FHLB Pit 10Q 2015.06.30

0001330399-15-000011.txt : 20150806 0001330399-15-000011.hdr.sgml : 20150806 20150806104905 ACCESSION NUMBER: 0001330399-15-000011 CONFORMED SUBMISSION TYPE: 10-Q PUBLIC DOCUMENT COUNT: 13 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150806 DATE AS OF CHANGE: 20150806 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Federal Home Loan Bank of Pittsburgh CENTRAL INDEX KEY: 0001330399 STANDARD INDUSTRIAL CLASSIFICATION: FEDERAL & FEDERALLY-SPONSORED CREDIT AGENCIES [6111] IRS NUMBER: 000000000 STATE OF INCORPORATION: PA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 10-Q SEC ACT: 1934 Act SEC FILE NUMBER: 000-51395 FILM NUMBER: 151031678 BUSINESS ADDRESS: STREET 1: 601 GRANT STREET CITY: PITTSBURGH STATE: PA ZIP: 15219 BUSINESS PHONE: 412-288-3400 MAIL ADDRESS: STREET 1: 601 GRANT STREET CITY: PITTSBURGH STATE: PA ZIP: 15219 10-Q 1 fhlbpit10q20150630.htm 10-Q FHLB Pit 10Q 2015.06.30

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 10-Q

[x] QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the quarterly period ended June 30, 2015

[ ] TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from to

Commission File Number: 000-51395

FEDERAL HOME LOAN BANK OF PITTSBURGH

(Exact name of registrant as specified in its charter)



Federally Chartered Corporation		25-6001324
(State or other jurisdiction of incorporation or organization)		(IRS Employer Identification No.)

601 Grant Street Pittsburgh, PA 15219 (Address of principal executive offices)		15219 (Zip Code)

(412) 288-3400

(Registrant’s telephone number, including area code)

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. [x]Yes []No

Indicate by check mark whether the registrant has submitted electronically and posted on its corporate Web site, if any, every Interactive Data File required to be submitted and posted pursuant to Rule 405 of Regulation S-T during the preceding 12 months (or for such shorter period that the registrant was required to submit and post such files). [x] Yes [] No

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, or a smaller reporting company. See the definitions of “large accelerated filer,” “accelerated filer” and “smaller reporting company” in Rule 12b-2 of the Exchange Act. (Check one):



o Large accelerated filer		o Accelerated filer
x Non-accelerated filer		o Smaller reporting company

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act). [] Yes [x] No

There were 34,039,624 shares of common stock with a par value of $100 per share outstanding at July 31, 2015.

FEDERAL HOME LOAN BANK OF PITTSBURGH

TABLE OF CONTENTS






Part I - FINANCIAL INFORMATION	1
Item 1: Financial Statements (unaudited)	43
Notes to Financial Statements (unaudited)	50
Item 2: Management's Discussion and Analysis of Financial Condition and Results of Operations	1
Risk Management	23
Item 3: Quantitative and Qualitative Disclosures about Market Risk	89
Item 4: Controls and Procedures	89
Part II - OTHER INFORMATION	89
Item 1: Legal Proceedings	89
Item 1A: Risk Factors	89
Item 2: Unregistered Sales of Equity Securities and Use of Proceeds	89
Item 3: Defaults upon Senior Securities	89
Item 4: Mine Safety Disclosures	89
Item 5: Other Information	89
Item 6: Exhibits	90
Signature	90

PART I - FINANCIAL INFORMATION

Item 2: Management's Discussion and Analysis of Financial Condition and Results of Operations

Forward-Looking Information

Statements contained in this Form 10-Q, including statements describing the objectives, projections, estimates, or predictions of the future of the Federal Home Loan Bank of Pittsburgh (the Bank), may be “forward-looking statements.” These statements may use forward-looking terms, such as “anticipates,” “believes,” “could,” “estimates,” “may,” “should,” “will,” or their negatives or other variations on these terms. The Bank cautions that, by their nature, forward-looking statements involve risk or uncertainty and that actual results could differ materially from those expressed or implied in these forward-looking statements or could affect the extent to which a particular objective, projection, estimate, or prediction is realized. These forward-looking statements involve risks and uncertainties including, but not limited to, the following: economic and market conditions, including, but not limited to real estate, credit and mortgage markets; volatility of market prices, rates, and indices related to financial instruments; political, legislative, regulatory, litigation, or judicial events or actions; changes in assumptions used in the quarterly other-than-temporary impairment (OTTI) process; risks related to mortgage-backed securities; changes in the assumptions used in the allowance for credit losses; changes in the Bank’s capital structure; changes in the Bank’s capital requirements; membership changes; changes in the demand by Bank members for Bank advances; an increase in advances’ prepayments; competitive forces, including the availability of other sources of funding for Bank members; changes in investor demand for consolidated obligations and/or the terms of interest rate exchange agreements and similar agreements; changes in the Federal Home Loan Bank (FHLBank) System’s debt rating or the Bank’s rating; the ability of the Bank to introduce new products and services to meet market demand and to manage successfully the risks associated with new products and services; the ability of each of the other FHLBanks to repay the principal and interest on consolidated obligations for which it is the primary obligor and with respect to which the Bank has joint and several liability; applicable Bank policy requirements for retained earnings and the ratio of the market value of equity to par value of capital stock; the Bank’s ability to maintain adequate capital levels (including meeting applicable regulatory capital requirements); business and capital plan adjustments and amendments; technology risks; and timing and volume of market activity. This Management's Discussion and Analysis (MD&A) should be read in conjunction with the Bank's unaudited interim financial statements and notes and Risk Factors included in Part II, Item 1A of this Form 10-Q, as well as the Bank's 2014 Form 10-K (2014 Form 10-K), including Risk Factors included in Item 1A of that report.

Executive Summary

Overview. The Bank's financial condition and results of operations are influenced by the interest rate environment, global and national economies, local economies within its three-state district, and the conditions in the financial, housing and credit markets. During the second quarter of 2015, funding spreads (i.e., the cost of FHLBank debt relative to LIBOR) generally improved due to more favorable market conditions.

The interest rate environment significantly impacts the Bank's profitability. Net interest income is affected by several external factors, including market interest rate levels and volatility, credit spreads and the general state of the economy. To manage interest rate risk, a portion of the Bank's advances and debt have been hedged with interest-rate exchange agreements in which 1-month or 3-month LIBOR is received (advances) or paid (debt). Short-term interest rates also directly affect the Bank's earnings on invested capital. The Bank expects its near-term ability to generate significant earnings on capital and short-term investments will be limited in light of the Federal Reserve’s policy of maintaining the Federal funds rate at zero to 25 basis points. Finally, the Bank's mortgage-related assets make it sensitive to changes in mortgage rates. The Bank earns relatively narrow spreads between yields on assets (particularly advances, its largest asset) and the rates paid on corresponding liabilities.

The Bank's earnings are affected not only by rising or falling interest rates but also by the particular path and volatility of changes in market interest rates and the prevailing shape of the yield curve. The flattening of the yield curve tends to compress the Bank's net interest margin, while steepening of the curve offers better opportunities to purchase assets with wider net interest spreads. The performance of the Bank's mortgage asset portfolios is particularly affected by shifts in the 10-year maturity range of the yield curve, which is the point that heavily influences mortgage rates and potential refinancings. Yield curve shape can also influence the pace at which borrowers refinance or prepay their existing loans, as borrowers may select shorter-duration mortgage products. The Bank continues to adjust as necessary its prepayment estimates in its models to ensure they reflect actual borrower activity. In addition, the Bank's higher yielding private label mortgage-backed securities (MBS) portfolio continues its expected runoff. As higher coupon mortgage loans prepay and mature along with higher yielding private

label MBS, the return of principal cannot be invested in assets with a comparable yield, resulting in a decline in the aggregate yield on the remaining loan portfolio and investments and a possible decrease in the net interest margin.

Results of Operations. During the second quarter of 2015, the Bank recorded net income of $80.6 million, an increase of $36.0 million from $44.6 million in the second quarter of 2014. This increase was driven primarily by higher net gains on derivatives and hedging activities and higher net interest income, partially offset by net losses on trading securities. Net interest income in the second quarter of 2015 was $81.1 million, compared to $65.8 million in the second quarter of 2014. The increase was primarily due to increased interest income on advances driven by higher average advance volumes, partially offset by decreased interest income on mortgage loans held for portfolio. The net interest margin was 37 basis points and 39 basis points in the second quarter of 2015 and 2014, respectively.

During the six months ended June 30, 2015, the Bank recorded net income of $151.7 million, an increase of $27.2 million from $124.5 million for the six months ended June 30, 2014. This increase was driven primarily by higher net gains on derivatives and hedging activities and higher net interest income, partially offset by lower gains on litigation settlements (net of legal fees and expenses) and net losses on trading securities. Net interest income for the six months ended June 30, 2015 was $156.6 million, compared to $128.1 million for the six months ended June 30, 2014. The increase was primarily due to increased interest income on advances driven by higher average advance volumes, partially offset by decreased interest income on mortgage loans held for portfolio and decreased prepayment fees. The net interest margin was 37 basis points and 38 basis points for the six months ended 2015 and 2014, respectively.

Financial Condition. Advances. Advances totaled $71.5 billion at June 30, 2015 compared to $63.4 billion at December 31, 2014. Advance volume growth was broad-based across member classifications due to increased liquidity needs and loan demand. While the size of the advance portfolio increased during the second quarter of 2015, the term of advances also increased. At June 30, 2015, approximately 57% of the par value of advances in the portfolio had a remaining maturity of more than one year, compared to 53% at December 31, 2014.

The ability to grow and/or maintain the advance portfolio is affected by, among other things, the following: (1) the liquidity demands of the Bank's borrowers; (2) the composition of the Bank's membership; (3) advance pricing; (4) current and future credit market conditions; (5) housing market trends; and (6) the shape of the yield curve.

Investments. At June 30, 2015, the Bank held $13.9 billion of total investment securities, including trading, available-for-sale (AFS) and held-to-maturity (HTM) investment securities, as well as interest-bearing deposits and Federal funds sold. By comparison, at December 31, 2014, these investments totaled $16.5 billion. The decrease of $2.6 billion was primarily driven by a decrease in Federal funds sold due to market-driven demand.

Consolidated Obligations. The Bank's consolidated obligations totaled $88.6 billion at June 30, 2015, an increase of $7.8 billion from December 31, 2014. The increase in consolidated obligations supported the Bank's advance growth in the second quarter. Bonds represented 54% of the Bank's consolidated obligations at both June 30, 2015 and at December 31, 2014. Discount notes represented 46% of the Bank's consolidated obligations at June 30, 2015 and at year-end 2014.

Capital Position and Regulatory Requirements. Total retained earnings at June 30, 2015 were $854.8 million, up from $837.5 million at year-end 2014 reflecting the Bank's net income for the first six months of 2015 which was partially offset by dividends paid. Total accumulated other comprehensive income (AOCI) was $112.1 million at June 30, 2015, an decrease of $12.4 million from December 31, 2014. This decrease was primarily due to the changes in the fair values of securities within the AFS portfolio.

The Bank paid quarterly dividends in both April and July 2015 equal to an annual yield of 5.0% on activity stock and 3.0% on membership stock.. These dividends were based on stockholders' average balances for the first quarter (April dividend) and second quarter (July dividend).

The Bank met all of its capital requirements as of June 30, 2015, and in the Federal Housing Finance Agency's (Finance Agency) most recent determination, as of March 31, 2015, the Bank was deemed "adequately capitalized."

As previously announced, the FHLBank of Des Moines and the FHLBank of Seattle entered into a definitive agreement to merge the two FHLBanks. The merger was completed on May 31, 2015.

Financial Highlights

The following financial highlights for the Condensed Statements of Condition as of December 31, 2014 have been derived from the Bank's audited financial statements. Financial highlights for the other quarter-end periods have been derived from the Bank's unaudited financial statements except for the three months ended December 31, 2014 which have been derived from the Bank's 2014 Form 10-K.

Condensed Statements of Income



	Three months ended
	June 30,			March 31,			December 31,			September 30,			June 30,
(in millions, except per share data)	2015			2015			2014			2014			2014
Net interest income	$	81.1		$	75.5		$	82.7		$	72.3		$	65.8
Provision (benefit) for credit losses	0.3			(0.5		)	(0.2		)	(0.4		)	0.4
Other noninterest income:
Net OTTI losses, credit portion ⁽¹⁾	(0.5		)	—			—			—			—
Net gains (losses) on trading securities	(10.1		)	6.8			5.9			(0.1		)	6.8
Net gains (losses) on derivatives and hedging activities	29.1			(7.6		)	(19.0)			0.2			(9.5		)
Gains on litigation settlements, net	—			15.3			20.2			14.1			—
Other, net	7.7			6.5			5.2			5.0			5.1
Total other noninterest income	26.2			21.0			12.3			19.2			2.4
Other expense	17.4			18.0			23.8			17.5			18.2
Income before assessments	89.6			79.0			71.4			74.4			49.6
Affordable Housing Program (AHP) assessment⁽²⁾	9.0			7.9			7.1			7.4			5.0
Net income	$	80.6		$	71.1		$	64.3		$	67.0		$	44.6
Earnings per share ⁽³⁾	$	2.53		$	2.42		$	2.32		$	2.22		$	1.59

Dividends	$	34.7		$	99.7		$	30.4		$	28.0		$	28.7
Dividend payout ratio ⁽⁴⁾	43.05		%	140.27		%	47.45		%	41.78		%	64.30		%
Return on average equity	7.79		%	7.38		%	6.88		%	6.79		%	4.90		%
Return on average assets	0.37		%	0.34		%	0.33		%	0.36		%	0.26		%
Net interest margin ⁽⁵⁾	0.37		%	0.37		%	0.44		%	0.39		%	0.39		%
Regulatory capital ratio ⁽⁶⁾	4.55		%	4.43		%	4.53		%	5.08		%	5.21		%
GAAP capital ratio ⁽⁷⁾	4.67		%	4.60		%	4.67		%	5.22		%	5.37		%
Total average equity to average assets	4.71		%	4.67		%	4.86		%	5.32		%	5.30		%



	Six months ended
(in millions, except per share data)	June 30, 2015			June 30, 2014
Net interest income	$	156.6		$	128.1
Provision (benefit) for credit losses	(0.2		)	(3.5		)
Other noninterest income (loss):
Net OTTI losses, credit portion ⁽¹⁾	(0.5		)	—
Net gains (losses) on trading securities	(3.3		)	16.6
Net gains (losses) on derivatives and hedging activities	21.5			(18.7		)
Gains on litigation settlements, net	15.3			36.6
Other, net	14.2			9.6
Total other noninterest income	47.2			44.1
Other expense	35.4			37.3
Income before assessments	168.6			138.4
AHP assessment ⁽²⁾	16.9			13.9
Net income	$	151.7		$	124.5
Earnings per share ⁽³⁾	$	4.95		$	4.36

Dividends	$	134.4		$	45.5
Dividend payout ratio⁽⁴⁾	88.61		%	36.51		%
Return on average equity	7.59		%	6.83		%
Return on average assets	0.36		%	0.37		%
Net interest margin ⁽⁵⁾	0.37		%	0.38		%
Regulatory capital ratio ⁽⁶⁾	4.55		%	5.21		%
GAAP capital ratio ⁽⁷⁾	4.67		%	5.37		%
Total average equity to average assets	4.69		%	5.37		%

Notes:

⁽¹⁾Represents the credit-related portion of OTTI losses on private label MBS portfolio.

⁽²⁾ Although the Bank is not subject to federal or state income taxes, by regulation, the Bank is required to allocate 10% of its income before assessments to fund the AHP.

⁽³⁾ Calculated based on net income and weighted average shares outstanding.

⁽⁴⁾ Represents dividends paid as a percentage of net income for the respective periods presented.

⁽⁵⁾ Net interest margin is net interest income before provision for credit losses as a percentage of average interest-earning assets.

⁽⁶⁾ Regulatory capital ratio is the sum of period-end capital stock, mandatorily redeemable capital stock, and retained earnings as a percentage of total assets at period-end.

⁽⁷⁾ GAAP capital ratio is the sum of capital stock, retained earnings and AOCI as a percentage of total assets at period-end.

Condensed Statements of Condition



	June 30,		March 31,		December 31,		September 30,		June 30,
(in millions)	2015		2015		2014		2014		2014
Cash and due from banks	$	5,377.2	$	5,124.2	$	2,451.1	$	5,508.4	$	1,267.9
Investments ⁽¹⁾	13,914.3		16,729.6		16,528.4		14,536.9		14,400.4
Advances	71,489.2		62,346.0		63,408.4		53,054.3		54,624.4
Mortgage loans held for portfolio, net ⁽²⁾	3,053.0		3,074.3		3,123.3		3,116.3		3,140.6
Total assets	94,039.5		87,463.1		85,677.1		76,399.7		73,628.8
Consolidated obligations, net:
Discount notes	41,061.1		37,077.8		37,058.1		31,536.6		31,218.5
Bonds	47,552.9		45,241.4		43,714.5		39,889.1		37,500.6
Total consolidated obligations, net ⁽³⁾	88,614.0		82,319.2		80,772.6		71,425.7		68,719.1
Deposits	670.4		750.9		641.2		665.9		700.0
Mandatorily redeemable capital stock	0.6		0.6		0.6		0.8		2.9
AHP payable	67.7		62.0		56.0		52.0		46.7
Total liabilities	89,647.4		83,441.4		81,674.1		72,408.5		69,674.3
Capital stock - putable	3,425.2		3,063.7		3,041.0		3,079.3		3,071.1
Unrestricted retained earnings	713.2		683.4		726.3		705.4		679.8
Restricted retained earnings	141.6		125.5		111.2		98.4		85.0
AOCI	112.1		149.1		124.5		108.1		118.6
Total capital	4,392.1		4,021.7		4,003.0		3,991.2		3,954.5

Notes:

⁽¹⁾ Includes trading, AFS and HTM investment securities, Federal funds sold and interest-bearing deposits.

⁽²⁾Includes allowance for credit losses of $6.3 million at June 30, 2015, $6.6 million at March 31, 2015, $7.3 million at December 31, 2014, $7.7 million at September 30, 2014 and at $7.5 million at June 30, 2014.

⁽³⁾ Aggregate FHLBank System-wide consolidated obligations (at par) were $852.8 billion at June 30, 2015, $812.2 billion at March 31, 2015, $847.2 billion at December 31, 2014, $816.9 billion at September 30, 2014, and $800.0 billion at June 30, 2014.

Earnings Performance

The following is Management's Discussion and Analysis of the Bank's earnings performance for the three and six months ended June 30, 2015 and 2014, which should be read in conjunction with the Bank's unaudited interim financial statements included in this Form 10-Q as well as the audited financial statements included in Item 8. Financial Statements and Supplementary Financial Data in the Bank's 2014 Form 10-K.

Summary of Financial Results

Net Income and Return on Average Equity. The Bank recorded net income of $80.6 million for the second quarter of 2015, an increase of $36.0 million compared to $44.6 million for the second quarter of 2014. This increase was driven primarily by higher net gains on derivatives and hedging activities and higher net interest income, partially offset by net losses on trading securities. Net interest income was $81.1 million for the second quarter of 2015 compared to $65.8 million for the second quarter of 2014, an increase of $15.3 million. This increase in net interest income was primarily due to increased interest income on advances driven by higher average advance volumes, partially offset by decreased interest income on mortgage loans held for portfolio. Interest income on advances for the second quarter of 2015 was $81.6 million, an increase of $19.6 million compared to $62.0 million in the second quarter of 2014. The Bank's return on average equity for the second quarter of 2015 was 7.79%, compared to 4.90% for the second quarter of 2014.

The Bank recorded net income of $151.7 million for the first six months of 2015, compared to $124.5 million for the same prior-year period, an increase of $27.2 million. The increase was primarily due to net gains on derivatives and hedging activities and higher net interest income, partially offset by lower gains on litigation settlements (net of legal fees and expenses) and net losses on trading securities. Net interest income was $156.6 million for the first six months of 2015, an increase of $28.5 million compared to $128.1 million in the prior-year period. This increase was primarily due to increased interest income on advances driven by higher average advance volumes, partially offset by decreased interest income on mortgage loans held for portfolio and decreased prepayment fees. Interest income on advances in the six months ended June 30, 2015

was $155.3 million compared to $122.0 million in the same period of 2014. The decline in gains on litigation settlements relates to the settlement of claims against certain defendants arising from investments the Bank made in private-label MBS, net of legal fees an expenses, which was $15.3 million in the first six months of 2015 compared to $36.6 million in the same prior-year period. The Bank's return on average equity for the first half of 2015 was 7.59% and was 6.83% for the comparable prior year period.

Net Interest Income

The following table summarizes the yields and rates paid on interest-earning assets and interest-bearing liabilities, respectively, the average balance for each of the primary balance sheet classifications, and the net interest margin for the three and six months ended June 30, 2015 and 2014.

Average Balances and Interest Yields/Rates Paid



	Three months ended June 30,
	2015						2014
(dollars in millions)	Average Balance			Interest Income/ Expense		Avg. Yield/ Rate (%)	Average Balance			Interest Income/ Expense		Avg. Yield/ Rate (%)
Assets:
Federal funds sold and securities purchased under agreements to resell ⁽¹⁾	$	6,637.8		$	1.6	0.10	$	5,163.8		$	1.1	0.07
Interest-bearing deposits ⁽²⁾	286.9			0.1		0.10	471.5			0.1		0.08
Investment securities ⁽³⁾	11,364.5			56.0		1.98	11,209.0			56.1		2.01
Advances ⁽⁴⁾	65,369.6			81.8		0.50	48,222.7			63.8		0.53
Mortgage loans held for portfolio ⁽⁵⁾	3,069.3			29.8		3.88	3,165.6			32.8		4.16
Total interest-earning assets	86,728.1			169.3		0.78	68,232.6			153.9		0.91
Allowance for credit losses	(8.1		)				(9.4		)
Other assets ⁽⁶⁾	1,432.8						775.4
Total assets	$	88,152.8					$	68,998.6
Liabilities and capital:
Deposits ⁽²⁾	$	727.0		$	—	0.03	$	715.8		$	—	0.03
Consolidated obligation discount notes	35,083.8			10.3		0.12	25,207.6			5.6		0.09
Consolidated obligation bonds ⁽⁷⁾	47,307.9			77.9		0.66	38,471.5			82.5		0.86
Other borrowings	0.6			—		6.41	3.7			—		2.34
Total interest-bearing liabilities	83,119.3			88.2		0.42	64,398.6			88.1		0.55
Other liabilities	880.1						944.8
Total capital	4,153.4						3,655.2
Total liabilities and capital	$	88,152.8					$	68,998.6
Net interest spread						0.36						0.36
Impact of noninterest-bearing funds						0.01						0.03
Net interest income/net interest margin				$	81.1	0.37				$	65.8	0.39

Notes:

⁽¹⁾ The average balance of Federal funds sold and securities purchased under agreements to resell and the related interest income and average yield calculations may include loans to other FHLBanks.

⁽²⁾ Average balances of deposits (assets and liabilities) include cash collateral received from/paid to counterparties which is reflected in the Statements of Condition as derivative assets/liabilities.

⁽³⁾ Investment securities include trading, AFS and HTM securities. The average balances of AFS and HTM are reflected at amortized cost; therefore, the resulting yields do not give effect to changes in fair value or the noncredit component of a previously recognized OTTI reflected in AOCI.

⁽⁴⁾ Average balances reflect noninterest-earning hedge accounting adjustments of $0.3 billion and $0.5 billion in 2015 and 2014, respectively.

⁽⁵⁾ Nonaccrual mortgage loans are included in average balances in determining the average rate.

⁽⁶⁾The non-credit portion of OTTI losses on investment securities is reflected in other assets for purposes of the average balance sheet presentation.

⁽⁷⁾ Average balances reflect noninterest-bearing hedge accounting adjustments of $13.2 million and $(22.3) million in 2015 and 2014, respectively.

Net interest income for the second quarter of 2015 increased $15.3 million from the second quarter of 2014 due to an increase in interest income. Interest earning assets increased 27.1% with higher demand for advances and increased purchases of Federal funds sold and securities purchased under agreement to resell being partially offset by a lower amount of mortgage loans held for portfolio as the run-off exceeded new purchases. Higher interest income on advances was partially offset by lower interest income on mortgage loans held for portfolio. Interest income on advances increased as advance volume more than offset a decline in yield. Interest income on mortgage loans held for portfolio declined due to both lower volume and the run-off of higher-yielding assets that have been replaced with lower-yielding assets. The rate paid on interest-bearing liabilities declined 13 basis points due to lower funding costs on bonds and an increase in the level of discount notes relative to the total debt portfolio.



	Six months ended June 30,
	2015						2014
(dollars in millions)	Average Balance			Interest Income/ Expense		Avg. Yield/ Rate (%)	Average Balance			Interest Income/ Expense		Avg. Yield/ Rate (%)
Assets:
Federal funds sold and securities purchased under agreements to resell ⁽¹⁾	$	6,861.7		$	3.2	0.09	$	5,413.0		$	1.7	0.06
Interest-bearing deposits ⁽²⁾	305.2			0.2		0.10	487.9			0.2		0.07
Investment securities ⁽³⁾	11,507.3			111.9		1.96	10,990.3			110.8		2.03
Advances ⁽⁴⁾	62,642.0			156.6		0.50	47,773.6			126.9		0.54
Mortgage loans held for portfolio ⁽⁵⁾	3,084.9			60.5		3.95	3,185.9			66.2		4.19
Total interest-earning assets	84,401.1			332.4		0.80	67,850.7			305.8		0.91
Allowance for credit losses	(8.5		)				(11.4		)
Other assets ⁽⁶⁾	1,591.0						705.0
Total assets	$	85,983.6					$	68,544.3
Liabilities and capital:
Deposits ⁽²⁾	$	715.8		$	0.1	0.03	$	722.6		$	0.1	0.03
Consolidated obligation discount notes	34,576.1			19.4		0.11	25,370.3			11.6		0.09
Consolidated obligation bonds ⁽⁷⁾	45,834.3			156.3		0.69	37,842.9			166.0		0.88
Other borrowings	1.4			—		2.11	4.9			—		1.56
Total interest-bearing liabilities	81,127.6			175.8		0.44	63,940.7			177.7		0.56
Other liabilities	823.4						926.1
Total capital	4,032.6						3,677.5
Total liabilities and capital	$	85,983.6					$	68,544.3
Net interest spread						0.36						0.35
Impact of noninterest-bearing funds						0.01						0.03
Net interest income/net interest margin				$	156.6	0.37				$	128.1	0.38

Notes:

⁽⁴⁾ Average balances reflect noninterest-earning hedge accounting adjustments of $0.3 billion and $0.5 billion in 2015 and 2014, respectively.

⁽⁵⁾ Nonaccrual mortgage loans are included in average balances in determining the average rate.

⁽⁶⁾The non-credit portion of OTTI losses on investment securities is reflected in other assets for purposes of the average balance sheet presentation.

⁽⁷⁾ Average balances reflect noninterest-bearing hedge accounting adjustments of $6.8 million and $(33.2) million in 2015 and 2014, respectively.

Net interest income for the first half of 2015 increased $28.5 million from the same prior year period primarily due to increased interest income on advances, partially offset by decreased interest income on mortgage loans held for portfolio and

lower prepayment fees. Interest-earning assets increased 24.4% with higher demand for advances, an increase in purchases of investments and Federal funds sold and securities purchased under agreement to resell being partially offset by a lower amount of mortgage loans held for portfolio as the run-off exceeded new purchases. Higher interest income on advances, investment securities, and Federal funds sold and securities purchased under agreement to resell were partially offset by lower interest income on mortgage loans held for portfolio. Interest income on advances and investment securities increased as volumes more than offset a decline in yields. Interest income on Federal funds sold and securities purchased under agreement to resell increased due to both higher volume and an increase in yield. Interest income on mortgage loans held for portfolio declined due to both lower volume and the run-off of higher-yielding assets that have been replaced with lower-yielding assets. The rate paid on interest-bearing liabilities declined 12 basis points due to lower funding costs on bonds and an increase in the level of discount notes relative to the total debt portfolio.

Rate/Volume Analysis. Changes in both volume and interest rates influence changes in net interest income and net interest margin. The following table summarizes changes in interest income and interest expense between the three and six months ended June 30, 2015 and 2014.



	Increase (Decrease) in Interest Income/Expense Due to Changes in Rate/Volume
		2015 compared to 2014
		Three months ended June 30									Six months ended June 30
(in millions)		Volume			Rate			Total			Volume			Rate			Total
Federal funds sold		$	0.2		$	0.3		$	0.5		$	0.5		$	1.0		$	1.5
Investment securities		0.8			(0.9		)	(0.1		)	5.1			(4.0		)	1.1
Advances		21.6			(3.6		)	18.0			37.5			(7.8		)	29.7
Mortgage loans held for portfolio		(0.9		)	(2.1		)	(3.0		)	(2.0		)	(3.7		)	(5.7		)
Total interest-earning assets		$	21.7		$	(6.3	)	$	15.4		$	41.1		$	(14.5	)	$	26.6
Consolidated obligation discount notes		2.6			2.1			4.7			4.8			3.0			7.8
Consolidated obligation bonds		16.7			(21.3		)	(4.6		)	31.2			(40.9		)	(9.7		)
Total interest-bearing liabilities		$	19.3		$	(19.2	)	$	0.1		$	36.0		$	(37.9	)	$	(1.9	)
Total increase in net interest income		$	2.4		$	12.9		$	15.3		$	5.1		$	23.4		$	28.5

In the quarter-over-quarter and year-over-year comparisons, interest income increased due to volume increases partially offset by rate decreases. At the same time interest expense decreased slightly year-over-year and was flat in the quarterly comparison. Higher advance volume drove the interest income increase in both comparisons. Interest expense reflected higher consolidated obligations volumes that were mostly offset by rate decreases in both comparisons.

Average investment balances increased quarter-over-quarter and year-over-year. The increase in both comparisons was driven by higher volumes of Agency notes that were partially offset by lower MBS balances. The rate decrease for investment securities in both comparisons was primarily due to the increased amount of lower-yielding Agency notes in the portfolio.

The following table presents the average par balances of the Bank's advance portfolio for the six months ended June 30, 2015 and 2014. These balances do not reflect any hedge accounting adjustments.



(in millions)	Three months ended June 30,				Six months ended June 30,
Product	2015		2014		2015		2014
Repo/Mid-Term Repo	$	23,282.7	$	16,590.3	$	22,416.6	$	16,548.5
Core (Term)	39,971.3		29,105.0		38,098.6		28,609.1
Convertible Select	1,839.8		2,038.9		1,841.4		2,103.9
Total par value	$	65,093.8	$	47,734.2	$	62,356.6	$	47,261.5

The increase in advance volume led to an increase in interest income, partially offset by a decrease in the yield in both the quarter-over-quarter and year-over-year comparison. Members' liquidity needs and loan demand contributed to the increase in advance balances. The yield on advances declined as the 2015 portfolios were comprised of more variable rate advances with relatively lower yields.

The average mortgage loans held for portfolio balance declined quarter-over-quarter and year-over-year due to the continued run-off of the Mortgage Partnership Finance (MPF) Plus portfolio. The Bank has not purchased loans into this

portion of the portfolio since July 2006, and the run-off more than offset purchases of new loans into the MPF Original portion of the portfolio. Interest income decreased as the newer loans have generally lower yields than the loans that are paying down.

The average consolidated obligations portfolio balance increased quarter-over-quarter and year-over-year as average discount note and bond balances both increased. However, interest expense on the portfolio declined due to a decrease in rates paid on bonds, which more than offset the volume increase. The rate decrease on bonds was primarily due to longer term debt that was called or matured and then replaced with lower cost debt. A portion of the bond portfolio is currently swapped to 1-month or 3-month LIBOR; therefore, as the LIBOR rate (decreases) increases, interest expense on swapped bonds, including the impact of swaps, (decreases) increases. See details regarding the impact of swaps on the rates paid in the “Interest Income Derivatives Effects” discussion below.

Interest Income Derivative Effects. The following tables quantify the effects of the Bank's derivative activities on interest income and interest expense for the three and six months ended June 30, 2015 and 2014. Derivative and hedging activities are discussed below.



Three Months Ended June 30, 2015 (dollars in millions)	Average Balance		Interest Inc./ Exp. with Derivatives		Avg. Yield/ Rate (%)	Interest Inc./ Exp. without Derivatives		Avg. Yield/ Rate (%)	Impact of Derivatives(1)			Incr./ (Decr.) (%)
Assets:
Advances	$	65,369.6	$	81.8	0.50	$	131.4	0.81	$	(49.6	)	(0.31	)
Mortgage loans held for portfolio	3,069.3		29.8		3.88	30.9		4.04	(1.1		)	(0.16	)
All other interest-earning assets	18,289.2		57.7		1.27	62.1		1.36	(4.4		)	(0.09	)
Total interest-earning assets	$	86,728.1	$	169.3	0.78	$	224.4	1.03	$	(55.1	)	(0.25	)
Liabilities:
Consolidated obligation bonds	$	47,307.9	$	77.9	0.66	$	143.4	1.22	$	(65.5	)	(0.56	)
All other interest-bearing liabilities	35,811.4		10.3		0.12	10.3		0.12	—			—
Total interest-bearing liabilities	$	83,119.3	$	88.2	0.42	$	153.7	0.74	$	(65.5	)	(0.32	)
Net interest income/net interest spread			$	81.1	0.36	$	70.7	0.29	$	10.4		0.07



Three Months Ended June 30, 2014 (dollars in millions)	Average Balance		Interest Inc./ Exp. with Derivatives		Avg. Yield/ Rate (%)	Interest Inc./ Exp. without Derivatives		Avg. Yield/ Rate (%)	Impact of Derivatives(1)			Incr./ (Decr.) (%)
Assets:
Advances	$	48,222.7	$	63.8	0.53	$	122.2	1.02	$	(58.4	)	(0.49	)
Mortgage loans held for portfolio	3,165.6		32.8		4.16	33.4		4.24	(0.6		)	(0.08	)
All other interest-earning assets	16,844.3		57.3		1.36	60.1		1.43	(2.8		)	(0.07	)
Total interest-earning assets	$	68,232.6	$	153.9	0.91	$	215.7	1.27	$	(61.8	)	(0.36	)
Liabilities:
Consolidated obligation bonds	$	38,471.5	$	82.5	0.86	$	148.6	1.55	$	(66.1	)	(0.69	)
All other interest-bearing liabilities	25,927.1		5.6		0.09	5.6		0.09	—			—
Total interest-bearing liabilities	$	64,398.6	$	88.1	0.55	$	154.2	0.96	$	(66.1	)	(0.41	)
Net interest income/net interest spread			$	65.8	0.36	$	61.5	0.31	$	4.3		0.05



Six Months Ended June 30, 2015 (dollars in millions)	Average Balance		Interest Inc./ Exp. with Derivatives		Avg. Yield/ Rate (%)	Interest Inc./ Exp. without Derivatives		Avg. Yield/ Rate (%)	Impact of Derivatives(1)			Incr./ (Decr.) (%)
Assets:
Advances	$	62,642.0	$	156.6	0.50	$	254.7	0.82	$	(98.1	)	(0.32	)
Mortgage loans held for portfolio	3,084.9		60.5		3.95	62.5		4.09	(2.0		)	(0.14	)
All other interest-earning assets	18,674.2		115.3		1.24	123.1		1.33	(7.8		)	(0.09	)
Total interest-earning assets	$	84,401.1	$	332.4	0.80	$	440.3	1.06	$	(107.9	)	(0.26	)
Liabilities:
Consolidated obligation bonds	$	45,834.3	$	156.3	0.69	$	287.8	1.27	$	(131.5	)	(0.58	)
All other interest-bearing liabilities	35,293.3		19.5		0.11	19.5		0.11	—			—
Total interest-bearing liabilities	$	81,127.6	$	175.8	0.44	$	307.3	0.77	$	(131.5	)	(0.33	)
Net interest income/net interest spread			$	156.6	0.36	$	133.0	0.29	$	23.6		0.07



Six Months Ended June 30, 2014 (dollars in millions)	Average Balance		Interest Inc./ Exp. with Derivatives		Avg. Yield/ Rate (%)	Interest Inc./ Exp. without Derivatives		Avg. Yield/ Rate (%)	Impact of Derivatives(1)			Incr./ (Decr.) (%)
Assets:
Advances	$	47,773.6	$	126.9	0.54	$	249.3	1.05	$	(122.4	)	(0.51	)
Mortgage loans held for portfolio	3,185.9		66.2		4.19	67.5		4.27	(1.3		)	(0.08	)
All other interest-earning assets	16,891.2		112.7		1.35	118.1		1.41	(5.4		)	(0.06	)
Total interest-earning assets	$	67,850.7	$	305.8	0.91	$	434.9	1.29	$	(129.1	)	(0.38	)
Liabilities:
Consolidated obligation bonds	$	37,842.9	$	166.0	0.88	$	294.3	1.57	$	(128.3	)	(0.69	)
All other interest-bearing liabilities	26,097.8		11.7		0.09	11.7		0.09	—			—
Total interest-bearing liabilities	$	63,940.7	$	177.7	0.56	$	306.0	0.96	$	(128.3	)	(0.40	)
Net interest income/net interest spread			$	128.1	0.35	$	128.9	0.33	$	(0.8	)	0.02

Note:

⁽¹⁾Impact of Derivatives includes net interest settlements, amortization of basis adjustments resulting from previously terminated hedging relationships and the amortization of the market value of mortgage purchase commitments classified as derivatives at the time the commitment settled.

The use of derivatives increased net interest income and net interest spread for the three months ended June 30, 2015 and 2014 and for the six months ended June 30, 2015. The use of derivatives had little impact on net interest income and net interest spread for the six months ended June 30, 2014. The variances in the advances and consolidated obligation derivative impacts from period to period are driven by the change in the average LIBOR-based variable rate, the timing of interest rate resets and the average hedged portfolio balances outstanding during any given period.

The Bank uses derivatives to hedge the fair market value changes attributable to the change in the LIBOR benchmark interest rate. The Bank generally uses interest rate swaps to hedge a portion of advances and consolidated obligations which convert the interest rates on those instruments from a fixed rate to a LIBOR-based variable rate. The purpose of this strategy is to protect the interest rate spread. Using derivatives to convert interest rates from fixed to variable can increase or decrease net interest income.

The Bank uses many different funding and hedging strategies. One strategy involves closely match-funding bullet advances with bullet debt. This is designed in part to avoid the use of derivatives where prudent and reduce the Bank's reliance on short-term funding.

Provision (Benefit) for Credit Losses. The provision (benefit) for credit losses on mortgage loans held for portfolio and Banking on Business (BOB) loans for the second quarter of 2015 was $0.3 million compared to $0.4 million for the same period in 2014.

For the six months ended June 30, 2015 and 2014, the provision (benefit) for credit losses on mortgage loans held for portfolio and BOB loans was $(0.2) million and $(3.5) million, respectively. The benefit was primarily due to a decrease in delinquencies, overall improvement in the housing market and a change in the allowance estimate as a result of the adoption of certain provisions of AB 2012-02 which is discussed in more detail in the Financial Condition section of this Item 2.

Other Noninterest Income



	Three months ended June 30,						Six months ended June 30,
(in millions)	2015			2014			2015			2014
Total OTTI losses	$	(1.5	)	$	—		$	(1.5	)	$	—
OTTI losses reclassified to AOCI	1.0			—			1.0			—
Net OTTI losses, credit portion	(0.5		)	—			(0.5		)	—
Net gains (losses) on trading securities	(10.1		)	6.8			(3.3		)	16.6
Net gains (losses) on derivatives and hedging activities	29.1			(9.5		)	21.5			(18.7		)
Gains on litigation settlements, net	—			—			15.3			36.6
Standby letters of credit fees	7.0			3.9			12.9			7.9
Other, net	0.7			1.2			1.3			1.7
Total other noninterest income	$	26.2		$	2.4		$	47.2		$	44.1

The Bank's higher total other noninterest income for the second quarter of 2015 compared to the same prior year period was due primarily to net gains on derivatives and hedging activities and higher standby letters of credit fees partially offset by net losses on trading securities. The Bank's higher total noninterest income for first half of 2015 compared to the same prior year period was due primarily to net gains on derivatives and hedging activities and higher standby letter of credit fees. These were partially offset by lower gains on litigation settlements, net of legal fees and expenses, arising from investments the Bank made in private label MBS and net losses on trading securities. The net losses on trading securities reflects the impact of fair market value changes on the Agency investments held in the Bank's trading portfolio. The activity related to derivatives and hedging activity is discussed in more detail below. The increase in standby letters of credit fees was due to higher volume and an increase in the rate on letters of credit.

Derivatives and Hedging Activities. The Bank enters into interest rate swaps, caps, floors and swaption agreements, referred to collectively as interest rate exchange agreements and more broadly as derivatives transactions. The Bank enters into derivatives transactions to offset all or portions of the financial risk exposures inherent in its member lending, investment and funding activities. All derivatives are recorded on the balance sheet at fair value. Changes in derivatives' fair values are either recorded in the Statement of Income or AOCI within the Capital section of the Statement of Condition, depending on the hedging strategy.

The Bank's hedging strategies consist of fair value and cash flow accounting hedges as well as economic hedges. Fair value hedges are discussed in more detail below. Economic hedges address specific risks inherent in the Bank's balance sheet, but they do not qualify for hedge accounting or the Bank does not elect to apply hedge accounting. As a result, income recognition on the derivatives in economic hedges may vary considerably compared to the timing of income recognition on the underlying asset or liability. The Bank does not enter into derivatives for speculative purposes nor does it have any cash flow hedges.

Regardless of the hedge strategy employed, the Bank's predominant hedging instrument is an interest rate swap. At the time of inception, the fair market value of an interest rate swap generally equals or is close to zero. Notwithstanding the exchange of interest payments made during the life of the swap, which are recorded as either interest income/expense or as a gain (loss) on derivatives, depending upon the accounting classification of the hedging instrument, the fair value of an interest rate swap returns to zero at the end of its contractual term. Therefore, although the fair value of an interest rate swap is likely to change over the course of its full term, upon maturity any unrealized gains and losses generally net to zero.

The following tables detail the net effect of derivatives and hedging activities for the three and six months ended June 30, 2015 and 2014.



	Three months ended June 30, 2015
(in millions)	Advances			Investments			Mortgage Loans			Bonds			Discount Notes		Total
Net interest income:
Amortization/accretion of hedging activities in net interest income ⁽¹⁾	$	(1.2	)	$	—		$	(1.1	)	$	3.2		$	—	$	0.9
Net interest settlements included in net interest income⁽²⁾	(48.4		)	(4.4		)	—			62.3			—		9.5
Total effect on net interest income	$	(49.6	)	$	(4.4	)	$	(1.1	)	$	65.5		$	—	$	10.4
Net gains (losses) on derivatives and hedging activities:
Gains on fair value hedges	$	0.5		$	2.2		$	—		$	0.1		$	—	$	2.8
Gains (losses) on derivatives not receiving hedge accounting	0.7			17.6			8.6			(0.8		)	0.2		26.3
Total net gains (losses) on derivatives and hedging activities	$	1.2		$	19.8		$	8.6		$	(0.7	)	$	0.2	$	29.1
Total net effect of derivatives and hedging activities	$	(48.4	)	$	15.4		$	7.5		$	64.8		$	0.2	$	39.5



	Three months ended June 30, 2014
(in millions)	Advances			Investments			Mortgage Loans			Bonds		Discount Notes		Total
Net interest income:
Amortization/accretion of hedging activities in net interest income ⁽¹⁾	$	(1.8	)	$	—		$	(0.6	)	$	7.0	—		$	4.6
Net interest settlements included in net interest income⁽²⁾	(56.6		)	(2.8		)	—			59.1		—		(0.3		)
Total effect on net interest income	$	(58.4	)	$	(2.8	)	$	(0.6	)	$	66.1	$	—	$	4.3
Net gains (losses) on derivatives and hedging activities:
Gains (losses) on fair value hedges	$	0.3		$	(0.5	)	$	—		$	1.7	$	—	$	1.5
Gains (losses) on derivatives not receiving hedge accounting	(3.1		)	(26.1		)	(3.0		)	21.2		—		(11.0		)
Total net gains (losses) on derivatives and hedging activities	$	(2.8	)	$	(26.6	)	$	(3.0	)	$	22.9	$	—	$	(9.5	)
Total net effect of derivatives and hedging activities	$	(61.2	)	$	(29.4	)	$	(3.6	)	$	89.0	$	—	$	(5.2	)



	Six months ended June 30, 2015
(in millions)	Advances			Investments			Mortgage Loans			Bonds		Discount Notes		Total
Net interest income:
Amortization/accretion of hedging activities in net interest income ⁽¹⁾	$	(2.7	)	$	—		$	(2.0	)	$	7.6	$	—	$	2.9
Net interest settlements included in net interest income⁽²⁾	(95.4		)	(7.8		)	—			123.9		—		$	20.7
Total effect on net interest income	$	(98.1	)	$	(7.8	)	$	(2.0	)	$	131.5	$	—	$	23.6
Net gains (losses) on derivatives and hedging activities:
Gains on fair value hedges	$	0.7		$	1.9		$	—		$	0.8	$	—	$	3.4
Gains (losses) on derivatives not receiving hedge accounting	(3.9		)	(6.7		)	5.4			23.0		0.3		$	18.1
Total net gains (losses) on derivatives and hedging activities	$	(3.2	)	$	(4.8	)	$	5.4		$	23.8	$	0.3	$	21.5
Total net effect of derivatives and hedging activities	$	(101.3	)	$	(12.6	)	$	3.4		$	155.3	$	0.3	$	45.1



	Six months ended June 30, 2014
(in millions)	Advances			Investments			Mortgage Loans			Bonds		Discount Notes		Total
Net interest income:
Amortization/accretion of hedging activities in net interest income ⁽¹⁾	$	(5.4	)	$	—		$	(1.3	)	$	14.7	$	—	$	8.0
Net interest settlements included in net interest income⁽²⁾	(117.0		)	(5.4		)	—			113.6		—		(8.8		)
Total effect on net interest income	$	(122.4	)	$	(5.4	)	$	(1.3	)	$	128.3	$	—	$	(0.8	)
Net gains (losses) on derivatives and hedging activities:
Gains (losses) on fair value hedges	$	1.1		$	(0.9	)	$	—		$	1.8	$	—	$	2.0
Gains (losses) on derivatives not receiving hedge accounting	(5.0		)	(48.9		)	(7.4		)	40.3		0.3		(20.7		)
Total net gains (losses) on derivatives and hedging activities	$	(3.9	)	$	(49.8	)	$	(7.4	)	$	42.1	$	0.3	$	(18.7	)
Total net effect of derivatives and hedging activities	$	(126.3	)	$	(55.2	)	$	(8.7	)	$	170.4	$	0.3	$	(19.5	)

Notes:

⁽¹⁾ Represents the amortization/accretion of hedging fair value adjustments.

⁽²⁾ Represents interest income/expense on derivatives included in net interest income.

Fair Value Hedges. The Bank uses fair value hedge accounting treatment for most of its fixed-rate advances and consolidated obligations using interest rate swaps. The interest rate swaps convert these fixed-rate instruments to a variable-rate (i.e., LIBOR). During the second quarter of 2015, total ineffectiveness related to these fair value hedges resulted in net gains of $2.8 million compared to net gains of $1.5 million during the second quarter of 2014. For the six months ended June 30, 2015 and 2014, the Bank recorded net gains of $3.4 million and $2.0 million, respectively. The total notional amount increased to $35.6 billion at June 30, 2015 from $32.2 billion at December 31, 2014. Fair value hedge ineffectiveness represents the difference between the change in the fair value of the derivative compared to the change in the fair value of the underlying asset/liability hedged. Fair value hedge ineffectiveness is generated by movement in the benchmark interest rate being hedged and by other structural characteristics of the transaction involved. For example, the presence of an upfront fee associated with a structured debt hedge will introduce valuation differences between the hedge and hedged item that will fluctuate over time.

Derivatives not receiving hedge accounting. For derivatives not receiving hedge accounting, also referred to as “economic hedges,” the Bank includes the net interest income and the changes in the fair value of the hedges in the "Net gains (losses) on derivatives and hedging activities" financial statement line item. For economic hedges, the Bank recorded net gains of $26.3 million in the second quarter of 2015 compared to net losses of $(11.0) million for the second quarter of 2014. The gains on economic hedges during the second quarter of 2015 were primarily driven by an increase in the notional amounts of economic asset swaps and an increase in interest rates. For the six months ended June 30, 2015, the Bank recorded net gains of $18.1 million compared to net losses of $(20.7) million, respectively. For the first half of 2015 and 2014, gains and losses on economic hedges were driven by changes to the composition of the economic hedge portfolio as well as changes in interest rates. The total notional amount of economic hedges, which includes mortgage delivery commitments, was $11.0 billion at June 30, 2015 and $12.7 billion at December 31, 2014.

Other Expense

The Bank's total other expenses decreased $0.8 million, to $17.4 million, for the three months ended June 30, 2015 compared to the same prior year period. The Bank's total other expenses decreased $1.9 million, to $35.4 million, for the first half of 2015 compared to the same prior year period. Both decreases were due primarily to lower legal expenses in 2015.

Financial Condition

The following should be read in conjunction with the Bank's unaudited interim financial statements in this Form 10-Q and the audited financial statements in the Bank's 2014 Form 10-K.

Assets

Total assets were $94.0 billion at June 30, 2015, compared to $85.7 billion at December 31, 2014. The increase was primarily due to higher advances, which totaled $71.5 billion at June 30, 2015, an increase of $8.1 billion compared to $63.4 billion at December 31, 2014. Advance volume growth was broad-based across member classifications due to increased liquidity needs and loan demand.

