Plan 3 PERS, TRS, SERS - SELF - 98759-01, 98760-01, 98761-01 ...

Plan 3 PERS, TRS, SERS - SELF - 98759-01, 98760-01, 98761-01 Investment Performance as of 09/30/2019

INVESTMENT OPTION

Investment Options Plan 3

1,5,10,11

Retirement Maturity Strategy Fund

3

Maturity Composite Benchmark

1,5,10,11

2005 Retirement Strategy Fund

3

2005 Composite Benchmark

1,5,10,11

2010 Retirement Strategy Fund

3

2010 Composite Benchmark

1,5,10,11

2015 Retirement Strategy Fund

3

2015 Composite Benchmark

1,5,10,11

2020 Retirement Strategy Fund

3

2020 Composite Benchmark

1,5,10,11

2025 Retirement Strategy Fund

3

2025 Composite Benchmark

1,5,10,11

2030 Retirement Strategy Fund

3

2030 Composite Benchmark

1,5,10,11

2035 Retirement Strategy Fund

3

2035 Composite Benchmark

1,5,10,11

2040 Retirement Strategy Fund

3

2040 Composite Benchmark

1,5,10,11

2045 Retirement Strategy Fund

3

2045 Composite Benchmark

1,5,10,11

2050 Retirement Strategy Fund

3

2050 Composite Benchmark

1,5,10,11

2055 Retirement Strategy Fund

3

2055 Composite Benchmark

1,5,10,11

2060 Retirement Strategy Fund

Oct-23-2019

Returns as of Month Ending 09/30/2019

Returns as of Quarter Ending 09/30/2019 Calendar Year Returns

1

1 3 5 10 Year/ Since 3 1 3 5 10 Year/ Since

Expenses 12 Month YTD Year Year Year Inception Month Year Year Year Inception

2018 2017 2016

0.2677 -

0.2662 -

0.2626 -

0.2598 -

0.2614 -

0.2705 -

0.2781 -

0.2791 -

0.2687 -

0.2593 -

0.2593 -

0.2593 -

0.2614

0.42 9.79 5.92 4.75 4.24

5.79

0.48 9.83 6.06 4.55 4.04

5.40

0.49 10.10 5.76 5.22 4.54

6.39

0.51 10.10 5.88 5.01 4.36

6.12

0.70 11.36 5.16 6.04 5.08

7.01

0.75 11.44 5.39 5.87 4.94

6.95

0.89 12.62 4.55 6.88 5.63

7.50

0.99 12.75 4.86 6.70 5.51

7.58

1.13 13.80 3.99 7.576,307.82 7.76

1.24 13.89 4.33 7.35 5.91

7.99

1.37 14.32 3.31 8.07 6.29

7.96

1.46 14.41 3.72 7.80 6.16

8.32

1.58 14.80 2.66 8.52 6.52

8.03

1.68 14.93 3.13 8.26 6.41

8.57

1.77 15.23 2.06 8.91 6.66

7.95

1.88 15.36 2.53 8.64 6.55

8.68

1.85 15.30 1.44 9.12 6.71

8.01

1.96 15.44 1.83 8.87 6.60

8.76

1.84 15.31 0.96 9.16 6.72

8.03

2.04 15.50 1.37 8.91 6.61

8.77

1.88 15.38 1.00 9.17 6.74

8.05

2.04 15.50 1.37 8.91 6.61

8.77

1.85 15.33 0.96 9.16 6.74

7.39

2.04 15.50 1.37 8.91 6.61

8.40

1.90 15.43 0.99 9.18 N/A

6.97

98759-01 - Investment Options at a Glance

1.04 5.92 4.75 4.24

5.79

1.15 6.06 4.55 4.04

5.40

1.08 5.76 5.22 4.54

6.39

1.14 5.88 5.01 4.36

6.12

0.92 5.16 6.04 5.08

7.01

1.04 5.39 5.87 4.94

6.95

0.78 4.55 6.88 5.63

7.50

0.93 4.86 6.70 5.51

7.58

0.62 3.99 7.576,307.82 7.76

0.80 4.33 7.35 5.91

7.99

0.44 3.31 8.07 6.29

7.96

0.65 3.72 7.80 6.16

8.32

0.27 2.66 8.52 6.52

8.03

0.51 3.13 8.26 6.41

8.57

0.10 2.06 8.91 6.66

7.95

0.37 2.53 8.64 6.55

8.68

-0.16 1.44 9.12 6.71

8.01

0.14 1.83 8.87 6.60

8.76

-0.37 0.96 9.16 6.72

8.03

-0.03 1.37 8.91 6.61

8.77

-0.33 1.00 9.17 6.74

8.05

-0.03 1.37 8.91 6.61

8.77

-0.36 0.96 9.16 6.74

7.39

-0.03 1.37 8.91 6.61

8.40

-0.39 0.99 9.18 N/A

6.97

-2.51 8.90 4.98 -2.72 8.20 4.47 -2.79 10.11 5.70 -3.00 9.47 5.24 -4.08 12.60 6.65 -4.21 11.91 6.33 -5.31 15.14 7.57 -5.42 14.37 7.37 -6.37 17.10 7.99 -6.50 16.33 7.88 -7.09 18.78 8.29 -7.20 17.83 8.19 -7.72 20.27 8.56 -7.88 19.35 8.48 -8.39 21.65 8.66 -8.52 20.72 8.62 -8.88 22.77 8.58 -9.06 21.89 8.43 -9.31 23.37 8.56 -9.46 22.44 8.38 -9.29 23.33 8.60 -9.46 22.44 8.38 -9.27 23.32 8.61 -9.46 22.44 8.38 -9.34 23.34 8.63

Page 1 of 3

Plan 3 PERS, TRS, SERS - SELF - 98759-01, 98760-01, 98761-01 (Continued)

