Board of Governors of the Federal Reserve System

Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks

Reserve Bank credit

 7,221,739

-      908

-1,131,018

 7,222,996

Securities held outright1

 6,818,494

-    3,619

-  902,500

 6,818,650

U.S. Treasury securities

 4,461,505

-    3,618

-  698,924

 4,461,661

Bills2

   195,218

         0

-   81,102

   195,218

Notes and bonds, nominal2

 3,797,735

-    4,239

-  611,318

 3,797,735

Notes and bonds, inflation-indexed2

   351,111

+      136

-   17,142

   351,111

Inflation compensation3

   117,440

+      484

+   10,637

   117,596

Federal agency debt securities2

     2,347

         0

         0

     2,347

Mortgage-backed securities4

 2,354,642

         0

-  203,576

 2,354,642

Unamortized premiums on securities held outright5

   265,731

-      491

-   32,239

   265,565

Unamortized discounts on securities held outright5

   -25,121

+      211

+    2,579

   -25,042

Repurchase agreements6

         4

-       12

+        3

         5

Foreign official

         2

+        2

+        2

         5

Others

         2

-       14

+        1

         0

Loans

   116,993

-      406

-  178,405

   117,079

Primary credit

     6,320

-      179

+    3,003

     6,461

Secondary credit

         0

         0

-        1

         0

Seasonal credit

        32

+        1

+       11

        36

Paycheck Protection Program Liquidity Facility

     2,901

-       14

-    4,905

     2,893

Bank Term Funding Program

   107,740

-      214

+    6,185

   107,690

Other credit extensions7

         0

         0

-  182,699

         0

Net portfolio holdings of MS Facilities 2020 LLC (Main Street Lending Program)8

    11,374

+       10

-    8,931

    11,386

Net portfolio holdings of Municipal Liquidity Facility LLC8

         0

         0

-    5,585

         0

Net portfolio holdings of TALF II LLC8

         0

         0

-    1,710

         0

Float

      -221

+      253

-       56

      -278

Central bank liquidity swaps9

       114

-       15

-      223

       114

Other Federal Reserve assets10

    34,369

+    3,158

-    3,954

    35,517

Foreign currency denominated assets11

    17,878

-      110

-      519

    17,947

Gold stock

    11,041

         0

         0

    11,041

Special drawing rights certificate account

     5,200

         0

         0

     5,200

Treasury currency outstanding12

    52,938

+       14

+      708

    52,938

Total factors supplying reserve funds

 7,308,796

-    1,004

-1,130,830

 7,310,123

Currency in circulation12

 2,351,062

-    2,008

+    8,992

 2,350,601

Reverse repurchase agreements13

   783,802

-    8,235

-1,675,596

   832,756

Foreign official and international accounts

   378,229

+    1,648

+   38,153

   385,182

Others

   405,574

-    9,881

-1,713,747

   447,574

Treasury cash holdings

       406

-       13

+      172

       411

Deposits with F.R. Banks, other than reserve balances

   833,759

-   40,317

+  518,342

   806,870

Term deposits held by depository institutions

         0

         0

         0

         0

U.S. Treasury, General Account

   673,573

-   36,736

+  571,455

   650,212

Foreign official

     9,702

-       43

+       16

     9,683

Other14

   150,484

-    3,538

-   53,129

   146,974

Treasury contributions to credit facilities15

     4,958

         0

-    8,400

     4,958

Other liabilities and capital16

  -120,326

+    2,745

-  104,212

  -119,506

Total factors, other than reserve balances,
absorbing reserve funds

 3,853,662

-   47,827

-1,260,702

 3,876,091

Reserve balances with Federal Reserve Banks

 3,455,134

+   46,824

+  129,873

 3,434,032

1.

Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.

2.

Face value of the securities.

3.

Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.

4.

Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of

the securities.

5.

Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized.  For U.S. Treasury securities, Federal agency debt securities, and mortgage-backed securities, amortization is on an effective-interest basis.

6.

Cash value of agreements.

7.

Includes outstanding loans to depository institutions that were subsequently placed into Federal Deposit Insurance Corporation (FDIC) receivership, including depository institutions established by the FDIC. The Federal Reserve Banks' loans to these depository institutions are secured by pledged collateral and the FDIC provides repayment guarantees.

8.

Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury contributions to the facility. Refer to note on consolidation below.

