| Scenario Name                | Date    | Real GDP growth | Nominal GDP growth | Real disposable income growth | Nominal disposable income growth | Unemployment rate | CPI inflation rate | 3-month Treasury rate | 5-year Treasury yield | 10-year Treasury yield | BBB corporate yield | Mortgage rate | Prime rate | Dow Jones Total Stock Market Index (Level) | House Price Index (Level) | Commercial Real Estate Price Index (Level) | Market Volatility Index (Level) |
|------------------------------|---------|-----------------|--------------------|-------------------------------|----------------------------------|-------------------|--------------------|-----------------------|-----------------------|------------------------|---------------------|---------------|------------|--------------------------------------------|---------------------------|--------------------------------------------|---------------------------------|
| Supervisory Severely Adverse | 2022 Q1 | -1.4            | -0.2               | -3.4                          | -1.5                             | 7.0               | 2.3                | 0.1                   | 0.3                   | 0.7                    | 5.4                 | 3.0           | 3.1        | 26748.9                                    | 246.4                     | 317.1                                      | 68.6                            |
| Supervisory Severely Adverse | 2022 Q2 | -6.2            | -6.2               | -7.5                          | -6.4                             | 8.1               | 1.5                | 0.1                   | 0.3                   | 0.7                    | 6.3                 | 3.5           | 3.1        | 23344.5                                    | 232.3                     | 303.6                                      | 75.0                            |
| Supervisory Severely Adverse | 2022 Q3 | -4.0            | -4.4               | -5.0                          | -4.1                             | 8.9               | 1.3                | 0.1                   | 0.3                   | 0.7                    | 6.5                 | 3.7           | 3.1        | 22371.8                                    | 221.1                     | 283.4                                      | 65.7                            |
| Supervisory Severely Adverse | 2022 Q4 | -1.8            | -2.0               | -2.8                          | -1.8                             | 9.4               | 1.3                | 0.1                   | 0.3                   | 0.8                    | 6.6                 | 3.8           | 3.1        | 21885.4                                    | 212.5                     | 260.4                                      | 58.2                            |
| Supervisory Severely Adverse | 2023 Q1 | -1.0            | -1.3               | -2.0                          | -1.0                             | 9.8               | 1.4                | 0.1                   | 0.3                   | 0.9                    | 6.4                 | 3.8           | 3.1        | 22858.1                                    | 205.2                     | 240.2                                      | 52.3                            |
| Supervisory Severely Adverse | 2023 Q2 | 1.3             | 1.2                | 0.2                           | 1.3                              | 9.9               | 1.4                | 0.1                   | 0.4                   | 1.0                    | 6.1                 | 3.7           | 3.1        | 24317.2                                    | 200.0                     | 224.0                                      | 47.5                            |
| Supervisory Severely Adverse | 2023 Q3 | 1.3             | 1.2                | 0.2                           | 1.3                              | 10.0              | 1.4                | 0.1                   | 0.5                   | 1.1                    | 5.8                 | 3.7           | 3.1        | 26262.5                                    | 195.4                     | 210.5                                      | 43.7                            |
| Supervisory Severely Adverse | 2023 Q4 | 6.6             | 6.7                | 5.2                           | 6.4                              | 9.5               | 1.5                | 0.1                   | 0.5                   | 1.2                    | 5.5                 | 3.6           | 3.1        | 28694.2                                    | 191.2                     | 203.7                                      | 40.6                            |
| Supervisory Severely Adverse | 2024 Q1 | 6.2             | 6.3                | 4.7                           | 6.0                              | 8.9               | 1.5                | 0.1                   | 0.6                   | 1.3                    | 5.1                 | 3.5           | 3.1        | 31612.3                                    | 194.7                     | 204.7                                      | 38.2                            |
| Supervisory Severely Adverse | 2024 Q2 | 5.8             | 5.6                | 4.4                           | 5.6                              | 8.5               | 1.5                | 0.1                   | 0.7                   | 1.3                    | 4.8                 | 3.4           | 3.1        | 34530.4                                    | 198.1                     | 207.3                                      | 36.2                            |
| Supervisory Severely Adverse | 2024 Q3 | 5.5             | 5.5                | 4.0                           | 5.3                              | 8.1               | 1.6                | 0.1                   | 0.8                   | 1.4                    | 4.5                 | 3.3           | 3.1        | 38907.4                                    | 201.4                     | 209.8                                      | 34.7                            |
| Supervisory Severely Adverse | 2024 Q4 | 5.2             | 5.4                | 3.7                           | 5.0                              | 7.7               | 1.6                | 0.1                   | 0.8                   | 1.5                    | 4.1                 | 3.2           | 3.1        | 43770.9                                    | 204.5                     | 212.3                                      | 33.4                            |
| Supervisory Severely Adverse | 2025 Q1 | 4.9             | 5.8                | 3.4                           | 4.8                              | 7.4               | 1.6                | 0.1                   | 0.9                   | 1.5                    | 3.8                 | 3.2           | 3.1        | 48634.3                                    | 207.6                     | 214.7                                      | 32.4                            |