| Date         | U.S. Treasuries (millions) | U.S. Agencies (millions) | U.S. Treasury repo (millions) | U.S. Agency repo (millions) | Other assets (millions) |
|--------------|----------------------------|--------------------------|-------------------------------|-----------------------------|-------------------------|
| Dec 31, 2010 | 274721                     | 289677                   | 117618                        | 146635                      | 42201                   |
| Jan 31, 2011 | 265943                     | 266346                   | 129305                        | 138441                      | 28645                   |
| Feb 28, 2011 | 267814                     | 259949                   | 126536                        | 144722                      | 29865                   |
| Mar 31, 2011 | 271107                     | 270925                   | 109834                        | 138297                      | 38022                   |
| Apr 29, 2011 | 268015                     | 269713                   | 118254                        | 125480                      | 23206                   |
| May 31, 2011 | 272207                     | 262899                   | 131857                        | 125567                      | 34308                   |
| Jun 30, 2011 | 275924                     | 275024                   | 129376                        | 130213                      | 26181                   |
| Jul 29, 2011 | 232659                     | 248583                   | 124062                        | 127987                      | 23199                   |
| Aug 31, 2011 | 303531                     | 265417                   | 176004                        | 156574                      | 23579                   |
| Sep 30, 2011 | 307947                     | 274014                   | 150484                        | 156408                      | 24360                   |
| Oct 31, 2011 | 331930                     | 255046                   | 166157                        | 156236                      | 23851                   |
| Nov 30, 2011 | 363574                     | 261097                   | 175976                        | 164540                      | 23529                   |
| Dec 30, 2011 | 373829                     | 277763                   | 145924                        | 158361                      | 21090                   |
| Jan 31, 2012 | 386688                     | 253726                   | 175458                        | 151277                      | 19425                   |
| Feb 29, 2012 | 386886                     | 224991                   | 170561                        | 160558                      | 20725                   |
| Mar 30, 2012 | 384564                     | 217781                   | 138722                        | 155701                      | 18488                   |
| Apr 30, 2012 | 347597                     | 216908                   | 165232                        | 169252                      | 11295                   |
| May 31, 2012 | 331286                     | 221630                   | 171713                        | 167408                      | 10856                   |
| Jun 29, 2012 | 341192                     | 230993                   | 151864                        | 158559                      | 10401                   |
| Jul 31, 2012 | 353365                     | 226076                   | 169220                        | 166895                      | 8981                    |
| Aug 31, 2012 | 342350                     | 217605                   | 166090                        | 155941                      | 9021                    |
| Sep 28, 2012 | 348493                     | 238784                   | 145111                        | 144424                      | 7676                    |
| Oct 31, 2012 | 359148                     | 214245                   | 161482                        | 153816                      | 7491                    |
| Nov 30, 2012 | 347141                     | 217811                   | 171204                        | 156416                      | 11650                   |
| Dec 31, 2012 | 366887                     | 251198                   | 159721                        | 150148                      | 7536                    |
| Jan 31, 2013 | 353553                     | 246301                   | 181797                        | 158624                      | 5492                    |
| Feb 28, 2013 | 364777                     | 236985                   | 167347                        | 156534                      | 5792                    |
| Mar 29, 2013 | 378331                     | 246034                   | 145271                        | 133759                      | 5274                    |
| Apr 30, 2013 | 354986                     | 234296                   | 160171                        | 169665                      | 5857                    |
| May 31, 2013 | 353001                     | 241940                   | 167826                        | 166165                      | 6589                    |
| Jun 28, 2013 | 367526                     | 260409                   | 143954                        | 141118                      | 5350                    |
| Jul 31, 2013 | 388497                     | 259940                   | 162716                        | 146193                      | 4629                    |
| Aug 30, 2013 | 382691                     | 264497                   | 142861                        | 139303                      | 4274                    |
| Sep 30, 2013 | 398852                     | 280065                   | 172750                        | 130809                      | 5500                    |
| Oct 31, 2013 | 376183                     | 268357                   | 167171                        | 131225                      | 5360                    |
| Nov 29, 2013 | 388211                     | 262782                   | 155814                        | 126275                      | 5364                    |
| Dec 31, 2013 | 424165                     | 289674                   | 170968                        | 104728                      | 5298                    |
| Jan 31, 2014 | 375675                     | 291102                   | 183439                        | 115118                      | 5747                    |
