Periodic Report: Update on Outstanding Lending Facilities, May 9, 2021

• The total value of the collateral pledged to secure the FRBNY’s loans to the SPV was $28,080,586,110.3 • The total amount of interest, fees, and other revenue received by the SPV with respect to the CCFs, reported on an accrual basis, was $261,048,091. [...] • The total value of the collateral pledged to secure the FRBNY’s loans to the SPV was $5,470,482,839.5 • The total value of the collateral pledged to secure the SPV’s loans to eligible borrowers was $2,100,315,952.6 • The total amount of interest, fees, and other revenue received by the SPV with respect to the TALF, reported on an accrual basis, was $30,938,841. [...] As of April 30, 2021: • The total outstanding amount of the FRBB’s loans to the SPV under the MSLP was $16,404,010,383.10 • The total value of the collateral pledged to secure the FRBB’s loans to the SPV was $30,654,328,878.11 • The total amount of interest, fees, and other revenue received by the SPV with respect to the MSLP, reported on an accrual basis, was $242,879,494. [...] This comprises $15,060,888 received on commingled investments of the MSLP, such as the equity investment from the Department of the Treasury, and amounts received of $36,412,518 under the MSNLF; $24,470,897 under the MSELF; $166,412,376 under the MSPLF; and $522,815 under the NONLF related to separately identifiable assets and accounts of the facilities. [...] 11 Includes the amortized cost of participations, net of allowance purchased under the MSNLF in the amount of $2,085,314,301; purchased under the MSELF in the amount of $1,257,251,728; purchased under the MSPLF in the amount of $10,327,876,184; and purchased under the NONLF in the amount of $31,973,244.