | 7                     | 19.9                     | 11.8                  | 11.8                  | 6.9                       | 3                      | 3                      | 6.4                      | 2.4                   | 2.4                   |                             |                          | 127.2                            | 121.2                         | 7.2                 | 10.4                 | 0.5                    | 2.9                     | 0.1                        | 7.9                         | 2                       | 6.8                      | 3.6                   | 31.9                   | 0.4                       | 33                         | 0                            | 10.7                          | 0.6                 | 7.5                  | -0.4                         | -0.1                          | 5.3                     | 1.9                      | 5.6                    | 2                       | 11.3                    | 4                        | 0                 | 7.6           | 0.1                 | 1.2                           | 0              | -9.2                  | -3.3                   | 0                              | 0.1                          | 0.1                       |
| December 2020 Stress Test | 6/30/2020           | 1068191 | Huntington Bancshares Incorporated      | 30          | Supervisory Alternative Severe |                         |                      |                      | 9.8                            | 8.1                         | 8.1                         | 11.8                     | 10                    | 10                    | 13.8                     | 12.1                  | 12.1                  | 8.9                       | 7.5                    | 7.5                    |                          |                       |                       |                             |                          | 87.3                             | 87                            | 4.8                 | 6.5                  | 0.5                    | 3.6                     | 0.2                        | 3                           | 1.5                     | 7.3                      | 1.6                   | 15.6                   | 0.1                       | 21.7                       | 0.8                          | 4.4                           | 0.2                 | 3.9                  | 3.2                          | 2.7                           | 6.9                     | 5.8                      | 3.4                    | 2.8                     | 7.1                     | 6                        | 0                 | 4.3           | 0                   | 0                             | 0.1            | -1.2                  | -1.1                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1039502 | JPMorgan Chase & Co.                | 30          | Supervisory Alternative Severe |                         |                      |                      | 12.4                           | 10.3                        | 10                          | 14.3                     | 12.3                  | 11.9                  | 16.7                     | 14.7                  | 14.4                  | 6.9                       | 5.9                    | 5.7                    | 6.8                      | 4.8                   | 4.7                   |                             |                          | 1541.4                           | 1527                          | 67.1                | 7                    | 4.1                    | 1.9                     | 0.6                        | 2                           | 18.7                    | 10.3                     | 4.7                   | 3.9                    | 25.7                      | 20.2                       | 2.2                          | 3.6                           | 11.2                | 4.8                  | 57.7                         | 1.8                           | 117.1                   | 3.6                      | 136.1                  | 4.2                     | 195.6                   | 6.1                      | 0                 | 53.5          | 0.7                 | 23.2                          | 3.9            | -23.6                 | -0.7                   | -3.1                           | 6                            | 2.9                       |
| December 2020 Stress Test | 6/30/2020           | 1068025 | KeyCorp                                 | 30          | Supervisory Alternative Severe |                         |                      |                      | 9.1                            | 7.7                         | 7.7                         | 10.5                     | 9.1                   | 9                     | 12.8                     | 11.3                  | 11.3                  | 8.8                       | 7.6                    | 7.6                    |                          |                       |                       |                             |                          | 136.3                            | 135.9                         | 5.7                 | 5.7                  | 0.3                    | 2.7                     | 0.2                        | 3.8                         | 2.3                     | 6                        | 1.6                   | 10.8                   | 0.2                       | 21.7                       | 0.5                          | 4.7                           | 0.5                 | 3                    | 4                            | 2.3                           | 8.8                     | 5.1                      | 6.1                    | 3.5                     | 10.9                    | 6.3                      | 0                 | 5.2           | 0                   | 0                             | 0.3            | -1.5                  | -0.9                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1037003 | M&T Bank Corporation                | 30          | Supervisory Alternative Severe |                         |                      |                      | 9.5                            | 4.8                         | 4.8                         | 10.7                     | 6                     | 6                     | 13                       | 8.4                   | 8.4                   | 8.6                       | 4.8                    | 4.8                    |                          |                       |                       |                             |                          | 105.6                            | 104.5                         | 8.8                 | 9.7                  | 0.5                    | 3.3                     | 0.1                        | 3.5                         | 1.3                     | 7.3                      | 5.7                   | 15.5                   | 0.1                       | 21.7                       | 0.7                          | 6.7                           | 0.3                 | 5.1                  | 4.3                          | 3.1                           | 8.1                     | 5.8                      | 4.6                    | 3.3                     | 8.3                     | 6                        | 0                 | 9.1           | 0                   | 0                             | 0.1            | -4.9                  | -3.5                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 2162966 | Morgan Stanley                          | 30          | Supervisory Alternative Severe |                         |                      |                      | 16.5                           | 12.3                        | 11.9                        | 18.6                     | 14.4                  | 14.1                  | 21                       | 17                    | 16.8                  | 8.1                       | 6.2                    | 6                      | 7.3                      | 4.9                   | 4.7                   |                             |                          | 415.5                            | 408.1                         | 7.1                 | 4.4                  | 0.5                    | 1.6                     | 0                          | 3.8                         | 1.2                     | 8.6                      | 2.1                   | 16.8                   | 0                         | 0                          | 0.2                          | 0.9                           | 3                   | 3.7                  | 5.1                          | 0.5                           | 10.5                    | 1.1                      | 76                     | 7.8                     | 81.3                    | 8.3                      | 0                 | 8             | 0.1                 | 10.1                          | 4.8            | -17.8                 | -1.8                   | 0.4                            | 0                            | 0.4                       |
| December 2020 Stress Test | 6/30/2020           | 1378434 | MUFG Americas Holdings Corporation      | 30          | Supervisory Alternative Severe |                         |                      |                      | 14.5                           | 10.7                        | 10.7                        | 14.5                     | 10.7                  | 10.7                  | 15.6                     | 12                    | 12                    | 8.9                       | 6.5                    | 6.5                    |                          |                       |                       |                             |                          | 103.8                            | 102.7                         | 5.2                 | 6.2                  | 0.9                    | 2.7                     | 0.1                        | 3.3                         | 1.7                     | 10.4                     | 1.4                   | 7.4                    | 0.1                       | 21.7                       | 0.6                          | 16.1                          | 0.5                 | 4.5                  | 1.3                          | 0.8                           | 7.1                     | 4.2                      | 5.1                    | 3                       | 10.8                    | 6.5                      | 0                 | 5.3           | 0.1                 | 0                             | 0.1            | -4.1                  | -2.4                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1199611 | Northern Trust Corporation              | 30          | Supervisory Alternative Severe |                         |                      |                      | 13.4                           | 12.8                        | 12.6                        | 14.6                     | 13.9                  | 13.8                  | 16.5                     | 16.3                  | 16.3                  | 7.6                       | 7.3                    | 7.3                    | 9                        | 8.3                   | 8.2                   |                             |                          | 72.4                             | 72.6                          | 2                   | 5.9                  | 0.1                    | 1                       | 0                          | 7.6                         | 0.3                     | 6.4                      | 0.3                   | 7.9                    | 0                         | 0                          | 0                            | 15.8                          | 1.2                 | 6.5                  | 2.1                          | 1.4                           | 2.7                     | 1.8                      | 10.2                   | 6.7                     | 10.7                    | 7.1                      | 0                 | 2.3           | 0.1                 | 0                             | 0              | -0.3                  | -0.2                   | 0                              | 0.4                          | 0.3                       |
| December 2020 Stress Test | 6/30/2020           | 5280254 | RBC US Group Holdings LLC               | 30          | Supervisory Alternative Severe |                         |                      |                      | 16.1                           | 12.4                        | 12.4                        | 16.1                     | 12.4                  | 12.4                  | 16.8                     | 13.7                  | 13.7                  | 9.9                       | 7.5                    | 7.5                    |                          |                       |                       |                             |                          | 83.3                             | 81.7                          | 3.8                 | 6.5                  | 0.4                    | 3                       | 0                          | 3.3                         | 0.9                     | 11.2                     | 1.5                   | 10.2                   | 0                         | 21.7                       | 0.2                          | 12.9                          | 0.7                 | 3.8                  | 1.8                          | 1.3                           | 5.4                     | 3.8                      | 10.9                   | 7.7                     | 14.4                    | 10.2                     | 0                 | 4.4           | 0.3                 | 0                             | 0              | -2.9                  | -2                     | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 3242838 | Regions Financial Corporation           | 30          | Supervisory Alternative Severe |                         |                      |                      | 8.9                            | 7                           | 7                           | 10.4                     | 8.5                   | 8.5                   | 12.6                     | 10.7                  | 10.7                  | 8.4                       | 6.9                    | 6.9                    |                          |                       |                       |                             |                          | 109.5                            | 109                           | 5.8                 | 6.8                  | 0.5                    | 2.6                     | 0.2                        | 4.2                         | 2.1                     | 7.9                      | 1.7                   | 12                     | 0.2                       | 17.7                       | 0.7                          | 12.2                          | 0.5                 | 3.1                  | 3.6                          | 2.5                           | 7.9                     | 5.5                      | 5.1                    | 3.5                     | 9.4                     | 6.5                      | 0                 | 5.3           | 0                   | 0                             | 0              | -1.7                  | -1.2                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 3981856 | Santander Holdings USA, Inc.            | 30          | Supervisory Alternative Severe |                         |                      |                      | 14.3                           | 15.6                        | 14.8                        | 15.7                     | 16.9                  | 16.2                  | 17.1                     | 18.3                  | 17.6                  | 12.4                      | 13.5                   | 12.6                   |                          |                       |                       |                             |                          | 119.9                            | 118.9                         | 8.5                 | 9.5                  | 0.2                    | 2.7                     | 0.2                        | 3.7                         | 0.8                     | 5                        | 1                     | 6.6                    | 0.1                       | 21.7                       | 6.1                          | 15.9                          | 0.2                 | 2.5                  | 7.2                          | 4.7                           | 14.1                    | 9.2                      | 8.4                    | 5.5                     | 15.3                    | 10                       | 0                 | 4.5           | 0                   | 0                             | 0.5            | 2.2                   | 1.4                    | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1111435 | State Street Corporation                | 30          | Supervisory Alternative Severe |                         |                      |                      | 12.3                           | 12.9                        | 11.5                        | 14.6                     | 15.2                  | 13.8                  | 15.7                     | 16.4                  | 15.1                  | 6.1                       | 6.3                    | 5.8                    | 8.3                      | 8                     | 7.3                   |                             |                          | 106.8                            | 106.9                         | 1.3                 | 5                    | 0                      | 0                       | 0                          | 0                           | 0.3                     | 6.8                      | 0.1                   | 5.8                    | 0                         | 0                          | 0                            | 0.6                           | 0.9                 | 4.6                  | 4                            | 1.4                           | 4.3                     | 1.5                      | 21.5                   | 7.7                     | 21.8                    | 7.8                      | 0                 | 1.6           | 0.1                 | 1                             | 0              | 1.3                   | 0.4                    | -0.4                           | -0.5                         | -0.9                      |
| December 2020 Stress Test | 6/30/2020           | 3606542 | TD Group US Holdings LLC                | 30          | Supervisory Alternative Severe |                         |                      |                      | 16.3                           | 16                          | 15.6                        | 16.3                     | 16                    | 15.6                  | 17.5                     | 17.1                  | 16.8                  | 8.5                       | 8.4                    | 8.2                    | 9.4                      | 7.5                   | 7.3                   |                             |                          | 232.5                            | 234.5                         | 10.7                | 6.3                  | 0.6                    | 2                       | 0.3                        | 3.9                         | 2.3                     | 6.6                      | 2.2                   | 7.7                    | 3.5                       | 27.6                       | 0.8                          | 3.2                           | 0.9                 | 3.2                  | 9.8                          | 2.1                           | 21.6                    | 4.5                      | 7.8                    | 1.6                     | 19.7                    | 4.1                      | 0                 | 9.9           | 0.2                 | 0                             | 0              | -0.3                  | -0.1                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 3587146 | The Bank of New York Mellon Corporation | 30          | Supervisory Alternative Severe |                         |                      |                      | 12.7                           | 14.1                        | 12.2                        | 15.6                     | 16.9                  | 15.1                  | 16.6                     | 18                    | 16.2                  | 6.2                       | 6.8                    | 6                      | 8.2                      | 8                     | 7.2                   |                             |                          | 157.3                            | 157.3                         | 1.6                 | 2.9                  | 0.1                    | 1.2                     | 0                          | 7.2                         | 0.1                     | 3                        | 0.4                   | 8.4                    | 0                         | 0                          | 0.4                          | 11.4                          | 0.6                 | 1.8                  | 7.6                          | 1.7                           | 6.6                     | 1.5                      | 30.6                   | 6.9                     | 29.5                    | 6.7                      | 0                 | 1.7           | 0.2                 | 1.4                           | 0              | 4.3                   | 1                      | -0.8                           | -1.9                         | -2.7                      |
