2026-01-08 5 5 5 5 5 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=6.22 49.58 4.99 - 6.17 27.81 2.21 - 3.89 14.11 1.15 - 1.78 6.94 <=0.77 1.57 43832.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=6.44 58.43 3.63 - 5.68 22.42 2.23 - 3.17 13.25 0.41 - 1.85 5.47 <=0.35 0.43 384.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=8.09 50.67 4.35 - 6.48 28.09 2.13 - 3.74 14.26 0.57 - 1.61 5.71 <=0.56 1.27 29257.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=7.33 53.38 3.65 - 7.02 27.43 1.68 - 3.42 12.68 0.52 - 1.60 5.60 <=0.39 0.91 18286.7 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=6.81 52.34 3.94 - 6.34 26.18 2.02 - 3.65 13.24 0.39 - 1.96 7.32 <=0.28 0.92 41443.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=8.08 51.00 3.78 - 7.68 26.72 2.25 - 3.64 14.85 0.42 - 2.08 6.60 <=0.30 0.82 11201.9 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=6.67 48.20 4.65 - 6.63 28.98 2.44 - 3.44 14.22 0.47 - 2.31 7.72 <=0.42 0.89 25274.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=9.91 63.01 3.11 - 6.26 23.61 1.43 - 2.28 9.44 0.39 - 1.08 3.73 <=0.07 0.21 8034.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=8.19 55.96 3.44 - 7.70 24.73 1.94 - 3.34 12.57 0.77 - 1.81 6.33 <=0.16 0.41 12874.4 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=7.42 65.52 3.27 - 6.94 25.14 0.50 - 2.97 8.58 0.00 - 0.39 0.76 <=0.00 0.00 331.1 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=7.36 62.94 4.08 - 5.79 23.93 1.17 - 3.10 11.33 0.07 - 0.77 1.78 * * 1435.2 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=6.65 61.22 4.23 - 6.46 25.77 1.25 - 3.81 11.32 0.06 - 0.67 1.65 * * 1342.4 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=8.06 65.52 3.30 - 7.41 24.69 0.57 - 2.88 8.48 0.09 - 0.54 1.32 <=0.00 0.00 292.3 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=1.16 96.71 0.27 - 0.66 2.78 0.00 - 0.25 0.51 0.00 - 0.00 0.00 <=0.00 0.00 80.3 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=7.57 71.07 2.39 - 6.93 23.06 0.23 - 2.21 5.42 0.00 - 0.17 0.45 <=0.00 0.00 143.4 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=9.29 69.05 2.18 - 8.41 28.93 0.02 - 0.92 2.00 * * <=0.00 0.00 45483.3 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=10.73 78.14 0.01 - 10.56 21.86 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 37302.5 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=6.39 74.54 0.88 - 6.34 21.85 0.44 - 0.82 3.40 * * <=0.00 0.00 1496.4 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 >=9.01 71.49 1.96 - 7.59 24.63 0.00 - 1.71 3.89 0.00 - 0.00 0.00 <=0.00 0.00 91.9 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=11.43 72.86 1.79 - 9.41 26.83 * * 0.00 - 0.00 0.00 <=0.00 0.00 12.9 NON-AGENCY MBS NON-AGENCY RMBS >=8.59 81.34 1.48 - 6.31 18.12 * * 0.00 - 0.00 0.00 <=0.00 0.00 7.5 NON-AGENCY MBS OTHER CMBS >=5.04 94.30 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 4.6 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 95.9 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=3.43 93.53 0.08 - 3.25 6.44 * * 0.00 - 0.00 0.00 <=0.00 0.00 37.6 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=5.80 84.71 0.78 - 5.41 12.26 0.35 - 0.73 2.67 0.01 - 0.28 0.36 <=0.00 0.00 291.2 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=6.80 