| Feb 28, 2014 | 379819                     | 276548                   | 185889                        | 114056                      | 4987                    |
| Mar 31, 2014 | 388307                     | 276930                   | 185968                        | 92038                       | 4625                    |
| Apr 30, 2014 | 362896                     | 267474                   | 208866                        | 97269                       | 5144                    |
| May 30, 2014 | 333475                     | 268111                   | 217622                        | 110717                      | 5325                    |
| Jun 30, 2014 | 342067                     | 269957                   | 235852                        | 93608                       | 5132                    |
| Jul 31, 2014 | 321722                     | 285312                   | 197434                        | 115882                      | 4642                    |
| Aug 29, 2014 | 319152                     | 280339                   | 222693                        | 112430                      | 5229                    |
| Sep 30, 2014 | 369327                     | 290088                   | 243120                        | 88268                       | 6023                    |
| Oct 31, 2014 | 341970                     | 291867                   | 227716                        | 111018                      | 5532                    |
| Nov 28, 2014 | 342280                     | 292003                   | 233481                        | 110926                      | 4973                    |
| Dec 31, 2014 | 380576                     | 313969                   | 270251                        | 84738                       | 6060                    |
| Jan 30, 2015 | 348616                     | 319670                   | 231088                        | 107356                      | 5008                    |
| Feb 27, 2015 | 338030                     | 294828                   | 244303                        | 108764                      | 5056                    |
| Mar 31, 2015 | 387991                     | 277601                   | 249754                        | 92393                       | 4016                    |
| Apr 30, 2015 | 350285                     | 267002                   | 226633                        | 123637                      | 4623                    |
| May 29, 2015 | 354897                     | 258364                   | 235634                        | 117834                      | 5476                    |
| Jun 30, 2015 | 370190                     | 269292                   | 310313                        | 88519                       | 4570                    |
| Jul 31, 2015 | 365616                     | 275422                   | 246597                        | 125954                      | 3721                    |
| Aug 31, 2015 | 381463                     | 285042                   | 240667                        | 129165                      | 4625                    |
| Sep 30, 2015 | 367050                     | 277078                   | 310038                        | 86814                       | 4012                    |
| Oct 30, 2015 | 366976                     | 290569                   | 256272                        | 119052                      | 4271                    |
| Nov 30, 2015 | 448547                     | 297824                   | 245461                        | 108065                      | 3835                    |
| Dec 31, 2015 | 437479                     | 403430                   | 298548                        | 105479                      | 3406                    |
| Jan 29, 2016 | 434086                     | 418247                   | 239958                        | 133944                      | 3279                    |
| Feb 29, 2016 | 466873                     | 437773                   | 240247                        | 146377                      | 4921                    |
| Mar 31, 2016 | 494061                     | 440705                   | 258115                        | 116155                      | 4788                    |
| Apr 29, 2016 | 469365                     | 451143                   | 238606                        | 153980                      | 11829                   |
| May 31, 2016 | 473849                     | 491034                   | 268414                        | 163881                      | 13384                   |
| Jun 30, 2016 | 487662                     | 533434                   | 333263                        | 140909                      | 13435                   |
| Jul 29, 2016 | 509702                     | 557591                   | 306537                        | 181303                      | 11700                   |
| Aug 31, 2016 | 602667                     | 598755                   | 414689                        | 212588                      | 6902                    |
| Sep 30, 2016 | 641410                     | 632137                   | 554684                        | 197691                      | 10182                   |
| Oct 31, 2016 | 759767                     | 681817                   | 507942                        | 252558                      | 11981                   |
| Nov 30, 2016 | 848044                     | 698963                   | 470685                        | 272615                      | 10143                   |
| Dec 30, 2016 | 798129                     | 685748                   | 535978                        | 211901                      | 11146                   |
| Jan 31, 2017 | 768490                     | 723404                   | 476005                        | 256004                      | 16202                   |
| Feb 28, 2017 | 739357                     | 701665                   | 498252                        | 264352                      | 13519                   |
| Mar 31, 2017 | 741729                     | 652432                   | 528210                        | 245932                      | 13232                   |
| Apr 28, 2017 | 683509                     | 653159                   | 517381                        | 284637                      | 12301                   |
| May 31, 2017 | 655151                     | 652220                   | 593250                        | 278404                      | 12601                   |
