Find this section by choosing Edit My Profile from your News Feed view or by choosing Edit Profile from the new summary section at the top of your profile.

In addition to listing your relationship status, anniversary and family members, you can also now add additional relationships. You can create a new list of your closest friends, for example, or you can upload a list for a group you've already created, such friends you've assigned to your Limited Profile list.

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These lists appear on your Facebook profile along the left side, but are visible only to you. The only list that is public is your Friends list (and only if your privacy settings allow others to view your friends).