72.65 2.33 - 4.74 18.25 1.36 - 2.32 8.45 0.00 - 0.34 0.64 <=0.00 0.00 275.6 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=7.67 70.01 2.70 - 5.05 19.61 0.53 - 2.50 9.65 0.03 - 0.42 0.73 <=0.00 0.00 258.4 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=6.28 78.69 2.46 - 4.92 17.76 0.00 - 1.37 3.55 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 >=5.84 70.50 3.35 - 5.28 22.50 0.50 - 2.51 6.22 0.00 - 0.43 0.77 <=0.00 0.00 78.8 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=8.06 69.04 2.91 - 5.96 21.31 0.81 - 2.87 9.56 0.00 - 0.07 0.09 <=0.00 0.00 86.1 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=6.01 67.03 3.54 - 5.65 23.19 1.03 - 3.28 9.56 * * <=0.00 0.00 22.3 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 3.9 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 13 MNTHS, BUT <= 5 YRS >=1.92 99.45 * * 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 11.0 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=0.44 99.50 0.00 - 0.25 0.50 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 15.9 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=4.46 98.86 0.00 - 0.90 1.14 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 42.1 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 1.6 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 0.4 ASSET-BACKED SECURITIES STUDENT 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 0.7 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 4.7 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=1.49 96.42 0.28 - 1.06 3.12 0.00 - 0.28 0.46 0.00 - 0.00 0.00 <=0.00 0.00 28.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=7.73 47.46 3.42 - 6.92 29.17 1.98 - 3.24 12.51 1.24 - 1.82 7.96 <=1.05 2.90 189599.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=4.83 65.32 3.22 - 4.51 19.21 1.18 - 3.16 11.02 0.41 - 1.12 3.72 <=0.38 0.74 3288.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=8.48 47.33 4.47 - 7.53 31.73 1.98 - 3.40 12.86 0.75 - 1.60 5.77 <=0.72 2.30 78842.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=7.28 50.61 3.68 - 7.21 29.99 1.79 - 3.30 11.70 0.83 - 1.27 5.63 <=0.73 2.07 49070.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=9.97 52.52 2.85 - 7.36 28.89 1.71 - 2.76 11.21 0.97 - 1.31 5.46 <=0.63 1.93 111151.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=8.20 54.70 3.02 - 7.28 26.80 1.62 - 2.65 11.25 0.82 - 1.44 5.45 <=0.62 1.80 30745.4 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=9.54 52.54 2.96 - 8.05 28.59 1.82 - 2.59 10.98 0.96 - 1.58 5.63 <=0.84 2.26 71687.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=8.25 65.77 2.25 - 7.09 23.39 0.99 - 1.77 6.99 0.38 - 0.79 3.06 <=0.27 0.79 20056.3 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=9.27 58.82 2.26 - 7.85 26.85 1.46 - 2.01 8.35 0.55 - 1.43 4.58 <=0.46 1.40 36498.4 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=6.40 70.39 2.57 - 5.95 22.35 0.70 - 2.38 6.43 0.02 - 0.37 0.83 * * 3157.2 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=9.38 71.63 3.71 - 4.65 20.68 0.59 - 2.42 5.69 0.16 - 0.56 1.77 <=0.13 0.22 6998.0 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=8.82 64.43 3.79 - 8.80 26.24 0.57 - 2.60 7.02 0.19 - 0.56 2.08 <=0.11 0.23 4912.9 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=8.17 