2026-07-09 6 5 5 5 5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=7.70 60.30 3.17 - 6.81 22.70 1.64 - 2.46 10.16 0.77 - 1.59 6.05 <=0.48 0.79 50810.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=5.80 78.92 1.93 - 5.62 16.16 0.54 - 1.09 3.99 0.00 - 0.51 0.92 <=0.00 0.00 628.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=5.35 58.12 3.22 - 5.21 23.28 1.92 - 3.18 11.34 0.68 - 1.90 6.32 <=0.38 0.94 31832.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=5.00 61.59 3.72 - 4.91 22.32 1.56 - 2.44 10.06 0.51 - 1.22 5.27 <=0.41 0.77 18781.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=5.65 59.81 2.41 - 5.43 22.61 1.96 - 2.40 10.79 0.42 - 1.93 6.08 <=0.30 0.71 41016.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=6.04 58.34 3.73 - 5.87 25.71 1.64 - 2.48 10.74 0.51 - 1.52 4.74 <=0.26 0.47 11021.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=6.16 58.77 3.58 - 6.04 23.05 2.01 - 3.27 12.67 0.45 - 1.59 4.82 <=0.29 0.69 24391.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=8.27 69.91 2.96 - 4.28 17.65 1.24 - 2.75 9.46 0.19 - 1.01 2.65 <=0.15 0.33 6770.7 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=8.10 62.99 3.10 - 5.64 20.86 1.26 - 3.07 11.93 0.30 - 1.22 3.72 <=0.21 0.51 12587.3 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=8.14 69.32 3.57 - 6.69 24.21 0.37 - 3.21 6.34 * * <=0.00 0.00 363.8 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=4.93 73.04 2.86 - 4.79 20.43 0.38 - 2.38 6.08 0.00 - 0.22 0.45 <=0.00 0.00 2206.2 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=6.33 72.88 3.15 - 4.92 20.51 0.48 - 2.49 6.31 0.02 - 0.14 0.30 <=0.00 0.00 1460.6 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=7.53 75.72 2.42 - 6.40 18.84 0.29 - 2.33 5.03 0.00 - 0.27 0.42 <=0.00 0.00 335.5 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=1.65 98.72 0.00 - 0.80 1.28 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 99.1 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=1.40 94.35 0.51 - 1.35 4.54 0.03 - 0.49 1.09 * * <=0.00 0.00 239.4 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=9.05 78.00 1.09 - 7.12 20.85 0.02 - 0.94 1.15 * * <=0.00 0.00 37571.3 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=11.29 87.76 0.00 - 8.05 12.24 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 31642.1 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=1.50 93.99 0.39 - 1.42 5.01 0.06 - 0.38 0.99 * * <=0.00 0.00 3087.2 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS DOLLAR ROLL TRANSACTIONS * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 * MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS ALL OTHER FEDERAL AGENCY AND GSE RMBS >=7.84 87.28 1.39 - 3.90 11.42 0.00 - 0.96 1.31 0.00 - 0.00 0.00 <=0.00 0.00 87.9 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=9.14 95.62 0.00 - 3.11 4.38 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 15.8 NON-AGENCY MBS NON-AGENCY RMBS >=1.47 99.21 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 16.4 NON-AGENCY MBS OTHER CMBS >=5.58 100.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 5.2 CORPORATE SECURITIES COMMERCIAL PAPER >=0.00 100.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 109.1 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=0.35 99.64 0.00 - 0.15 0.36 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 71.9 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=5.98 90.61 0.65 - 2.29 7.16 0.25 - 0.60 2.04 * * <=0.00 0.00 393.3 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=3.67 81.76 1.49 - 3.67 13.21 0.74 - 1.45 4.82 0.00 - 0.11 0.21 <=0.00 0.00 290.4 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=5.45 79.81 1.58 - 5.01 14.49 0.80 - 1.50 5.52 0.00 - 0.09 0.19 <=0.00 0.00 250.7 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=3.20 91.16 0.91 - 2.44 8.23 * * 0.00 - 0.00 0.00 <=0.00 0.00 6.6 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <= 5 YRS >=6.43 82.95 2.00 - 4.07 14.66 0.17 - 1.30 2.29 * * <=0.00 0.00 114.2 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=6.42 79.56 2.36 - 4.66 16.14 0.05 - 1.60 4.28 * * <=0.00 0.00 118.3 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=9.71 76.37 1.45 - 8.03 20.76 0.11 - 1.11 2.68 * * <=0.00 0.00 26.2 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN <= 13 MNTHS >=0.00 100.