The Finance Agency has communicated its interest in keeping all of the FHLBanks focused on activities related to their missions, such as making advances. For additional information, refer to the Legislative and Regulatory Developments section of Item 2. in this Form 10-Q.

Advances. Advances (par) totaled $71.3 billion at June 30, 2015 compared to $63.1 billion at December 31, 2014. At June 30, 2015, the Bank had advances outstanding to 188 borrowing members, compared to 189 borrowing members at December 31, 2014. A significant amount of the advances continued to be generated from the Bank’s five largest borrowers, reflecting the asset concentration mix of the Bank’s membership base. Total advances outstanding to the Bank’s five largest borrowers represented 73.7% of total advances as of June 30, 2015 compared to 73.8% at December 31, 2014.

The following table provides information on advances at par by product type at June 30, 2015 and December 31, 2014.



	June 30,		December 31,
in millions	2015		2014
Adjustable/variable-rate indexed:
Repo/Mid-Term Repo	$	10,834.6	$	9,314.7
Core (Term)	21,692.2		21,242.2
Returnables	4,500.0		—
Total adjustable/variable-rate indexed	$	37,026.8	$	30,556.9
Fixed-rate:
Repo/Mid-Term Repo	$	24,920.3	$	23,672.3
Core (Term)	7,225.4		6,723.8
Total fixed-rate	$	32,145.7	$	30,396.1
Convertible	$	1,835.0	$	1,923.0
Amortizing/mortgage-matched:
Core (Term)	$	251.9	$	250.0
Total par balance	$	71,259.4	$	63,126.0

The Bank had no outstanding putable advances at June 30, 2015 or December 31, 2014. In the second quarter of 2015, the Bank introduced a new adjustable, returnable advance product which has a floating rate and can be returned at a predetermined time.

The following table provides a distribution of the number of members, categorized by individual member asset size that had an outstanding average advance balance during the six months ended June 30, 2015 and the year ended December 31, 2014.



	June 30,		December 31,
Member Asset Size	2015		2014
Less than $100 million	19		25
Between $100 million and $500 million	108		130
Between $500 million and $1 billion	39		45
Between $1 billion and $5 billion	30		33
Greater than $5 billion	20		19
Total borrowing members during the period	216		252
Total membership	307		304
Percentage of members borrowing during the period	70.4	%	82.9	%
Total borrowing members with outstanding loan balances at period-end	188		189
Percentage of members borrowing at period-end	61.2	%	62.2	%

During the first six months of 2015, the Bank has experienced a net increase of three members. The Bank added eight new members and lost five members. These five members merged with other institutions within the Bank's district.

The following table provides information at par on advances by member classification at June 30, 2015 and December 31, 2014. Commercial Bank, Thrift, and Credit Union members are classified by asset size as follows: Large (over $25 billion), Regional ($4 to $25 billion), Mid-size ($1.1 to $4 billion) and Community Financial Institutions (CFI) (under $1.1 billion).



(in thousands)	June 30, 2015		December 31, 2014		Increase/(Decrease)
Member Classification	June 30, 2015		December 31, 2014		Increase/(Decrease)
Large	$	53,760.2	$	47,825.2	12.4	%
Regional	8,769.2		8,041.9		9.0
Mid-size	3,063.7		2,657.6		15.3
CFI ⁽¹⁾	3,873.8		3,963.9		(2.3	)
Insurance	1,783.4		633.4		181.6
Non-member	9.1		4.0		127.5
Total	$	71,259.4	$	63,126.0	12.9	%

Notes:

⁽¹⁾For purposes of this member classification reporting, the Bank groups smaller credit unions with CFIs. CFIs are FDIC-insured depository institutions whose assets do not exceed the applicable regulatory limit.

As of June 30, 2015, total advances increased 12.9% compared with balances at December 31, 2014. Increased advance volumes occurred across all of the member classifications with the exception of CFI, whose slight decline was primarily attributable to a reclassification of one member to Mid-size during the second quarter of 2015.

See the “Credit and Counterparty Risk - TCE and Collateral” discussion in the Risk Management section of this Item 2 for further information on collateral policies and practices and details regarding eligible collateral, including amounts and percentages of eligible collateral securing member advances as of June 30, 2015.

Mortgage Loans Held for Portfolio. Mortgage loans held for portfolio, net of allowance for credit losses, decreased $70.3 million, to $3.1 billion at June 30, 2015. This decline was primarily driven by the continued runoff of the existing MPF Plus portfolio. The Bank’s focus is on purchasing MPF loans originated by community and regional member banks in its district rather than large national originators. In the second quarter of 2015, the Bank introduced a new MPF product called MPF 35. It is similar to the Original MPF product but has a credit enhancement (CE) fee structure that is based partly on performance, a first loss account (FLA) equal to 35 basis points, and an option for the participating financial institution's (PFI) CE obligation to be covered by a third party. In the third quarter of 2015, the Bank introduced a new MPF product called MPF Direct. It is operationally similar to MPF Xtra and allows PFIs to sell residential, jumbo fixed-rate mortgages to FHLBank Chicago, which concurrently sells them to a third party on a nonrecourse basis. PFIs which have completed all required documentation and

training are eligible to offer the product. MPF Direct does not have the credit structure of the traditional MPF Program, and there is no CE obligation assumed by the PFI or the Bank and no CE fees are paid. The Bank receives a nominal fee for facilitating MPF Direct transactions. Given the arrangement, these loans will not be reported on the Bank's Statement of Condition.

The Bank places conventional mortgage loans that are 90 days or more delinquent on nonaccrual status. In addition, the Bank records cash payments received as a reduction of principal until the remaining principal amount due is expected to be collected and then as a recovery of any charge-off, if applicable, followed by the recording of interest income. However, government mortgage loans that are 90 days or more delinquent remain in accrual status due to government guarantees or insurance. The Bank has a loan modification program for PFIs under the MPF Program. The Bank considers loan modifications or Chapter 7 bankruptcies where the obligation is discharged under the MPF Program to be troubled debt restructurings (TDRs), since some form of concession has been made by the Bank.



(in millions)	June 30, 2015		December 31, 2014
Advances⁽¹⁾	$	71,489.2	$	63,408.4
Mortgage loans held for portfolio, net⁽²⁾	3,053.0		3,123.3
Nonaccrual mortgage loans⁽³⁾	39.0		44.6
Mortgage loans 90 days or more delinquent and still accruing interest⁽⁴⁾	5.0		6.8
BOB loans, net	11.0		11.6

Notes:

⁽¹⁾There are no advances which are past due or on nonaccrual status.

⁽²⁾ All mortgage loans are fixed-rate. Balances are reflected net of the allowance for credit losses.

⁽³⁾ Nonaccrual mortgage loans are reported net of interest applied to principal and do not include performing TDRs of $12.7 million at June 30, 2015 and $12.8 million at December 31, 2014.

⁽⁴⁾Only government-insured or -guaranteed loans continue to accrue interest after becoming 90 days or more delinquent.

The performance of the mortgage loans in the Bank’s MPF Program has remained stable since year-end 2014 and the Original MPF portfolio continues to out-perform the market based on national delinquency statistics. As of June 30, 2015, the Bank’s seriously delinquent mortgage loans (90 days or more delinquent or in the process of foreclosure) represented 0.6% of the Original MPF portfolio and 3.6% of the MPF Plus portfolio compared with 0.6% and 3.8%, respectively, at December 31, 2014.

Allowance for Credit Losses (ACL). The Bank has not incurred any losses on advances since its inception. Due to the collateral held as security and the repayment history for advances, management believes that an ACL for advances is unnecessary. This assessment also includes letters of credit, which have the same collateral requirements as advances. For additional information, see discussion regarding collateral policies and standards on the advances portfolio in the Advance Products discussion in Item 1. Business in the Bank's 2014 Form10-K.

The ACL on mortgage loans is based on the losses inherent in the Bank's mortgage loan portfolio after taking into consideration the CE structure of the MPF Program. The losses inherent in the portfolio are based on either an individual or collective assessment of the mortgage loans. The Bank purchases government-guaranteed and/or -insured and conventional fixed-rate residential mortgage loans. Because the credit risk on the government-guaranteed/insured loans is predominantly assumed by other entities, only conventional mortgage loans are evaluated for an ACL.

The Bank’s conventional mortgage loan portfolio is comprised of large groups of smaller-balance homogeneous loans made to borrowers by PFIs that are secured by residential real estate. A mortgage loan is considered impaired when it is probable that all contractual principal and interest payments will not be collected as scheduled based on current information and events. The Bank evaluates certain conventional mortgage loans for impairment individually. Beginning January 1, 2015, the Bank adopted the charge-off provisions of AB 2012-02. As a result, the estimated credit loss on individually evaluated MPF loans is charged-off against the reserve. However, if the estimated loss can be recovered through CE, a receivable is established, resulting in a net charge-off. The CE receivable is evaluated for collectibility, and a reserve, included as part of the allowance for credit losses, is established, if required.

The remainder of the portfolio's incurred loss is estimated using a collective assessment, which is based on probability and loss given default. Probability of default and loss given default are based on the prior 12 month historical performance of the Bank's mortgage loans. Probability of default is based on a migration analysis, and loss given default is based on realized losses incurred on the sale of mortgage loan collateral including a factor that reduces estimated proceeds from primary mortgage insurance (PMI) given the credit deterioration experienced by those companies.

The CE structure of the MPF Program is designed such that initial losses on mortgage loans are incurred by the Bank up to an agreed upon amount, referred to as the FLA. Additional eligible credit losses are covered by CEs provided by PFIs (available CE) until exhausted. Certain losses incurred by the Bank on MPF Plus can be recaptured by withholding fees paid to the PFI for its retention of credit risk. All additional losses are incurred by the Bank. The following table presents the impact of the CE structure on the ACL and the balance of the FLA and available CE at June 30, 2015 and December 31, 2014.



	MPF CE structure June 30, 2015				ACL June 30, 2015
(in millions)	FLA		Available CE		Estimate of Credit loss		Reduction to the ACL due to CE			ACL
Original MPF	$	3.5	$	163.7	$	4.6	$	(4.3	)	$	0.3
MPF Plus	19.3		33.6		13.9		(7.9		)	6.0
Total	$	22.8	$	197.3	$	18.5	$	(12.2	)	$	6.3



	MPF CE structure December 31, 2014				ACL December 31, 2014
(in millions)	FLA		Available CE		Estimate of Credit loss		Reduction to the ACL due to CE			ACL
Original MPF	$	3.2	$	157.2	$	3.5	$	(2.9	)	$	0.6
MPF Plus	20.0		35.8		15.7		(9.0		)	6.7
Total	$	23.2	$	193.0	$	19.2	$	(11.9	)	$	7.3

Investments. At June 30, 2015, the sum of the Bank's interest-bearing deposits and Federal funds sold decreased approximately $1.8 billion from December 31, 2014 to $2.8 billion. The Bank's strategy is to maintain its short-term liquidity position in part to be able to meet members' loan demand and regulatory liquidity requirements. Investment securities including trading, AFS, and HTM securities, totaled $11.1 billion at June 30, 2015 compared to $11.9 billion at December 31, 2014. Details of the investment securities portfolio follow.



	Carrying Value
(in millions)	June 30, 2015			December 31, 2014
Trading securities:
Mutual funds	$	5.2		$	4.7
Government-sponsored enterprises (GSE) and Tennessee Valley Authority (TVA) obligations	364.8			276.3
Total trading securities	$	370.0		$	281.0
Yield on trading securities	2.92		%	2.86		%
AFS securities:
Mutual funds	$	2.0		$	2.0
GSE and TVA obligations	3,027.8			3,233.7
State or local agency obligations	90.1			99.0
MBS:
Other U.S. obligations single family MBS	298.7			329.4
GSE single-family MBS	2,667.4			2,882.1
GSE multifamily MBS	854.2			879.8
Private label residential MBS	907.9			971.1
Private label home equity line of credit (HELOCs)	10.5			11.7
Total AFS securities	$	7,858.6		$	8,408.8
Yield on AFS securities	1.92		%	1.73		%
HTM securities:
GSE securities	$	11.5		$	13.0
State or local agency obligations	175.7			184.4
MBS:
Other U.S. obligations single family MBS	974.0			1,122.5
GSE single-family MBS	348.5			417.2
GSE multifamily MBS	770.1			818.1
Private label residential MBS	589.4			691.6
Total HTM securities	$	2,869.2		$	3,246.8
Yield on HTM securities	2.06		%	2.04		%
Total investment securities	$	11,097.8		$	11,936.6
Yield on total investment securities	1.99		%	1.84		%

The increase in yield on AFS securities from 1.73% at December 31, 2014 to 1.92% at June 30, 2015 was due primarily to the increase in yield on four securities that have previously incurred OTTI. Recoveries of OTTI occur through interest income, which happen if there is a significant increase in estimated cash flows whereby the Bank increases the yield on the Bank’s investment and recognizes recovery as interest income over the life of the investment.

As of June 30, 2015, the Bank held securities from the following issuers with a book value greater than 10% of Bank total capital.



(in millions)	Total Book Value		Total Fair Value
Freddie Mac	$	4,168.9	$	4,198.4
Fannie Mae	2,267.1		2,283.9
Federal Farm Credit Banks	1,528.5		1,528.5
Ginnie Mae	1,025.2		1,031.1
Total	$	8,989.7	$	9,041.9

For additional information on the credit risk of the investment portfolio, see “Credit and Counterparty Risk - Investments” discussion in the Risk Management section of this Item 2.

Liabilities and Capital

Commitments and Off-Balance Sheet Items. As of June 30, 2015, the Bank was obligated to fund approximately $198.6 million in additional advances and BOB loans, $23.3 million of mortgage loans and $20.5 billion in outstanding standby letters of credit, and to issue $855.5 million in consolidated obligations. The Bank does not consolidate any off-balance sheet special purpose entities or other off-balance sheet conduits.

Capital and Retained Earnings. The Finance Agency has issued regulatory guidance to the FHLBanks relating to capital management and retained earnings. The guidance directs each FHLBank to assess, at least annually, the adequacy of its retained earnings with consideration given to future possible financial and economic scenarios. The guidance also outlines the considerations that each FHLBank should undertake in assessing the adequacy of its retained earnings.

Management monitors capital adequacy, including the level of retained earnings, through the evaluation of market value of equity to par value of capital stock (MV/CS) as well as other risk metrics. Details regarding these metrics are discussed in the Risk Management portion of this Item 2.

Management has developed and adopted a framework for evaluating retained earnings adequacy, consistent with regulatory guidance and requirements. Retained earnings are intended to cover unexpected losses and protect members' par value of capital stock. The framework includes four risk elements that comprise the Bank's total retained earnings target: (1) market risk (which includes private label MBS risk); (2) credit risk; (3) operating risk; and (4) accounting risk. The retained earnings target generated from this framework is sensitive to changes in the Bank's risk profile, whether favorable or unfavorable. For example, a further sharp deterioration in expected performance of loans underlying private label MBS would likely cause the Bank to adopt a higher target, whereas stabilization or improvement of the performance of these loans may lead to a reduction in the retained earnings target. The framework also assists management in its overall analysis of the level of future dividends. The framework generated a retained earnings target of $462 million as of June 30, 2015.

Retained earnings increased $17.3 million to $854.8 million at June 30, 2015, compared to $837.5 million at December 31, 2014. The increase in retained earnings during the first six months of 2015 reflected net income that was offset by $134.4 million of dividends paid. Total retained earnings at June 30, 2015 included unrestricted retained earnings of $713.2 million and restricted retained earnings (RRE) of $141.6 million.

Capital Resources

The following should be read in conjunction with the unaudited interim financial statements included in this Form 10-Q, the audited financial statements in Item 8. Financial Statements and Supplementary Financial Data and the Capital Resources section of Item 1. Business in the Bank's 2014 Form 10-K.

Risk-Based Capital (RBC)

The Finance Agency’s RBC regulatory framework requires the Bank to maintain sufficient permanent capital, defined as retained earnings plus capital stock, to meet its combined credit risk, market risk and operations risk. Each of these components is computed as specified in regulations and directives issued by the Finance Agency.



	June 30,		December 31,
(in millions)	2015		2014
Permanent capital:
Capital stock⁽¹⁾	$	3,425.8	$	3,041.6
Retained earnings	854.8		837.5
Total permanent capital	$	4,280.6	$	3,879.1
RBC requirement:
Credit risk capital	$	514.2	$	544.8
Market risk capital	108.7		107.0
Operations risk capital	186.9		195.6
Total RBC requirement	$	809.8	$	847.4
Excess permanent capital over RBC requirement	$	3,470.8	$	3,031.7

Note:

⁽¹⁾Capital stock includes mandatorily redeemable capital stock.

On June 24, 2015, the Bank received final notification from the Finance Agency that it was considered "adequately capitalized" for the quarter ended March 31, 2015. As of the date of this filing, the Bank has not received final notice from the Finance Agency regarding its capital classification for the quarter ended June 30, 2015.

Regulatory Capital and Leverage Ratios

In addition to the RBC requirements, the Finance Agency has mandated maintenance of total regulatory capital and leverage ratios of at least 4.0% and 5.0% of total assets, respectively. Management has an ongoing program to measure and monitor compliance with the ratio requirements. The Bank exceeded all regulatory capital requirements at June 30, 2015.



	June 30,			December 31,
(dollars in millions)	2015			2014
Regulatory Capital Ratio
Minimum regulatory capital (4.0% of total assets)	$	3,761.6		$	3,427.1
Regulatory capital	4,280.6			3,879.1
Total assets	94,039.5			85,677.1
Regulatory capital ratio (regulatory capital as a percentage of total assets)	4.6		%	4.5		%
Leverage Ratio
Minimum leverage capital (5.0% of total assets)	$	4,702.0		$	4,283.9
Leverage capital (regulatory capital multiplied by a 1.5 weighting factor)	6,420.8			5,818.7
Leverage ratio (leverage capital as a percentage of total assets)	6.8		%	6.8		%

The Bank's capital stock is owned by its members. The concentration of the Bank's capital stock by institution type is presented below.



(dollars in millions)	June 30, 2015			December 31, 2014
Commercial banks	176	$	2,986.7	179	$	2,687.5
Thrifts	70	263.5		72	254.9
Insurance companies	13	133.6		10	57.1
Credit unions	46	41.1		42	41.4
Community Development Financial Institution (CDFI)	2	0.3		1	0.1
Total member institutions / total GAAP capital stock	307	$	3,425.2	304	$	3,041.0
Mandatorily redeemable capital stock		0.6			0.6
Total capital stock		$	3,425.8		$	3,041.6

Critical Accounting Policies and Estimates

The Bank's financial statements are prepared by applying certain accounting policies. Note 1 - Summary of Significant Accounting Policies in Item 8. Financial Statements and Supplementary Financial Data in the Bank's 2014 Form 10-K describes the most significant accounting policies used by the Bank. In addition, the Bank's critical accounting policies and estimates are presented in Item 7. Management's Discussion and Analysis in the Bank's 2014 Form 10-K. Certain of these policies require management to make estimates or economic assumptions that may prove inaccurate or be subject to variations that may significantly affect the Bank's reported results and financial position for the period or in future periods. Management views these policies as critical accounting policies.

During the six months ended June 30, 2015, the Bank updated its Critical Accounting Policy and Estimates for its Allowance for Credit Losses on Mortgage Loans Held for Portfolio as a result of adoption of the charge-off provisions of the Finance Agency Advisory Bulletin 2012-02, as clarified by Advisory Bulletin 2013-02 (AB 2012-02). AB 2012-02 requires the Bank to charge off the portion of a loan deemed to be a loss. Beginning January 1, 2015, the Bank reduced its loan balance and the related allowance for loan losses by the amount of the charge-off, or established a CE Receivable for losses expected to be recovered through the CE of the MPF Program. This adoption had an immaterial impact on the Bank's financial statements.

The Bank made no other changes to its critical accounting policies during the six months ended June 30, 2015.

In addition to evaluating the Bank's private label MBS portfolio under a base case (or best estimate) scenario, a cash flow analysis was also performed for each of the Bank's private label MBS under a more stressful housing price scenario. This additional scenario was used to determine the amount of credit losses, if any, that would have been recorded in earnings during the quarter ended June 30, 2015 if the more stressful housing price scenario had been used in the Bank's OTTI assessment as of June 30, 2015. The more stressful scenario results were immaterial. A more detailed discussion of this analysis is in the OTTI section of Credit and Counterparty Risk - Investments of this Item 2.

Proposed and Recently Issued Accounting Guidance. See Note 1 - Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations to the unaudited financial statements in this Form 10-Q for information on new accounting pronouncements impacting the financial statements or becoming effective for the Bank in future periods.

Legislative and Regulatory Developments

The legislative and regulatory environment in which the Bank and its members operate continues to evolve as a result of regulations enacted pursuant to the Housing Act and the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (Dodd-Frank Act). The Bank’s business operations, funding costs, rights, obligations, and/or the environment in which the Bank carries out its housing finance, community lending and liquidity mission are likely to continue to be significantly impacted by these changes. Significant regulatory actions and developments for the period covered by this report are summarized below.

Finance Agency Core Mission Achievement Advisory Bulletin 2015-05. On July 14, 2015, the Finance Agency published an advisory bulletin establishing a core mission asset ratio by which the Finance Agency will assess each FHLBank’s core mission achievement. Core mission achievement is determined using a ratio of primary mission assets, which includes

advances and mortgage loans acquired from members (also referred to as acquired member assets), to consolidated obligations. The core mission asset ratio will be determined at year-end and calculated using annual average par values. The advisory bulletin provides the Finance Agency’s expectations for each FHLBank’s strategic plan based on its ratio, which are:


•	when the ratio is 70% or higher, the strategic plan should include an assessment of the FHLBank’s prospects for maintaining at least this level;


•	when the ratio is between 55% and 70%, the strategic plan should explain the FHLBank’s plan to increase its mission focus; and


•	when the ratio is below 55%, the strategic plan should include an explanation of the circumstances that caused the ratio to be at that level and detailed plans to increase the ratio. The advisory bulletin provides that if an FHLBank maintains a ratio below 55% over the course of several consecutive reviews, then the FHLBank’s board of directors should consider possible strategic alternatives.

Advances are central to the Bank’s mission and, along with MPF loans, are critical to the Bank’s continuing ability to meet the needs of its membership and their communities. For the six months ended June 30, 2015, the average par amounts for advances and MPF loans totaled $65.4 billion. The Bank's plan is to keep this mission activity above 70% of average par consolidated obligation balances. At June 30, 2015, this percentage was 81.4%.

Risk Management

The Bank employs a corporate governance and internal control framework designed to support the effective management of the Bank’s business activities and the related inherent risks. As part of this framework, the Board has a Risk Governance Policy and a Member Products Policy, both of which are reviewed regularly and re-approved at least annually. The Risk Governance Policy establishes risk guidelines, limits (if applicable), and standards for credit risk, market risk, liquidity risk, operating risk, and business risk in accordance with Finance Agency regulations and consistent with the Bank’s risk appetite. The Member Products Policy establishes the eligibility and authorization requirements, policy limits and restrictions, and the terms applicable to each type of Bank product or service, as well as collateral requirements. The risk appetite is established by the Board, as are other applicable guidelines in connection with the Bank’s Capital Plan and overall risk management.

Risk Governance

The Bank’s lending, investment and funding activities and use of derivative instruments expose the Bank to a number of risks that include market and interest rate risk, credit and counterparty risk, liquidity and funding risk, and operating and business risk, among others. In addition, the Bank’s risks are affected by current and projected financial and residential market trends including those described in Item 1A. Risk Factors in the Bank's 2014 Form 10-K. Details regarding the Bank's Risk Governance framework and processes are included in the "Risk Governance" discussion in Risk Management in Item 7. Management's Discussion and Analysis in the Bank's 2014 Form 10-K.

Capital Adequacy Measures. MV/CS provides a current assessment of the liquidation value of the balance sheet and measures the Bank's current ability to honor the par put redemption feature of its capital stock. This is one of the risk metrics used to evaluate the adequacy of retained earnings which is used to develop dividend payment recommendations and support the repurchase of excess capital stock.

The current Board-approved floor for MV/CS is 90.0%. MV/CS is measured against the floor monthly. When MV/CS is below the established floor, excess capital stock repurchases and dividend payouts are restricted. See the “Capital and Retained Earnings” discussion in Financial Condition in this Item 2 for details regarding the Bank’s retained earnings policy.

The MV/CS ratio was 130.0% at June 30, 2015 and 135.3% at December 31, 2014. The decline was primarily due to the increase in capital stock balances as a result of advance growth.

Subprime and Nontraditional Loan Exposure. The Bank policy definitions of subprime and nontraditional residential mortgage loans and securities are consistent with Federal Financial Institutions Examination Council (FFIEC) and Finance Agency guidance. According to policy, the Bank does not accept subprime residential mortgage loans (defined as FICO score of 660 or below) as qualifying collateral unless there are certain mitigating factors including an LTV ratio of 65% or less (100% if loan level data is provided by the member for valuation) and one of the following: (1) a debt-to-income ratio of 35% (50 % if loan level data is provided by member) or less or (2) a satisfactory payment history over the past 12 months (no 30-day delinquencies). The Bank requires members to identify the amount of subprime and nontraditional mortgage collateral in their Qualifying Collateral Report (QCR) each quarter and provide periodic certification that they comply with the FFIEC guidance.

Loans identified as subprime which do not have the mitigating factors described above are not included when determining a member’s MBC.

Limits have been established for exposure to low FICO and nontraditional residential mortgages. A limit of 25% has been established for the percentage of member collateral that is categorized as low FICO (with acceptable mitigating factors), missing (unknown) FICO score loans and nontraditional loans and securities. A limit of 25% has also been established for total exposure related to nontraditional, subprime and low FICO whole mortgage loans acquired through the Bank’s MPF program.

Results of the Finance Agency Stress Tests Severely Adverse Scenario. The Finance Agency requires the FHLBanks to conduct annual stress testing to determine whether the FHLBanks have the capital necessary to absorb losses under adverse economic conditions. The FHLBanks must also consider the results when making changes to capital structure; when assessing exposures, concentrations, and risk positions; and in improving overall risk management. The Finance Agency provided the inputs and key assumptions, and the results should not be viewed as a forecast of expected likely outcomes of future results. Results were projected over a nine-quarter period from the fourth quarter of 2014 to the fourth quarter of 2016, starting with September 30, 2014 balances.

In addition, the FHLBanks are required to disclose the results of the severely adverse stress test scenario. The Bank disclosed on its website the results of the severely adverse stress test scenario on July 23, 2015. The Bank's severely adverse stress test scenario results demonstrated capital adequacy as projected regulatory capital and leverage capital ratios exceeded regulatory requirements. The Bank regularly uses stress tests including those required by the Dodd-Frank Act in capital planning to measure the exposure to material risks and to evaluate the adequacy of capital resources available to absorb potential losses arising from those risks.

Qualitative and Quantitative Disclosures Regarding Market Risk

Managing Market Risk. The Bank's market risk management objective is to protect member/shareholder and bondholder value consistent with the Bank's housing mission and safe and sound operations across a wide range of interest rate environments. Management believes that a disciplined approach to market risk management is essential to maintaining a strong capital base and uninterrupted access to the capital markets.

The Bank's Market Risk Models. Significant resources are devoted to ensuring that the level of market risk in the balance sheet is accurately measured, thus allowing management to monitor the risk against policy and regulatory limits. The Bank uses externally developed models to evaluate its financial position and market risk. One of the most critical market-based models relates to the prepayment of principal on mortgage-related instruments. Management regularly reviews the major assumptions and methodologies used in its models, as well as the performance of the models relative to empirical results, so that appropriate changes to the models can be made. Based on the results of management’s regular review process, a sub-committee of the Bank’s Asset and Liability Committee (ALCO) reviewed and approved prepayment model changes during the second quarter of 2015, which reduced projected prepayment speeds and aligns modeled prepayments more closely with actual portfolio experience.

The Bank regularly validates the models used to measure market risk. Such model validations are performed by third-party specialists or the Bank's model validation department, both of which are considered to be independent. The model validations are supplemented by additional validation processes performed by the Bank, most notably, benchmarking model-derived fair values to those provided by third-party services or alternative internal valuation models. This analysis is performed by a group that is independent of the business unit measuring risk and conducting the transactions. Results of the validation process, as well as any changes in valuation methodologies, are reported to ALCO, which is responsible for reviewing and approving the approaches used in the evaluation of such risks to ensure that they are well controlled and effective, and result in reasonable fair values.

Duration of Equity. One key risk metric used by the Bank, which is commonly used throughout the financial services industry, is duration. Duration is a measure of the sensitivity of a financial instrument's value, or the value of a portfolio of instruments, to a 100 basis point parallel shift in interest rates. Duration (typically expressed in years) is commonly used by investors throughout the fixed income securities market as a measure of financial instrument price sensitivity.

The Bank's asset/liability management policy approved by the Board calls for actual duration of equity to be maintained within a + 4.5 year range in the base case. In addition, the duration of equity exposure limit in an instantaneous parallel interest rate shock of + 200 basis points is + 7 years. Management analyzes the duration of equity exposure against this policy limit on a daily basis and continually evaluates its market risk management strategies.

The following table presents the Bank's duration of equity exposure at June 30, 2015 and December 31, 2014. Given the low level of interest rates, an instantaneous parallel interest rate shock of "down 200 basis points" and "down 100 basis points" cannot be meaningfully measured for these periods and is therefore not presented.



(in years)	Base Case	Up 100 basis points	Up 200 basis points
Actual duration of equity:
June 30, 2015	0.7	0.9	1.3
December 31, 2014	(0.4)	0.7	1.5

Duration of equity changes from prior year-end primarily reflect the net effect of the prepayment model changes noted above which increased duration and associated balance sheet management actions to offset the increase. The Bank continues to monitor the mortgage and related fixed-income markets, including the impact that changes in the market or anticipated modeling changes may have on duration of equity and other market risk measures, and may take actions to reduce market risk exposures as needed. Management believes that the Bank's current market risk profile is reasonable given these market conditions.

Return on Equity (ROE) Spread Volatility. Interest rate risk is also measured based on the volatility in the Bank’s projected return on capital in excess of the return of an established benchmark market index. Beginning December 31, 2014, the Bank began using ROE spread as the basis for this measure. ROE spread is defined as the Bank's return on average equity, including capital stock and retained earnings, in excess of the average of 3-month LIBOR. ROE spread volatility is a measure of the variability of the Bank’s projected ROE spread in response to shifts in interest rates and represents the change in ROE spread compared to the current base forecasted ROE spread. ROE spread volatility is measured over a rolling forward 12 month period for selected interest rate scenarios and excludes the income sensitivity resulting from mark-to-market changes which are separately described below.

The ROE spread volatility presented in the table below reflects spreads relative to 3-month LIBOR. Management uses both parallel and non-parallel rate scenarios to assess interest rate risk. The steeper and flatter yield curve shift scenarios are represented by appropriate increases and decreases in short-term and long-term interest rates using the three-year point on the yield curve as the pivot point. Given the current low rate environment, management replaced a down 200 basis points parallel rate scenario with a down 100 basis point longer term rate shock as an additional non-parallel rate scenario that reflects a decline in longer term rates.



ROE Spread Volatility Increase/(Decline)
(in basis points)	Down 100 bps Longer Term Rate Shock	100 bps Steeper	100 bps Flatter	Up 200 bps Parallel Shock
June 30, 2015	48	2	93	114
December 31, 2014	19	(25)	92	125

The changes in ROE spread volatility from December 31, 2014 were mainly the result of the prepayment model changes noted above, which had a varying effect on ROE spread volatility, as well as balance sheet management actions. The Board's limit on the decline in ROE spread is set at no greater than 100 basis points. The Bank was in compliance with the ROE spread volatility limit across all selected interest rate shock scenarios at June 30, 2015 and December 31, 2014.

Mark-to-Market Risk. The Bank measures earnings risk associated with certain mark-to-market positions, including economic hedges. This framework establishes a forward-looking, scenario-based exposure limit based on interest rate and volatility shocks that would apply to any existing or proposed transaction that is marked to market through the income statement without an offsetting mark arising from a qualifying hedge relationship. The Bank's Capital Markets and Corporate Risk Management also monitor the actual profit/loss change on a daily, monthly cumulative, and quarterly cumulative basis.

During the first six months of 2015, the daily limit of mark-to-market risk as approved by the Board was $3.5 million, and the Bank's ALCO operating guideline was $2.8 million. The exposure exceeded the operating guideline on a limited number of days during the second quarter of 2015; however, it was within the Board limit during all days of the second quarter of 2015. At June 30, 2015, mark-to-market risk measured $1.9 million.

Credit and Counterparty Risk - Total Credit Exposure (TCE) and Collateral

TCE. The Bank manages the credit risk of each member on the basis of the member’s total credit exposure to the Bank or TCE, which includes advances and related accrued interest, fees, basis adjustments and estimated prepayment fees; letters of credit; forward-dated advance commitments; member derivatives; and MPF credit enhancement and related obligations. This credit risk is managed by monitoring the financial condition of borrowers and by requiring all borrowers (and, where applicable in connection with member affiliate pledge arrangements approved by the Bank, their affiliates) to pledge sufficient eligible collateral for all member obligations to the Bank to ensure that all potential forms of credit-related exposures are covered by sufficient eligible collateral. This may include collateral pledged by a member’s affiliate. At June 30, 2015, aggregate TCE was $92.7 billion, comprised of approximately $71.3 billion in advance principal outstanding, $20.9 billion in letters of credit (including $204.0 million in forward commitments), $197.0 million in advance commitments, and $0.3 billion in accrued interest, prepayment fees, MPF credit enhancement obligations and other fees.

The Bank establishes a maximum borrowing capacity (MBC) for each member based on collateral weightings applied to eligible collateral as described in the Bank’s Member Products Policy. Details regarding this policy are available in the Advance Products discussion in Item 1. Business in the Bank's 2014 Form 10-K. According to the Policy, eligible collateral is weighted to help ensure that the collateral value will exceed the amount that may be owed to the Bank in the event of a default. The Bank also has the ability to call for additional or substitute collateral while any indebtedness is outstanding to protect the Bank’s fully secured position.

The financial condition of all members and housing associates is closely monitored for compliance with financial criteria as set forth in the Bank’s credit policies. The Bank has developed an internal credit rating (ICR) that calculates financial scores and rates member institutions on a quarterly basis using a numerical rating scale from one to ten, with one being the best rating. Generally, scores are objectively calculated based on financial ratios computed from publicly available data. The scoring system gives the highest weighting to the member’s asset quality and capitalization. Other key factors include earnings and balance sheet composition. Operating results for the previous four quarters are used, with the most recent quarter’s results given a higher weighting. Additionally, a member’s credit score can be adjusted for various qualitative factors, such as the financial condition of the member’s holding company. A rating in one of the higher (i.e., worse) categories indicates that a member exhibits defined financial weaknesses. Members in these categories are reviewed for potential collateral delivery status. Other uses of the ICR include the scheduling of on-site collateral reviews. A separate financial analysis method is used to analyze insurance company exposure. While depository institution member analysis is based on standardized regulatory Call Report data and risk modeling, insurance company credit risk analysis is based on various forms of financial data, including, but not limited to, statutory reporting filed by insurance companies with state insurance regulators, which requires specialized methodologies and dedicated underwriting resources.

During the first six months of 2015, there were six failures of FDIC-insured institutions nationwide. None of those institutions was a member of the Bank.

Management believes that it has adequate policies and procedures in place to effectively manage credit risk exposure related to member TCE. These credit and collateral policies balance the Bank’s dual goals of meeting members’ needs as a reliable source of liquidity and limiting credit loss by adjusting the credit and collateral terms in response to deterioration in creditworthiness. The Bank has never experienced a loss on its member advance exposure; losses have been reserved for the MPF program.

The following table presents the Bank’s top ten financial institutions with respect to their TCE at June 30, 2015.



	June 30, 2015
(dollars in millions)	TCE		% of Total
PNC Bank, National Association, DE ⁽¹⁾	$	27,929.1	30.1	%
Santander Bank, N.A., DE ⁽²⁾	12,284.8		13.3
Chase Bank USA, N.A., DE	10,302.7		11.1
TD Bank, National Association, DE	10,089.7		10.9
Ally Bank, UT ⁽³⁾	7,923.7		8.6
Citizens Bank of Pennsylvania, PA ⁽⁴⁾	2,984.7		3.2
Customers Bank, PA	2,519.0		2.7
First National Bank of Pennsylvania, PA	1,246.7		1.3
Northwest Savings Bank, PA	1,209.0		1.3
First Commonwealth Bank, PA	1,158.9		1.3
	$	77,648.3	83.8	%
Other financial institutions	15,003.4		16.2
Total TCE outstanding	$	92,651.7	100.0	%

Notes:

⁽¹⁾ For Bank membership purposes, principal place of business is Pittsburgh, PA.

⁽²⁾ Santander Bank, N.A. is a subsidiary of Banco Santander, which is located in Spain.

⁽³⁾ For Bank membership purposes, principal place of business is Horsham, PA.

⁽⁴⁾ Citizens Bank of Pennsylvania is a subsidiary of the Royal Bank of Scotland, which is located in the United Kingdom.

Member Advance Concentration Risk. The following table lists the Bank’s top ten borrowers based on advance balances at par as of June 30, 2015.



	June 30, 2015
(dollars in millions)	Advance Balance		% of Total
PNC Bank, National Association, DE ⁽¹⁾	$	21,870.1	30.7	%
Chase Bank USA, N.A., DE	10,300.0		14.5
Santander Bank, N.A., DE ⁽²⁾	9,420.0		13.2
Ally Bank, UT ⁽³⁾	7,920.0		11.1
TD Bank, National Association, DE	3,000.0		4.2
Customers Bank, PA	1,388.0		1.9
Citizens Bank of Pennsylvania, PA ⁽⁴⁾	1,250.0		1.8
First National Bank of Pennsylvania, PA	1,240.0		1.7
First Commonwealth Bank, PA	1,129.2		1.6
MetLife Insurance Company USA, NJ ⁽⁵⁾	935.0		1.3
	$	58,452.3	82.0	%
Other borrowers	12,807.1		18.0
Total advances	$	71,259.4	100.0	%

Notes:

⁽¹⁾ For Bank membership purposes, principal place of business is Pittsburgh, PA.

⁽²⁾ Santander Bank, N.A. is a subsidiary of Banco Santander, which is located in Spain.

⁽³⁾ For Bank membership purposes, principal place of business is Horsham, PA.

⁽⁴⁾ Citizens Bank of Pennsylvania is a subsidiary of the Royal Bank of Scotland, which is located in the United Kingdom.

⁽⁵⁾ For Bank membership purposes, principal place of business is Wilmington, DE.

The average year-to-date June 30, 2015 balances for the ten largest borrowers totaled $51.0 billion, or 81.8% of total average advances outstanding. During the six months ended June 30, 2015, the maximum outstanding balance to any one borrower was $21.9 billion. The advances made by the Bank to each of these borrowers are secured by collateral with an estimated value, after collateral weightings, in excess of the book value of the advances. The Bank does not expect to incur any losses on these advances. The Bank has implemented specific credit and collateral review monitoring for these members.

Letters of Credit. The following table presents the Bank’s total outstanding letters of credit as of June 30, 2015 and December 31, 2014. The letter of credit product is collateralized under the same procedures and guidelines that apply to advances.



(dollars in millions)	June 30, 2015		December 31, 2014
Letters of credit:
Public unit deposit	$	20,465.2	$	19,918.8
Other	22.6		23.3
Total ⁽¹⁾	$	20,487.8	$	19,942.1

Notes:

⁽¹⁾Excludes approved requests to issue future standby letters of credit of $204.0 million and $146.8 million, respectively.

At June 30, 2015, the Bank had a concentration of letters of credit with two members (PNC Bank and TD Bank) totaling $12.9 billion or 62.3% of the total outstanding amount. At December 31, 2014, $13.4 billion or 67.0% were concentrated with these same two members.

Collateral Policies and Practices. All members are required to maintain eligible collateral to secure their TCE. During the second quarter of 2015, the Bank expanded its acceptance of the currently eligible U.S. government securities category to include U.S. Treasury Interest-Only Strips (UST IO Strips). With this recent change, the Bank now accepts both UST Principal-Only (PO) and IO Strips at a standard collateral value of 90 percent. Refer to the Risk Management section of the Bank's 2014 Form 10-K for additional information related to the Bank’s Collateral Policy.

Collateral Agreements and Valuation. The Bank provides members with two options regarding collateral agreements: a blanket lien collateral pledge agreement and a specific collateral pledge agreement. Under a blanket lien agreement, the Bank obtains a lien against all of the member’s unencumbered eligible collateral assets and most ineligible assets to secure the member’s obligations with the Bank. Under a specific agreement, the Bank obtains a lien against specified eligible collateral assets of the member or its affiliate (as applicable) to secure the member’s obligations with the Bank. The member provides a detailed listing, as an addendum to the specific collateral agreement, identifying those assets pledged as collateral. Details regarding average lending values provided under both blanket liens and specific liens and delivery arrangements are available in the "Credit and Counterparty Risk - TCE and Collateral" discussion in Risk Management in Item 7. Management's Discussion and Analysis in the Bank's 2014 Form 10-K.

For all of the Bank's members, the following table summarizes total eligible collateral values, after collateral weighting, by type under both blanket lien and specific collateral pledge agreements as of June 30, 2015 and December 31, 2014. The amount of excess collateral by individual borrowers varies significantly.



(dollars in millions)	June 30, 2015					December 31, 2014
All members	Amount			Percentage		Amount			Percentage
One-to-four single family residential mortgage loans	$	81,983.2		42.5	%	$	78,615.9		43.0	%
High quality investment securities⁽¹⁾	8,478.9			4.4		6,070.2			3.3
ORERC/CFIeligible collateral	87,293.1			45.3		83,472.1			45.6
Multi-family residential mortgage loans	15,072.4			7.8		14,758.0			8.1
Total eligible collateral value	$	192,827.6		100.0	%	$	182,916.2		100.0	%
Total TCE	$	92,651.7				$	83,539.1
Collateralization ratio (eligible collateral value to TCE outstanding)	208.1		%			219.0		%

Note:

⁽¹⁾High quality investment securities are defined as U.S. Treasury and U.S. Agency securities, GSE MBS commercial and residential private label MBS with a minimum credit rating of single A, which the Bank considers as part of its valuation of the collateral. In addition, municipal securities with a real estate connection (e.g. include a lien on real estate) and REFCORP bonds have been added to the Bank's definition of high quality investment securities.

For only member borrowers, the following tables present information on a combined basis regarding the type of collateral securing the outstanding credit exposure and the collateral status as of June 30, 2015 and December 31, 2014.



	June 30, 2015
(dollars in millions)	Blanket Lien				Listing				Delivery				Total
(dollars in millions)	Amount		%		Amount		%		Amount		%		Amount		%
One-to-four single family residential mortgage loans	$	64,946.7	38.4	%	$	11,865.2	82.4	%	$	228.8	29.0	%	$	77,040.7	41.8	%
High quality investment securities⁽¹⁾	5,696.0		3.4		2,540.6		17.6		73.7		9.4		8,310.3		4.5
ORERC/CFI eligible collateral	83,555.0		49.4		—		—		462.1		58.7		84,017.1		45.6
Multi-family residential mortgage loans	14,872.2		8.8		—		—		22.6		2.9		14,894.8		8.1
Total eligible collateral value	$	169,069.9	100.0	%	$	14,405.8	100.0	%	$	787.2	100.0	%	$	184,262.9	100.0	%
Total TCE	$	80,474.6	86.8	%	$	12,096.6	13.1	%	$	80.5	0.1	%	$	92,651.7	100.0	%
Number of members	201		92.2	%	9		4.1	%	8		3.7	%	218		100.0	%



	December 31, 2014
(dollars in millions)	Blanket Lien				Listing				Delivery				Total
(dollars in millions)	Amount		%		Amount		%		Amount		%		Amount		%
One-to-four single family residential mortgage loans	$	62,977.8	38.8	%	$	11,047.9	86.6	%	$	234.4	27.4	%	$	74,260.1	42.2	%
High quality investment securities⁽¹⁾	4,254.0		2.6		1,710.4		13.4		75.1		8.8		6,039.5		3.4
ORERC/CFI eligible collateral	80,563.3		49.6		—		—		521.6		61.0		81,084.9		46.1
Multi-family residential mortgage loans	14,570.9		9.0		—		—		24.0		2.8		14,594.9		8.3
Total eligible collateral value	$	162,366.0	100.0	%	$	12,758.3	100.0	%	$	855.1	100.0	%	$	175,979.4	100.0	%
Total TCE	$	74,056.7	88.7	%	$	9,393.2	11.2	%	$	89.2	0.1	%	$	83,539.1	100.0	%
Number of members	208		92.8	%	8		3.6	%	8		3.6	%	224		100.0	%

Note:

⁽¹⁾High quality investment securities are defined as U.S. Treasury and U.S. Agency securities, GSE MBS, commercial and residential private label MBS with a minimum credit rating of single A.A, which the Bank considers as part of its valuation of the collateral. In addition, municipal securities with a real estate connection (e.g. include a lien on real estate) and REFCORP bonds have been added to the Bank's definition of high quality investment securities. Members under blanket lien delivered status have the option to deliver such high quality investment securities to the Bank to increase their maximum borrowing capacity. Upon delivery, these securities are valued daily, and private label residential MBS are subject to weekly ratings reviews.

Credit and Counterparty Risk - Investments

Investment Quality and External Credit Ratings. The Bank is also subject to credit risk on investments consisting of money market investments and investment securities. The Bank considers a variety of credit quality factors when analyzing potential investments, including collateral performance, marketability, asset class or sector considerations, local and regional economic conditions, credit ratings based on NRSROs, and/or the financial health of the underlying issuer. As of June 30, 2015 and December 31, 2014, the Bank’s carrying value of investment securities issued by entities other than the U.S. government, Federal agencies or GSEs was $1.7 billion and $2.0 billion, respectively.

The following tables present the Bank’s investment carrying values as of June 30, 2015 and December 31, 2014 based on the lowest long-term credit rating from the NRSROs (Moody’s, S&P and Fitch).



	June 30, 2015 ^{(1) (2) (3)}
	Long-Term Rating
(in millions)	AAA		AA		A		BBB		Below BBB		Total
Money market investments:
Federal funds sold	$	—	$	450.0	$	2,280.0	$	80.0	$	—	$	2,810.0
Total money market investments	—		450.0		2,280.0		80.0		—		2,810.0
Investment securities:
GSE and TVA obligations	—		3,404.1		—		—		—		3,404.1
State or local agency obligations	14.3		204.7		46.8		—		—		265.8
Total non-MBS	14.3		3,608.8		46.8		—		—		3,669.9
Other U.S. obligations single family MBS	—		1,272.7		—		—		—		1,272.7
GSE single-family MBS	—		3,015.9		—		—		—		3,015.9
GSE multifamily MBS	—		1,624.3		—		—		—		1,624.3
Private label residential MBS	—		4.0		16.3		243.7		1,230.3		1,494.3
HELOCs	—		—		—		—		10.5		10.5
Total MBS	—		5,916.9		16.3		243.7		1,240.8		7,417.7
Total investments	$	14.3	$	9,975.7	$	2,343.1	$	323.7	$	1,240.8	$	13,897.6



	December 31, 2014 ^{(1) (2) (3)}
	Long-Term Rating
(in millions)	AAA		AA		A		BBB		Below BBB		Total
Money market investments:
Federal funds sold	$	—	$	800.0	$	3,555.0	$	230.0	$	—	$	4,585.0
Total money market investments	—		800.0		3,555.0		230.0		—		4,585.0
Investment securities:
GSE and TVA obligations	—		3,523.0		—		—		—		3,523.0
State or local agency obligations	12.9		270.5		—		—		—		283.4
Total non-MBS	12.9		3,793.5		—		—		—		3,806.4
Other U.S. obligations single family MBS	—		1,451.9		—		—		—		1,451.9
GSE single-family MBS	—		3,299.3		—		—		—		3,299.3
GSE multifamily MBS	—		1,697.9		—		—		—		1,697.9
Private label residential MBS	—		4.7		26.5		277.1		1,350.8		1,659.1
HELOCs	—		—		—		—		11.7		11.7
Total MBS	—		6,453.8		26.5		277.1		1,362.5		8,119.9
Total investments	$	12.9	$	11,047.3	$	3,581.5	$	507.1	$	1,362.5	$	16,511.3

Notes:

⁽¹⁾Various deposits not held as investments as well as mutual fund equity investments held by the Bank through Rabbi trusts which are not generally assigned a credit rating are excluded from the tables above. The mutual fund equity investment balances totaled $7.2 million and $6.7 million at June 30, 2015 and December 31, 2014, respectively.

⁽²⁾ Balances exclude $3.0 million and $3.6 million pertaining to one unrated private label MBS security at June 30, 2015 and December 31, 2014, respectively.

⁽³⁾ Balances exclude total accrued interest of $21.6 million and $21.8 million at June 30, 2015 and December 31, 2014, respectively.

The Bank also manages credit risk based on an internal credit rating system. For purposes of determining the internal credit rating, the Bank measures credit exposure through a process which includes internal credit review and various external factors, including placement of the counterparty on negative watch by one or more NRSROs. For internal reporting purposes, the incorporation of negative credit watch into the credit rating analysis of an investment may translate into a downgrade of one credit rating level from the external rating. The Bank does not rely solely on any NRSRO rating in deriving its final internal credit rating.

Short-term Investments. The Bank maintains a short-term investment portfolio to provide funds to meet the credit needs of its members and to maintain liquidity. The FHLBank Act and Finance Agency regulations set liquidity requirements for the FHLBanks. In addition, the Bank maintains a contingency liquidity plan in the event of operational disruptions at the Bank and

the Office of Finance (OF). See the Liquidity and Funding Risk section of this Item 2 for a discussion of the Bank’s liquidity management.

