Market Risk Scenarios Presented in XLSX Format Agency OAS Shocks

*For all OAS shocks as of March 31, 2021, and later, the OAS shocks are estimated using only data associated with Fannie Mae securities’ prefix on Bloomberg because UMBS issued by either Enterprise is reported under the Fannie Mae prefix convention.

Additive shocks to OAS for agency securities

Select as of date	Format
October 31, 2024	[XLSX]
September 30, 2024	[XLSX]
August 30, 2024	[XLSX]
July 31, 2024	[XLSX]
June 28, 2024	[XLSX]
May 31, 2024	[XLSX]
April 30, 2024	[XLSX]
March 28, 2024	[XLSX]
February 29, 2024	[XLSX]
January 31, 2024	[XLSX]
December 29, 2023	[XLSX]
November 30, 2023	[XLSX]
October 31, 2023	[XLSX]
September 29, 2023	[XLSX]
August 31, 2023	[XLSX]
July 31, 2023	[XLSX]
June 30, 2023	[XLSX]
May 31, 2023	[XLSX]
April 28, 2023	[XLSX]
March 31, 2023	[XLSX]
February 28, 2023	[XLSX]
January 31, 2023	[XLSX]
December 30, 2022	[XLSX]
November 30, 2022	[XLSX]
October 31, 2022	[XLSX]
September 30, 2022	[XLSX]
August 31, 2022	[XLSX]
July 29, 2022	[XLSX]
June 30, 2022	[XLSX]
May 31, 2022	[XLSX]
April 29, 2022	[XLSX]
March 31, 2022	[XLSX]
February 28, 2022	[XLSX]
January 31, 2022	[XLSX]
December 31, 2021	[XLSX]
November 30, 2021	[XLSX]
October 29, 2021	[XLSX]
September 30, 2021	[XLSX]
August 31, 2021	[XLSX]
July 30, 2021	[XLSX]
June 30, 2021	[XLSX]
May 31, 2021	[XLSX]
April 30, 2021	[XLSX]
March 31, 2021	[XLSX]
February 28, 2021	[XLSX]
January 31, 2021	[XLSX]
December 31, 2020	[XLSX]
November 30, 2020	[XLSX]
October 31, 2020	[XLSX]
September 30, 2020	[XLSX]
August 31, 2020	[XLSX]
July 31, 2020	[XLSX]
June 30, 2020	[XLSX]
May 31, 2020	[XLSX]
April 30, 2020	[XLSX]
March 31, 2020	[XLSX]
February 28, 2020	[XLSX]
January 31, 2020	[XLSX]
December 31, 2019	[XLSX]
November 30, 2019	[XLSX]
October 31, 2019	[XLSX]
September 30, 2019	[XLSX]
June 28, 2019	[XLSX]
March 29, 2019	[XLSX]
December 31, 2018	[XLSX]
August 31, 2018	[XLSX]
May 31, 2018	[XLSX]
February 28, 2018	[XLSX]

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