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Market Risk Scenarios Presented in XLSX Format

Polypath 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.

​PolyPaths ready version of all shock data

Select as of date
Format

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
​[CSV]
June 30, 2021
​[CSV]
May 31, 2021 ​[CSV]​​

​April 30, 2021

​[CSV]

​March 31, 2021

​[CSV]

​February 28, 2021

[CSV]

​January 31, 2021

[CSV]

​December 31, 2020

[CSV]

​November 30, 2020

[CSV]

​October 31, 2020​​

[CSV]

​September 30, 2020

[CSV]

​August 31, 2020

​[CSV]​

​July 31, 2020

​[CSV]

​June 30, 2020

[CSV]

​May 31, 2020

[CSV]

​April 30, 2020

​[CSV]

​March 31, 2020

[CSV]

​February 28, 2020

[CSV]

​January 31, 2020

[CSV]

​December 31, 2019

[CSV]

​November 30, 2019

[CSV]

​October 31, 2019

[CSV]

​September 30, 2019

[CSV]

​June 28, 2019

[CSV]

​March 29, 2019

​[CSV]

​December 31, 2018

​​[CSV]

​August 31, 2018

[CSV]​

May 31, 2018

[CSV]

February 28, 2018

[CSV]

   
 

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