Within the portfolio of short-term investments, the Bank faces credit risk from unsecured exposures. The Bank's unsecured credit investments have maturities generally ranging between overnight and six months and may include the following types:


•	Interest-bearing deposits. Primarily consists of unsecured deposits that earn interest;


•	Federal funds sold. Unsecured loans of reserve balances at the Federal Reserve Banks between financial institutions that are made on an overnight and term basis;


•	Certificates of deposit. Unsecured negotiable promissory notes issued by banks and payable to the bearer on demand.

Under the Bank’s Risk Governance Policy, the Bank can place money market investments, which include those investment types listed above, on an unsecured basis with large financial institutions with long-term credit ratings no lower than BBB. Management actively monitors the credit quality of these counterparties.

As of June 30, 2015, the Bank had unsecured exposure to seven counterparties totaling $2.8 billion with five counterparties each exceeding 10% of the total exposure. The following table presents the Banks' unsecured credit exposure with private counterparties by investment type at June 30, 2015 and December 31, 2014. The unsecured investment credit exposure presented may not reflect the average or maximum exposure during the period.



(in millions) Carrying Value ⁽¹⁾
	June 30, 2015		December 31, 2014
Federal funds sold	$	2,810.0	$	4,585.0
Total	$	2,810.0	$	4,585.0

Note:

⁽¹⁾ Excludes unsecured investment credit exposure to U.S. government, U.S. government agencies and instrumentalities, GSEs, and supranational entities.

As of June 30, 2015, 90.7% of the Bank’s unsecured investment credit exposure in Federal funds sold were to U.S. branches and agency offices of foreign commercial banks. The Bank actively monitors its credit exposures and the credit quality of its counterparties, including an assessment of each counterparty’s financial performance, capital adequacy, sovereign support, and the current market perceptions of the counterparties. General macro-economic, political and market conditions may also be considered when deciding on unsecured exposure. As a result, the Bank may limit or suspend existing exposures.

Finance Agency regulations include limits on the amount of unsecured credit the Bank may extend to a counterparty or to a group of affiliated counterparties. This limit is based on a percentage of eligible regulatory capital and the counterparty's overall credit rating. Under these regulations, the level of eligible regulatory capital is determined as the lesser of the Bank's total regulatory capital or the eligible amount of regulatory capital of the counterparty. The eligible amount of regulatory capital is then multiplied by a stated percentage. This percentage is 1% to 15% and is based on the counterparty's credit rating. The calculation of term extensions of unsecured credit includes on-balance sheet transactions, off-balance sheet commitments, and derivative transactions.

Finance Agency regulation also permits the Bank to extend additional unsecured credit for overnight transactions and for sales of Federal funds subject to continuing contracts that renew automatically. For overnight exposures only, the Bank's total unsecured exposure to a counterparty may not exceed twice the applicable regulatory limit, or a total of 2% to 30% of the eligible amount of regulatory capital, based on the counterparty's credit rating. As of June 30, 2015, the Bank was in compliance with the regulatory limits established for unsecured credit.

The Bank's unsecured credit exposures to U.S. branches and agency offices of foreign commercial banks include the risk that, as a result of political or economic conditions in a country, the counterparty may be unable to meet its contractual repayment obligations. The Bank's unsecured credit exposures to domestic counterparties and U.S. subsidiaries of foreign commercial banks include the risk that these counterparties have extended credit to foreign counterparties. Bank management has limited its unsecured investment activity with all European private counterparties to overnight maturities only.

The following table presents the long-term credit ratings of the unsecured investment credit exposures by the domicile of the counterparty or the domicile of the counterparty's parent for U.S. branches and agency offices of foreign commercial banks based on the NRSROs used. This table does not reflect the foreign sovereign government's credit rating.



(in millions)
June 30, 2015 ^{(1) (2)}
Carrying Value
Domicile of Counterparty	Investment Grade ⁽³⁾ ⁽⁴⁾
	AA		A		BBB		Total
Domestic	$	—	$	180.0	$	80.0	$	260.0
U.S. branches and agency offices of foreign commercial banks:
Australia	450.0		—		—		450.0
Canada	—		500.0		—		500.0
Finland	—		500.0		—		500.0
Netherlands	—		600.0		—		600.0
Sweden	—		500.0		—		500.0
Total U.S. branches and agency offices of foreign commercial banks	450.0		2,100.0		—		2,550.0
Total unsecured investment credit exposure	$	450.0	$	2,280.0	$	80.0	$	2,810.0



(in millions)
December 31, 2014 ^{(1) (2)}
Carrying Value
Domicile of Counterparty	Investment Grade ⁽³⁾ ⁽⁴⁾
	AA		A		BBB		Total
Domestic	$	—	$	680.0	$	80.0	$	760.0
U.S. subsidiaries of foreign commercial banks	—		—		150.0		150.0
Total domestic and U.S. subsidiaries of foreign commercial banks	—		680.0		230.0		910.0
U.S. branches and agency offices of foreign commercial banks:
Australia	800.0		—		—		800.0
Canada	—		1,375.0		—		1,375.0
Finland	—		500.0		—		500.0
Netherlands	—		500.0		—		500.0
Norway	—		500.0		—		500.0
Total U.S. branches and agency offices of foreign commercial banks	800.0		2,875.0		—		3,675.0
Total unsecured investment credit exposure	$	800.0	$	3,555.0	$	230.0	$	4,585.0

Notes:

⁽¹⁾ Does not reflect any changes in ratings, outlook or watch status occurring after June 30, 2015.

⁽²⁾ These ratings represent the lowest rating available for each security owned by the Bank based on the NRSROs used by the Bank. The Bank’s internal ratings may differ from those obtained from the NRSROs.

⁽³⁾ Excludes unsecured investment credit exposure to U.S. government, U.S. government agencies and instrumentalities, GSEs, and supranational entities.

⁽⁴⁾ Represents the NRSRO rating of the counterparty not the country. There were no AAA rated investments at either June 30, 2015 or December 31, 2014.

At June 30, 2015 and December 31, 2014, all the unsecured investments held by the Bank had overnight maturities.

U.S. Treasury Bills, Agency, GSE Securities and State and Local Agency Obligations. In addition to U.S. Treasury bills and securities issued or guaranteed by U.S. agencies or U.S government corporations, the Bank invests in and is subject to credit risk related to GSE securities and state and local agency obligations. The Bank maintains a portfolio of U.S. Treasury, U.S. agency and GSE/TVA securities as a secondary liquidity portfolio. Further, the Bank maintains a portfolio of state and local agency obligations to invest in mission-related assets and enhance net interest income. These portfolios totaled $3.7 billion and $3.8 billion at June 30, 2015 and December 31, 2014, respectively.

Agency and GSE MBS. The Bank invests in and is subject to credit risk related to MBS issued or guaranteed by Federal agencies and GSEs that are directly supported by underlying mortgage loans. The Bank’s total agency and GSE MBS portfolio decreased $536.2 million from December 31, 2014 to $5.9 billion at June 30, 2015. This decrease was due to paydowns and decrease in fair value of the securities. partially offset by purchases of $76.9 million of securities.

Private Label MBS. The Bank also holds investments in private label MBS, which are also supported by underlying mortgage loans. The Bank made investments in private label MBS that were rated AAA at the time of purchase with the exception of one, which was rated AA at the time of purchase. The carrying value of the Bank’s private label MBS portfolio decreased $166.6 million from December 31, 2014 to $1.5 billion at June 30, 2015. This decline was due to repayments.

Unrealized gains in AOCI decreased from $94.5 million at December 31, 2014 to $84.2 million at June 30, 2015. The decrease was due to repayments on the securities as the price remained constant at 88 at both June 30, 2015 and December 31, 2014. These fair values are determined using unobservable inputs (i.e., Level 3) derived from four third-party pricing services. The Bank uses the unadjusted prices received from the third-party pricing services in its process relating to fair value calculations and methodologies as described further in the Critical Accounting Policies section in Item 7. Management’s Discussion and Analysis in the Bank's 2014 Form 10-K.

Approximately 20% of the Bank’s MBS portfolio at June 30, 2015 was issued by private label issuers. In late 2007, the Bank discontinued the purchase of private label MBS.

Participants in the mortgage market often characterize single family loans based upon their overall credit quality at the time of origination, generally considering them to be Prime, Alt-A or subprime. There is no universally accepted definition of these segments or classifications. The subprime segment of the mortgage market primarily serves borrowers with poorer credit payment histories, and such loans typically have a mix of credit characteristics that indicate a higher likelihood of default and higher loss severities than Prime loans. Further, many mortgage participants classify single family loans with credit characteristics that range between Prime and subprime categories as Alt-A because these loans have a combination of characteristics of each category or may be underwritten with low or no documentation compared to a full documentation mortgage loan. Industry participants often use this classification principally to describe loans for which the underwriting process is less rigorous and to reduce the documentation requirements of the borrower.

Private Label MBS Collateral Statistics. The following tables provide collateral performance and credit enhancement information for the Bank’s private label MBS portfolio by par, collateral type, and the security's credit rating as of June 30, 2015. The Bank has not purchased any private label MBS since 2007.



	Private Label MBS by Vintage - Prime
(dollars in millions)	2007			2006			2005			2004 and earlier			Total
Par by lowest external long- term rating:
AA	$	—		$	—		$	—		$	4.0		$	4.0
A	—			—			—			7.4			7.4
BBB	—			—			19.1			151.4			170.5
Below investment grade:
BB	—			—			35.3			112.5			147.8
B	—			—			13.9			72.1			86.0
CCC	—			7.3			5.3			24.5			37.1
CC	—			19.6			4.9			—			24.5
C	16.2			58.3			—			—			74.5
D	197.9			111.3			35.5			—			344.7
Unrated	—			—			—			3.0			3.0
Total	$	214.1		$	196.5		$	114.0		$	374.9		$	899.5
Amortized cost	$	165.3		$	166.4		$	105.9		$	372.4		$	810.0
Gross unrealized losses ⁽¹⁾	—			(0.1		)	(2.3		)	(2.9		)	(5.3		)
Fair value	191.0			180.9			109.0			371.8			852.7
OTTI ⁽²⁾:
Total OTTI losses	$	—		$	—		$	(1.5	)	$	—		$	(1.5	)
OTTI losses reclassified (from) AOCI	—			—			1.0			—			1.0
Net OTTI losses, credit portion	$	—		$	—		$	(0.5	)	$	—		$	(0.5	)
Weighted average fair value/par	89.2		%	92.1		%	95.6		%	99.2		%	94.8		%
Original weighted average credit support	7.2			8.6			4.5			5.6			6.5
Weighted-average credit support - current	—			1.1			8.5			13.1			6.8
Weighted avg. collateral delinquency⁽³⁾	12.3			12.3			10.7			9.5			10.9



	Private Label MBS by Vintage - Alt-A ^{(3) (4)}
(dollars in millions)	2007			2006			2005			2004 and earlier			Total
Par by lowest external long- term rating:
A	$	—		$	—		$	—		$	8.7		$	8.7
BBB	—			—			3.2			67.6			70.8
Below investment grade:
BB	—			—			—			5.1			5.1
B	—			—			21.9			6.4			28.3
CCC	—			72.6			42.6			31.8			147.0
CC	—			—			6.9			1.6			8.5
D	161.1			258.2			41.8			—			461.1
Total	$	161.1		$	330.8		$	116.4		$	121.2		$	729.5
Amortized cost	$	124.3		$	259.0		$	109.4		$	116.7		$	609.4
Gross unrealized losses ⁽¹⁾	(1.8		)	—			(1.2		)	(0.5		)	(3.5		)
Fair value	131.0			287.4			109.8			119.8			648.0
OTTI ⁽²⁾:
Total OTTI losses	$	—		$	—		$	—		$	—		$	—
OTTI losses reclassified (from) AOCI	—			—			—			—			—
Net OTTI losses, credit portion	$	—		$	—		$	—		$	—		$	—
Weighted average fair value/par	81.3		%	86.9		%	94.3		%	98.8		%	88.8		%
Original weighted average credit support	13.3			10.2			6.0			5.4			9.4
Weighted-average credit support - current	—			—			8.0			23.5			5.2
Weighted avg. collateral delinquency⁽³⁾	21.7			16.7			9.4			12.9			16.0

Notes:

⁽¹⁾Represents total gross unrealized losses including non-credit-related other-than-temporary impairment recognized in AOCI. The unpaid principal balance and amortized cost of private label MBS in a gross unrealized loss position was $451.0 million and $434.5 million, respectively at June 30, 2015.

⁽²⁾For the six months ended June 30, 2015.

⁽³⁾Delinquency information is presented at the cross-collateralization level.

⁽⁴⁾Includes HELOCs.

The Bank’s subprime and HELOC private label MBS balances are immaterial to the overall portfolio. Accordingly, the related collateral statistics for these private label MBS are not presented.

OTTI. The Bank recognized $0.5 million of credit-related OTTI charges in earnings during the three and six months ended June 30, 2015 and none during 2014. Because the Bank does not intend to sell and it is not more likely than not that the Bank will be required to sell any OTTI securities before anticipated recovery of their amortized cost basis, the Bank does not have an additional OTTI charge for the difference between amortized cost and fair value. The Bank has not recorded OTTI on any other type of security (i.e., U.S. Agency MBS or non-MBS securities).

The Bank’s estimate of cash flows has a significant impact on the determination of credit losses. Cash flows expected to be collected are based on the performance and type of private label MBS and the Bank’s expectations of the economic environment. To ensure consistency in determination of the OTTI for private label MBS among all FHLBanks, each quarter the Bank works with the OTTI Governance Committee to update its OTTI analysis based on actual loan performance and current housing market assumptions in the collateral loss projection models, which generate the estimated cash flows from the Bank’s private label MBS. This process is described in Note 5 - OTTI to the unaudited financial statements included in this Form 10-Q.

The Bank’s quarterly OTTI analysis is based on current and forecasted economic trends. Significant assumptions used on the Bank’s private label MBS as part of its second quarter of 2015 analysis are presented below.



	Significant Inputs for Private Label Residential MBS
	Prepayment Rates	Default Rates	Loss Severities	Current Credit Enhancement
	Weighted Avg %	Weighted Avg %	Weighted Avg %	Weighted Avg %
Prime	14.3	8.8	25.8	5.9
Alt-A	13.0	18.4	35.1	5.3
Subprime	5.1	27.4	50.1	36.7
Total Private Label Residential MBS	13.7	13.2	30.1	5.7

The Bank’s life-to-date credit losses are concentrated in its 2006 and 2007 vintage bonds. These vintages represent 92% of life-to-date credit losses, of which 48% relates to Prime and 44% relates to Alt-A, with the remainder in subprime and HELOC. The Bank has recognized life to date OTTI (in millions) as follows:



(dollars in millions)	June 30, 2015			June 30, 2014
Number of private label MBS with an OTTI charge:
Life-to-date	58			57
Still outstanding	46			47
Total OTTI credit loss recorded life-to-date	$	454.5		$	454.0
Principal write-downs on private label MBS	(131.5		)	(110.7		)
Credit losses on private label MBS no longer owned:
Private label MBS sold	(106.0		)	(106.0		)
Private label MBS matured (less principal write-downs realized)	(4.4		)	(3.7		)
Remaining amount of previously recognized OTTI credit losses	$	212.6		$	233.6

The table above excludes recoveries of OTTI through interest income, which occur if there is a significant increase in estimated cash flows whereby the Bank increases the yield on the Bank’s investment and recognizes recovery as interest income over the life of the investment. OTTI recovered through interest income was $7.1 million and $5.9 million for the second quarter of 2015 and 2014, respectively; $14.1 million and $11.8 million for the first six months of 2015 and 2014, respectively; and $73.6 million life-to-date. The OTTI recovered through interest income was recognized on 37 private label MBS securities for both the six months ended June 30, 2015 and 2014. The same private label MBS can have multiple increases in cash flows that are deemed to be significant.

The Bank transfers private label MBS from HTM to AFS when an OTTI credit loss is recorded on a security. The Bank believes that a credit loss constitutes evidence of deterioration in the credit quality of the security. The Bank believes that the transfer increases its flexibility to potentially sell other-than-temporarily-impaired securities if it makes economic sense. There was one transfer during the second quarter of 2015. There were no other transfers during the first six months of 2015, and there were no transfers during the first six months of 2014.

Management will continue to evaluate all impaired securities, including those on which OTTI has been recorded. Material credit losses have occurred on private label MBS and may occur in the future. The specific amount of credit losses will depend on the actual performance of the underlying loan collateral as well as the Bank’s future modeling assumptions. The Bank cannot estimate the future amount of any additional credit losses.

As discussed above, the projection of cash flows expected to be collected on private label MBS involves significant judgment with respect to key modeling assumptions. Therefore, on all private label MBS, the Bank performed a cash flow analysis under one additional scenario which was agreed to by the OTTI Governance Committee that represented meaningful, plausible and more adverse external assumptions. This more adverse scenario decreases the short-term forecast by five percentage points, and slows housing price recovery rates 33%. The adverse scenario estimated cash flows were generated using the same model (Prime, Alt-A or subprime) as the base scenario. Using a model with more severe assumptions could increase the estimated credit loss recorded by the Bank. The securities included in this stress scenario were only those that were in an unrealized loss position at June 30, 2015. Additionally, the maximum credit loss under the adverse case was limited to the

amount of the security's unrealized loss. The adverse case housing price forecast is not management’s current best estimate of cash flows and is therefore not used as a basis for determining OTTI. The results of the analysis were immaterial.

Credit and Counterparty Risk - Mortgage Loans, BOB Loans and Derivatives

Mortgage Loans. The Finance Agency has authorized the Bank to hold mortgage loans under the MPF Program whereby the Bank acquires mortgage loans from participating members in a shared credit risk structure. These assets carry CEs, which give them the approximate equivalent of a AA credit rating at the time of purchase by the Bank, although the CE is not actually rated. The Bank had net mortgage loans held for portfolio of $3.1 billion at both June 30, 2015 and December 31, 2014 after an allowance for credit losses of $6.3 million and $7.3 million, respectively.

Mortgage Insurers. The Bank’s MPF Program currently has credit exposure to ten mortgage insurance companies which provide PMI and/or Supplemental Mortgage Insurance (SMI) for the Bank’s various products. The Bank closely monitors the financial condition of these mortgage insurers. PMI for MPF Program loans must be issued by a mortgage insurance company on the Bank's approved mortgage insurance company list whenever PMI coverage is required.

None of the Bank’s mortgage insurers currently maintain a rating by at least one NRSRO of A+ or better. Given the credit deterioration of PMI providers, the estimate of the allowance for credit losses includes projected reduced claim payments. As required by the MPF Program, for ongoing PMI, the ratings model currently requires additional CE from the PFI to compensate for the mortgage insurer rating when it is below A+. All PFIs have met this requirement.

The MPF Plus product required SMI under the MPF Program when each pool was established. At June 30, 2015, eight of the 14 MPF Plus pools still have SMI policies in place. The Bank does not currently offer the MPF Plus product and has not purchased loans under MPF Plus Commitments since July 2006. Per MPF Program guidelines, the existing MPF Plus product exposure is required to be secured by the PFI once the SMI company is rated below AA-. The Finance Agency guidelines require mortgage insurers that underwrite SMI to be rated AA- or better. This requirement has been temporarily waived by the Finance Agency provided that the Bank otherwise mitigates the risk by requiring the PFI to secure the exposure. As of June 30, 2015, $50.5 million of SMI exposure had been secured by two PFIs.

The unpaid principal balance and maximum coverage outstanding for seriously delinquent loans with PMI as of June 30, 2015 was $12.0 million and $4.7 million, respectively. As of December 31, 2014, these amounts were $13.9 million and $5.5 million, respectively.

BOB Loans. The Bank's BOB loan program is targeted to small businesses in the Bank's district to assist in the growth and development of small businesses, including both start-up and expansion. The Bank makes funds available to members to extend credit to an approved small business borrower, thereby enabling small businesses to qualify for credit that otherwise may not be available. See Item 1. Business in the Bank's 2014 Form 10-K for additional information about the BOB loan program. The allowance for credit losses on BOB loans was $1.8 million for both at June 30, 2015 and December 31, 2014.

Derivative Counterparties. Derivative transactions may be either executed with a counterparty (referred to as bilateral derivatives) or cleared through a Futures Commission Merchant (i.e., clearing agent) or a Swap Execution Facility with a Derivatives Clearing Organization (referred to as cleared derivatives). For bilateral derivatives, the Bank transacts most of its derivatives with large banks and major broker-dealers. Some of these banks and broker-dealers or their affiliates buy, sell, and distribute consolidated obligations. The Bank is not a derivatives dealer and does not trade derivatives for short-term profit.

The Bank is subject to credit risk due to the risk of non-performance by counterparties to its derivative transactions. The amount of credit risk on derivatives depends on the extent to which netting procedures, collateral requirements and other credit enhancements are used and are effective in mitigating the risk. The Bank manages credit risk through credit analysis, collateral management, and other credit enhancements.

Bilateral Derivatives. The Bank is subject to non-performance by counterparties to its bilateral derivative transactions. The Bank requires collateral on bilateral derivative transactions. The amount of net unsecured credit exposure that is permissible with respect to each counterparty depends on the credit rating of that counterparty. A counterparty must deliver collateral to the Bank if the total market value of the Bank's exposure to that counterparty rises above a specific trigger point. As a result of these risk mitigation initiatives, the Bank does not anticipate any credit losses on its bilateral derivative transactions with counterparties as of June 30, 2015.

Cleared Derivatives. The Bank is subject to credit risk due to non-performance by the Clearing Houses and clearing agent. The requirement that the Bank post initial and variation margin, through the clearing agent, to the Clearing Houses, exposes the Bank to institutional credit risk in the event that the clearing agent or the Clearing Houses fail to meet their obligations. Initial margin is the amount calculated based on anticipated exposure to future changes in the value of a swap and protects the Clearing Houses from market risk in the event of default by one of its clearing agents. Variation margin is the amount calculated to cover the current exposure arising from changes in the market value of the position since the trade was executed or the previous time the position was marked to market. The Bank's use of cleared derivatives is intended to mitigate credit risk exposure because a central counterparty is substituted for individual counterparties and collateral is posted daily for changes in the value of cleared derivatives through a clearing agent. The Bank does not anticipate any credit losses on its cleared derivatives as of June 30, 2015.

The contractual or notional amount of derivative transactions reflects the involvement of the Bank in the various classes of financial instruments. The maximum credit risk of the Bank with respect to derivative transactions is the estimated cost of replacing the derivative transactions if there is a default, minus the value of any related collateral, including initial and variation margin. In determining maximum credit risk, the Bank considers accrued interest receivables and payables as well as the netting requirements to net assets and liabilities. The following table presents the derivative positions with non-member counterparties and member institutions to which the Bank has credit exposure at June 30, 2015 and December 31, 2014.



(in millions)	June 30, 2015
Credit Rating ⁽¹⁾	Notional Amount		Net Derivatives Fair Value Before Collateral			Cash Collateral Pledged To (From) Counterparties			Net Credit Exposure to Counterparties
Non-member counterparties
Asset positions with credit exposure:
Bilateral derivatives
AA	$	10.0	$	0.1		$	—		$	0.1
A	861.7		2.1			(0.4		)	1.7
Liability positions with credit exposure:
Cleared derivatives ⁽²⁾	26,579.6		(106.2		)	168.1			61.9
Total derivative positions with credit exposure to non-member counterparties	27,451.3		(104.0		)	167.7			63.7
Member institutions ⁽³⁾	23.3		0.5			—			0.5
Total	$	27,474.6	$	(103.5	)	$	167.7		$	64.2
Derivative positions without credit exposure	19,172.3
Total notional	$	46,646.9



(in millions)	December 31, 2014
Credit Rating ⁽¹⁾	Notional Amount		Net Derivatives Fair Value Before Collateral			Cash Collateral Pledged To (From) Counterparties		Net Credit Exposure to Counterparties
Non-member counterparties
Asset positions with credit exposure:
Bilateral derivatives
AA	$	200.0	$	2.6		$	—	$	2.6
A	385.0		1.6			—		1.6
Liability positions with credit exposure:
Bilateral derivatives
A	1,325.0		(16.6		)	18.0		1.4
Cleared derivatives⁽²⁾	23,373.5		(174.9		)	204.4		29.5
Total derivative positions with credit exposure to non-member counterparties	25,283.5		(187.3		)	222.4		35.1
Member institutions ⁽³⁾	18.3		0.4			—		0.4
Total	$	25,301.8	$	(186.9	)	$	222.4	$	35.5
Derivative positions without credit exposure	19,551.2
Total notional	$	44,853.0

Notes:

⁽¹⁾This table does not reflect any changes in rating, outlook or watch status occurring after June 30, 2015. The ratings presented in this table represent the lowest long-term counterparty credit rating available for each counterparty based on the NRSROs used by the Bank.

⁽²⁾ Represents derivative transactions cleared through Clearing Houses.

⁽³⁾ Member institutions include mortgage delivery commitments.

The following tables summarize the Bank’s bilateral derivative counterparties which represent more than 10% of the Bank’s total bilateral notional amount outstanding and net credit exposure as of June 30, 2015 and December 31, 2014.



Notional Greater Than 10%	June 30, 2015				December 31, 2014
(dollars in millions) Derivative Counterparty	Credit Rating	Notional		% of Notional	Credit Rating	Notional		% of Notional
Deutsche Bank AG	BBB	$	4,574.9	22.8	A	$	4,567.4	21.3
Morgan Stanley Capital	A	4,053.6		20.2	BBB	3,328.6		15.5
JP Morgan Chase Bank, NA	A	2,205.3		11.0	A	2,885.6		13.4
Barclays Bank	A	2,073.9		10.3	⁽¹⁾	⁽¹⁾		⁽¹⁾
All others	n/a	7,159.6		35.7	n/a	10,697.9		49.8
Total		$	20,067.3	100.0		$	21,479.5	100.0



Net Credit Exposure Greater Than 10%	June 30, 2015				December 31, 2014
(dollars in millions) Derivative Counterparty	Credit Rating	Net Credit Exposure		% of Net Credit Exposure	Credit Rating	Net Credit Exposure		% of Net Credit Exposure
BNP Paribas	A	$	1.7	75.6	⁽³⁾	⁽³⁾		⁽³⁾
Royal Bank of Canada	⁽³⁾	⁽³⁾		⁽³⁾	AA	$	2.6	43.0
HSBC Bank USA, NA	⁽²⁾	⁽²⁾		⁽²⁾	A	1.2		19.7
Goldman Sachs Group, Inc.	⁽³⁾	⁽³⁾		⁽³⁾	A	0.7		11.3
All others	n/a	0.6		24.4	n/a	1.5		26.0
Total		$	2.3	100.0		$	6.0	100.0

Notes:

⁽¹⁾ The percentage of notional was not greater than 10%.

⁽²⁾ The percentage of net credit exposure was not greater than 10%.

⁽³⁾ The counterparty had no credit exposure for the period-end.

To manage market risk, the Bank enters into derivative contracts. Some of these derivatives are with U.S. branches of financial institutions located in Europe. In terms of counterparty credit risk exposure, European financial institutions are exposed to the Bank as shown below.



(in millions)	June 30, 2015						December 31, 2014
Country of Counterparty	Market Value of Total Exposure		Collateral Obligation (Net Exposure)		Collateral Pledged by the Bank		Market Value of Total Exposure		Collateral Obligation (Net Exposure)		Collateral Pledged by the Bank
Switzerland	$	39.1	$	39.1	$	39.1	$	37.5	$	37.5	$	37.8
United Kingdom	16.0		11.0		9.4		25.7		20.7		20.6
Germany	24.9		9.9		14.2		41.6		26.6		27.6
Total	$	80.0	$	60.0	$	62.7	$	104.8	$	84.8	$	86.0

Note: The average maturity of these derivative contracts is January 2019 and October 2018 at June 30, 2015 and December 31, 2014, respectively. Collateral Obligation (Net Exposure) is defined as Market Value of Total Exposure minus delivery threshold and minimum collateral transfer requirements.

In addition, the Bank is exposed to counterparty credit risk with U.S. branches of European financial institutions, as presented in the tables below.



(in millions)	June 30, 2015						December 31, 2014
Country of Counterparty	Market Value of Total Exposure		Collateral Obligation (Net Exposure)		Collateral Pledged to the Bank		Market Value of Total Exposure		Collateral Obligation (Net Exposure)		Collateral Pledged to the Bank
France	$	2.7	$	0.4	$	0.8	$	0.6	$	0.6	$	3.1
United Kingdom	—		—		—		3.8		2.6		3.9
Switzerland	—		—		—		0.4		—		—
Total	$	2.7	$	0.4	$	0.8	$	4.8	$	3.2	$	7.0

Note: The average maturity of these derivative contracts is August 2019 and March 2019 at June 30, 2015 and December 31, 2014, respectively. Collateral Obligation (Net Exposure) is defined as Market Value of Total Exposure minus delivery threshold and minimum collateral transfer requirements.

To appropriately assess potential credit risk to its European holdings, the Bank annually underwrites each counterparty and country and regularly monitors NRSRO rating actions and other publications for changes to credit quality. The Bank also actively monitors its counterparties' approximate indirect exposure to European sovereign debt and considers this exposure as a component of its credit risk review process.

Liquidity and Funding Risk

As a wholesale bank, the Bank employs financial strategies that are designed to enable it to expand and contract its assets, liabilities and capital in response to changes in member credit demand, membership composition and other market factors. The Bank's liquidity resources are designed to support these strategies and are described further in the Bank's 2014 Form 10-K.

Consolidated obligations bonds and discount notes are rated Aaa with stable outlook/P-1 by Moody’s and AA+ with stable outlook/A-1+ by S&P, as of June 30, 2015. These ratings measure the likelihood of timely payment of principal and interest. At June 30, 2015, the Bank’s consolidated obligation bonds outstanding increased to $47.6 billion compared to $43.7 billion at December 31, 2014. The Bank also issues discount notes, which are shorter-term consolidated obligations, to support its short-term member loan portfolio and other short-term asset funding needs. Total discount notes outstanding were $41.1 billion at June 30, 2015 and $37.1 billion at December 31, 2014.

During the first half of 2015, short-term funding spreads relative to LIBOR remained relatively stable. The Bank primarily uses noncallable bonds as a source of funding but also utilizes structured notes such as callable bonds. Unswapped callable bonds primarily fund the Bank’s mortgage portfolio while swapped callable bonds fund other floating-rate assets. At June 30, 2015, callable bonds issued by the Bank were up approximately $569 million from December 31, 2014. Note 10 - Consolidated Obligations to the unaudited financial statements in this Form 10-Q provides additional information regarding the Bank’s consolidated obligations.

The Bank is required to maintain a level of liquidity in accordance with certain Finance Agency guidance and policies established by management and the Board. Under these policies and guidelines, the Bank is required to maintain sufficient liquidity in an amount at least equal to its anticipated net cash outflows under two different scenarios. One scenario assumes that the Bank cannot access the capital markets for a period of 15 days and that, during that time, members do not renew any maturing, prepaid and called advances. The second scenario assumes that the Bank cannot access the capital markets for five days and that, during that period, it will automatically renew maturing and called advances for all members except very large, highly rated members. These requirements are designed to enhance the Bank’s protection against temporary disruptions in access to the debt markets. Refer to the Liquidity and Funding Risk section in Item 7. of the Bank's 2014 Form 10-K for additional information. The Bank was in compliance with these requirements at June 30, 2015.

Contingency Liquidity. In their asset/liability management planning, members may look to the Bank to provide standby liquidity. The Bank seeks to be in a position to meet its customers’ credit and liquidity needs without maintaining excessive holdings of low-yielding liquid investments or being forced to incur unnecessarily high borrowing costs. To satisfy these requirements and objectives, the Bank’s primary sources of liquidity are the issuance of new consolidated obligation bonds and discount notes and short-term investments, such as Federal funds sold and overnight securities purchased under agreements to resell. At June 30, 2015 and December 31, 2014, excess contingency liquidity was approximately $19.6 billion and $19.7 billion, respectively.

Refer to the Liquidity and Funding Risk section in Item 7. of the Bank's 2014 Form 10-K for additional information.

Joint and Several Liability. Although the Bank is primarily liable for its portion of consolidated obligations, (i.e., those issued on its behalf), the Bank is also jointly and severally liable with the other 10 FHLBanks for the payment of principal and interest on consolidated obligations of all the FHLBanks. The Finance Agency, in its discretion and notwithstanding any other provisions, may at any time order any FHLBank to make principal or interest payments due on any consolidated obligation, even in the absence of default by the primary obligor. To the extent that an FHLBank makes any payment on a consolidated obligation on behalf of another FHLBank, the paying FHLBank shall be entitled to reimbursement from the non-paying FHLBank, which has a corresponding obligation to reimburse the FHLBank to the extent of such assistance and other associated costs. However, if the Finance Agency determines that the non-paying FHLBank is unable to satisfy its obligations, then the Finance Agency may allocate the outstanding liability among the remaining FHLBanks on a pro rata basis in proportion to each FHLBank’s participation in all consolidated obligations outstanding, or on any other basis the Finance Agency may determine. Finance Agency regulations govern the issuance of debt on behalf of the FHLBanks and authorize the FHLBanks to issue consolidated obligations, through the OF as its agent. The Bank is not permitted to issue individual debt without Finance Agency approval. See Note 14 - Consolidated Obligations of the audited financial statements in Item 8. Financial Statements and Supplementary Financial Data in the Bank's 2014 Form 10-K for additional information.

Operating and Business Risks

Operating Risk. Operating risk is defined as the risk of unexpected loss resulting from human error, system malfunctions, man-made or natural disasters, fraud, legal risk, compliance risk, or circumvention or failure of internal controls. The Bank has established operating policies and procedures to manage each of the specific operating risks which are categorized as financial reporting, compliance, fraud, legal, information and personnel.

Business Risk. Business risk is the risk of an adverse impact on the Bank’s profitability or financial or business strategies resulting from external factors that may occur in the short-term and/or long-term. This risk includes the potential for strategic business constraints to be imposed through regulatory, legislative or political changes. The Bank’s Risk Management Committee monitors economic indicators and the external environment in which the Bank operates and attempts to mitigate this risk through long-term strategic planning. For additional information, on operating and business risks, see the "Operating and Business Risks" discussion in the Risk Management section of Item 7. in the Bank's 2014 Form 10-K.

Item 1: Financial Statements (unaudited)

Federal Home Loan Bank of Pittsburgh

Statements of Income (unaudited)



	Three months ended June 30,						Six months ended June 30,
(in thousands, except per share amounts)	2015			2014			2015			2014
Interest income:
Advances	$	81,632		$	62,021		$	155,373		$	121,994
Prepayment fees on advances, net	248			1,810			1,316			4,901
Interest-bearing deposits	73			97			152			180
Securities purchased under agreements to resell	180			8			341			21
Federal funds sold	1,487			954			2,866			1,659
Trading securities	2,215			1,929			4,212			3,767
Available-for-sale (AFS) securities	37,457			34,949			74,690			67,833
Held-to-maturity (HTM) securities	16,325			19,256			33,028			39,226
Mortgage loans held for portfolio	29,719			32,866			60,475			66,230
Total interest income	169,336			153,890			332,453			305,811
Interest expense:
Consolidated obligations - discount notes	10,283			5,564			19,385			11,600
Consolidated obligations - bonds	77,913			82,480			156,336			166,005
Mandatorily redeemable capital stock	7			20			8			34
Deposits	57			57			112			112
Other borrowings	3			1			7			4
Total interest expense	88,263			88,122			175,848			177,755
Net interest income	81,073			65,768			156,605			128,056
Provision (benefit) for credit losses	278			411			(183		)	(3,462		)
Net interest income after provision (benefit) for credit losses	80,795			65,357			156,788			131,518
Other noninterest income (loss):
Total OTTI losses (Note 5)	(1,509		)	—			(1,509		)	—
OTTI losses reclassified to AOCI (Note 5)	1,026			—			1,026			—
Net OTTI losses, credit portion (Note 5)	(483		)	—			(483		)	—
Net gains (losses) on trading securities (Note 2)	(10,133		)	6,789			(3,356		)	16,581
Net gains (losses) on derivatives and hedging activities (Note 9)	29,133			(9,503		)	21,561			(18,702		)
Gains on litigation settlements, net	—			—			15,263			36,610
Standby letters of credit fees	7,005			3,941			12,954			7,963
Other, net	708			1,256			1,274			1,705
Total other noninterest income	26,230			2,483			47,213			44,157
Other expense:
Compensation and benefits	9,077			8,674			19,398			19,496
Other operating	5,833			7,618			11,099			13,722
Finance Agency	1,167			984			2,547			2,233
Office of Finance	1,356			981			2,343			1,874
Total other expense	17,433			18,257			35,387			37,325
Income before assessments	89,592			49,583			168,614			138,350
Affordable Housing Program (AHP) assessment	8,960			4,960			16,862			13,838
Net income	$	80,632		$	44,623		$	151,752		$	124,512
Earnings per share:
Weighted avg shares outstanding (excludes mandatorily redeemable capital stock)	31,884			28,075			30,632			28,570
Basic and diluted earnings per share	$	2.53		$	1.59		$	4.95		$	4.36
Dividends per share	$	1.09		$	1.02		$	4.39		$	1.59

The accompanying notes are an integral part of these financial statements.

Federal Home Loan Bank of Pittsburgh

Statements of Comprehensive Income (unaudited)



	Three months ended June 30,						Six months ended June 30,
(in thousands)	2015			2014			2015			2014
Net income	$	80,632		$	44,623		$	151,752		$	124,512
Other comprehensive income (loss):
Net unrealized gains (losses) on AFS	(24,755		)	30,696			(2,267		)	55,224
Net non-credit portion of OTTI gains (losses) on AFS securities:
Non-credit OTTI losses transferred from HTM securities	(1,026		)	—			(1,026		)	—
Net change in fair value of OTTI securities	(11,236		)	17,550			(9,175		)	18,993
Total net non-credit portion of OTTI gains (losses) on AFS securities	(12,262		)	17,550			(10,201		)	18,993
Net non-credit portion of OTTI losses on HTM securities:
Non-credit portion	(1,026		)	—			(1,026		)	—
Transfer of non-credit portion from HTM to AFS securities	1,026			—			1,026			—
Total net non-credit portion of OTTI losses on HTM securities	—			—			—			—
Reclassification of net losses (gains) included in net income relating to hedging activities	(4		)	(1		)	(12		)	(1		)
Pension and post-retirement benefits	82			40			164			79
Total other comprehensive income (loss)	(36,939		)	48,285			(12,316		)	74,295
Total comprehensive income	$	43,693		$	92,908		$	139,436		$	198,807

The accompanying notes are an integral part of these financial statements.

Federal Home Loan Bank of Pittsburgh

Statements of Condition (unaudited)



(in thousands)	June 30, 2015		December 31, 2014
ASSETS
Cash and due from banks	$	5,377,254	$	2,451,131
Interest-bearing deposits	6,485		6,782
Federal funds sold	2,810,000		4,585,000
Investment securities:
Trading securities (Note 2)	369,976		281,016
AFS securities at fair value (Note 3)	7,858,609		8,408,835
HTM securities; fair value of $2,906,101 and $3,286,547 respectively (Note 4)	2,869,192		3,246,788
Total investment securities	11,097,777		11,936,639
Advances, net (Note 6)	71,489,152		63,408,355
Mortgage loans held for portfolio (Note 7), net of allowance for credit losses of $6,300 and $7,260 respectively (Note 8)	3,052,971		3,123,334
Banking on Business (BOB) loans, net of allowance for credit losses of $1,758 and $1,840, respectively (Note 8)	11,022		11,567
Accrued interest receivable	93,983		86,109
Premises, software and equipment, net	10,390		10,446
Derivative assets (Note 9)	64,152		36,217
Other assets	26,264		21,496
Total assets	$	94,039,450	$	85,677,076

Federal Home Loan Bank of Pittsburgh

Statements of Condition (unaudited)

(continued)



(in thousands, except par value)	June 30, 2015		December 31, 2014
LIABILITIES AND CAPITAL
Liabilities
Deposits:
Interest-bearing	$	629,258	$	601,454
Noninterest-bearing	41,100		39,726
Total deposits	670,358		641,180
Consolidated obligations, net: (Note 10)
Discount notes	41,061,124		37,058,118
Bonds	47,552,947		43,714,510
Total consolidated obligations, net	88,614,071		80,772,628
Mandatorily redeemable capital stock (Note 11)	562		586
Accrued interest payable	103,761		103,151
AHP payable	67,656		55,997
Derivative liabilities (Note 9)	63,375		58,964
Other liabilities	127,561		41,614
Total liabilities	89,647,344		81,674,120
Commitments and contingencies (Note 14)
Capital (Note 11)
Capital stock - putable ($100 par value) issued and outstanding 34,252 and 30,410 shares	3,425,159		3,040,976
Retained earnings:
Unrestricted	713,242		726,309
Restricted	141,588		111,238
Total retained earnings	854,830		837,547
Accumulated other comprehensive income (AOCI)	112,117		124,433
Total capital	4,392,106		4,002,956
Total liabilities and capital	$	94,039,450	$	85,677,076

The accompanying notes are an integral part of these financial statements.

Federal Home Loan Bank of Pittsburgh

Statements of Cash Flows (unaudited)



	Six months ended June 30,
(in thousands)	2015			2014
OPERATING ACTIVITIES
Net income	$	151,752		$	124,512
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Depreciation and amortization	(39,215		)	(28,892		)
Net change in derivative and hedging activities	836			39,136
Net OTTI credit losses	483			—
Other adjustments	(183		)	(4,170		)
Net change in:
Trading securities	(65,022		)	(46,254		)
Accrued interest receivable	(7,747		)	7,149
Other assets	(131		)	(1,173		)
Accrued interest payable	608			496
Other liabilities	8,518			8,273
Net cash provided by operating activities	$	49,899		$	99,077
INVESTING ACTIVITIES
Net change in:
Interest-bearing deposits (including $297 and $(1,024) from/to other FHLBanks for mortgage loan program)	$	79,664		$	6,873
Federal funds sold	1,775,000			(100,000		)
AFS securities:
Proceeds	2,533,060			1,011,999
Purchases	(1,931,157		)	(1,646,437		)
HTM securities:
Proceeds from long-term maturities	373,260			353,359
Advances:
Proceeds	262,964,058			323,163,394
Made	(271,097,321		)	(327,603,873		)
Mortgage loans held for portfolio:
Proceeds	250,063			221,065
Purchases	(192,739		)	(142,003		)
Proceeds from sales of foreclosed assets	7,211			9,260
Premises, software and equipment:
Proceeds from sale	—			900
Purchases	(1,854		)	(1,849		)
Net cash (used in) investing activities	$	(5,240,755	)	$	(4,727,312	)



Federal Home Loan Bank of Pittsburgh Statements of Cash Flows (unaudited)
(continued)
	Six months ended June 30,
(in thousands)	2015			2014
FINANCING ACTIVITIES
Net change in:
Deposits and pass-through reserves	$	19,959		$	17,450
Net payments for derivative contracts with financing element	(16,132		)	(16,202		)
Net proceeds from issuance of consolidated obligations:
Discount notes	78,981,134			52,114,011
Bonds	14,553,982			8,650,718
Payments for maturing and retiring consolidated obligations:
Discount notes	(74,982,675		)	(49,132,530		)
Bonds	(10,688,979		)	(8,924,964		)
Proceeds from issuance of capital stock	1,628,242			963,924
Payments for repurchase/redemption of mandatorily redeemable capital stock	(24		)	(5,572		)
Payments for repurchase/redemption of capital stock	(1,244,059		)	(846,537		)
Cash dividends paid	(134,469		)	(45,463		)
Net cash provided by financing activities	$	8,116,979		$	2,774,835
Net increase (decrease) in cash and due from banks	$	2,926,123		$	(1,853,400	)
Cash and due from banks at beginning of the period	2,451,131			3,121,345
Cash and due from banks at end of the period	$	5,377,254		$	1,267,945
Supplemental disclosures:
Interest paid	$	197,061		$	198,231
AHP payments	5,203			3,494
Transfers of mortgage loans to real estate owned	3,427			7,019
Non-cash transfer of OTTI HTM securities to AFS	3,368			—

The accompanying notes are an integral part of these financial statements.

Federal Home Loan Bank of Pittsburgh

Statements of Changes in Capital (unaudited)



	Capital Stock - Putable					Retained Earnings
(in thousands)	Shares		Par Value			Unrestricted			Restricted		Total			AOCI		Total Capital
December 31, 2013	29,622		$	2,962,143		$	625,636		$	60,083	$	685,719		$	44,340	$	3,692,202
Issuance of capital stock	9,639		963,924			—			—		—			—		963,924
Repurchase/redemption of capital stock	(8,466	)	(846,537		)	—			—		—			—		(846,537		)
Net shares reclassified to mandatorily redeemable capital stock	(84	)	(8,422		)	—			—		—			—		(8,422		)
Comprehensive income	—		—			99,609			24,903		124,512			74,295		198,807
Cash dividends	—		—			(45,463		)	—		(45,463		)	—		(45,463		)
June 30, 2014	30,711		$	3,071,108		$	679,782		$	84,986	$	764,768		$	118,635	$	3,954,511



	Capital Stock - Putable					Retained Earnings
(in thousands)	Shares		Par Value			Unrestricted			Restricted		Total			AOCI			Total Capital
December 31, 2014	30,410		$	3,040,976		$	726,309		$	111,238	$	837,547		$	124,433		$	4,002,956
Issuance of capital stock	16,282		1,628,242			—			—		—			—			1,628,242
Repurchase/redemption of capital stock	(12,440	)	(1,244,059		)	—			—		—			—			(1,244,059		)
Comprehensive income (loss)	—		—			121,402			30,350		151,752			(12,316		)	139,436
Cash dividends	—		—			(134,469		)	—		(134,469		)	—			(134,469		)
June 30, 2015	34,252		$	3,425,159		$	713,242		$	141,588	$	854,830		$	112,117		$	4,392,106

The accompanying notes are an integral part of these financial statements.

Federal Home Loan Bank of Pittsburgh

Notes to Financial Statements (unaudited)

Background Information

The Bank, a federally chartered corporation, is one of 11 district Federal Home Loan Banks (FHLBanks). Previously, there were 12 FHLBanks; however, on May 31, 2015, the FHLBank of Seattle merged with the FHLBank of Des Moines. The FHLBanks are government-sponsored enterprises (GSEs) that serve the public by increasing the availability of credit for residential mortgages and community development. The Bank provides a readily available, low-cost source of funds to its member institutions. The Bank is a cooperative, which means that current members own nearly all of the outstanding capital stock of the Bank. All holders of the Bank’s capital stock may, to the extent declared by the Board, receive dividends on their capital stock. Regulated financial depositories and insurance companies engaged in residential housing finance that maintain their principal place of business (as defined by Finance Agency regulation) in Delaware, Pennsylvania or West Virginia may apply for membership. Community Development Financial Institutions (CDFIs) which meet membership regulation standards are also eligible to become Bank members. State and local housing associates that meet certain statutory and regulatory criteria may also borrow from the Bank. While eligible to borrow, state and local housing associates are not members of the Bank and, as such, are not required to hold capital stock.

All members must purchase stock in the Bank. The amount of capital stock a member owns is based on membership requirements (membership asset value) and activity requirements (i.e., outstanding advances, letters of credit, and the principal balance of certain residential mortgage loans sold to the Bank). The Bank considers those members with capital stock outstanding in excess of 10% of total capital stock outstanding to be related parties. See Note 12 - Transactions with Related Parties for additional information.

The Federal Housing Finance Agency (Finance Agency) is the independent regulator of the FHLBanks. The mission of the Finance Agency is to provide effective supervision, regulation and housing mission oversight of the FHLBanks to promote their safety and soundness, support housing finance and affordable housing, and support a stable and liquid mortgage market. Each FHLBank operates as a separate entity with its own management, employees and board of directors. The Bank does not consolidate any off-balance sheet special-purpose entities or other conduits.

As provided by the Federal Home Loan Bank Act (FHLBank Act), or Finance Agency regulation, the Bank’s debt instruments, referred to as consolidated obligations, are the joint and several obligations of all the FHLBanks and are the primary source of funds for the FHLBanks. These funds are primarily used to provide advances, purchase mortgages from members through the MPF Program and purchase certain investments. See Note 10 - Consolidated Obligations for additional information. The Office of Finance (OF) is a joint office of the FHLBanks established to facilitate the issuance and servicing of the consolidated obligations of the FHLBanks and to prepare and issue the combined quarterly and annual financial reports of all 11 FHLBanks. Deposits, other borrowings, and capital stock issued to members provide other funds. The Bank primarily invests these funds in short-term investments to provide liquidity. The Bank also provides member institutions with correspondent services, such as wire transfer, safekeeping and settlement.

The accounting and financial reporting policies of the Bank conform to U.S. Generally Accepted Accounting Principles (GAAP). Preparation of the unaudited financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, as well as the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expenses. Actual results could differ from those estimates. In addition, from time to time certain amounts in the prior period may be reclassified to conform to the current presentation. To the extent that any reclassifications were made, the reclassifications did not have a material impact on the Bank's financial statements. In the opinion of management, all normal recurring adjustments have been included for a fair statement of this interim financial information. These unaudited financial statements should be read in conjunction with the audited financial statements for the year ended December 31, 2014 included in the Bank's 2014 Form 10-K.