| Jun 30, 2017 | 619501                     | 650715                   | 613014                        | 245446                      | 6599                    |
| Jul 31, 2017 | 652984                     | 685794                   | 558856                        | 277944                      | 3644                    |
| Aug 31, 2017 | 618072                     | 675061                   | 616906                        | 297555                      | 4098                    |
| Sep 29, 2017 | 650035                     | 675434                   | 592661                        | 283265                      | 3291                    |
| Oct 31, 2017 | 710416                     | 672284                   | 569885                        | 319956                      | 3009                    |
| Nov 30, 2017 | 699138                     | 684901                   | 565157                        | 314402                      | 6043                    |
| Dec 29, 2017 | 704627                     | 688243                   | 610575                        | 295120                      | 5659                    |
| Jan 31, 2018 | 706781                     | 707524                   | 552545                        | 321966                      | 5020                    |
| Feb 28, 2018 | 805489                     | 702967                   | 527689                        | 319501                      | 5404                    |
| Mar 30, 2018 | 871381                     | 649813                   | 476076                        | 265907                      | 4377                    |
| Apr 30, 2018 | 779960                     | 660991                   | 523733                        | 322118                      | 7728                    |
| May 31, 2018 | 746341                     | 658315                   | 590038                        | 315878                      | 3199                    |
| Jun 29, 2018 | 738831                     | 657155                   | 553683                        | 313702                      | 4319                    |
| Jul 31, 2018 | 762603                     | 664236                   | 568823                        | 326939                      | 6404                    |
| Aug 31, 2018 | 767155                     | 636406                   | 538270                        | 325448                      | 5520                    |
| Sep 28, 2018 | 763546                     | 618911                   | 533745                        | 329357                      | 4600                    |
| Oct 31, 2018 | 795047                     | 627469                   | 553228                        | 326795                      | 4259                    |
| Nov 30, 2018 | 803482                     | 626555                   | 582783                        | 310938                      | 7118                    |
| Dec 31, 2018 | 862710                     | 648154                   | 588423                        | 328961                      | 2884                    |
| Jan 31, 2019 | 783572                     | 644494                   | 596626                        | 353067                      | 4698                    |
| Feb 28, 2019 | 816750                     | 646335                   | 596690                        | 351651                      | 5622                    |
| Mar 29, 2019 | 849223                     | 660693                   | 547751                        | 347596                      | 4194                    |
| Apr 30, 2019 | 729775                     | 679786                   | 600157                        | 347871                      | 5049                    |
| May 31, 2019 | 740644                     | 686034                   | 637359                        | 373294                      | 5320                    |
| Jun 28, 2019 | 753332                     | 670927                   | 655723                        | 365722                      | 6332                    |
| Jul 31, 2019 | 755505                     | 671781                   | 717837                        | 364933                      | 12323                   |
| Aug 30, 2019 | 830076                     | 656417                   | 736384                        | 367658                      | 6423                    |
| Sep 30, 2019 | 930326                     | 693933                   | 687675                        | 354279                      | 6170                    |
| Oct 31, 2019 | 972130                     | 729541                   | 650054                        | 355291                      | 7134                    |
| Nov 29, 2019 | 1015659                    | 721775                   | 631492                        | 348241                      | 11485                   |
| Dec 31, 2019 | 1020830                    | 752810                   | 680789                        | 318285                      | 8610                    |
| Jan 31, 2020 | 945461                     | 718706                   | 719765                        | 375317                      | 10161                   |
| Feb 28, 2020 | 943071                     | 732105                   | 700199                        | 405210                      | 6232                    |
| Mar 31, 2020 | 1247912                    | 1002661                  | 958619                        | 423216                      | 17560                   |
| Apr 30, 2020 | 1897869                    | 1000194                  | 717465                        | 414700                      | 24763                   |
| May 29, 2020 | 2178737                    | 904428                   | 574632                        | 349936                      | 16727                   |
| Jun 30, 2020 | 2211241                    | 817920                   | 495525                        | 301703                      | 14602                   |
| Jul 31, 2020 | 2155861                    | 757617                   | 542506                        | 307144                      | 18188                   |
| Aug 31, 2020 | 2156072                    | 709704                   | 548813                        | 334064                      | 17126                   |
| Sep 30, 2020 | 2214588                    | 702949                   | 566438                        | 322045                      | 14591                   |