68.16 3.11 - 7.05 23.15 0.69 - 2.32 6.25 0.07 - 0.64 2.24 <=0.07 0.19 1289.5 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=7.83 54.57 4.47 - 7.43 29.01 1.62 - 4.24 14.53 0.07 - 1.38 1.88 <=0.00 0.00 31539.2 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=9.28 62.83 3.39 - 9.11 29.84 0.50 - 1.93 6.33 0.00 - 0.46 1.00 * * 8300.1 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=9.57 64.48 2.79 - 9.14 32.31 0.18 - 1.27 2.90 0.00 - 0.17 0.30 <=0.00 0.00 175688.4 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=8.71 83.41 0.20 - 7.70 16.52 * * 0.00 - 0.00 0.00 <=0.00 0.00 141269.4 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=4.98 77.94 1.75 - 4.51 15.56 0.52 - 1.67 5.84 0.00 - 0.42 0.67 <=0.00 0.00 34030.1 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 8.3 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS ALL OTHER FEDERAL AGENCY AND GSE RMBS >=8.97 60.19 4.87 - 7.90 29.41 0.90 - 4.66 9.58 * * <=0.00 0.00 3718.5 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=8.67 69.45 3.84 - 6.55 25.61 0.06 - 3.00 4.91 * * <=0.00 0.00 602.3 NON-AGENCY MBS NON-AGENCY RMBS >=10.42 75.64 1.47 - 6.46 21.87 0.00 - 1.43 2.48 0.00 - 0.00 0.00 <=0.00 0.00 1753.8 NON-AGENCY MBS OTHER CMBS >=11.49 84.72 0.36 - 9.25 14.61 0.00 - 0.33 0.68 0.00 - 0.00 0.00 <=0.00 0.00 1125.5 CORPORATE SECURITIES COMMERCIAL PAPER >=8.90 80.79 0.60 - 6.31 18.91 0.00 - 0.11 0.30 0.00 - 0.00 0.00 <=0.00 0.00 112827.3 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=6.77 59.88 3.51 - 6.50 26.03 1.80 - 3.09 12.11 0.00 - 1.50 1.99 <=0.00 0.00 1791.7 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=8.10 65.23 3.36 - 7.54 23.23 0.98 - 3.34 9.33 0.13 - 0.69 2.20 * * 7072.7 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=8.17 67.02 3.32 - 6.64 23.16 0.86 - 2.41 8.40 0.08 - 0.50 1.41 * * 7604.4 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=9.40 66.13 3.95 - 6.32 23.24 1.06 - 2.85 9.39 0.02 - 0.43 1.23 * * 8386.1 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=7.44 62.24 3.60 - 6.52 25.06 1.31 - 2.74 9.99 0.01 - 1.29 2.70 <=0.00 0.00 315.3 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <= 5 YRS >=9.01 68.76 1.91 - 8.33 22.79 0.84 - 1.52 6.34 0.11 - 0.80 2.12 * * 4117.7 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=10.84 68.67 2.24 - 6.77 23.74 0.83 - 1.74 6.08 0.02 - 0.65 1.50 * * 4183.1 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=6.60 70.69 2.39 - 5.79 18.53 1.19 - 2.28 8.35 0.02 - 1.07 2.41 * * 1220.5 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN <= 13 MNTHS >=5.77 90.45 0.23 - 5.29 9.54 * * 0.00 - 0.00 0.00 <=0.00 0.00 1922.2 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 13 MNTHS, BUT <= 5 YRS >=9.35 85.17 0.54 - 5.43 14.47 0.00 - 0.26 0.36 0.00 - 0.00 0.00 <=0.00 0.00 736.3 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=12.22 80.98 1.05 - 5.77 18.71 0.00 - 0.22 0.31 0.00 - 0.00 0.00 <=0.00 0.00 1004.0 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=10.29 80.23 0.71 - 5.99 19.45 0.00 - 0.14 0.32 0.00 - 0.00 0.00 <=0.00 0.00 3972.9 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS VARIABLE RATE DEMAND NOTES >=5.95 86.61 0.01 - 5.69 13.39 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 2380.9 ASSET-BACKED