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QUARTERLY MARKET SUMMARY <br />For the Quarter Ended December 31, 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 12/31/16 <br />0.0% <br />0.5% <br />1.0% <br />1.5% <br />2.0% <br />2.5% <br />3.0% <br />9/30/16 10/31/16 11/30/16 12/31/16Yield <br />2-Year 5-Year 10-Year <br />0% <br />1% <br />2% <br />3% <br />4%3-mo1-yr2-yr3-yr5-yr7-yr10-yr30-yrYieldMaturity <br />December 31, 2016 September 30, 2016 December 31, 2015 <br />Maturity 12/31/16 9/30/16 <br />Change <br />over <br />Quarter <br />12/31/15 Change <br />over Year <br />3-month 0.50% 0.28% 0.22% 0.17% 0.33% <br />1-year 0.81% 0.59% 0.22% 0.60% 0.21% <br />2-year 1.19% 0.76% 0.43% 1.05% 0.14% <br />5-year 1.93% 1.15% 0.78% 1.76% 0.17% <br />10-year 2.45% 1.60% 0.85% 2.27% 0.18% <br />30-year 3.07% 2.32% 0.75% 3.02% 0.05% <br />0% <br />1% <br />2% <br />3% <br />4% <br />5%1-yr2-yr3-yr5-yr7-yr10-yr25-yr30-yrYieldMaturity <br />U.S. Treasury Federal Agency Industrial Corporates, A Rated <br />© PFM Asset Management LLC 116.1.A. - Page 18