9.

Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned

to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the

foreign central bank.

10.

Includes bank premises, accrued interest, and other accounts receivable.

11.

Revalued daily at current foreign currency exchange rates.

12.

Estimated.

13.

Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities

14.

Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, designated financial market utilities, and deposits held by depository institutions in joint accounts in connection with their participation in certain private-sector payment arrangements.  Also includes certain deposit accounts other than the U.S. Treasury, General Account, for services provided by the Reserve Banks as fiscal agents of the United States.

15.

Book value. Amount of equity investments in MS Facilities 2020 LLC of $5.0 billion.

16.

Includes the liability for earnings remittances due to the U.S. Treasury.

Securities held in custody for foreign official and international accounts

 3,330,530

+    6,682

-   78,548

 3,323,348

Marketable U.S. Treasury securities1

 2,939,205

+    7,026

-   43,671

 2,932,148

Federal agency debt and mortgage-backed securities2

   310,399

-      315

-   34,132

   310,326

Other securities3

    80,926

-       30

-      745

    80,874

Securities lent to dealers

    32,685

+      798

-   13,878

    34,197

Overnight facility4

    32,685

+      798

-   13,878

    34,197

U.S. Treasury securities

    32,685

+      798

-   13,869

    34,197

Federal agency debt securities

         0

         0

-        9

         0

1.

Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS. Does not include securities pledged as collateral to foreign official and international account holders against reverse repurchase agreements with the Federal Reserve presented in tables 1, 5, and 6.

2.

Face value of federal agency securities and current face value of mortgage-backed securities, which is the remaining principal balance of the securities.

3.

Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed securities, and commercial paper at face value.

4.

Face value. Fully collateralized by U.S. Treasury securities.

Loans1

     1,498

     7,280

   105,459

     2,843

         0

...

   117,079

U.S. Treasury securities2

Holdings

    22,030

   252,515

   536,167

 1,489,783

   646,300

 1,514,867

 4,461,661

Weekly changes

+    1,295

-      721

-      518

+      183

+       66

+      121

+      425

Federal agency debt securities3

Holdings

         0

         0

         0

       486

     1,861

         0

     2,347

Weekly changes

         0

         0

         0

         0

         0

         0

         0

Mortgage-backed securities4

Holdings

         0

         1

        31

     5,762

    27,527

 2,321,321

 2,354,642

Weekly changes

         0

         0

         0

         0

         0

         0

         0

Loan participations held by MS

Facilities 2020 LLC (Main Street

Lending Program)5

         0

         0

         0

     6,380

...

...

     6,380

Repurchase agreements6

         5

         0

...

...

...

...

         5

Central bank liquidity swaps7

       114

         0

         0

         0

         0

         0

       114

Reverse repurchase agreements6

   832,756

         0

...

...

...

...

   832,756

Term deposits

         0

         0

         0

...

...

...

         0

1.

Loans includes primary, secondary, and seasonal loans and credit extended through the Paycheck Protection Program Liquidity Facility (PPPLF), Bank Term Funding Program, and other credit extensions. A component of PPPLF loans presented in the Within 15 day category has reached maturity and is recognized as performing loans based upon the underlying guarantee of the collateral by the Small Business Administration. Loans exclude the loans from the Federal Reserve Bank of Boston (FRBB) to MS Facilities 2020 LLC, which were eliminated when preparing the FRBB's statement of condition, consistent with consolidation under generally accepted accounting principles.

2.

Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of inflation on the original face value of such securities.

3.

Face value.

4.

Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.

5.

Book value of the loan participations held by the MS Facilities 2020 LLC.

6.

Cash value of agreements.

7.

Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to
the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign
central bank.

Mortgage-backed securities held outright1

 2,354,642

Residential mortgage-backed securities

 2,346,483

Commercial mortgage-backed securities

     8,159

Commitments to buy mortgage-backed securities2

        92

Commitments to sell mortgage-backed securities2

         0

Cash and cash equivalents3

         0

1.

Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.

2.

Current face value. Includes residential and commercial mortgage-backed securities. Residential mortgage-backed securities generally settle within 180 calendar days and include commitments associated with outright transactions, dollar rolls, and coupon swaps. Commercial mortgage-backed securities generally settle within three business days.

3.

This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5 and table 6.

MS Facilities 2020 LLC (Main Street Lending Program)

     5,486

     5,381

     6,005

    11,386

1.