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 5.2 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 13 MNTHS, BUT <= 5 YRS >=0.00 100.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 19.5 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=0.43 99.57 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 30.5 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=0.33 99.76 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 66.6 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS VARIABLE RATE DEMAND NOTES >=0.00 100.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 0.9 ASSET-BACKED SECURITIES CREDIT CARD-BACKED SECURITIES >=0.00 100.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 0.5 ASSET-BACKED SECURITIES STUDENT LOAN-BACKED SECURITIES * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 * ASSET-BACKED SECURITIES AUTOMOBILE LOAN-BACKED SECURITIES >=0.00 100.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 2.8 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=1.67 96.31 0.00 - 1.28 3.69 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 25.8 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=7.46 53.82 3.82 - 6.70 28.16 1.50 - 2.55 10.08 0.75 - 1.47 5.90 <=0.49 2.03 203174.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=6.06 75.50 2.66 - 5.53 16.60 0.72 - 1.73 5.61 0.28 - 0.47 1.76 <=0.22 0.53 2962.5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=7.78 52.81 3.51 - 7.26 28.09 1.53 - 3.45 11.59 0.87 - 1.27 5.33 <=0.67 2.19 93556.4 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=7.92 54.01 4.02 - 7.67 27.93 1.51 - 2.53 10.04 0.86 - 1.46 5.09 <=0.81 2.93 55929.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=7.87 57.19 3.00 - 7.54 26.27 1.48 - 2.73 9.35 0.73 - 1.46 4.87 <=0.62 2.31 119675.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=7.42 58.59 3.11 - 6.76 24.48 1.32 - 3.03 10.01 0.75 - 1.25 4.83 <=0.58 2.09 34632.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=7.39 59.13 2.59 - 7.35 24.94 1.25 - 2.43 9.12 0.70 - 1.14 4.70 <=0.60 2.10 76711.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=6.82 67.87 2.46 - 6.17 22.10 0.92 - 1.78 6.37 0.37 - 0.69 2.72 <=0.34 0.94 21472.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=7.63 64.90 2.35 - 7.04 23.93 0.96 - 2.07 6.76 0.51 - 0.70 2.95 <=0.41 1.46 40014.6 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=5.65 80.88 1.52 - 5.43 15.28 0.30 - 1.22 3.44 0.00 - 0.30 0.40 <=0.00 0.00 3614.8 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=7.14 72.58 3.06 - 5.87 22.98 0.54 - 0.77 3.16 0.08 - 0.53 1.21 <=0.03 0.06 9989.7 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=7.28 70.75 4.27 - 5.67 24.33 0.55 - 0.89 3.28 0.06 - 0.55 1.54 <=0.05 0.09 5201.2 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=6.95 74.39 2.40 - 6.05 22.03 0.33 - 1.12 3.14 0.01 - 0.18 0.44 * * 1495.0 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=7.99 62.05 3.86 - 7.81 26.17 1.32 - 3.56 10.65 0.10 - 0.62 1.13 <=0.00 0.00 33655.4 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=9.21 79.25 1.26 - 6.29 17.26 0.16 - 1.20 3.37 0.00 - 0.11 0.13 <=0.00 0.00 9307.4 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=8.53 75.14 1.49 - 8.12 22.81 0.19 - 0.67 1.86 0.00 - 0.13 0.20 <=0.00 0.00 177301.9 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=8.94 90.62 0.09 - 7.57 9.31 * * 0.00 - 0.00 0.00 <=0.00 0.00 144244.5 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=4.24 87.37 1.25 - 2.90 8.82 0.25 - 0.90 3.50 0.00 - 0.15 0.31 <=0.00 0.00 50793.9 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS DOLLAR ROLL TRANSACTIONS >=0.00 100.