Notes to Financial Statements (continued)

Note 1 – Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations

Framework for Adversely Classifying Loans, Other Real Estate Owned, and Other Assets and Listing Assets for Special Mention. In April 2012, the Finance Agency issued Advisory Bulletin 2012-02, Framework for Adversely Classifying Loans, Other Real Estate Owned, and Other Assets and Listing Assets for Special Mention (AB 2012-02 or Advisory Bulletin), which is applicable to Fannie Mae, Freddie Mac and the FHLBanks. The Advisory Bulletin establishes guidelines for adverse classification of various assets, primarily MPF loans at the Bank. Among other requirements, this Advisory Bulletin requires that the Bank classify the portion of an outstanding single-family loan balance in excess of the fair value of the underlying property, less costs to sell and adjusted for any credit enhancements, as a “loss” no later than when the loan becomes 180 days delinquent, except in certain specified circumstances (such as those involving properly secured loans with an LTV ratio equal to or less than 60%). The Bank implemented these classification provisions effective January 1, 2014. During the first quarter 2014, the Bank incorporated estimates of fair values on loans as applicable under the Advisory Bulletin in its calculation of the required “loss” on MPF loans. This change in the Bank's accounting estimate resulted in an immaterial benefit to the Bank's Allowance for Loan Losses at March 31, 2014. See Note 8 - Allowance for Credit Losses for more information.

The Advisory Bulletin also requires the Bank to charge-off the portion of the loan classified as a “loss.” The Advisory Bulletin specifies that, if the Bank subsequently receives full or partial payment of a previously charged-off loan, it may report a recovery of the amount charged-off either through loss reserves or as a reduction in foreclosed property expenses. As required, the Bank adopted the charge-off provisions of the Advisory Bulletin on January 1, 2015. Upon adoption of the charge-off provisions, the Bank’s allowance for loan losses on the impacted loans was eliminated and the corresponding recorded investment in the loans was reduced by the amount charged-off, unless it is expected to be recovered through credit enhancement (CE), for which the Bank recognizes a CE fee receivable. The amount of losses realized on the Bank's loan portfolio will ultimately be the same under the Advisory Bulletin as under the Bank's past accounting practices. However, the timing of when the Bank recognizes those losses in its financial statements will differ. The adoption of the charge-off provisions of the Advisory Bulletin did not have a material impact on the Bank’s financial condition or results of operations.

Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure. In January 2014, the FASB issued guidance clarifying when a loan should be de-recognized and the related real estate property recognized. This guidance allows the Bank to recognize properties as real estate owned once the borrower has voluntarily conveyed its interest in the property to the Bank through a deed in lieu of foreclosure or similar agreement. This guidance was effective for the Bank beginning January 1, 2015 and did not impact the Bank's financial condition or results of operations.

Revenue from Contracts with Customers. In May 2014, the FASB issued revised guidance for revenue recognition. This guidance will increase comparability across industries by providing a single, comprehensive revenue recognition model for all contracts with customers. The guidance will require recognition of revenue to reflect the economics of the transaction and will require expanded disclosures regarding revenue recognition. This guidance, which will be effective for the Bank beginning January 1, 2018, is not expected to materially impact the Bank's financial condition or results of operations.

Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures. In June 2014, the FASB issued guidance amending the accounting for certain repurchase agreements, including repurchase-to-maturity transactions and repurchase financing transactions. This guidance was effective for the Bank beginning January 1, 2015 and did not have a material impact on the Bank's financial condition or results of operations. The guidance requires expanded disclosures for transactions accounted for as secured borrowings and sales beginning April 1, 2015, which did not impact the Bank's financial statements.

Classification of Certain Government Insured Residential Mortgage Loans upon Foreclosure. In August 2014, the FASB issued guidance to limit diversity in practice for classification of certain mortgage loans backed by a government guarantee upon foreclosure. Upon foreclosure, the mortgage loan should be de-recognized and a separate other receivable recognized for the amount of the loan balance expected to be recovered from the guarantor. This guidance was effective for the Bank beginning January 1, 2015 and did not impact the Bank's financial condition or results of operations.

Going Concern. In August 2014, the FASB issued guidance which requires all entities to perform an interim and annual assessment of their ability to continue as a going concern for one year from the date of issuance of their respective financial statements. The guidance also requires disclosures if there is “substantial doubt” of the entity’s ability to continue as a going concern. The Bank's initial quarterly assessment will be required to be completed on its December 31, 2016 financial statements.

Notes to Financial Statements (continued)

Extraordinary Items. In January 2015, the FASB issued guidance which eliminates the concept of extraordinary items. As a result, preparers and auditors no longer need to determine whether an event is extraordinary. However, the guidance continues to require separate presentation on the Statement of Income for items that are both unusual and infrequent. This guidance is effective for the Bank beginning January 1, 2016 and will not impact the Bank’s results of operations.

Consolidation. In February 2015, the FASB issued amendments to its existing consolidation guidance which may impact the Bank’s evaluation of which entities are considered to be Variable Interest Entities (VIEs) and if the Bank is required to consolidate a VIE. This guidance is effective for the Bank beginning January 1, 2016 and will not impact the Bank's financial condition.

Simplifying the Presentation of Debt Issuance Costs. In April 2015, the FASB issued guidance which requires the Bank to present debt issuance costs as a direct deduction from the related debt on the statement of condition, consistent with debt discounts. This guidance is effective for the Bank beginning January 1, 2016 and will be applied retrospectively. This guidance will result in a reclassification of debt issuance costs from Other Assets to Consolidated Obligations in the Bank's Statement of Condition, which is not expected to be material.

Cloud Computing Arrangements. In April 2015, the FASB issued guidance which clarifies circumstances under which a cloud computing arrangement should be accounted for as a license of internal-use software as opposed to a service contract. The Bank is currently evaluating the impact of this guidance, which is effective for the Bank beginning January 1, 2016 and may be applied prospectively.

Technical Corrections and Improvements. In June 2015, the FASB issued guidance which makes targeted improvements to several areas of its Accounting Standards Codification, including clarification of its guidance for disclosures of recurring and non-recurring fair value measurements. This guidance was effective for the Bank upon issuance and resulted in additional disclosure in Note 13 - Estimated Fair Values for non-recurring fair value measurements for the six months ended June 30, 2015. These amounts were immaterial for the year ended December 31, 2014. This guidance did not impact the Bank's Statement of Condition.

Note 2 – Trading Securities

The following table presents trading securities as of June 30, 2015 and December 31, 2014.



(in thousands)	June 30, 2015		December 31, 2014
Non-MBS:
Mutual funds	$	5,239	$	4,721
GSE and Tennessee Valley Authority (TVA) obligations	364,737		276,295
Total	$	369,976	$	281,016

The mutual funds are held in a Rabbi trust to generate returns that seek to offset changes in liabilities related to market risk of certain deferred compensation agreements. These deferred compensation liabilities were $5.3 million and $4.9 million at June 30, 2015 and December 31, 2014, respectively, and are included in Other liabilities in the Statement of Condition.

The following table presents net gains (losses) on trading securities for the second quarter and the first six months of 2015 and 2014.



	Three months ended June 30,					Six months ended June 30,
(in thousands)	2015			2014		2015			2014
Net unrealized gains (losses) on trading securities held at period-end	$	(10,133	)	$	6,789	$	(3,356	)	$	16,495
Net realized gains on securities sold/matured during the period	—			—		—			86
Net gains (losses) on trading securities	$	(10,133	)	$	6,789	$	(3,356	)	$	16,581

Notes to Financial Statements (continued)

Note 3 – Available-for-Sale (AFS) Securities

The following tables present AFS securities as of June 30, 2015 and December 31, 2014.



	June 30, 2015
(in thousands)	Amortized Cost ⁽¹⁾		OTTI Recognized in AOCI ⁽²⁾			Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
Non-MBS:
Mutual funds	$	1,993	$	—		$	5	$	—		$	1,998
GSE and TVA obligations	3,011,630		—			18,417		(2,200		)	3,027,847
State or local agency obligations	93,068		—			174		(3,157		)	90,085
Total non-MBS	$	3,106,691	$	—		$	18,596	$	(5,357	)	$	3,119,930
MBS:
Other U.S. obligations single family MBS	$	298,284	$	—		$	494	$	(53	)	$	298,725
GSE single-family MBS	2,658,980		—			12,882		(4,528		)	2,667,334
GSE multifamily MBS	845,816		—			10,477		(2,069		)	854,224
Private label MBS:
Private label residential MBS	825,915		(3,047		)	85,305		(248		)	907,925
HELOCs	8,480		(1		)	1,992		—			10,471
Total private label MBS	834,395		(3,048		)	87,297		(248		)	918,396
Total MBS	$	4,637,475	$	(3,048	)	$	111,150	$	(6,898	)	$	4,738,679
Total AFS securities	$	7,744,166	$	(3,048	)	$	129,746	$	(12,255	)	$	7,858,609



	December 31, 2014
(in thousands)	Amortized Cost ⁽¹⁾		OTTI Recognized in AOCI ⁽²⁾			Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
Non-MBS:
Mutual funds	$	1,993	$	—		$	5	$	—		$	1,998
GSE and TVA obligations	3,221,543		—			17,661		(5,501		)	3,233,703
State or local agency obligations	98,616		—			752		(384		)	98,984
Total non-MBS	$	3,322,152	$	—		$	18,418	$	(5,885	)	$	3,334,685
MBS:
Other U.S. obligations single family MBS	$	328,787	$	—		$	592	$	—		$	329,379
GSE single-family MBS	2,869,855		—			16,433		(4,126		)	2,882,162
GSE multifamily MBS	872,509		—			9,511		(2,193		)	879,827
Private label MBS:
Private label residential MBS	879,376		(863		)	92,860		(290		)	971,083
HELOCs	9,245		—			2,454		—			11,699
Total private label MBS	888,621		(863		)	95,314		(290		)	982,782
Total MBS	$	4,959,772	$	(863	)	$	121,850	$	(6,609	)	$	5,074,150
Total AFS securities	$	8,281,924	$	(863	)	$	140,268	$	(12,494	)	$	8,408,835

Notes:

⁽¹⁾ Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, previous OTTI recognized in earnings, and/or fair value hedge accounting adjustments.

⁽²⁾ Represents the non-credit portion of an OTTI recognized during the life of the security.

The Bank has established a Rabbi trust to secure a portion of the benefits under its supplemental retirement plan. The Rabbi trust assets are invested in mutual funds as disclosed above. These obligations were $7.3 million and $7.0 million at June 30, 2015 and December 31, 2014, respectively, and are included in Other liabilities in the Statement of Condition.

Notes to Financial Statements (continued)

As of June 30, 2015, the amortized cost of the Bank’s MBS classified as AFS included net purchased discounts of $8.6 million, credit losses of $212.6 million and OTTI-related accretion adjustments of $21.9 million. As of December 31, 2014, these amounts were $9.5 million, $222.5 million and $11.7 million, respectively.

The following table presents a reconciliation of the AFS OTTI loss recognized through AOCI to the total net non-credit portion of OTTI gains on AFS securities in AOCI as of June 30, 2015 and December 31, 2014.



(in thousands)	June 30, 2015			December 31, 2014
Non-credit portion of OTTI losses	$	(3,048	)	$	(863	)
Net unrealized gains on OTTI securities since their last OTTI credit charge	87,298			95,314
Net non-credit portion of OTTI gains on AFS securities in AOCI	$	84,250		$	94,451

The following tables summarize the AFS securities with unrealized losses as of June 30, 2015 and December 31, 2014. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position.



	June 30, 2015
	Less than 12 Months					Greater than 12 Months					Total
(in thousands)	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses ⁽¹⁾
Non-MBS:
GSE and TVA obligations	$	1,045,729	$	(1,873	)	$	303,697	$	(327	)	$	1,349,426	$	(2,200	)
State or local agency obligations	76,543		(2,997		)	3,840		(160		)	80,383		(3,157		)
Total non-MBS	$	1,122,272	$	(4,870	)	$	307,537	$	(487	)	$	1,429,809	$	(5,357	)
MBS:
Other U.S. obligations single family MBS	$	104,779	$	(53	)	$	—	$	—		$	104,779	$	(53	)
GSE single-family MBS	202,168		(272		)	198,889		(4,256		)	401,057		(4,528		)
GSE multifamily MBS	209,998		(2,069		)	—		—			209,998		(2,069		)
Private label:
Private label residential MBS	58,002		(2,844		)	17,001		(451		)	75,003		(3,295		)
HELOCs	1,368		(1		)	—		—			1,368		(1		)
Total private label MBS	59,370		(2,845		)	17,001		(451		)	76,371		(3,296		)
Total MBS	$	576,315	$	(5,239	)	$	215,890	$	(4,707	)	$	792,205	$	(9,946	)
Total	$	1,698,587	$	(10,109	)	$	523,427	$	(5,194	)	$	2,222,014	$	(15,303	)



	December 31, 2014
	Less than 12 Months					Greater than 12 Months					Total
(in thousands)	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses ⁽¹⁾
Non-MBS:
GSE and TVA obligations	$	1,783,202	$	(4,380	)	$	322,691	$	(1,121	)	$	2,105,893	$	(5,501	)
State or local agency obligations	1,576		(14		)	11,385		(370		)	12,961		(384		)
Total non-MBS	$	1,784,778	$	(4,394	)	$	334,076	$	(1,491	)	$	2,118,854	$	(5,885	)
MBS:
GSE single-family MBS	$	19,405	$	(3	)	$	228,257	$	(4,123	)	$	247,662	$	(4,126	)
GSE multifamily MBS	15,322		(104		)	185,153		(2,089		)	200,475		(2,193		)
Private label residential MBS	58,553		(191		)	49,383		(962		)	107,936		(1,153		)
Total MBS	$	93,280	$	(298	)	$	462,793	$	(7,174	)	$	556,073	$	(7,472	)
Total	$	1,878,058	$	(4,692	)	$	796,869	$	(8,665	)	$	2,674,927	$	(13,357	)

Notes to Financial Statements (continued)

Note:

⁽¹⁾Total unrealized losses equal the sum of “OTTI Recognized in AOCI” and “Gross Unrealized Losses” in the first two tables of this Note 3.

Securities Transferred. The Bank may transfer investment securities from HTM to AFS when an OTTI credit loss has been recorded on the security. The Bank believes that a credit loss constitutes evidence of a significant decline in the issuer’s creditworthiness. The Bank transfers these securities to increase its flexibility to sell the securities if management determines it is prudent to do so. Refer to description in Note 4 - Held-to-Maturity Securities. The Bank transferred one private label MBS from HTM to AFS during the second quarter of 2015, which is the period in which an OTTI credit loss was recorded on the security. The amortized cost, OTTI recognized in OCI, and the fair value of the security transferred were $4.4 million, $(1.0) million, and $3.4 million, respectively. There were no other transfers during the first six months of 2015, and there were no transfers during the first six months of 2014.

Redemption Terms. The amortized cost and fair value of AFS securities by contractual maturity as of June 30, 2015 and December 31, 2014 are presented below. Expected maturities of some securities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.



(in thousands)	June 30, 2015				December 31, 2014
Year of Maturity	Amortized Cost		Fair Value		Amortized Cost		Fair Value
Due in one year or less	$	195,992	$	195,972	$	301,985	$	302,087
Due after one year through five years	1,647,989		1,648,029		2,058,695		2,054,517
Due after five years through ten years	683,528		699,385		662,805		676,064
Due in more than ten years	579,182		576,544		298,667		302,017
AFS securities excluding MBS	3,106,691		3,119,930		3,322,152		3,334,685
MBS	4,637,475		4,738,679		4,959,772		5,074,150
Total AFS securities	$	7,744,166	$	7,858,609	$	8,281,924	$	8,408,835

Interest Rate Payment Terms. The following table details interest payment terms at June 30, 2015 and December 31, 2014.



(in thousands)	June 30, 2015		December 31, 2014
Amortized cost of AFS securities other than MBS:
Fixed-rate	$	2,922,021	$	2,902,430
Variable-rate	184,670		419,722
Total non-MBS	$	3,106,691	$	3,322,152
Amortized cost of AFS MBS:
Fixed-rate	$	1,719,243	$	2,002,208
Variable-rate	2,918,232		2,957,564
Total MBS	$	4,637,475	$	4,959,772
Total amortized cost of AFS securities	$	7,744,166	$	8,281,924

Note: Certain MBS have a fixed-rate component for a specified period of time, then have a rate reset on a given date. Examples of this type of instrument would include securities supported by underlying 3/1, 5/1, 7/1 and 10/1 hybrid ARMs. In addition, certain of these securities may have a provision within the structure that permits the fixed-rate to be adjusted for items such as prepayment, defaults and loan modification. For purposes of the table above, these securities are reported as fixed-rate until the rate reset date is hit. At that point, the security is then considered to be variable-rate.

Notes to Financial Statements (continued)

Note 4 – Held-to-Maturity (HTM) Securities

The following tables present HTM securities as of June 30, 2015 and December 31, 2014.



	June 30, 2015
(in thousands)	Amortized Cost		Gross Unrealized Holding Gains		Gross Unrealized Holding Losses			Fair Value
Non-MBS:
GSE securities	$	11,456	$	157	$	—		$	11,613
State or local agency obligations	175,722		808		(13,860		)	162,670
Total non-MBS	$	187,178	$	965	$	(13,860	)	$	174,283
MBS:
Other U.S. obligations single-family MBS	$	973,944	$	6,422	$	(1	)	$	980,365
GSE single-family MBS	348,533		6,025		(51		)	354,507
GSE multifamily MBS	770,107		40,164		—			810,271
Private label residential MBS	589,430		3,050		(5,805		)	586,675
Total MBS	$	2,682,014	$	55,661	$	(5,857	)	$	2,731,818
Total HTM securities	$	2,869,192	$	56,626	$	(19,717	)	$	2,906,101



	December 31, 2014
(in thousands)	Amortized Cost		Gross Unrealized Holding Gains		Gross Unrealized Holding Losses			Fair Value
Non-MBS:
GSE securities	$	13,041	$	382	$	—		$	13,423
State or local agency obligations	184,412		1,314		(15,445		)	170,281
Total non-MBS	$	197,453	$	1,696	$	(15,445	)	$	183,704
MBS:
Other U.S. obligations single-family MBS	$	1,122,537	$	8,604	$	—		$	1,131,141
GSE single-family MBS	417,217		7,226		(118		)	424,325
GSE multifamily MBS	818,037		43,431		—			861,468
Private label residential MBS	691,544		3,506		(9,141		)	685,909
Total MBS	$	3,049,335	$	62,767	$	(9,259	)	$	3,102,843
Total HTM securities	$	3,246,788	$	64,463	$	(24,704	)	$	3,286,547

Notes to Financial Statements (continued)

The following tables summarize the HTM securities with unrealized losses as of June 30, 2015 and December 31, 2014. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position.



	June 30, 2015
	Less than 12 Months					Greater than 12 Months					Total
(in thousands)	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses
Non-MBS:
State or local agency obligations	$	—	$	—		$	114,760	$	(13,860	)	$	114,760	$	(13,860	)
MBS:
Other U.S. obligations single family MBS	$	11,198	$	(1	)	$	—	$	—		$	11,198	$	(1	)
GSE single-family MBS	—		—			10,077		(51		)	10,077		(51		)
Private label residential MBS	146,375		(1,074		)	202,639		(4,731		)	349,014		(5,805		)
Total MBS	$	157,573	$	(1,075	)	$	212,716	$	(4,782	)	$	370,289	$	(5,857	)
Total	$	157,573	$	(1,075	)	$	327,476	$	(18,642	)	$	485,049	$	(19,717	)



	December 31, 2014
	Less than 12 Months					Greater than 12 Months					Total
(in thousands)	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses
Non-MBS:
State or local agency obligations	$	3,361	$	(54	)	$	116,488	$	(15,391	)	$	119,849	$	(15,445	)
MBS:
GSE single-family MBS	$	—	$	—		$	11,058	$	(118	)	$	11,058	$	(118	)
Private label residential MBS	185,673		(1,291		)	233,287		(7,850		)	418,960		(9,141		)
Total MBS	$	185,673	$	(1,291	)	$	244,345	$	(7,968	)	$	430,018	$	(9,259	)
Total	$	189,034	$	(1,345	)	$	360,833	$	(23,359	)	$	549,867	$	(24,704	)

Securities Transferred. The Bank transferred one private label MBS from HTM to AFS during the second quarter of 2015. See Note 3 - Available-for-Sale Securities for additional information. There were no other transfers during the first six months of 2015, and there were no transfers during the first six months of 2014.

Changes in circumstances may cause the Bank to change its intent to hold a certain security to maturity without calling into question its intent to hold other debt securities to maturity in the future. Thus, the transfer or sale of an HTM security due to certain changes in circumstances, such as evidence of significant deterioration in the issuer’s creditworthiness or changes in regulatory requirements, is not considered to be inconsistent with its original classification. Other events that are isolated, nonrecurring, and unusual for the Bank that could not have been reasonably anticipated may cause the Bank to transfer or sell an HTM security without necessarily calling into question its intent to hold other debt securities to maturity.

Notes to Financial Statements (continued)

Redemption Terms. The amortized cost and fair value of HTM securities by contractual maturity as of June 30, 2015 and December 31, 2014 are presented below. Expected maturities of some securities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.



(in thousands)	June 30, 2015				December 31, 2014
Year of Maturity	Amortized Cost		Fair Value		Amortized Cost		Fair Value
Non-MBS:
Due in one year or less	$	11,456	$	11,613	$	13,042	$	13,423
Due after one year through five years	—		—		3,415		3,361
Due after five years through ten years	60,197		58,773		21,807		22,263
Due after ten years	115,525		103,897		159,189		144,657
HTM securities excluding MBS	187,178		174,283		197,453		183,704
MBS	2,682,014		2,731,818		3,049,335		3,102,843
Total HTM securities	$	2,869,192	$	2,906,101	$	3,246,788	$	3,286,547

Interest Rate Payment Terms. The following table details interest rate payment terms at June 30, 2015 and December 31, 2014.



(in thousands)	June 30, 2015		December 31, 2014
Amortized cost of HTM securities other than MBS:
Fixed-rate	$	41,838	$	44,453
Variable-rate	145,340		153,000
Total non-MBS	$	187,178	$	197,453
Amortized cost of HTM MBS:
Fixed-rate	$	979,411	$	1,114,059
Variable-rate	1,702,603		1,935,276
Total MBS	$	2,682,014	$	3,049,335
Total HTM securities	$	2,869,192	$	3,246,788

Note 5 – Other-Than-Temporary Impairment (OTTI)

The Bank evaluates its individual AFS and HTM securities in an unrealized loss position for OTTI on a quarterly basis. The Bank assesses whether there is OTTI by performing an analysis to determine if any securities will incur a credit loss, which could be up to the difference between the security's amortized cost basis and its fair value, and records any difference in its Statement of Income. For information on the Bank’s accounting for OTTI, see Note 1 - Summary of Significant Accounting Policies to the audited financial statements in the Bank's 2014 Form 10-K. For information about how the Bank projects cash flows expected to be collected, see Note 7 - Other-than-Temporary Impairment Analysis to the audited financial statements in the Bank’s 2014 Form 10-K.

A significant input to the projection of cash flows expected to be collected is the forecast of future housing price changes for the relevant states and core-based statistical areas (CBSAs) which are based upon an assessment of the individual housing markets. During the second quarter of 2015, the OTTI Governance Committee developed a short-term housing price forecast using whole percentages ranging from (2.0)% to 8.0% over the 12 month period beginning April 1, 2015. For the vast majority of markets the short-term forecast has changes from 2.0% to 5.0%. Thereafter, a unique path is projected for each geographic area based on an internally developed framework derived from historical data.

All of the Bank's other-than-temporarily impaired securities were classified as AFS at June 30, 2015. The "Total OTTI securities" balances below summarize the Bank’s securities as of June 30, 2015 for which an OTTI has been recognized during

Notes to Financial Statements (continued)

the life of the security. The "Private label MBS with no OTTI" balances below represent AFS securities on which an OTTI was not taken. The sum of these two totals reflects the entire AFS private label MBS portfolio.



	OTTI Recognized During the Life of the Security
(in thousands)	Unpaid Principal Balance		Amortized Cost ⁽¹⁾		Fair Value
Private label residential MBS:
Prime	$	470,704	$	383,470	$	427,855
Alt-A	554,452		438,093		475,753
Subprime	2,010		1,192		1,405
HELOCs	11,621		8,480		10,471
Total OTTI securities	1,038,787		831,235		915,484
Private label MBS with no OTTI	3,160		3,160		2,912
Total AFS private label MBS	$	1,041,947	$	834,395	$	918,396

Notes:

⁽¹⁾ Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, and/or previous OTTI recognized in earnings.

The following table presents the rollforward of the amounts related to OTTI credit losses recognized during the life of the security for which a portion of the OTTI charges was recognized in AOCI for the three and six months ended June 30, 2015 and 2014.



	Three months ended June 30,						Six months ended June 30,
(in thousands)	2015			2014			2015			2014
Beginning balance	$	283,916		$	308,200		$	290,935		$	314,224
Additions:
Credit losses for which OTTI was not previously recognized	483			—			483			—
Reductions:
Securities sold and matured during the period⁽¹⁾	—			112			—			36
Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)	(7,148		)	(5,891		)	(14,167		)	(11,839		)
Ending balance	$	277,251		$	302,421		$	277,251		$	302,421

Notes:

⁽¹⁾ Represents reductions related to securities sold or having reached final maturity during the period, and therefore are no longer held by the Bank at the end of the period.

All Other AFS and HTM Investments. At June 30, 2015, the Bank held certain securities in an unrealized loss position. These unrealized losses were considered to be temporary as the Bank expects to recover the entire amortized cost basis on the remaining securities in unrealized loss positions based on the creditworthiness of the underlying creditor, guarantor, or implicit government support, and the Bank neither intends to sell these securities nor considers it more likely than not that the Bank would be required to sell any such security before its anticipated recovery. As a result, the Bank did not consider any of these other investments to be other-than-temporarily impaired at June 30, 2015.

Note 6 – Advances

General Terms. The Bank offers a wide range of fixed- and variable-rate advance products with different maturities, interest rates, payment characteristics and optionality. Fixed-rate advances generally have maturities ranging from one day to 30 years. Variable-rate advances generally have maturities ranging from less than 30 days to 10 years, where the interest rates reset periodically at a fixed spread to LIBOR or other specified indices.

At June 30, 2015 and December 31, 2014, the Bank had advances outstanding, including AHP advances, with interest rates ranging from 0.05% to 7.40%. AHP subsidized loans have interest rates ranging from 2.00% to 5.50%.

Notes to Financial Statements (continued)

The following table details the Bank’s advances portfolio by year of contractual maturity as of June 30, 2015 and December 31, 2014.



(dollars in thousands)	June 30, 2015					December 31, 2014
Year of Contractual Maturity	Amount			Weighted Average Interest Rate		Amount			Weighted Average Interest Rate
Due in 1 year or less	$	30,291,091		0.51	%	$	29,380,685		0.42	%
Due after 1 year through 2 years	13,807,326			0.89		7,754,473			1.22
Due after 2 years through 3 years	16,628,328			0.93		12,764,348			1.14
Due after 3 years through 4 years	6,733,157			0.90		9,361,638			0.82
Due after 4 years through 5 years	2,757,817			0.89		3,373,989			0.84
Thereafter	1,041,675			2.63		490,823			2.77
Total par value	71,259,394			0.76	%	63,125,956			0.76	%
Discount on AHP advances	(39		)			(66		)
Deferred prepayment fees	(6,581		)			(8,600		)
Hedging adjustments	236,378					291,065
Total book value	$	71,489,152				$	63,408,355

The Bank also offers convertible advances. Convertible advances allow the Bank to convert an advance from one interest rate structure to another. When issuing convertible advances, the Bank may purchase put options from a member that allow the Bank to convert the fixed-rate advance to a variable-rate advance at the current market rate or another structure after an agreed-upon lockout period. A convertible advance carries a lower interest rate than a comparable-maturity fixed-rate advance without the conversion feature. Variable to fixed-rate convertible advances have a defined lockout period during which the interest rates adjust based on a spread to LIBOR. At the end of the lockout period, these advances may convert to fixed-rate advances. The fixed rates on the converted advances are determined at origination. At June 30, 2015 and December 31, 2014, the Bank had convertible advances outstanding of $1.8 billion and $1.9 billion, respectively.

The Bank offers certain advances to members that provide a member the right, based upon predetermined option exercise dates, to call the advance prior to maturity without incurring prepayment or termination fees (returnable advances). If the call option is exercised, replacement funding may be available. Beginning in May 2015, the Bank began offering variable-rate returnable advances in addition to fixed-rate returnable advances. At June 30, 2015, the Bank had $4.5 billion of returnable advances. At December 31, 2014, the Bank did not have any outstanding returnable advances. At June 30, 2015 and December 31, 2014, the Bank did not have any advances with embedded features that met the requirements to separate the embedded feature from the host contract and designate the embedded feature as a stand-alone derivative.

The following table summarizes advances by (i) year of contractual maturity or next call date and (ii) year of contractual maturity or next convertible date as of June 30, 2015 and December 31, 2014.



	Year of Contractual Maturity or Next Call Date				Year of Contractual Maturity or Next Convertible Date
(in thousands)	June 30, 2015		December 31, 2014		June 30, 2015		December 31, 2014
Due in 1 year or less	$	32,541,091	$	29,380,685	$	31,814,591	$	31,164,685
Due after 1 year through 2 years	12,957,326		7,754,473		12,852,326		6,846,973
Due after 2 years through 3 years	15,228,328		12,764,348		16,150,328		12,179,348
Due after 3 years through 4 years	6,733,157		9,361,638		6,668,157		9,095,638
Due after 4 years through 5 years	2,757,817		3,373,989		2,752,317		3,368,489
Thereafter	1,041,675		490,823		1,021,675		470,823
Total par value	$	71,259,394	$	63,125,956	$	71,259,394	$	63,125,956

Notes to Financial Statements (continued)

Interest Rate Payment Terms. The following table details interest rate payment terms for advances as of June 30, 2015 and December 31, 2014.



(in thousands)	June 30, 2015		December 31, 2014
Fixed-rate – overnight	$	2,118,227	$	2,012,230
Fixed-rate – term:
Due in 1 year or less	20,920,768		20,740,508
Thereafter	10,493,573		9,116,344
Total fixed-rate	33,532,568		31,869,082
Variable-rate:
Due in 1 year or less	7,252,096		6,627,947
Thereafter	30,474,730		24,628,927
Total variable-rate	37,726,826		31,256,874
Total par value	$	71,259,394	$	63,125,956

Credit Risk Exposure and Security Terms. The Bank’s potential credit risk from advances is concentrated in commercial banks and savings institutions. As of June 30, 2015, the Bank had advances of $52.5 billion outstanding to its five largest borrowers, which represented 73.7% of total advances outstanding. Of these five, four had outstanding advance balances that were each in excess of 10% of the total portfolio at June 30, 2015.

As of December 31, 2014, the Bank had advances of $46.6 billion outstanding to its five largest borrowers, which represented 73.8% of total advances outstanding. Of these five, three had outstanding advance balances in excess of 10% of the total portfolio at December 31, 2014.

See Note 8 for information related to the Bank's allowance for credit losses.

Notes to Financial Statements (continued)

Note 7 – Mortgage Loans Held for Portfolio

Under the MPF Program, the Bank invests in mortgage loans, which it purchases from its participating members and housing associates. The Bank’s participating members originate, service, and credit enhance residential mortgage loans that are sold to the Bank. See Note 12 for further information regarding transactions with related parties.

The following table presents balances as of June 30, 2015 and December 31, 2014 for mortgage loans held for portfolio.



(in thousands)	June 30, 2015			December 31, 2014
Fixed-rate long-term single-family mortgages ⁽¹⁾	$	2,600,087		$	2,640,633
Fixed-rate medium-term single-family mortgages ⁽¹⁾	385,021			417,830
Total par value	2,985,108			3,058,463
Premiums	50,078			51,214
Discounts	(4,300		)	(4,872		)
Hedging adjustments	28,385			25,789
Total mortgage loans held for portfolio	$	3,059,271		$	3,130,594

Note:

⁽¹⁾ Long-term is defined as greater than 15 years. Medium-term is defined as a term of 15 years or less.

The following table details the par value of mortgage loans held for portfolio outstanding categorized by type as of June 30, 2015 and December 31, 2014.



(in thousands)	June 30, 2015		December 31, 2014
Conventional loans	$	2,721,816	$	2,779,962
Government-guaranteed/insured loans	263,292		278,501
Total par value	$	2,985,108	$	3,058,463

See Note 8 - Allowance for Credit Losses for information related to the Bank's credit risk on mortgage loans and allowance for credit losses.

Note 8 – Allowance for Credit Losses

The Bank has established an allowance methodology for each of the Bank’s portfolio segments: credit products, government-guaranteed or insured mortgage loans held for portfolio, conventional MPF loans held for portfolio, and BOB loans.

Credit Products. The Bank manages its total credit exposure (TCE), which includes advances, letters of credit, advance commitments, and other credit product exposure, through an integrated approach. This generally provides for a credit limit to be established for each borrower, includes an ongoing review of each borrower’s financial condition and is coupled with collateral and lending policies to limit risk of loss while balancing each borrower's need for a reliable source of funding. In addition, the Bank lends to its members in accordance with the FHLBank Act and Finance Agency regulations. Specifically, the FHLBank Act requires the Bank to obtain collateral to fully secure credit products. The estimated value of the collateral required to secure each member’s credit products is calculated by applying collateral weightings, or haircuts, to the value of the collateral. The Bank accepts cash, certain investment securities, residential mortgage loans, deposits, and other real estate related assets as collateral. In addition, Community Financial Institutions (CFIs) are eligible to utilize expanded statutory collateral provisions for small business, agriculture, and community development loans. The Bank’s capital stock owned by the borrowing member is pledged as secondary collateral. Collateral arrangements may vary depending upon borrower credit quality, financial condition and performance, borrowing capacity, and overall credit exposure to the borrower. The Bank can require additional or substitute collateral to help ensure that credit products continue to be secured by adequate collateral. Management of the Bank believes that these policies effectively manage the Bank’s respective credit risk from credit products.

Based upon the financial condition of the member, the Bank either allows a member to retain physical possession of the collateral assigned to the Bank or requires the member to specifically deliver physical possession or control of the collateral to the Bank or its custodians. However, notwithstanding financial condition, the Bank always takes possession or control of securities used as collateral if they are used for maximum borrowing capacity (MBC) or to secure advances. The Bank perfects its security interest in all pledged collateral. The FHLBank Act affords any security interest granted to the Bank by a member

Notes to Financial Statements (continued)

(or an affiliate of a member) priority over the claims or rights of any other party except for claims or rights of a third party that would be entitled to priority under otherwise applicable law and are held by a bona fide purchaser for value or by a secured party holding a prior perfected security interest.

Using a risk-based approach, the Bank considers the payment status, collateral types and concentration levels, and borrower’s financial condition to be indicators of credit quality on its credit products. At June 30, 2015, the Bank had rights to collateral on a member-by-member basis with a value in excess of its outstanding extensions of credit.

The Bank continues to evaluate and, as necessary, make changes to its collateral guidelines based on current market conditions. At June 30, 2015, the Bank did not have any credit products that were past due, on nonaccrual status, or considered impaired. In addition, the Bank did not have any credit products considered to be troubled debt restructurings (TDRs).

Based upon the collateral held as security, its credit extension policies, collateral policies, management’s credit analysis and the repayment history on credit products, the Bank has not incurred any credit losses on credit products since inception. Accordingly, the Bank has not recorded any allowance for credit losses for these products. Additionally, at June 30, 2015 and December 31, 2014, the Bank has not recorded any allowance for credit losses for off-balance sheet credit products.

Mortgage Loans - Government-Guaranteed or Insured. The Bank invests in government-guaranteed or insured fixed-rate mortgage loans secured by one-to-four family residential properties. Government-guaranteed mortgage loans are those insured or guaranteed by the Federal Housing Administration (FHA), Department of Veterans Affairs (VA), the Rural Housing Service (RHS) of the Department of Agriculture and/or by Housing and Urban Development (HUD). Any losses from such loans are expected to be recovered from those entities. If not, losses from such loans must be contractually absorbed by the servicers. Therefore, there is no allowance for credit losses on government-guaranteed or insured mortgage loans.

Mortgage Loans - Conventional MPF. The allowances for conventional loans are determined by analyses that include consideration of various data observations such as past performance, current performance, loan portfolio characteristics, collateral-related characteristics, industry data, and prevailing economic conditions. The measurement of the allowance for credit losses includes: (1) reviewing all residential mortgage loans at the individual master commitment level; (2) reviewing specifically identified collateral-dependent loans for impairment; and/or (3) reviewing homogeneous pools of residential mortgage loans.

The Bank’s allowance for credit losses takes into consideration the CE associated with conventional mortgage loans under the MPF Program. Specifically, the determination of the allowance generally considers expected Primary Mortgage Insurance (PMI), Supplemental Mortgage Insurance (SMI), and other CE amounts. Any incurred losses that are expected to be recovered from the CE reduce the Bank’s allowance for credit losses.

For conventional MPF loans, credit losses that are not fully covered by PMI are allocated to the Bank up to an agreed upon amount, referred to as the first loss account (FLA). The FLA functions as a tracking mechanism for determining the point after which the PFI is required to cover losses. The Bank pays the PFI a fee, a portion of which may be based on the credit performance of the mortgage loans, in exchange for absorbing the second layer of losses up to an agreed-upon CE amount. The CE amount may be a direct obligation of the PFI and/or an SMI policy paid for by the PFI, and may include performance-based fees which can be withheld to cover losses allocated to the Bank (referred to as recaptured CE fees). The PFI is required to pledge collateral to secure any portion of its CE amount that is a direct obligation. A receivable which is assessed for collectability is generally established for losses expected to be recovered by withholding CE fees. Estimated losses exceeding the CE, if any, are incurred by the Bank. At June 30, 2015 and December 31, 2014, the MPF exposure under the FLA was $22.6 million and $23.1 million, respectively. The Bank records CE fees paid to PFIs as a reduction to mortgage loan interest income. The Bank incurred CE fees of $0.8 million for both the second quarter of 2015 and 2014, respectively and $1.5 million and $1.6 million during the six months ended June 30, 2015 and 2014.

Collectively Evaluated Mortgage Loans. The Bank collectively evaluates the homogeneous mortgage loan portfolio for impairment. The allowance for credit loss methodology for mortgage loans considers loan pool specific attribute data, applies loss severities and incorporates the CEs of the MPF Program and PMI. The probability of default and loss given default are based on the actual 12-month historical performance of the Bank’s mortgage loans. Actual probability of default was determined by applying migration analysis to categories of mortgage loans (current, 30 days past due, 60 days past due, and 90 days past due). Actual loss given default was determined based on realized losses incurred on the sale of mortgage loan collateral over the previous 12 months. Given the credit deterioration experienced by PMI companies, estimated future claim payments from these companies have been reduced and factored into estimated loan losses. The resulting estimated losses are reduced by the CEs the Bank expects to be eligible to receive. The CEs are contractually set and calculated by a master commitment agreement between the Bank and the PFI. Losses in excess of the CEs are incurred by the Bank.

Notes to Financial Statements (continued)

Individually Evaluated Mortgage Loans. The Bank evaluates certain conventional mortgage loans for impairment individually. Prior to January 1, 2014, these loans were limited to TDRs. Beginning January 1, 2014, the Bank adopted the classification provisions required by AB 2012-02 as described in Note 1 - Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations. As a result, the population of individually evaluated mortgage loans expanded to include impaired loans considered collateral-dependent loans where repayment is expected to be provided by the sale of the underlying property, which primarily consist of MPF loans that are 180 days or more delinquent and other loans where the borrower has filed for bankruptcy.

The estimated credit losses on impaired collateral-dependent loans are separately determined because sufficient information exists to make a reasonable estimate of the inherent loss for such loans on an individual basis. The incurred loss on each loan is equal to the difference between the carrying value of the loan and the estimated fair value of the collateral less estimated selling costs and recovery through PMI. The estimated fair value is determined based on a value provided by a third party's retail-based Automated Valuation Model (AVM). The Bank adjusts the AVM based on the amount it has historically received on liquidations. During 2014, the resulting loss was reduced by available CE. Beginning January 1, 2015, the Bank adopted the charge-off provisions of AB 2012-02. As a result, the estimated credit loss on individually evaluated MPF loans is charged-off against the reserve. However, if the estimated loss can be recovered through CE, a receivable is established, resulting in a net charge-off. The CE receivable is evaluated for collectibility, and a reserve, included as part of the allowance for credit losses, is established, if required.

Rollforward of Allowance for Credit Losses. Mortgage Loans - Conventional MPF.



	Three months ended June 30,						Six months ended June 30,
(in thousands)	2015			2014			2015			2014
Balance, beginning of period	$	6,566		$	7,318		$	7,260		$	11,359
(Charge-offs) Recoveries, net⁽¹⁾	(311		)	(302		)	(413		)	(302		)
Provision (benefit) for credit losses	45			527			(547		)	(3,514		)
Balance, June 30	$	6,300		$	7,543		$	6,300		$	7,543

Notes:

⁽¹⁾Net charge-offs that the Bank does not expect to recover through CE receivable.

Allowances for Credit Losses and Recorded Investment by Impairment Methodology. Mortgage Loans - Conventional MPF.



(in thousands)	June 30, 2015		December 31, 2014
Ending balance, individually evaluated for impairment	$	5,206	$	6,034
Ending balance, collectively evaluated for impairment	1,094		1,226
Total allowance for credit losses	$	6,300	$	7,260
Recorded investment balance, end of period:
Individually evaluated for impairment, with or without a related allowance	$	63,187	$	68,144
Collectively evaluated for impairment	2,738,757		2,789,826
Total recorded investment	$	2,801,944	$	2,857,970

BOB Loans. Both the probability of default and loss given default are determined and used to estimate the allowance for credit losses on BOB loans. Loss given default is considered to be 100% due to the fact that the BOB program has no collateral or credit enhancement requirements. The probability of default is based on the actual performance of the BOB program. The Bank considers BOB loans that are delinquent to be nonperforming assets.

Notes to Financial Statements (continued)

Rollforward of Allowance for Credit Losses. BOB Loans.



	Three months ended June 30,						Six months ended June 30,
(in thousands)	2015			2014			2015			2014
Balance, Beginning of period	$	1,660		$	2,142		$	1,840		$	2,231
(Charge-offs) Recoveries, net	(167		)	(155		)	(451		)	(355		)
Provision (benefit) for credit losses	265			(13		)	369			98
Balance, June 30	$	1,758		$	1,974		$	1,758		$	1,974

Allowances for Credit Losses and Recorded Investment by Impairment Methodology. BOB Loans.



(in thousands)	June 30, 2015		December 31, 2014
Ending balance, individually evaluated for impairment	$	44	$	—
Ending balance, collectively evaluated for impairment	1,714		1,840
Total allowance for credit losses	$	1,758	$	1,840
Recorded investment balance, end of period:
Individually evaluated for impairment, with or without a related allowance	$	112	$	—
Collectively evaluated for impairment	12,752		13,518
Total recorded investment	$	12,864	$	13,518

Credit Quality Indicators. Key credit quality indicators for mortgage and BOB loans include the migration of past due loans, nonaccrual loans, loans in process of foreclosure, and impaired loans.



(in thousands)	June 30, 2015
Recorded investment: ⁽¹⁾	Conventional MPF Loans			Government-Guaranteed or Insured			BOB Loans			Total
Past due 30-59 days	$	40,053		$	14,892		$	49		$	54,994
Past due 60-89 days	8,287			3,737			—			12,024
Past due 90 days or more	31,671			5,149			12			36,832
Total past due loans	$	80,011		$	23,778		$	61		$	103,850
Total current loans	2,721,933			249,383			12,803			2,984,119
Total loans	$	2,801,944		$	273,161		$	12,864		$	3,087,969
Other delinquency statistics:
In process of foreclosures, included above ⁽²⁾	$	25,734		$	2,721		$	—		$	28,455
Serious delinquency rate ⁽³⁾	1.1		%	1.9		%	0.1		%	1.2		%
Past due 90 days or more still accruing interest	$	—		$	5,149		$	—		$	5,149
Loans on nonaccrual status ⁽⁴⁾	$	35,158		$	—		$	172		$	35,330

Notes to Financial Statements (continued)



(in thousands)	December 31, 2014
Recorded investment: ⁽¹⁾	Conventional MPF Loans			Government-Guaranteed or Insured			BOB Loans			Total
Past due 30-59 days	$	50,680		$	19,238		$	124		$	70,042
Past due 60-89 days	11,841			6,034			73			17,948
Past due 90 days or more	41,983			7,024			8			49,015
Total past due loans	$	104,504		$	32,296		$	205		$	137,005
Total current loans	2,753,466			256,606			13,313			3,023,385
Total loans	$	2,857,970		$	288,902		$	13,518		$	3,160,390
Other delinquency statistics:
In process of foreclosures, included above ⁽²⁾	$	26,981		$	2,389		$	—		$	29,370
Serious delinquency rate ⁽³⁾	1.5		%	2.4		%	0.1		%	1.6		%
Past due 90 days or more still accruing interest	$	—		$	7,024		$	—		$	7,024
Loans on nonaccrual status ⁽⁴⁾	$	45,900		$	—		$	205		$	46,105

Notes:

⁽¹⁾The recorded investment in a loan is the unpaid principal balance of the loan, adjusted for charge-offs of estimated losses, accrued interest, net deferred loan fees or costs, unamortized premiums or unaccreted discounts and adjustments for fair value hedges. The recorded investment is not net of any valuation allowance.

⁽²⁾ Includes loans where the decision of foreclosure or similar alternative such as pursuit of deed-in-lieu has been reported. Loans in process of foreclosure are included in past due or current loans dependent on their delinquency status.

⁽³⁾ Loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total loan portfolio class.

⁽⁴⁾ Generally represents mortgage loans with contractual principal or interest payments 90 days or more past due and not accruing interest.

Individually Evaluated Impaired Loans. Information regarding individually evaluated impaired loans is as follows. As indicated above, these loans include impaired loans considered collateral-dependent. BOB loans are not significant and are excluded from the tables below.



	June 30, 2015
(in thousands)	Recorded Investment		Unpaid Principal Balance		Related Allowance for Credit Losses
With no related allowance:
Conventional MPF loans	$	35,084	$	34,763	$	—
With a related allowance:
Conventional MPF loans	28,103		27,871		5,206
Total:
Conventional MPF loans	$	63,187	$	62,634	$	5,206



	December 31, 2014
(in thousands)	Recorded Investment		Unpaid Principal Balance		Related Allowance for Credit Losses
With no related allowance:
Conventional MPF loans	$	31,749	$	31,448	$	—
With a related allowance:
Conventional MPF loans	36,395		36,175		6,034
Total:
Conventional MPF loans	$	68,144	$	67,623	$	6,034

Notes to Financial Statements (continued)

The table below presents the average recorded investment of individually impaired loans and related interest income recognized. The Bank included the individually impaired loans as of the date on which they became impaired.



	Three months ended June 30, 2015				Three months ended June 30, 2014
(in thousands)	Average Recorded Investment⁽¹⁾		Interest Income Recognized		Average Recorded Investment⁽¹⁾		Interest Income Recognized
Conventional MPF loans	$	64,133	$	457	$	77,444	$	360

	Six months ended June 30, 2015				Six months ended June 30, 2014
(in thousands)	Average Recorded Investment⁽¹⁾		Interest Income Recognized		Average Recorded Investment⁽¹⁾		Interest Income Recognized
Conventional MPF loans	$	64,028	$	880	$	78,719	$	682

Notes:

⁽¹⁾Includes gross charge-offs.

Beginning January 1, 2014, with the adoption of AB 2012-02, the Bank now considers all loans that are 180 days or more delinquent or where the borrower has filed for bankruptcy to be individually impaired loans.

TDRs. TDRs are considered to have occurred when a concession is granted to the debtor that would not have been considered had it not been for economic or legal reasons related to the debtor's financial difficulties.

Mortgage Loans - Conventional MPF. The Bank offers a loan modification program for its MPF Program. The loans modified under this program are considered TDRs. The Bank also considers a TDR to have occurred when a borrower files for Chapter 7 bankruptcy, the bankruptcy court discharges the borrower’s obligation, and the borrower does not reaffirm the debt. As of June 30, 2015 and December 31, 2014, the recorded investment in mortgage loans classified as TDRs was $15.9 million and $16.8 million, respectively. The financial amounts related to TDRs are not material to the Bank’s financial condition, results of operations, or cash flows.

BOB Loans. The Bank offers a BOB loan deferral which the Bank considers a TDR. A deferred BOB loan is not required to pay principal or accrue interest for a period up to one year. The credit loss is measured by factoring expected shortfalls incurred as of the reporting date. BOB loan TDRs are not material to the Bank’s financial condition, results of operations, or cash flows.

Real Estate Owned (REO). The Bank had $5.3 million and $6.9 million of REO reported in Other assets on the Statement of Condition at June 30, 2015 and December 31, 2014, respectively.

Purchases, Sales and Reclassifications. During the six months ended June 30, 2015 and 2014, there were no significant purchases or sales of financing receivables. Furthermore, none of the financing receivables were reclassified to held-for-sale.

Note 9 – Derivatives and Hedging Activities

Nature of Business Activity. The Bank is exposed to interest rate risk primarily from the effect of interest rate changes on its interest-earning assets and funding sources that finance these assets. The goal of the Bank's interest rate risk management strategy is not to eliminate interest rate risk but to manage it within appropriate limits. To mitigate the risk of loss, the Bank has established policies and procedures which include guidelines on the amount of exposure to interest rate changes it is willing to accept. In addition, the Bank monitors the risk to its interest income, net interest margin and average maturity of interest-earning assets and funding sources. For additional information on the Bank's derivative transactions, see Note 11 to the audited financial statements in the Bank's 2014 Form 10-K.

