through: Feb 17, 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) $7,206 +0.3%
+0.5%
+1.0% +1.5% +9.1%
TIP iShares Barclays TIPS $21,803 +0.2%
+0.9%
+4.7% -1.8% +3.6%

Ultra Short-Term Treasuries

BIL SPDR 1-3 Month T-Bill ETF (0.2yr) $1,719 +0.0%
+0.0%
+0.1% -0.1% -0.1%
SHV Barclays Short-Term Treasury (0.4) $4,403 +0.0%
+0.1%
+0.4% +0.0% +0.0%

Short-Term Treasuries

SCHO Schwab 1-3 Yr Treasury Bond $1,370 +0.0%
+0.1%
+0.8% +0.4% +0.5%
SHY Barclays Low Duration Treasury (2-yr) $11,087 +0.1%
+0.1%
+0.8% +0.4% +0.4%
VGSH Vanguard Short-Term Gov't Bond (2yr) $1,337 +0.0%
-0.2%
+1.1% +0.5% +0.5%

Intermediate-Term U.S. Treasuries

GOVT iShares Barclays US Treasury (5-6yr) $3,599 +0.2%
+0.4%
+0.8% +0.9% +4.7%
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) $6,092 +0.2%
+0.4%
+1.2% +1.6% +3.2%
ITE SPDR Barclays Interm Treasury (4yr) $478 +0.2%
+0.3%
+0.3% +1.6% +2.5%
SCHR Schwab Intermediate Treasury (5-6yr) $822 +0.2%
+0.5%
+0.9% +1.6% +4.4%
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) $1,010 +0.2%
+0.5%
+0.8% +1.6% +4.6%

Long-Term U.S. Treasury Bonds

PLW PowerShares 1-30 Laddered Treasury (10yr) $192 +0.3%
+0.7%
+0.6% +0.2% +15.0%
TLH iShares Barclays 10-Year Treasury (9-11yr) $481 +0.3%
+0.9%
+0.8% +1.4% +14.3%
TLO SPDR Barclays Long Term Treasury (15yr+) $416 +0.5%
+1.0%
+0.9% -1.6% +25.3%
TLT iShares Barclays Long-Term Trsry (15-18yr) $5,243 +0.6%
+1.2%
+1.2% -1.8% +27.3%
VGLT Vanguard Long-Term Gov't Bond (14-15yr) $464 +0.6%
+0.9%
+1.2% -1.4% +25.2%

Treasury Inflation Protected Securities (TIPS)

IPE SPDR Barclays TIPS $851 +0.2%
+1.0%
+4.8% -2.3% +4.6%
LTPZ PIMCO Long-Term Year U.S. TIPS (12+yr) $116 +0.6%
+1.4%
+9.2% -8.8% +19.7%
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) $1,764 +0.2%
+0.9%
+4.6% -1.8% +4.1%
STIP iShares 0-5 Year TIPS $991 +0.1%
+0.5%
+2.7% -0.1% -1.2%
STPZ PIMCO 1-5 Year U.S. TIPS Index (2.5yr) $1,145 +0.0%
+0.4%
+2.9% -0.3% -1.4%
TDTF FlexShares iBoxx 5-Yr Target Duration TIPS $706 +0.1%
+0.7%
+4.4% -0.3% -0.5%
TDTT FlexShares iBoxx 3-Yr Target Duration TIPS $1,910 +0.0%
+0.5%
+3.2% -0.5% -1.7%
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected $3,065 +0.1%
+0.4%
+2.5% +0.2% -1.4%

Ultra-Long Maturity Treasuries

EDV Vanguard Extended Duration Tsy (25+yr) $418 +0.8%
+1.5%
+1.6% -4.8% +44.7%
ZROZ PIMCO 25+Yr Zero Coup US Tsy (25+yr) $161 +0.7%
+1.4%
+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 Jan-2017