2026-07-09 6 5 5 5 5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=7.95 60.37 3.31 - 6.01 22.16 1.73 - 2.56 10.60 0.67 - 1.65 6.00 <=0.53 0.86 48057.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=6.78 77.85 1.89 - 4.32 15.37 0.71 - 1.63 5.65 0.03 - 0.48 1.12 <=0.00 0.00 675.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=5.97 57.73 3.66 - 5.54 24.06 1.77 - 3.26 11.37 0.92 - 1.67 6.08 <=0.34 0.76 33102.5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=6.72 59.90 3.71 - 5.90 24.70 1.33 - 2.94 9.63 0.42 - 1.31 5.10 <=0.30 0.66 20938.7 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=5.91 59.65 2.71 - 5.75 23.49 1.78 - 2.49 10.40 0.28 - 1.69 5.81 <=0.27 0.65 44868.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=6.67 59.33 3.67 - 6.51 25.43 1.48 - 2.78 10.65 0.51 - 1.31 4.14 <=0.22 0.44 11635.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=6.61 56.11 3.56 - 6.16 24.99 1.95 - 3.45 13.59 0.40 - 1.56 4.81 <=0.19 0.50 27769.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=7.62 69.16 3.05 - 4.78 18.72 1.46 - 2.54 9.60 0.10 - 0.79 2.29 <=0.10 0.23 7969.8 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=8.46 63.65 3.06 - 5.21 20.65 1.13 - 2.97 11.64 0.18 - 1.11 3.61 <=0.18 0.45 14038.0 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=7.93 66.82 3.57 - 7.82 25.74 0.25 - 3.00 7.24 * * <=0.00 0.00 373.9 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=5.64 71.40 3.15 - 5.54 22.03 0.25 - 2.95 6.12 0.00 - 0.24 0.45 <=0.00 0.00 2188.7 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=7.32 70.69 3.39 - 6.38 21.56 0.43 - 3.12 7.45 0.02 - 0.13 0.30 <=0.00 0.00 1592.2 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=5.88 71.37 3.10 - 5.83 22.12 0.36 - 2.72 5.85 0.00 - 0.34 0.66 <=0.00 0.00 348.9 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=1.41 97.90 0.00 - 1.40 2.10 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 100.9 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=1.96 92.57 0.71 - 1.73 6.30 0.09 - 0.54 1.11 * * <=0.00 0.00 248.4 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=9.44 77.68 1.01 - 8.10 21.25 0.02 - 0.87 1.07 * * <=0.00 0.00 42593.5 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=11.98 88.85 0.00 - 7.32 11.15 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 36845.8 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=2.45 91.23 0.56 - 2.03 7.05 0.14 - 0.50 1.72 * * <=0.00 0.00 2720.3 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 >=6.21 86.32 1.28 - 3.25 11.51 0.00 - 1.15 2.17 0.00 - 0.00 0.00 <=0.00 0.00 86.8 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=7.20 90.77 0.00 - 3.88 9.23 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 21.7 NON-AGENCY MBS NON-AGENCY RMBS >=2.82 99.08 0.00 - 0.76 0.92 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 13.1 NON-AGENCY MBS OTHER CMBS >=3.24 97.30 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 5.6 CORPORATE SECURITIES COMMERCIAL PAPER >=0.03 100.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 98.0 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=0.30 99.59 0.02 - 0.23 0.41 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 65.7 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=5.50 90.30 0.66 - 2.66 7.51 0.30 - 0.57 1.97 0.00 - 0.20 0.23 <=0.00 0.00 366.9 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=4.64 81.73 1.34 - 3.57 12.37 0.84 - 1.34 5.72 0.00 - 0.09 0.17 <=0.00 0.00 319.4 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=5.32 78.39 2.05 - 5.00 15.74 0.55 - 1.97 5.69 0.00 - 0.07 0.17 <=0.00 0.00 291.3 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=3.85 90.75 0.96 - 2.50 8.86 * * 0.00 - 0.00 0.00 <=0.00 0.00 5.2 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <= 5 YRS >=5.92 82.16 2.07 - 4.01 15.36 0.14 - 1.15 2.36 * * <=0.00 0.00 110.8 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=7.58 78.63 2.33 - 5.49 17.29 0.14 - 1.42 4.02 * * <=0.00 0.00 114.4 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=10.62 76.46 1.60 - 9.02 20.52 0.22 - 0.95 2.87 0.00 - 0.07 0.15 <=0.00 0.00 27.5 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 4.9 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 18.8 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=0.48 99.63 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 29.3 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=0.54 99.75 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 69.0 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 3.0 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 0.3 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 4.3 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=0.92 97.46 0.35 - 0.70 2.42 * * 0.00 - 0.00 0.00 <=0.00 0.00 31.5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=7.07 53.23 3.90 - 7.02 28.35 1.62 - 2.29 9.98 0.76 - 1.45 6.31 <=0.58 2.12 209619.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=4.86 75.99 2.78 - 4.53 16.40 0.78 - 1.34 4.50 0.29 - 0.71 2.42 <=0.27 0.70 3492.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=7.87 53.74 3.07 - 7.43 27.57 1.35 - 2.89 10.95 0.91 - 1.30 5.41 <=0.64 2.33 94842.8 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=8.09 55.72 3.54 - 7.43 26.41 1.48 - 2.59 10.10 0.87 - 1.40 5.13 <=0.77 2.64 59186.4 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=7.98 58.04 2.74 - 7.90 25.78 1.42 - 2.70 9.05 0.70 - 1.41 4.85 <=0.69 2.29 122980.5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=7.56 59.95 3.03 - 7.22 24.45 1.40 - 2.55 9.10 0.62 - 1.33 4.47 <=0.61 2.04 34996.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=7.76 59.81 2.39 - 7.18 24.88 1.20 - 2.14 8.60 0.75 - 1.06 4.71 <=0.71 2.01 81486.8 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=6.84 68.82 2.27 - 6.73 21.18 0.82 - 2.18 6.41 0.42 - 0.61 2.70 <=0.36 0.90 23445.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=7.76 65.65 2.23 - 6.70 23.11 0.89 - 2.15 6.91 0.47 - 0.71 2.93 <=0.46 1.40 41941.6 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=5.55 79.41 1.57 - 5.34 15.73 0.36 - 1.39 4.48 0.00 - 0.26 0.38 <=0.00 0.00 3961.1 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=7.52 73.45 3.37 - 5.17 22.37 0.43 - 0.80 3.16 0.05 - 0.37 0.98 <=0.02 0.04 9104.0 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=7.34 70.90 3.70 - 5.60 24.35 0.55 - 0.67 3.12 0.10 - 0.54 1.56 <=0.04 0.07 6269.7 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=7.20 72.72 2.62 - 6.12 22.81 0.55 - 1.07 3.68 0.04 - 0.30 0.77 <=0.02 0.03 1610.0 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=8.74 61.94 3.85 - 7.84 25.37 1.17 - 3.76 10.72 0.10 - 1.15 1.98 <=0.00 0.00 33815.2 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=9.98 76.53 1.63 - 6.60 18.94 0.23 - 1.38 4.39 0.00 - 0.12 0.14 <=0.00 0.00 10049.7 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=8.92 73.23 1.37 - 8.07 24.82 0.18 - 0.63 1.74 0.00 - 0.15 0.21 <=0.00 0.00 192355.7 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=9.30 90.97 0.09 - 7.39 8.96 * * 0.00 - 0.00 0.00 <=0.00 0.00 160689.7 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=4.62 85.60 1.46 - 3.11 10.26 0.35 - 1.05 3.80 0.00 - 0.19 0.35 <=0.00 0.00 48114.6 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 3238.5 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS ALL OTHER FEDERAL AGENCY AND GSE RMBS >=7.95 63.74 4.75 - 7.61 29.56 0.55 - 2.35 6.60 * * <=0.00 0.00 4459.0 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=6.17 79.92 2.17 - 5.19 18.77 0.00 - 1.15 1.31 0.00 - 0.00 0.00 <=0.00 0.00 799.5 NON-AGENCY MBS NON-AGENCY RMBS >=8.29 81.75 1.27 - 5.54 15.65 0.00 - 0.94 2.60 0.00 - 0.00 0.00 <=0.00 0.00 2374.5 NON-AGENCY MBS OTHER CMBS >=8.26 94.46 0.58 - 2.00 5.32 0.00 - 0.14 0.22 0.00 - 0.00 0.00 <=0.00 0.00 1423.4 CORPORATE SECURITIES COMMERCIAL PAPER >=6.06 85.33 0.52 - 5.78 14.35 0.00 - 0.17 0.32 * * <=0.00 0.00 125098.5 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=5.26 74.45 3.11 - 4.47 18.15 0.48 - 1.92 6.69 0.02 - 0.37 0.70 * * 2540.9 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=7.90 71.87 2.29 - 5.63 19.10 0.72 - 2.26 7.51 0.20 - 0.42 1.51 * * 9409.2 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=7.85 75.26 2.17 - 6.56 17.59 1.04 - 1.35 5.72 0.20 - 0.37 1.42 * * 9618.7 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=7.64 77.24 1.58 - 6.31 17.25 0.65 - 1.12 4.42 0.13 - 0.40 1.07 * * 10907.4 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=7.10 70.43 2.76 - 5.29 18.55 1.56 - 2.63 9.44 0.02 - 0.90 1.58 <=0.00 0.00 436.0 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <= 5 YRS >=7.36 76.93 1.51 - 5.52 15.28 1.00 - 1.43 5.98 0.09 - 0.78 1.81 <=0.00 0.00 5226.3 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=10.37 80.00 1.61 - 6.03 15.02 0.64 - 1.21 4.16 0.01 - 0.56 0.81 <=0.00 0.00 5798.0 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=5.04 83.21 1.57 - 3.57 11.34 0.72 - 1.39 4.81 0.01 - 0.32 0.64 <=0.00 0.00 1783.1 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN <= 13 MNTHS >=7.63 94.04 0.00 - 5.06 5.96 * * 0.00 - 0.00 0.00 <=0.00 0.00 1147.7 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 13 MNTHS, BUT <= 5 YRS >=5.88 90.09 0.08 - 5.15 9.84 * * 0.00 - 0.00 0.00 <=0.00 0.00 781.3 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=11.60 88.45 0.14 - 4.75 11.45 * * 0.00 - 0.00 0.00 <=0.00 0.00 1246.1 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=6.16 87.10 0.14 - 5.21 12.82 0.00 - 0.05 0.07 0.00 - 0.00 0.00 <=0.00 0.00 3753.6 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS VARIABLE RATE DEMAND NOTES >=5.23 96.37 0.00 - 2.84 3.63 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 2145.1 ASSET-BACKED SECURITIES CREDIT CARD-BACKED SECURITIES >=5.34 93.86 0.53 - 1.89 5.34 0.00 - 0.47 0.80 0.00 - 0.00 0.00 <=0.00 0.00 175.8 ASSET-BACKED SECURITIES STUDENT LOAN-BACKED SECURITIES >=1.32 99.46 0.00 - 0.52 0.54 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 174.4 ASSET-BACKED SECURITIES AUTOMOBILE LOAN-BACKED SECURITIES >=7.61 72.40 1.71 - 6.86 26.79 0.00 - 0.64 0.81 0.00 - 0.00 0.00 <=0.00 0.00 1457.9 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=4.90 63.36 3.55 - 4.08 19.17 2.02 - 3.36 14.25 0.00 - 1.62 3.22 <=0.00 0.00 2790.5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=7.48 53.33 3.81 - 6.87 27.59 1.63 - 2.02 9.29 0.81 - 1.62 6.75 <=0.72 3.04 257676.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=5.17 76.30 2.39 - 4.01 15.35 0.77 - 1.39 5.31 0.32 - 0.65 2.40 <=0.25 0.64 4168.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=7.38 52.19 4.46 - 7.17 26.65 1.93 - 2.81 11.53 1.13 - 1.57 6.68 <=0.75 2.96 127945.4 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=7.14 56.22 3.06 - 5.86 22.75 1.61 - 2.97 12.02 1.02 - 1.54 6.28 <=0.85 2.74 80125.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=7.32 56.18 3.32 - 7.08 25.21 1.47 - 2.42 10.25 1.02 - 1.43 5.77 <=0.90 2.59 167849.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=7.34 59.07 2.28 - 6.68 23.94 1.68 - 2.23 9.94 0.89 - 1.01 4.78 <=0.78 2.26 46631.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=7.47 56.64 2.96 - 6.26 25.02 1.57 - 2.66 10.13 0.91 - 1.50 6.01 <=0.71 2.21 109256.4 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=7.32 67.89 1.91 - 5.88 20.38 1.02 - 1.90 6.93 0.46 - 0.91 3.75 <=0.41 1.06 31414.8 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=7.14 63.05 1.93 - 6.56 23.15 1.25 - 1.74 7.74 0.71 - 1.12 4.57 <=0.53 1.49 55979.6 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=5.87 78.32 1.91 - 5.19 15.91 0.41 - 1.59 5.38 0.00 - 0.26 0.39 <=0.00 0.00 4335.0 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=7.81 70.99 3.89 - 5.24 22.23 0.48 - 1.74 5.74 0.05 - 0.41 0.96 <=0.04 0.07 11292.7 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=7.75 67.87 