| 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 Alternative Severe | 2020 Q3 | 24.0            | 26.6               | -12.3                         | -10.6                            | 9.5               | 3.7                | 0.1                   | 0.2                   | 0.3                    | 2.0                 | 2.7           | 3.3        | 36529.8                                    | 219.7                     | 304.8                                      | 33.6                            |
| Supervisory Alternative Severe | 2020 Q4 | -9.1            | -8.5               | -15.7                         | -15.0                            | 11.0              | 1.1                | 0.1                   | 0.2                   | 0.3                    | 5.0                 | 3.7           | 3.2        | 30565.7                                    | 207.0                     | 298.0                                      | 70.0                            |
| Supervisory Alternative Severe | 2021 Q1 | 2.1             | 3.3                | -10.4                         | -8.9                             | 11.0              | 1.8                | 0.1                   | 0.2                   | 0.4                    | 5.5                 | 3.7           | 3.2        | 26680.7                                    | 198.4                     | 291.1                                      | 64.2                            |
| Supervisory Alternative Severe | 2021 Q2 | 2.1             | 3.3                | -3.0                          | -1.6                             | 11.0              | 1.7                | 0.1                   | 0.2                   | 0.4                    | 5.9                 | 3.9           | 3.2        | 23647.1                                    | 192.4                     | 282.0                                      | 62.6                            |
| Supervisory Alternative Severe | 2021 Q3 | 2.1             | 2.8                | -1.5                          | 0.0                              | 11.0              | 1.7                | 0.1                   | 0.3                   | 0.5                    | 6.2                 | 4.0           | 3.2        | 20081.9                                    | 184.8                     | 268.3                                      | 60.6                            |
| Supervisory Alternative Severe | 2021 Q4 | 2.1             | 3.2                | -1.0                          | 0.6                              | 11.0              | 1.7                | 0.1                   | 0.4                   | 0.7                    | 6.4                 | 4.1           | 3.2        | 18330.3                                    | 177.3                     | 254.5                                      | 57.6                            |
| Supervisory Alternative Severe | 2022 Q1 | 3.6             | 4.2                | 2.4                           | 4.5                              | 10.8              | 2.2                | 0.1                   | 0.5                   | 0.8                    | 6.0                 | 4.0           | 3.2        | 19414.7                                    | 171.5                     | 240.8                                      | 50.2                            |
| Supervisory Alternative Severe | 2022 Q2 | 4.2             | 4.7                | 1.4                           | 3.4                              | 10.5              | 2.2                | 0.1                   | 0.6                   | 1.0                    | 5.8                 | 4.0           | 3.2        | 20703.4                                    | 165.1                     | 227.1                                      | 45.1                            |
| Supervisory Alternative Severe | 2022 Q3 | 4.2             | 4.9                | 1.7                           | 3.7                              | 10.3              | 2.2                | 0.1                   | 0.6                   | 1.1                    | 5.5                 | 4.0           | 3.2        | 22247.4                                    | 161.3                     | 218.0                                      | 41.0                            |
| Supervisory Alternative Severe | 2022 Q4 | 4.2             | 5.2                | 1.9                           | 3.9                              | 10.0              | 2.2                | 0.1                   | 0.7                   | 1.3                    | 5.3                 | 4.0           | 3.2        | 24064.9                                    | 160.2                     | 213.4                                      | 37.4                            |
| Supervisory Alternative Severe | 2023 Q1 | 4.8             | 6.0                | 2.1                           | 4.2                              | 9.7               | 2.2                | 0.1                   | 0.9                   | 1.5                    | 5.0                 | 3.9           | 3.2        | 26221.0                                    | 161.8                     | 213.4                                      | 34.1                            |
| Supervisory Alternative Severe | 2023 Q2 | 4.8             | 6.1                | 2.0                           | 4.1                              | 9.3               | 2.2                | 0.1                   | 1.0                   | 1.6                    | 4.7                 | 3.9           | 3.2        | 28724.6                                    | 163.5                     | 213.5                                      | 31.0                            |
| Supervisory Alternative Severe | 2023 Q3 | 5.0             | 6.3                | 2.0                           | 4.1                              | 9.0               | 2.2                | 0.1                   | 1.2                   | 1.8                    | 4.4                 | 3.8           | 3.2        | 31631.6                                    | 166.2                     | 215.3                                      | 27.9                            |