| 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 | 2021 Q1 | 2.3             | 4.1                | 11.8                          | 13.7                             | 6.6               | 2.1                | 0.1                   | 0.4                   | 1.0                    | 2.4                 | 2.7           | 3.2        | 39528.3                                    | 226.9                     | 294.1                                      | 32.8                            |
| Supervisory Baseline | 2021 Q2 | 4.4             | 6.4                | -5.7                          | -4.3                             | 6.2               | 1.8                | 0.1                   | 0.5                   | 1.1                    | 2.6                 | 2.7           | 3.2        | 39847.1                                    | 228.9                     | 289.6                                      | 29.2                            |
| Supervisory Baseline | 2021 Q3 | 4.8             | 6.8                | -0.5                          | 1.3                              | 5.8               | 2.2                | 0.1                   | 0.6                   | 1.2                    | 2.7                 | 2.8           | 3.2        | 40176.7                                    | 230.9                     | 285.1                                      | 27.3                            |
| Supervisory Baseline | 2021 Q4 | 4.2             | 6.0                | 1.5                           | 3.3                              | 5.5               | 2.1                | 0.1                   | 0.6                   | 1.3                    | 2.8                 | 2.8           | 3.2        | 40515.0                                    | 233.0                     | 288.1                                      | 26.5                            |
| Supervisory Baseline | 2022 Q1 | 3.3             | 5.3                | 2.2                           | 4.0                              | 5.3               | 2.1                | 0.1                   | 0.7                   | 1.4                    | 2.9                 | 2.9           | 3.2        | 40860.7                                    | 235.2                     | 290.7                                      | 26.3                            |
| Supervisory Baseline | 2022 Q2 | 3.0             | 5.0                | 2.0                           | 3.8                              | 5.1               | 2.1                | 0.2                   | 0.8                   | 1.5                    | 3.0                 | 3.0           | 3.2        | 41213.5                                    | 237.4                     | 293.5                                      | 26.3                            |
| Supervisory Baseline | 2022 Q3 | 2.7             | 4.7                | 2.2                           | 4.0                              | 4.9               | 2.2                | 0.2                   | 0.9                   | 1.5                    | 3.1                 | 3.1           | 3.2        | 41572.6                                    | 239.6                     | 296.2                                      | 26.2                            |
| Supervisory Baseline | 2022 Q4 | 2.5             | 4.5                | 2.3                           | 4.2                              | 4.8               | 2.1                | 0.2                   | 1.0                   | 1.6                    | 3.2                 | 3.1           | 3.2        | 41937.6                                    | 241.9                     | 299.0                                      | 26.2                            |
| Supervisory Baseline | 2023 Q1 | 2.3             | 4.4                | 2.3                           | 4.2                              | 4.8               | 2.2                | 0.5                   | 1.1                   | 1.6                    | 3.3                 | 3.1           | 3.5        | 42308.0                                    | 244.2                     | 301.9                                      | 26.4                            |
| Supervisory Baseline | 2023 Q2 | 2.3             | 4.5                | 2.2                           | 4.1                              | 4.8               | 2.2                | 0.6                   | 1.1                   | 1.7                    | 3.3                 | 3.2           | 3.6        | 42683.5                                    | 246.5                     | 304.8                                      | 26.4                            |
| Supervisory Baseline | 2023 Q3 | 2.3             | 4.5                | 2.1                           | 4.1                              | 4.8               | 2.2                | 0.6                   | 1.2                   | 1.7                    | 3.4                 | 3.2           | 3.7        | 43063.8                                    | 248.9                     | 307.7                                      | 26.4                            |
| Supervisory Baseline | 2023 Q4 | 2.3             | 4.5                | 2.1                           | 4.0                              | 4.7               | 2.2                | 0.7                   | 1.2                   | 1.8                    | 3.4                 | 3.3           | 3.8        | 43448.5                                    | 251.3                     | 310.7                                      | 26.5                            |
| Supervisory Baseline | 2024 Q1 | 2.2             | 4.4                | 2.0                           | 3.9                              | 4.6               | 2.2                | 0.8                   | 1.3                   | 1.9                    | 3.6                 | 3.4           | 3.8        | 43837.4                                    | 253.8                     | 313.7                                      | 26.5                            |