| December 2020 Stress Test | 6/30/2020           | 2380443 | The Goldman Sachs Group, Inc.           | 30          | Supervisory Alternative Severe |                         |                      |                      | 13.3                           | 9.2                         | 8.3                         | 15.2                     | 11.2                  | 10.3                  | 18.1                     | 14.1                  | 13.5                  | 7.6                       | 5.5                    | 5.1                    | 6.6                      | 4.1                   | 3.8                   |                             |                          | 563.1                            | 553.7                         | 13.4                | 10                   | 0                      | 2.4                     | 0                          | 3.8                         | 4.8                     | 12.8                     | 3.1                   | 42.6                   | 0.5                       | 21.7                       | 0.8                          | 10.5                          | 4.2                 | 5.3                  | 16                           | 1.4                           | 10                      | 0.9                      | 76.4                   | 6.7                     | 70.4                    | 6.2                      | 0                 | 12.7          | 0                   | 20.6                          | 4.9            | -22.2                 | -1.9                   | -0.2                           | -0.3                         | -0.5                      |
| December 2020 Stress Test | 6/30/2020           | 1069778 | The PNC Financial Services Group, Inc.  | 30          | Supervisory Alternative Severe |                         |                      |                      | 11.3                           | 9.6                         | 9.6                         | 12.4                     | 10.8                  | 10.8                  | 14.9                     | 13.2                  | 13.2                  | 9.4                       | 8.2                    | 8.1                    | 9.3                      | 6.9                   | 6.9                   |                             |                          | 337                              | 336.4                         | 15.4                | 6.3                  | 0.4                    | 1.4                     | 0.3                        | 1.8                         | 6.7                     | 7.1                      | 4.5                   | 12.4                   | 1.4                       | 23.8                       | 0.9                          | 3.8                           | 1.2                 | 3.1                  | 9.3                          | 2                             | 23.1                    | 5                        | 14.9                   | 3.2                     | 28.7                    | 6.2                      | 0                 | 13.4          | 0.1                 | 0                             | 0.4            | -4.7                  | -1                     | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1074156 | Truist Financial Corporation            | 30          | Supervisory Alternative Severe |                         |                      |                      | 9.7                            | 7.7                         | 7.7                         | 11.6                     | 9.6                   | 9.6                   | 14                       | 12.5                  | 12.5                  | 9                         | 7.5                    | 7.5                    | 8.5                      | 6.6                   | 6.6                   |                             |                          | 382.8                            | 380.6                         | 18.4                | 6.1                  | 1                      | 1.9                     | 0.4                        | 2.6                         | 4.4                     | 6.1                      | 6.6                   | 11.2                   | 0.6                       | 17.5                       | 3.7                          | 6.7                           | 1.8                 | 3.8                  | 12.1                         | 2.4                           | 27.6                    | 5.5                      | 19.6                   | 3.9                     | 35.2                    | 7                        | 0                 | 18.2          | 0.1                 | 0                             | 0.4            | -6.6                  | -1.3                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1119794 | U.S. Bancorp                            | 30          | Supervisory Alternative Severe |                         |                      |                      | 9                              | 7.9                         | 7.8                         | 10.6                     | 9.5                   | 9.4                   | 12.8                     | 11.7                  | 11.6                  | 8                         | 7.2                    | 7.1                    | 7.1                      | 5.8                   | 5.7                   |                             |                          | 401.8                            | 400                           | 22.1                | 7.3                  | 1.3                    | 1.8                     | 0.5                        | 3.9                         | 6.6                     | 7.5                      | 6.3                   | 16.3                   | 4.6                       | 21.7                       | 1.5                          | 3.5                           | 1.3                 | 4.7                  | 16.8                         | 3.1                           | 27.3                    | 5                        | 23.6                   | 4.3                     | 34.1                    | 6.2                      | 0                 | 20.4          | 0                   | 0                             | 0              | -3.6                  | -0.7                   | 0                              | -0.1                         | -0.1                      |
| December 2020 Stress Test | 6/30/2020           | 4846998 | UBS Americas Holding LLC                | 30          | Supervisory Alternative Severe |                         |                      |                      | 21                             | 17.6                        | 16.7                        | 25.8                     | 22.9                  | 22.1                  | 27                       | 24.8                  | 23.6                  | 11.3                      | 9.1                    | 8.7                    | 11.2                     | 7.8                   | 7.5                   |                             |                          | 64.4                             | 56.9                          | 1                   | 1.9                  | 0.3                    | 1.9                     | 0                          | 0                           | 0.1                     | 2.5                      | 0                     | 1.8                    | 0                         | 21.7                       | 0.2                          | 0.9                           | 0.3                 | 6.9                  | 2.4                          | 1.5                           | 4.1                     | 2.5                      | 26                     | 16                      | 27.6                    | 17.1                     | 0                 | 1.3           | 0                   | 1.2                           | 0.1            | -0.2                  | -0.1                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1120754 | Wells Fargo & Company               | 30          | Supervisory Alternative Severe |                         |                      |                      | 11                             | 8.4                         | 8.3                         | 12.6                     | 10                    | 9.9                   | 15.9                     | 13.4                  | 13.3                  | 8                         | 6.3                    | 6.2                    | 7.5                      | 5.2                   | 5.1                   |                             |                          | 1213.1                           | 1204.5                        | 57.8                | 6.3                  | 4.7                    | 1.8                     | 0.7                        | 1.9                         | 13.2                    | 7.3                      | 17.9                  | 14                     | 7.5                       | 21                         | 3.7                          | 5.1                           | 10                  | 5                    | 38.9                         | 2                             | 100.2                   | 5.1                      | 75.5                   | 3.8                     | 136.8                   | 6.9                      | 0                 | 54.2          | 0.6                 | 10.4                          | 1.8            | -28.1                 | -1.4                   | -0.1                           | -0.6                         | -0.7                      |
| December 2020 Stress Test | 6/30/2020           |         | 33 participating firms                  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.2                           | 10.2                        | 9.6                         | 13.8                     | 11.8                  | 11.3                  | 16.4                     | 14.2                  | 14                    | 7.9                       | 6.7                    | 6.4                    | 7.4                      | 5.5                   | 5.2                   |                             |                          | 10370.5                          | 10275                         | 514.3               | 7.7                  | 25.8                   | 2.1                     | 6.9                        | 3.1                         | 120.7                   | 7.5                      | 98.3                  | 12.6                   | 158                       | 22.3                       | 47.6                         | 6.4                           | 56.8                | 4                    | 370.8                        | 2                             | 741.8                   | 4                        | 889.8                  | 4.8                     | 1260.8                  | 6.8                      | 0                 | 429.1         | 3.6                 | 95.1                          | 15.7           | -172.8                | -0.9                   | 5.2                            | -37.2                        | -32                       |
| December 2020 Stress Test | 6/30/2020           | 1562859 | Ally Financial Inc.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.1                           | 7.4                         | 7.4                         | 11.9                     | 9.1                   | 9.1                   | 13.8                     | 11.1                  | 11.1                  | 8.9                       | 6.9                    | 6.9                    |                          |                       |                       |                             |                          | 137                              | 135.5                         | 8.1                 | 6.9                  | 0.2                    | 1.4                     | 0                          | 3.8                         | 2.4                     | 8.2                      | 0.3                   | 5.7                    | 0                         | 0                          | 5                            | 7.7                           | 0.2                 | 14.1                 | 3.7                          | 2                             | 8.1                     | 4.4                      | 6.9                    | 3.8                     | 11.3                    | 6.1                      | 0                 | 7             | 0.3                 | 0                             | 0              | -3.6                  | -2                     | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1275216 | American Express Company                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.6                           | 17                          | 13.5                        | 14.8                     | 18.2                  | 14.8                  | 16.5                     | 19.8                  | 16.5                  | 10.4                      | 13.1                   | 10.4                   |                          |                       |                       |                             |                          | 129.3                            | 132.9                         | 15.4                | 13.8                 | 0                      | 0                       | 0                          | 0                           | 5.3                     | 14.7                     | 0                     | 0                      | 9.7                       | 13.3                       | 0.3                          | 16.7                          | 0                   | 5.6                  | 18.8                         | 10                            | 12.6                    | 6.7                      | 74.5                   | 39.5                    | 68.2                    | 36.2                     | 0                 | 12.6          | 0                   | 0                             | 0              | 6.2                   | 3.3                    | 0                              | -2.9                         | -2.9                      |
| December 2020 Stress Test | 6/30/2020           | 1073757 | Bank of America Corporation             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.6                           | 9.5                         | 9.3                         | 13.2                     | 11.1                  | 10.9                  | 15.8                     | 13.5                  | 13.5                  | 7.4                       | 6.2                    | 6.1                    | 7.1                      | 5.3                   | 5.2                   |                             |                          | 1475.1                           | 1456.2                        | 60.2                | 6.1                  | 4.7                    | 2                       | 0.9                        | 2.4                         | 16.7                    | 5.8                      | 12.5                  | 16.4                   | 17.6                      | 20.9                       | 1.6                          | 2.1                           | 6.2                 | 3.3                  | 34.4                         | 1.3                           | 94.1                    | 3.4                      | 97.1                   | 3.5                     | 156.9                   | 5.7                      | 0                 | 51.8          | 0.1                 | 11.3                          | 1.6            | -30.5                 | -1.1                   | 1.8                            | -1.5                         | 0.3                       |
| December 2020 Stress Test | 6/30/2020           | 5006575 | Barclays US LLC                         | 3           | Supervisory Severely Adverse   |                         |                      |                      | 17.3                           | 15.5                        | 14.7                        | 20.4                     | 18.7                  | 18                    | 23.4                     | 21.9                  | 21.3                  | 9.5                       | 8.7                    | 8.2                    | 9.1                      | 7.6                   | 7.2                   |                             |                          | 83.3                             | 82.2                          | 5                   | 13.8                 | 0                      | 0                       | 0                          | 0                           | 0                       | 22.8                     | 0                     | 12.6                   | 4.8                       | 22.4                       | 0.1                          | 16.7                          | 0.1                 | 0.7                  | 4.7                          | 3.2                           | 5.9                     | 4                        | 13.7                   | 9.2                     | 14.9                    | 10.1                     | 0                 | 4.3           | 0                   | 1                             | 0              | -0.6                  | -0.4                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1245415 | BMO Financial Corp.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.1                           | 7                           | 7                           | 12.6                     | 7.5                   | 7.5                   | 15.1                     | 10                    | 10                    | 8.5                       | 5                      | 5                      |                          |                       |                       |                             |                          | 125.3                            | 124.5                         | 6.5                 | 7.6                  | 0.2                    | 1.9                     | 0.1                        | 3.7                         | 3                       | 8                        | 1.7                   | 15.1                   | 0.1                       | 21.2                       | 0.3                          | 4.8                           | 1.2                 | 6                    | 0.8                          | 0.4                           | 7.9                     | 4.2                      | 3.3                    | 1.8                     | 10.4                    | 5.6                      | 0                 | 6.6           | 0                   | 0                             | 0              | -5.8                  | -3.1                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1575569 | BNP Paribas USA, Inc.                   | 3           | Supervisory Severely Adverse   |                         |                      |                      | 15.8                           | 11.2                        | 11.2                        | 15.8                     | 11.2                  | 11.2                  | 18.2                     | 13.5                  | 13.5                  | 8.6                       | 6.1                    | 6.1                    |                          |                       |                       |                             |                          | 89.7                             | 88.9                          | 5                   | 7.6                  | 0.2                    | 2.3                     | 0.1                        | 3.4                         | 1.5                     | 10.3                     | 1.7                   | 11.1                   | 0.1                       | 23.7                       | 1.1                          | 7.6                           | 0.4                 | 3.5                  | 0.8                          | 0.6                           | 5.4                     | 3.8                      | 4                      | 2.8                     | 8.6                     | 6.1                      | 0                 | 5             | 0                   | 0                             | 0              | -4.2                  | -2.9                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 2277860 | Capital One Financial Corporation       | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.4                           | 7.2                         | 7.1                         | 14.2                     | 8.9                   | 8.9                   | 16.7                     | 11.5                  | 11.4                  | 10.3                      | 6.6                    | 6.6                    | 9.7                      | 5.5                   | 5.5                   |                             |                          | 290.2                            | 294.7                         | 42.6                | 17                   | 0                      | 2.5                     | 0                          | 6.9                         | 4.7                     | 13                       | 2.1                   | 6.6                    | 27.5                      | 27.7                       | 7.2                          | 11.4                          | 1.1                 | 5.4                  | 23.1                         | 5.5                           | 48.5                    | 11.5                     | 12.7                   | 3                       | 38                      | 9                        | 0                 | 35.8          | 0                   | 0                             | 0.1            | -12.8                 | -3                     | 0                              | -0.1                         | -0.1                      |