INVESTMENT OPTION

3

2060 Composite Benchmark

4

Short-Term Investment Fund

5,7

Washington State Bond Fund

3

Barclays Capital Intermediate Credit Idx

5,9

Socially Responsible Balanced Fund

3

55% S&P 500/45% BC US Aggregate Index

4

US Large Cap Equity Index Fund

3

S&P 500 Index

4,6

Global Equity Index Fund

3

MSCI ACWI Inv Mkt Idx

2,4

US Small Cap Value Equity Index Fund

3

Russell 2000 Value Index

4,8

Emerging Market Equity Index Fund

3

MSCI Emerging Markets Inv Mkt Idx

Expenses 12 -

Returns as of Month Ending 09/30/2019

1

1 3 5 10 Year/ Since

Month YTD Year Year Year Inception

2.04 15.50 1.37 8.91 N/A

6.80

Returns as of Quarter Ending 09/30/2019

3 1 3 5 10 Year/ Since Month Year Year Year Inception

-0.03 1.37 8.91 N/A

6.80

Calendar Year Returns

2018 2017 2016 -9.46 22.44 8.38

0.1937

0.18 1.91 2.54 1.81 1.21

0.71

0.59 2.54 1.81 1.21

0.71

1.55 1.20 0.59

0.1220

-0.32 8.45 9.53 3.38 3.64

4.34

1.86 9.53 3.38 3.64

4.34

0.17 4.09 5.36

-

-0.23 8.46 9.27 3.33 3.47

4.31

1.70 9.27 3.33 3.47

4.31

0.01 3.67 3.68

0.4530

1.61 16.95 8.12 9.71 8.24

9.17

2.47 8.12 9.71 8.24

9.17

-2.74 15.31 8.76

-

1.01 14.86 6.21 8.25 6.80

8.68

1.50 6.21 8.25 6.80

8.68

-3.95 14.58 6.82

0.1160

1.87 20.51 4.21 13.31 10.76 13.18

1.68 4.21 13.31 10.76 13.18

-4.45 21.73 11.86

-

1.87 20.55 4.25 13.39 10.84 13.24

1.70 4.25 13.39 10.84 13.24

-4.38 21.83 11.96

0.1686

2.11 16.15 0.82 9.75 6.99

10.67

-0.14 0.82 9.75 6.99

10.67

-9.74 24.34 9.13

-

2.10 15.87 0.48 9.36 6.61

10.29

-0.18 0.48 9.36 6.61

10.29

-10.08 23.95 8.36

0.1355

5.13 12.91 -8.16 6.67 7.31

10.04

-0.56 -8.16 6.67 7.31

10.04

-12.79 8.09 31.74

-

5.13 12.82 -8.24 6.54 7.17

10.06

-0.57 -8.24 6.54 7.17

10.06

-12.86 7.84 31.74

0.2330

1.87 5.28 -2.55 5.23 1.85

4.21

-4.37 -2.55 5.23 1.85

4.21

-15.14 37.28 9.66

-

1.92 5.42 -2.41 5.41 2.03

4.48

-4.28 -2.41 5.41 2.03

4.48

-15.05 36.83 9.90

Current performance may be lower or higher than performance data shown. Performance data quoted represents past performance and is not a guarantee or prediction of future results. For performance data current to the most recent month-end, please visit drs.login. The investment return and principal value of an investment will fluctuate so that, when redeemed, shares/units may be worth more or less than their original cost. Please consider the investment objectives, risks, fees and expenses carefully before investing. For additional fund information, please refer to the fund description documents, available online at drs.plan3 in the Investments section. Read them carefully before investing. These returns and fund operating expenses are expressed as percentages. 3, 5 and 10 Year/Since Inception returns shown are annualized. For 10 Year/Since Inception, if the fund was not in existence for 10 years, returns shown are since inception. If the fund is less than one year old, returns are not annualized. To safeguard participants against the effects of excessive trading, Plan 3 has established trading restrictions. A participant transferring more than $1,000 out of a fund is required to wait 30 calendar days before transferring money back into that same fund. You are responsible for abiding by these restrictions. Please see the Plan 3 Investment Guide for complete details. Investment Codes, as displayed on statements, are provided for use with the 24-hour automated phone system, available at 888-327-5596.

Performance is marked N/A (not available) if the fund was not in existence for the full time period noted.

The trademarks, logos, service marks, and design elements used are owned by their respective owners and are used by permission. ?2017 Great-West Life & Annuity Insurance Company.

