2026-04-09 6 5 5 5 5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=7.49 60.58 3.30 - 5.01 21.54 1.86 - 3.14 11.25 0.92 - 1.66 6.05 <=0.32 0.59 44923.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=5.35 79.09 2.05 - 4.21 14.81 0.72 - 1.34 4.97 0.06 - 0.42 1.13 <=0.00 0.00 728.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=7.00 58.13 4.17 - 5.77 24.73 1.44 - 3.32 11.26 0.88 - 1.42 5.31 <=0.30 0.58 34242.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=7.16 60.20 3.74 - 6.51 25.83 1.10 - 3.54 9.89 0.44 - 0.95 3.60 <=0.22 0.48 23104.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=6.19 60.84 3.19 - 6.17 23.64 1.63 - 2.59 9.92 0.24 - 1.49 5.10 <=0.17 0.51 48844.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=7.29 62.60 3.65 - 6.83 23.62 0.99 - 3.14 9.95 0.33 - 0.93 3.41 <=0.18 0.42 12205.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=7.07 55.79 4.06 - 6.10 26.06 1.78 - 3.51 13.46 0.35 - 1.54 4.36 <=0.15 0.34 31359.5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=7.12 68.66 3.03 - 5.18 19.62 1.30 - 2.71 9.56 0.06 - 0.62 2.04 <=0.06 0.12 9279.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=8.79 64.38 2.89 - 5.72 20.53 1.05 - 2.86 11.41 0.15 - 1.02 3.36 <=0.11 0.33 15608.3 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=7.88 69.49 3.33 - 7.55 23.99 0.25 - 2.28 6.39 * * <=0.00 0.00 384.8 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=7.42 70.80 3.47 - 6.47 24.11 0.28 - 2.09 4.83 0.00 - 0.12 0.26 <=0.00 0.00 2169.4 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=7.74 69.71 3.61 - 6.68 21.57 0.39 - 3.60 8.41 0.02 - 0.11 0.31 <=0.00 0.00 1737.6 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=6.77 69.74 3.70 - 5.69 22.74 0.49 - 3.04 6.66 0.00 - 0.45 0.86 <=0.00 0.00 363.6 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=1.13 98.87 0.00 - 0.61 1.13 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 102.9 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=2.69 90.93 0.60 - 2.57 8.53 0.00 - 0.31 0.55 0.00 - 0.00 0.00 <=0.00 0.00 258.4 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=8.95 77.52 0.93 - 8.85 21.49 0.01 - 0.80 0.99 0.00 - 0.00 0.00 <=0.00 0.00 48136.6 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=11.61 89.84 0.00 - 6.72 10.16 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 42551.8 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=3.21 87.41 0.81 - 2.92 10.53 0.19 - 0.72 2.06 0.00 - 0.00 0.00 <=0.00 0.00 2315.0 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 <=0.00 0.00 0.0 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS ALL OTHER FEDERAL AGENCY AND GSE RMBS >=3.77 85.85 1.14 - 3.36 13.09 * * 0.00 - 0.00 0.00 <=0.00 0.00 85.6 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=4.93 87.83 0.00 - 4.61 12.17 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 28.2 NON-AGENCY MBS NON-AGENCY RMBS >=0.95 99.37 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 9.5 NON-AGENCY MBS OTHER CMBS >=0.34 100.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 5.9 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 85.8 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=0.32 99.69 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 58.8 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=3.14 90.36 0.72 - 2.69 7.58 0.22 - 0.46 1.82 0.00 - 0.20 0.24 <=0.00 0.00 337.7 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=5.56 82.13 1.70 - 3.82 13.05 0.39 - 1.61 4.68 0.00 - 0.07 0.13 <=0.00 0.00 349.6 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=5.58 77.63 2.43 - 4.62 16.42 0.35 - 2.37 5.80 0.00 - 0.09 0.15 <=0.00 0.00 336.0 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=4.88 92.95 0.00 - 2.98 7.05 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 3.7 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <= 5 YRS >=5.30 81.17 2.15 - 4.39 16.20 0.11 - 0.97 2.51 * * <=0.00 0.00 107.1 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=7.14 77.50 2.28 - 6.48 18.65 0.24 - 1.21 3.73 * * <=0.00 0.00 110.2 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=10.51 78.39 0.97 - 8.30 18.91 0.17 - 0.86 2.63 * * <=0.00 0.00 28.9 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 4.6 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 18.1 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=0.25 99.86 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 28.1 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=0.74 99.75 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 71.7 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS VARIABLE RATE DEMAND NOTES * * 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 CREDIT CARD-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 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 6.0 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=0.74 98.75 0.11 - 0.37 1.25 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 37.7 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=7.23 53.27 3.95 - 6.36 27.45 1.77 - 2.25 9.86 0.84 - 1.68 6.74 <=0.77 2.68 217963.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=3.88 76.21 2.87 - 3.72 16.19 0.82 - 1.02 4.56 0.26 - 0.73 2.48 <=0.24 0.56 4088.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=7.53 55.14 2.71 - 7.03 26.52 1.32 - 2.60 10.28 0.96 - 1.21 5.33 <=0.83 2.74 96522.4 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=8.47 57.62 3.06 - 6.96 24.65 1.44 - 2.64 10.23 0.82 - 1.27 5.21 <=0.80 2.28 62814.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=8.07 58.99 2.66 - 8.04 25.28 1.38 - 2.38 8.43 0.79 - 1.33 5.11 <=0.78 2.20 126948.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=8.93 62.45 2.29 - 6.95 23.05 1.41 - 2.02 8.19 0.63 - 1.29 4.83 <=0.54 1.48 35538.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=8.11 60.36 2.35 - 7.00 24.92 1.15 - 1.89 7.92 0.89 - 0.99 4.80 <=0.72 2.01 86931.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=7.47 70.26 2.09 - 6.63 20.38 0.77 - 1.86 5.83 0.48 - 0.59 2.67 <=0.39 0.86 25644.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=7.82 66.27 2.20 - 6.91 22.36 0.82 - 2.10 6.93 0.53 - 0.78 3.22 <=0.42 1.22 44159.8 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=5.47 78.07 1.93 - 5.27 17.26 0.23 - 1.33 4.33 0.00 - 0.20 0.34 <=0.00 0.00 4343.7 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=8.03 74.63 3.79 - 4.91 21.54 0.39 - 1.10 3.35 0.00 - 0.20 0.48 * * 8125.0 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=7.38 71.02 3.27 - 5.98 24.36 0.49 - 0.76 3.19 0.09 - 0.47 1.38 <=0.03 0.05 7450.9 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=8.04 72.29 2.82 - 6.12 22.39 0.51 - 1.54 4.50 0.04 - 0.28 0.77 <=0.03 0.04 1737.1 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=8.42 61.79 3.64 - 7.87 25.16 1.72 - 3.29 11.34 0.09 - 1.00 1.71 <=0.00 0.00 34004.9 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=10.70 73.95 1.82 - 6.89 20.59 0.30 - 1.69 5.30 0.00 - 0.12 0.15 <=0.00 0.00 10870.1 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=8.90 74.24 1.25 - 8.01 23.88 0.17 - 0.59 1.63 0.00 - 0.16 0.25 <=0.00 0.00 209041.4 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=8.99 91.30 0.09 - 7.23 8.63 * * 0.00 - 0.00 0.00 <=0.00 0.00 178831.0 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=4.44 83.40 1.52 - 3.38 12.04 0.47 - 1.25 4.18 0.00 - 0.23 0.38 <=0.00 0.00 45147.0 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 4.9 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS ALL OTHER FEDERAL AGENCY AND GSE RMBS >=7.22 62.23 4.15 - 6.91 30.92 0.66 - 2.46 6.72 * * <=0.00 0.00 4823.3 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=5.94 82.24 1.85 - 4.21 17.04 0.00 - 0.58 0.72 0.00 - 0.00 0.00 <=0.00 0.00 985.5 NON-AGENCY MBS NON-AGENCY RMBS >=6.98 84.04 1.02 - 5.05 14.59 0.00 - 0.63 1.38 0.00 - 0.00 0.00 <=0.00 0.00 2399.0 NON-AGENCY MBS OTHER CMBS >=10.40 94.23 0.45 - 2.57 5.60 * * 0.00 - 0.00 0.00 <=0.00 0.00 1431.5 CORPORATE