Derivative transactions may be executed either with a counterparty (referred to as bilateral derivatives) or cleared through a Futures Commission Merchant (i.e., clearing agent) or a Swap Execution Facility with a Derivatives Clearing Organization (referred to as cleared derivatives). Once a derivative transaction has been accepted for clearing by a Derivative Clearing Organization (Clearing House), the derivative transaction is novated and the executing counterparty is replaced with the Clearing House. The Bank is not a derivatives dealer and does not trade derivatives for short-term profit. For bilateral derivatives, the Bank transacts most of its derivatives with large banks and major broker-dealers. Some of these banks and broker-dealers or their affiliates buy, sell, and distribute consolidated obligations.

Notes to Financial Statements (continued)

Financial Statement Effect and Additional Financial Information. The following tables summarize the notional and fair value of derivative instruments as of June 30, 2015 and December 31, 2014.



	June 30, 2015
(in thousands)	Notional Amount of Derivatives		Derivative Assets			Derivative Liabilities
Derivatives in hedge accounting relationships:
Interest rate swaps	$	35,609,121	$	94,745		$	341,487
Derivatives not in hedge accounting relationships:
Interest rate swaps	$	10,264,391	$	23,315		$	43,037
Interest rate swaptions	25,000		109			—
Interest rate caps	725,000		3,639			—
Mortgage delivery commitments	23,337		477			—
Total derivatives not in hedge accounting relationships	$	11,037,728	$	27,540		$	43,037
Total derivatives before netting and collateral adjustments	$	46,646,849	$	122,285		$	384,524
Netting adjustments and cash collateral⁽¹⁾			(58,133		)	(321,149		)
Derivative assets and derivative liabilities as reported on the Statement of Condition			$	64,152		$	63,375



	December 31, 2014
(in thousands)	Notional Amount of Derivatives		Derivative Assets			Derivative Liabilities
Derivatives in hedge accounting relationships:
Interest rate swaps	$	32,196,669	$	84,205		$	414,760
Derivatives not in hedge accounting relationships:
Interest rate swaps	$	11,937,989	$	21,396		$	52,925
Interest rate swaptions	25,000		1,312			—
Interest rate caps	675,000		4,425			—
Mortgage delivery commitments	18,308		434			—
Total derivatives not in hedge accounting relationships	$	12,656,297	$	27,567		$	52,925
Total derivatives before netting and collateral adjustments	$	44,852,966	$	111,772		$	467,685
Netting adjustments and cash collateral⁽¹⁾			(75,555		)	(408,721		)
Derivative assets and derivative liabilities as reported on the Statement of Condition			$	36,217		$	58,964

Note:

⁽¹⁾ Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral and related accrued interest held or placed with the same clearing agent and/or counterparties. Cash collateral posted was $265.6 million and $345.0 million at June 30, 2015 and December 31, 2014. Cash collateral received was $2.6 million and $11.8 million at June 30, 2015 and December 31, 2014.

Notes to Financial Statements (continued)

The following table presents the components of net gains (losses) on derivatives and hedging activities as presented in the Statements of Income.



	Three months ended June 30,						Six months ended June 30,
(in thousands)	2015			2014			2015			2014
Derivatives designated as hedging instruments:
Interest rate swaps	$	2,812		$	1,415		$	3,397		$	1,927
Derivatives not designated as hedging instruments:
Economic hedges:
Interest rate swaps	$	20,093		$	(18,764	)	$	4,243		$	(34,537	)
Interest rate swaptions	26			313			165			265
Interest rate caps	(620		)	(1,987		)	(908		)	(3,541		)
Net interest settlements	4,226			7,138			9,918			13,549
Mortgage delivery commitments	2,591			2,377			4,734			3,623
Other	5			5			12			12
Total net gains (losses) related to derivatives not designated as hedging instruments	$	26,321		$	(10,918	)	$	18,164		$	(20,629	)
Net gains (losses) on derivatives and hedging activities	$	29,133		$	(9,503	)	$	21,561		$	(18,702	)

The following tables present, by type of hedged item, the gains (losses) on derivatives and the related hedged items in fair value hedging relationships and the impact of those derivatives on the Bank’s net interest income for the three and six months ended June 30, 2015 and 2014.



(in thousands)	Gains/(Losses) on Derivative			Gains/(Losses) on Hedged Item			Net Fair Value Hedge Ineffectiveness		Effect of Derivatives on Net Interest Income ⁽¹⁾
Three months ended June 30, 2015
Hedged item type:
Advances	$	62,731		$	(62,164	)	$	567	$	(48,368	)
Consolidated obligations – bonds	(38,730		)	38,775			45		62,223
AFS securities	29,259			(27,059		)	2,200		(4,330		)
Total	$	53,260		$	(50,448	)	$	2,812	$	9,525
Six months ended June 30, 2015
Hedged item type:
Advances	$	52,718		$	(51,989	)	$	729	$	(95,362	)
Consolidated obligations – bonds	15,860			(15,120		)	740		123,838
AFS securities	17,524			(15,596		)	1,928		(7,762		)
Total	$	86,102		$	(82,705	)	$	3,397	$	20,714

Notes to Financial Statements (continued)



(in thousands)	Gains/(Losses) on Derivative			Gains/(Losses) on Hedged Item			Net Fair Value Hedge Ineffectiveness			Effect of Derivatives on Net Interest Income ⁽¹⁾
Three months ended June 30, 2014
Hedged item type:
Advances	$	12,666		$	(12,372	)	$	294		$	(56,605	)
Consolidated obligations – bonds	64,589			(62,955		)	1,634			59,112
AFS securities	(9,707		)	9,194			(513		)	(2,891		)
Total	$	67,548		$	(66,133	)	$	1,415		$	(384	)
Six months ended June 30, 2014
Hedged item type:
Advances	$	60,676		$	(59,635	)	$	1,041		$	(116,995	)
Consolidated obligations – bonds	110,385			(108,610		)	1,775			113,549
AFS securities	(18,844		)	17,955			(889		)	(5,435		)
Total	$	152,217		$	(150,290	)	$	1,927		$	(8,881	)

Note:

⁽¹⁾Represents the net interest settlements on derivatives in fair value hedge relationships presented in the interest income/expense line item of the respective hedged item. These amounts do not include $0.9 million and $4.5 million for the second quarter 2015 and 2014, respectively, and $2.9 million and $8.0 million for the six months ended June 30, 2015 and 2014, respectively, of amortization/accretion of the basis adjustment related to discontinued fair value hedging relationships.

The Bank had no active cash flow hedging relationships during the first six months of 2015 or 2014.

Managing Credit Risk on Derivatives. The Bank is subject to credit risk due to the risk of nonperformance by counterparties to its derivative transactions. The Bank manages counterparty credit risk through credit analysis, collateral requirements, and adherence to the requirements set forth in its policies, U.S. Commodity Futures Trading Commission regulations, and Finance Agency regulations. For bilateral derivatives, the degree of credit risk depends on the extent to which netting arrangements are included in such contracts to mitigate the risk. The Bank requires collateral agreements with collateral delivery thresholds on all bilateral derivatives.

For cleared derivatives, the Clearing Houses are the Bank's counterparties. The Clearing House notifies the clearing agent of the required initial and variation margin and the clearing agent notifies the FHLBank of the required initial and variation margin. The requirement that the Bank post initial and variation margin through the clearing agent, on behalf of the Clearing Houses, exposes the Bank to institutional credit risk in the event that the clearing agent or the Clearing Houses fail to meet their respective obligations. Initial margin is the amount calculated based on anticipated exposure to future changes in the value of a swap and protects the Clearing Houses from market risk in the event of default by one of their respective clearing agents. Variation margin is the amount calculated to cover the current exposure arising from changes in the market value of the position since the trade was executed or the previous time the position was marked to market. The use of cleared derivatives is intended to mitigate credit risk exposure because a central counterparty is substituted for individual counterparties and collateral is posted daily, through a clearing agent, for changes in the value of cleared derivatives. The Bank has analyzed the enforceability of offsetting rights incorporated in its cleared derivative transactions and determined that the exercise of those offsetting rights by a non-defaulting party under these transactions should be upheld under applicable law upon an event of default including a bankruptcy, insolvency or similar proceeding involving the Clearing Houses or the Bank’s clearing agent, or both. Based on this analysis, the Bank presents a net derivative receivable or payable for all of its transactions through a particular clearing agent with a particular Clearing House.

Based on credit analyses and collateral requirements, the Bank does not anticipate credit losses related to its derivative agreements. See Note 13 - Estimated Fair Values for discussion regarding the Bank's fair value methodology for derivative assets and liabilities, including an evaluation of the potential for the fair value of these instruments to be affected by counterparty credit risk.

Generally, the Bank’s ISDA agreements for bilateral derivatives contain provisions that require the Bank to post additional collateral with its counterparties if there is deterioration in the Bank's credit rating and the net liability position exceeds the relevant threshold. If the Bank’s credit rating is lowered by a major credit rating agency, the Bank would be required to deliver additional collateral on bilateral derivative instruments in net liability positions. The aggregate fair value of all bilateral

Notes to Financial Statements (continued)

derivative instruments with credit-risk related contingent features that were in a net liability position (before cash collateral and related accrued interest) at June 30, 2015 was $159.6 million, for which the Bank has posted cash collateral with a fair value of approximately $97.4 million. If the Bank’s credit rating had been lowered one notch (i.e., from its current rating to the next lower rating), the Bank would have been required to deliver up to an additional $21.1 million of collateral to its derivative counterparties at June 30, 2015.

For cleared derivatives, the Clearing House determines initial margin requirements and generally credit ratings are not factored into the initial margin. However, clearing agents may require additional initial margin to be posted based on credit considerations, including but not limited to credit rating downgrades. The Bank was not required to post additional initial margin by its clearing agents at June 30, 2015.

Offsetting of Derivative Assets and Derivative Liabilities. The Bank presents derivative instruments, related cash collateral, including initial and variation margin, received or pledged and associated accrued interest on a net basis by clearing agent and/or by counterparty when it has met the netting requirements. The following tables present separately the fair value of derivative instruments meeting or not meeting netting requirements, including the related collateral received from or pledged to counterparties.



	Derivative Assets
(in thousands)		June 30, 2015			December 31, 2014
Derivative instruments meeting netting requirements:
Gross recognized amount:
Bilateral derivatives		$	67,039		$	102,570
Cleared derivatives		54,769			8,768
Total gross recognized amount		121,808			111,338
Gross amounts of netting adjustments and cash collateral:
Bilateral derivatives		(65,288		)	(96,286		)
Cleared derivatives		7,155			20,731
Total gross amounts of netting adjustments and cash collateral		(58,133		)	(75,555		)
Net amounts after netting adjustments:
Bilateral derivatives		1,751			6,284
Cleared derivatives		61,924			29,499
Total net amounts after netting adjustments		63,675			35,783
Derivative instruments not meeting netting requirements: ⁽¹⁾
Bilateral derivatives		477			434
Cleared derivatives		—			—
Derivative instruments not meeting netting requirements		477			434
Total derivative assets
Bilateral derivatives		2,228			6,718
Cleared derivatives		61,924			29,499
Total derivative assets as reported in the Statement of Condition		64,152			36,217
Non-cash collateral received or pledged not offset:
Can be sold or repledged
Bilateral derivatives		—			(636		)
Cleared derivatives		—			—
Non-cash Collateral received or pledged - Can be sold or repledged		—			(636		)
Net unsecured amount:
Bilateral derivatives		2,228			6,082
Cleared derivatives		61,924			29,499
Total net unsecured amount		$	64,152		$	35,581

Notes to Financial Statements (continued)



	Derivative Liabilities
(in thousands)		June 30, 2015			December 31, 2014
Derivative instruments meeting netting requirements:
Gross recognized amount:
Bilateral derivatives		$	223,521		$	283,979
Cleared derivatives		161,003			183,706
Total gross recognized amount		384,524			467,685
Gross amounts of netting adjustments and cash collateral:
Bilateral derivatives		(160,146		)	(225,015		)
Cleared derivatives		(161,003		)	(183,706		)
Total gross amounts of netting adjustments and cash collateral		(321,149		)	(408,721		)
Net amounts after netting adjustments:
Bilateral derivatives		63,375			58,964
Cleared derivatives		—			—
Total net amounts after offsetting adjustments		63,375			58,964
Total derivative liabilities
Bilateral derivatives		63,375			58,964
Cleared derivatives		—			—
Total derivative liabilities as reported in the Statement of Condition		63,375			58,964
Net unsecured amount:
Bilateral derivatives		63,375			58,964
Net unsecured amount		$	63,375		$	58,964

Notes:

⁽¹⁾Represents derivatives that are not subject to an enforceable netting agreement (e.g., mortgage delivery commitments and certain interest-rate futures or forwards).

Notes to Financial Statements (continued)

Note 10 – Consolidated Obligations

Consolidated obligations consist of consolidated bonds and discount notes. The Bank records as a liability its specific portion of consolidated obligations for which it is the primary obligor. Although the Bank is primarily liable for its portion of consolidated obligations, the Bank is also jointly and severally liable with the other ten FHLBanks for the payment of principal and interest on all consolidated obligations of each of the FHLBanks. The Finance Agency, at its discretion, may require any FHLBank to make principal or interest payments due on any consolidated obligations whether or not the consolidated obligation represents a primary liability of such FHLBank.

Although an FHLBank has never paid the principal or interest payments due on a consolidated obligation on behalf of another FHLBank, if one FHLBank is required to make such payments on behalf of another FHLBank, Finance Agency regulations provide that the paying FHLBank is entitled to reimbursement from the non-complying FHLBank for any payments made on its behalf and other associated costs including interest to be determined by the Finance Agency. However, if the Finance Agency determines that the non-complying FHLBank is unable to satisfy its repayment obligations, then the Finance Agency may allocate the outstanding liabilities of the non-complying FHLBank among the remaining FHLBanks on a pro rata basis in proportion to each FHLBank’s participation in all consolidated obligations outstanding. The Finance Agency reserves the right to allocate the outstanding liabilities for the consolidated obligations among the FHLBanks in any other manner it may determine to ensure that the FHLBanks operate in a safe and sound manner. The par amount of the FHLBanks’ outstanding consolidated obligations were $852.8 billion and $847.2 billion at June 30, 2015 and December 31, 2014, respectively.

Additional detailed information regarding consolidated obligations including general terms and interest rate payment terms can be found in Note 14 to the audited financial statements in the Bank's 2014 Form 10-K.

The following table details interest rate payment terms for the Bank's consolidated obligation bonds as of June 30, 2015 and December 31, 2014.



(in thousands)	June 30, 2015			December 31, 2014
Par value of consolidated bonds:
Fixed-rate	$	37,472,066		$	36,296,100
Step-up	3,040,000			3,116,000
Floating-rate	6,925,000			4,190,000
Conversion bonds - fixed to floating	10,000			—
Total par value	47,447,066			43,602,100
Bond premiums	131,412			147,824
Bond discounts	(9,707		)	(12,111		)
Hedging adjustments	(15,824		)	(23,303		)
Total book value	$	47,552,947		$	43,714,510

Maturity Terms. The following table presents a summary of the Bank’s consolidated obligation bonds outstanding by year of contractual maturity as of June 30, 2015 and December 31, 2014.



	June 30, 2015				December 31, 2014
(dollars in thousands) Year of Contractual Maturity	Amount		Weighted Average Interest Rate		Amount		Weighted Average Interest Rate
Due in 1 year or less	$	16,219,835	0.65	%	$	15,033,450	1.00	%
Due after 1 year through 2 years	10,781,985		1.20		9,316,860		1.42
Due after 2 years through 3 years	8,813,735		1.52		5,346,515		1.64
Due after 3 years through 4 years	2,338,620		1.53		4,709,300		1.50
Due after 4 years through 5 years	3,998,720		1.83		2,911,350		1.72
Thereafter	5,110,150		2.42		5,959,265		2.35
Index amortizing notes	184,021		4.72		325,360		4.14
Total par value	$	47,447,066	1.28	%	$	43,602,100	1.48	%

Notes to Financial Statements (continued)

The following table presents the Bank’s consolidated obligation bonds outstanding between noncallable and callable as of June 30, 2015 and December 31, 2014.



(in thousands)	June 30, 2015		December 31, 2014
Noncallable	$	33,664,066	$	30,388,100
Callable	13,783,000		13,214,000
Total par value	$	47,447,066	$	43,602,100

The following table presents consolidated obligation bonds outstanding by the earlier of contractual maturity or next call date as of June 30, 2015 and December 31, 2014.



(in thousands) Year of Contractual Maturity or Next Call Date	June 30, 2015		December 31, 2014
Due in 1 year or less	$	29,892,835	$	28,232,450
Due after 1 year through 2 years	9,394,985		8,114,860
Due after 2 years through 3 years	4,691,735		3,551,515
Due after 3 years through 4 years	1,259,620		1,390,300
Due after 4 years through 5 years	1,118,720		1,028,350
Thereafter	905,150		959,265
Index amortizing notes	184,021		325,360
Total par value	$	47,447,066	$	43,602,100

Consolidated Obligation Discount Notes. Consolidated obligation discount notes are issued to raise short-term funds. Discount notes are consolidated obligations with original maturities up to one year. These notes are issued at less than their face amount and redeemed at par value when they mature. The following table details the Bank’s consolidated obligation discount notes as of June 30, 2015 and December 31, 2014.



(dollars in thousands)	June 30, 2015			December 31, 2014
Book value	$	41,061,124		$	37,058,118
Par value	41,069,968			37,065,745
Weighted average interest rate ⁽¹⁾	0.11		%	0.10		%

Note:

⁽¹⁾ Represents an implied rate.

Note 11 – Capital

The Bank is subject to three capital requirements under its current Capital Plan structure and the Finance Agency rules and regulations: (1) risk-based capital; (2) total regulatory capital; and (3) leverage capital. Regulatory capital does not include AOCI but does include mandatorily redeemable capital stock. See details regarding these requirements and the Bank’s Capital Plan in Note 16 to the audited financial statements in the Bank’s 2014 Form 10-K. At June 30, 2015, the Bank was in compliance with all regulatory capital requirements.

The Bank has two subclasses of capital stock: B1 membership stock and B2 activity stock. Subclass B1 membership stock totaled $329.6 million and $290.4 million at June 30, 2015 and December 31, 2014, respectively. Subclass B2 activity stock was $3.096 billion and $2.751 billion at June 30, 2015 and December 31, 2014, respectively.

Notes to Financial Statements (continued)

The following table demonstrates the Bank’s compliance with its regulatory capital requirements at June 30, 2015 and December 31, 2014.



	June 30, 2015						December 31, 2014
(dollars in thousands)	Required			Actual			Required			Actual
Regulatory capital requirements:
Risk-based capital	$	809,763		$	4,280,552		$	847,424		$	3,879,108
Total capital-to-asset ratio	4.0		%	4.6		%	4.0		%	4.5		%
Total regulatory capital	3,761,578			4,280,552			3,427,083			3,879,108
Leverage ratio	5.0		%	6.8		%	5.0		%	6.8		%
Leverage capital	4,701,973			6,420,828			4,283,854			5,818,663

When the Finance Agency implemented the prompt corrective action provisions of the Housing and Economic Recovery Act of 2008 (Housing Act), it established four capital classifications for the FHLBanks: adequately capitalized, undercapitalized, significantly undercapitalized, and critically undercapitalized. On June 24, 2015, the Bank received final notification from the Finance Agency that it was considered "adequately capitalized" for the quarter ended March 31, 2015. As of the date of this filing, the Bank has not received final notice from the Finance Agency regarding its capital classification for the quarter ended June 30, 2015.

Capital Concentrations. The following tables present member holdings of 10% or more of the Bank’s total capital stock, including mandatorily redeemable capital stock, outstanding as of June 30, 2015 and December 31, 2014.



(dollars in thousands)	June 30, 2015
Member ⁽¹⁾	Capital Stock		% of Total
PNC Bank, N.A., Wilmington, DE	$	964,805	28.2	%
Santander Bank, N.A., Wilmington, DE	425,977		12.4
Chase Bank USA, N.A.,Wilmington, DE	424,722		12.4



(dollars in thousands)	December 31, 2014
Member ⁽¹⁾	Capital Stock		% of Total
PNC Bank, N.A., Wilmington, DE	$	876,305	28.8	%
Santander Bank, N.A., Wilmington, DE	424,955		14.0
Chase Bank USA, N.A.,Wilmington, DE	362,050		11.9

Note:

⁽¹⁾For Bank membership purposes, the principal place of business for PNC Bank, N.A. is Pittsburgh, PA.

Mandatorily Redeemable Capital Stock. Each FHLBank is a cooperative whose member financial institutions and former members own all of the relevant FHLBank's issued and outstanding capital stock. Shares cannot be purchased or sold except between an FHLBank and its members at the shares' $100 per share par value, as mandated by each FHLBank's capital plan.

At June 30, 2015 and December 31, 2014, the Bank had $562 thousand and $586 thousand, respectively, in capital stock subject to mandatory redemption with payment subject to a five-year waiting period and the Bank meeting its minimum regulatory capital requirements. Estimated dividends on mandatorily redeemable capital stock which were recorded as interest expense were immaterial during June 30, 2015 and 2014.

Notes to Financial Statements (continued)

The following table provides the related dollar amounts for activities recorded in mandatorily redeemable capital stock during the six months ended June 30, 2015 and 2014.



	Six months ended June 30,
(in thousands)	2015			2014
Balance, beginning of the period	$	586		$	40
Capital stock subject to mandatory redemption reclassified from capital stock:
Due to withdrawals (includes mergers)	—			8,422
Net redemption/repurchase of mandatorily redeemable capital stock	(24		)	(5,572		)
Balance, end of period	$	562		$	2,890

As of June 30, 2015, the total mandatorily redeemable capital stock reflected the balance for two institutions, one of which was merged out of district and is considered to be a nonmember. The other institution has notified the Bank of its intention to voluntary redeem its capital stock and withdraw from membership. This institution will continue to be a member of the Bank until the withdrawal period is completed.

The following table shows the amount of mandatorily redeemable capital stock by contractual year of redemption at June 30, 2015 and December 31, 2014.



(in thousands)	June 30, 2015		December 31, 2014
Due in 1 year or less	$	—	$	—
Due after 1 year through 2 years	—		—
Due after 2 years through 3 years	—		—
Due after 3 years through 4 years	562		—
Due after 4 years through 5 years	—		586
Total	$	562	$	586

The year of redemption in the table above is the end of the five-year redemption period for the mandatorily redeemable capital stock. Under the Finance Agency regulations and the terms of the Bank's Capital Plan, capital stock supporting advances and other activity with the Bank (e.g., letters of credit, mortgage loans, etc.) is not redeemable prior to the payoff or maturity of the associated advance or other activity, which may extend beyond five years.

Dividends and Retained Earnings. Each FHLBank is required to contribute 20% of its net income each quarter to a restricted retained earnings (RRE) account until the balance of that account equals at least 1% of that FHLBank's average balance of outstanding consolidated obligations for the previous quarter. These RRE will not be available to pay dividends. At June 30, 2015, retained earnings were $854.8 million, including $713.2 million of unrestricted retained earnings and $141.6 million of RRE.

The Finance Agency has issued regulatory guidance to the FHLBanks relating to capital management and retained earnings. The guidance directs each FHLBank to assess, at least annually, the adequacy of its retained earnings with consideration given to future possible financial and economic scenarios. The guidance also outlines the considerations that each FHLBank should undertake in assessing the adequacy of the Bank’s retained earnings. The Bank’s retained earnings policy and capital adequacy metric utilize this guidance.

Dividends paid by the Bank are subject to Board approval and may be paid in either capital stock or cash; historically, the Bank has paid cash dividends only. In both April and July 2015, the Bank paid quarterly dividends equal to an annual yield of 5.0% and 3.0% on activity stock and membership stock, respectively. These dividends were based on stockholders' average balances for the previous quarter.

Notes to Financial Statements (continued)

The following table summarizes the changes in AOCI for the three months ended June 30, 2015 and 2014.



(in thousands)	Net Unrealized Gains(Losses) on AFS			Non-credit OTTI Gains(Losses) on AFS			Non-credit OTTI Gains(Losses) on HTM			Net Unrealized Gains (Losses) on Hedging Activities			Pension and Post-Retirement Plans			Total
March 31, 2014	$	(7,953	)	$	79,085		$	—		$	287		$	(1,069	)	$	70,350
Other comprehensive income (loss) before reclassification:
Net unrealized gains	30,696			16,596			—			—			—			47,292
Net change in fair value of OTTI securities	—			954			—			—			—			954
Reclassifications from OCI to net income:
Amortization on hedging activities	—			—			—			(1)			—			(1		)
Pension and post-retirement	—			—			—			—			40			40
June 30, 2014	$	22,743		$	96,635		$	—		$	286		$	(1,029	)	$	118,635

March 31, 2015	$	54,948		$	96,512		$	—		$	264		$	(2,668	)	$	149,056
Other comprehensive income (loss) before reclassification:
Net unrealized gains (losses)	(24,755		)	(9,372		)	—			—			—			(34,127		)
Noncredit OTTI losses transferred	—			(1,026		)	1,026			—			—			—
Net change in fair value of OTTI securities	—			(1,864		)	—			—			—			(1,864		)
Reclassifications from OCI to net income:
Noncredit component of OTTI losses	—			—			(1,026		)	—			—			(1,026		)
Amortization on hedging activities	—			—			—			(4		)	—			(4		)
Pension and post-retirement	—			—			—			—			82			82
June 30, 2015	$	30,193		$	84,250		$	—		$	260		$	(2,586	)	$	112,117

Notes to Financial Statements (continued)

The following table summarizes the changes in AOCI for the six months ended June 30, 2015 and 2014.



(in thousands)	Net Unrealized Gains(Losses) on AFS			Non-credit OTTI Gains(Losses) on AFS			Non-credit OTTI Gains(Losses) on HTM			Net Unrealized Gains (Losses) on Hedging Activities			Pension and Post-Retirement Plans			Total
December 31, 2013	$	(32,481	)	$	77,642		$	—		$	287		$	(1,108	)	$	44,340
Other comprehensive income (loss) before reclassification:
Net unrealized gains	55,224			16,021			—			—			—			71,245
Net change in fair value of OTTI securities	—			2,972			—			—			—			2,972
Reclassifications from OCI to net income:
Amortization on hedging activities	—			—			—			(1		)	—			(1		)
Pension and post-retirement	—			—			—			—			79			79
June 30, 2014	$	22,743		$	96,635		$	—		$	286		$	(1,029	)	$	118,635

December 31, 2014	$	32,460		$	94,451		$	—		$	272		$	(2,750	)	$	124,433
Other comprehensive income (loss) before reclassification:
Net unrealized gains (losses)	(2,267		)	(8,017		)	—			—			—			(10,284		)
Noncredit OTTI losses transferred	—			(1,026		)	1,026			—			—			—
Net change in fair value of OTTI securities	—			(1,158		)	—			—			—			(1,158		)
Reclassifications from OCI to net income:
Noncredit component of OTTI losses	—			—			(1,026		)	—			—			(1,026		)
Amortization on hedging activities	—			—			—			(12		)	—			(12		)
Pension and post-retirement	—			—			—			—			164			164
June 30, 2015	$	30,193		$	84,250		$	—		$	260		$	(2,586	)	$	112,117

Notes to Financial Statements (continued)

Note 12 – Transactions with Related Parties

The following table includes significant outstanding related party member balances.



(in thousands)	June 30, 2015		December 31, 2014
Investments	$	148,335	$	157,025
Advances	42,812,880		38,765,267
Letters of credit ⁽¹⁾	9,283,970		9,608,983
MPF loans	1,184,879		1,326,807
Deposits	10,292		13,678
Capital stock	1,885,879		1,714,432

Note:

⁽¹⁾ Letters of credit are off-balance sheet commitments.

The following table summarizes the effects on the Statement of Income corresponding to the related party member balances above. Amounts related to Federal funds sold, interest income on investments, and interest expense on deposits were immaterial for the periods presented.



	Three months ended June 30,				Six months ended June 30,
(in thousands)	2015		2014		2015		2014
Interest income on advances ⁽¹⁾	$	44,843	$	33,778	$	83,896	$	66,581
Interest income on MPF loans	16,646		21,124		34,269		42,430
Letter of credit fees	3,819		1,971		6,847		3,853
Prepayment fees on advances	—		—		—		3,090

Note:

⁽¹⁾ For the three and six months ended June 30, 2015, balances include contractual interest income of $78.6 million and $151.4 million, net interest settlements on derivatives in fair value hedge relationships of $(33.6) million and $(67.0) million and total amortization of basis adjustments of $(0.2) million and $(0.6) million. For the three and six months ended June 30, 2014, balances include contractual interest income of $79.1 million and $162.7 million, net interest settlements on derivatives in fair value hedge relationships of $(44.8) million and $(93.5) million and total amortization of basis adjustments of $(0.5) million and $(2.6) million.

The following table includes the MPF activity of the related party members.



	Three months ended June 30,				Six months ended June 30,
(in thousands)	2015		2014		2015		2014
Total MPF loan volume purchased	$	5,438	$	432	$	6,845	$	1,321

The following table summarizes the effect of the MPF activities with FHLBank of Chicago.



	Three months ended June 30,				Six months ended June 30,
(in thousands)	2015		2014		2015		2014
Servicing fee expense	$	284	$	242	$	552	$	479



(in thousands)	June 30, 2015		December 31, 2014
Interest-bearing deposits maintained with FHLBank of Chicago	$	6,485	$	6,782

From time to time, the Bank may borrow from or lend to other FHLBanks on a short-term uncollateralized basis. During the six months ended June 30, 2015 and 2014, there was no borrowing or lending activity between the Bank and other FHLBanks.

Subject to mutually agreed upon terms, on occasion, an FHLBank may transfer its primary debt obligations to another FHLBank, which becomes the primary obligor on the transferred debt upon completion of the transfer. During the six months ended June 30, 2015 and 2014, there were no transfers of debt between the Bank and another FHLBank.

Notes to Financial Statements (continued)

From time to time, a member of one FHLBank may be acquired by a member of another FHLBank. When such an acquisition occurs, the two FHLBanks may agree to transfer at fair value the loans of the acquired member to the FHLBank of the surviving member. The FHLBanks may also agree to the purchase and sale of any related hedging instrument. The Bank had no such activity during the six months ended June 30, 2015 and 2014.

Additional discussions regarding related party transactions can be found in Note 19 to the audited financial statements in the Bank's 2014 Form 10-K.

Note 13 – Estimated Fair Values

Fair value amounts have been determined by the Bank using available market information and appropriate valuation methods. These estimates are based on recent market data and other pertinent information available to the Bank at June 30, 2015 and December 31, 2014. Although the management of the Bank believes that the valuation methods are appropriate and provide a reasonable determination of the fair value of these financial instruments, there are inherent limitations in any valuation technique. Therefore, these fair values are not necessarily equal to the amounts that would be realized in current market transactions, although they do reflect the Bank’s judgment of how a market participant would estimate the fair values.

The carrying value and estimated fair value of the Bank’s financial instruments at June 30, 2015 and December 31, 2014 are presented in the table below.



Fair Value Summary Table
	June 30, 2015
(in thousands)	Carrying Value		Level 1		Level 2		Level 3		Netting Adjust. ⁽²⁾			Estimated Fair Value
Assets:
Cash and due from banks	$	5,377,254	$	5,377,254	$	—	$	—	$	—		$	5,377,254
Interest-bearing deposits	6,485		—		6,485		—		—			6,485
Federal funds sold	2,810,000		—		2,809,992		—		—			2,809,992
Trading securities	369,976		5,239		364,737		—		—			369,976
AFS securities	7,858,609		1,998		6,938,215		918,396		—			7,858,609
HTM securities	2,869,192		—		2,319,426		586,675		—			2,906,101
Advances	71,489,152		—		71,516,603		—		—			71,516,603
Mortgage loans held for portfolio, net	3,052,971		—		3,215,254		—		—			3,215,254
BOB loans, net	11,022		—		—		11,022		—			11,022
Accrued interest receivable	93,983		—		93,983		—		—			93,983
Derivative assets	64,152		—		122,285		—		(58,133		)	64,152
Liabilities:
Deposits	$	670,358	$	—	$	670,364	$	—	$	—		$	670,364
Discount notes	41,061,124		—		41,063,548		—		—			41,063,548
Bonds	47,552,947		—		47,712,440		—		—			47,712,440
Mandatorily redeemable capital stock ⁽¹⁾	562		569		—		—		—			569
Accrued interest payable ⁽¹⁾	103,761		—		103,754		—		—			103,754
Derivative liabilities	63,375		—		384,524		—		(321,149		)	63,375

Notes to Financial Statements (continued)



	December 31, 2014
(in thousands)	Carrying Value		Level 1		Level 2		Level 3		Netting Adjust. ⁽²⁾			Estimated Fair Value
Assets:
Cash and due from banks	$	2,451,131	$	2,451,131	$	—	$	—	$	—		$	2,451,131
Interest-bearing deposits	6,782		—		6,782		—		—			6,782
Federal funds sold	4,585,000		—		4,584,981		—		—			4,584,981
Trading securities	281,016		4,721		276,295		—		—			281,016
AFS securities	8,408,835		1,998		7,424,055		982,782		—			8,408,835
HTM securities	3,246,788		—		2,600,638		685,909		—			3,286,547
Advances	63,408,355		—		63,471,078		—		—			63,471,078
Mortgage loans held for portfolio, net	3,123,334		—		3,312,186		—		—			3,312,186
BOB loans, net	11,567		—		—		11,567		—			11,567
Accrued interest receivable	86,109		—		86,109		—		—			86,109
Derivative assets	36,217		—		111,772		—		(75,555		)	36,217
Liabilities:
Deposits	$	641,180	$	—	$	641,183	$	—	$	—		$	641,183
Discount notes	37,058,118		—		37,059,347		—		—			37,059,347
Bonds	43,714,510		—		43,881,951		—		—			43,881,951
Mandatorily redeemable capital stock ⁽¹⁾	586		705		—		—		—			705
Accrued interest payable ⁽¹⁾	103,151		—		103,032		—		—			103,032
Derivative liabilities	58,964		—		467,685		—		(408,721		)	58,964

Notes:

⁽¹⁾ The estimated fair value amount for the mandatorily redeemable capital stock line item includes accrued dividend interest; this amount is excluded from the estimated fair value for the accrued interest payable line item.

⁽²⁾Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.

Fair Value Hierarchy. The fair value hierarchy is used to prioritize the inputs used to measure fair value for those assets and liabilities carried at fair value on the Statement of Condition. The inputs are evaluated and an overall level for the fair value measurement is determined. This overall level is an indication of the market observability of the fair value measurement for the asset or liability.

The fair value hierarchy prioritizes the inputs used to measure fair value into three broad levels:

Level 1 Inputs - Quoted prices (unadjusted) for identical assets or liabilities in an active market that the reporting entity can access on the measurement date.

Level 2 Inputs - Inputs other than quoted prices within Level 1 that are observable inputs for the asset or liability, either directly or indirectly. If the asset or liability has a specified (contractual) term, a Level 2 input must be observable for substantially the full term of the asset or liability. Level 2 inputs include the following: (1) quoted prices for similar assets or liabilities in active markets; (2) quoted prices for identical or similar assets or liabilities in markets that are not active or in which little information is released publicly; (3) inputs other than quoted prices that are observable for the asset or liability (e.g., interest rates and yield curves that are observable at commonly quoted intervals, and implied volatilities); and (4) inputs that are derived principally from or corroborated by observable market data by correlation or other means.

Level 3 Inputs - Unobservable inputs for the asset or liability.

The Bank reviews its fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation inputs may result in a reclassification of certain assets or liabilities. These reclassifications are reported as transfers in/out as of the beginning of the quarter in which the changes occur. There were no such transfers during the six months ended June 30, 2015 and 2014.

Notes to Financial Statements (continued)

Summary of Valuation Methodologies and Primary Inputs

Cash and Due from Banks. The fair values equal the carrying values.

Interest Bearing Deposits. The fair value is determined by calculating the present value of the future cash flows. The discount rates used in these calculations are the rates for interest-bearing deposits with similar terms.

Federal Funds Sold. The fair value of Federal funds sold is determined by calculating the present value of the future cash flows. The discount rates used in these calculations are the rates for Federal funds with similar terms.

Investment Securities – non-MBS. The Bank uses the income approach to determine the estimated fair value of non-MBS investment securities. The significant inputs include a market-observable interest rate curve and a discount spread, if applicable. The market-observable interest rate curves used by the Bank and the related instrument types they measure are as follows:


•	Treasury curve: U.S. Treasury obligations


•	LIBOR Swap curve: certificates of deposit


•	CO curve: Government-sponsored enterprises, state and local agency, and other U.S. obligations

Investment Securities – MBS. To value MBS holdings, the Bank obtains prices from four designated third-party pricing vendors, when available. The pricing vendors use various proprietary models to price MBS. The inputs to those models are derived from various sources including, but not limited to: benchmark yields, reported trades, dealer estimates, issuer spreads, benchmark securities, bids, offers and other market-related data. Since many MBS do not trade on a daily basis, the pricing vendors use available information such as benchmark curves, benchmarking of like securities, sector groupings and matrix pricing to determine the prices for individual securities, as applicable. Each pricing vendor has an established challenge process in place for all MBS valuations, which facilitates resolution of potentially erroneous prices identified by the Bank.

During the year, the Bank conducts reviews of the four pricing vendors to enhance its understanding of the vendors' pricing processes, methodologies and control procedures for agency and private label MBS. To the extent available, the Bank also reviews the vendors' independent auditors' reports regarding the internal controls over their valuation processes.

The Bank's valuation technique first requires the establishment of a median price for each security. All prices that are within a specified tolerance threshold of the median price are included in the cluster of prices that are averaged to compute a default price. Prices that are outside the threshold (outliers) are subject to further analysis (including, but not limited to, comparison to prices provided by an additional third-party valuation service, prices for similar securities, and/or non-binding dealer estimates) to determine if an outlier is a better estimate of fair value. If an outlier (or some other price identified in the analysis) is determined to be a better estimate of fair value, then the outlier (or the other price as appropriate) is used as the final price rather than the default price. If, on the other hand, the analysis confirms that an outlier (or outliers) is (are) in fact not representative of fair value and the default price is the best estimate, then the default price is used as the final price. In all cases, the final price is used to determine the fair value of the security. If all prices received for a security are outside the tolerance threshold level of the median price, then there is no default price, and the final price is determined by an evaluation of all outlier prices as described above.

The Bank also reviewed the final fair value estimates of its private label MBS holdings as of June 30, 2015 for reasonableness using an implied yield test. On certain securities, the Bank calculated an implied yield using the estimated fair value derived from the process described above and the security's projected cash flows from the Bank's OTTI process and compared such yield to the market yield to dealer sources to the extent comparable market yield data was available. This analysis did not indicate that any adjustments to the fair value estimates were necessary.

As of June 30, 2015, four vendor prices were received for a majority of the Bank's MBS holdings, and the final prices for a majority of those securities were computed by averaging the four prices. Based on the Bank's reviews of the pricing methods including inputs and controls employed by the third-party pricing vendors and the relative lack of dispersion among the vendor prices (or, in those instances in which there were outliers or significant yield variances, the Bank's additional analyses), the Bank believes the final prices are representative of the prices that would have been received if the assets had been sold at the measurement date (i.e., exit prices), and further that the fair value measurements are classified appropriately in the fair value hierarchy. Based on the current lack of significant market activity for private label residential MBS, the Bank believes that as of June 30, 2015, private label residential MBS inputs should be classified as Level 3.

Notes to Financial Statements (continued)

Mutual Funds Offsetting Deferred Compensation and Employee Benefit Plan Obligations. Fair values for publicly traded mutual funds are based on quoted market prices.

Advances. The Bank determines the fair value by calculating the present value of expected future cash flows from the advances. The discount rates used in these calculations are equivalent to the replacement advance rates for advances with similar terms. The inputs used to determine fair value of advances are the LIBOR curve, a volatility assumption for advances with optionality, and a spread adjustment.

Mortgage Loans Held For Portfolio. The fair value is determined based on quoted market prices for new MBS issued by U.S. GSEs. Prices are then adjusted for differences in coupon, seasoning and credit quality between the Bank’s mortgage loans and the referenced MBS. The prices of the referenced MBS are highly dependent upon the underlying prepayment assumptions priced in the secondary market.

Accrued Interest Receivable and Payable. The fair values approximate the carrying values.

Derivative Assets/Liabilities. The Bank bases the fair values of derivatives with similar terms on market prices, when available. However, market prices do not exist for many types of derivative instruments. Consequently, fair values for these instruments are estimated using standard valuation techniques such as discounted cash flow analysis and comparisons to similar instruments. Estimates developed using these methods are highly subjective and require judgment regarding significant matters such as the amount and timing of future cash flows, volatility of interest rates and the selection of discount rates that appropriately reflect market and credit risks.

The Bank is subject to credit risk on bilateral derivatives transactions due to the potential nonperformance by the derivatives counterparties. To mitigate this risk, the Bank has entered into netting arrangements for its bilateral derivative transactions. In addition, the Bank has entered into bilateral security agreements with all active derivatives counterparties that provide for delivery of collateral at specified levels tied to those counterparties’ credit ratings to limit the Bank’s net unsecured credit exposure to these counterparties. For cleared derivatives, the Bank's credit risk exposure is mitigated because a central counterparty is substituted for individual counterparties and collateral is posted daily for changes in the value of cleared derivatives. The Bank has evaluated the potential for the fair value of the instruments to be affected by counterparty credit risk and has determined that no adjustments were significant or necessary to the overall fair value measurements.

The fair values of the Bank’s derivative assets and liabilities include accrued interest receivable/payable and cash collateral remitted to/received from counterparties. The estimated fair values of the accrued interest receivable/payable and cash collateral approximate their carrying values due to their short-term nature. The fair values of derivatives are netted by clearing agent and/or by counterparty pursuant to the provisions of each of the Bank’s netting agreements. If these netted amounts are positive, they are classified as an asset; if negative, a liability.

The discounted cash flow analysis used to determine the fair value of derivative instruments utilizes market-observable inputs (inputs that are actively quoted and can be validated to external sources). Inputs by class of derivative are as follows:

Interest-rate related:


•	Discount rate assumption. Overnight Index Swap (OIS) curve.


•	Forward interest rate assumption. LIBOR Swap Curve.


•	Volatility assumption. Market-based expectations of future interest rate volatility implied from current market prices for similar options.

Mortgage delivery commitments:


•	To Be Announced (TBA) securities prices. Market-based prices of TBAs are determined by coupon class and expected term until settlement.

BOB Loans. The fair value approximates the carrying value.

Deposits. The Bank determines the fair value by calculating the present value of expected future cash flows from the deposits. The discount rates used in these calculations are the cost of deposits with similar terms.

Consolidated Obligations. The Bank’s internal valuation model determines fair values of consolidated obligations bonds and discount notes by calculating the present value of expected cash flows using market-based yield curves. The inputs used to determine fair value of consolidated obligations are a CO curve and a LIBOR swap curve, a volatility assumption for consolidated obligations with optionality, and a spread adjustment. The OF constructs an internal curve, referred to as the CO

Notes to Financial Statements (continued)

curve, using the U.S. Treasury curve as a base curve that is then adjusted by adding indicative spreads obtained from market observable sources. These market indications are generally derived from pricing indications from dealers, historical pricing relationships, recent GSE trades and secondary market activity.

Mandatorily Redeemable Capital Stock. The fair value of capital stock subject to mandatory redemption is generally its par value plus estimated dividends at the time of reclassification and any subsequently estimated dividend. FHLBank stock is not traded and no market mechanism exists for the exchange of stock outside the FHLBank System's cooperative structure.

Commitments. For fixed-rate loan commitments, fair value considers the difference between current levels of interest rates and the committed rates. The Bank issues standby letters of credit for a fee. The unamortized fee is the letter of credit's carrying value and represents its fair value. The fair value of the Bank's commitments to extend credit for advances and letters of credit was immaterial at June 30, 2015 and December 31, 2014.

Subjectivity of Estimates. Estimates of the fair value of financial assets and liabilities using the methods described above are highly subjective and require judgments regarding significant matters such as the amount and timing of future cash flows, prepayment speed assumptions, expected interest rate volatility, possible distributions of future interest rates used to value options, and the selection of discount rates that appropriately reflect market and credit risks. The use of different assumptions could have a material effect on the fair value estimates. These estimates are susceptible to material near term changes because they are made as of a specific point in time.

Notes to Financial Statements (continued)

Fair Value Measurements. The following tables present, for each hierarchy level, the Bank’s assets and liabilities that are measured at fair value on a recurring or non-recurring basis on its Statements of Condition at June 30, 2015 and December 31, 2014. The Bank measures certain mortgage loans held for portfolio at fair value due to recognition of a credit loss. Real estate owned is measured using fair value when the assets' fair value less costs to sell is lower than the carrying amount.



	June 30, 2015
(in thousands)	Level 1		Level 2		Level 3		Netting Adjustment⁽¹⁾			Total
Recurring fair value measurements - Assets
Trading securities:
GSE and TVA obligations	$	—	$	364,737	$	—	$	—		$	364,737
Mutual funds	5,239		—		—		—			5,239
Total trading securities	$	5,239	$	364,737	$	—	$	—		$	369,976
AFS securities:
GSE and TVA obligations	$	—	$	3,027,847	$	—	$	—		$	3,027,847
State or local agency obligations	—		90,085		—		—			90,085
Mutual funds	1,998		—		—		—			1,998
Other U.S. obligations single family MBS	—		298,725		—		—			298,725
GSE single-family MBS	—		2,667,334		—		—			2,667,334
GSE multifamily MBS	—		854,224		—		—			854,224
Private label MBS:
Private label residential MBS	—		—		907,925		—			907,925
HELOCs	—		—		10,471		—			10,471
Total AFS securities	$	1,998	$	6,938,215	$	918,396	$	—		$	7,858,609
Derivative assets:
Interest rate related	$	—	$	121,808	$	—	$	(58,133	)	$	63,675
Mortgage delivery commitments	—		477		—		—			477
Total derivative assets	$	—	$	122,285	$	—	$	(58,133	)	$	64,152
Total recurring assets at fair value	$	7,237	$	7,425,237	$	918,396	$	(58,133	)	$	8,292,737
Recurring fair value measurements - Liabilities
Derivative liabilities:
Interest rate related	$	—	$	384,524	$	—	$	(321,149	)	$	63,375
Total recurring liabilities at fair value ⁽²⁾	$	—	$	384,524	$	—	$	(321,149	)	$	63,375
Non-recurring fair value measurements - Assets
Impaired mortgage loans held for portfolio ⁽³⁾	$	—	$	—	$	27,970	$	—		$	27,970
Real estate owned ⁽³⁾	—		—		4,695		—			4,695
Total non-recurring assets at fair value	$	—	$	—	$	32,665	$	—		$	32,665

Notes to Financial Statements (continued)



	December 31, 2014
(in thousands)	Level 1		Level 2		Level 3		Netting Adjustment⁽¹⁾			Total
Recurring fair value measurements - Assets
Trading securities:
GSE and TVA obligations	$	—	$	276,295	$	—	$	—		$	276,295
Mutual funds	4,721		—		—		—			4,721
Total trading securities	$	4,721	$	276,295	$	—	$	—		$	281,016
AFS securities:
GSE and TVA obligations	$	—	$	3,233,703	$	—	$	—		3,233,703
State or local agency obligations	—		98,984		—		—			98,984
Mutual funds	1,998		—		—		—			1,998
Other U.S. obligations single family MBS	—		329,379		—		—			329,379
GSE single-family MBS	—		2,882,162		—		—			2,882,162
GSE multifamily MBS	—		879,827		—		—			879,827
Private label MBS:
Private label residential MBS	—		—		971,083		—			971,083
HELOCs	—		—		11,699		—			11,699
Total AFS securities	$	1,998	$	7,424,055	$	982,782	$	—		$	8,408,835
Derivative assets:
Interest rate related	$	—	$	111,338	$	—	$	(75,555	)	$	35,783
Mortgage delivery commitments	—		434		—		—			434
Total derivative assets	$	—	$	111,772	$	—	$	(75,555	)	$	36,217
Total recurring assets at fair value	$	6,719	$	7,812,122	$	982,782	$	(75,555	)	$	8,726,068
Recurring fair value measurements - Liabilities
Derivative liabilities:
Interest rate related	$	—	$	467,685	$	—	$	(408,721	)	$	58,964
Total recurring liabilities at fair value ⁽²⁾	$	—	$	467,685	$	—	$	(408,721	)	$	58,964

Notes:

⁽¹⁾ Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.

⁽²⁾ Derivative liabilities represent the total liabilities at fair value.

⁽³⁾ These amounts were immaterial for the year ended December 31, 2014. The estimated fair values of impaired mortgage loans held for portfolio and real estate owned are determined based on values provided by a third party's retail-based AVM. The Bank adjusts the AVM value downward based on the amount it has historically received on liquidation.

There were no transfers between Levels 1 or 2 during the first six months of 2015 or 2014.

Notes to Financial Statements (continued)

Level 3 Disclosures for all Assets and Liabilities That Are Measured at Fair Value on a Recurring Basis. The following table presents a reconciliation of all assets and liabilities that are measured at fair value on the Statement of Condition using significant unobservable inputs (Level 3) for the six months ended June 30, 2015 and 2014. For instruments carried at fair value, the Bank reviews the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in/out at fair value in the quarter in which the changes occur, and transfers are reported as of the beginning of the period. During the first six months of 2015, the Bank transferred one private label MBS from its HTM portfolio to its AFS portfolio, in the period in which the OTTI charge was recorded. There were no Level 3 transfers during the first six months of 2014.