| December 2020 Stress Test | 6/30/2020           | 1951350 | Citigroup Inc.                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.8                           | 10.9                        | 9.6                         | 13.3                     | 12.5                  | 11.1                  | 16.5                     | 15.5                  | 14.5                  | 7.1                       | 6.6                    | 5.8                    | 6.7                      | 5.3                   | 4.7                   |                             |                          | 1187.3                           | 1178.6                        | 55.9                | 8.2                  | 1.9                    | 2.3                     | 0.8                        | 7.4                         | 10.3                    | 5.7                      | 2.8                   | 11.7                   | 30.6                      | 21.4                       | 2.4                          | 8.2                           | 7.2                 | 3.3                  | 49.4                         | 2.2                           | 104.8                   | 4.7                      | 63.9                   | 2.9                     | 119.3                   | 5.3                      | 0                 | 40            | 0.5                 | 10.3                          | 1.2            | -2.7                  | -0.1                   | 1.1                            | -35.4                        | -34.4                     |
| December 2020 Stress Test | 6/30/2020           | 1132449 | Citizens Financial Group, Inc.          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.6                            | 6.3                         | 6.3                         | 10.9                     | 7.7                   | 7.7                   | 13.1                     | 9.9                   | 9.9                   | 9.3                       | 6.5                    | 6.5                    |                          |                       |                       |                             |                          | 147.3                            | 146                           | 8.6                 | 7                    | 0.5                    | 2.3                     | 0.5                        | 4.2                         | 2.4                     | 6.3                      | 2.7                   | 15.5                   | 0.4                       | 25.1                       | 1.7                          | 6.4                           | 0.4                 | 6.2                  | 3.7                          | 2                             | 9.7                     | 5.4                      | 4.1                    | 2.3                     | 10.1                    | 5.6                      | 0                 | 8.2           | 0                   | 0                             | 0              | -4.6                  | -2.5                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1574834 | Credit Suisse Holdings (USA), Inc.      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 21.4                           | 17.8                        | 16.9                        | 22                       | 18.5                  | 17.6                  | 22.1                     | 18.5                  | 17.8                  | 14                        | 11.2                   | 10.6                   | 12.6                     | 10.1                  | 9.5                   |                             |                          | 79                               | 74.2                          | 0.2                 | 1.7                  | 0                      | 0                       | 0                          | 0                           | 0                       | 0                        | 0.1                   | 52.2                   | 0                         | 0                          | 0                            | 16.7                          | 0.1                 | 0.6                  | 1.1                          | 0.9                           | -0.9                    | -0.8                     | 13.4                   | 11                      | 11.3                    | 9.3                      | 0                 | 0.2           | 0                   | 2.6                           | 0.2            | -1.8                  | -1.5                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 2816906 | DB USA Corporation                      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 31.5                           | 19.8                        | 19.8                        | 44.7                     | 34.3                  | 34.3                  | 44.8                     | 34.6                  | 34.6                  | 10.4                      | 7.3                    | 7.3                    | 12                       | 6.6                   | 6.6                   |                             |                          | 32                               | 29                            | 0.9                 | 7                    | 0.1                    | 2.5                     | 0                          | 6                           | 0                       | 1.2                      | 0.7                   | 16.5                   | 0                         | 0                          | 0                            | 8                             | 0.1                 | 2.5                  | -0.7                         | -0.6                          | 0.8                     | 0.7                      | 10                     | 8.7                     | 11.5                    | 10                       | 0                 | 0.9           | 0                   | 0.9                           | 0              | -2.5                  | -2.2                   | 0                              | -0.2                         | -0.2                      |
| December 2020 Stress Test | 6/30/2020           | 3846375 | Discover Financial Services             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.7                           | 9                           | 8.3                         | 12.9                     | 10.2                  | 9.4                   | 14.7                     | 12                    | 11.4                  | 10                        | 8.1                    | 7.3                    |                          |                       |                       |                             |                          | 90.7                             | 90.2                          | 18.9                | 21.3                 | 0                      | 2.5                     | 0.1                        | 9.9                         | 0                       | 27                       | 0                     | 22.3                   | 17.1                      | 24.4                       | 1.6                          | 9.6                           | 0                   | 5.5                  | 13.6                         | 12                            | 20.1                    | 17.7                     | 3.8                    | 3.3                     | 10.3                    | 9                        | 0                 | 15.1          | 0                   | 0                             | 0              | -1.5                  | -1.3                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1070345 | Fifth Third Bancorp                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.7                            | 7.6                         | 7.5                         | 11                       | 8.9                   | 8.8                   | 14.2                     | 12.1                  | 12.1                  | 8.2                       | 6.6                    | 6.5                    |                          |                       |                       |                             |                          | 143.3                            | 142.7                         | 9.3                 | 8.4                  | 0.4                    | 2.7                     | 0.2                        | 3.8                         | 3.5                     | 7.7                      | 3.3                   | 20.9                   | 0.6                       | 29.3                       | 0.8                          | 5.1                           | 0.4                 | 4.3                  | 5.7                          | 2.8                           | 10                      | 4.9                      | 8.5                    | 4.2                     | 12.8                    | 6.3                      | 0                 | 8.2           | 0                   | 0                             | 0              | -2.6                  | -1.3                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 3232316 | HSBC North America Holdings Inc.        | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.6                           | 5.5                         | 5.5                         | 15.4                     | 7.3                   | 7.3                   | 19.9                     | 11.8                  | 11.8                  | 6.9                       | 3.2                    | 3.2                    | 6.4                      | 2.5                   | 2.5                   |                             |                          | 127.2                            | 121.2                         | 7.4                 | 10.6                 | 0.5                    | 3                       | 0.1                        | 8.1                         | 2                       | 6.7                      | 3.7                   | 33.1                   | 0.4                       | 35.8                       | 0                            | 11.2                          | 0.6                 | 7.3                  | -0.4                         | -0.1                          | 5.3                     | 1.9                      | 5.7                    | 2                       | 11.3                    | 4                        | 0                 | 7.2           | 0.1                 | 1.2                           | 0              | -8.8                  | -3.1                   | 0                              | 0.1                          | 0.1                       |
| December 2020 Stress Test | 6/30/2020           | 1068191 | Huntington Bancshares Incorporated      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.8                            | 8.2                         | 8                           | 11.8                     | 10.1                  | 10                    | 13.8                     | 11.9                  | 11.9                  | 8.9                       | 7.6                    | 7.5                    |                          |                       |                       |                             |                          | 87.3                             | 87.1                          | 5                   | 6.8                  | 0.5                    | 3.8                     | 0.2                        | 3.1                         | 1.5                     | 7.2                      | 1.6                   | 16.4                   | 0.1                       | 23.7                       | 0.8                          | 4.8                           | 0.2                 | 3.8                  | 3.1                          | 2.6                           | 6.8                     | 5.8                      | 3.4                    | 2.8                     | 7.1                     | 6                        | 0                 | 4.1           | 0                   | 0                             | 0              | -1.1                  | -0.9                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1039502 | JPMorgan Chase & Co.                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.4                           | 10.8                        | 10                          | 14.3                     | 12.7                  | 11.9                  | 16.7                     | 14.8                  | 14.4                  | 6.9                       | 6.1                    | 5.7                    | 6.8                      | 5                     | 4.7                   |                             |                          | 1541.4                           | 1527                          | 70.1                | 7.3                  | 4.3                    | 2.1                     | 0.6                        | 2.2                         | 18.6                    | 10.3                     | 5                     | 4.2                    | 28.3                      | 22.3                       | 2.3                          | 3.8                           | 11                  | 4.7                  | 59.9                         | 1.9                           | 116.2                   | 3.6                      | 138.6                  | 4.3                     | 194.9                   | 6.1                      | 0                 | 52.1          | 0.8                 | 23.2                          | 2.5            | -18.8                 | -0.6                   | -0.2                           | 6                            | 5.9                       |
| December 2020 Stress Test | 6/30/2020           | 1068025 | KeyCorp                                 | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.1                            | 8                           | 7.7                         | 10.5                     | 9.4                   | 9.1                   | 12.8                     | 11.3                  | 11.3                  | 8.8                       | 7.9                    | 7.7                    |                          |                       |                       |                             |                          | 136.3                            | 135.9                         | 5.8                 | 5.9                  | 0.3                    | 2.9                     | 0.3                        | 3.9                         | 2.2                     | 5.9                      | 1.8                   | 11.6                   | 0.2                       | 23.7                       | 0.5                          | 5                             | 0.5                 | 2.9                  | 4                            | 2.3                           | 8.8                     | 5.1                      | 6.1                    | 3.6                     | 10.9                    | 6.3                      | 0                 | 5             | 0                   | 0                             | 0.1            | -1                    | -0.6                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1037003 | M&T Bank Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.5                            | 5                           | 5                           | 10.7                     | 6.2                   | 6.2                   | 13                       | 8.5                   | 8.5                   | 8.6                       | 4.9                    | 4.9                    |                          |                       |                       |                             |                          | 105.6                            | 104.7                         | 9.2                 | 10.1                 | 0.5                    | 3.4                     | 0.2                        | 3.6                         | 1.3                     | 7.3                      | 6                     | 16.3                   | 0.1                       | 23.7                       | 0.8                          | 7.4                           | 0.3                 | 5                    | 4.3                          | 3.1                           | 8                       | 5.7                      | 4.6                    | 3.3                     | 8.3                     | 5.9                      | 0                 | 8.9           | 0                   | 0                             | 0              | -4.6                  | -3.3                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 2162966 | Morgan Stanley                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.5                           | 13.1                        | 12.4                        | 18.6                     | 15.2                  | 14.5                  | 21                       | 17.7                  | 17.1                  | 8.1                       | 6.5                    | 6.2                    | 7.3                      | 5.1                   | 4.9                   |                             |                          | 415.5                            | 407.9                         | 7.2                 | 4.4                  | 0.5                    | 1.7                     | 0                          | 4                           | 1.2                     | 8.4                      | 2.3                   | 18.3                   | 0                         | 0                          | 0.2                          | 0.9                           | 3                   | 3.6                  | 6.1                          | 0.6                           | 10.4                    | 1.1                      | 76.9                   | 7.9                     | 81.2                    | 8.3                      | 0                 | 7.6           | 0.1                 | 10.1                          | 3.3            | -14.9                 | -1.5                   | 0.7                            | 0                            | 0.7                       |
| December 2020 Stress Test | 6/30/2020           | 1378434 | MUFG Americas Holdings Corporation      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.5                           | 10.9                        | 10.9                        | 14.5                     | 10.9                  | 10.9                  | 15.6                     | 12                    | 12                    | 8.9                       | 6.7                    | 6.7                    |                          |                       |                       |                             |                          | 103.8                            | 102.9                         | 5.4                 | 6.4                  | 0.9                    | 2.9                     | 0.1                        | 3.6                         | 1.7                     | 10.2                     | 1.5                   | 8.1                    | 0.1                       | 23.7                       | 0.6                          | 17                            | 0.5                 | 4.4                  | 1.4                          | 0.8                           | 7                       | 4.2                      | 5.2                    | 3.1                     | 10.8                    | 6.5                      | 0                 | 5.1           | 0.1                 | 0                             | 0.1            | -3.8                  | -2.2                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1199611 | Northern Trust Corporation              | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.4                           | 13.2                        | 12.6                        | 14.6                     | 14.3                  | 13.8                  | 16.5                     | 16.5                  | 16.3                  | 7.6                       | 7.5                    | 7.2                    | 9                        | 8.6                   | 8.3                   |                             |                          | 72.4                             | 72.4                          | 2                   | 5.9                  | 0.1                    | 1.2                     | 0                          | 7.9                         | 0.3                     | 6.3                      | 0.4                   | 8.7                    | 0                         | 0                          | 0                            | 16.7                          | 1.2                 | 6.4                  | 2                            | 1.3                           | 2.5                     | 1.7                      | 10.2                   | 6.7                     | 10.7                    | 7.1                      | 0                 | 2.2           | 0.1                 | 0                             | 0              | -0.3                  | -0.2                   | 0.2                            | 0.4                          | 0.6                       |
