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QUARTERLY MARKET SUMMARY <br />For the Quarter Ended September 30, 2016 <br />Fixed Income Management <br />Source: BofA Merrill Lynch Indices <br />Duration Yield 3 Month 1 Year3 Years <br />1-3 Year Indices <br />U.S. Treasury 1.90 0.78%(0.11%)0.88%0.85% <br />Federal Agency 1.69 0.90%0.03%0.94%0.95% <br />U.S. Corporates, A-AAA rated 1.90 1.48%0.17%2.04%1.60% <br />Agency MBS (0 to 3 years)2.22 1.40%0.29%2.43%1.67% <br />Taxable Municipals 1.99 1.95%0.56%3.44%2.71% <br />1-5 Year Indices <br />U.S. Treasury 2.73 0.90%(0.19%)1.52%1.43% <br />Federal Agency 2.14 0.98%0.00%1.36%1.41% <br />U.S. Corporates, A-AAA rated 2.76 1.66%0.30%3.01%2.44% <br />Agency MBS (0 to 5 years)3.29 1.81%0.61%3.29%2.91% <br />Taxable Municipals 2.64 1.90%0.52%4.16%3.64% <br />Master Indices (Maturities 1 Year or Greater) <br />U.S. Treasury 6.59 1.28%(0.33%)4.33%3.70% <br />Federal Agency 3.90 1.27%0.13%2.98%2.82% <br />U.S. Corporates, A-AAA rated 7.16 2.46%0.89%7.52%5.38% <br />Agency MBS (0 to 30 years)3.49 1.90%0.61%3.66%3.57% <br />Taxable Municipals 4.09 2.43%0.09%5.53%5.19% <br />As of 9/30/16 Returns for Periods ended 9/30/16 <br />Returns for periods greater than one year are annualized. <br />© 2016 PFM Asset Management LLC <br />BofA Merrill Lynch Index Returns <br />14 <br />6. <br />1 <br />. <br />C <br />. <br /> <br />- <br /> <br />P <br />a <br />g <br />e <br /> <br />1 <br />9 <br />