(in thousands)	AFS Private Label MBS-Residential Six Months Ended June 30, 2015			AFS Private Label MBS- HELOCs Six Months Ended June 30, 2015
Balance at January 1	$	971,083		$	11,699
Total gains (losses) (realized/unrealized) included in:
Accretion of credit losses in interest income	9,512			734
Net unrealized gains on AFS in OCI	42			—
Net change in fair value on OTTI AFS in OCI	(1,157		)	(1		)
Unrealized gains (losses) on OTTI AFS in OCI	(7,555		)	(462		)
Purchases, issuances, sales, and settlements:
Settlements	(67,368		)	(1,499		)
Transfer of OTTI securities from HTM to AFS	3,368			—
Balance at June 30	$	907,925		$	10,471
Total amount of gains for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at June 30, 2015	$	9,512		$	734



(in thousands)	AFS Private Label MBS-Residential Six Months Ended June 30, 2014			AFS Private Label MBS- HELOCs Six Months Ended June 30, 2014
Balance at January 1	$	1,123,624		$	14,428
Total gains (losses) (realized/unrealized) included in:
Accretion of credit losses in interest income	6,087			663
Net unrealized (losses) on AFS in OCI	(60		)	—
Net change in fair value on OTTI AFS in OCI	2,932			40
Unrealized gains (losses) on OTTI AFS in OCI	15,967			54
Purchases, issuances, sales, and settlements:
Settlements	(90,601		)	(1,869		)
Balance at June 30	$	1,057,949		$	13,316
Total amount of gains for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at June 30, 2014	$	6,087		$	663

Notes to Financial Statements (continued)

Note 14 – Commitments and Contingencies

The following table presents the Bank's various off-balance sheet commitments which are described in detail below.



(in thousands)	June 30, 2015						December 31, 2014
Notional amount	Expiration Date Within One Year		Expiration Date After One Year		Total		Total
Standby letters of credit outstanding ^{(1) (2)}	$	20,487,833	$	—	$	20,487,833	$	19,942,125
Commitments to fund additional advances and BOB loans	123,621		75,000		198,621		21,124
Commitments to fund or purchase mortgage loans	23,337		—		23,337		18,308
Unsettled consolidated obligation bonds, at par ⁽³⁾	535,450		—		535,450		95,530
Unsettled consolidated obligation discount notes, at par	320,000		—		320,000		500,000

Notes:

⁽¹⁾ Excludes approved requests to issue future standby letters of credit of $204.0 million and $146.8 million at June 30, 2015 and December 31, 2014, respectively.

⁽²⁾$5.8 billion of these letters of credit have annual renewal language that, as long as both parties agree, permit the letter of credit to be renewed for an additional year with a maximum renewal period of 5 years.

⁽³⁾ Includes $487.0 million and $83.1 million of consolidated obligation bonds which were hedged with associated interest rate swaps at June 30, 2015 and December 31, 2014, respectively.

Commitments to Extend Credit on Standby Letters of Credit, Additional Advances and BOB Loans. Standby letters of credit are issued on behalf of members for a fee. A standby letter of credit is a financing arrangement between the Bank and its member. If the Bank is required to make payment for a beneficiary’s draw, these amounts are withdrawn from the member’s Demand Deposit Account (DDA). Any remaining amounts not covered by the withdrawal from the member’s DDA are converted into a collateralized advance.

Unearned fees related to standby letters of credit are recorded in other liabilities and had a balance of $4.0 million and $4.8 million as of June 30, 2015 and December 31, 2014, respectively. The Bank monitors the creditworthiness of its standby letters of credit based on an evaluation of the member. The Bank has established parameters for the review, assessment, monitoring and measurement of credit risk related to these standby letters of credit.

Based on management’s credit analyses, collateral requirements, and adherence to the requirements set forth in Bank policy and Finance Agency regulations, the Bank has not recorded any additional liability on these commitments and standby letters of credit. Excluding BOB, commitments and standby letters of credit are collateralized at the time of issuance. The Bank records a liability with respect to BOB commitments, which is reflected in other liabilities on the Statements of Condition.

The Bank does not have any legally binding or unconditional unused lines of credit for advances at June 30, 2015 and December 31, 2014. However, within the Bank's Open RepoPlus advance product, there were conditional lines of credit outstanding of $7.4 billion at both June 30, 2015 and December 31, 2014.

Commitments to Fund or Purchase Mortgage Loans. The Bank may enter into commitments that unconditionally obligate the Bank to purchase mortgage loans under the MPF program. These delivery commitments are generally for periods not to exceed 45 days. Such commitments are recorded as derivatives.

Pledged Collateral. The Bank may pledge cash and securities, as collateral, related to derivatives. Refer to Note 9 - Derivatives and Hedging Activities for additional information about the Bank's pledged collateral and other credit-risk-related contingent features.

Legal Proceedings. The Bank is subject to legal proceedings arising in the normal course of business. The Bank would record an accrual for a loss contingency when it is probable that a loss has been incurred and the amount can be reasonably estimated. After consultation with legal counsel, management does not anticipate that the ultimate liability, if any, arising out of these matters will have a material effect on the Bank's financial condition, results of operations or cash flows.

Notes 6, 9, 10, 11, and 12 also discuss other commitments and contingencies.

Item 3: Quantitative and Qualitative Disclosures about Market Risk

See the Risk Management section in Part I, Item 2. Management’s Discussion and Analysis in this Form 10-Q.

Item 4: Controls and Procedures

Under the supervision and with the participation of the Bank’s management, including the chief executive officer, chief financial officer, and chief accounting officer, the Bank conducted an evaluation of its disclosure controls and procedures, as such term is defined under Rule 13a-15(e) promulgated under the Securities Exchange Act of 1934, as amended (the 1934 Act). Based on this evaluation, the Bank’s chief executive officer, chief financial officer, and chief accounting officer concluded that the Bank’s disclosure controls and procedures were effective as of June 30, 2015.

Internal Control Over Financial Reporting

There have been no changes in internal control over financial reporting that occurred during the second quarter of 2015 that have materially affected, or are reasonably likely to materially affect, the Bank’s internal control over financial reporting.

PART II – OTHER INFORMATION

Item 1: Legal Proceedings

The Bank may be subject to various legal proceedings arising in the normal course of business. After consultation with legal counsel, management is not aware of any such proceedings that might result in the Bank’s ultimate liability in an amount that will have a material effect on the Bank’s financial condition or results of operations.

Item 1A: Risk Factors

For a complete discussion of Risk Factors, see Item 1A. Risk Factors in the Bank’s 2014 Form 10-K.

Item 2: Unregistered Sales of Equity Securities and Use of Proceeds

Not applicable.

Item 3: Defaults upon Senior Securities

None.

Item 4: Mine Safety Disclosures

Not applicable.

Item 5: Other Information

None.

Item 6: Exhibits




Exhibit 31.1		Certification Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 for the Chief Executive Officer
Exhibit 31.2		Certification Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 for the Chief Financial Officer
Exhibit 31.3		Certification Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 for the Chief Accounting Officer
Exhibit 32.1		Certification Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 for the Chief Executive Officer
Exhibit 32.2		Certification Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 for the Chief Financial Officer
Exhibit 32.3		Certification Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 for the Chief Accounting Officer
Exhibit 101		Interactive Data File (XBRL)

SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

Federal Home Loan Bank of Pittsburgh

(Registrant)

Date: August 6, 2015

By: /s/ David G. Paulson

David G. Paulson

Chief Financial Officer

By: /s/ Edward V. Weller

Edward V. Weller

Chief Accounting Officer

EX-31.1 2 fhlbpitex3112q2015.htm CEO 302 CERTIFICATION FHLB Pit ex31.1 2Q 2015

Exhibit 31.1

In accordance with Exchange Act Rules 13a-14(f) and 15d-14(f), this certification does not relate to Interactive Data Files as defined in Rule 11 of Regulation S-T.

Certification Pursuant to Section 302

of the Sarbanes-Oxley Act of 2002

for the Chief Executive Officer

I, Winthrop Watson, certify that:



1.	I have reviewed this quarterly report on Form 10-Q for the Federal Home Loan Bank of Pittsburgh (the registrant);



2.	Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;



3.	Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;



4.	The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and we have:



	a)	Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant is made known to us, particularly during the period in which this report is being prepared;



	b)	Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;



	c)	Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and



	d)	Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter (the registrant's fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and



5.	The registrant's other certifying officers and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):



	a)	All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize and report financial information; and



	b)	Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: August 6, 2015 /s/ Winthrop Watson

Name: Winthrop Watson

Title: President & Chief Executive Officer

EX-31.2 3 fhlbpitex3122q2015.htm CFO 302 CERTIFICATION FHLB Pit ex31.2 2Q 2015

Exhibit 31.2

In accordance with Exchange Act Rules 13a-14(f) and 15d-14(f), this certification does not relate to Interactive Data Files as defined in Rule 11 of Regulation S-T.

Certification Pursuant to Section 302

of the Sarbanes-Oxley Act of 2002

for the Chief Financial Officer

I, David G. Paulson, certify that:



1.	I have reviewed this quarterly report on Form 10-Q for the Federal Home Loan Bank of Pittsburgh (the registrant);



2.	Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;



3.	Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;



4.	The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and we have:



	a)	Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant is made known to us, particularly during the period in which this report is being prepared;



	b)	Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;



	c)	Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and



	d)	Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter (the registrant's fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and



5.	The registrant's other certifying officers and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):



	a)	All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize and report financial information; and



	b)	Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: August 6, 2015 /s/ David G. Paulson

Name: David G. Paulson

Title: Chief Financial Officer

EX-31.3 4 fhlbpitex3132q2015.htm CAO 302 CERTIFICATION FHLB Pit ex31.3 2Q 2015

Exhibit 31.3

In accordance with Exchange Act Rules 13a-14(f) and 15d-14(f), this certification does not relate to Interactive Data Files as defined in Rule 11 of Regulation S-T.

Certification Pursuant to Section 302

of the Sarbanes-Oxley Act of 2002

for the Chief Accounting Officer

I, Edward V. Weller, certify that:



1.	I have reviewed this quarterly report on Form 10-Q for the Federal Home Loan Bank of Pittsburgh (the registrant);



2.	Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;



3.	Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;



4.	The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and we have:



	a)	Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant is made known to us, particularly during the period in which this report is being prepared;



	b)	Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;



	c)	Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and



	d)	Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter (the registrant's fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and



5.	The registrant's other certifying officers and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):



	a)	All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize and report financial information; and



	b)	Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: August 6, 2015 /s/ Edward V. Weller

Name: Edward V. Weller

Title: Chief Accounting Officer

EX-32.1 5 fhlbpitex3212q2015.htm CEO 906 CERTIFICATION FHLB Pit ex32.1 2Q 2015

Exhibit 32.1

In accordance with Exchange Act Rules 13a-14(f) and 15d-14(f), this certification does not relate to Interactive Data Files as defined in Rule 11 of Regulation S-T.

Certification Pursuant to 18 U.S.C. Section 1350,

as Adopted Pursuant to Section 906

of the Sarbanes-Oxley Act of 2002 for the Chief Executive Officer

I, Winthrop Watson, state and attest that:



1.	I am the Chief Executive Officer of the Federal Home Loan Bank of Pittsburgh (the registrant).



2.	I hereby certify, pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, to the best of my knowledge, that:



	l		this Form 10-Q of the registrant for the quarter ended June 30, 2015 (the periodic report) containing financial statements fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934 (15 U.S.C. 78m or 78o(d)); and



	l		the information contained in the periodic report fairly presents, in all material respects, the financial condition and results of operations of the registrant as of, and for, the periods presented.

Date: August 6, 2015 /s/ Winthrop Watson

Name: Winthrop Watson

Title: President & Chief Executive Officer

A signed original of this written statement required by Section 906 has been provided to the Federal Home Loan Bank of Pittsburgh and will be retained by the Federal Home Loan Bank of Pittsburgh and furnished to the Securities and Exchange Commission or its staff upon request.

EX-32.2 6 fhlbpitex3222q2015.htm CFO 906 CERTIFICATION FHLB Pit ex32.2 2Q 2015

Exhibit 32.2

In accordance with Exchange Act Rules 13a-14(f) and 15d-14(f), this certification does not relate to Interactive Data Files as defined in Rule 11 of Regulation S-T.

Certification Pursuant to 18 U.S.C. Section 1350,

as Adopted Pursuant to Section 906

of the Sarbanes-Oxley Act of 2002 for the Chief Financial Officer

I, David G. Paulson, state and attest that:



1.	I am the Chief Financial Officer of the Federal Home Loan Bank of Pittsburgh (the registrant).



2.	I hereby certify, pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, to the best of my knowledge, that:



	l		this Form 10-Q of the registrant for the quarter ended June 30, 2015 (the periodic report) containing financial statements fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934 (15 U.S.C. 78m or 78o(d)); and



	l		the information contained in the periodic report fairly presents, in all material respects, the financial condition and results of operations of the registrant as of, and for, the periods presented.

Date: August 6, 2015 /s/ David G. Paulson

Name: David G. Paulson

Title: Chief Financial Officer

EX-32.3 7 fhlbpitex3232q2015.htm CAO 906 CERTIFICATION FHLB Pit ex32.3 2Q 2015

Exhibit 32.3

In accordance with Exchange Act Rules 13a-14(f) and 15d-14(f), this certification does not relate to Interactive Data Files as defined in Rule 11 of Regulation S-T.

Certification Pursuant to 18 U.S.C. Section 1350,

as Adopted Pursuant to Section 906

of the Sarbanes-Oxley Act of 2002 for the Chief Accounting Officer

I, Edward V. Weller, state and attest that:



1.	I am the Chief Accounting Officer of the Federal Home Loan Bank of Pittsburgh (the registrant).



2.	I hereby certify, pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, to the best of my knowledge, that:



	l		this Form 10-Q of the registrant for the quarter ended June 30, 2015 (the periodic report) containing financial statements fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934 (15 U.S.C. 78m or 78o(d)); and



	l		the information contained in the periodic report fairly presents, in all material respects, the financial condition and results of operations of the registrant as of, and for, the periods presented.

Date: August 6, 2015 /s/ Edward V. Weller

Name: Edward V. Weller

Title: Chief Accounting Officer

EX-101.INS 8 fhlbpgh-20150630.xml XBRL INSTANCE DOCUMENT 0001330399 2015-01-01 2015-06-30 0001330399 us-gaap:TradingAccountAssetsMember 2015-01-01 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember 2015-01-01 2015-06-30 0001330399 us-gaap:HeldtomaturitySecuritiesMember 2015-01-01 2015-06-30 0001330399 2015-07-31 0001330399 2014-04-01 2014-06-30 0001330399 2015-04-01 2015-06-30 0001330399 2014-01-01 2014-06-30 0001330399 2014-12-31 0001330399 2015-06-30 0001330399 2013-12-31 0001330399 2014-06-30 0001330399 us-gaap:CommonStockMember 2013-12-31 0001330399 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2014-06-30 0001330399 us-gaap:RetainedEarningsMember 2013-12-31 0001330399 us-gaap:CommonStockMember 2014-01-01 2014-06-30 0001330399 us-gaap:RetainedEarningsAppropriatedMember 2014-06-30 0001330399 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2013-12-31 0001330399 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2014-01-01 2014-06-30 0001330399 us-gaap:RetainedEarningsUnappropriatedMember 2014-06-30 0001330399 us-gaap:CommonStockMember 2014-06-30 0001330399 us-gaap:RetainedEarningsMember 2014-01-01 2014-06-30 0001330399 us-gaap:RetainedEarningsUnappropriatedMember 2014-01-01 2014-06-30 0001330399 us-gaap:RetainedEarningsUnappropriatedMember 2013-12-31 0001330399 us-gaap:RetainedEarningsAppropriatedMember 2014-01-01 2014-06-30 0001330399 us-gaap:RetainedEarningsAppropriatedMember 2013-12-31 0001330399 us-gaap:RetainedEarningsMember 2014-06-30 0001330399 us-gaap:RetainedEarningsUnappropriatedMember 2015-01-01 2015-06-30 0001330399 us-gaap:CommonStockMember 2014-12-31 0001330399 us-gaap:RetainedEarningsUnappropriatedMember 2014-12-31 0001330399 us-gaap:RetainedEarningsAppropriatedMember 2015-06-30 0001330399 us-gaap:CommonStockMember 2015-06-30 0001330399 us-gaap:RetainedEarningsUnappropriatedMember 2015-06-30 0001330399 us-gaap:RetainedEarningsMember 2015-06-30 0001330399 us-gaap:RetainedEarningsMember 2015-01-01 2015-06-30 0001330399 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2015-01-01 2015-06-30 0001330399 us-gaap:CommonStockMember 2015-01-01 2015-06-30 0001330399 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2015-06-30 0001330399 us-gaap:RetainedEarningsAppropriatedMember 2015-01-01 2015-06-30 0001330399 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2014-12-31 0001330399 us-gaap:RetainedEarningsMember 2014-12-31 0001330399 us-gaap:RetainedEarningsAppropriatedMember 2014-12-31 0001330399 us-gaap:MinimumMember 2015-06-30 0001330399 us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2015-06-30 0001330399 fhlbpgh:MutualFundsMember 2014-12-31 0001330399 fhlbpgh:MutualFundsMember 2015-06-30 0001330399 us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2014-12-31 0001330399 fhlbpgh:AssetBackedSecuritiesBackedByHomeEquityLoansMemberDomain 2014-12-31 0001330399 us-gaap:MortgageBackedSecuritiesMember 2014-12-31 0001330399 us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2014-12-31 0001330399 us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:SingleFamilyMember 2014-12-31 0001330399 us-gaap:USStatesAndPoliticalSubdivisionsMember 2014-12-31 0001330399 fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2014-12-31 0001330399 us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2014-12-31 0001330399 us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:MultifamilyMember 2014-12-31 0001330399 fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2014-12-31 0001330399 us-gaap:MortgageBackedSecuritiesMember 2015-06-30 0001330399 fhlbpgh:FixedInterestRateMember fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2015-06-30 0001330399 fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2015-06-30 0001330399 fhlbpgh:VariableinterestrateDomain us-gaap:MortgageBackedSecuritiesMember 2014-12-31 0001330399 fhlbpgh:FixedInterestRateMember us-gaap:MortgageBackedSecuritiesMember 2015-06-30 0001330399 fhlbpgh:VariableinterestrateDomain fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2015-06-30 0001330399 fhlbpgh:VariableinterestrateDomain us-gaap:MortgageBackedSecuritiesMember 2015-06-30 0001330399 fhlbpgh:FixedInterestRateMember fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2014-12-31 0001330399 fhlbpgh:VariableinterestrateDomain fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2014-12-31 0001330399 fhlbpgh:FixedInterestRateMember us-gaap:MortgageBackedSecuritiesMember 2014-12-31 0001330399 us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2015-06-30 0001330399 us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2014-12-31 0001330399 us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2015-04-01 2015-06-30 0001330399 us-gaap:SupplementalEmployeeRetirementPlanDefinedBenefitMember 2015-06-30 0001330399 us-gaap:SupplementalEmployeeRetirementPlanDefinedBenefitMember 2014-12-31 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:MortgageBackedSecuritiesMember 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:MortgageBackedSecuritiesMember 2014-12-31 0001330399 us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2015-06-30 0001330399 fhlbpgh:AssetBackedSecuritiesBackedByHomeEquityLoansMemberDomain 2015-06-30 0001330399 us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2015-06-30 0001330399 us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:SingleFamilyMember 2015-06-30 0001330399 us-gaap:USStatesAndPoliticalSubdivisionsMember 2015-06-30 0001330399 us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:MultifamilyMember 2015-06-30 0001330399 fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2015-06-30 0001330399 fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2015-06-30 0001330399 fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2014-12-31 0001330399 us-gaap:MortgageBackedSecuritiesMember 2015-06-30 0001330399 us-gaap:MortgageBackedSecuritiesMember 2014-12-31 0001330399 us-gaap:ResidentialPortfolioSegmentMember 2015-01-01 2015-06-30 0001330399 fhlbpgh:BankingOnBusinessLoansMember 2015-01-01 2015-06-30 0001330399 fhlbpgh:DiscountNotesMember 2015-01-01 2015-06-30 0001330399 us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember us-gaap:ResidentialMortgageBackedSecuritiesMember 2014-12-31 0001330399 us-gaap:USStatesAndPoliticalSubdivisionsMember 2014-12-31 0001330399 fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2014-12-31 0001330399 us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2014-12-31 0001330399 fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2015-06-30 0001330399 us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember us-gaap:ResidentialMortgageBackedSecuritiesMember 2015-06-30 0001330399 us-gaap:USStatesAndPoliticalSubdivisionsMember 2015-06-30 0001330399 us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2015-06-30 0001330399 fhlbpgh:FixedInterestRateMember us-gaap:MortgageBackedSecuritiesMember 2015-06-30 0001330399 fhlbpgh:FixedInterestRateMember fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2014-12-31 0001330399 fhlbpgh:VariableinterestrateDomain fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2014-12-31 0001330399 fhlbpgh:FixedInterestRateMember fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2015-06-30 0001330399 fhlbpgh:VariableinterestrateDomain fhlbpgh:OtherThanMortgageBackedSecuritiesMember 2015-06-30 0001330399 fhlbpgh:VariableinterestrateDomain us-gaap:MortgageBackedSecuritiesMember 2015-06-30 0001330399 fhlbpgh:FixedInterestRateMember us-gaap:MortgageBackedSecuritiesMember 2014-12-31 0001330399 fhlbpgh:VariableinterestrateDomain us-gaap:MortgageBackedSecuritiesMember 2014-12-31 0001330399 2015-03-31 0001330399 2014-03-31 0001330399 us-gaap:MaximumMember 2015-06-30 0001330399 us-gaap:PrimeMember us-gaap:AvailableforsaleSecuritiesMember us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2015-06-30 0001330399 us-gaap:SubprimeMember us-gaap:AvailableforsaleSecuritiesMember us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2015-06-30 0001330399 fhlbpgh:AltAMember us-gaap:AvailableforsaleSecuritiesMember us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember fhlbpgh:AssetBackedSecuritiesBackedByHomeEquityLoansMemberMember 2015-06-30 0001330399 us-gaap:MaximumMember 2015-01-01 2015-06-30 0001330399 us-gaap:FederalHomeLoanBankAdvancesConvertibleOptionMember 2014-12-31 0001330399 us-gaap:FederalHomeLoanBankAdvancesConvertibleOptionMember 2015-06-30 0001330399 us-gaap:MinimumMember 2015-01-01 2015-06-30 0001330399 us-gaap:FederalHomeLoanBankAdvancesCallableOptionMember 2015-06-30 0001330399 fhlbpgh:GovernmentMortgageLoansMember 2014-12-31 0001330399 fhlbpgh:GovernmentMortgageLoansMember 2015-06-30 0001330399 us-gaap:ConventionalLoanMember 2014-12-31 0001330399 us-gaap:ConventionalLoanMember 2015-06-30 0001330399 fhlbpgh:LoansReceivableWithFixedRatesOfInterestLongTermMember 2015-06-30 0001330399 fhlbpgh:LoansReceivableWithFixedRatesOfInterestMediumTermMember 2014-12-31 0001330399 fhlbpgh:LoansReceivableWithFixedRatesOfInterestMediumTermMember 2015-06-30 0001330399 fhlbpgh:LoansReceivableWithFixedRatesOfInterestLongTermMember 2014-12-31 0001330399 us-gaap:ConventionalLoanMember 2014-12-31 0001330399 fhlbpgh:BankingOnBusinessLoansMember 2015-04-01 2015-06-30 0001330399 fhlbpgh:BankingOnBusinessLoansMember 2014-03-31 0001330399 fhlbpgh:BankingOnBusinessLoansMember 2014-12-31 0001330399 fhlbpgh:BankingOnBusinessLoansMember 2014-04-01 2014-06-30 0001330399 fhlbpgh:BankingOnBusinessLoansMember 2013-12-31 0001330399 fhlbpgh:BankingOnBusinessLoansMember 2015-06-30 0001330399 fhlbpgh:BankingOnBusinessLoansMember 2014-01-01 2014-06-30 0001330399 fhlbpgh:BankingOnBusinessLoansMember 2014-06-30 0001330399 fhlbpgh:BankingOnBusinessLoansMember 2015-03-31 0001330399 us-gaap:LoansInsuredOrGuaranteedByUsGovernmentAuthoritiesMember 2014-12-31 0001330399 fhlbpgh:BankingOnBusinessLoansMember us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember 2014-12-31 0001330399 us-gaap:FinancingReceivables60To89DaysPastDueMember 2014-12-31 0001330399 fhlbpgh:BankingOnBusinessLoansMember us-gaap:FinancingReceivables60To89DaysPastDueMember 2014-12-31 0001330399 us-gaap:FinancingReceivables30To59DaysPastDueMember us-gaap:LoansInsuredOrGuaranteedByUsGovernmentAuthoritiesMember 2014-12-31 0001330399 us-gaap:FinancingReceivables60To89DaysPastDueMember us-gaap:LoansInsuredOrGuaranteedByUsGovernmentAuthoritiesMember 2014-12-31 0001330399 us-gaap:FinancingReceivables30To59DaysPastDueMember 2014-12-31 0001330399 fhlbpgh:BankingOnBusinessLoansMember us-gaap:FinancingReceivables30To59DaysPastDueMember 2014-12-31 0001330399 us-gaap:ConventionalLoanMember us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember 2014-12-31 0001330399 us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember 2014-12-31 0001330399 us-gaap:ConventionalLoanMember us-gaap:FinancingReceivables60To89DaysPastDueMember 2014-12-31 0001330399 us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember us-gaap:LoansInsuredOrGuaranteedByUsGovernmentAuthoritiesMember 2014-12-31 0001330399 us-gaap:ConventionalLoanMember us-gaap:FinancingReceivables30To59DaysPastDueMember 2014-12-31 0001330399 us-gaap:ConventionalLoanMember 2015-06-30 0001330399 us-gaap:ConventionalLoanMember 2014-04-01 2014-06-30 0001330399 us-gaap:ConventionalLoanMember 2015-03-31 0001330399 us-gaap:ConventionalLoanMember 2013-12-31 0001330399 us-gaap:ConventionalLoanMember 2015-01-01 2015-06-30 0001330399 us-gaap:ConventionalLoanMember 2015-04-01 2015-06-30 0001330399 us-gaap:ConventionalLoanMember 2014-01-01 2014-06-30 0001330399 us-gaap:ConventionalLoanMember 2014-03-31 0001330399 us-gaap:ConventionalLoanMember 2014-06-30 0001330399 fhlbpgh:BankingOnBusinessLoansMember us-gaap:FinancingReceivables60To89DaysPastDueMember 2015-06-30 0001330399 us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember 2015-06-30 0001330399 fhlbpgh:BankingOnBusinessLoansMember us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember 2015-06-30 0001330399 fhlbpgh:BankingOnBusinessLoansMember us-gaap:FinancingReceivables30To59DaysPastDueMember 2015-06-30 0001330399 us-gaap:ConventionalLoanMember us-gaap:FinancingReceivables30To59DaysPastDueMember 2015-06-30 0001330399 us-gaap:LoansInsuredOrGuaranteedByUsGovernmentAuthoritiesMember 2015-06-30 0001330399 us-gaap:ConventionalLoanMember us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember 2015-06-30 0001330399 us-gaap:FinancingReceivablesEqualToGreaterThan90DaysPastDueMember us-gaap:LoansInsuredOrGuaranteedByUsGovernmentAuthoritiesMember 2015-06-30 0001330399 us-gaap:FinancingReceivables30To59DaysPastDueMember us-gaap:LoansInsuredOrGuaranteedByUsGovernmentAuthoritiesMember 2015-06-30 0001330399 us-gaap:FinancingReceivables60To89DaysPastDueMember us-gaap:LoansInsuredOrGuaranteedByUsGovernmentAuthoritiesMember 2015-06-30 0001330399 us-gaap:ConventionalLoanMember us-gaap:FinancingReceivables60To89DaysPastDueMember 2015-06-30 0001330399 us-gaap:FinancingReceivables30To59DaysPastDueMember 2015-06-30 0001330399 us-gaap:FinancingReceivables60To89DaysPastDueMember 2015-06-30 0001330399 us-gaap:InterestRateSwaptionMember us-gaap:NondesignatedMember 2014-12-31 0001330399 us-gaap:NondesignatedMember 2014-12-31 0001330399 us-gaap:InterestRateSwapMember us-gaap:NondesignatedMember 2014-12-31 0001330399 us-gaap:ForwardContractsMember us-gaap:NondesignatedMember us-gaap:MortgagesMember 2014-12-31 0001330399 fhlbpgh:InterestRateCapsorFloorsMember us-gaap:NondesignatedMember 2014-12-31 0001330399 us-gaap:InterestRateSwapMember us-gaap:DesignatedAsHedgingInstrumentMember 2014-12-31 0001330399 us-gaap:ExchangeClearedMember 2015-06-30 0001330399 us-gaap:OverTheCounterMember 2015-06-30 0001330399 us-gaap:ExchangeClearedMember 2014-12-31 0001330399 us-gaap:OverTheCounterMember 2014-12-31 0001330399 fhlbpgh:AdvancesMember 2014-04-01 2014-06-30 0001330399 fhlbpgh:FederalHomeLoanBankConsolidatedObligationsBondsMember 2014-04-01 2014-06-30 0001330399 fhlbpgh:AdvancesMember 2014-01-01 2014-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember 2014-01-01 2014-06-30 0001330399 fhlbpgh:FederalHomeLoanBankConsolidatedObligationsBondsMember 2014-01-01 2014-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember 2014-04-01 2014-06-30 0001330399 fhlbpgh:FederalHomeLoanBankConsolidatedObligationsBondsMember 2015-01-01 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember 2015-01-01 2015-06-30 0001330399 fhlbpgh:AdvancesMember 2015-01-01 2015-06-30 0001330399 fhlbpgh:FederalHomeLoanBankConsolidatedObligationsBondsMember 2015-04-01 2015-06-30 0001330399 fhlbpgh:AdvancesMember 2015-04-01 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember 2015-04-01 2015-06-30 0001330399 fhlbpgh:InterestRateCapsorFloorsMember us-gaap:NondesignatedMember 2015-06-30 0001330399 us-gaap:InterestRateSwapMember us-gaap:NondesignatedMember 2015-06-30 0001330399 us-gaap:InterestRateSwaptionMember us-gaap:NondesignatedMember 2015-06-30 0001330399 us-gaap:NondesignatedMember 2015-06-30 0001330399 us-gaap:ForwardContractsMember us-gaap:NondesignatedMember us-gaap:MortgagesMember 2015-06-30 0001330399 us-gaap:InterestRateSwapMember us-gaap:DesignatedAsHedgingInstrumentMember 2015-06-30 0001330399 us-gaap:ForwardContractsMember us-gaap:MortgagesMember 2014-04-01 2014-06-30 0001330399 fhlbpgh:IntermediaryTransactionsOtherContractMember 2014-01-01 2014-06-30 0001330399 fhlbpgh:InterestRateCapsorFloorsMember 2015-04-01 2015-06-30 0001330399 fhlbpgh:InterestRateCapsorFloorsMember 2014-01-01 2014-06-30 0001330399 us-gaap:InterestRateSwapMember 2015-04-01 2015-06-30 0001330399 us-gaap:ForwardContractsMember us-gaap:MortgagesMember 2014-01-01 2014-06-30 0001330399 us-gaap:ForwardContractsMember us-gaap:MortgagesMember 2015-01-01 2015-06-30 0001330399 fhlbpgh:IntermediaryTransactionsOtherContractMember 2015-01-01 2015-06-30 0001330399 us-gaap:InterestRateSwapMember 2014-04-01 2014-06-30 0001330399 fhlbpgh:IntermediaryTransactionsOtherContractMember 2015-04-01 2015-06-30 0001330399 fhlbpgh:IntermediaryTransactionsOtherContractMember 2014-04-01 2014-06-30 0001330399 fhlbpgh:InterestRateCapsorFloorsMember 2014-04-01 2014-06-30 0001330399 fhlbpgh:NetInterestSettlementsMember 2015-01-01 2015-06-30 0001330399 us-gaap:InterestRateSwaptionMember 2015-04-01 2015-06-30 0001330399 us-gaap:InterestRateSwaptionMember 2014-01-01 2014-06-30 0001330399 fhlbpgh:NetInterestSettlementsMember 2015-04-01 2015-06-30 0001330399 fhlbpgh:NetInterestSettlementsMember 2014-01-01 2014-06-30 0001330399 us-gaap:InterestRateSwaptionMember 2014-04-01 2014-06-30 0001330399 us-gaap:InterestRateSwapMember 2015-01-01 2015-06-30 0001330399 fhlbpgh:InterestRateCapsorFloorsMember 2015-01-01 2015-06-30 0001330399 us-gaap:InterestRateSwapMember 2014-01-01 2014-06-30 0001330399 us-gaap:InterestRateSwaptionMember 2015-01-01 2015-06-30 0001330399 us-gaap:ForwardContractsMember us-gaap:MortgagesMember 2015-04-01 2015-06-30 0001330399 fhlbpgh:NetInterestSettlementsMember 2014-04-01 2014-06-30 0001330399 fhlbpgh:FhlbanksMember 2015-06-30 0001330399 fhlbpgh:FhlbanksMember 2014-12-31 0001330399 us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 fhlbpgh:DiscountNotesMember 2014-12-31 0001330399 fhlbpgh:DiscountNotesMember 2015-06-30 0001330399 fhlbpgh:EarlierOfContractualMaturityOrNextCallDateMember us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 fhlbpgh:EarlierOfContractualMaturityOrNextCallDateMember us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 fhlbpgh:FhlbankOfChicagoMember 2015-01-01 2015-06-30 0001330399 fhlbpgh:NonCallableMember us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 fhlbpgh:CallableMember us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 fhlbpgh:CallableMember us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 fhlbpgh:NonCallableMember us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 fhlbpgh:AdjustableInterestRateMember us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 fhlbpgh:FixedInterestRateMember us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 fhlbpgh:FixedInterestRateMember us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 fhlbpgh:StepUpMember us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 fhlbpgh:AdjustableInterestRateMember us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 fhlbpgh:FixedRatethatconvertstovariableMember us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 fhlbpgh:StepUpMember us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 fhlbpgh:FixedRatethatconvertstovariableMember us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 fhlbpgh:CapitalStockOwnershipByThirdPartyMember fhlbpgh:SantanderBankN.A.Member 2014-12-31 0001330399 fhlbpgh:CapitalStockOwnershipByThirdPartyMember fhlbpgh:PncBankNAMember 2014-12-31 0001330399 fhlbpgh:CapitalStockOwnershipByThirdPartyMember fhlbpgh:ChaseBankUsaNAMemberDomain 2014-12-31 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2015-06-30 0001330399 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2015-04-01 2015-06-30 0001330399 us-gaap:AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2015-04-01 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2014-03-31 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2014-04-01 2014-06-30 0001330399 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2014-04-01 2014-06-30 0001330399 us-gaap:HeldtomaturitySecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2014-06-30 0001330399 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2015-03-31 0001330399 us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember 2015-04-01 2015-06-30 0001330399 us-gaap:HeldtomaturitySecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2015-04-01 2015-06-30 0001330399 us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember 2014-04-01 2014-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2015-03-31 0001330399 us-gaap:HeldtomaturitySecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2015-03-31 0001330399 us-gaap:AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2014-06-30 0001330399 us-gaap:AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2015-06-30 0001330399 us-gaap:AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2014-04-01 2014-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2015-04-01 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2015-04-01 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2015-03-31 0001330399 us-gaap:HeldtomaturitySecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2014-06-30 0001330399 us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2015-06-30 0001330399 us-gaap:AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2015-03-31 0001330399 us-gaap:AccumulatedOtherComprehensiveIncomeMember 2014-03-31 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2014-06-30 0001330399 us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember 2014-03-31 0001330399 us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember 2014-06-30 0001330399 us-gaap:HeldtomaturitySecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2014-03-31 0001330399 us-gaap:AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2014-03-31 0001330399 us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember 2015-03-31 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2014-03-31 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2014-04-01 2014-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2014-01-01 2014-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2014-01-01 2014-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2015-01-01 2015-06-30 0001330399 us-gaap:AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2014-12-31 0001330399 us-gaap:HeldtomaturitySecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2013-12-31 0001330399 us-gaap:AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2014-01-01 2014-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2015-01-01 2015-06-30 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2013-12-31 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2013-12-31 0001330399 us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember 2015-01-01 2015-06-30 0001330399 us-gaap:HeldtomaturitySecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2015-01-01 2015-06-30 0001330399 us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember 2014-12-31 0001330399 us-gaap:AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2015-01-01 2015-06-30 0001330399 us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember 2014-01-01 2014-06-30 0001330399 us-gaap:AccumulatedDefinedBenefitPlansAdjustmentMember 2013-12-31 0001330399 us-gaap:AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2013-12-31 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedNetUnrealizedInvestmentGainLossMember 2014-12-31 0001330399 us-gaap:AvailableforsaleSecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2014-12-31 0001330399 us-gaap:HeldtomaturitySecuritiesMember us-gaap:AccumulatedOtherThanTemporaryImpairmentMember 2014-12-31 0001330399 fhlbpgh:SubclassB2Member 2015-06-30 0001330399 fhlbpgh:SubclassB1Member 2014-12-31 0001330399 fhlbpgh:SubclassB2Member 2014-12-31 0001330399 fhlbpgh:SubclassB1Member 2015-06-30 0001330399 fhlbpgh:SubclassB1Member us-gaap:DividendPaidMember 2015-07-31 2015-07-31 0001330399 fhlbpgh:SubclassB2Member us-gaap:DividendPaidMember 2015-07-31 2015-07-31 0001330399 fhlbpgh:CapitalStockOwnershipByThirdPartyMember 2015-06-30 0001330399 fhlbpgh:CapitalStockOwnershipByThirdPartyMember fhlbpgh:SantanderBankN.A.Member 2015-06-30 0001330399 fhlbpgh:CapitalStockOwnershipByThirdPartyMember fhlbpgh:ChaseBankUsaNAMemberDomain 2015-06-30 0001330399 fhlbpgh:CapitalStockOwnershipByThirdPartyMember fhlbpgh:PncBankNAMember 2015-06-30 0001330399 fhlbpgh:SubclassB1Member 2015-04-30 2015-04-30 0001330399 fhlbpgh:SubclassB2Member 2015-04-30 2015-04-30 0001330399 fhlbpgh:FhlbankOfChicagoMember 2015-06-30 0001330399 fhlbpgh:FhlbankOfChicagoMember 2014-12-31 0001330399 us-gaap:PrincipalOwnerMember 2015-06-30 0001330399 us-gaap:PrincipalOwnerMember 2014-12-31 0001330399 us-gaap:PrincipalOwnerMember 2015-04-01 2015-06-30 0001330399 us-gaap:StandbyLettersOfCreditMember us-gaap:PrincipalOwnerMember 2015-04-01 2015-06-30 0001330399 us-gaap:PrincipalOwnerMember 2014-04-01 2014-06-30 0001330399 us-gaap:PrincipalOwnerMember 2014-01-01 2014-06-30 0001330399 us-gaap:StandbyLettersOfCreditMember us-gaap:PrincipalOwnerMember 2015-01-01 2015-06-30 0001330399 us-gaap:StandbyLettersOfCreditMember us-gaap:PrincipalOwnerMember 2014-04-01 2014-06-30 0001330399 us-gaap:PrincipalOwnerMember 2015-01-01 2015-06-30 0001330399 us-gaap:StandbyLettersOfCreditMember us-gaap:PrincipalOwnerMember 2014-01-01 2014-06-30 0001330399 fhlbpgh:FhlbankOfChicagoMember 2014-01-01 2014-06-30 0001330399 fhlbpgh:FhlbankOfChicagoMember 2014-04-01 2014-06-30 0001330399 fhlbpgh:FhlbankOfChicagoMember 2015-04-01 2015-06-30 0001330399 fhlbpgh:AvailableForSaleSecuritiesHomeEquityLinesOfCreditMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2014-01-01 2014-03-31 0001330399 fhlbpgh:AvailableForSaleSecuritiesHomeEquityLinesOfCreditMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2014-01-01 2014-06-30 0001330399 fhlbpgh:AvailableForSaleSecuritiesHomeEquityLinesOfCreditMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2012-01-01 2012-12-31 0001330399 fhlbpgh:AvailableForSaleSecuritiesPrivateLabelResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2014-01-01 2014-06-30 0001330399 fhlbpgh:AvailableForSaleSecuritiesPrivateLabelResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2014-06-30 0001330399 fhlbpgh:AvailableForSaleSecuritiesPrivateLabelResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2013-12-31 0001330399 fhlbpgh:AvailableForSaleSecuritiesHomeEquityLinesOfCreditMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2014-06-30 0001330399 fhlbpgh:AvailableForSaleSecuritiesHomeEquityLinesOfCreditMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2013-12-31 0001330399 fhlbpgh:AvailableForSaleSecuritiesPrivateLabelResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 fhlbpgh:AvailableForSaleSecuritiesPrivateLabelResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2015-01-01 2015-06-30 0001330399 fhlbpgh:AvailableForSaleSecuritiesHomeEquityLinesOfCreditMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2015-01-01 2015-06-30 0001330399 fhlbpgh:AvailableForSaleSecuritiesHomeEquityLinesOfCreditMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2014-12-31 0001330399 fhlbpgh:AvailableForSaleSecuritiesPrivateLabelResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2014-12-31 0001330399 fhlbpgh:AvailableForSaleSecuritiesHomeEquityLinesOfCreditMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USStatesAndPoliticalSubdivisionsMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:SingleFamilyMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:AssetBackedSecuritiesBackedByHomeEquityLoansMemberMember 2014-12-31 0001330399 us-gaap:FairValueMeasurementsRecurringMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:MutualFundsMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember 2014-12-31 0001330399 us-gaap:InterestRateSwapMember us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember 2014-12-31 0001330399 us-gaap:ForwardContractsMember us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgagesMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:SingleFamilyMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2014-12-31 0001330399 us-gaap:ForwardContractsMember us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgagesMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:MutualFundsMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:MutualFundsMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:SingleFamilyMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USStatesAndPoliticalSubdivisionsMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2014-12-31 0001330399 us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:USStatesAndPoliticalSubdivisionsMember 2014-12-31 0001330399 us-gaap:ForwardContractsMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgagesMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2014-12-31 0001330399 us-gaap:InterestRateSwapMember us-gaap:FairValueMeasurementsRecurringMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:MultifamilyMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:AssetBackedSecuritiesBackedByHomeEquityLoansMemberMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:MutualFundsMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:AssetBackedSecuritiesBackedByHomeEquityLoansMemberMember 2014-12-31 0001330399 us-gaap:InterestRateSwapMember us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember 2014-12-31 0001330399 us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2014-12-31 0001330399 us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2014-12-31 0001330399 us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USStatesAndPoliticalSubdivisionsMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:AssetBackedSecuritiesBackedByHomeEquityLoansMemberMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:MultifamilyMember 2014-12-31 0001330399 us-gaap:CarryingReportedAmountFairValueDisclosureMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember 2015-06-30 0001330399 us-gaap:CarryingReportedAmountFairValueDisclosureMember fhlbpgh:BankingOnBusinessLoansMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember fhlbpgh:BankingOnBusinessLoansMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:ResidentialPortfolioSegmentMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:ResidentialPortfolioSegmentMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member 2015-06-30 0001330399 us-gaap:CarryingReportedAmountFairValueDisclosureMember fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member fhlbpgh:BankingOnBusinessLoansMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:ResidentialPortfolioSegmentMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member fhlbpgh:BankingOnBusinessLoansMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 us-gaap:CarryingReportedAmountFairValueDisclosureMember us-gaap:ResidentialPortfolioSegmentMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:ResidentialPortfolioSegmentMember 2015-06-30 0001330399 us-gaap:CarryingReportedAmountFairValueDisclosureMember us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member fhlbpgh:BankingOnBusinessLoansMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:UnsecuredDebtMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 us-gaap:ForwardContractsMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgagesMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:SingleFamilyMember 2015-06-30 0001330399 us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsNonrecurringMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:MutualFundsMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:MultifamilyMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:AssetBackedSecuritiesBackedByHomeEquityLoansMemberMember 2015-06-30 0001330399 us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2015-06-30 0001330399 us-gaap:InterestRateSwapMember us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:AssetBackedSecuritiesBackedByHomeEquityLoansMemberMember 2015-06-30 0001330399 us-gaap:ForwardContractsMember us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgagesMember 2015-06-30 0001330399 us-gaap:ForwardContractsMember us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgagesMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:AssetBackedSecuritiesBackedByHomeEquityLoansMemberMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:MutualFundsMember 2015-06-30 0001330399 us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2015-06-30 0001330399 us-gaap:InterestRateSwapMember us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 us-gaap:InterestRateSwapMember us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:MutualFundsMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2015-06-30 0001330399 us-gaap:ForwardContractsMember us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgagesMember 2015-06-30 0001330399 us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USStatesAndPoliticalSubdivisionsMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:MutualFundsMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:SingleFamilyMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2015-06-30 0001330399 us-gaap:InterestRateSwapMember us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 us-gaap:InterestRateSwapMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsNonrecurringMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USGovernmentSponsoredEnterprisesDebtSecuritiesMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:SingleFamilyMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:AssetBackedSecuritiesBackedByHomeEquityLoansMemberMember 2015-06-30 0001330399 us-gaap:ResidentialMortgageBackedSecuritiesMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USStatesAndPoliticalSubdivisionsMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember fhlbpgh:SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember 2015-06-30 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:FairValueMeasurementsRecurringMember us-gaap:USStatesAndPoliticalSubdivisionsMember 2015-06-30 0001330399 us-gaap:ForwardContractsMember us-gaap:FairValueInputsLevel3Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgagesMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:MultifamilyMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:USStatesAndPoliticalSubdivisionsMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:FairValueMeasurementsRecurringMember us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember us-gaap:SingleFamilyMember 2015-06-30 0001330399 us-gaap:FairValueInputsLevel3Member 2014-12-31 0001330399 us-gaap:FairValueInputsLevel1Member 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember 2014-12-31 0001330399 us-gaap:CarryingReportedAmountFairValueDisclosureMember us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel1Member fhlbpgh:BankingOnBusinessLoansMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel1Member fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member fhlbpgh:BankingOnBusinessLoansMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:ResidentialPortfolioSegmentMember 2014-12-31 0001330399 us-gaap:CarryingReportedAmountFairValueDisclosureMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 us-gaap:CarryingReportedAmountFairValueDisclosureMember fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2014-12-31 0001330399 us-gaap:CarryingReportedAmountFairValueDisclosureMember fhlbpgh:BankingOnBusinessLoansMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel3Member fhlbpgh:BankingOnBusinessLoansMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel3Member fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2014-12-31 0001330399 us-gaap:CarryingReportedAmountFairValueDisclosureMember us-gaap:ResidentialPortfolioSegmentMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel2Member us-gaap:ResidentialPortfolioSegmentMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember fhlbpgh:BankingOnBusinessLoansMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel1Member us-gaap:UnsecuredDebtMember 2014-12-31 0001330399 us-gaap:FairValueInputsLevel3Member us-gaap:ResidentialPortfolioSegmentMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember us-gaap:ResidentialPortfolioSegmentMember 2014-12-31 0001330399 us-gaap:EstimateOfFairValueFairValueDisclosureMember fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2014-12-31 0001330399 us-gaap:StandbyLettersOfCreditMember 2015-06-30 0001330399 us-gaap:LoanOriginationCommitmentsMember 2014-12-31 0001330399 fhlbpgh:FederalHomeLoanBankConsolidatedObligationsBondsMember 2015-06-30 0001330399 fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2015-06-30 0001330399 us-gaap:LoanOriginationCommitmentsMember 2015-06-30 0001330399 us-gaap:MortgagesMember us-gaap:ForwardContractsMember 2015-06-30 0001330399 us-gaap:MortgagesMember us-gaap:ForwardContractsMember 2014-12-31 0001330399 fhlbpgh:FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember 2014-12-31 0001330399 us-gaap:StandbyLettersOfCreditMember 2014-12-31 0001330399 fhlbpgh:FederalHomeLoanBankConsolidatedObligationsBondsMember 2014-12-31 0001330399 fhlbpgh:OpenRepoplusAdvanceProductMember 2015-06-30 0001330399 fhlbpgh:StandbyLettersOfCreditIssuanceCommitmentsMember 2014-12-31 0001330399 fhlbpgh:StandbyLettersOfCreditIssuanceCommitmentsMember 2015-06-30 0001330399 us-gaap:InterestRateSwapMember fhlbpgh:FederalHomeLoanBankConsolidatedObligationsBondsMember 2014-12-31 0001330399 us-gaap:InterestRateSwapMember fhlbpgh:FederalHomeLoanBankConsolidatedObligationsBondsMember 2015-06-30 0001330399 fhlbpgh:OpenRepoplusAdvanceProductMember 2014-12-31 iso4217:USD xbrli:pure xbrli:shares iso4217:USD xbrli:shares fhlbpgh:loan fhlbpgh:Banks fhlbpgh:Institutions fhlbpgh:vendor false --12-31 Q2 2015 2015-06-30 10-Q 0001330399 34039624 Non-accelerated Filer Federal Home Loan Bank of Pittsburgh 0 103032000 0 103151000 103032000 0 103754000 0 103761000 103754000 0 86109000 0 86109000 86109000 0 93983000 0 93983000 93983000 -863000 -3048000 4500000 8000000 900000 2900000 0.080 -0.020 1041947000 9500000 8600000 362050000 876305000 424955000 424722000 964805000 425977000 2451131000 0 0 2451131000 2451131000 5377254000 0 0 5377254000 5377254000 0.119 0.288 0.140 0.10 0.124 0.282 0.124 325360000 325360000 184021000 184021000 79100000 162700000 78600000 151400000 800000 1600000 800000 1500000 847200000000 13214000000 30388100000 4190000000 36296100000 0 3116000000 43602100000 852800000000 13783000000 33664066000 6925000000 37472066000 10000000 3040000000 47447066000 0.0100 0.0065 -23303000 -15824000 35783000 29499000 6284000 63675000 61924000 1751000 636000 0 636000 0 0 0 58964000 0 58964000 63375000 0 63375000 0.030 0.050 0.030 0.050 0 0 0 75000000 0 23337000 535450000 320000000 123621000 20487833000 5800000000 4 0 4584981000 0 4585000000 4584981000 0 2809992000 0 2810000000 2809992000 3 4 0 63471078000 0 63408355000 63471078000 0 71516603000 0 71489152000 71516603000 46600000000 52500000000 0.738 0.737 2012230000 2118227000 2 23100000 22600000 -384000 -56605000 59112000 -2891000 -8881000 -116995000 113549000 -5435000 9525000 -48368000 62223000 -4330000 20714000 -95362000 123838000 -7762000 4400000 0 3400000 3368000 -1000000 0 6782000 0 6782000 6782000 0 6485000 0 6485000 6485000 -500000 -2600000 -200000 -600000 0.2 P5Y 0.068 0.068 0.050 0.050 25789000 28385000 0.016 0.001 0.015 0.024 0.012 0.001 0.011 0.019 4872000 4300000 51214000 50078000 3058463000 278501000 2640633000 417830000 2779962000 1326807000 2985108000 263292000 2600087000 385021000 2721816000 1184879000 0.0414 0.0472 0.0235 0.0242 0.0172 0.0183 0.0150 0.0153 0.0164 0.0152 0.0142 0.0120 P45D 6789000 16495000 -10133000 -3356000 1 11 2 5 5 3 1840000 1758000 -17550000 -18993000 12262000 10201000 0 0 0 0 40000 17550000 954000 954000 18993000 2932000 2972000 2972000 -11236000 -1864000 -1864000 -9175000 -1000 -1157000 -1158000 -1158000 54000 15967000 -462000 -7555000 438093000 383470000 1192000 8480000 831235000 475753000 427855000 1405000 10471000 915484000 554452000 470704000 2010000 11621000 1038787000 11700000 21900000 -112000 -36000 0 0 11567000 11022000 0.01 0.050 0.020 4695000 4695000 P5Y 0.040 0.040 0.10 3160000 2912000 3160000 0 86000 0 0 95314000 87298000 44852966000 675000000 18308000 32196669000 11937989000 25000000 12656297000 46646849000 725000000 23337000 35609121000 10264391000 25000000 11037728000