| December 2020 Stress Test | 6/30/2020           | 5280254 | RBC US Group Holdings LLC               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.1                           | 12.7                        | 12.6                        | 16.1                     | 12.7                  | 12.6                  | 16.8                     | 13.8                  | 13.8                  | 9.9                       | 7.7                    | 7.6                    |                          |                       |                       |                             |                          | 83.3                             | 81.8                          | 3.9                 | 6.8                  | 0.5                    | 3.1                     | 0                          | 3.5                         | 0.9                     | 11                       | 1.6                   | 11.3                   | 0                         | 23.7                       | 0.2                          | 13.8                          | 0.7                 | 3.7                  | 1.9                          | 1.3                           | 5.3                     | 3.8                      | 11                     | 7.7                     | 14.4                    | 10.2                     | 0                 | 4.2           | 0.2                 | 0                             | 0              | -2.6                  | -1.8                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 3242838 | Regions Financial Corporation           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 8.9                            | 7.2                         | 7.1                         | 10.4                     | 8.7                   | 8.6                   | 12.6                     | 10.8                  | 10.8                  | 8.4                       | 7.1                    | 7                      |                          |                       |                       |                             |                          | 109.5                            | 109.3                         | 6                   | 6.9                  | 0.5                    | 2.7                     | 0.2                        | 4.3                         | 2                       | 7.8                      | 1.8                   | 12.9                   | 0.2                       | 19.3                       | 0.7                          | 12.9                          | 0.5                 | 3                    | 3.6                          | 2.5                           | 7.9                     | 5.4                      | 5.1                    | 3.5                     | 9.4                     | 6.5                      | 0                 | 5             | 0                   | 0                             | 0              | -1.4                  | -1                     | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 3981856 | Santander Holdings USA, Inc.            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.3                           | 15.5                        | 14.4                        | 15.7                     | 16.9                  | 15.8                  | 17.1                     | 18.3                  | 17.3                  | 12.4                      | 13.5                   | 12.3                   |                          |                       |                       |                             |                          | 119.9                            | 119.3                         | 9                   | 10                   | 0.2                    | 2.9                     | 0.2                        | 3.8                         | 0.8                     | 5.1                      | 1.1                   | 7.2                    | 0.1                       | 23.7                       | 6.4                          | 16.8                          | 0.2                 | 2.5                  | 7.2                          | 4.7                           | 14                      | 9.2                      | 8.4                    | 5.5                     | 15.3                    | 10                       | 0                 | 4.5           | 0                   | 0                             | 0.4            | 2.3                   | 1.5                    | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1111435 | State Street Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.3                           | 13.3                        | 11.4                        | 14.6                     | 15.6                  | 13.7                  | 15.7                     | 16.8                  | 14.9                  | 6.1                       | 6.5                    | 5.7                    | 8.3                      | 8.2                   | 7.2                   |                             |                          | 106.8                            | 106.7                         | 1.3                 | 4.9                  | 0                      | 0                       | 0                          | 0                           | 0.3                     | 6.6                      | 0.1                   | 6.1                    | 0                         | 0                          | 0                            | 0.6                           | 0.9                 | 4.5                  | 3.9                          | 1.4                           | 4.1                     | 1.4                      | 21.6                   | 7.7                     | 21.7                    | 7.8                      | 0                 | 1.5           | 0.1                 | 1                             | 0              | 1.3                   | 0.5                    | 0                              | -0.5                         | -0.6                      |
| December 2020 Stress Test | 6/30/2020           | 3606542 | TD Group US Holdings LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.3                           | 16                          | 15.4                        | 16.3                     | 16                    | 15.4                  | 17.5                     | 16.8                  | 16.7                  | 8.5                       | 8.4                    | 8.1                    | 9.4                      | 7.5                   | 7.2                   |                             |                          | 232.5                            | 234                           | 11.2                | 6.6                  | 0.6                    | 2.1                     | 0.3                        | 4                           | 2.3                     | 6.5                      | 2.4                   | 8.2                    | 3.8                       | 30.1                       | 0.9                          | 3.4                           | 0.9                 | 3.1                  | 9.7                          | 2                             | 21.3                    | 4.5                      | 8                      | 1.7                     | 19.6                    | 4.1                      | 0                 | 9.7           | 0.2                 | 0                             | 0              | -0.2                  | 0                      | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 3587146 | The Bank of New York Mellon Corporation | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.7                           | 14.6                        | 11.9                        | 15.6                     | 17.4                  | 14.8                  | 16.6                     | 18.4                  | 15.9                  | 6.2                       | 7                      | 5.9                    | 8.2                      | 8.3                   | 7.1                   |                             |                          | 157.3                            | 157.3                         | 1.6                 | 3                    | 0.1                    | 1.3                     | 0                          | 7.5                         | 0.1                     | 2.9                      | 0.4                   | 9.2                    | 0                         | 0                          | 0.4                          | 12.1                          | 0.6                 | 1.7                  | 7.6                          | 1.7                           | 6.3                     | 1.4                      | 30.7                   | 7                       | 29.5                    | 6.7                      | 0                 | 1.6           | 0.2                 | 1.4                           | 0              | 4.4                   | 1                      | -0.1                           | -1.9                         | -2                        |
| December 2020 Stress Test | 6/30/2020           | 2380443 | The Goldman Sachs Group, Inc.           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.3                           | 9.8                         | 8.5                         | 15.2                     | 11.8                  | 10.5                  | 18.1                     | 14.6                  | 13.6                  | 7.6                       | 5.8                    | 5.1                    | 6.6                      | 4.4                   | 3.8                   |                             |                          | 563.1                            | 553.3                         | 13.5                | 10.1                 | 0                      | 2.5                     | 0                          | 4                           | 4.7                     | 12.6                     | 3.3                   | 44.8                   | 0.6                       | 23.7                       | 0.9                          | 11.1                          | 4.1                 | 5.3                  | 17.4                         | 1.5                           | 10                      | 0.9                      | 77.6                   | 6.8                     | 70.2                    | 6.2                      | 0                 | 11.8          | 0                   | 20.6                          | 3.8            | -18.8                 | -1.6                   | 0                              | -0.3                         | -0.4                      |
| December 2020 Stress Test | 6/30/2020           | 1069778 | The PNC Financial Services Group, Inc.  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.3                           | 9.8                         | 9.6                         | 12.4                     | 11                    | 10.8                  | 14.9                     | 13                    | 13                    | 9.4                       | 8.3                    | 8.1                    | 9.3                      | 7.1                   | 6.9                   |                             |                          | 337                              | 336.3                         | 15.8                | 6.5                  | 0.5                    | 1.5                     | 0.3                        | 1.9                         | 6.7                     | 7.1                      | 4.8                   | 13.3                   | 1.5                       | 26.2                       | 1                            | 4                             | 1.2                 | 3.1                  | 9.3                          | 2                             | 22.9                    | 5                        | 15.1                   | 3.3                     | 28.6                    | 6.2                      | 0                 | 12.6          | 0.1                 | 0                             | 0.4            | -3.8                  | -0.8                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1074156 | Truist Financial Corporation            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.7                            | 7.9                         | 7.8                         | 11.6                     | 9.8                   | 9.7                   | 14                       | 12.5                  | 12.5                  | 9                         | 7.7                    | 7.6                    | 8.5                      | 6.7                   | 6.6                   |                             |                          | 382.8                            | 381.2                         | 19.2                | 6.3                  | 1                      | 2                       | 0.4                        | 2.7                         | 4.4                     | 6.1                      | 7                     | 11.8                   | 0.7                       | 19                         | 3.9                          | 7.1                           | 1.7                 | 3.7                  | 12.2                         | 2.4                           | 27.5                    | 5.5                      | 19.8                   | 3.9                     | 35.1                    | 7                        | 0                 | 17.3          | 0.1                 | 0                             | 0.2            | -5.5                  | -1.1                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1119794 | U.S. Bancorp                            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9                              | 8                           | 7.6                         | 10.6                     | 9.6                   | 9.2                   | 12.8                     | 11.5                  | 11.4                  | 8                         | 7.2                    | 6.9                    | 7.1                      | 5.8                   | 5.6                   |                             |                          | 401.8                            | 399.6                         | 23.1                | 7.6                  | 1.3                    | 1.9                     | 0.6                        | 4                           | 6.7                     | 7.5                      | 6.6                   | 17.3                   | 5                         | 23.7                       | 1.7                          | 3.9                           | 1.3                 | 4.6                  | 16.7                         | 3.1                           | 27                      | 4.9                      | 23.7                   | 4.3                     | 34                      | 6.2                      | 0                 | 19.8          | 0                   | 0                             | 0              | -3.1                  | -0.6                   | 0                              | -0.1                         | -0.1                      |
| December 2020 Stress Test | 6/30/2020           | 4846998 | UBS Americas Holding LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 21                             | 17.8                        | 16.7                        | 25.8                     | 23.1                  | 22.1                  | 27                       | 24.8                  | 23.6                  | 11.3                      | 9.2                    | 8.7                    | 11.2                     | 7.8                   | 7.4                   |                             |                          | 64.4                             | 56.9                          | 1.1                 | 2                    | 0.4                    | 2                       | 0                          | 0                           | 0.1                     | 2.4                      | 0                     | 2                      | 0                         | 23.7                       | 0.2                          | 0.9                           | 0.3                 | 6.9                  | 2.5                          | 1.5                           | 4.1                     | 2.5                      | 26                     | 16.1                    | 27.6                    | 17.1                     | 0                 | 1.3           | 0                   | 1.2                           | 0.1            | -0.1                  | -0.1                   | 0                              | 0                            | 0                         |
| December 2020 Stress Test | 6/30/2020           | 1120754 | Wells Fargo & Company               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11                             | 8.7                         | 8.3                         | 12.6                     | 10.4                  | 9.9                   | 15.9                     | 13.4                  | 13.3                  | 8                         | 6.5                    | 6.2                    | 7.5                      | 5.3                   | 5.1                   |                             |                          | 1213.1                           | 1204.5                        | 59.9                | 6.5                  | 4.9                    | 1.8                     | 0.7                        | 2                           | 13.1                    | 7.2                      | 19.1                  | 14.9                   | 8.2                       | 22.8                       | 3.9                          | 5.4                           | 10                  | 5                    | 39.4                         | 2                             | 99.5                    | 5.1                      | 76.3                   | 3.9                     | 136.5                   | 6.9                      | 0                 | 52            | 0.6                 | 10.4                          | 1.6            | -25.2                 | -1.3                   | 1.7                            | -0.6                         | 1.2                       |
| DFAST 2021                | 12/31/2020          |         | 23 participating firms                  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13                             | 11.2                        | 10.6                        | 14.7                     | 13                    | 12.3                  | 17.1                     | 15.3                  | 14.9                  | 8                         | 7                      | 6.6                    | 7.7                      | 5.8                   | 5.5                   |                             |                          | 9260.6                           | 9175.3                        | 353                 | 6.2                  | 16.5                   | 1.5                     | 5.4                        | 3.4                         | 91.8                    | 7.8                      | 66.8                  | 10.5                   | 91                        | 16.2                       | 24.3                         | 4.5                           | 57.2                | 3.8                  | 298.4                        | 1.7                           | 644.3                   | 3.7                      | 745.2                  | 4.2                     | 1091.1                  | 6.2                      | 0                 | 294.2         | 4.3                 | 86.5                          | 30.5           | -117.1                | -0.7                   | -0.3                           | -34.1                        | -34.4                     |
| DFAST 2021                | 12/31/2020          | 1073757 | Bank of America Corporation             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.9                           | 10.1                        | 9.9                         | 13.5                     | 11.7                  | 11.5                  | 16.1                     | 14                    | 14                    | 7.4                       | 6.3                    | 6.2                    | 7.2                      | 5.3                   | 5.2                   |                             |                          | 1479.7                           | 1467.2                        | 49.6                | 5.3                  | 2.5                    | 1.1                     | 0.8                        | 2.4                         | 16.6                    | 6.4                      | 9.9                   | 13.5                   | 12.4                      | 15.7                       | 1.2                          | 1.5                           | 6.1                 | 3.2                  | 31.1                         | 1.1                           | 94.5                    | 3.4                      | 90                     | 3.2                     | 153.4                   | 5.4                      | 0                 | 41.9          | 0.2                 | 9.9                           | 4.1            | -25                   | -0.9                   | 0.5                            | -2.1                         | -1.6                      |