3.66 - 5.96 24.45 0.59 - 1.91 6.15 0.09 - 0.52 1.45 <=0.04 0.09 7862.0 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=7.15 70.76 3.73 - 6.07 22.78 0.45 - 1.59 5.60 0.07 - 0.24 0.80 <=0.05 0.06 1958.9 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=8.71 61.96 3.88 - 7.82 25.38 1.16 - 3.75 10.69 0.10 - 1.14 1.98 <=0.00 0.00 33916.1 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=9.75 76.13 1.69 - 6.48 19.32 0.23 - 1.34 4.40 0.00 - 0.12 0.15 <=0.00 0.00 10298.2 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=9.54 72.56 1.30 - 9.30 25.33 0.17 - 0.83 1.93 0.00 - 0.13 0.18 <=0.00 0.00 234949.2 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=9.98 89.30 0.08 - 8.65 10.65 * * 0.00 - 0.00 0.00 <=0.00 0.00 197535.5 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=4.48 85.51 1.52 - 2.95 10.11 0.35 - 1.08 4.03 0.00 - 0.18 0.34 <=0.00 0.00 50834.9 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 4437.4 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS ALL OTHER FEDERAL AGENCY AND GSE RMBS >=8.10 63.43 4.66 - 7.80 29.66 0.56 - 2.34 6.81 * * <=0.00 0.00 4545.8 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=6.24 79.96 2.15 - 5.30 18.77 0.00 - 1.12 1.28 0.00 - 0.00 0.00 <=0.00 0.00 821.1 NON-AGENCY MBS NON-AGENCY RMBS >=8.25 81.66 1.27 - 5.53 15.75 0.00 - 0.94 2.58 0.00 - 0.00 0.00 <=0.00 0.00 2387.6 NON-AGENCY MBS OTHER CMBS >=8.38 94.39 0.58 - 1.99 5.39 0.00 - 0.14 0.22 0.00 - 0.00 0.00 <=0.00 0.00 1429.0 CORPORATE SECURITIES COMMERCIAL PAPER >=6.09 85.34 0.52 - 5.77 14.34 0.00 - 0.17 0.32 * * <=0.00 0.00 125196.5 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=5.13 72.91 3.04 - 4.60 19.21 0.47 - 2.10 7.19 0.02 - 0.36 0.68 * * 2606.6 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=7.61 70.81 2.62 - 5.49 19.50 0.70 - 2.59 8.22 0.20 - 0.40 1.46 * * 9776.0 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=7.80 74.55 2.18 - 6.39 17.91 1.05 - 1.66 6.15 0.20 - 0.36 1.38 * * 9938.1 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=7.66 76.57 1.64 - 6.20 17.57 0.66 - 1.16 4.79 0.12 - 0.39 1.05 * * 11198.7 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=7.33 70.17 2.72 - 5.23 18.38 1.59 - 2.60 9.62 0.02 - 0.89 1.82 <=0.00 0.00 441.1 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <= 5 YRS >=7.33 76.49 1.59 - 5.47 15.60 1.08 - 1.48 6.13 0.09 - 0.76 1.79 <=0.00 0.00 5337.1 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=10.32 79.55 1.63 - 5.98 15.16 0.74 - 1.20 4.40 0.01 - 0.63 0.88 <=0.00 0.00 5912.4 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=5.16 82.85 1.69 - 3.55 11.41 0.71 - 1.40 4.92 0.01 - 0.48 0.81 <=0.00 0.00 1810.6 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN <= 13 MNTHS >=7.60 93.96 0.00 - 5.05 6.04 * * 0.00 - 0.00 0.00 <=0.00 0.00 1152.6 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 13 MNTHS, BUT <= 5 YRS >=5.74 89.19 0.08 - 5.03 10.74 * * 0.00 - 0.00 0.00 <=0.00 0.00 800.2 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=11.39 87.32 0.14 - 4.64 12.58 0.00 - 0.06 0.10 0.00 - 0.00 0.00 <=0.00 0.00 1275.5 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=6.05 86.21 0.13 - 5.12 13.63 0.00 - 0.11 0.17 0.00 - 0.00 0.00 <=0.00 0.00 3822.6 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS VARIABLE RATE DEMAND NOTES >=5.22 96.37 0.00 - 2.84 3.63 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 2148.1 ASSET-BACKED SECURITIES CREDIT CARD-BACKED SECURITIES >=5.33 93.83 0.53 - 1.91 5.37 0.00 - 0.47 0.80 0.00 - 0.00 0.00 <=0.00 0.00 176.1 ASSET-BACKED SECURITIES STUDENT LOAN-BACKED SECURITIES >=1.32 99.46 0.00 - 0.52 0.54 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 174.6 ASSET-BACKED SECURITIES AUTOMOBILE LOAN-BACKED SECURITIES >=7.59 72.37 1.71 - 6.84 26.82 0.00 - 0.64 0.81 0.00 - 0.00 0.00 <=0.00 0.00 1462.2 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=4.85 63.46 3.54 - 4.04 19.06 1.99 - 3.51 14.30 0.00 - 1.60 3.18 <=0.00 0.00 2821.9