| 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 | 2020 Q3 | 24.0            | 26.5               | -12.3                         | -10.6                            | 9.5               | 3.6                | 0.1                   | 0.2                   | 0.3                    | 2.1                 | 2.7           | 3.3        | 35961.0                                    | 219.7                     | 304.8                                      | 33.6                            |
| Supervisory Severely Adverse | 2020 Q4 | -5.9            | -5.3               | -14.2                         | -13.4                            | 10.5              | 1.2                | 0.1                   | 0.2                   | 0.3                    | 5.0                 | 3.7           | 3.2        | 25123.5                                    | 208.0                     | 298.0                                      | 70.0                            |
| Supervisory Severely Adverse | 2021 Q1 | -3.6            | -2.6               | -12.8                         | -11.8                            | 11.3              | 1.4                | 0.1                   | 0.2                   | 0.3                    | 5.7                 | 3.8           | 3.2        | 19840.6                                    | 197.7                     | 291.1                                      | 68.1                            |
| Supervisory Severely Adverse | 2021 Q2 | -2.5            | -1.8               | -5.6                          | -4.6                             | 11.9              | 1.2                | 0.1                   | 0.2                   | 0.4                    | 6.1                 | 3.9           | 3.2        | 18009.4                                    | 190.3                     | 282.0                                      | 64.3                            |
| Supervisory Severely Adverse | 2021 Q3 | -0.2            | 0.4                | -3.1                          | -1.9                             | 12.2              | 1.4                | 0.1                   | 0.2                   | 0.5                    | 5.7                 | 3.8           | 3.2        | 18529.6                                    | 181.8                     | 268.3                                      | 53.6                            |
| Supervisory Severely Adverse | 2021 Q4 | -0.2            | 0.7                | -2.4                          | -1.2                             | 12.5              | 1.4                | 0.1                   | 0.2                   | 0.6                    | 5.4                 | 3.7           | 3.2        | 19274.8                                    | 173.7                     | 254.5                                      | 46.8                            |
| Supervisory Severely Adverse | 2022 Q1 | 5.7             | 6.2                | 3.5                           | 5.5                              | 12.0              | 2.1                | 0.1                   | 0.3                   | 0.7                    | 5.1                 | 3.6           | 3.2        | 20478.9                                    | 168.4                     | 240.8                                      | 41.8                            |
| Supervisory Severely Adverse | 2022 Q2 | 8.2             | 8.6                | 3.7                           | 5.7                              | 11.3              | 2.2                | 0.1                   | 0.4                   | 0.8                    | 4.8                 | 3.5           | 3.2        | 21952.0                                    | 163.0                     | 227.1                                      | 37.8                            |
| Supervisory Severely Adverse | 2022 Q3 | 10.8            | 11.1               | 5.3                           | 7.6                              | 10.2              | 2.3                | 0.1                   | 0.4                   | 1.0                    | 4.5                 | 3.5           | 3.2        | 23779.0                                    | 160.7                     | 218.0                                      | 34.3                            |
| Supervisory Severely Adverse | 2022 Q4 | 10.8            | 11.3               | 5.6                           | 7.8                              | 9.2               | 2.3                | 0.1                   | 0.5                   | 1.1                    | 4.2                 | 3.4           | 3.2        | 25918.1                                    | 161.0                     | 213.4                                      | 32.1                            |
| Supervisory Severely Adverse | 2023 Q1 | 8.2             | 8.9                | 4.2                           | 6.2                              | 8.4               | 2.1                | 0.1                   | 0.6                   | 1.2                    | 3.9                 | 3.3           | 3.2        | 28337.9                                    | 163.5                     | 213.4                                      | 30.4                            |
| Supervisory Severely Adverse | 2023 Q2 | 5.7             | 6.7                | 2.7                           | 4.5                              | 8.0               | 2.0                | 0.1                   | 0.7                   | 1.4                    | 3.6                 | 3.3           | 3.2        | 31069.3                                    | 165.4                     | 213.5                                      | 28.1                            |
| Supervisory Severely Adverse | 2023 Q3 | 5.3             | 6.5                | 2.1                           | 3.9                              | 7.6               | 2.0                | 0.1                   | 0.8                   | 1.5                    | 3.3                 | 3.2           | 3.2        | 34231.4                                    | 168.1                     | 215.3                                      | 26.5                            |