Page 98 - FebDefComp

YTM 2.31 1.80 2.41 2.54 2.05 2.57 2.84 5.19
* 3 Year, 5 Year, and 10 year returns are annualized
MSCI Indexes: Total Net Return as of 12/31/2019

Duration 5.87 6.48 5.85 3.21 2.13 5.21 7.89 3.05

10-Year* 3.75 3.13 2.50 3.15 2.72 5.74 5.54 7.57

5-Year* 3.05 2.36 2.32 2.58 2.22 3.41 4.60 6.13

3-Year* 4.03 3.31 3.08 3.25 2.61 4.22 5.92 6.37

1-Year 8.72 6.86 5.89 6.35 4.53 8.27 14.54 14.32

Fixed Income Returns

Income Returns 4Q 2019 U.S. Aggregate U.S. Treasury U.S. Agency U.S. Mortgage Backed Securities U.S. Asset Backed Securities U.S. Commercial Mortgage Backed Securities U.S. Corp. Investment Grade 14.54 High Yield 14.32 QTD YTD Morningstar, 12/31/2019. Chart and Annual Returns Bloomberg, 12/31/2019. Duration and YTM Past performance does not guarantee future results.

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