through: Jun 19, 2018

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

ETF Name Assets * 1-Day Rtn Year-To-Date Return 2017 2016 2015

Primary U.S. Treasury Bond ETFs

IEF iShares Barclays 7-10 Yr Treasury $8,204 +0.3%
-2.4%
+2.6% +1.0% +1.5%
TIP iShares Barclays TIPS $24,372 +0.2%
-0.5%
+2.9% +4.7% -1.8%

Ultra Short-Term Treasuries

BIL SPDR 1-3 Month T-Bill ETF (0.2yr) $3,460 +0.0%
+0.7%
+0.7% +0.1% -0.1%
SHV Barclays Short-Term Treasury $14,141 +0.0%
+0.6%
+0.7% +0.4% +0.0%

Short-Term Treasuries

CLTL Invesco Treasury Collateral ETF $468 +0.0%
+0.7%
N/A N/A N/A
SCHO Schwab 1-3 Yr Treasury Bond $2,716 +0.0%
-0.1%
+0.3% +0.8% +0.4%
SHY Barclays Low Duration Treasury (2-yr) $13,957 +0.0%
-0.1%
+0.3% +0.8% +0.4%
VGSH Vanguard Short-Term Gov't Bond (2yr) $2,498 +0.0%
-0.1%
+0.0% +1.1% +0.5%

Intermediate-Term U.S. Treasuries

GOVT iShares Barclays US Treasury (5-6yr) $5,660 +0.2%
-1.4%
+2.2% +0.8% +0.9%
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) $7,191 +0.1%
-1.3%
+1.2% +1.2% +1.6%
ITE SPDR Barclays Interm Treasury (4yr) $671 +0.2%
-0.8%
+1.0% +0.3% +1.6%
SCHR Schwab Intermediate Treasury (5-6yr) $1,888 +0.2%
-1.5%
+1.6% +0.9% +1.6%
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) $1,862 +0.1%
-1.5%
+1.7% +0.8% +1.6%

Long-Term U.S. Treasury Bonds

PLW PowerShares 1-30 Laddered Treasury (10yr) $148 +0.3%
-2.6%
+5.0% +0.6% +0.2%
SPTL SPDR Portfolio Long Term Treasury (15yr+) $908 +0.5%
-3.9%
+9.0% +0.9% -1.6%
TLH iShares Barclays 10-Year Treasury $579 +0.4%
-3.0%
+4.2% +0.8% +1.4%
TLT iShares Barclays Long-Term Treasury $6,629 +0.6%
-3.6%
+9.2% +1.2% -1.8%
VGLT Vanguard Long-Term Gov't Bond (14-15yr) $705 +0.5%
-3.7%
+8.7% +1.2% -1.4%

Treasury Inflation Protected Securities (TIPS)

IPE SPDR Barclays TIPS $1,275 +0.2%
-0.5%
+3.2% +4.8% -2.3%
LTPZ PIMCO Long-Term Year U.S. TIPS (12+yr) $268 +0.4%
-2.1%
+9.1% +9.2% -8.8%
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) $4,239 +0.1%
-0.6%
+3.0% +4.6% -1.8%
STIP iShares 0-5 Year TIPS $1,830 +0.1%
+0.5%
+0.7% +2.7% -0.1%
STPZ PIMCO 1-5 Year U.S. TIPS Index (2.5yr) $837 +0.1%
+0.2%
+0.5% +2.9% -0.3%
TDTF FlexShares iBoxx 5-Yr Target Duration TIPS $919 +0.2%
-0.4%
+1.9% +4.4% -0.3%
TDTT FlexShares iBoxx 3-Yr Target Duration TIPS $2,157 +0.1%
+0.4%
+0.4% +3.2% -0.5%
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected $4,973 +0.0%
+0.4%
+0.8% +2.5% +0.2%

Ultra-Long Maturity Treasuries

EDV Vanguard Extended Duration Tsy (25+yr) $568 +0.8%
-4.9%
+14.0% +1.6% -4.8%
ZROZ PIMCO 25+Yr Zero Coup US Tsy (25+yr) $173 +0.8%
-5.3%
+14.8% +2.0% -6.1%
All returns are Total Return: calculated using market prices and include any dividends
* Total Net Assets (million) as of end May-2018