| DFAST 2021                | 12/31/2020          | 5006575 | Barclays US LLC                         | 3           | Supervisory Severely Adverse   |                         |                      |                      | 17.3                           | 18.4                        | 15.7                        | 20.4                     | 21.5                  | 18.8                  | 22.2                     | 23.5                  | 21                    | 10.2                      | 10.6                   | 9.2                    | 9.5                      | 9.4                   | 8.2                   |                             |                          | 86.1                             | 85.2                          | 3.4                 | 8                    | 0                      | 0                       | 0                          | 0                           | 0                       | 15.7                     | 0                     | 9.7                    | 3.2                       | 15.7                       | 0                            | 11.5                          | 0.2                 | 0.7                  | 5.7                          | 3.5                           | 6.6                     | 4.1                      | 14.9                   | 9.2                     | 15.9                    | 9.8                      | 0                 | 2.6           | 0                   | 1.2                           | 0              | 1.9                   | 1.2                    | 0                              | 0                            | 0                         |
| DFAST 2021                | 12/31/2020          | 1245415 | BMO Financial Corp.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.5                           | 9.5                         | 9.5                         | 13.5                     | 10.6                  | 10.6                  | 15.6                     | 12.5                  | 12.5                  | 9.3                       | 7.2                    | 7.2                    |                          |                       |                       |                             |                          | 127.4                            | 127.6                         | 5.9                 | 7                    | 0.1                    | 0.9                     | 0.1                        | 3.1                         | 2.5                     | 7.5                      | 1.5                   | 13                     | 0.1                       | 14.3                       | 0.3                          | 3.9                           | 1.4                 | 6.1                  | 2.7                          | 1.5                           | 8                       | 4.3                      | 4                      | 2.2                     | 9.2                     | 5                        | 0                 | 5.9           | 0                   | 0                             | 0              | -3.2                  | -1.7                   | 0                              | 0                            | 0                         |
| DFAST 2021                | 12/31/2020          | 2277860 | Capital One Financial Corporation       | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.7                           | 12                          | 11.5                        | 15.3                     | 13.6                  | 13.1                  | 17.7                     | 16                    | 15.5                  | 11.2                      | 10.2                   | 9.7                    | 10.7                     | 8.7                   | 8.2                   |                             |                          | 297.9                            | 304                           | 32                  | 12.8                 | 0                      | 2.1                     | 0                          | 5.6                         | 3.8                     | 11.2                     | 2                     | 6.3                    | 18.6                      | 18.7                       | 6.5                          | 9.9                           | 1.1                 | 5.7                  | 24.6                         | 5.8                           | 50.4                    | 11.9                     | 12.1                   | 2.9                     | 37.9                    | 9                        | 0                 | 26.6          | 0.2                 | 0                             | 0.2            | -2.4                  | -0.6                   | 0                              | 0                            | 0                         |
| DFAST 2021                | 12/31/2020          | 1951350 | Citigroup Inc.                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.1                           | 10.6                        | 9.4                         | 13.7                     | 12.2                  | 11                    | 16.8                     | 15.1                  | 14.3                  | 7.4                       | 6.5                    | 5.8                    | 7                        | 5.3                   | 4.8                   |                             |                          | 1221.6                           | 1206                          | 47.9                | 7.1                  | 1.7                    | 2                       | 0.9                        | 10.2                        | 10.1                    | 6.3                      | 2.5                   | 10.3                   | 22.5                      | 15.3                       | 2.7                          | 10.4                          | 7.5                 | 3.2                  | 35.4                         | 1.6                           | 100.9                   | 4.5                      | 49.9                   | 2.2                     | 115.5                   | 5.1                      | 0                 | 33.9          | 0.6                 | 8.6                           | 1.9            | -9.6                  | -0.4                   | 1.1                            | -33.7                        | -32.5                     |
| DFAST 2021                | 12/31/2020          | 1574834 | Credit Suisse Holdings (USA), Inc.      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 21.2                           | 19.5                        | 15.9                        | 21.8                     | 20.2                  | 16.6                  | 21.9                     | 20.3                  | 16.7                  | 13.7                      | 12.1                   | 9.8                    | 11.8                     | 10.4                  | 8.5                   |                             |                          | 78.3                             | 73.7                          | 0.2                 | 1.5                  | 0                      | 0                       | 0                          | 0                           | 0                       | 0                        | 0.1                   | 41.1                   | 0                         | 0                          | 0                            | 11.5                          | 0.1                 | 0.8                  | 3.5                          | 2.9                           | -0.1                    | -0.1                     | 14.7                   | 12.4                    | 11.2                    | 9.4                      | 0                 | 0.2           | 0                   | 3.3                           | 0.2            | -0.2                  | -0.2                   | 0                              | 0                            | 0                         |
| DFAST 2021                | 12/31/2020          | 2816906 | DB USA Corporation                      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 27.7                           | 24.9                        | 23.2                        | 39.3                     | 37.2                  | 35.7                  | 39.3                     | 37.5                  | 35.9                  | 10.8                      | 9.7                    | 9.2                    | 13.6                     | 9.3                   | 8.8                   |                             |                          | 36.3                             | 34                            | 0.7                 | 5.8                  | 0                      | 1.6                     | 0                          | 6.7                         | 0                       | 1.1                      | 0.5                   | 13.1                   | 0                         | 0                          | 0                            | 1.9                           | 0.1                 | 2.7                  | 1.4                          | 1.3                           | 0.4                     | 0.4                      | 11.4                   | 10.4                    | 10.4                    | 9.5                      | 0                 | 0.8           | 0                   | 0.9                           | 0              | -0.2                  | -0.2                   | 0                              | -0.2                         | -0.2                      |
| DFAST 2021                | 12/31/2020          | 3232316 | HSBC North America Holdings Inc.        | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.8                           | 7.3                         | 7.3                         | 16.8                     | 9.4                   | 9.4                   | 21.4                     | 14                    | 14                    | 7.9                       | 4.2                    | 4.2                    | 7.1                      | 3.3                   | 3.3                   |                             |                          | 115.4                            | 110                           | 6.4                 | 10.7                 | 0.5                    | 3                       | 0.1                        | 12.2                        | 1.9                     | 8.7                      | 3                     | 28.9                   | 0.3                       | 25                         | 0                            | 9.1                           | 0.6                 | 8.3                  | 0.1                          | 0                             | 4.8                     | 2                        | 4.5                    | 1.8                     | 9.1                     | 3.8                      | 0                 | 6.4           | 0.1                 | 0.5                           | 0.4            | -7.3                  | -3                     | 0                              | -0.1                         | -0.1                      |
| DFAST 2021                | 12/31/2020          | 1039502 | JPMorgan Chase & Co.                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.1                           | 11.9                        | 10.7                        | 15                       | 13.9                  | 12.7                  | 17.3                     | 15.8                  | 15                    | 7                         | 6.4                    | 5.8                    | 6.9                      | 5.3                   | 4.8                   |                             |                          | 1560.6                           | 1539.8                        | 56.2                | 5.7                  | 3.3                    | 1.6                     | 0.9                        | 3.6                         | 14.9                    | 9.7                      | 4.4                   | 3.8                    | 19.2                      | 14.9                       | 2.2                          | 3.1                           | 11.4                | 4                    | 56.9                         | 1.7                           | 123.1                   | 3.6                      | 124.9                  | 3.7                     | 191.1                   | 5.6                      | 0                 | 41.5          | 0.8                 | 18.8                          | 8.2            | -12.3                 | -0.4                   | -0.8                           | 5.6                          | 4.8                       |
| DFAST 2021                | 12/31/2020          | 2162966 | Morgan Stanley                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 17.4                           | 15.2                        | 12.7                        | 19.4                     | 17.3                  | 14.8                  | 21.5                     | 19.4                  | 17.1                  | 8.4                       | 7.3                    | 6.2                    | 7.4                      | 5.7                   | 4.9                   |                             |                          | 453.1                            | 445.2                         | 7.7                 | 3.6                  | 0.5                    | 1.3                     | 0                          | 4.2                         | 1.2                     | 9.8                      | 2.4                   | 19.3                   | 0                         | 0                          | 0.2                          | 0.8                           | 3.4                 | 2.7                  | 16.1                         | 1.4                           | 18.2                    | 1.6                      | 88.3                   | 7.9                     | 90.4                    | 8.1                      | 0                 | 8.4           | 0.1                 | 11.2                          | 6.6            | -10.2                 | -0.9                   | 0.4                            | -2                           | -1.6                      |
| DFAST 2021                | 12/31/2020          | 1378434 | MUFG Americas Holdings Corporation      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 15.3                           | 11.9                        | 11.9                        | 15.3                     | 11.9                  | 11.9                  | 16.3                     | 13.2                  | 13.2                  | 9.6                       | 7.4                    | 7.4                    |                          |                       |                       |                             |                          | 103.6                            | 102.8                         | 5.2                 | 6.5                  | 0.8                    | 2.8                     | 0.1                        | 5.7                         | 2                       | 11.6                     | 1.3                   | 7.1                    | 0                         | 16                         | 0.4                          | 14.8                          | 0.5                 | 4.4                  | 1.7                          | 1                             | 6.9                     | 4.1                      | 5.9                    | 3.5                     | 11.2                    | 6.6                      | 0                 | 5.1           | 0.1                 | 0                             | 0              | -3.6                  | -2.1                   | 0                              | 0                            | 0                         |
| DFAST 2021                | 12/31/2020          | 1199611 | Northern Trust Corporation              | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.8                           | 13.1                        | 12.2                        | 13.9                     | 14.2                  | 13.4                  | 15.6                     | 16.1                  | 15.1                  | 7.6                       | 7.8                    | 7.3                    | 8.6                      | 8.6                   | 8                     |                             |                          | 77.7                             | 77.8                          | 1.9                 | 5.6                  | 0                      | 0.7                     | 0                          | 6.4                         | 0.3                     | 7.9                      | 0.3                   | 7.4                    | 0                         | 0                          | 0                            | 11.5                          | 1.1                 | 6                    | 2.9                          | 1.7                           | 3                       | 1.8                      | 11.4                   | 6.7                     | 11.4                    | 6.7                      | 0                 | 2.1           | 0.1                 | 0                             | 0              | 0.7                   | 0.4                    | -0.2                           | 0.4                          | 0.2                       |
| DFAST 2021                | 12/31/2020          | 5280254 | RBC US Group Holdings LLC               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 15.8                           | 12.5                        | 12.4                        | 15.8                     | 12.5                  | 12.4                  | 16.4                     | 13.6                  | 13.6                  | 9.9                       | 7.7                    | 7.7                    |                          |                       |                       |                             |                          | 89.4                             | 88                            | 3.7                 | 6                    | 0.3                    | 1.8                     | 0.1                        | 4.5                         | 0.8                     | 11                       | 1.6                   | 10.1                   | 0                         | 16                         | 0.2                          | 9.4                           | 0.7                 | 3.8                  | 1.8                          | 1.2                           | 4.8                     | 3.2                      | 12.6                   | 8.4                     | 15.7                    | 10.4                     | 0                 | 4.2           | 0.4                 | 0                             | 0              | -2.8                  | -1.8                   | 0                              | 0                            | 0                         |
| DFAST 2021                | 12/31/2020          | 3242838 | Regions Financial Corporation           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.8                            | 9.1                         | 8.9                         | 11.4                     | 10.6                  | 10.4                  | 13.6                     | 12.8                  | 12.6                  | 8.7                       | 8.2                    | 8                      |                          |                       |                       |                             |                          | 106.9                            | 106.9                         | 5.3                 | 6.5                  | 0.4                    | 1.9                     | 0.2                        | 3.7                         | 2.1                     | 8.8                      | 1.4                   | 10.1                   | 0.2                       | 15                         | 0.5                          | 11.3                          | 0.5                 | 3.5                  | 4.2                          | 2.8                           | 8.1                     | 5.5                      | 5.2                    | 3.6                     | 9.2                     | 6.2                      | 0                 | 4.4           | 0                   | 0                             | 0.1            | -0.4                  | -0.3                   | 0                              | 0                            | 0                         |
| DFAST 2021                | 12/31/2020          | 1111435 | State Street Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.3                           | 13.3                        | 11.4                        | 14.4                     | 15.4                  | 13.5                  | 15.3                     | 16.5                  | 14.6                  | 6.4                       | 6.9                    | 6                      | 8.1                      | 8.2                   | 7.2                   |                             |                          | 117.1                            | 117.4                         | 1.3                 | 4.8                  | 0                      | 0                       | 0                          | 0                           | 0.3                     | 7.4                      | 0.1                   | 4.9                    | 0                         | 0                          | 0                            | 0.6                           | 0.9                 | 4.3                  | 4.4                          | 1.4                           | 4.6                     | 1.5                      | 23.2                   | 7.4                     | 23.4                    | 7.5                      | 0                 | 1.5           | 0.1                 | 0.8                           | 0              | 2                     | 0.6                    | -0.3                           | 0.1                          | -0.2                      |