Expense ratios provided are the Funds' total annual operating expense ratios, gross of any fee waivers or expense reimbursement.

Investment options are managed by the Washington State Investment Board and offered by the Washington State Department of Retirement Systems through services provided by GWFS Equities, Inc., Member FINRA/SIPC. 1 Asset allocation and balanced investment options/models are subject to the risks of the underlying funds, which can be a mix of stocks/stock funds and bonds/bond funds. For more information, refer to the fund description documents. 2 Equity securities of small and mid-size companies may be more volatile than securities of larger, more established companies. 3 A benchmark index is not actively managed, does not have a defined investment objective, and does not incur fees or expenses. Therefore, performance of a fund will generally be less than its benchmark index. You cannot invest directly in a

benchmark index.

4 Collective Trust Fund Option.

5 Separately Managed Account Option. Separately Managed Accounts are subject to custodial fees.

6 Foreign investments involve special risks, including currency fluctuations, taxation differences and political developments.

Oct-23-2019

98759-01 - Investment Options at a Glance

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Plan 3 PERS, TRS, SERS - SELF - 98759-01, 98760-01, 98761-01 (Continued)

7 A bond fund's yield, share price and total return change daily and are based on changes in interest rates, market conditions, economic and political news, and the quality and maturity of its investments. In general, bond prices fall when interest

rates rise and vice versa. 8 Equity securities of companies located in emerging markets involve greater risks than investing in more established markets, including currency fluctuations, political developments and share illiquidity. 9 Specialty funds invest in a limited number of companies and are generally non-diversified. As a result, changes in market value of a single issuer could cause greater volatility than with a more diversified fund. 10

The date in a target date fund's name represents an approximate date when an investor is expected to retire (which is assumed to be at age 65) and/or begins withdrawing money. The principal value of the funds is not guaranteed at any time,

including the target date. Past performance does not guarantee future results. You should consider the investment objectives, risks, charges and expenses of the Retirement Strategy Funds carefully before investing. The Retirement Strategy

Funds are a customized product, not a registered investment company, and interests in the funds have not been registered with the Securities Exchange Commission. Therefore, there is no prospectus for these funds. The funds are only

available in the Deferred Compensation Program and Plan 3. For more information, refer to the fund description document. 11

A target date fund will gradually shift its emphasis from more aggressive investments to more conservative ones based on its target date (which is the assumed retirement date for an investor). 12

Plan 3 Expenses - These include Manager, Administrative, WSIB, and Recordkeeping fees. Administrative fees include the operating costs associated with portfolio management and items such as custodial fees, audit fees and transfer agent

fees. They are usually fixed costs and change in percentage as the fund balances change. For more information about fees and expenses, please see the Plan 3 Investment Guide, available online at drs.plan3 in the

Publications section.

Oct-23-2019

98759-01 - Investment Options at a Glance

Page 3 of 3

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