through: Sep 30, 2016

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

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2015 2014 2013

Primary U.S. Treasury Bond ETFs

IEF iShares Barclays 7-10 Yr Treasury (7-8yr) $9,065 -0.2%
+7.2%
+1.5% +9.1% -6.1%
TIP iShares Barclays TIPS $18,485 +0.0%
+7.5%
-1.8% +3.6% -8.5%

Ultra Short-Term Treasuries

BIL SPDR 1-3 Month T-Bill ETF (0.2yr) $1,564 +0.0%
+0.1%
-0.1% -0.1% -0.1%
SHV Barclays Short-Term Treasury (0.4) $3,411 +0.0%
+0.4%
+0.0% +0.0% +0.0%

Short-Term Treasuries

SCHO Schwab 1-3 Yr Treasury Bond $1,214 +0.0%
+1.2%
+0.4% +0.5% +0.4%
SHY Barclays Low Duration Treasury (2-yr) $10,240 -0.1%
+1.3%
+0.4% +0.4% +0.2%
VGSH Vanguard Short-Term Gov't Bond (2yr) $905 +0.0%
+1.3%
+0.5% +0.5% +0.3%

Intermediate-Term U.S. Treasuries

GOVT iShares Barclays US Treasury (5-6yr) $2,561 -0.2%
+5.0%
+0.9% +4.7% -2.5%
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) $6,400 -0.1%
+4.1%
+1.6% +3.2% -1.8%
ITE SPDR Barclays Interm Treasury (4yr) $459 -0.1%
+2.7%
+1.6% +2.5% -1.2%
SCHR Schwab Intermediate Treasury (5-6yr) $765 -0.1%
+4.7%
+1.6% +4.4% -2.7%
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) $909 +0.0%
+4.7%
+1.6% +4.6% -2.7%

Long-Term U.S. Treasury Bonds

PLW PowerShares 1-30 Laddered Treasury (10yr) $224 -0.5%
+9.2%
+0.2% +15.0% -7.9%
TLH iShares Barclays 10-Year Treasury (9-11yr) $771 -0.4%
+9.2%
+1.4% +14.3% -8.3%
TLO SPDR Barclays Long Term Treasury (15yr+) $586 -0.8%
+14.9%
-1.6% +25.3% -12.3%
TLT iShares Barclays Long-Term Trsry (15-18yr) $7,875 -0.9%
+15.8%
-1.8% +27.3% -13.4%
VGLT Vanguard Long-Term Gov't Bond (14-15yr) $579 -0.6%
+15.0%
-1.4% +25.2% -12.5%

Treasury Inflation Protected Securities (TIPS)

IPE SPDR Barclays TIPS $742 +0.0%
+8.0%
-2.3% +4.6% -9.4%
LTPZ PIMCO Long-Term Year U.S. TIPS (12+yr) $102 -0.2%
+18.2%
-8.8% +19.7% -19.2%
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) $1,232 +0.0%
+7.4%
-1.8% +4.1% -8.9%
STIP iShares 0-5 Year TIPS $745 +0.1%
+2.6%
-0.1% -1.2% -1.8%
STPZ PIMCO 1-5 Year U.S. TIPS Index (2.5yr) $1,049 +0.0%
+3.2%
-0.3% -1.4% -2.1%
TDTF FlexShares iBoxx 5-Yr Target Duration TIPS $615 -0.1%
+6.0%
-0.3% -0.5% -5.3%
TDTT FlexShares iBoxx 3-Yr Target Duration TIPS $1,830 +0.1%
+3.5%
-0.5% -1.7% -2.2%
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected $2,444 +0.0%
+2.7%
+0.2% -1.4% -1.5%

Ultra-Long Maturity Treasuries

EDV Vanguard Extended Duration Tsy (25+yr) $619 -1.2%
+22.8%
-4.8% +44.7% -19.9%
ZROZ PIMCO 25+Yr Zero Coup US Tsy (25+yr) $358 -1.3%
+24.8%
-6.1% +48.7% -20.9%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end Aug-2016