through: Jan 13, 2017

ETF Performance Summary: U.S. Treasury Bonds/TIPS

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2016 2015 2014

Primary U.S. Treasury Bond ETFs

IEF iShares Barclays 7-10 Yr Treasury (7-8yr) $7,948 -0.2%
+0.5%
+1.0% +1.5% +9.1%
TIP iShares Barclays TIPS $21,339 -0.2%
+0.7%
+4.7% -1.8% +3.6%

Ultra Short-Term Treasuries

BIL SPDR 1-3 Month T-Bill ETF (0.2yr) $1,573 +0.0%
+0.0%
+0.1% -0.1% -0.1%
SHV Barclays Short-Term Treasury (0.4) $3,697 +0.0%
+0.1%
+0.4% +0.0% +0.0%

Short-Term Treasuries

SCHO Schwab 1-3 Yr Treasury Bond $1,277 -0.1%
+0.0%
+0.8% +0.4% +0.5%
SHY Barclays Low Duration Treasury (2-yr) $10,877 +0.0%
+0.0%
+0.8% +0.4% +0.4%
VGSH Vanguard Short-Term Gov't Bond (2yr) $951 -0.1%
-0.3%
+1.1% +0.5% +0.5%

Intermediate-Term U.S. Treasuries

GOVT iShares Barclays US Treasury (5-6yr) $2,490 -0.2%
+0.4%
+0.8% +0.9% +4.7%
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) $5,919 -0.2%
+0.2%
+1.2% +1.6% +3.2%
ITE SPDR Barclays Interm Treasury (4yr) $479 -0.1%
+0.2%
+0.3% +1.6% +2.5%
SCHR Schwab Intermediate Treasury (5-6yr) $761 -0.2%
+0.3%
+0.9% +1.6% +4.4%
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) $996 -0.2%
+0.4%
+0.8% +1.6% +4.6%

Long-Term U.S. Treasury Bonds

PLW PowerShares 1-30 Laddered Treasury (10yr) $204 -0.3%
+1.1%
+0.6% +0.2% +15.0%
TLH iShares Barclays 10-Year Treasury (9-11yr) $563 -0.3%
+1.0%
+0.8% +1.4% +14.3%
TLO SPDR Barclays Long Term Treasury (15yr+) $426 -0.5%
+1.7%
+0.9% -1.6% +25.3%
TLT iShares Barclays Long-Term Trsry (15-18yr) $5,675 -0.5%
+1.8%
+1.2% -1.8% +27.3%
VGLT Vanguard Long-Term Gov't Bond (14-15yr) $606 -0.5%
+1.5%
+1.2% -1.4% +25.2%

Treasury Inflation Protected Securities (TIPS)

IPE SPDR Barclays TIPS $780 -0.2%
+0.9%
+4.8% -2.3% +4.6%
LTPZ PIMCO Long-Term Year U.S. TIPS (12+yr) $98 -0.4%
+2.1%
+9.2% -8.8% +19.7%
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) $1,547 -0.2%
+0.7%
+4.6% -1.8% +4.1%
STIP iShares 0-5 Year TIPS $814 -0.1%
+0.2%
+2.7% -0.1% -1.2%
STPZ PIMCO 1-5 Year U.S. TIPS Index (2.5yr) $1,039 -0.1%
+0.2%
+2.9% -0.3% -1.4%
TDTF FlexShares iBoxx 5-Yr Target Duration TIPS $668 -0.3%
+0.3%
+4.4% -0.3% -0.5%
TDTT FlexShares iBoxx 3-Yr Target Duration TIPS $1,843 -0.1%
+0.2%
+3.2% -0.5% -1.7%
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected $2,745 -0.1%
+0.1%
+2.5% +0.2% -1.4%

Ultra-Long Maturity Treasuries

EDV Vanguard Extended Duration Tsy (25+yr) $435 -0.7%
+2.7%
+1.6% -4.8% +44.7%
ZROZ PIMCO 25+Yr Zero Coup US Tsy (25+yr) $168 -0.7%
+2.7%
+2.0% -6.1% +48.7%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end Nov-2016