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 6164.1 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS ALL OTHER FEDERAL AGENCY AND GSE RMBS >=8.81 65.67 4.05 - 8.01 27.78 0.44 - 2.23 6.47 * * <=0.00 0.00 4129.4 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=6.65 77.16 2.62 - 6.49 20.71 0.00 - 1.96 2.14 0.00 - 0.00 0.00 <=0.00 0.00 631.1 NON-AGENCY MBS NON-AGENCY RMBS >=9.32 79.64 1.45 - 5.99 16.64 0.00 - 1.29 3.72 0.00 - 0.00 0.00 <=0.00 0.00 2352.4 NON-AGENCY MBS OTHER CMBS >=6.29 94.67 0.67 - 1.48 5.07 0.00 - 0.15 0.26 0.00 - 0.00 0.00 <=0.00 0.00 1416.1 CORPORATE SECURITIES COMMERCIAL PAPER >=6.06 85.67 0.49 - 6.03 13.98 0.00 - 0.19 0.35 * * <=0.00 0.00 131465.0 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=5.12 73.09 2.55 - 4.77 19.28 0.44 - 2.41 7.27 0.01 - 0.18 0.35 * * 2598.2 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=7.91 71.48 2.31 - 5.98 19.93 0.60 - 2.19 6.92 0.21 - 0.46 1.67 * * 8922.6 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=7.86 74.04 2.33 - 7.17 19.21 0.85 - 1.15 4.90 0.21 - 0.56 1.84 * * 9132.8 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=7.21 76.23 2.01 - 6.07 18.31 0.70 - 1.06 4.23 0.02 - 0.55 1.22 * * 9575.8 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=6.41 72.30 2.22 - 6.34 17.66 0.81 - 2.17 8.51 0.01 - 0.70 1.53 <=0.00 0.00 445.0 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <= 5 YRS >=6.82 79.57 1.41 - 4.97 14.09 0.71 - 1.15 4.98 0.03 - 0.61 1.36 <=0.00 0.00 5287.4 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=9.67 79.58 1.50 - 6.53 15.31 0.69 - 1.26 4.31 0.01 - 0.51 0.80 <=0.00 0.00 5641.4 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=4.39 85.22 1.40 - 2.78 9.78 0.69 - 1.05 4.43 0.01 - 0.28 0.58 <=0.00 0.00 1822.9 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN <= 13 MNTHS >=7.20 92.06 0.00 - 6.39 7.94 * * 0.00 - 0.00 0.00 <=0.00 0.00 1080.4 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 13 MNTHS, BUT <= 5 YRS >=6.35 89.56 0.10 - 6.02 10.40 * * 0.00 - 0.00 0.00 <=0.00 0.00 847.4 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=12.90 88.44 0.14 - 4.59 11.44 * * 0.00 - 0.00 0.00 <=0.00 0.00 1396.1 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=5.96 86.70 0.10 - 5.04 13.23 0.00 - 0.04 0.07 0.00 - 0.00 0.00 <=0.00 0.00 3779.3 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS VARIABLE RATE DEMAND NOTES >=5.39 95.87 0.00 - 3.54 4.13 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 2340.7 ASSET-BACKED SECURITIES CREDIT CARD-BACKED SECURITIES >=5.28 94.05 0.33 - 1.91 5.42 0.00 - 0.32 0.53 0.00 - 0.00 0.00 <=0.00 0.00 203.8 ASSET-BACKED SECURITIES STUDENT LOAN-BACKED SECURITIES >=0.66 99.90 0.00 - 0.07 0.10 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 175.9 ASSET-BACKED SECURITIES AUTOMOBILE LOAN-BACKED SECURITIES >=7.92 76.79 2.81 - 7.59 22.90 0.00 - 0.16 0.31 0.00 - 0.00 0.00 <=0.00 0.00 1440.0 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=5.24 62.69 3.83 - 4.91 22.43 2.02 - 3.49 12.39 0.00 - 1.83 2.49 <=0.00 0.00 2622.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=7.56 52.96 3.77 - 7.53 28.31 1.56 - 2.05 9.34 0.83 - 1.46 6.44 <=0.71 2.95 253984.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=6.44 75.68 2.22 - 4.62 15.80 0.89 - 1.77 5.94 0.25 - 0.69 2.04 <=0.23 0.54 3590.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=7.35 51.77 4.26 - 6.86 26.98 1.78 - 2.73 11.72 0.87 - 1.55 6.54 <=0.78 2.99 125388.5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=6.82 54.88 3.11 - 6.32 23.83 1.76 - 3.04 11.87 1.01 - 1.59 6.51 <=0.94 2.91 74710.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=7.19 55.32 3.36 - 7.16 25.21 1.55 - 2.87 11.01 0.93 - 1.45 5.75 <=0.91 2.72 160691.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=7.02 58.08 2.81 - 6.16 23.77 1.81 - 2.33 10.65 0.93 - 1.05 4.83 <=0.91 2.67 45653.7 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=7.17 56.46 3.27 - 6.53 25.15 1.59 - 2.59 10.22 0.83 - 1.49 5.72 <=0.72 2.44 101102.8 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=7.53 67.37 2.38 - 5.43 20.58 1.04 - 1.91 7.10 0.53 - 0.91 3.81 <=0.43 1.14 28242.8 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=6.87 62.47 2.23 - 6.58 23.54 1.27 - 1.83 7.95 0.72 - 1.13 4.48 <=0.47 1.55 52601.9 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=5.75 79.34 1.85 - 5.22 15.98 0.57 - 1.40 4.26 0.00 - 0.31 0.41 <=0.00 0.00 3978.7 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=6.51 70.33 4.07 - 5.15 23.02 0.47 - 1.49 5.38 0.07 - 0.43 1.16 <=0.06 0.12 12195.9 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=8.08 67.82 3.55 - 7.02 24.90 0.65 - 1.81 5.66 0.11 - 0.51 1.51 <=0.05 0.11 6661.8 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=6.65 72.26 3.57 - 6.12 22.24 0.48 - 2.29 4.97 0.02 - 0.24 0.52 * * 1830.5 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=7.96 62.07 3.85 - 7.79 26.12 1.32 - 3.61 10.68 0.10 - 0.62 1.13 <=0.00 0.00 33754.5 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=9.00 79.33 1.25 - 6.16 17.08 0.15 - 1.23 3.46 0.00 - 0.12 0.13 <=0.00 0.00 9546.9 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=9.23 75.13 1.42 - 7.34 22.65 0.20 - 0.87 2.05 0.00 - 0.11 0.17 <=0.00 0.00 214873.3 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=9.71 88.67 0.08 - 9.09 11.27 * * 0.00 - 0.00 0.00 <=0.00 0.00 175886.6 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=4.09 87.38 1.18 - 2.73 8.60 0.27 - 1.11 3.72 0.00 - 0.15 0.30 <=0.00 0.00 53881.1 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS DOLLAR ROLL TRANSACTIONS >=0.00 100.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 8447.7 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS ALL OTHER FEDERAL AGENCY AND GSE RMBS >=8.79 65.06 4.29 - 8.46 28.17 0.44 - 2.27 6.69 * * <=0.00 0.00 4217.3 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=6.73 77.25 2.56 - 6.69 20.66 0.00 - 1.91 2.09 0.00 - 0.00 0.00 <=0.00 0.00 646.9 NON-AGENCY MBS NON-AGENCY RMBS >=9.26 79.65 1.44 - 5.97 16.65 0.00 - 1.28 3.70 0.00 - 0.00 0.00 <=0.00 0.00 2368.7 NON-AGENCY MBS OTHER CMBS >=6.40 94.62 0.67 - 1.47 5.12 0.00 - 0.15 0.26 0.00 - 0.00 0.00 <=0.00 0.00 1421.3 CORPORATE SECURITIES COMMERCIAL PAPER >=6.06 85.65 0.49 - 6.05 14.00 0.00 - 0.19 0.35 * * <=0.00 0.00 131574.0 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=5.61 72.07 2.48 - 4.78 19.95 0.42 - 2.42 7.63 0.01 - 0.18 0.34 * * 2670.1 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=7.59 70.27 2.80 - 5.80 20.44 0.58 - 2.63 7.69 0.20 - 0.44 1.60 * * 9315.9 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=7.64 73.42 2.34 - 6.97 19.49 0.88 - 1.37 5.29 0.20 - 0.54 1.79 * * 9423.2 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=7.06 75.61 2.06 - 5.96 18.60 0.69 - 1.06 4.57 0.02 - 0.57 1.22 * * 9826.5 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=6.32 72.05 2.18 - 6.25 17.45 0.97 - 2.14 8.88 0.01 - 0.80 1.62 <=0.00 0.00 451.6 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <= 5 YRS >=6.81 79.07 1.55 - 4.92 14.48 0.70 - 1.19 5.11 0.03 - 0.60 1.34 <=0.00 0.00 5401.7 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=9.51 79.11 1.50 - 6.46 15.46 0.77 - 1.25 4.47 0.01 - 0.68 0.96 <=0.00 0.00 5759.7 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=4.49 84.83 1.42 - 2.76 9.91 0.69 - 1.17 4.53 0.01 - 0.42 0.73 <=0.00 0.00 1849.1 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN <= 13 MNTHS >=7.17 92.00 0.00 - 6.39 8.00 * * 0.00 - 0.00 0.00 <=0.00 0.00 1085.6 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 13 MNTHS, BUT <= 5 YRS >=6.20 88.75 0.09 - 5.89 11.21 * * 0.00 - 0.00 0.00 <=0.00 0.00 866.8 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=12.69 87.36 0.13 - 4.50 12.52 * * 0.00 - 0.00 0.00 <=0.00 0.00 1426.6 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=5.86 85.87 0.09 - 4.96 14.00 0.00 - 0.08 0.13 0.00 - 0.00 0.00 <=0.00 0.00 3845.9 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS VARIABLE RATE DEMAND NOTES >=5.39 95.86 0.00 - 3.54 4.14 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 2341.6 ASSET-BACKED SECURITIES CREDIT CARD-BACKED SECURITIES >=5.27 94.01 0.35 - 1.93 5.45 0.00 - 0.33 0.54 0.00 - 0.00 0.00 <=0.00 0.00 204.3 ASSET-BACKED SECURITIES STUDENT LOAN-BACKED SECURITIES >=0.66 99.90 0.00 - 0.07 0.10 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 176.0 ASSET-BACKED SECURITIES AUTOMOBILE LOAN-BACKED SECURITIES >=7.99 76.76 2.80 - 7.58 22.93 0.00 - 0.16 0.31 0.00 - 0.00 0.00 <=0.00 0.00 1442.8 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=5.20 62.70 3.79 - 5.10 22.46 2.00 - 3.45 12.37 0.00 - 1.81 2.47 <=0.00 0.00 2648.1