SECURITIES COMMERCIAL PAPER >=5.93 82.69 0.54 - 5.28 17.03 0.01 - 0.15 0.28 * * <=0.00 0.00 121282.5 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=6.27 77.12 1.90 - 4.10 16.07 0.75 - 1.46 5.80 0.05 - 0.46 1.00 * * 2486.3 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=7.75 71.01 2.99 - 5.19 19.28 0.82 - 2.28 8.37 0.05 - 0.45 1.33 * * 10123.2 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=6.75 75.59 2.25 - 5.89 16.08 1.15 - 1.99 7.34 0.07 - 0.33 0.99 * * 10273.7 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=6.90 77.35 1.68 - 6.45 16.67 0.48 - 1.36 5.15 0.13 - 0.23 0.82 * * 12499.0 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=7.66 69.92 3.18 - 6.21 19.86 1.02 - 2.89 8.77 0.00 - 0.94 1.45 <=0.00 0.00 415.9 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <= 5 YRS >=7.97 74.05 1.62 - 6.16 17.47 1.06 - 1.59 6.92 0.01 - 1.00 1.56 <=0.00 0.00 5151.6 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=10.19 80.76 1.32 - 5.53 14.78 0.60 - 1.16 4.03 0.00 - 0.21 0.43 <=0.00 0.00 5948.1 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=5.80 82.40 1.19 - 4.54 12.93 0.45 - 1.07 3.92 0.00 - 0.37 0.75 <=0.00 0.00 1739.6 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN <= 13 MNTHS >=8.06 95.97 0.00 - 3.76 4.03 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 1222.0 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 13 MNTHS, BUT <= 5 YRS >=5.69 91.24 0.09 - 3.57 8.73 * * 0.00 - 0.00 0.00 <=0.00 0.00 708.3 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=9.74 88.47 0.16 - 4.99 11.47 * * 0.00 - 0.00 0.00 <=0.00 0.00 1080.4 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=6.38 87.56 0.18 - 5.39 12.37 0.00 - 0.05 0.07 0.00 - 0.00 0.00 <=0.00 0.00 3725.2 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS VARIABLE RATE DEMAND NOTES >=5.01 97.04 0.00 - 1.90 2.96 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 1928.9 ASSET-BACKED SECURITIES CREDIT CARD-BACKED SECURITIES >=5.17 93.85 0.47 - 1.78 6.01 0.00 - 0.08 0.14 0.00 - 0.00 0.00 <=0.00 0.00 151.7 ASSET-BACKED SECURITIES STUDENT LOAN-BACKED SECURITIES >=1.02 99.57 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 172.7 ASSET-BACKED SECURITIES AUTOMOBILE LOAN-BACKED SECURITIES >=8.64 70.95 1.15 - 7.95 28.34 0.00 - 0.53 0.72 0.00 - 0.00 0.00 <=0.00 0.00 1482.7 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=5.84 63.92 3.27 - 5.80 22.28 1.39 - 2.93 11.42 0.00 - 1.25 2.39 <=0.00 0.00 3046.5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=7.27 53.49 3.84 - 6.41 26.71 1.67 - 2.00 9.42 0.91 - 1.67 6.95 <=0.87 3.43 262886.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=4.11 76.65 2.53 - 3.51 14.95 0.82 - 1.40 5.37 0.27 - 0.73 2.44 <=0.26 0.59 4816.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=7.40 53.37 4.11 - 6.76 25.56 1.73 - 2.89 11.32 1.15 - 1.59 6.84 <=0.71 2.92 130764.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=7.45 57.63 3.67 - 5.66 22.68 1.49 - 2.75 11.28 0.81 - 1.46 6.08 <=0.75 2.33 85918.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=7.49 57.08 3.28 - 6.96 25.18 1.41 - 2.26 9.51 0.94 - 1.38 5.77 <=0.88 2.46 175792.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=8.57 61.07 2.13 - 6.24 23.54 1.52 - 2.04 8.76 0.84 - 1.10 4.95 <=0.50 1.68 47743.4 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=7.55 56.81 2.78 - 6.00 24.98 1.59 - 2.68 10.04 0.98 - 1.47 6.17 <=0.71 2.00 118290.5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=7.13 68.34 1.99 - 6.29 20.82 0.91 - 1.55 6.19 0.40 - 0.89 3.66 <=0.38 0.98 34923.