Page 97 - FebDefComp
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Fixed Income Returns
Income Returns MSCI Indexes: Total Net Return as of 12/31/2019 * 3 Year, 5 Year, and 10 year returns are annualized YTM Duration 10-Year* 5-Year* 3-Year* 1-Year 4Q 2019 2.31 5.87 3.75 3.05 4.03 8.72 U.S. Aggregate 1.80 6.48 3.13 2.36 3.31 6.86 U.S. Treasury U.S. Agency 2.41 5.85 2.50 2.32 3.08 5.89 U.S. Mortgage Backed Securities 2.54 3.21 3.15 2.58 3.25 6.35 U.S. Asset Backed Securities 2.05 2.13 2.72 2.22 2.61 4.53 U.S. Commercial Mortgage Backed Securities 2.57 5.21 5.74 3.41 4.22 8.27 U.S. Corp. Investment Grade 14.54 2.84 7.89
as of 12/31/2019 Fixed 0.18 8.72 6.86 5.89 0.71 6.35 0.39 4.53 8.27 1.18 2.61 Source:
-0.79 -0.09 -0.31
