| 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 Baseline | 2020 Q3 | 24.0            | 26.7               | -14.4                         | -12.7                            | 9.5               | 3.7                | 0.1                   | 0.3                   | 0.6                    | 2.4                 | 3.0           | 3.3        | 34527.9                                    | 218.4                     | 304.8                                      | 33.6                            |
| Supervisory Baseline | 2020 Q4 | 4.9             | 6.4                | -3.3                          | -1.6                             | 8.7               | 1.9                | 0.1                   | 0.4                   | 0.8                    | 2.4                 | 2.8           | 3.2        | 34804.6                                    | 220.3                     | 298.7                                      | 28.9                            |
| Supervisory Baseline | 2021 Q1 | 4.6             | 6.4                | -4.8                          | -3.0                             | 8.1               | 2.1                | 0.1                   | 0.4                   | 0.9                    | 2.5                 | 2.7           | 3.2        | 35089.9                                    | 222.3                     | 292.6                                      | 26.9                            |
| Supervisory Baseline | 2021 Q2 | 4.2             | 6.0                | 1.3                           | 3.0                              | 7.5               | 1.9                | 0.2                   | 0.5                   | 0.9                    | 2.5                 | 2.7           | 3.2        | 35384.9                                    | 224.3                     | 283.5                                      | 26.3                            |
| Supervisory Baseline | 2021 Q3 | 4.1             | 5.8                | 2.2                           | 4.0                              | 7.0               | 2.0                | 0.2                   | 0.6                   | 1.0                    | 2.6                 | 2.7           | 3.2        | 35682.8                                    | 226.3                     | 274.4                                      | 26.2                            |
| Supervisory Baseline | 2021 Q4 | 3.6             | 5.4                | 1.5                           | 3.3                              | 6.6               | 2.0                | 0.2                   | 0.7                   | 1.1                    | 2.7                 | 2.7           | 3.2        | 35985.7                                    | 228.4                     | 276.9                                      | 26.2                            |
| Supervisory Baseline | 2022 Q1 | 3.3             | 4.4                | 3.4                           | 5.6                              | 6.3               | 2.3                | 0.4                   | 0.8                   | 1.2                    | 2.8                 | 2.8           | 3.4        | 36295.1                                    | 230.5                     | 279.4                                      | 26.3                            |
| Supervisory Baseline | 2022 Q2 | 3.0             | 4.0                | 2.1                           | 4.1                              | 6.0               | 2.2                | 0.5                   | 0.9                   | 1.3                    | 3.0                 | 2.9           | 3.6        | 36610.0                                    | 232.7                     | 282.1                                      | 26.3                            |
| Supervisory Baseline | 2022 Q3 | 2.8             | 4.0                | 2.1                           | 4.1                              | 5.8               | 2.2                | 0.7                   | 1.0                   | 1.5                    | 3.1                 | 3.0           | 3.7        | 36930.3                                    | 234.9                     | 284.7                                      | 26.3                            |
| Supervisory Baseline | 2022 Q4 | 2.7             | 4.0                | 2.1                           | 4.1                              | 5.7               | 2.2                | 0.8                   | 1.1                   | 1.6                    | 3.2                 | 3.1           | 3.8        | 37256.3                                    | 237.1                     | 287.5                                      | 26.3                            |
| Supervisory Baseline | 2023 Q1 | 2.5             | 4.0                | 2.1                           | 4.1                              | 5.5               | 2.2                | 0.9                   | 1.2                   | 1.7                    | 3.4                 | 3.2           | 3.9        | 37587.7                                    | 239.4                     | 290.2                                      | 26.4                            |
| Supervisory Baseline | 2023 Q2 | 2.4             | 4.0                | 2.1                           | 4.1                              | 5.4               | 2.2                | 1.0                   | 1.3                   | 1.8                    | 3.5                 | 3.3           | 4.0        | 37924.2                                    | 241.7                     | 293.0                                      | 26.4                            |
| Supervisory Baseline | 2023 Q3 | 2.3             | 4.0                | 2.1                           | 4.1                              | 5.3               | 2.2                | 1.1                   | 1.3                   | 1.9                    | 3.5                 | 3.4           | 4.1        | 38265.7                                    | 244.1                     | 295.9                                      | 26.4                            |