through: Jul 29, 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) $9,838 +0.4%
+8.0%
+1.5% +9.1% -6.1%
TIP iShares Barclays TIPS $18,060 +0.2%
+7.1%
-1.8% +3.6% -8.5%

Ultra Short-Term Treasuries

BIL SPDR 1-3 Month T-Bill ETF (0.2yr) $1,883 +0.0%
+0.1%
-0.1% -0.1% -0.1%
SHV Barclays Short-Term Treasury (0.4) $3,755 +0.0%
+0.3%
+0.0% +0.0% +0.0%

Short-Term Treasuries

SCHO Schwab 1-3 Yr Treasury Bond $1,101 +0.1%
+1.3%
+0.4% +0.5% +0.4%
SHY Barclays Low Duration Treasury (2-yr) $10,093 +0.1%
+1.4%
+0.4% +0.4% +0.2%
VGSH Vanguard Short-Term Gov't Bond (2yr) $915 +0.1%
+1.3%
+0.5% +0.5% +0.3%

Intermediate-Term U.S. Treasuries

GOVT iShares Barclays US Treasury (5-6yr) $2,141 +0.4%
+5.8%
+0.9% +4.7% -2.5%
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) $6,240 +0.3%
+4.5%
+1.6% +3.2% -1.8%
ITE SPDR Barclays Interm Treasury (4yr) $438 +0.2%
+3.1%
+1.6% +2.5% -1.2%
SCHR Schwab Intermediate Treasury (5-6yr) $672 +0.3%
+5.1%
+1.6% +4.4% -2.7%
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) $810 +0.3%
+5.0%
+1.6% +4.6% -2.7%

Long-Term U.S. Treasury Bonds

PLW PowerShares 1-30 Laddered Treasury (10yr) $250 +0.5%
+10.9%
+0.2% +15.0% -7.9%
TLH iShares Barclays 10-Year Treasury (9-11yr) $1,129 +0.5%
+10.8%
+1.4% +14.3% -8.3%
TLO SPDR Barclays Long Term Treasury (15yr+) $447 +0.7%
+17.7%
-1.6% +25.3% -12.3%
TLT iShares Barclays Long-Term Trsry (15-18yr) $8,903 +0.8%
+18.8%
-1.8% +27.3% -13.4%
VGLT Vanguard Long-Term Gov't Bond (14-15yr) $617 +0.8%
+17.7%
-1.4% +25.2% -12.5%

Treasury Inflation Protected Securities (TIPS)

IPE SPDR Barclays TIPS $692 +0.3%
+7.5%
-2.3% +4.6% -9.4%
LTPZ PIMCO Long-Term Year U.S. TIPS (12+yr) $109 +0.6%
+18.2%
-8.8% +19.7% -19.2%
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) $1,195 +0.3%
+7.1%
-1.8% +4.1% -8.9%
STIP iShares 0-5 Year TIPS $772 +0.1%
+2.5%
-0.1% -1.2% -1.8%
STPZ PIMCO 1-5 Year U.S. TIPS Index (2.5yr) $1,066 +0.2%
+2.8%
-0.3% -1.4% -2.1%
TDTF FlexShares iBoxx 5-Yr Target Duration TIPS $590 +0.4%
+5.6%
-0.3% -0.5% -5.3%
TDTT FlexShares iBoxx 3-Yr Target Duration TIPS $1,812 +0.2%
+3.1%
-0.5% -1.7% -2.2%
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected $2,355 +0.2%
+2.3%
+0.2% -1.4% -1.5%

Ultra-Long Maturity Treasuries

EDV Vanguard Extended Duration Tsy (25+yr) $628 +1.2%
+27.6%
-4.8% +44.7% -19.9%
ZROZ PIMCO 25+Yr Zero Coup US Tsy (25+yr) $443 +1.2%
+29.3%
-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 Jun-2016