SECURITIES CREDIT CARD-BACKED SECURITIES >=12.54 89.03 0.54 - 4.65 10.22 0.00 - 0.41 0.74 0.00 - 0.00 0.00 <=0.00 0.00 204.1 ASSET-BACKED SECURITIES STUDENT LOAN-BACKED SECURITIES >=2.91 97.56 0.09 - 1.05 2.43 * * 0.00 - 0.00 0.00 <=0.00 0.00 99.3 ASSET-BACKED SECURITIES AUTOMOBILE LOAN-BACKED SECURITIES >=10.54 69.87 1.31 - 9.44 29.59 0.00 - 0.30 0.55 0.00 - 0.00 0.00 <=0.00 0.00 1268.8 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=9.00 57.98 3.86 - 6.11 25.78 1.70 - 3.74 13.46 0.00 - 1.48 2.79 <=0.00 0.00 2464.7 U.S. TREASURY SECURITIES (EXCLUDING TIPS) TREASURY BILLS >=7.44 46.86 3.80 - 6.77 28.46 1.98 - 3.35 12.47 1.40 - 1.96 8.21 <=1.36 4.00 233431.1 U.S. TREASURY SECURITIES (EXCLUDING TIPS) FLOATING RATE NOTES >=4.63 63.97 3.24 - 4.42 18.79 1.68 - 3.22 11.86 0.38 - 1.29 4.34 <=0.37 1.03 3672.0 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN 2 YRS OR LESS >=6.97 46.64 4.46 - 6.83 28.15 1.90 - 4.35 14.73 1.23 - 1.81 7.51 <=1.00 2.96 108099.8 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 2 YRS,BUT <= 3 YRS >=7.16 51.08 4.11 - 5.98 27.06 1.83 - 3.00 12.40 1.06 - 1.63 6.69 <=1.03 2.78 67356.8 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE > 3 YRS, BUT <= 6 YRS >=8.00 50.89 4.14 - 7.08 28.04 1.87 - 3.40 12.07 1.06 - 1.56 6.09 <=0.95 2.92 152594.6 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 6 YRS, BUT <= 7 YRS >=8.17 53.04 4.50 - 7.39 27.00 1.91 - 2.46 10.92 0.89 - 1.70 6.44 <=0.83 2.60 41947.4 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 7 YRS, BUT <= 11 YRS >=9.05 49.78 4.42 - 6.96 28.20 1.91 - 3.23 13.05 1.13 - 1.36 6.05 <=1.07 2.92 96961.2 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 11 YRS, BUT <= 21 YRS >=8.64 62.67 2.29 - 7.71 25.53 0.96 - 1.85 6.57 0.59 - 0.93 3.89 <=0.50 1.35 28090.9 U.S. TREASURY SECURITIES (EXCLUDING TIPS) COUPONS DUE IN > 21 YRS >=8.67 55.40 3.09 - 8.33 28.58 1.52 - 1.99 8.84 0.88 - 1.38 5.35 <=0.68 1.83 49372.8 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN 2 YRS OR LESS >=6.53 69.52 2.70 - 6.45 22.16 1.03 - 2.61 7.42 0.03 - 0.38 0.89 * * 3488.3 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 2 YRS,BUT <= 6 YRS >=9.78 69.36 3.64 - 4.55 19.64 0.82 - 3.55 8.62 0.16 - 0.79 2.05 <=0.15 0.31 8433.1 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 6 YRS,BUT <= 11 YRS >=9.09 61.81 3.39 - 9.03 25.77 0.84 - 3.18 9.79 0.22 - 0.72 2.33 <=0.18 0.31 6255.3 U.S. TREASURY INFLATION PROTECTED SECURITIES (TIPS) TIPS DUE IN > 11 YRS >=7.60 66.72 3.26 - 7.31 22.57 0.81 - 3.06 8.40 0.15 - 0.63 2.02 <=0.12 0.29 1581.8 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) DISCOUNT NOTES >=7.81 54.44 4.45 - 7.41 29.11 1.62 - 4.29 14.57 0.07 - 1.38 1.88 <=0.00 0.00 31619.5 FEDERAL AGENCY AND GSE SECURITIES (EXCLUDING MBS) COUPONS >=9.15 62.36 3.51 - 9.05 30.17 0.58 - 1.90 6.41 0.00 - 0.49 1.06 * * 8443.5 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA CASH TRANSACTIONS >=11.60 65.08 3.75 - 8.90 31.51 0.27 - 1.20 3.14 0.00 - 0.16 0.26 <=0.00 0.00 221171.7 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS TBA DOLLAR ROLL TRANSACTIONS >=9.13 81.35 0.17 - 8.51 18.60 * * 0.00 - 0.00 0.00 <=0.00 0.00 178571.9 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS SPECIFIED POOLS CASH TRANSACTIONS >=5.10 76.57 2.31 - 4.32 16.14 0.51 - 1.85 6.58 0.00 - 0.43 0.70 <=0.00 0.00 35526.5 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 8.3 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS ALL OTHER FEDERAL AGENCY AND GSE RMBS >=8.97 59.66 4.79 - 8.35 29.83 0.95 - 4.55 9.72 * * <=0.00 0.00 3810.4 MORTGAGE BACKED SECURITIES,FEDERAL AGENCY AND GSE MBS FEDERAL AGENCY AND GSE CMBS >=8.57 68.96 3.84 - 6.70 26.10 0.06 - 2.98 4.92 * * <=0.00 0.00 615.2 NON-AGENCY MBS NON-AGENCY RMBS >=10.38 75.52 1.48 - 6.53 21.98 0.00 - 1.42 2.50 0.00 - 0.00 0.00 <=0.00 0.00 1761.2 NON-AGENCY MBS OTHER CMBS >=11.49 84.49 0.36 - 9.44 14.84 0.00 - 0.33 0.67 0.00 - 0.00 0.00 <=0.00 0.00 1130.1 CORPORATE SECURITIES COMMERCIAL PAPER >=8.89 80.75 0.60 - 6.30 18.94 0.00 - 0.11 0.30 0.00 - 0.00 0.00 <=0.00 0.00 112923.2 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN <= 13 MNTHS >=6.63 58.99 4.14 - 6.36 26.34 1.77 - 3.43 12.67 0.00 - 1.50 2.00 <=0.00 0.00 1829.3 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <=5 YRS >=7.80 64.71 3.44 - 7.26 22.88 0.96 - 3.35 10.27 0.12 - 0.66 2.12 * * 7363.9 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=7.93 66.65 3.37 - 6.47 23.17 1.12 - 2.40 8.78 0.08 - 0.50 1.39 * * 7880.0 INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=9.19 65.72 3.98 - 6.22 23.29 1.35 - 2.88 9.76 0.02 - 0.43 1.22 * * 8644.5 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN < 13 MNTHS >=7.57 62.07 3.57 - 6.56 25.09 1.44 - 2.71 10.07 0.01 - 1.37 2.77 <=0.00 0.00 319.0 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 13 MNTHS, BUT <= 5 YRS >=8.86 68.56 2.00 - 8.27 22.79 0.84 - 1.60 6.55 0.12 - 0.79 2.10 * * 4196.5 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 5 YRS, BUT <= 10 YRS >=10.66 68.39 2.29 - 6.79 23.70 1.00 - 1.77 6.25 0.02 - 0.80 1.66 * * 4269.2 BELOW INVESTMENT GRADE BONDS, NOTES, AND DEBENTURES DUE IN > 10 YRS >=6.55 70.52 2.37 - 5.78 18.38 1.23 - 2.35 8.61 0.02 - 1.07 2.48 * * 1242.8 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN <= 13 MNTHS >=5.76 90.44 0.25 - 5.28 9.55 * * 0.00 - 0.00 0.00 <=0.00 0.00 1926.1 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 13 MNTHS, BUT <= 5 YRS >=9.27 85.11 0.54 - 5.35 14.53 0.00 - 0.25 0.36 0.00 - 0.00 0.00 <=0.00 0.00 747.2 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 5 YRS, BUT <= 10 YRS >=12.13 80.79 1.04 - 5.68 18.90 0.00 - 0.21 0.30 0.00 - 0.00 0.00 <=0.00 0.00 1019.9 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS OBLIGATIONS DUE IN > 10 YRS >=10.23 80.03 0.71 - 5.93 19.58 0.00 - 0.19 0.39 0.00 - 0.00 0.00 <=0.00 0.00 4015.0 STATE AND MUNICIPAL GOVERNMENT OBLIGATIONS VARIABLE RATE DEMAND NOTES >=5.95 86.61 0.01 - 5.68 13.39 0.00 - 0.00 0.00 0.00 - 0.00 0.00 <=0.00 0.00 2382.5 ASSET-BACKED SECURITIES CREDIT CARD-BACKED SECURITIES >=12.51 88.93 0.57 - 4.64 10.29 0.00 - 0.41 0.78 0.00 - 0.00 0.00 <=0.00 0.00 204.4 ASSET-BACKED SECURITIES STUDENT LOAN-BACKED SECURITIES >=2.89 97.55 0.09 - 1.07 2.44 * * 0.00 - 0.00 0.00 <=0.00 0.00 99.9 ASSET-BACKED SECURITIES AUTOMOBILE LOAN-BACKED SECURITIES >=10.66 69.87 1.30 - 9.40 29.59 0.00 - 0.30 0.54 0.00 - 0.00 0.00 <=0.00 0.00 1273.5 ASSET-BACKED SECURITIES OTHER ASSET-BACKED SECURITIES >=8.90 58.12 3.82 - 6.04 25.57 1.69 - 3.70 13.53 0.00 - 1.47 2.78 <=0.00 0.00 2492.9