Book value. This amount was eliminated when preparing the Federal Reserve Banks' statement of condition consistent with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 6. Loans are extended from the Federal Reserve Bank to the LLC upon settlement of the investment activity.

2.

Outstanding amount of facility asset purchases includes loan participations at face value, net of an allowance for credit losses updated as of March 31, 2024.

3.

Includes short term receivables, interest and dividend receivables, and other assets of the facility. Also includes the portion of the Treasury contribution to the credit facilities, which is held as investments in nonmarketable Treasury securities and the residual portion which is held as cash and cash equivalents at the FRBNY. The amount of cash and cash equivalents held at the FRBNY are eliminated in consolidation and, as result, are excluded from net portfolio holdings in Tables 1, 5, and 6. Refer to the note on consolidation accompanying table 6.

Assets

Gold certificate account

    11,037

         0

         0

Special drawing rights certificate account

     5,200

         0

         0

Coin

     1,473

-        3

+      156

Securities, unamortized premiums and discounts, repurchase agreements, and loans

 7,176,257

+      196

-1,108,487

Securities held outright1

 6,818,650

+      425

-  902,120

U.S. Treasury securities

 4,461,661

+      425

-  698,590

Bills2

   195,218

         0

-   80,718

Notes and bonds, nominal2

 3,797,735

         0

-  611,318

Notes and bonds, inflation-indexed2

   351,111

         0

-   17,142

Inflation compensation3

   117,596

+      424

+   10,587

Federal agency debt securities2

     2,347

         0

         0

Mortgage-backed securities4

 2,354,642

         0

-  203,530

Unamortized premiums on securities held outright5

   265,565

-      429

-   32,202

Unamortized discounts on securities held outright5

   -25,042

+      191

+    2,563

Repurchase agreements6

         5

-      101

+        5

Loans7

   117,079

+      111

-  176,733

Net portfolio holdings of MS Facilities 2020 LLC (Main Street Lending Program)8

    11,386

+       13

-    8,938

Net portfolio holdings of Municipal Liquidity Facility LLC8

         0

         0

-    5,587

Net portfolio holdings of TALF II LLC8

         0

         0

-    1,712

Items in process of collection

(0)

        43

-        4

-       13

Bank premises

       431

-        1

-       25

Central bank liquidity swaps9

       114

-       15

-      223

Foreign currency denominated assets10

    17,947

-        6

-      547

Other assets11

    35,086

+    3,106

-    3,973

Total assets

(0)

 7,258,974

+    3,287

-1,129,349

Liabilities

Federal Reserve notes, net of F.R. Bank holdings

 2,299,543

-    2,569

+    7,308

Reverse repurchase agreements12

   832,756

+   86,911

-1,604,315

Deposits

(0)

 4,240,902

-   82,965

+  579,870

Term deposits held by depository institutions

         0

         0

         0

Other deposits held by depository institutions

 3,434,032

-   23,706

+  127,721

U.S. Treasury, General Account

   650,212

-   53,102

+  515,355

Foreign official

     9,683

+        6

-        2

Other13

(0)

   146,974

-    6,164

-   63,205

Deferred availability cash items

(0)

       321

-      443

-       62

Treasury contributions to credit facilities14

     4,958

         0

-    8,400

Other liabilities and accrued dividends15

  -162,793

+    2,353

-  104,625

Total liabilities

(0)

 7,215,688

+    3,288

-1,130,222

Capital accounts

Capital paid in

    36,502

         0

+      874

Surplus

     6,785

         0

         0

Other capital accounts

         0

         0

         0

Total capital

    43,287

         0

+      874

1.

Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.

2.

Face value of the securities.

3.

Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.

4.

Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.

5.

Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized.  For U.S. Treasury securities, Federal agency debt securities, and mortgage-backed securities, amortization is on an effective-interest basis.

6.

Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.

7.

Loans includes primary, secondary, and seasonal loans and credit extended through the Paycheck Protection Program Liquidity Facility, Bank Term Funding Program, and other credit extensions.

8.

Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury contributions to the facility. Refer to note on consolidation below.

9.

Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to
the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign
central bank.

10.

Revalued daily at current foreign currency exchange rates.

11.

Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.

12.

Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

13.

Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, designated financial market utilities, and deposits held by depository institutions in joint accounts in connection with their participation in certain private-sector payment arrangements.  Also includes certain deposit accounts other than the U.S. Treasury, General Account, for services provided by the Reserve Banks as fiscal agents of the United States.

14.

Book value. Amount of equity investments in MS Facilities 2020 LLC of $5.0 billion.

15.

Includes the liability for earnings remittances due to the U.S. Treasury.

Assets

Gold certificates and special drawing rights certificates

    16,237

       563

     5,129

       517

       761

     1,203

     2,268

     1,108

       484

       272

       460

     1,311

     2,161

Coin

     1,473

        41

        45

       166

        45

       192

       115

       254

        31

        50

       102

       172

       260

Securities, unamortized premiums and discounts, repurchase agreements,
and loans1

 7,176,257

   159,422

 3,811,701

   107,633

   278,702

   713,841

   482,127

   398,482

   104,814

    49,984

    86,289

   318,536

   664,727

Net portfolio holdings of MS

Facilities 2020 LLC (Main Street

Lending Program)2

    11,386

    11,386

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Central bank liquidity swaps3

       114

         5

        39

         4

        12

        23

         4

         6

         3

         1

         1

         3

        15

Foreign currency denominated

assets4

    17,947

       749

     6,207

       632

     1,909

     3,541

       588

       881

       404

       112

       195

       432

     2,298

Other assets5

    35,561

     1,012

    15,969

       639

     1,360

     3,749

     3,350

     1,985

       895

       530

       830

     1,732

     3,509

Interdistrict settlement account

         0

-    6,934

-   33,990

+   13,447

+   14,554

-   14,252

-   13,827

-   37,856

+    2,193

-    4,802

-   11,434

-    4,268

+   97,168

Total assets

 7,258,974

   166,244

 3,805,100

   123,038

   297,343

   708,296

   474,625

   364,860

   108,824

    46,147

    76,444

   317,917

   770,137

Liabilities

Federal Reserve notes, net

 2,299,543

    87,357

   740,533

    55,253

   114,279

   162,713

   356,168

   114,053

    72,616

    28,318

    36,391

   201,039

   330,823

Reverse repurchase agreements6

   832,756

    17,321

   448,140

    12,407

    32,473

    83,008

    55,715

    45,958

    11,653

     5,202

     9,156

    36,366

    75,357

Deposits

 4,240,902

    56,973

 2,705,245

    55,428

   152,887

   480,515

    60,508

   214,277

    23,376

    12,415

    30,805

    80,441

   368,033

Depository institutions

 3,434,032

    56,919

 1,996,509

    55,427

   152,854

   480,159

    60,480

   116,893

    23,371

    12,358

    30,776

    80,297

   367,989

U.S. Treasury, General Account

   650,212

         0

   650,212

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Foreign official

     9,683

         2

     9,657

         1

         4

         8

         1

         2

         1

         0

         0

         1

         5

Other7

   146,974

        52

    48,867

         0

        29

       347

        26

    97,382

         4

        56

        29

       144

        38

Earnings remittances due to the U.S. Treasury8

  -174,860

    -3,423

  -108,957

    -1,821

    -7,385

   -28,211

        83

   -12,278

        18

      -197

      -602

    -1,429

   -10,659

Treasury contributions to credit facilities9

     4,958

     4,958

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Other liabilities and accrued
dividends

    12,388

     1,231

     5,271

       261

       518

     1,727

       693

       715

       178

       136

       234

       340

     1,084

Total liabilities

 7,215,688

   164,417

 3,790,232

   121,528

   292,772

   699,752

   473,166

   362,726

   107,841

    45,874

    75,984

   316,758

   764,638

Capital

Capital paid in

    36,502

     1,544

    12,522

     1,271

     3,849

     7,205

     1,236

     1,801

       830

       230

       387

       996

     4,631

Surplus

     6,785

       283

     2,346

       239

       722

     1,339

       222

       333

       153

        42

        74

       163

       869

Other capital

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Total liabilities and capital

 7,258,974

   166,244

 3,805,100

   123,038

   297,343

   708,296

   474,625

   364,860

   108,824

    46,147

    76,444

   317,917

   770,137

1.

Securities include outright holdings of U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities, including securities lent to dealers under the overnight securities

lending facility; refer to table 1A. Mortgage-backed securities are guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Unamortized premiums and discounts are the differences between

the purchase price and the face value of the securities that have not been amortized.  For U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities,

amortization is on an effective-interest basis. Repurchase agreements reflect the cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.