| Oct 30, 2020 | 2165905                    | 670986                   | 522779                        | 336485                      | 23001                   |
| Nov 30, 2020 | 2192355                    | 648831                   | 584894                        | 346927                      | 25621                   |
| Dec 31, 2020 | 2228603                    | 632807                   | 562873                        | 317810                      | 20411                   |
| Jan 29, 2021 | 2239819                    | 620838                   | 540738                        | 342869                      | 17889                   |
| Feb 26, 2021 | 2230980                    | 611633                   | 561221                        | 402451                      | 20090                   |
| Mar 31, 2021 | 2383095                    | 577602                   | 645938                        | 389150                      | 20646                   |
| Apr 30, 2021 | 2369430                    | 564576                   | 699108                        | 389071                      | 23469                   |
| May 31, 2021 | 2257850                    | 544626                   | 886589                        | 381679                      | 20178                   |
| Jun 30, 2021 | 2143680                    | 502347                   | 1107806                       | 334380                      | 18422                   |
| Jul 30, 2021 | 1940609                    | 492914                   | 1200773                       | 349621                      | 22089                   |
| Aug 31, 2021 | 1853764                    | 478283                   | 1374502                       | 337927                      | 18576                   |
| Sep 30, 2021 | 1616994                    | 451116                   | 1642294                       | 316204                      | 12762                   |
| Oct 29, 2021 | 1761974                    | 416950                   | 1605096                       | 311436                      | 14281                   |
| Nov 30, 2021 | 1727462                    | 405810                   | 1737059                       | 319658                      | 16667                   |
| Dec 31, 2021 | 1718060                    | 381425                   | 1911571                       | 293462                      | 17971                   |
| Jan 31, 2022 | 1737007                    | 373969                   | 1757020                       | 319292                      | 17697                   |
| Feb 28, 2022 | 1719995                    | 379764                   | 1775328                       | 332393                      | 19141                   |
| Mar 31, 2022 | 1656478                    | 360399                   | 1813930                       | 293710                      | 19408                   |
| Apr 29, 2022 | 1578529                    | 359574                   | 1845673                       | 287779                      | 21029                   |
| May 31, 2022 | 1462371                    | 388986                   | 1884467                       | 276063                      | 17195                   |
| Jun 30, 2022 | 1397248                    | 369051                   | 2066055                       | 215657                      | 14086                   |
| Jul 29, 2022 | 1367776                    | 383724                   | 2083417                       | 232357                      | 12440                   |
| Aug 31, 2022 | 1288898                    | 394887                   | 2067585                       | 256918                      | 11764                   |
| Sep 30, 2022 | 1212009                    | 429566                   | 2121404                       | 235973                      | 14484                   |
| Oct 31, 2022 | 1182187                    | 484798                   | 2089039                       | 262437                      | 10957                   |
| Nov 30, 2022 | 1124366                    | 521339                   | 2034687                       | 305341                      | 11577                   |
| Dec 30, 2022 | 1031114                    | 510079                   | 2223295                       | 275634                      | 9947                    |
| Jan 31, 2023 | 1004850                    | 562106                   | 2077025                       | 362851                      | 7800                    |
| Feb 28, 2023 | 964801                     | 540768                   | 2136493                       | 361410                      | 8845                    |
| Mar 31, 2023 | 1010969                    | 733665                   | 2281243                       | 402627                      | 10049                   |
| Apr 28, 2023 | 975975                     | 725620                   | 2321822                       | 442798                      | 6540                    |
| May 31, 2023 | 868983                     | 789771                   | 2385973                       | 492328                      | 22042                   |
| Jun 30, 2023 | 1198561                    | 679151                   | 2245147                       | 462482                      | 11059                   |
| Jul 31, 2023 | 1360792                    | 617741                   | 2133259                       | 512615                      | 13226                   |
| Aug 31, 2023 | 1503398                    | 644650                   | 2037808                       | 527219                      | 10366                   |
| Sep 29, 2023 | 1662163                    | 633514                   | 1926076                       | 545246                      | 12332                   |
| Oct 31, 2023 | 1847091                    | 666655                   | 1635006                       | 558172                      | 11892                   |
| Nov 30, 2023 | 2078342                    | 669348                   | 1535667                       | 612027                      | 14565                   |
| Dec 29, 2023 | 2139080                    | 658670                   | 1570547                       | 588570                      | 6855                    |
| Jan 31, 2024 | 2204253                    | 702754                   | 1430421                       | 644568                      | 14545                   |