124433000

112117000

287000

-32481000

77642000

-1108000

44340000

287000

-7953000

79085000

-1069000

70350000

286000

22743000

96635000

-1029000

118635000

272000

32460000

94451000

-2750000

124433000

264000

54948000

96512000

-2668000

149056000

260000

30193000

84250000

-2586000

112117000

863000

94451000

3048000

3047000

1000

3048000

84250000

21100000

4960000

13838000

8960000

16862000

55997000

67656000

155000

302000

355000

302000

167000

311000

451000

413000

85677076000

94039450000

6719000

7812122000

982782000

8726068000

7237000

7425237000

32665000

918396000

32665000

8292737000

834395000

8408835000

879827000

2882162000

971083000

1998000

7424055000

329379000

879827000

2882162000

3233703000

98984000

982782000

11699000

8408835000

11699000

1998000

329379000

879827000

2882162000

3233703000

98984000

11699000

1998000

3334685000

329379000

982782000

5074150000

3233703000

98984000

7858609000

854224000

2667334000

907925000

1998000

6938215000

298725000

854224000

2667334000

3027847000

90085000

918396000

10471000

7858609000

10471000

1998000

298725000

854224000

2667334000

3027847000

90085000

10471000

1998000

3119930000

298725000

918396000

4738679000

3027847000

90085000

140268000

9511000

16433000

92860000

2454000

5000

18418000

592000

95314000

121850000

17661000

752000

129746000

10477000

12882000

85305000

1992000

5000

18596000

494000

87297000

111150000

18417000

174000

12494000

2193000

4126000

290000

5885000

290000

6609000

5501000

384000

12255000

2069000

4528000

248000

5357000

53000

248000

6898000

2200000

3157000

8281924000

2902430000

2002208000

419722000

2957564000

872509000

2869855000

879376000

9245000

1993000

3322152000

328787000

888621000

4959772000

3221543000

98616000

7744166000

2922021000

1719243000

184670000

2918232000

845816000

2658980000

825915000

8480000

1993000

3106691000

298284000

834395000

4637475000

3011630000

93068000

8665000

2089000

4123000

962000

1491000

7174000

1121000

370000

5194000

4256000

451000

487000

451000

4707000

327000

160000

13357000

2193000

4126000

1153000

5885000

7472000

5501000

384000

15303000

2069000

4528000

3295000

1000

5357000

53000

3296000

9946000

2200000

3157000

2674927000

200475000

247662000

107936000

2118854000

556073000

2105893000

12961000

2222014000

209998000

401057000

75003000

1368000

1429809000

104779000

76371000

792205000

1349426000

80383000

4692000

104000

3000

191000

4394000

298000

4380000

14000

10109000

2069000

272000

2844000

1000

4870000

53000

2845000

5239000

1873000

2997000

1878058000

15322000

19405000

58553000

1784778000

93280000

1783202000

1576000

1698587000

209998000

202168000

58002000

1368000

1122272000

104779000

59370000

576315000

1045729000

76543000

796869000

185153000

228257000

49383000

334076000

462793000

322691000

11385000

523427000

198889000

17001000

307537000

17001000

215890000

303697000

3840000

301985000

195992000

302087000

195972000

298667000

579182000

302017000

576544000

662805000

683528000

676064000

699385000

2058695000

1647989000

2054517000

1648029000

918396000

3121345000

1267945000

2451131000

5377254000

2451131000

5377254000

67548000

12666000

64589000

-9707000

152217000

60676000

110385000

-18844000

53260000

62731000

-38730000

29259000

86102000

52718000

15860000

17524000

-66133000

-12372000

-62955000

9194000

-150290000

-59635000

-108610000

17955000

-50448000

-62164000

38775000

-27059000

-82705000

-51989000

-15120000

-15596000

97400000

1.02

1.59

1.09

4.39

3040976000

1714432000

290400000

2751000000

3425159000

1885879000

329600000

3096000000

100

30410000

34252000

92908000

198807000

74295000

24903000

124512000

99609000

43693000

139436000

-12316000

30350000

151752000

121402000

37065745000

41069968000

43881951000

43714510000

43881951000

47712440000

47552947000

47712440000

12111000

9707000

147824000

131412000

4900000

5300000

7000000

7300000

13678000

10292000

641180000

670358000

641183000

641180000

641183000

670364000

670358000

670364000

6782000

6485000

-28892000

-39215000

11800000

2600000

111772000

4425000

434000

84205000

21396000

1312000

27567000

122285000

3639000

477000

94745000

23315000

109000

27540000

75555000

-20731000

96286000

58133000

-7155000

65288000

434000

477000

36217000

434000

111338000

35783000

111772000

36217000

29499000

6718000

64152000

477000

121808000

63675000

122285000

64152000

61924000

2228000

111338000

8768000

102570000

121808000

54769000

67039000

35581000

29499000

6082000

64152000

61924000

2228000

467685000

183706000

283979000

384524000

161003000

223521000

58964000

63375000

-10918000

-1987000

5000

7138000

2377000

-18764000

313000

-20629000

-3541000

12000

13549000

3623000

-34537000

265000

26321000

-620000

5000

4226000

2591000

20093000

26000

18164000

-908000

12000

9918000

4734000

4243000

165000

58964000

467685000

58964000

467685000

58964000

63375000

384524000

63375000

384524000

63375000

345000000

265600000

408721000

183706000

225015000

321149000

161003000

160146000

467685000

414760000

52925000

384524000

341487000

43037000

159600000

45463000

134469000

1.59

4.36

2.53

4.95

663000

6087000

734000

9512000

146800000

83100000

18308000

95530000

500000000

21124000

19942125000

204000000

487000000

23337000

535450000

320000000

198621000

20487833000

663000

6087000

734000

9512000

-60000

42000

1869000

90601000

1499000

67368000

3368000

14428000

1123624000

13316000

1057949000

11699000

971083000

10471000

907925000

4585000000

2810000000

63408355000

38765267000

71489152000

42812880000

8600000

6581000

66000

39000

490823000

1041675000

29380685000

32541091000

3373989000

2757817000

9361638000

6733157000

12764348000

15228328000

7754473000

12957326000

470823000

1021675000

31164685000

31814591000

3368489000

2752317000

9095638000

6668157000

12179348000

16150328000

6846973000

12852326000

31869082000

33532568000

9116344000

10493573000

20740508000

20920768000

31256874000

37726826000

24628927000

30474730000

6627947000

7252096000

0.0740

0.0005

0.0550

0.02

490823000

1041675000

29380685000

30291091000

3373989000

2757817000

9361638000

6733157000

12764348000

16628328000

7754473000

13807326000

P30Y

P1D

P10Y

63125956000

1900000000

71259394000

4500000000

1800000000

291065000

236378000

0.0076

0.0277

0.0263

0.0042

0.0051

0.0084

0.0089

0.0082

0.0090

0.0114

0.0093

0.0122

0.0089

80772628000

88614071000

43714510000

47552947000

37058118000

41061124000

5818663000

6420828000

4283854000

4701973000

3879108000

4280552000

0.045

0.046

3427083000

3761578000

3879108000

4280552000

847424000

809763000

3941000

7963000

7005000

12954000

586000

562000

1840000

1226000

1714000

1094000

6034000

44000

5206000

13518000

2789826000

12752000

2738757000

68144000

112000

63187000

16800000

15900000

7024000

5149000

3023385000

13313000

2753466000

256606000

2984119000

12803000

2721933000

249383000

46105000

205000

45900000

35330000

172000

35158000

137005000

205000

124000

73000

8000

104504000

50680000

11841000

41983000

70042000

19238000

17948000

6034000

49015000

7024000

32296000

103850000

61000

49000

12000

80011000

40053000

8287000

31671000

54994000

14892000

12024000

3737000

36832000

5149000

23778000

-9503000

-44800000

-18702000

-93500000

29133000

-33600000

21561000

-67000000

1415000

294000

1634000

-513000

1927000

1041000

1775000

-889000

2812000

567000

45000

2200000

3397000

729000

740000

1928000

36610000

15263000

3246788000

2869192000

64463000

1696000

8604000

3506000

43431000

7226000

62767000

382000

1314000

56626000

965000

6422000

3050000

40164000

6025000

55661000

157000

808000

24704000

15445000

9141000

118000

9259000

15445000

19717000

13860000

1000

5805000

51000

5857000

13860000

3246788000

44453000

1114059000

153000000

1935276000

197453000

1122537000

691544000

818037000

417217000

3049335000

13041000

184412000

2869192000

41838000

979411000

145340000

1702603000

187178000

973944000

589430000

770107000

348533000

2682014000

11456000

175722000

23359000

7850000

118000

7968000

15391000

18642000

4731000

51000

4782000

13860000

24704000

9141000

118000

9259000

15445000

19717000

1000

5805000

51000

5857000

13860000

549867000

418960000

11058000

430018000

119849000

485049000

11198000

349014000

10077000

370289000

114760000

1345000

1291000

54000

1075000

1000

1074000

1075000

189034000

185673000

3361000

157573000

11198000

146375000

157573000

360833000

233287000

11058000

244345000

116488000

327476000

202639000

10077000

212716000

114760000

13423000

11613000

144657000

103897000

22263000

58773000

3361000

3286547000

183704000

1131141000

685909000

861468000

424325000

3102843000

13423000

170281000

2600638000

685909000

3286547000

2906101000

174283000

980365000

586675000

810271000

354507000

2731818000

11613000

162670000

2319426000

586675000

2906101000

13042000

11456000

159189000

115525000

21807000

60197000

3415000

77444000

78719000

64133000

64028000

360000

682000

457000

880000

68144000

63187000

6034000

5206000

67623000

62634000

31749000

35084000

31448000

34763000

36395000

28103000

36175000

27871000

1509000

49583000

138350000

89592000

168614000

-7149000

7747000

17450000

19959000

-1024000

297000

-100000000

1775000000

496000

608000

1173000

131000

8273000

8518000

46254000

65022000

153890000

305811000

169336000

332453000

34949000

67833000

37457000

74690000

19256000

39226000

16325000

33028000

1929000

3767000

2215000

4212000

32866000

21124000

66230000

42430000

29719000

16646000

60475000

34269000

601454000

629258000

6782000

6485000

88122000

177755000

88263000

175848000

20000

34000

7000

8000

57000

112000

57000

112000

1000

4000

3000

7000

82480000

166005000

77913000

156336000

5564000

11600000

10283000

19385000

97000

180000

73000

152000

65357000

131518000

80795000

156788000

65768000

128056000

81073000

156605000

954000

1659000

1487000

2866000

62021000

33778000

121994000

66581000

81632000

44843000

155373000

83896000

8000

21000

180000

341000

198231000

197061000

103151000

103761000

86109000

93983000

8674000

19496000

9077000

19398000

9608983000

9283970000

81674120000

89647344000

85677076000

94039450000

7400000000

2231000

11359000

2142000

7318000

1974000

7543000

7260000

1840000

7260000

1660000

6566000

6300000

1758000

6300000

3130594000

3059271000

3123334000

3052971000

3312186000

11567000

3123334000

11567000

3312186000

3215254000

27970000

11022000

3052971000

27970000

11022000

3215254000

28232450000

15033450000

29892835000

16219835000

959265000

5959265000

905150000

5110150000

1028350000

2911350000

1118720000

3998720000

1390300000

4709300000

1259620000

2338620000

3551515000

5346515000

4691735000

8813735000

8114860000

9316860000

9394985000

10781985000

0.0148

0.0128

11936639000

157025000

11097777000

148335000

29370000

26981000

2389000

28455000

25734000

2721000

-1853400000

2926123000

2774835000

8116979000

-4727312000

-5240755000

99077000

49899000

44623000

124512000

80632000

151752000

84000

8422000

39726000

41100000

18257000

37325000

17433000

35387000

2483000

44157000

26230000

47213000

1256000

1971000

1705000

3853000

708000

3819000

1274000

6847000

3160390000

13518000

2857970000

288902000

3087969000

12864000

2801944000

273161000

981000

1874000

1356000

2343000

21496000

26264000

-40000

-79000

-82000

-164000

48285000

74295000

-36939000

-12316000

1000

4000

12000

-1026000

1026000

30696000

47292000

55224000

71245000

-24755000

-34127000

-2267000

-10284000

7618000

13722000

5833000

11099000

41614000

4800000

127561000

4000000

4170000

183000

483000

314224000

308200000

302421000

290935000

222500000

283916000

277251000

212600000

5891000

11839000

7148000

14167000

1026000

-1026000

1026000

-1026000

16596000

16021000

-9372000

-8017000

1026000

483000

1026000

3494000

5203000

327603873000

271097321000

16202000

16132000

846537000

1244059000

45463000

134469000

1646437000

1931157000

432000

142003000

1321000

5438000

192739000

6845000

1849000

1854000

1810000

4901000

3090000

248000

1316000

323163394000

262964058000

963924000

1628242000

8650718000

14553982000

52114011000

78981134000

6873000

79664000

221065000

250063000

1011999000

2533060000

353359000

373260000

9260000

7211000

900000

10446000

10390000

411000

-13000

527000

-3462000

98000

-3514000

278000

265000

45000

-183000

369000

-547000

6900000

5300000

984000

2233000

1167000

2547000

5572000

24000

8924964000

10688979000

49132530000

74982675000

837547000

854830000

111238000

141588000

726309000

713242000

242000

479000

284000

552000

29622000

30711000

30410000

34252000

40000

2890000

586000

705000

586000

705000

562000

569000

562000

569000

0.0010

0.0011

37059347000

37058118000

37059347000

41063548000

41061124000

41063548000

9639000

16282000

963924000

1628242000

8466000

12440000

846537000

1244059000

3692202000

44340000

2962143000

60083000

685719000

625636000

3954511000

118635000

3071108000

84986000

764768000

679782000

4002956000

124433000

3040976000

111238000

837547000

726309000

4392106000

112117000

3425159000

141588000

854830000

713242000

281016000

4721000

276295000

281016000

4721000

276295000

4721000

276295000

369976000

5239000

0.000000

364737000

369976000

5239000

364737000

5239000

364737000

6789000

16581000

-10133000

-3356000

7019000

3427000

-39136000

-836000

28075000

28570000

31884000

30632000

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:100%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="60%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="17%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="17%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;text-indent:0px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Ending balance, individually evaluated for impairment</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5,206</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,034</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;text-indent:0px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Ending balance, collectively evaluated for impairment</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,094</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,226</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total allowance for credit losses</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,300</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,260</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Recorded investment balance, end of period:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Individually evaluated for impairment, with or without a related allowance</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">63,187</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">68,144</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Collectively evaluated for impairment</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,738,757</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,789,826</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total recorded investment</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,801,944</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,857,970</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:100%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="60%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="17%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="17%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;text-indent:0px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Ending balance, individually evaluated for impairment</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">44</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;text-indent:0px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Ending balance, collectively evaluated for impairment</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,714</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,840</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total allowance for credit losses</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,758</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,840</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Recorded investment balance, end of period:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Individually evaluated for impairment, with or without a related allowance</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">112</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Collectively evaluated for impairment</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12,752</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,518</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total recorded investment</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12,864</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,518</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;font-size:12pt;"><font style="font-family:inherit;font-size:12pt;font-weight:bold;">Available-for-Sale (AFS) Securities</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following tables present AFS securities as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="20" rowspan="1"></td></tr><tr><td width="35%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="19" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-align:center;">Amortized Cost </font><font style="font-family:inherit;font-size:10pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-align:center;">OTTI Recognized in AOCI </font><font style="font-family:inherit;font-size:10pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Gains</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Mutual funds</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,993</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE and TVA obligations</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,011,630</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">18,417</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,200</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,027,847</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">93,068</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">174</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,157</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">90,085</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,106,691</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">18,596</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,357</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,119,930</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">298,284</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">494</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(53</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">298,725</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,658,980</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12,882</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,528</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,667,334</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">845,816</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,477</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,069</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">854,224</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">825,915</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,047</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">85,305</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(248</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">907,925</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">HELOCs</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">8,480</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,992</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,471</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total private label MBS</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">834,395</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,048</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">87,297</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(248</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">918,396</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,637,475</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,048</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">111,150</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(6,898</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,738,679</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,744,166</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,048</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">129,746</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(12,255</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,858,609</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="20" rowspan="1"></td></tr><tr><td width="35%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="19" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-align:center;">Amortized Cost </font><font style="font-family:inherit;font-size:10pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-align:center;">OTTI Recognized in AOCI </font><font style="font-family:inherit;font-size:10pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Gains</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Mutual funds</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,993</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE and TVA obligations</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,221,543</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">17,661</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(5,501</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,233,703</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">98,616</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">752</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(384</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">98,984</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,322,152</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">18,418</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(5,885</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,334,685</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">328,787</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">592</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">329,379</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,869,855</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">16,433</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,126</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,882,162</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">872,509</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">9,511</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(2,193</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">879,827</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">879,376</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(863</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">92,860</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(290</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">971,083</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">HELOCs</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">9,245</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,454</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11,699</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total private label MBS</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">888,621</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(863</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">95,314</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(290</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">982,782</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,959,772</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(863</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">121,850</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(6,609</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5,074,150</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,281,924</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(863</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">140,268</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(12,494</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,408,835</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes</font><font style="font-family:inherit;font-size:9pt;font-style:italic;">:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, previous OTTI recognized in earnings, and/or fair value hedge accounting adjustments.</font></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font><font style="font-family:inherit;font-size:9pt;"> Represents the non-credit portion of an OTTI recognized during the life of the security.</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank has established a Rabbi trust to secure a portion of the benefits under its supplemental retirement plan. The Rabbi trust assets are invested in mutual funds as disclosed above. These obligations were </font><font style="font-family:inherit;font-size:10pt;">$7.3 million</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">$7.0 million</font><font style="font-family:inherit;font-size:10pt;"> at </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">, respectively, and are included in Other liabilities in the Statement of Condition.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">As of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;">, the amortized cost of the Bank’s MBS classified as AFS included net purchased discounts of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">$8.6 million</font><font style="font-family:inherit;font-size:10pt;">, credit losses of </font><font style="font-family:Times New Roman;font-size:10pt;color:#000000;font-style:normal;font-weight:normal;text-decoration:none;">$212.6 million</font><font style="font-family:inherit;font-size:10pt;"> and OTTI-related accretion adjustments of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">$21.9 million</font><font style="font-family:inherit;font-size:10pt;">. As of </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">, these amounts were </font><font style="font-family:inherit;font-size:10pt;">$9.5 million</font><font style="font-family:inherit;font-size:10pt;">, </font><font style="font-family:inherit;font-size:10pt;">$222.5 million</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">$11.7 million</font><font style="font-family:inherit;font-size:10pt;">, respectively.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents a reconciliation of the AFS OTTI loss recognized through AOCI to the total net non-credit portion of OTTI gains on AFS securities in AOCI as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="7" rowspan="1"></td></tr><tr><td width="60%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Non-credit portion of OTTI losses</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,048</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(863</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net unrealized gains on OTTI securities since their last OTTI credit charge</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">87,298</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">95,314</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net non-credit portion of OTTI gains on AFS securities in AOCI</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">84,250</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">94,451</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following tables summarize the AFS securities with unrealized losses as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position. </font><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="24" rowspan="1"></td></tr><tr><td width="29%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font></div></td><td colspan="7" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Less than 12 Months</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Greater than 12 Months</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,045,729</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,873</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">303,697</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(327</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,349,426</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,200</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">76,543</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,997</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,840</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(160</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">80,383</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,157</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,122,272</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,870</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">307,537</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(487</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,429,809</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,357</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">104,779</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(53</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">104,779</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(53</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">202,168</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(272</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">198,889</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,256</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">401,057</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,528</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">209,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,069</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">209,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,069</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">58,002</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,844</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">17,001</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(451</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">75,003</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,295</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">HELOCs</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,368</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,368</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total private label MBS</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">59,370</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,845</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">17,001</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(451</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">76,371</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,296</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">576,315</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,239</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">215,890</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,707</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">792,205</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(9,946</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,698,587</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(10,109</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">523,427</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,194</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,222,014</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(15,303</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="25" rowspan="1"></td></tr><tr><td width="30%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Less than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Greater than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-align:center;">Unrealized Losses </font><font style="font-family:inherit;font-size:10pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,783,202</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,380</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">322,691</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,121</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,105,893</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(5,501</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,576</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(14</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11,385</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(370</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">12,961</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(384</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,784,778</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,394</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">334,076</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,491</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,118,854</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(5,885</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">19,405</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(3</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">228,257</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,123</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">247,662</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,126</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">15,322</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(104</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">185,153</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(2,089</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">200,475</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(2,193</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">58,553</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(191</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">49,383</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(962</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">107,936</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,153</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">93,280</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(298</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">462,793</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(7,174</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">556,073</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(7,472</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,878,058</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,692</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">796,869</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(8,665</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,674,927</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(13,357</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Note:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:8pt;"><sup style="vertical-align:top;line-height:120%;font-size:5pt">(1) </sup></font><font style="font-family:inherit;font-size:9pt;">Total unrealized losses equal the sum of “OTTI Recognized in AOCI” and “Gross Unrealized Losses” in the first two tables of this Note 3.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Securities Transferred.</font><font style="font-family:inherit;font-size:10pt;">  The Bank may transfer investment securities from HTM to AFS when an OTTI credit loss has been recorded on the security. The Bank believes that a credit loss constitutes evidence of a significant decline in the issuer’s creditworthiness. The Bank transfers these securities to increase its flexibility to sell the securities if management determines it is prudent to do so. Refer to description in Note 4 - Held-to-Maturity Securities. The Bank transferred </font><font style="font-family:inherit;font-size:10pt;">one</font><font style="font-family:inherit;font-size:10pt;"> private label MBS from HTM to AFS during the second quarter of 2015, which is the period in which an OTTI credit loss was recorded on the security. The amortized cost, OTTI recognized in OCI, and the fair value of the security transferred were </font><font style="font-family:inherit;font-size:10pt;">$4.4 million</font><font style="font-family:inherit;font-size:10pt;">, </font><font style="font-family:inherit;font-size:10pt;">$(1.0) million</font><font style="font-family:inherit;font-size:10pt;">, and </font><font style="font-family:inherit;font-size:10pt;">$3.4 million</font><font style="font-family:inherit;font-size:10pt;">, respectively. There were no other transfers during the first six months of 2015, and there were no transfers during the first six months of 2014.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Redemption Terms.</font><font style="font-family:inherit;font-size:10pt;"> The amortized cost and fair value of AFS securities by contractual maturity as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;"> are presented below. Expected maturities of some securities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:99.8046875%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="40%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Year of Maturity</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in one year or less</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">195,992</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">195,972</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">301,985</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">302,087</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after one year through five years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,647,989</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,648,029</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,058,695</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,054,517</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after five years through ten years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">683,528</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">699,385</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">662,805</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">676,064</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in more than ten years</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">579,182</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">576,544</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">298,667</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">302,017</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">AFS securities excluding MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,106,691</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,119,930</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,322,152</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,334,685</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,637,475</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,738,679</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,959,772</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5,074,150</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,744,166</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,858,609</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,281,924</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,408,835</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Interest Rate Payment Terms. </font><font style="font-family:inherit;font-size:10pt;"> The following table details interest payment terms at </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="64%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="15%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="15%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Amortized cost of AFS securities other than MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> Fixed-rate</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,922,021</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,902,430</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> Variable-rate</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">184,670</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">419,722</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,106,691</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,322,152</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Amortized cost of AFS MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fixed-rate</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,719,243</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,002,208</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Variable-rate</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,918,232</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,957,564</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,637,475</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,959,772</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total amortized cost of AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,744,166</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,281,924</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Note:</font><font style="font-family:inherit;font-size:9pt;"> Certain MBS have a fixed-rate component for a specified period of time, then have a rate reset on a given date. Examples of this type of instrument would include securities supported by underlying 3/1, 5/1, 7/1 and 10/1 hybrid ARMs. In addition, certain of these securities may have a provision within the structure that permits the fixed-rate to be adjusted for items such as prepayment, defaults and loan modification. For purposes of the table above, these securities are reported as fixed-rate until the rate reset date is hit. At that point, the security is then considered to be variable-rate.</font></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:justify;font-size:12pt;"><font style="font-family:inherit;font-size:12pt;font-weight:bold;">Held-to-Maturity (HTM) Securities</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following tables present HTM securities as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:99.8046875%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="40%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="15" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Holding Gains</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Holding Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE securities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,456</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">157</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,613</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">175,722</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">808</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(13,860</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">162,670</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">187,178</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">965</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(13,860</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">174,283</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">973,944</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,422</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">980,365</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">348,533</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,025</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(51</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">354,507</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">770,107</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">40,164</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">810,271</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">589,430</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,050</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,805</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">586,675</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,682,014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">55,661</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,857</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,731,818</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total HTM securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,869,192</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">56,626</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(19,717</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,906,101</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:99.8046875%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="40%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="15" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Holding Gains</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Holding Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE securities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,041</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">382</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,423</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">184,412</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,314</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(15,445</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">170,281</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">197,453</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,696</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(15,445</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">183,704</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,122,537</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,604</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,131,141</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">417,217</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,226</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(118</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">424,325</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">818,037</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">43,431</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">861,468</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">691,544</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,506</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(9,141</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">685,909</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,049,335</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">62,767</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(9,259</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,102,843</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total HTM securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,246,788</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">64,463</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(24,704</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,286,547</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><br clear="none"/></font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following tables summarize the HTM securities with unrealized losses as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="25" rowspan="1"></td></tr><tr><td width="28%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Less than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Greater than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">114,760</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(13,860</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">114,760</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(13,860</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,198</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,198</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,077</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(51</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,077</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(51</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">146,375</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,074</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">202,639</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,731</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">349,014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,805</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">157,573</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,075</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">212,716</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,782</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">370,289</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,857</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">157,573</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,075</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">327,476</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(18,642</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">485,049</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(19,717</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="25" rowspan="1"></td></tr><tr><td width="28%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Less than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Greater than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,361</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(54</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">116,488</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(15,391</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">119,849</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(15,445</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11,058</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(118</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11,058</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(118</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">185,673</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,291</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">233,287</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(7,850</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">418,960</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(9,141</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">185,673</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,291</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">244,345</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(7,968</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">430,018</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(9,259</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">189,034</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,345</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">360,833</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(23,359</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">549,867</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(24,704</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr></table></div><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Securities Transferred.</font><font style="font-family:inherit;font-size:10pt;"> The Bank transferred </font><font style="font-family:inherit;font-size:10pt;">one</font><font style="font-family:inherit;font-size:10pt;"> private label MBS from HTM to AFS during the second quarter of 2015. See Note 3 - Available-for-Sale Securities for additional information. There were no other transfers during the first six months of 2015, and there were no transfers during the first six months of 2014.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Changes in circumstances may cause the Bank to change its intent to hold a certain security to maturity without calling into question its intent to hold other debt securities to maturity in the future. Thus, the transfer or sale of an HTM security due to certain changes in circumstances, such as evidence of significant deterioration in the issuer’s creditworthiness or changes in regulatory requirements, is not considered to be inconsistent with its original classification. Other events that are isolated, nonrecurring, and unusual for the Bank that could not have been reasonably anticipated may cause the Bank to transfer or sell an HTM security without necessarily calling into question its intent to hold other debt securities to maturity.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Redemption Terms.</font><font style="font-family:inherit;font-size:10pt;"> The amortized cost and fair value of HTM securities by contractual maturity as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;"> are presented below. Expected maturities of some securities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="40%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Year of Maturity</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in one year or less</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,456</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,613</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,042</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,423</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after one year through five years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,415</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,361</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after five years through ten years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">60,197</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">58,773</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">21,807</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">22,263</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after ten years</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">115,525</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">103,897</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">159,189</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">144,657</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">HTM securities excluding MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">187,178</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">174,283</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">197,453</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">183,704</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,682,014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,731,818</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,049,335</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,102,843</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total HTM securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,869,192</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,906,101</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,246,788</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,286,547</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Interest Rate Payment Terms.</font><font style="font-family:inherit;font-size:10pt;"> The following table details interest rate payment terms at </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="64%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="15%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="15%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Amortized cost of HTM securities other than MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:20px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fixed-rate</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">41,838</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">44,453</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:20px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Variable-rate</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">145,340</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">153,000</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">187,178</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">197,453</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Amortized cost of HTM MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fixed-rate</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">979,411</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,114,059</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Variable-rate</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,702,603</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,935,276</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,682,014</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,049,335</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total HTM securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,869,192</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,246,788</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Note:</font><font style="font-family:inherit;font-size:9pt;"> Certain MBS have a fixed-rate component for a specified period of time, then have a rate reset on a given date. Examples of this type of instrument would include securities supported by underlying 3/1, 5/1, 7/1 and 10/1 hybrid ARMs. In addition, certain of these securities may have a provision within the structure that permits the fixed-rate to be adjusted for items such as prepayment, defaults and loan modification. For purposes of the table above, these securities are reported as fixed-rate until the rate reset date is hit. At that point, the security is then considered to be variable-rate.</font></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">A significant input to the projection of cash flows expected to be collected is the forecast of future housing price changes for the relevant states and core-based statistical areas (CBSAs) which are based upon an assessment of the individual housing markets. During the second quarter of 2015, the OTTI Governance Committee developed a short-term housing price forecast using whole percentages ranging from </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">(2.0)%</font><font style="font-family:inherit;font-size:10pt;"> to </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">8.0%</font><font style="font-family:inherit;font-size:10pt;"> over the </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">12</font><font style="font-family:inherit;font-size:10pt;"> month period beginning April 1, 2015. For the vast majority of markets the short-term forecast has changes from </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">2.0%</font><font style="font-family:inherit;font-size:10pt;"> to </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">5.0%</font><font style="font-family:inherit;font-size:10pt;">. Thereafter, a unique path is projected for each geographic area based on an internally developed framework derived from historical data.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Individually Evaluated Impaired Loans.</font><font style="font-family:inherit;font-size:10pt;"> Information regarding individually evaluated impaired loans is as follows. As indicated above, these loans include impaired loans considered collateral-dependent. BOB loans are not significant and are excluded from the tables below.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="13" rowspan="1"></td></tr><tr><td width="53%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="14%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="11" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Recorded Investment</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unpaid</font></div><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Principal Balance</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Related Allowance for Credit Losses</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">With no related allowance:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conventional MPF loans</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">35,084</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">34,763</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">With a related allowance:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conventional MPF loans</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">28,103</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">27,871</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5,206</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">Total:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conventional MPF loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">63,187</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">62,634</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5,206</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="13" rowspan="1"></td></tr><tr><td width="53%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="14%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="11" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Recorded Investment</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unpaid</font></div><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Principal Balance</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Related Allowance for Credit Losses</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">With no related allowance:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conventional MPF loans</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">31,749</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">31,448</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">With a related allowance:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conventional MPF loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">36,395</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">36,175</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,034</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">Total:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conventional MPF loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">68,144</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">67,623</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,034</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents balances as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;"> for mortgage loans held for portfolio.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="60%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="17%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="17%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fixed-rate long-term single-family mortgages </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,600,087</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,640,633</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fixed-rate medium-term single-family mortgages </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">385,021</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">417,830</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total par value</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,985,108</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,058,463</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Premiums</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">50,078</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">51,214</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Discounts</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,300</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,872</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Hedging adjustments</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">28,385</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">25,789</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total mortgage loans held for portfolio</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,059,271</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,130,594</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Note:</font></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> Long-term is defined as greater than 15 years. Medium-term is defined as a term of 15 years or less. </font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></div><div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table details the par value of mortgage loans held for portfolio outstanding categorized by type as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="62%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="16%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="16%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conventional loans</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,721,816</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,779,962</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Government-guaranteed/insured loans</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">263,292</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">278,501</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total par value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,985,108</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,058,463</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents the Bank's various off-balance sheet commitments which are described in detail below.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="14" rowspan="1"></td></tr><tr><td width="45%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="14%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td colspan="9" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">December 31, 2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Notional amount</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Expiration Date Within One Year </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Expiration Date After One Year</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Standby letters of credit outstanding </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1) (2)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">20,487,833</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">20,487,833</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">19,942,125</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Commitments to fund additional advances and BOB loans</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">123,621</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">75,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">198,621</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">21,124</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Commitments to fund or purchase mortgage loans</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">23,337</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">23,337</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">18,308</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Unsettled consolidated obligation bonds, at par </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(3)</sup></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">535,450</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">535,450</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">95,530</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Unsettled consolidated obligation discount notes, at par</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">320,000</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">320,000</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">500,000</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes</font><font style="font-family:inherit;font-size:9pt;">:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> Excludes approved requests to issue future standby letters of credit of </font><font style="font-family:Times New Roman;font-size:9pt;color:#000000;font-style:normal;font-weight:normal;text-decoration:none;">$204.0 million</font><font style="font-family:inherit;font-size:9pt;"> and </font><font style="font-family:inherit;font-size:9pt;">$146.8 million</font><font style="font-family:inherit;font-size:9pt;"> at </font><font style="font-family:inherit;font-size:9pt;">June 30, 2015</font><font style="font-family:inherit;font-size:9pt;"> and </font><font style="font-family:inherit;font-size:9pt;">December 31, 2014</font><font style="font-family:inherit;font-size:9pt;">, respectively.</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2) </sup></font><font style="font-family:inherit;font-size:9pt;">$5.8 billion</font><font style="font-family:inherit;font-size:9pt;"> of these letters of credit have annual renewal language that, as long as both parties agree, permit the letter of credit to be renewed for an additional year with a maximum renewal period of </font><font style="font-family:inherit;font-size:9pt;">5</font><font style="font-family:inherit;font-size:9pt;"> years.</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(3)</sup></font><font style="font-family:inherit;font-size:9pt;"> Includes </font><font style="font-family:inherit;font-size:9pt;color:#000000;text-decoration:none;">$487.0 million</font><font style="font-family:inherit;font-size:9pt;"> and </font><font style="font-family:inherit;font-size:9pt;">$83.1 million</font><font style="font-family:inherit;font-size:9pt;"> of consolidated obligation bonds which were hedged with associated interest rate swaps at </font><font style="font-family:inherit;font-size:9pt;">June 30, 2015</font><font style="font-family:inherit;font-size:9pt;"> and </font><font style="font-family:inherit;font-size:9pt;">December 31, 2014</font><font style="font-family:inherit;font-size:9pt;">, respectively.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:justify;font-size:12pt;"><font style="font-family:inherit;font-size:12pt;font-weight:bold;">Other-Than-Temporary Impairment (OTTI)</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank evaluates its individual AFS and HTM securities in an unrealized loss position for OTTI on a quarterly basis. The Bank assesses whether there is OTTI by performing an analysis to determine if any securities will incur a credit loss, which could be up to the difference between the security's amortized cost basis and its fair value, and records any difference in its Statement of Income. For information on the Bank’s accounting for OTTI, see Note 1 - Summary of Significant Accounting Policies to the audited financial statements in the Bank's 2014 Form 10-K. For information about how the Bank projects cash flows expected to be collected, see Note 7 - Other-than-Temporary Impairment</font><font style="font-family:inherit;font-size:10pt;font-style:italic;"> </font><font style="font-family:inherit;font-size:10pt;">Analysis to the audited financial statements in the Bank’s 2014 Form 10-K.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">A significant input to the projection of cash flows expected to be collected is the forecast of future housing price changes for the relevant states and core-based statistical areas (CBSAs) which are based upon an assessment of the individual housing markets. During the second quarter of 2015, the OTTI Governance Committee developed a short-term housing price forecast using whole percentages ranging from </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">(2.0)%</font><font style="font-family:inherit;font-size:10pt;"> to </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">8.0%</font><font style="font-family:inherit;font-size:10pt;"> over the </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">12</font><font style="font-family:inherit;font-size:10pt;"> month period beginning April 1, 2015. For the vast majority of markets the short-term forecast has changes from </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">2.0%</font><font style="font-family:inherit;font-size:10pt;"> to </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">5.0%</font><font style="font-family:inherit;font-size:10pt;">. Thereafter, a unique path is projected for each geographic area based on an internally developed framework derived from historical data.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">All of the Bank's other-than-temporarily impaired securities were classified as AFS at </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;">. The "Total OTTI securities" balances below summarize the Bank’s securities as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> for which an OTTI has been recognized during the life of the security. The "Private label MBS with no OTTI" balances below represent AFS securities on which an OTTI was not taken. The sum of these two totals reflects the entire AFS private label MBS portfolio.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="13" rowspan="1"></td></tr><tr><td width="52%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="11" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">OTTI Recognized During the Life of the Security</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Unpaid Principal Balance</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Amortized Cost </font><font style="font-family:inherit;font-size:9pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Prime</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">470,704</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">383,470</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">427,855</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Alt-A</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">554,452</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">438,093</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">475,753</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Subprime</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,010</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,192</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,405</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">HELOCs</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,621</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">8,480</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,471</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total OTTI securities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,038,787</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">831,235</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">915,484</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label MBS with no OTTI</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,160</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,160</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,912</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total AFS private label MBS</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,041,947</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">834,395</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">918,396</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, and/or previous OTTI recognized in earnings.</font></div><div style="line-height:120%;text-align:justify;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents the rollforward of the amounts related to OTTI credit losses recognized during the life of the security for which a portion of the OTTI charges was recognized in AOCI for the three and </font><font style="font-family:inherit;font-size:10pt;">six months ended June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">2014</font><font style="font-family:inherit;font-size:10pt;">.</font><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="13" rowspan="1"></td></tr><tr><td width="52%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30,</font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30,</font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Beginning balance</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">283,916</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">308,200</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">290,935</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">314,224</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Additions:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:36px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Credit losses for which OTTI was not previously recognized</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">483</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">483</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Reductions:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Securities sold and matured during the period</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt"> (1)</sup></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">112</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">36</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:36px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(7,148</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(5,891</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(14,167</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(11,839</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Ending balance</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">277,251</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">302,421</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">277,251</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">302,421</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes:</font></div><div style="line-height:120%;text-align:left;padding-left:30px;text-indent:-30px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> Represents reductions related to securities sold or having reached final maturity during the period, and therefore are no longer held by the Bank at the end of the period.</font></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">All Other AFS and HTM Investments. </font><font style="font-family:inherit;font-size:10pt;">At </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;">, the Bank held certain securities in an unrealized loss position. These unrealized losses were considered to be temporary as the Bank expects to recover the entire amortized cost basis on the remaining securities in unrealized loss positions based on the creditworthiness of the underlying creditor, guarantor, or implicit government support, and the Bank neither intends to sell these securities nor considers it more likely than not that the Bank would be required to sell any such security before its anticipated recovery. As a result, the Bank did not consider any of these other investments to be other-than-temporarily impaired at </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;">.</font></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents a reconciliation of the AFS OTTI loss recognized through AOCI to the total net non-credit portion of OTTI gains on AFS securities in AOCI as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="7" rowspan="1"></td></tr><tr><td width="60%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Non-credit portion of OTTI losses</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,048</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(863</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net unrealized gains on OTTI securities since their last OTTI credit charge</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">87,298</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">95,314</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net non-credit portion of OTTI gains on AFS securities in AOCI</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">84,250</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">94,451</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:justify;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table includes significant outstanding related party member balances.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="58%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Investments</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">148,335</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">157,025</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Advances</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">42,812,880</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">38,765,267</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Letters of credit </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">9,283,970</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">9,608,983</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">MPF loans</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,184,879</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,326,807</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Deposits</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,292</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,678</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Capital stock</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,885,879</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,714,432</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table summarizes the effects on the Statement of Income corresponding to the related party member balances above. Amounts related to Federal funds sold, interest income on investments, and interest expense on deposits were immaterial for the periods presented. </font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="15" rowspan="1"></td></tr><tr><td width="46%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30,</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30,</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest income on advances </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">44,843</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">33,778</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">83,896</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">66,581</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest income on MPF loans</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">16,646</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">21,124</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">34,269</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">42,430</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Letter of credit fees</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,819</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,971</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,847</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,853</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Prepayment fees on advances</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,090</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Note:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:10pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> For the three and </font><font style="font-family:inherit;font-size:9pt;">six months ended June 30, 2015</font><font style="font-family:inherit;font-size:9pt;">, balances include contractual interest income of </font><font style="font-family:inherit;font-size:9pt;">$78.6 million</font><font style="font-family:inherit;font-size:9pt;"> and </font><font style="font-family:inherit;font-size:9pt;">$151.4 million</font><font style="font-family:inherit;font-size:9pt;">, net interest settlements on derivatives in fair value hedge relationships of </font><font style="font-family:inherit;font-size:9pt;">$(33.6) million</font><font style="font-family:inherit;font-size:9pt;"> and </font><font style="font-family:inherit;font-size:9pt;">$(67.0) million</font><font style="font-family:inherit;font-size:9pt;"> and total amortization of basis adjustments of </font><font style="font-family:inherit;font-size:9pt;">$(0.2) million</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:9pt;">$(0.6) million</font><font style="font-family:inherit;font-size:9pt;">. For the three and </font><font style="font-family:inherit;font-size:9pt;">six months ended June 30, 2014</font><font style="font-family:inherit;font-size:9pt;">, balances include contractual interest income of </font><font style="font-family:inherit;font-size:9pt;">$79.1 million</font><font style="font-family:inherit;font-size:9pt;"> and </font><font style="font-family:inherit;font-size:9pt;">$162.7 million</font><font style="font-family:inherit;font-size:9pt;">, net interest settlements on derivatives in fair value hedge relationships of </font><font style="font-family:inherit;font-size:9pt;">$(44.8) million</font><font style="font-family:inherit;font-size:9pt;"> and </font><font style="font-family:inherit;font-size:9pt;">$(93.5) million</font><font style="font-family:inherit;font-size:9pt;"> and total amortization of basis adjustments of </font><font style="font-family:inherit;font-size:9pt;">$(0.5) million</font><font style="font-family:inherit;font-size:9pt;"> and </font><font style="font-family:inherit;font-size:9pt;">$(2.6) million</font><font style="font-family:inherit;font-size:9pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="8" rowspan="1"></td></tr><tr><td width="33%" rowspan="1" colspan="1"></td><td width="38%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(dollars in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Member </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Capital Stock</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">% of Total</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">PNC Bank, N.A., Wilmington, DE</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">964,805</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">28.2</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Santander Bank, N.A., Wilmington, DE</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">425,977</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12.4</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Chase Bank USA, N.A.,Wilmington, DE</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">424,722</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12.4</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="8" rowspan="1"></td></tr><tr><td width="34%" rowspan="1" colspan="1"></td><td width="37%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(dollars in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Member </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Capital Stock</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">% of Total</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">PNC Bank, N.A., Wilmington, DE</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">876,305</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">28.8</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Santander Bank, N.A., Wilmington, DE</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">424,955</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">14.0</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Chase Bank USA, N.A.,Wilmington, DE</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">362,050</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11.9</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Note:</font></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1) </sup></font><font style="font-family:inherit;font-size:9pt;">For Bank membership purposes, the principal place of business for PNC Bank, N.A. is Pittsburgh, PA. </font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents the Bank’s consolidated obligation bonds outstanding between noncallable and callable as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="56%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="19%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="19%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Noncallable</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">33,664,066</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">30,388,100</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Callable</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">13,783,000</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,214,000</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total par value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">47,447,066</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">43,602,100</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table details interest rate payment terms for the Bank's consolidated obligation bonds as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="50%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="22%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="22%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Par value of consolidated bonds:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fixed-rate</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">37,472,066</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">36,296,100</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Step-up</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,040,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,116,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Floating-rate</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,925,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,190,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conversion bonds - fixed to floating</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,000</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total par value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">47,447,066</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">43,602,100</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Bond premiums</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:3px double #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">131,412</font></div></td><td style="vertical-align:bottom;border-top:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:3px double #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">147,824</font></div></td><td style="vertical-align:bottom;border-top:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Bond discounts</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(9,707</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(12,111</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Hedging adjustments</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(15,824</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(23,303</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total book value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">47,552,947</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">43,714,510</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table details interest payment terms at </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="64%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="15%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="15%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Amortized cost of AFS securities other than MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> Fixed-rate</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,922,021</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,902,430</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> Variable-rate</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">184,670</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">419,722</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,106,691</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,322,152</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Amortized cost of AFS MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fixed-rate</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,719,243</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,002,208</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Variable-rate</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,918,232</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,957,564</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,637,475</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,959,772</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total amortized cost of AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,744,166</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,281,924</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Note:</font><font style="font-family:inherit;font-size:9pt;"> Certain MBS have a fixed-rate component for a specified period of time, then have a rate reset on a given date. Examples of this type of instrument would include securities supported by underlying 3/1, 5/1, 7/1 and 10/1 hybrid ARMs. In addition, certain of these securities may have a provision within the structure that permits the fixed-rate to be adjusted for items such as prepayment, defaults and loan modification. For purposes of the table above, these securities are reported as fixed-rate until the rate reset date is hit. At that point, the security is then considered to be variable-rate.</font></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Interest Rate Payment Terms.</font><font style="font-family:inherit;font-size:10pt;"> The following table details interest rate payment terms at </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="64%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="15%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="15%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Amortized cost of HTM securities other than MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:20px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fixed-rate</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">41,838</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">44,453</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:20px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Variable-rate</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">145,340</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">153,000</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">187,178</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">197,453</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Amortized cost of HTM MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fixed-rate</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">979,411</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,114,059</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Variable-rate</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,702,603</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,935,276</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,682,014</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,049,335</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total HTM securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,869,192</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,246,788</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Note:</font><font style="font-family:inherit;font-size:9pt;"> Certain MBS have a fixed-rate component for a specified period of time, then have a rate reset on a given date. Examples of this type of instrument would include securities supported by underlying 3/1, 5/1, 7/1 and 10/1 hybrid ARMs. In addition, certain of these securities may have a provision within the structure that permits the fixed-rate to be adjusted for items such as prepayment, defaults and loan modification. For purposes of the table above, these securities are reported as fixed-rate until the rate reset date is hit. At that point, the security is then considered to be variable-rate.</font></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table provides the related dollar amounts for activities recorded in mandatorily redeemable capital stock during the </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">six months ended June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and 2014.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="70%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30,</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Balance, beginning of the period</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">586</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">40</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Capital stock subject to mandatory redemption reclassified from capital stock:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">    Due to withdrawals (includes mergers)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,422</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net redemption/repurchase of mandatorily redeemable capital stock</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(24</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(5,572</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Balance, end of period</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">562</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,890</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents consolidated obligation bonds outstanding by the earlier of contractual maturity or next call date as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="60%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="17%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="17%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Year of Contractual Maturity or Next Call Date</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in 1 year or less</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">29,892,835</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">28,232,450</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 1 year through 2 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">9,394,985</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,114,860</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 2 years through 3 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,691,735</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,551,515</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 3 years through 4 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,259,620</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,390,300</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 4 years through 5 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,118,720</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,028,350</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Thereafter</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">905,150</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">959,265</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Index amortizing notes</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">184,021</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">325,360</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total par value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">47,447,066</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">43,602,100</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The "Total OTTI securities" balances below summarize the Bank’s securities as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> for which an OTTI has been recognized during the life of the security. The "Private label MBS with no OTTI" balances below represent AFS securities on which an OTTI was not taken. The sum of these two totals reflects the entire AFS private label MBS portfolio.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="13" rowspan="1"></td></tr><tr><td width="52%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="11" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">OTTI Recognized During the Life of the Security</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Unpaid Principal Balance</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Amortized Cost </font><font style="font-family:inherit;font-size:9pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Prime</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">470,704</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">383,470</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">427,855</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Alt-A</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">554,452</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">438,093</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">475,753</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Subprime</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,010</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,192</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,405</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">HELOCs</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,621</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">8,480</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,471</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total OTTI securities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,038,787</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">831,235</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">915,484</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label MBS with no OTTI</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,160</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,160</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,912</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total AFS private label MBS</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,041,947</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">834,395</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">918,396</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, and/or previous OTTI recognized in earnings.</font></div><div style="line-height:120%;text-align:justify;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:justify;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table summarizes the effect of the MPF activities with FHLBank of Chicago.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="14" rowspan="1"></td></tr><tr><td width="47%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30,</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30,</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Servicing fee expense</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">284</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">242</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">552</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">479</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="58%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest-bearing deposits maintained with FHLBank of Chicago</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,485</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,782</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:justify;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table includes the MPF activity of the related party members.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="14" rowspan="1"></td></tr><tr><td width="47%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30,</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30,</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MPF loan volume purchased</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5,438</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">432</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,845</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,321</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div> <div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:justify;font-size:12pt;"><font style="font-family:inherit;font-size:12pt;font-weight:bold;">Trading Securities</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents trading securities as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="7" rowspan="1"></td></tr><tr><td width="58%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="19%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="19%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Mutual funds</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5,239</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,721</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE and Tennessee Valley Authority (TVA) obligations</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">364,737</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">276,295</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">369,976</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">281,016</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The mutual funds are held in a Rabbi trust to generate returns that seek to offset changes in liabilities related to market risk of certain deferred compensation agreements. These deferred compensation liabilities were </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">$5.3 million</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">$4.9 million</font><font style="font-family:inherit;font-size:10pt;"> at </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">, respectively, and are included in Other liabilities in the Statement of Condition.