| 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 | 2021 Q1 | -5.5            | -4.8               | 2.8                           | 3.8                              | 7.8               | 1.3                | 0.1                   | 0.3                   | 0.3                    | 4.9                 | 3.5           | 3.2        | 23194.5                                    | 222.8                     | 288.2                                      | 70.0                            |
| Supervisory Severely Adverse | 2021 Q2 | -4.0            | -3.4               | -9.9                          | -9.3                             | 8.6               | 1.0                | 0.1                   | 0.3                   | 0.3                    | 5.7                 | 3.7           | 3.2        | 19178.4                                    | 213.3                     | 279.3                                      | 65.8                            |
| Supervisory Severely Adverse | 2021 Q3 | -3.3            | -2.9               | -4.1                          | -3.4                             | 9.3               | 1.0                | 0.1                   | 0.3                   | 0.3                    | 6.0                 | 3.8           | 3.2        | 17649.8                                    | 206.0                     | 267.4                                      | 62.0                            |
| Supervisory Severely Adverse | 2021 Q4 | -1.0            | -0.4               | -0.6                          | 0.2                              | 9.7               | 1.2                | 0.1                   | 0.3                   | 0.3                    | 6.0                 | 3.8           | 3.2        | 17711.1                                    | 197.9                     | 249.5                                      | 57.6                            |
| Supervisory Severely Adverse | 2022 Q1 | -1.0            | -0.1               | 0.3                           | 1.1                              | 10.1              | 1.2                | 0.1                   | 0.3                   | 0.3                    | 6.0                 | 3.8           | 3.2        | 18626.1                                    | 190.2                     | 231.7                                      | 55.7                            |
| Supervisory Severely Adverse | 2022 Q2 | -1.0            | 0.2                | 0.1                           | 1.1                              | 10.5              | 1.3                | 0.1                   | 0.3                   | 0.5                    | 5.7                 | 3.7           | 3.2        | 20672.2                                    | 182.4                     | 213.9                                      | 48.6                            |
| Supervisory Severely Adverse | 2022 Q3 | -0.2            | 1.0                | 0.6                           | 1.7                              | 10.8              | 1.5                | 0.1                   | 0.3                   | 0.6                    | 5.4                 | 3.7           | 3.2        | 22090.9                                    | 174.8                     | 196.1                                      | 43.6                            |
| Supervisory Severely Adverse | 2022 Q4 | 6.7             | 8.3                | 5.2                           | 6.5                              | 10.2              | 1.6                | 0.1                   | 0.3                   | 0.8                    | 5.1                 | 3.6           | 3.2        | 24004.1                                    | 171.9                     | 184.2                                      | 39.4                            |
| Supervisory Severely Adverse | 2023 Q1 | 6.7             | 8.4                | 5.5                           | 7.0                              | 9.6               | 1.7                | 0.1                   | 0.3                   | 0.9                    | 4.8                 | 3.6           | 3.2        | 25976.5                                    | 172.0                     | 178.2                                      | 36.3                            |
| Supervisory Severely Adverse | 2023 Q2 | 6.7             | 8.5                | 4.9                           | 6.4                              | 9.1               | 1.8                | 0.1                   | 0.4                   | 1.1                    | 4.5                 | 3.5           | 3.2        | 28166.2                                    | 174.7                     | 178.2                                      | 33.3                            |
| Supervisory Severely Adverse | 2023 Q3 | 6.7             | 8.8                | 4.4                           | 6.1                              | 8.5               | 2.0                | 0.1                   | 0.5                   | 1.2                    | 4.2                 | 3.4           | 3.2        | 30648.8                                    | 177.3                     | 178.2                                      | 30.3                            |
| Supervisory Severely Adverse | 2023 Q4 | 6.7             | 8.9                | 3.9                           | 5.7                              | 8.0               | 2.1                | 0.1                   | 0.6                   | 1.3                    | 3.9                 | 3.4           | 3.2        | 33456.2                                    | 179.8                     | 178.4                                      | 28.3                            |
| Supervisory Severely Adverse | 2024 Q1 | 6.7             | 9.0                | 3.1                           | 5.0                              | 7.4               | 2.2                | 0.1                   | 0.6                   | 1.5                    | 3.6                 | 3.3           | 3.2        | 36631.2                                    | 183.2                     | 180.7                                      | 27.3                            |