Loans includes primary, secondary, and seasonal loans and credit extended through the Paycheck Protection Program Liquidity Facility, Bank Term Funding Program, and other credit extensions.

2.

Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury contributions to the facility. Refer to note on consolidation below.

3.

Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate
equals the market exchange rate used when the foreign currency was acquired from the foreign central bank.

4.

Revalued daily at current foreign currency exchange rates.

5.

Includes items in process of collection, bank premises, accrued interest (which represents the daily accumulation of interest earned), and other accounts receivable.

6.

Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

7.

Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, designated financial market utilities, and deposits held by depository institutions in joint accounts in connection with their participation in certain private-sector payment arrangements.  Also includes certain deposit accounts other than the U.S. Treasury, General Account, for services provided by the Reserve Banks as fiscal agents of the United States.

8.

The Federal Reserve Banks remit residual net earnings to the U.S. Treasury after providing for the costs of operations, payment of dividends, and the amount necessary to maintain each Federal Reserve Bank's allotted surplus cap. Positive amounts represent the estimated weekly remittances due to U.S. Treasury. Negative amounts represent the cumulative deferred asset position, which is incurred during a period when earnings are not sufficient to provide for the cost of operations, payment of dividends, and maintaining surplus. The deferred asset is the amount of net earnings that the Federal Reserve Banks need to realize before remittances to the U.S. Treasury resume.

9.

Book value. Amount of equity investments in MS Facilities 2020 LLC of $5.0 billion.

Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) and the Federal Reserve Bank of Boston (FRBB) have extended loans to limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 5, 2020, FRBNY began extending loans to the Municipal Liquidity Facility LLC (MLF LLC), a limited liability company formed to purchase municipal notes from eligible issuers. The assets of the MLF LLC and the amount provided by U.S. Treasury as credit protection to the FRBNY are used to secure the loan from the FRBNY. On June 25, 2020, FRBNY began extending loans to the TALF II LLC, a special purpose vehicle that was formed to help support the flow of credit to consumers and businesses. The assets of the TALF II LLC and the amount provided by U.S. Treasury as credit protection to the FRBNY are used to secure the loan from the FRBNY. On July 15, 2020, the FRBB began extending loans to the MS Facilities 2020 LLC (Main Street Lending Program), a special purpose vehicle that was formed to help ensure credit flows to small and medium-sized businesses and to eligible nonprofits. The assets of the MS Facilities 2020 LLC and the amount provided by U.S. Treasury as credit protection to the FRBB are used to secure the loan from the FRBB.

The FRBNY is the managing member of MLF LLC and TALF II LLC. The FRBB is the managing member of MS Facilities 2020 LLC (Main Street Lending Program). Consistent with generally accepted accounting principles, the assets and liabilities of each LLC have been accounted for and consolidated with the assets and liabilities of the FRBNY or FRBB, in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the loan from the Reserve Bank to the LLC is eliminated as are any balances held at the FRBNY for LLCs consolidated to FRBNY or FRBB for LLCs consolidated to FRBB. Treasury contributions to credit facilities are held at FRBNY until invested. Net assets of the LLC appears as assets on table 6 (and in table 1 and table 5), and the liabilities of the LLC to entities other than the FRBNY or FRBB, including those with recourse only to the portfolio holdings of the LLC, are included in other liabilities in this table (and table 1 and table 5). The amount provided by U.S. Treasury as credit protection to FRBNY and FRBB appears as liabilities on table 6 (and in table 1 and table 5).

Federal Reserve notes outstanding

 2,756,386

Less: Notes held by F.R. Banks not subject to collateralization

   456,843

Federal Reserve notes to be collateralized

 2,299,543

Collateral held against Federal Reserve notes

 2,299,543

Gold certificate account

    11,037

Special drawing rights certificate account

     5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2

 2,283,306

Other assets pledged

         0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2

 6,818,655

Less: Face value of securities under reverse repurchase agreements

   986,014

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged

 5,832,641

1.

Includes face value of U.S. Treasury, agency debt, and mortgage-backed securities held outright, compensation to adjust for the effect of inflation on the original face value of inflation-indexed securities, and cash value of repurchase agreements.

2.

Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.