1.
Core rate, personal consumption expenditure December/December % (other figures are not averaged)
2.
Source: Bloomberg Finance LP (as of March 14, 2024)
3.
Source: Bloomberg Finance LP, FactSet Research Systems Inc. (as of March 14, 2024)
Four.
Expected total return includes interest, dividends, and capital gains, if applicable
Five.
Total return index (including dividends)
6.
Spread over US Treasuries
7.
Bloomberg Barclays MBS Forward Index
8.
spread across the Bund of Germany
