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The U.S. market's fourth-quarter rally continued into 2012, with the Morningstar US Market
Index rallying nearly 13% this quarter. The U.S. saw unemployment fall much faster than
anticipated, dropping to 8.3% in February. Concerns about Europe, which have plagued
the market for years, faded in the quarter as investors instead focused on the domestic
economic recovery. Housing has shown some signs of improvement, but it is too early to
tell if improvement is just seasonal or permanent. Meanwhile, bond returns were widely
divergent during the first quarter. All major factors of attribution were in play:
duration, interest rates, the yield curve, asset allocation, credit quality, sector
rotation, economic fundamentals and volatility. The backup in treasury yields, especially
on the long end of the yield curve, caused treasuries to significantly underperform
corporates, and to a lesser extent, mortgages. The Morningstar Core Bond Index returned
a meager 0.26% during the quarter, masking the large differences among the domestic sub-indexes.
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