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=7.40 63.55 1.73 - 6.62 22.83 1.24 - 1.64 7.44 0.79 - 1.12 4.75 <=0.58 1.42 59768.0 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=5.99 77.37 1.77 - 5.16 17.18 0.26 - 1.61 5.08 0.00 - 0.22 0.37 <=0.00 0.00 4728.6 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=8.81 71.87 3.62 - 5.68 21.20 0.41 - 2.22 6.35 0.01 - 0.29 0.59 * * 10294.3 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=7.23 67.91 3.75 - 5.28 24.09 0.55 - 2.08 6.72 0.07 - 0.40 1.22 <=0.03 0.07 9188.5 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=7.64 70.28 3.48 - 5.36 22.34 0.47 - 2.29 6.26 0.09 - 0.43 1.06 <=0.06 0.07 2100.7 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=8.58 61.82 3.63 - 7.84 25.17 1.71 - 3.28 11.31 0.09 - 0.99 1.71 <=0.00 0.00 34107.9 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=10.47 73.10 1.78 - 6.78 21.45 0.30 - 1.65 5.29 0.00 - 0.12 0.16 <=0.00 0.00 11128.5 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=9.36 73.77 1.19 - 8.46 24.21 0.15 - 0.79 1.81 0.00 - 0.13 0.21 <=0.00 0.00 257178.1 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=9.50 89.88 0.07 - 8.27 10.06 * * 0.00 - 0.00 0.00 <=0.00 0.00 221382.7 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=4.37 83.17 1.60 - 3.21 12.01 0.46 - 1.19 4.43 0.00 - 0.23 0.39 <=0.00 0.00 47462.0 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 4.9 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS ALL OTHER FEDERAL AGENCY AND GSE RMBS >=7.44 62.27 4.08 - 6.79 30.68 0.68 - 2.42 6.93 * * <=0.00 0.00 4908.9 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=5.92 82.13 1.86 - 4.12 17.17 0.00 - 0.56 0.70 0.00 - 0.00 0.00 <=0.00 0.00 1013.7 NON-AGENCY MBS NON-AGENCY RMBS >=6.95 83.86 1.03 - 5.20 14.77 0.00 - 0.62 1.37 0.00 - 0.00 0.00 <=0.00 0.00 2408.5 NON-AGENCY MBS OTHER CMBS >=10.54 94.13 0.45 - 2.56 5.70 * * 0.00 - 0.00 0.00 <=0.00 0.00 1437.5 CORPORATE SECURITIES COMMERCIAL PAPER >=5.96 82.70 0.54 - 5.28 17.01 0.01 - 0.15 0.28 * * <=0.00 0.00 121368.3 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=6.12 75.67 2.35 - 4.37 17.32 0.74 - 1.72 6.03 0.05 - 0.45 0.97 * * 2545.1 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=7.50 70.15 3.17 - 5.09 19.40 0.81 - 2.56 9.14 0.04 - 0.44 1.30 * * 10460.9 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=6.75 74.84 2.22 - 5.75 16.39 1.15 - 2.00 7.81 0.07 - 0.32 0.96 * * 10623.3 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=6.95 76.68 1.67 - 6.35 16.94 0.48 - 1.36 5.57 0.13 - 0.23 0.81 * * 12835.0 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=7.74 69.61 3.15 - 6.19 19.74 1.02 - 2.86 8.89 0.00 - 1.00 1.75 <=0.00 0.00 419.6 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <= 5 YRS >=7.92 73.66 1.63 - 6.10 17.65 1.11 - 1.60 7.09 0.00 - 1.04 1.60 <=0.00 0.00 5258.7 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=10.13 80.32 1.34 - 5.50 14.91 0.59 - 1.16 4.32 0.00 - 0.22 0.44 <=0.00 0.00 6058.2 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=5.92 82.08 1.34 - 4.49 12.95 0.56 - 1.17 4.13 0.00 - 0.45 0.83 <=0.00 0.00 1768.5 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN <= 13 MNTHS >=8.03 95.88 0.00 - 3.75 4.12 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 1226.6 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 13 MNTHS, BUT <= 5 YRS >=5.55 90.20 0.09 - 3.48 9.77 * * 0.00 - 0.00 0.00 <=0.00 0.00 726.4 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=9.54 87.26 0.15 - 4.88 12.67 0.00 - 0.04 0.07 0.00 - 0.00 0.00 <=0.00 0.00 1108.5 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=6.26 86.59 0.18 - 5.30 13.21 0.00 - 0.15 0.20 0.00 - 0.00 0.00 <=0.00 0.00 3796.9 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS VARIABLE RATE DEMAND NOTES >=4.99 97.04 0.00 - 1.90 2.96 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 1934.2 ASSET-BACKED SECURITIES CREDIT CARD-BACKED SECURITIES >=5.17 93.84 0.47 - 1.78 6.03 0.00 - 0.08 0.14 0.00 - 0.00 0.00 <=0.00 0.00 151.7 ASSET-BACKED SECURITIES STUDENT LOAN-BACKED SECURITIES >=1.02 99.57 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 173.0 ASSET-BACKED SECURITIES AUTOMOBILE LOAN-BACKED SECURITIES >=8.60 71.03 1.15 - 7.92 28.26 0.00 - 0.53 0.71 0.00 - 0.00 0.00 <=0.00 0.00 1488.7 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=5.77 64.10 3.23 - 5.74 22.06 1.37 - 2.90 11.48 0.00 - 1.24 2.36 <=0.00 0.00 3084.2