| DFAST 2021                | 12/31/2020          | 3606542 | TD Group US Holdings LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 17                             | 15.3                        | 15.2                        | 17                       | 15.3                  | 15.2                  | 18.3                     | 16.3                  | 16.3                  | 8.3                       | 7.5                    | 7.5                    | 9.5                      | 6.8                   | 6.7                   |                             |                          | 234.2                            | 235.5                         | 9.9                 | 5.9                  | 0.6                    | 2                       | 0.4                        | 5.8                         | 2.2                     | 7.1                      | 2.3                   | 7.8                    | 2.7                       | 19.7                       | 0.7                          | 2.7                           | 1                   | 3.5                  | 5.1                          | 1                             | 19.5                    | 3.8                      | 5.3                    | 1                       | 19.6                    | 3.9                      | 0                 | 8.4           | 0.3                 | 0                             | 0              | -3.5                  | -0.7                   | 0                              | 0                            | 0                         |
| DFAST 2021                | 12/31/2020          | 3587146 | The Bank of New York Mellon Corporation | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.4                           | 15.6                        | 12.4                        | 16.1                     | 18.3                  | 15.1                  | 17.1                     | 19.3                  | 16.2                  | 6.3                       | 7.2                    | 5.9                    | 8.6                      | 9                     | 7.5                   |                             |                          | 163.8                            | 163.9                         | 1.6                 | 2.8                  | 0.1                    | 0.8                     | 0                          | 7.9                         | 0.1                     | 4.2                      | 0.5                   | 10.2                   | 0                         | 0                          | 0.3                          | 8.3                           | 0.6                 | 1.7                  | 9.3                          | 2                             | 6.4                     | 1.4                      | 31.4                   | 6.7                     | 28.6                    | 6.1                      | 0                 | 1.6           | 0.2                 | 1                             | 0              | 6.5                   | 1.4                    | -1                             | -1                           | -2                        |
| DFAST 2021                | 12/31/2020          | 2380443 | The Goldman Sachs Group, Inc.           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.7                           | 11.8                        | 8.8                         | 16.7                     | 13.8                  | 10.8                  | 19.5                     | 16.6                  | 14                    | 8.1                       | 6.6                    | 5.2                    | 7                        | 5                     | 3.9                   |                             |                          | 554.2                            | 550                           | 14                  | 8.6                  | 0                      | 2.1                     | 0                          | 4.2                         | 5.1                     | 18.9                     | 2.5                   | 28.6                   | 0.8                       | 19                         | 0.7                          | 7.9                           | 4.9                 | 4.3                  | 23.8                         | 2                             | 11.6                    | 1                        | 78.6                   | 6.8                     | 66.3                    | 5.7                      | 0                 | 12.8          | 0                   | 21.1                          | 5.1            | -15.2                 | -1.3                   | 0.1                            | -1.4                         | -1.3                      |
| DFAST 2021                | 12/31/2020          | 1069778 | The PNC Financial Services Group, Inc.  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.2                           | 10.9                        | 10.8                        | 13.2                     | 12                    | 11.9                  | 15.6                     | 14                    | 14                    | 9.5                       | 8.6                    | 8.5                    | 9.9                      | 7.2                   | 7.2                   |                             |                          | 326.8                            | 326.1                         | 13.8                | 6                    | 0.3                    | 0.9                     | 0.2                        | 1.5                         | 6.3                     | 7.5                      | 4.2                   | 11.6                   | 0.9                       | 17.3                       | 0.7                          | 3.2                           | 1.2                 | 3.3                  | 8.9                          | 1.9                           | 20.2                    | 4.3                      | 15.6                   | 3.4                     | 27                      | 5.8                      | 0                 | 11.3          | 0.1                 | 0                             | 0.5            | -3.1                  | -0.7                   | 0                              | 0                            | 0                         |
| DFAST 2021                | 12/31/2020          | 1074156 | Truist Financial Corporation            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10                             | 8.7                         | 8.6                         | 12.1                     | 10.8                  | 10.7                  | 14.5                     | 13.6                  | 13.6                  | 9.6                       | 8.6                    | 8.5                    | 8.7                      | 7.5                   | 7.4                   |                             |                          | 379.2                            | 379.6                         | 16.4                | 5.7                  | 0.8                    | 1.7                     | 0.3                        | 2.4                         | 4.5                     | 7                        | 5.1                   | 8.8                    | 0.5                       | 14.8                       | 3.2                          | 5.7                           | 2                   | 4.3                  | 11.9                         | 2.3                           | 27.9                    | 5.5                      | 19.9                   | 3.9                     | 35.9                    | 7                        | 0                 | 14.8          | 0.2                 | 0                             | 0.6            | -3.7                  | -0.7                   | 0                              | 0                            | 0                         |
| DFAST 2021                | 12/31/2020          | 1119794 | U.S. Bancorp                            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.7                            | 9.7                         | 9.1                         | 11.3                     | 11.3                  | 10.8                  | 13.4                     | 13.1                  | 12.9                  | 8.3                       | 8.3                    | 7.9                    | 7.3                      | 6.6                   | 6.3                   |                             |                          | 393.6                            | 393.5                         | 18.2                | 6.2                  | 1.4                    | 1.8                     | 0.5                        | 4.1                         | 5.5                     | 7.4                      | 4.8                   | 13.1                   | 3.6                       | 16                         | 1.2                          | 2.8                           | 1.2                 | 4.8                  | 16.2                         | 2.9                           | 26.5                    | 4.8                      | 23.6                   | 4.3                     | 33.9                    | 6.1                      | 0                 | 14.7          | 0                   | 0                             | 0.1            | 1.5                   | 0.3                    | 0                              | -0.1                         | -0.1                      |
| DFAST 2021                | 12/31/2020          | 4846998 | UBS Americas Holding LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 22.5                           | 21.6                        | 20.1                        | 27.3                     | 26.9                  | 25.5                  | 28.4                     | 28.7                  | 27                    | 11.3                      | 10.1                   | 9.5                    | 11.6                     | 8.7                   | 8.2                   |                             |                          | 63.9                             | 56.8                          | 1                   | 1.7                  | 0.3                    | 1.4                     | 0                          | 0                           | 0.1                     | 1.9                      | 0                     | 2.1                    | 0                         | 16                         | 0.2                          | 0.7                           | 0.4                 | 5.7                  | 2.6                          | 1.5                           | 3.7                     | 2.1                      | 26.2                   | 15.2                    | 27.3                    | 15.9                     | 0                 | 1.3           | 0                   | 0                             | 0.1            | 1.2                   | 0.7                    | 0                              | 0                            | 0                         |
| DFAST 2021                | 12/31/2020          | 1120754 | Wells Fargo & Company               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.6                           | 8.9                         | 8.8                         | 13.3                     | 10.6                  | 10.5                  | 16.5                     | 13.6                  | 13.6                  | 8.3                       | 6.6                    | 6.5                    | 8.1                      | 5.5                   | 5.5                   |                             |                          | 1193.7                           | 1184.4                        | 50.7                | 5.8                  | 3.1                    | 1.2                     | 0.7                        | 2.1                         | 11.4                    | 7.4                      | 16.4                  | 13.1                   | 6.1                       | 16.6                       | 2.9                          | 4.6                           | 10.1                | 5                    | 28.1                         | 1.4                           | 94                      | 4.8                      | 71.5                   | 3.7                     | 137.4                   | 7                        | 0                 | 43.7          | 0.8                 | 9.3                           | 2.3            | -28.1                 | -1.4                   | -0.1                           | 0.3                          | 0.2                       |
| 2022 Stress Test          | 12/31/2021          |         | 33 participating banks                  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.4                           | 10.3                        | 9.7                         | 14.1                     | 12                    | 11.4                  | 16.1                     | 14.2                  | 13.7                  | 7.5                       | 6.4                    | 6                      | 6.1                      | 5.2                   | 4.8                   |                             |                          | 11175.6                          | 11055.5                       | 463.3               | 6.4                  | 16.7                   | 1.3                     | 6.7                        | 3.9                         | 120.8                   | 7.9                      | 75.4                  | 9.8                    | 118.7                     | 15.6                       | 48.9                         | 5.7                           | 76.2                | 4.1                  | 412                          | 2                             | 797.5                   | 3.8                      | 920.5                  | 4.4                     | 1306.1                  | 6.2                      | 0                 | 460.8         | 6.1                 | 100                           | 42.7           | -197.6                | -0.9                   | 4.5                            | -55.4                        | -51                       |
| 2022 Stress Test          | 12/31/2021          | 1562859 | Ally Financial Inc.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.3                           | 8.9                         | 8.9                         | 11.9                     | 10.5                  | 10.4                  | 13.5                     | 12.1                  | 12.1                  | 9.7                       | 8.5                    | 8.4                    |                          |                       |                       |                             |                          | 146.4                            | 145                           | 7.8                 | 6.4                  | 0.2                    | 1                       | 0                          | 3.9                         | 2.2                     | 8.8                      | 0.2                   | 4.3                    | 0.1                       | 5.3                        | 4.9                          | 6.9                           | 0.4                 | 11.9                 | 6                            | 3.3                           | 10.7                    | 5.9                      | 7.3                    | 4                       | 11.9                    | 6.6                      | 0                 | 7.3           | 0.5                 | 0                             | 0.1            | -1.9                  | -1                     | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1275216 | American Express Company                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.5                           | 12.5                        | 9.9                         | 11.5                     | 13.5                  | 10.9                  | 12.9                     | 14.9                  | 12.3                  | 10.5                      | 12.2                   | 9.8                    |                          |                       |                       |                             |                          | 166.5                            | 167.1                         | 14                  | 9.6                  | 0                      | 0                       | 0                          | 4                           | 5.5                     | 11.3                     | 0                     | 0                      | 8.1                       | 8.7                        | 0.3                          | 13.7                          | 0.1                 | 4.7                  | 20.4                         | 10.8                          | 18                      | 9.5                      | 69.3                   | 36.7                    | 66.9                    | 35.5                     | 0                 | 15.2          | 0                   | 0                             | 0              | 5.1                   | 2.7                    | 0                              | -2.9                         | -2.9                      |
| 2022 Stress Test          | 12/31/2021          | 1073757 | Bank of America Corporation             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.6                           | 7.8                         | 7.6                         | 12.1                     | 9.4                   | 9.2                   | 14.1                     | 11.5                  | 11.4                  | 6.4                       | 4.9                    | 4.8                    | 5.5                      | 4.2                   | 4.1                   |                             |                          | 1617.8                           | 1597.1                        | 52.5                | 5.2                  | 2.4                    | 1.1                     | 0.9                        | 3.3                         | 17.4                    | 6.3                      | 8.4                   | 11.2                   | 12.8                      | 15.8                       | 1.8                          | 2                             | 8.8                 | 3.7                  | 28.3                         | 0.9                           | 102                     | 3.2                      | 90.1                   | 2.8                     | 163.8                   | 5.2                      | 0                 | 53.5          | 0.2                 | 12.9                          | 5.3            | -43.7                 | -1.4                   | 0.1                            | -3.2                         | -3.1                      |
