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QUARTERLY MARKET SUMMARY <br />For the Quarter Ended September 30, 2016 <br />Fixed Income Management <br />Source: Bloomberg <br />Interest Rate Overview <br />U.S. Treasury Note Yields U.S. Treasury Yield Curve <br />U.S. Treasury Yields Yield Curves as of 9/30/2016 <br />0.0% <br />0.5% <br />1.0% <br />1.5% <br />2.0% <br />6/30/16 7/31/16 8/31/16 9/30/16 <br />Yi <br />e <br />l <br />d <br />U.S. Treasury Note Yields <br />2-Year 5-Year 10-Year <br />-1% <br />0% <br />1% <br />2% <br />3% <br />3- <br />m <br />o <br />1- <br />y <br />r <br />2- <br />y <br />r <br />3- <br />y <br />r <br />5- <br />y <br />r <br />7- <br />y <br />r <br />10 <br />- <br />y <br />r <br />30 <br />- <br />y <br />r <br />Yi <br />e <br />l <br />d <br />Maturity <br />U.S. Treasury Yield Curve <br />September 30, 2016 June 30, 2016 September 30, 2015 <br />Maturity 9/30/166/30/16 <br />Change <br />over <br />Quarter <br />9/30/15 Change <br />over Year <br />3-month0.28%0.26%0.02%(0.02%)0.30% <br />1-year 0.59%0.44%0.15%0.31%0.28% <br />2-year0.76%0.58%0.18%0.63%0.13% <br />5-year1.15%1.00%0.15%1.36%(0.21%) <br />10-year1.60%1.47%0.13%2.04%(0.44%) <br />30-year2.32%2.29%0.03%2.85%(0.53%) <br />0% <br />1% <br />2% <br />3% <br />4% <br />1- <br />y <br />r <br />2- <br />y <br />r <br />3- <br />y <br />r <br />5- <br />y <br />r <br />7- <br />y <br />r <br />10 <br />- <br />y <br />r <br />25 <br />- <br />y <br />r <br />30 <br />- <br />y <br />r <br />Yi <br />e <br />l <br />d <br />Maturity <br />Yield Curves as of 9/30/2016 <br />U.S. Treasury Federal Agency Industrial Corporates, A Rated <br />© 2016 PFM Asset Management LLC 13 <br />6. <br />1 <br />. <br />C <br />. <br /> <br />- <br /> <br />P <br />a <br />g <br />e <br /> <br />1 <br />8 <br />