1、 SNAPSHOT OF Q1 ECONOMIC DATA Broad Market Performance: “Risk-off mode” 2020*2019Q120Q419Q319Q219Q119 US Treasuries7.020.5837.066.868.20-0.792.403.012.11 US Agencies3.931.0717.625.894.14-0.091.742.321.81 Corporates7.983.44-13.7514.54-3.631.183.054.485.14 US MBS1.671.3411.776.352.820.711.371.962.17 U
2、S ABS2.072.40-0.844.53-0.210.390.921.671.48 US CMBS5.312.374.858.291.19-0.331.893.283.24 1-3 Year US Treasuries1.890.2611.513.592.760.510.581.470.99 1-3 Year US Agencies1.490.798.033.581.950.550.661.321.01 1-3 Year Corporates1.832.93-5.985.30-1.530.860.961.551.83 1 Year Corporates0.493.10-0.443.09-0.110.580.680.850.94 AAA Credit Card ABS2.411.971.734.630.430.271.021.781.49 AAA Auto ABS1.772.34-0.684.21-0.170.480.771.501.39 Current Yield % Annual Total Return %Non-annualized Periodic Total Return % US Aggregate Index US Short Duration Current Duration Fixed Income Returns The New Issue Story