| 2022 Stress Test          | 12/31/2021          | 5006575 | Barclays US LLC                         | 3           | Supervisory Severely Adverse   |                         |                      |                      | 15.4                           | 14.8                        | 12.1                        | 17                       | 16.4                  | 13.7                  | 18.7                     | 18.2                  | 15.8                  | 9                         | 8.7                    | 7.2                    | 7.3                      | 7.1                   | 5.8                   |                             |                          | 100.3                            | 100.3                         | 3.5                 | 8.1                  | 0                      | 0                       | 0                          | 0                           | 0                       | 19.5                     | 0                     | 7.8                    | 3.3                       | 15.2                       | 0                            | 13.8                          | 0.2                 | 0.8                  | 6                            | 3.7                           | 5.5                     | 3.4                      | 15.4                   | 9.6                     | 14.9                    | 9.3                      | 0                 | 2.9           | 0                   | 2.7                           | 0              | 0.4                   | 0.2                    | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1245415 | BMO Financial Corp.                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.5                           | 10.1                        | 10.1                        | 14.5                     | 11.2                  | 11.2                  | 16.2                     | 13.3                  | 13.3                  | 9.8                       | 7.5                    | 7.5                    |                          |                       |                       |                             |                          | 133                              | 133.1                         | 6.2                 | 7                    | 0.1                    | 1.1                     | 0.1                        | 3.7                         | 2.5                     | 7.5                      | 1.2                   | 10.7                   | 0.1                       | 15.2                       | 0.4                          | 4.5                           | 1.9                 | 7.2                  | 2.9                          | 1.5                           | 7.7                     | 4                        | 4.3                    | 2.2                     | 9.1                     | 4.7                      | 0                 | 7             | 0                   | 0                             | 0              | -4.1                  | -2.1                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1575569 | BNP Paribas USA, Inc.                   | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.9                           | 9.7                         | 9.7                         | 14                       | 9.7                   | 9.7                   | 16.1                     | 12.3                  | 12.3                  | 8.6                       | 6                      | 6                      |                          |                       |                       |                             |                          | 94                               | 93.4                          | 4.8                 | 7.4                  | 0.1                    | 1.6                     | 0.1                        | 3.3                         | 1.4                     | 10.6                     | 1.5                   | 9.6                    | 0                         | 16.8                       | 1.4                          | 10.3                          | 0.3                 | 2.6                  | 1.3                          | 0.8                           | 5.5                     | 3.5                      | 4.6                    | 3                       | 8.8                     | 5.7                      | 0                 | 5.5           | 0                   | 0                             | 0              | -4.2                  | -2.7                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 2277860 | Capital One Financial Corporation       | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.1                           | 10.4                        | 10.2                        | 14.5                     | 11.8                  | 11.7                  | 16.9                     | 14.2                  | 14                    | 11.6                      | 9.5                    | 9.3                    | 9.9                      | 8.1                   | 7.9                   |                             |                          | 332.7                            | 332.8                         | 36.8                | 13.3                 | 0                      | 1.7                     | 0                          | 7.4                         | 4.4                     | 10.9                     | 2.6                   | 8.5                    | 21.5                      | 20.4                       | 6.9                          | 9.1                           | 1.3                 | 5.4                  | 29.1                         | 6.7                           | 55.2                    | 12.8                     | 11.9                   | 2.8                     | 38                      | 8.8                      | 0                 | 36.4          | 0.1                 | 0                             | 0.5            | -7.9                  | -1.8                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1951350 | Citigroup Inc.                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 12.2                           | 9.5                         | 8.6                         | 13.9                     | 11.2                  | 10.3                  | 16.7                     | 13.8                  | 13.2                  | 7.2                       | 5.7                    | 5.2                    | 5.7                      | 4.5                   | 4.1                   |                             |                          | 1219.2                           | 1189.9                        | 43.3                | 6.4                  | 1.7                    | 2.1                     | 0.8                        | 12                          | 7.8                     | 5                        | 2.5                   | 10.7                   | 21.4                      | 14.7                       | 2.1                          | 9.4                           | 6.9                 | 2.9                  | 28.2                         | 1.2                           | 101.7                   | 4.4                      | 45                     | 2                       | 118.5                   | 5.2                      | 0                 | 37.5          | 0.7                 | 13.6                          | 3.3            | -26.9                 | -1.2                   | 2.1                            | -38.9                        | -36.8                     |
| 2022 Stress Test          | 12/31/2021          | 1132449 | Citizens Financial Group, Inc.          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.9                            | 6.9                         | 6.9                         | 11.1                     | 8.1                   | 8.1                   | 12.7                     | 10.1                  | 10.1                  | 9.7                       | 7.1                    | 7.1                    |                          |                       |                       |                             |                          | 158.8                            | 158.1                         | 8.8                 | 6.9                  | 0.5                    | 2                       | 0.5                        | 4.3                         | 2.6                     | 6.6                      | 2.4                   | 14.2                   | 0.3                       | 18.3                       | 2.2                          | 7.2                           | 0.3                 | 6.4                  | 5.2                          | 2.7                           | 10.2                    | 5.4                      | 4.7                    | 2.5                     | 9.7                     | 5.2                      | 0                 | 9.6           | 0.1                 | 0                             | 0.2            | -4.7                  | -2.5                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1574834 | Credit Suisse Holdings (USA), Inc.      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 27.6                           | 27.5                        | 20.1                        | 28.4                     | 28.5                  | 21.1                  | 28.6                     | 28.5                  | 21.1                  | 15.3                      | 14.6                   | 10.6                   | 13.7                     | 13.1                  | 9.5                   |                             |                          | 58.9                             | 55.7                          | 0.1                 | 1.4                  | 0                      | 0                       | 0                          | 0                           | 0                       | 7.3                      | 0                     | 9.9                    | 0                         | 0                          | 0                            | 13.8                          | 0                   | 1                    | 4.9                          | 4.8                           | -0.7                    | -0.6                     | 15.9                   | 15.4                    | 10.3                    | 10                       | 0                 | 0             | 0                   | 4.1                           | 0.2            | 0.6                   | 0.6                    | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 2816906 | DB USA Corporation                      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 26.7                           | 25.2                        | 22.8                        | 34.7                     | 33.7                  | 31.3                  | 34.7                     | 34                    | 32                    | 10                        | 9.2                    | 8.5                    | 9.1                      | 8.4                   | 7.8                   |                             |                          | 39.2                             | 37                            | 0.7                 | 5.5                  | 0                      | 1.4                     | 0                          | 6.6                         | 0.1                     | 2.7                      | 0.5                   | 13.5                   | 0                         | 0                          | 0                            | 2.6                           | 0.1                 | 2.5                  | 2.2                          | 1.8                           | 0.7                     | 0.6                      | 12.5                   | 10.3                    | 11                      | 9.1                      | 0                 | 0.8           | 0.1                 | 1.1                           | 0              | 0.2                   | 0.2                    | 0                              | -0.2                         | -0.2                      |
| 2022 Stress Test          | 12/31/2021          | 3846375 | Discover Financial Services             | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.8                           | 15.7                        | 13.7                        | 15.8                     | 16.8                  | 14.8                  | 17.6                     | 18.6                  | 16.7                  | 13.9                      | 15.1                   | 12.9                   |                          |                       |                       |                             |                          | 97.2                             | 97.9                          | 15.3                | 16.3                 | 0                      | 1.7                     | 0.2                        | 10.1                        | 0                       | 17.3                     | 0                     | 0                      | 13.3                      | 17.9                       | 1.7                          | 10.3                          | 0                   | 6.8                  | 15.2                         | 13.8                          | 22.3                    | 20.3                     | 3.4                    | 3.1                     | 10.5                    | 9.6                      | 0                 | 13.1          | 0.2                 | 0                             | 0              | 1.9                   | 1.8                    | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1070345 | Fifth Third Bancorp                     | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.5                            | 7.6                         | 7.6                         | 10.9                     | 9                     | 9                     | 13.4                     | 11.9                  | 11.9                  | 8.3                       | 6.8                    | 6.8                    |                          |                       |                       |                             |                          | 154.9                            | 154.3                         | 8                   | 7.2                  | 0.3                    | 1.8                     | 0.2                        | 3.9                         | 4                       | 8.6                      | 1.9                   | 13.1                   | 0.4                       | 20.7                       | 0.9                          | 4.4                           | 0.4                 | 5.2                  | 5.5                          | 2.6                           | 10.2                    | 4.8                      | 6.9                    | 3.3                     | 11.6                    | 5.5                      | 0                 | 8             | 0.1                 | 0                             | 0.1            | -2.7                  | -1.3                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 3232316 | HSBC North America Holdings Inc.        | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.1                           | 7.7                         | 7.7                         | 15.8                     | 9.5                   | 9.5                   | 18.8                     | 12.9                  | 12.9                  | 7                         | 4                      | 4                      |                          |                       |                       |                             |                          | 107.1                            | 102.6                         | 4.3                 | 8.1                  | 0.5                    | 3                       | 0.1                        | 17.5                        | 1.8                     | 8.5                      | 1.2                   | 16.1                   | 0                         | 16.8                       | 0                            | 3.7                           | 0.8                 | 8.7                  | -0.1                         | 0                             | 4.6                     | 1.9                      | 4.8                    | 2                       | 9.5                     | 4                        | 0                 | 4.7           | 0.1                 | 0                             | 0.8            | -5.6                  | -2.3                   | 0                              | -0.1                         | -0.1                      |
| 2022 Stress Test          | 12/31/2021          | 1068191 | Huntington Bancshares Incorporated      | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.3                            | 6.8                         | 6.8                         | 11                       | 8.5                   | 8.5                   | 13.1                     | 10.9                  | 10.9                  | 8.6                       | 6.6                    | 6.6                    |                          |                       |                       |                             |                          | 131.3                            | 130.3                         | 7                   | 6.3                  | 0.4                    | 2                       | 0.3                        | 3.4                         | 2                       | 6.5                      | 2.4                   | 12.5                   | 0.1                       | 16.8                       | 1.3                          | 6.3                           | 0.4                 | 4.6                  | 3.8                          | 2.2                           | 10.5                    | 6                        | 4.5                    | 2.6                     | 11.2                    | 6.4                      | 0                 | 6.8           | 0                   | 0                             | 0.1            | -3.1                  | -1.8                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1039502 | JPMorgan Chase & Co.                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 13.1                           | 10.6                        | 9.8                         | 15                       | 12.6                  | 11.8                  | 16.8                     | 14.5                  | 13.9                  | 6.5                       | 5.4                    | 5                      | 5.4                      | 4.4                   | 4.1                   |                             |                          | 1638.9                           | 1611                          | 64.2                | 6                    | 2.6                    | 1.2                     | 0.5                        | 2.5                         | 18.3                    | 11.1                     | 4.5                   | 3.9                    | 20.4                      | 14.8                       | 2.6                          | 3.2                           | 15.3                | 4.5                  | 53.4                         | 1.4                           | 119.6                   | 3.2                      | 124.9                  | 3.3                     | 191                     | 5.1                      | 0                 | 64.5          | 1.2                 | 16.1                          | 12.5           | -40.9                 | -1.1                   | 0.8                            | 0.2                          | 1                         |
| 2022 Stress Test          | 12/31/2021          | 1068025 | KeyCorp                                 | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.5                            | 7.7                         | 7.6                         | 10.8                     | 9                     | 8.9                   | 12.5                     | 11.2                  | 11.1                  | 8.5                       | 7.1                    | 7                      |                          |                       |                       |                             |                          | 144.4                            | 144.4                         | 6.4                 | 6.4                  | 0.4                    | 2.2                     | 0.2                        | 4.8                         | 3.1                     | 8                        | 1.3                   | 8.2                    | 0.2                       | 16.8                       | 0.7                          | 10.9                          | 0.5                 | 3.5                  | 5.1                          | 2.7                           | 9.1                     | 4.9                      | 6.7                    | 3.6                     | 10.7                    | 5.8                      | 0                 | 6.9           | 0                   | 0                             | 0.5            | -2.4                  | -1.3                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1037003 | M&T Bank Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.4                           | 7.3                         | 7.3                         | 13.1                     | 9                     | 9                     | 15.3                     | 11.3                  | 11.3                  | 8.9                       | 6.1                    | 6.1                    |                          |                       |                       |                             |                          | 103.7                            | 102.7                         | 7.6                 | 8.3                  | 0.4                    | 2.6                     | 0.2                        | 4.2                         | 1.2                     | 7.3                      | 4.1                   | 11.7                   | 0.1                       | 16.8                       | 1.1                          | 7.7                           | 0.6                 | 10.3                 | 3.8                          | 2.4                           | 7.7                     | 5                        | 4.8                    | 3.1                     | 8.7                     | 5.6                      | 0                 | 7.8           | 0                   | 0                             | 0.1            | -4.2                  | -2.7                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 2162966 | Morgan Stanley                          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16                             | 14.7                        | 11.4                        | 17.7                     | 16.3                  | 13.1                  | 19.7                     | 18.6                  | 15.4                  | 7.1                       | 6.6                    | 5.2                    | 5.6                      | 5.2                   | 4.1                   |                             |                          | 471.9                            | 470.3                         | 10                  | 4.1                  | 0.6                    | 1.4                     | 0                          | 4                           | 1.3                     | 11.5                     | 2.7                   | 21                     | 0                         | 0                          | 0.3                          | 1                             | 5.1                 | 3.5                  | 23.6                         | 2                             | 22.9                    | 1.9                      | 96.4                   | 8.1                     | 95.7                    | 8.1                      | 0                 | 11.5          | 0.1                 | 10.6                          | 7.6            | -6.2                  | -0.5                   | 0.8                            | -3.1                         | -2.3                      |
| 2022 Stress Test          | 12/31/2021          | 1199611 | Northern Trust Corporation              | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.9                           | 11.8                        | 10.8                        | 12.9                     | 12.8                  | 11.8                  | 14.1                     | 14.5                  | 13.4                  | 6.9                       | 6.9                    | 6.4                    | 8.2                      | 8.1                   | 7.5                   |                             |                          | 86.3                             | 86.6                          | 2.7                 | 6.8                  | 0.1                    | 1.2                     | 0                          | 5.9                         | 0.4                     | 8.2                      | 0.5                   | 9.1                    | 0                         | 0                          | 0.1                          | 13.8                          | 1.7                 | 7.2                  | 3.7                          | 2                             | 3.5                     | 1.9                      | 11.7                   | 6.3                     | 11.4                    | 6.2                      | 0                 | 3.3           | 0.2                 | 0                             | 0              | 0.3                   | 0.1                    | -0.1                           | 0                            | -0.2                      |
| 2022 Stress Test          | 12/31/2021          | 5280254 | RBC US Group Holdings LLC               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14                             | 10.6                        | 10.6                        | 14                       | 10.6                  | 10.6                  | 14.5                     | 11.8                  | 11.8                  | 9.1                       | 6.8                    | 6.8                    |                          |                       |                       |                             |                          | 110.1                            | 108                           | 4.5                 | 6.5                  | 0.4                    | 2                       | 0                          | 3.6                         | 1.1                     | 11.5                     | 1.7                   | 9.3                    | 0                         | 16.8                       | 0.3                          | 13.3                          | 0.9                 | 5.2                  | 2.4                          | 1.4                           | 5                       | 2.9                      | 15.2                   | 8.7                     | 17.8                    | 10.2                     | 0                 | 5.3           | 0.4                 | 0                             | 0              | -3.3                  | -1.9                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 3242838 | Regions Financial Corporation           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.6                            | 7.8                         | 7.8                         | 11                       | 9.3                   | 9.3                   | 12.7                     | 11.4                  | 11.4                  | 8.1                       | 6.8                    | 6.8                    |                          |                       |                       |                             |                          | 113.3                            | 112.7                         | 6                   | 6.9                  | 0.3                    | 1.5                     | 0.2                        | 4.1                         | 2.3                     | 8.4                      | 1.5                   | 10.7                   | 0.2                       | 14.7                       | 1.1                          | 15.8                          | 0.5                 | 3.6                  | 4.7                          | 2.8                           | 8.2                     | 5                        | 5.8                    | 3.5                     | 9.4                     | 5.7                      | 0                 | 6.4           | 0                   | 0                             | 0.1            | -1.8                  | -1.1                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 3981856 | Santander Holdings USA, Inc.            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 18.8                           | 18.9                        | 18.7                        | 20.7                     | 20.8                  | 20.6                  | 22.7                     | 22.7                  | 22.5                  | 15                        | 15.3                   | 14.9                   |                          |                       |                       |                             |                          | 111.8                            | 112.4                         | 8.8                 | 9.6                  | 0.1                    | 2.2                     | 0.1                        | 3.8                         | 0.7                     | 5                        | 1.1                   | 7.7                    | 0                         | 16.8                       | 6.5                          | 14.5                          | 0.2                 | 2.3                  | 7.3                          | 4.6                           | 13.7                    | 8.6                      | 9.6                    | 6                       | 16                      | 10                       | 0                 | 5.4           | 0                   | 0                             | 0              | 1.8                   | 1.1                    | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1111435 | State Street Corporation                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.3                           | 15.3                        | 13.2                        | 16.1                     | 17.1                  | 14.9                  | 17.6                     | 19                    | 16.7                  | 6.1                       | 6.5                    | 5.7                    | 7.4                      | 7.9                   | 6.9                   |                             |                          | 111.7                            | 112                           | 1.8                 | 5.4                  | 0                      | 0                       | 0                          | 0                           | 0.4                     | 9.1                      | 0.1                   | 4.9                    | 0                         | 0                          | 0                            | 0.6                           | 1.2                 | 4.9                  | 5                            | 1.6                           | 5.1                     | 1.6                      | 21.2                   | 6.7                     | 21.4                    | 6.8                      | 0                 | 2.1           | 0.1                 | 1.5                           | 0              | 1.2                   | 0.4                    | 0.3                            | -1.1                         | -0.8                      |
| 2022 Stress Test          | 12/31/2021          | 3606542 | TD Group US Holdings LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 16.9                           | 15.1                        | 15                          | 16.9                     | 15.1                  | 15                    | 18.1                     | 16.2                  | 16.2                  | 7.7                       | 6.9                    | 6.9                    | 7.1                      | 6.3                   | 6.3                   |                             |                          | 229.5                            | 230.3                         | 10                  | 6                    | 0.6                    | 2                       | 0.3                        | 5.2                         | 2.4                     | 8                        | 2                     | 7.1                    | 2.8                       | 20.7                       | 0.6                          | 2.5                           | 1.3                 | 3.9                  | 6.2                          | 1.2                           | 19.3                    | 3.7                      | 6                      | 1.1                     | 19.1                    | 3.6                      | 0                 | 9.6           | 0.4                 | 0                             | 0              | -3.8                  | -0.7                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 3587146 | The Bank of New York Mellon Corporation | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.2                           | 12.9                        | 9.5                         | 14                       | 15.7                  | 12.4                  | 14.9                     | 16.7                  | 13.3                  | 5.5                       | 6.1                    | 4.8                    | 6.6                      | 7.4                   | 5.8                   |                             |                          | 167.6                            | 167.7                         | 1.5                 | 2.2                  | 0.1                    | 1.2                     | 0                          | 8.7                         | 0.1                     | 4.3                      | 0.4                   | 8                      | 0                         | 0                          | 0                            | 0.6                           | 0.8                 | 1.8                  | 9.4                          | 2.1                           | 6.8                     | 1.5                      | 29.1                   | 6.5                     | 26.5                    | 6                        | 0                 | 1.7           | 0.2                 | 2.9                           | 0              | 4.6                   | 1                      | -0.4                           | -2.2                         | -2.6                      |
| 2022 Stress Test          | 12/31/2021          | 1026632 | The Charles Schwab Corporation          | 3           | Supervisory Severely Adverse   |                         |                      |                      | 19.7                           | 22.9                        | 20.2                        | 26.7                     | 29.9                  | 27.2                  | 26.7                     | 30.2                  | 27.3                  | 6.2                       | 7                      | 6.3                    | 6.2                      | 6.9                   | 6.3                   |                             |                          | 142                              | 142                           | 1.2                 | 1                    | 0.2                    | 0.8                     | 0                          | 5.9                         | 0.2                     | 11.4                     | 0                     | 0                      | 0                         | 0                          | 0                            | 0.6                           | 0.7                 | 0.8                  | 8.7                          | 1.3                           | 14.4                    | 2.2                      | 21.5                   | 3.2                     | 27.2                    | 4.1                      | 0                 | 1.6           | 0                   | 0                             | 0              | 7.1                   | 1.1                    | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 2380443 | The Goldman Sachs Group, Inc.           | 3           | Supervisory Severely Adverse   |                         |                      |                      | 14.2                           | 12.2                        | 8.4                         | 15.8                     | 13.8                  | 10                    | 17.9                     | 16.1                  | 12.6                  | 7.3                       | 6.4                    | 4.6                    | 5.6                      | 4.9                   | 3.5                   |                             |                          | 676.9                            | 675.9                         | 18.3                | 8.5                  | 0.1                    | 1.8                     | 0                          | 4                           | 6.7                     | 18.3                     | 1.9                   | 19.7                   | 1.8                       | 22.1                       | 0.7                          | 6.4                           | 7.1                 | 4.8                  | 34.9                         | 2.4                           | 22.3                    | 1.5                      | 93.2                   | 6.4                     | 80.6                    | 5.5                      | 0                 | 18.9          | 0                   | 20.9                          | 7.8            | -12.7                 | -0.9                   | 0.7                            | -2.1                         | -1.3                      |
| 2022 Stress Test          | 12/31/2021          | 1069778 | The PNC Financial Services Group, Inc.  | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10.3                           | 8.1                         | 8.1                         | 11.6                     | 9.4                   | 9.4                   | 13.5                     | 11.3                  | 11.3                  | 8.2                       | 6.6                    | 6.6                    | 7                        | 5.6                   | 5.6                   |                             |                          | 388.8                            | 386.6                         | 17.9                | 6.3                  | 0.5                    | 1.1                     | 0.3                        | 1.9                         | 8.1                     | 7.8                      | 5.1                   | 11.2                   | 1.1                       | 19.3                       | 1.1                          | 4.5                           | 1.6                 | 3.8                  | 9.9                          | 1.8                           | 24.1                    | 4.3                      | 17.5                   | 3.1                     | 31.8                    | 5.7                      | 0                 | 17.2          | 0.2                 | 0                             | 0.6            | -8.1                  | -1.5                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1074156 | Truist Financial Corporation            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 9.6                            | 7.8                         | 7.8                         | 11.3                     | 9.5                   | 9.5                   | 13.2                     | 12.2                  | 12.2                  | 8.7                       | 7.3                    | 7.3                    | 7.4                      | 6.3                   | 6.2                   |                             |                          | 390.9                            | 389.6                         | 16.5                | 5.7                  | 0.6                    | 1.3                     | 0.3                        | 2.5                         | 4.5                     | 6.9                      | 4.3                   | 8                      | 0.5                       | 15.5                       | 4                            | 7                             | 2.3                 | 4.7                  | 11.2                         | 2.1                           | 27.8                    | 5.1                      | 20.9                   | 3.9                     | 37.5                    | 6.9                      | 0                 | 16.9          | 0.4                 | 0                             | 0.3            | -6.4                  | -1.2                   | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1119794 | U.S. Bancorp                            | 3           | Supervisory Severely Adverse   |                         |                      |                      | 10                             | 9.8                         | 9.3                         | 11.6                     | 11.4                  | 10.9                  | 13.4                     | 13.5                  | 13.1                  | 8.6                       | 8.5                    | 8.1                    | 6.9                      | 6.9                   | 6.5                   |                             |                          | 418.6                            | 418.9                         | 18.2                | 5.9                  | 0.9                    | 1.1                     | 0.4                        | 4.3                         | 5.9                     | 7.2                      | 3.7                   | 10                     | 3.6                       | 15.9                       | 2.4                          | 4.6                           | 1.3                 | 4.5                  | 17.8                         | 3.1                           | 28.5                    | 5                        | 23.6                   | 4.1                     | 34.3                    | 6                        | 0                 | 17.3          | 0                   | 0                             | 0.1            | 0.4                   | 0.1                    | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 4846998 | UBS Americas Holding LLC                | 3           | Supervisory Severely Adverse   |                         |                      |                      | 17.8                           | 18                          | 15.5                        | 23.4                     | 24.2                  | 21.7                  | 23.5                     | 25.1                  | 22.1                  | 9.1                       | 8.6                    | 7.7                    | 8                        | 7.6                   | 6.8                   |                             |                          | 73                               | 66.2                          | 1.5                 | 1.9                  | 0.4                    | 1.7                     | 0                          | 0                           | 0.3                     | 3                        | 0                     | 2.5                    | 0                         | 16.8                       | 0.3                          | 0.8                           | 0.5                 | 6.2                  | 4.5                          | 2.2                           | 4                       | 1.9                      | 31.2                   | 14.9                    | 30.7                    | 14.6                     | 0                 | 2             | 0                   | 0                             | 0.1            | 2.4                   | 1.1                    | 0                              | 0                            | 0                         |
| 2022 Stress Test          | 12/31/2021          | 1120754 | Wells Fargo & Company               | 3           | Supervisory Severely Adverse   |                         |                      |                      | 11.4                           | 8.7                         | 8.6                         | 12.9                     | 10.3                  | 10.1                  | 15.8                     | 13.2                  | 13.2                  | 8.3                       | 6.6                    | 6.5                    | 6.9                      | 5.4                   | 5.3                   |                             |                          | 1239                             | 1223.6                        | 53.3                | 6                    | 2.4                    | 1                       | 0.9                        | 3.8                         | 12.2                    | 7.4                      | 15.6                  | 12                     | 6.5                       | 16.8                       | 3.3                          | 4.4                           | 12.5                | 5.6                  | 41.7                         | 2.1                           | 91.6                    | 4.7                      | 80.6                   | 4.1                     | 130.5                   | 6.7                      | 0                 | 53.9          | 0.9                 | 13.7                          | 2.3            | -29.2                 | -1.5                   | 0.2                            | -1.7                         | -1.5                      |