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents net gains (losses) on trading securities for the </font><font style="font-family:inherit;font-size:10pt;">second quarter</font><font style="font-family:inherit;font-size:10pt;"> and the first six months of </font><font style="font-family:inherit;font-size:10pt;">2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="14" rowspan="1"></td></tr><tr><td width="49%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30,</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30,</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net unrealized gains (losses) on trading securities held at period-end</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(10,133</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,789</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,356</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">16,495</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net realized gains on securities sold/matured during the period</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">86</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net gains (losses) on trading securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(10,133</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,789</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,356</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">16,581</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Rollforward of Allowance for Credit Losses.</font><font style="font-family:inherit;font-size:10pt;"> </font><font style="font-family:inherit;font-size:10pt;font-style:italic;">BOB Loans.</font><font style="font-family:inherit;font-size:10pt;">  </font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="15" rowspan="1"></td></tr><tr><td width="46%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30,</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30,</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Balance, Beginning of period</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,660</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,142</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,840</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,231</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(Charge-offs) Recoveries, net</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(167</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(155</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(451</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(355</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Provision (benefit) for credit losses</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">265</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(13</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">369</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">98</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Balance, June 30</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,758</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,974</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,758</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,974</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:justify;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Rollforward of Allowance for Credit Losses.</font><font style="font-family:inherit;font-size:10pt;"> </font><font style="font-family:inherit;font-size:10pt;font-style:italic;">Mortgage Loans - Conventional MPF.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="15" rowspan="1"></td></tr><tr><td width="46%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30,</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30,</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:middle;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:middle;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:middle;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:middle;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Balance, beginning of period</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,566</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,318</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,260</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11,359</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(Charge-offs) Recoveries, net</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt"> (1)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(311</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(302</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(413</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(302</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Provision (benefit) for credit losses</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">45</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">527</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(547</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(3,514</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Balance, June 30</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,300</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,543</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,300</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,543</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank is subject to credit risk due to the risk of nonperformance by counterparties to its derivative transactions. The Bank manages counterparty credit risk through credit analysis, collateral requirements, and adherence to the requirements set forth in its policies, U.S. Commodity Futures Trading Commission regulations, and Finance Agency regulations. For bilateral derivatives, the degree of credit risk depends on the extent to which netting arrangements are included in such contracts to mitigate the risk. The Bank requires collateral agreements with collateral delivery thresholds on all bilateral derivatives. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">For cleared derivatives, the Clearing Houses are the Bank's counterparties. The Clearing House notifies the clearing agent of the required initial and variation margin and the clearing agent notifies the FHLBank of the required initial and variation</font><font style="font-family:inherit;font-size:10pt;color:#0000ff;"> </font><font style="font-family:inherit;font-size:10pt;">margin. The requirement that the Bank post initial and variation margin through the clearing agent, on behalf of the Clearing Houses, exposes the Bank to institutional credit risk in the event that the clearing agent or the Clearing Houses fail to meet their respective obligations. Initial margin is the amount calculated based on anticipated exposure to future changes in the value of a swap and protects the Clearing Houses from market risk in the event of default by one of their respective clearing agents. Variation margin is the amount calculated to cover the current exposure arising from changes in the market value of the position since the trade was executed or the previous time the position was marked to market. The use of cleared derivatives is intended to mitigate credit risk exposure because a central counterparty is substituted for individual counterparties and collateral is posted daily, through a clearing agent, for changes in the value of cleared derivatives. The Bank has analyzed the enforceability of offsetting rights incorporated in its cleared derivative transactions and determined that the exercise of those offsetting rights by a non-defaulting party under these transactions should be upheld under applicable law upon an event of default including a bankruptcy, insolvency or similar proceeding involving the Clearing Houses or the Bank’s clearing agent, or both. Based on this analysis, the Bank presents a net derivative receivable or payable for all of its transactions through a particular clearing agent with a particular Clearing House.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Based on credit analyses and collateral requirements, the Bank does not anticipate credit losses related to its derivative agreements. See Note 13 - Estimated Fair Values for discussion regarding the Bank's fair value methodology for derivative assets and liabilities, including an evaluation of the potential for the fair value of these instruments to be affected by counterparty credit risk.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Generally, the Bank’s ISDA agreements for bilateral derivatives contain provisions that require the Bank to post additional collateral with its counterparties if there is deterioration in the Bank's credit rating and the net liability position exceeds the relevant threshold. If the Bank’s credit rating is lowered by a major credit rating agency, the Bank would be required to deliver additional collateral on bilateral derivative instruments in net liability positions. </font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following tables present, for each hierarchy level, the Bank’s assets and liabilities that are measured at fair value on a recurring or non-recurring basis on its Statements of Condition at </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">. The Bank measures certain mortgage loans held for portfolio at fair value due to recognition of a credit loss. Real estate owned is measured using fair value when the assets' fair value less costs to sell is lower than the carrying amount.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="21" rowspan="1"></td></tr><tr><td width="43%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="19" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 2</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 3</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Netting Adjustment</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Recurring fair value measurements - Assets</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Trading securities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">364,737</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">364,737</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mutual funds</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,239</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,239</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total trading securities</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,239</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">364,737</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">369,976</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS securities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,027,847</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,027,847</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">90,085</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">90,085</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;text-indent:-12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> Mutual funds</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">298,725</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">298,725</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,667,334</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,667,334</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> GSE multifamily MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">854,224</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">854,224</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> Private label MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">907,925</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">907,925</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">HELOCs</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">10,471</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">10,471</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">1,998</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">6,938,215</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">918,396</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">7,858,609</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative assets:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest rate related</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">121,808</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(58,133</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">63,675</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mortgage delivery commitments</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">477</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">477</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total derivative assets</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">122,285</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(58,133</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">64,152</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total recurring assets at fair value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">7,237</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">7,425,237</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">918,396</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(58,133</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">8,292,737</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Recurring fair value measurements - Liabilities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative liabilities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest rate related</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">384,524</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(321,149</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total recurring liabilities at fair value </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">384,524</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(321,149</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:top;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Non-recurring fair value measurements - Assets</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Impaired mortgage loans held for portfolio </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(3)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">27,970</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">27,970</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Real estate owned </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(3)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">4,695</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">4,695</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total non-recurring assets at fair value </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">32,665</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:top;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">32,665</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="21" rowspan="1"></td></tr><tr><td width="43%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="19" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 2</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 3</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Netting Adjustment</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Recurring fair value measurements - Assets</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Trading securities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">276,295</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">276,295</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mutual funds</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,721</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,721</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total trading securities</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,721</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">276,295</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">281,016</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS securities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,233,703</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,233,703</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">   State or local agency obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">98,984</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">98,984</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> Mutual funds</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">329,379</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">329,379</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,882,162</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,882,162</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> GSE multifamily MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">879,827</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">879,827</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Private label MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">971,083</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">971,083</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">HELOCs</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">11,699</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">11,699</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,998</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">7,424,055</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">982,782</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">8,408,835</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative assets:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:28px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:0px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest rate related</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">111,338</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(75,555</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">35,783</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:28px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:0px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mortgage delivery commitments</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">434</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">434</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total derivative assets</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">111,772</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(75,555</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">36,217</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total recurring assets at fair value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,719</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">7,812,122</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">982,782</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(75,555</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">8,726,068</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Recurring fair value measurements - Liabilities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative liabilities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:28px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:0px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest rate related</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">467,685</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(408,721</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">58,964</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total recurring liabilities at fair value </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">467,685</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(408,721</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">58,964</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.</font></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font><font style="font-family:inherit;font-size:9pt;"> Derivative liabilities represent the total liabilities at fair value.</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(3)</sup></font><font style="font-family:inherit;font-size:9pt;"> These amounts were immaterial for the year ended December 31, 2014. The estimated fair values of impaired mortgage loans held for portfolio and real estate owned are determined based on values provided by a third party's retail-based AVM. The Bank adjusts the AVM value downward based on the amount it has historically received on liquidation.</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;"> </font><font style="font-family:inherit;font-size:10pt;">The following table presents a reconciliation of all assets and liabilities that are measured at fair value on the Statement of Condition using significant unobservable inputs (Level 3) for the </font><font style="font-family:inherit;font-size:10pt;">six months ended June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and 2014. For instruments carried at fair value, the Bank reviews the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in/out at fair value in the quarter in which the changes occur, and transfers are reported as of the beginning of the period. During the first six months of 2015, the Bank transferred one private label MBS from its HTM portfolio to its AFS portfolio, in the period in which the OTTI charge was recorded. There were no Level 3 transfers during the first six months of 2014.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="48%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="23%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="23%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS Private</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Label MBS-Residential</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Six Months Ended</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS Private</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Label MBS- HELOCs</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Six Months Ended</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Balance at January 1</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">971,083</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">11,699</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total gains (losses) (realized/unrealized) included in:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accretion of credit losses in interest income</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">9,512</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">734</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net unrealized gains on AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">42</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net change in fair value on OTTI AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(1,157</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Unrealized gains (losses) on OTTI AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(7,555</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(462</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Purchases, issuances, sales, and settlements:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:20px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Settlements</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(67,368</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(1,499</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Transfer of OTTI securities from HTM to AFS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,368</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Balance at June 30</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">907,925</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">10,471</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total amount of gains for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">9,512</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">734</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="48%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="23%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="23%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS Private</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Label MBS-Residential</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Six Months Ended</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">June 30, 2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS Private</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Label MBS- HELOCs</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Six Months Ended</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">June 30, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Balance at January 1</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,123,624</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">14,428</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total gains (losses) (realized/unrealized) included in:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accretion of credit losses in interest income</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,087</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">663</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net unrealized (losses) on AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(60</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net change in fair value on OTTI AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,932</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">40</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Unrealized gains (losses) on OTTI AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">15,967</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">54</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Purchases, issuances, sales, and settlements:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:20px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Settlements</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(90,601</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(1,869</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Balance at June 30</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,057,949</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">13,316</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total amount of gains for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at June 30, 2014</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,087</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">663</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The carrying value and estimated fair value of the Bank’s financial instruments at </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;"> are presented in the table below. </font></div><div style="line-height:120%;font-size:12pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="24" rowspan="1"></td></tr><tr><td width="34%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="7%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td colspan="24" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:12pt;"><font style="font-family:inherit;font-size:12pt;font-weight:bold;">Fair Value Summary Table</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Carrying</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 2</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 3</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Netting Adjust. </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Estimated</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Fair Value</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">                       Assets:</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Cash and due from banks</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,377,254</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,377,254</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,377,254</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest-bearing deposits</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">6,485</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">6,485</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">6,485</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Federal funds sold</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,810,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,809,992</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,809,992</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Trading securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">369,976</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,239</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">364,737</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">369,976</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">7,858,609</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">6,938,215</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">918,396</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">7,858,609</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">HTM securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,869,192</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,319,426</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">586,675</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,906,101</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Advances</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">71,489,152</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">71,516,603</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">71,516,603</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mortgage loans held for portfolio, net</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,052,971</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,215,254</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,215,254</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">BOB loans, net</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">11,022</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">11,022</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">11,022</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accrued interest receivable</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">93,983</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">93,983</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">93,983</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative assets</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">64,152</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">122,285</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(58,133</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">64,152</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">                     Liabilities: </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Deposits</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">670,358</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">670,364</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">670,364</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Discount notes</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">41,061,124</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">41,063,548</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">41,063,548</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Bonds</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">47,552,947</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">47,712,440</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">47,712,440</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mandatorily redeemable capital stock </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">562</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">569</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">569</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accrued interest payable </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">103,761</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">103,754</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">103,754</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative liabilities</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">384,524</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(321,149</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="24" rowspan="1"></td></tr><tr><td width="34%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="7%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Carrying</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 2</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 3</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Netting Adjust. </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Estimated</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Fair Value</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">                       Assets:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Cash and due from banks</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,451,131</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,451,131</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,451,131</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest-bearing deposits</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,782</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,782</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,782</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Federal funds sold</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,585,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,584,981</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,584,981</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Trading securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">281,016</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,721</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">276,295</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">281,016</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">8,408,835</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">7,424,055</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">982,782</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">8,408,835</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">HTM securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,246,788</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,600,638</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">685,909</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,286,547</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Advances</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">63,408,355</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">63,471,078</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">63,471,078</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mortgage loans held for portfolio, net</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,123,334</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,312,186</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,312,186</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">BOB loans, net</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">11,567</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">11,567</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">11,567</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accrued interest receivable</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">86,109</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">86,109</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">86,109</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative assets</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">36,217</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">111,772</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(75,555</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">36,217</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">                        Liabilities:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Deposits</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">641,180</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">641,183</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">641,183</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Discount notes</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">37,058,118</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">37,059,347</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">37,059,347</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Bonds</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">43,714,510</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">43,881,951</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">43,881,951</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mandatorily redeemable capital stock </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">586</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">705</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">705</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accrued interest payable </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">103,151</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">103,032</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">103,032</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative liabilities</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">58,964</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">467,685</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(408,721</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">58,964</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> The estimated fair value amount for the mandatorily redeemable capital stock line item includes accrued dividend interest; this amount is excluded from the estimated fair value for the accrued interest payable line item.</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2) </sup></font><font style="font-family:inherit;font-size:9pt;">Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:justify;font-size:12pt;"><font style="font-family:inherit;font-size:12pt;font-weight:bold;">Estimated Fair Values </font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair value amounts have been determined by the Bank using available market information and appropriate valuation methods. These estimates are based on recent market data and other pertinent information available to the Bank at </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">. Although the management of the Bank believes that the valuation methods are appropriate and provide a reasonable determination of the fair value of these financial instruments, there are inherent limitations in any valuation technique. Therefore, these fair values are not necessarily equal to the amounts that would be realized in current market transactions, although they do reflect the Bank’s judgment of how a market participant would estimate the fair values.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The carrying value and estimated fair value of the Bank’s financial instruments at </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;"> are presented in the table below. </font></div><div style="line-height:120%;font-size:12pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="24" rowspan="1"></td></tr><tr><td width="34%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="7%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td colspan="24" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:12pt;"><font style="font-family:inherit;font-size:12pt;font-weight:bold;">Fair Value Summary Table</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Carrying</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 2</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 3</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Netting Adjust. </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Estimated</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Fair Value</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">                       Assets:</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Cash and due from banks</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,377,254</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,377,254</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,377,254</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest-bearing deposits</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">6,485</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">6,485</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">6,485</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Federal funds sold</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,810,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,809,992</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,809,992</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Trading securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">369,976</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,239</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">364,737</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">369,976</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">7,858,609</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">6,938,215</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">918,396</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">7,858,609</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">HTM securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,869,192</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,319,426</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">586,675</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,906,101</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Advances</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">71,489,152</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">71,516,603</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">71,516,603</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mortgage loans held for portfolio, net</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,052,971</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,215,254</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,215,254</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">BOB loans, net</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">11,022</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">11,022</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">11,022</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accrued interest receivable</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">93,983</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">93,983</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">93,983</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative assets</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">64,152</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">122,285</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(58,133</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">64,152</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">                     Liabilities: </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Deposits</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">670,358</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">670,364</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">670,364</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Discount notes</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">41,061,124</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">41,063,548</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">41,063,548</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Bonds</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">47,552,947</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">47,712,440</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">47,712,440</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mandatorily redeemable capital stock </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">562</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">569</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">569</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accrued interest payable </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">103,761</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">103,754</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">103,754</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative liabilities</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">384,524</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(321,149</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="24" rowspan="1"></td></tr><tr><td width="34%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="7%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Carrying</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 2</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Level 3</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Netting Adjust. </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Estimated</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;text-align:center;">Fair Value</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">                       Assets:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Cash and due from banks</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,451,131</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,451,131</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,451,131</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest-bearing deposits</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,782</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,782</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,782</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Federal funds sold</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,585,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,584,981</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,584,981</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Trading securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">281,016</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,721</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">276,295</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">281,016</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">8,408,835</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">7,424,055</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">982,782</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">8,408,835</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">HTM securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,246,788</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,600,638</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">685,909</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,286,547</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Advances</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">63,408,355</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">63,471,078</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">63,471,078</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mortgage loans held for portfolio, net</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,123,334</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,312,186</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,312,186</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">BOB loans, net</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">11,567</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">11,567</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">11,567</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accrued interest receivable</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">86,109</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">86,109</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">86,109</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative assets</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">36,217</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">111,772</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(75,555</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">36,217</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">                        Liabilities:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Deposits</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">641,180</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">641,183</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">641,183</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Discount notes</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">37,058,118</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">37,059,347</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">37,059,347</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Bonds</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">43,714,510</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">43,881,951</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">43,881,951</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mandatorily redeemable capital stock </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">586</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">705</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">705</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accrued interest payable </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">103,151</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">103,032</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">103,032</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative liabilities</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">58,964</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">467,685</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(408,721</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">58,964</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> The estimated fair value amount for the mandatorily redeemable capital stock line item includes accrued dividend interest; this amount is excluded from the estimated fair value for the accrued interest payable line item.</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2) </sup></font><font style="font-family:inherit;font-size:9pt;">Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.</font></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Fair Value Hierarchy. </font><font style="font-family:inherit;font-size:10pt;">The fair value hierarchy is used to prioritize the inputs used to measure fair value for those assets and liabilities carried at fair value on the Statement of Condition. The inputs are evaluated and an overall level for the fair value measurement is determined. This overall level is an indication of the market observability of the fair value measurement for the asset or liability. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The fair value hierarchy prioritizes the inputs used to measure fair value into three broad levels:</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;padding-left:30px;text-indent:48px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Level 1 Inputs</font><font style="font-family:inherit;font-size:10pt;"> - Quoted prices (unadjusted) for identical assets or liabilities in an active market that the reporting entity can access on the measurement date. </font></div><div style="line-height:120%;text-align:left;padding-left:30px;text-indent:-20px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;padding-left:30px;text-indent:48px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Level 2 Inputs</font><font style="font-family:inherit;font-size:10pt;"> - Inputs other than quoted prices within Level 1 that are observable inputs for the asset or liability, either directly or indirectly. If the asset or liability has a specified (contractual) term, a Level 2 input must be observable for substantially the full term of the asset or liability. Level 2 inputs include the following: (1) quoted prices for similar assets or liabilities in active markets; (2) quoted prices for identical or similar assets or liabilities in markets that are not active or in which little information is released publicly; (3) inputs other than quoted prices that are observable for the asset or liability (e.g., interest rates and yield curves that are observable at commonly quoted intervals, and implied volatilities); and (4) inputs that are derived principally from or corroborated by observable market data by correlation or other means.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;padding-left:30px;text-indent:48px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Level 3 Inputs</font><font style="font-family:inherit;font-size:10pt;"> - Unobservable inputs for the asset or liability.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank reviews its fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation inputs may result in a reclassification of certain assets or liabilities. These reclassifications are reported as transfers in/out as of the beginning of the quarter in which the changes occur. There were no such transfers during the </font><font style="font-family:inherit;font-size:10pt;">six months ended June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">Summary of Valuation Methodologies and Primary Inputs</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Cash and Due from Banks.</font><font style="font-family:inherit;font-size:10pt;"> The fair values equal the carrying values.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Interest Bearing Deposits.</font><font style="font-family:inherit;font-size:10pt;"> The fair value is determined by calculating the present value of the future cash flows. The discount rates used in these calculations are the rates for interest-bearing deposits with similar terms.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Federal Funds Sold.</font><font style="font-family:inherit;font-size:10pt;"> The fair value of Federal funds sold is determined by calculating the present value of the future cash flows. The discount rates used in these calculations are the rates for Federal funds with similar terms.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Investment Securities – non-MBS.</font><font style="font-family:inherit;font-size:10pt;"> The Bank uses the income approach to determine the estimated fair value of non-MBS investment securities. The significant inputs include a market-observable interest rate curve and a discount spread, if applicable. The market-observable interest rate curves used by the Bank and the related instrument types they measure are as follows:</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman; font-size:10pt;"><tr><td style="width:77px;" rowspan="1" colspan="1"></td><td rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:top" rowspan="1" colspan="1"><div style="line-height:120%;font-size:10pt;padding-left:53px;"><font style="font-family:inherit;font-size:10pt;">•</font></div></td><td style="vertical-align:top;" rowspan="1" colspan="1"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Treasury curve: U.S. Treasury obligations</font></div></td></tr></table><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman; font-size:10pt;"><tr><td style="width:77px;" rowspan="1" colspan="1"></td><td rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:top" rowspan="1" colspan="1"><div style="line-height:120%;font-size:10pt;padding-left:53px;"><font style="font-family:inherit;font-size:10pt;">•</font></div></td><td style="vertical-align:top;" rowspan="1" colspan="1"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">LIBOR Swap curve: certificates of deposit</font></div></td></tr></table><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman; font-size:10pt;"><tr><td style="width:77px;" rowspan="1" colspan="1"></td><td rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:top" rowspan="1" colspan="1"><div style="line-height:120%;font-size:10pt;padding-left:53px;"><font style="font-family:inherit;font-size:10pt;">•</font></div></td><td style="vertical-align:top;" rowspan="1" colspan="1"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">CO curve: Government-sponsored enterprises, state and local agency, and other U.S. obligations</font></div></td></tr></table><div style="line-height:120%;padding-left:4px;text-align:left;padding-left:77px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Investment Securities – MBS. </font><font style="font-family:inherit;font-size:10pt;"> To value MBS holdings, the Bank obtains prices from </font><font style="font-family:inherit;font-size:10pt;">four</font><font style="font-family:inherit;font-size:10pt;"> designated third-party pricing vendors, when available. The pricing vendors use various proprietary models to price MBS. The inputs to those models are derived from various sources including, but not limited to: benchmark yields, reported trades, dealer estimates, issuer spreads, benchmark securities, bids, offers and other market-related data. Since many MBS do not trade on a daily basis, the pricing vendors use available information such as benchmark curves, benchmarking of like securities, sector groupings and matrix pricing to determine the prices for individual securities, as applicable. Each pricing vendor has an established challenge process in place for all MBS valuations, which facilitates resolution of potentially erroneous prices identified by the Bank. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">During the year, the Bank conducts reviews of the four pricing vendors to enhance its understanding of the vendors' pricing processes, methodologies and control procedures for agency and private label MBS. To the extent available, the Bank also reviews the vendors' independent auditors' reports regarding the internal controls over their valuation processes.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank's valuation technique first requires the establishment of a median price for each security. All prices that are within a specified tolerance threshold of the median price are included in the cluster of prices that are averaged to compute a default price. Prices that are outside the threshold (outliers) are subject to further analysis (including, but not limited to, comparison to prices provided by an additional third-party valuation service, prices for similar securities, and/or non-binding dealer estimates) to determine if an outlier is a better estimate of fair value. If an outlier (or some other price identified in the analysis) is determined to be a better estimate of fair value, then the outlier (or the other price as appropriate) is used as the final price rather than the default price. If, on the other hand, the analysis confirms that an outlier (or outliers) is (are) in fact not representative of fair value and the default price is the best estimate, then the default price is used as the final price. In all cases, the final price is used to determine the fair value of the security. If all prices received for a security are outside the tolerance threshold level of the median price, then there is no default price, and the final price is determined by an evaluation of all outlier prices as described above.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank also reviewed the final fair value estimates of its private label MBS holdings as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> for reasonableness using an implied yield test. On certain securities, the Bank calculated an implied yield using the estimated fair value derived from the process described above and the security's projected cash flows from the Bank's OTTI process and compared such yield to the market yield to dealer sources to the extent comparable market yield data was available. This analysis did not indicate that any adjustments to the fair value estimates were necessary.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">As of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;">, four vendor prices were received for a majority of the Bank's MBS holdings, and the final prices for a majority of those securities were computed by averaging the four prices. Based on the Bank's reviews of the pricing methods including inputs and controls employed by the third-party pricing vendors and the relative lack of dispersion among the vendor prices (or, in those instances in which there were outliers or significant yield variances, the Bank's additional analyses), the Bank believes the final prices are representative of the prices that would have been received if the assets had been sold at the measurement date (i.e., exit prices), and further that the fair value measurements are classified appropriately in the fair value hierarchy. Based on the current lack of significant market activity for private label residential MBS, the Bank believes that as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;">, private label residential MBS inputs should be classified as Level 3.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Mutual Funds Offsetting Deferred Compensation and Employee Benefit Plan Obligations.</font><font style="font-family:inherit;font-size:10pt;"> Fair values for publicly traded mutual funds are based on quoted market prices.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Advances.</font><font style="font-family:inherit;font-size:10pt;"> The Bank determines the fair value by calculating the present value of expected future cash flows from the advances. The discount rates used in these calculations are equivalent to the replacement advance rates for advances with similar terms. The inputs used to determine fair value of advances are the LIBOR curve, a volatility assumption for advances with optionality, and a spread adjustment.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Mortgage Loans Held For Portfolio.</font><font style="font-family:inherit;font-size:10pt;"> The fair value is determined based on quoted market prices for new MBS issued by U.S. GSEs. Prices are then adjusted for differences in coupon, seasoning and credit quality between the Bank’s mortgage loans and the referenced MBS. The prices of the referenced MBS are highly dependent upon the underlying prepayment assumptions priced in the secondary market. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Accrued Interest Receivable and Payable.</font><font style="font-family:inherit;font-size:10pt;"> The fair values approximate the carrying values.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Derivative Assets/Liabilities.</font><font style="font-family:inherit;font-size:10pt;"> The Bank bases the fair values of derivatives with similar terms on market prices, when available. However, market prices do not exist for many types of derivative instruments. Consequently, fair values for these instruments are estimated using standard valuation techniques such as discounted cash flow analysis and comparisons to similar instruments. Estimates developed using these methods are highly subjective and require judgment regarding significant matters such as the amount and timing of future cash flows, volatility of interest rates and the selection of discount rates that appropriately reflect market and credit risks. </font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank is subject to credit risk on bilateral derivatives transactions due to the potential nonperformance by the derivatives counterparties. To mitigate this risk, the Bank has entered into netting arrangements for its bilateral derivative transactions. In addition, the Bank has entered into bilateral security agreements with all active derivatives counterparties that provide for delivery of collateral at specified levels tied to those counterparties’ credit ratings to limit the Bank’s net unsecured credit exposure to these counterparties. For cleared derivatives, the Bank's credit risk exposure is mitigated because a central counterparty is substituted for individual counterparties and collateral is posted daily for changes in the value of cleared derivatives. The Bank has evaluated the potential for the fair value of the instruments to be affected by counterparty credit risk and has determined that no adjustments were significant or necessary to the overall fair value measurements.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The fair values of the Bank’s derivative assets and liabilities include accrued interest receivable/payable and cash collateral remitted to/received from counterparties. The estimated fair values of the accrued interest receivable/payable and cash collateral approximate their carrying values due to their short-term nature. The fair values of derivatives are netted by clearing agent and/or by counterparty pursuant to the provisions of each of the Bank’s netting agreements. If these netted amounts are positive, they are classified as an asset; if negative, a liability.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The discounted cash flow analysis used to determine the fair value of derivative instruments utilizes market-observable inputs (inputs that are actively quoted and can be validated to external sources). Inputs by class of derivative are as follows:</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;">Interest-rate related:</font></div><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman; font-size:10pt;"><tr><td style="width:48px;" rowspan="1" colspan="1"></td><td rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:top" rowspan="1" colspan="1"><div style="line-height:120%;font-size:10pt;padding-left:24px;"><font style="font-family:inherit;font-size:10pt;">•</font></div></td><td style="vertical-align:top;" rowspan="1" colspan="1"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Discount rate assumption. Overnight Index Swap (OIS) curve.</font></div></td></tr></table><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman; font-size:10pt;"><tr><td style="width:48px;" rowspan="1" colspan="1"></td><td rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:top" rowspan="1" colspan="1"><div style="line-height:120%;font-size:10pt;padding-left:24px;"><font style="font-family:inherit;font-size:10pt;">•</font></div></td><td style="vertical-align:top;" rowspan="1" colspan="1"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Forward interest rate assumption. LIBOR Swap Curve. </font></div></td></tr></table><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman; font-size:10pt;"><tr><td style="width:48px;" rowspan="1" colspan="1"></td><td rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:top" rowspan="1" colspan="1"><div style="line-height:120%;font-size:10pt;padding-left:24px;"><font style="font-family:inherit;font-size:10pt;">•</font></div></td><td style="vertical-align:top;" rowspan="1" colspan="1"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Volatility assumption. Market-based expectations of future interest rate volatility implied from current market prices for similar options.</font></div></td></tr></table><div style="line-height:120%;padding-left:4px;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;">Mortgage delivery commitments:</font></div><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman; font-size:10pt;"><tr><td style="width:48px;" rowspan="1" colspan="1"></td><td rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:top" rowspan="1" colspan="1"><div style="line-height:120%;font-size:10pt;padding-left:24px;"><font style="font-family:inherit;font-size:10pt;">•</font></div></td><td style="vertical-align:top;" rowspan="1" colspan="1"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">To Be Announced (TBA) securities prices. Market-based prices of TBAs are determined by coupon class and expected term until settlement.</font></div></td></tr></table><div style="line-height:120%;padding-left:4px;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">BOB Loans. </font><font style="font-family:inherit;font-size:10pt;">The fair value approximates the carrying value.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Deposits. </font><font style="font-family:inherit;font-size:10pt;">The Bank determines the fair value by calculating the present value of expected future cash flows from the deposits. The discount rates used in these calculations are the cost of deposits with similar terms.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Consolidated Obligations.</font><font style="font-family:inherit;font-size:10pt;"> The Bank’s internal valuation model determines fair values of consolidated obligations bonds and discount notes by calculating the present value of expected cash flows using market-based yield curves. The inputs used to determine fair value of consolidated obligations are a CO curve and a LIBOR swap curve, a volatility assumption for consolidated obligations with optionality, and a spread adjustment. The OF constructs an internal curve, referred to as the CO curve, using the U.S. Treasury curve as a base curve that is then adjusted by adding indicative spreads obtained from market observable sources. These market indications are generally derived from pricing indications from dealers, historical pricing relationships, recent GSE trades and secondary market activity.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Mandatorily Redeemable Capital Stock.</font><font style="font-family:inherit;font-size:10pt;"> The fair value of capital stock subject to mandatory redemption is generally its par value plus estimated dividends at the time of reclassification and any subsequently estimated dividend. FHLBank stock is not traded and no market mechanism exists for the exchange of stock outside the FHLBank System's cooperative structure.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Commitments.</font><font style="font-family:inherit;font-size:10pt;"> For fixed-rate loan commitments, fair value considers the difference between current levels of interest rates and the committed rates. The Bank issues standby letters of credit for a fee. The unamortized fee is the letter of credit's carrying value and represents its fair value. The fair value of the Bank's commitments to extend credit for advances and letters of credit was immaterial at </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Subjectivity of Estimates.</font><font style="font-family:inherit;font-size:10pt;"> Estimates of the fair value of financial assets and liabilities using the methods described above are highly subjective and require judgments regarding significant matters such as the amount and timing of future cash flows, prepayment speed assumptions, expected interest rate volatility, possible distributions of future interest rates used to value options, and the selection of discount rates that appropriately reflect market and credit risks. The use of different assumptions could have a material effect on the fair value estimates. These estimates are susceptible to material near term changes because they are made as of a specific point in time.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Fair Value Measurements.</font><font style="font-family:inherit;font-size:10pt;"> The following tables present, for each hierarchy level, the Bank’s assets and liabilities that are measured at fair value on a recurring or non-recurring basis on its Statements of Condition at </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">. The Bank measures certain mortgage loans held for portfolio at fair value due to recognition of a credit loss. Real estate owned is measured using fair value when the assets' fair value less costs to sell is lower than the carrying amount.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="21" rowspan="1"></td></tr><tr><td width="43%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="19" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 2</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 3</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Netting Adjustment</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Recurring fair value measurements - Assets</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Trading securities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">364,737</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">364,737</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mutual funds</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,239</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,239</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total trading securities</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">5,239</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">364,737</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">369,976</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS securities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,027,847</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,027,847</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">90,085</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">90,085</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;text-indent:-12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> Mutual funds</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">298,725</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">298,725</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,667,334</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">2,667,334</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> GSE multifamily MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">854,224</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">854,224</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> Private label MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">907,925</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">907,925</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">HELOCs</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">10,471</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">10,471</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">1,998</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">6,938,215</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">918,396</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">7,858,609</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative assets:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest rate related</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">121,808</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(58,133</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">63,675</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mortgage delivery commitments</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">477</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">477</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total derivative assets</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">122,285</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(58,133</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">64,152</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total recurring assets at fair value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">7,237</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">7,425,237</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">918,396</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(58,133</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">8,292,737</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Recurring fair value measurements - Liabilities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative liabilities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest rate related</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">384,524</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(321,149</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total recurring liabilities at fair value </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">384,524</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(321,149</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:top;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Non-recurring fair value measurements - Assets</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Impaired mortgage loans held for portfolio </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(3)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">27,970</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">27,970</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Real estate owned </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(3)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">4,695</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">4,695</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total non-recurring assets at fair value </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">32,665</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:top;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">32,665</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="21" rowspan="1"></td></tr><tr><td width="43%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="19" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 2</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Level 3</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Netting Adjustment</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Recurring fair value measurements - Assets</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Trading securities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">276,295</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">276,295</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mutual funds</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,721</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,721</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total trading securities</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">4,721</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">276,295</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">281,016</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS securities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,233,703</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">3,233,703</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">   State or local agency obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">98,984</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">98,984</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> Mutual funds</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">329,379</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">329,379</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,882,162</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,882,162</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> GSE multifamily MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">879,827</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">879,827</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Private label MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">971,083</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">971,083</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">HELOCs</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">11,699</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">11,699</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,998</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">7,424,055</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">982,782</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">8,408,835</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative assets:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:28px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:0px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest rate related</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">111,338</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(75,555</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">35,783</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:28px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:0px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Mortgage delivery commitments</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">434</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">434</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total derivative assets</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">111,772</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(75,555</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">36,217</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total recurring assets at fair value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,719</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">7,812,122</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">982,782</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(75,555</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">8,726,068</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Recurring fair value measurements - Liabilities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Derivative liabilities:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:28px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:0px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Interest rate related</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">467,685</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(408,721</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">58,964</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total recurring liabilities at fair value </font><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">467,685</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(408,721</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">58,964</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.</font></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font><font style="font-family:inherit;font-size:9pt;"> Derivative liabilities represent the total liabilities at fair value.</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(3)</sup></font><font style="font-family:inherit;font-size:9pt;"> These amounts were immaterial for the year ended December 31, 2014. The estimated fair values of impaired mortgage loans held for portfolio and real estate owned are determined based on values provided by a third party's retail-based AVM. The Bank adjusts the AVM value downward based on the amount it has historically received on liquidation.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:justify;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">There were no transfers between Levels 1 or 2 during the first six months of 2015 or 2014.</font></div><div style="line-height:120%;text-align:justify;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Level 3 Disclosures for all Assets and Liabilities That Are Measured at Fair Value on a Recurring Basis. </font><font style="font-family:inherit;font-size:10pt;">The following table presents a reconciliation of all assets and liabilities that are measured at fair value on the Statement of Condition using significant unobservable inputs (Level 3) for the </font><font style="font-family:inherit;font-size:10pt;">six months ended June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and 2014. For instruments carried at fair value, the Bank reviews the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in/out at fair value in the quarter in which the changes occur, and transfers are reported as of the beginning of the period. During the first six months of 2015, the Bank transferred one private label MBS from its HTM portfolio to its AFS portfolio, in the period in which the OTTI charge was recorded. There were no Level 3 transfers during the first six months of 2014.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="48%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="23%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="23%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS Private</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Label MBS-Residential</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Six Months Ended</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS Private</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Label MBS- HELOCs</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Six Months Ended</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Balance at January 1</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">971,083</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">11,699</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total gains (losses) (realized/unrealized) included in:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accretion of credit losses in interest income</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">9,512</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">734</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net unrealized gains on AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">42</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net change in fair value on OTTI AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(1,157</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Unrealized gains (losses) on OTTI AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(7,555</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(462</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Purchases, issuances, sales, and settlements:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:20px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Settlements</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(67,368</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">(1,499</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Transfer of OTTI securities from HTM to AFS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">3,368</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Balance at June 30</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">907,925</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">10,471</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total amount of gains for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">9,512</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-weight:bold;">734</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="48%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="23%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="23%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS Private</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Label MBS-Residential</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Six Months Ended</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">June 30, 2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">AFS Private</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Label MBS- HELOCs</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Six Months Ended</font></div><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">June 30, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Balance at January 1</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,123,624</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">14,428</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total gains (losses) (realized/unrealized) included in:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Accretion of credit losses in interest income</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,087</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">663</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net unrealized (losses) on AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(60</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net change in fair value on OTTI AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">2,932</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">40</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Unrealized gains (losses) on OTTI AFS in OCI</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">15,967</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">54</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Purchases, issuances, sales, and settlements:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:20px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Settlements</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(90,601</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(1,869</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Balance at June 30</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">1,057,949</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">13,316</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total amount of gains for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at June 30, 2014</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">6,087</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">663</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Fair Value Hierarchy. </font><font style="font-family:inherit;font-size:10pt;">The fair value hierarchy is used to prioritize the inputs used to measure fair value for those assets and liabilities carried at fair value on the Statement of Condition. The inputs are evaluated and an overall level for the fair value measurement is determined. This overall level is an indication of the market observability of the fair value measurement for the asset or liability. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The fair value hierarchy prioritizes the inputs used to measure fair value into three broad levels:</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;padding-left:30px;text-indent:48px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Level 1 Inputs</font><font style="font-family:inherit;font-size:10pt;"> - Quoted prices (unadjusted) for identical assets or liabilities in an active market that the reporting entity can access on the measurement date. </font></div><div style="line-height:120%;text-align:left;padding-left:30px;text-indent:-20px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;padding-left:30px;text-indent:48px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Level 2 Inputs</font><font style="font-family:inherit;font-size:10pt;"> - Inputs other than quoted prices within Level 1 that are observable inputs for the asset or liability, either directly or indirectly. If the asset or liability has a specified (contractual) term, a Level 2 input must be observable for substantially the full term of the asset or liability. Level 2 inputs include the following: (1) quoted prices for similar assets or liabilities in active markets; (2) quoted prices for identical or similar assets or liabilities in markets that are not active or in which little information is released publicly; (3) inputs other than quoted prices that are observable for the asset or liability (e.g., interest rates and yield curves that are observable at commonly quoted intervals, and implied volatilities); and (4) inputs that are derived principally from or corroborated by observable market data by correlation or other means.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;padding-left:30px;text-indent:48px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Level 3 Inputs</font><font style="font-family:inherit;font-size:10pt;"> - Unobservable inputs for the asset or liability.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank reviews its fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation inputs may result in a reclassification of certain assets or liabilities. These reclassifications are reported as transfers in/out as of the beginning of the quarter in which the changes occur.</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Mutual Funds Offsetting Deferred Compensation and Employee Benefit Plan Obligations.</font><font style="font-family:inherit;font-size:10pt;"> Fair values for publicly traded mutual funds are based on quoted market prices.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Advances.</font><font style="font-family:inherit;font-size:10pt;"> The Bank determines the fair value by calculating the present value of expected future cash flows from the advances. The discount rates used in these calculations are equivalent to the replacement advance rates for advances with similar terms. The inputs used to determine fair value of advances are the LIBOR curve, a volatility assumption for advances with optionality, and a spread adjustment.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Mortgage Loans Held For Portfolio.</font><font style="font-family:inherit;font-size:10pt;"> The fair value is determined based on quoted market prices for new MBS issued by U.S. GSEs. Prices are then adjusted for differences in coupon, seasoning and credit quality between the Bank’s mortgage loans and the referenced MBS. The prices of the referenced MBS are highly dependent upon the underlying prepayment assumptions priced in the secondary market. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Accrued Interest Receivable and Payable.</font><font style="font-family:inherit;font-size:10pt;"> The fair values approximate the carrying values.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Derivative Assets/Liabilities.</font><font style="font-family:inherit;font-size:10pt;"> The Bank bases the fair values of derivatives with similar terms on market prices, when available. However, market prices do not exist for many types of derivative instruments. Consequently, fair values for these instruments are estimated using standard valuation techniques such as discounted cash flow analysis and comparisons to similar instruments. Estimates developed using these methods are highly subjective and require judgment regarding significant matters such as the amount and timing of future cash flows, volatility of interest rates and the selection of discount rates that appropriately reflect market and credit risks. </font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank is subject to credit risk on bilateral derivatives transactions due to the potential nonperformance by the derivatives counterparties. To mitigate this risk, the Bank has entered into netting arrangements for its bilateral derivative transactions. In addition, the Bank has entered into bilateral security agreements with all active derivatives counterparties that provide for delivery of collateral at specified levels tied to those counterparties’ credit ratings to limit the Bank’s net unsecured credit exposure to these counterparties. For cleared derivatives, the Bank's credit risk exposure is mitigated because a central counterparty is substituted for individual counterparties and collateral is posted daily for changes in the value of cleared derivatives. The Bank has evaluated the potential for the fair value of the instruments to be affected by counterparty credit risk and has determined that no adjustments were significant or necessary to the overall fair value measurements.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The fair values of the Bank’s derivative assets and liabilities include accrued interest receivable/payable and cash collateral remitted to/received from counterparties. The estimated fair values of the accrued interest receivable/payable and cash collateral approximate their carrying values due to their short-term nature. The fair values of derivatives are netted by clearing agent and/or by counterparty pursuant to the provisions of each of the Bank’s netting agreements. If these netted amounts are positive, they are classified as an asset; if negative, a liability.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The discounted cash flow analysis used to determine the fair value of derivative instruments utilizes market-observable inputs (inputs that are actively quoted and can be validated to external sources). Inputs by class of derivative are as follows:</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;">Interest-rate related:</font></div><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman; font-size:10pt;"><tr><td style="width:48px;" rowspan="1" colspan="1"></td><td rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:top" rowspan="1" colspan="1"><div style="line-height:120%;font-size:10pt;padding-left:24px;"><font style="font-family:inherit;font-size:10pt;">•</font></div></td><td style="vertical-align:top;" rowspan="1" colspan="1"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Discount rate assumption. Overnight Index Swap (OIS) curve.</font></div></td></tr></table><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman; font-size:10pt;"><tr><td style="width:48px;" rowspan="1" colspan="1"></td><td rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:top" rowspan="1" colspan="1"><div style="line-height:120%;font-size:10pt;padding-left:24px;"><font style="font-family:inherit;font-size:10pt;">•</font></div></td><td style="vertical-align:top;" rowspan="1" colspan="1"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Forward interest rate assumption. LIBOR Swap Curve. </font></div></td></tr></table><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman; font-size:10pt;"><tr><td style="width:48px;" rowspan="1" colspan="1"></td><td rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:top" rowspan="1" colspan="1"><div style="line-height:120%;font-size:10pt;padding-left:24px;"><font style="font-family:inherit;font-size:10pt;">•</font></div></td><td style="vertical-align:top;" rowspan="1" colspan="1"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Volatility assumption. Market-based expectations of future interest rate volatility implied from current market prices for similar options.</font></div></td></tr></table><div style="line-height:120%;padding-left:4px;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;">Mortgage delivery commitments:</font></div><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman; font-size:10pt;"><tr><td style="width:48px;" rowspan="1" colspan="1"></td><td rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:top" rowspan="1" colspan="1"><div style="line-height:120%;font-size:10pt;padding-left:24px;"><font style="font-family:inherit;font-size:10pt;">•</font></div></td><td style="vertical-align:top;" rowspan="1" colspan="1"><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">To Be Announced (TBA) securities prices. Market-based prices of TBAs are determined by coupon class and expected term until settlement.</font></div></td></tr></table><div style="line-height:120%;padding-left:4px;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">BOB Loans. </font><font style="font-family:inherit;font-size:10pt;">The fair value approximates the carrying value.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Deposits. </font><font style="font-family:inherit;font-size:10pt;">The Bank determines the fair value by calculating the present value of expected future cash flows from the deposits. The discount rates used in these calculations are the cost of deposits with similar terms.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Consolidated Obligations.</font><font style="font-family:inherit;font-size:10pt;"> The Bank’s internal valuation model determines fair values of consolidated obligations bonds and discount notes by calculating the present value of expected cash flows using market-based yield curves. The inputs used to determine fair value of consolidated obligations are a CO curve and a LIBOR swap curve, a volatility assumption for consolidated obligations with optionality, and a spread adjustment. The OF constructs an internal curve, referred to as the CO curve, using the U.S. Treasury curve as a base curve that is then adjusted by adding indicative spreads obtained from market observable sources. These market indications are generally derived from pricing indications from dealers, historical pricing relationships, recent GSE trades and secondary market activity.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Mandatorily Redeemable Capital Stock.</font><font style="font-family:inherit;font-size:10pt;"> The fair value of capital stock subject to mandatory redemption is generally its par value plus estimated dividends at the time of reclassification and any subsequently estimated dividend. FHLBank stock is not traded and no market mechanism exists for the exchange of stock outside the FHLBank System's cooperative structure.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Commitments.</font><font style="font-family:inherit;font-size:10pt;"> For fixed-rate loan commitments, fair value considers the difference between current levels of interest rates and the committed rates. The Bank issues standby letters of credit for a fee. The unamortized fee is the letter of credit's carrying value and represents its fair value. The fair value of the Bank's commitments to extend credit for advances and letters of credit was immaterial at </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Subjectivity of Estimates.</font><font style="font-family:inherit;font-size:10pt;"> Estimates of the fair value of financial assets and liabilities using the methods described above are highly subjective and require judgments regarding significant matters such as the amount and timing of future cash flows, prepayment speed assumptions, expected interest rate volatility, possible distributions of future interest rates used to value options, and the selection of discount rates that appropriately reflect market and credit risks. The use of different assumptions could have a material effect on the fair value estimates. These estimates are susceptible to material near term changes because they are made as of a specific point in time.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;"></font></div></div><div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">To value MBS holdings, the Bank obtains prices from </font><font style="font-family:inherit;font-size:10pt;">four</font><font style="font-family:inherit;font-size:10pt;"> designated third-party pricing vendors, when available. The pricing vendors use various proprietary models to price MBS. The inputs to those models are derived from various sources including, but not limited to: benchmark yields, reported trades, dealer estimates, issuer spreads, benchmark securities, bids, offers and other market-related data. Since many MBS do not trade on a daily basis, the pricing vendors use available information such as benchmark curves, benchmarking of like securities, sector groupings and matrix pricing to determine the prices for individual securities, as applicable. Each pricing vendor has an established challenge process in place for all MBS valuations, which facilitates resolution of potentially erroneous prices identified by the Bank. </font></div></div><div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank's valuation technique first requires the establishment of a median price for each security. All prices that are within a specified tolerance threshold of the median price are included in the cluster of prices that are averaged to compute a default price. Prices that are outside the threshold (outliers) are subject to further analysis (including, but not limited to, comparison to prices provided by an additional third-party valuation service, prices for similar securities, and/or non-binding dealer estimates) to determine if an outlier is a better estimate of fair value. If an outlier (or some other price identified in the analysis) is determined to be a better estimate of fair value, then the outlier (or the other price as appropriate) is used as the final price rather than the default price. If, on the other hand, the analysis confirms that an outlier (or outliers) is (are) in fact not representative of fair value and the default price is the best estimate, then the default price is used as the final price. In all cases, the final price is used to determine the fair value of the security. If all prices received for a security are outside the tolerance threshold level of the median price, then there is no default price, and the final price is determined by an evaluation of all outlier prices as described above.</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> For instruments carried at fair value, the Bank reviews the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in/out at fair value in the quarter in which the changes occur, and transfers are reported as of the beginning of the period.</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table summarizes advances by (i) year of contractual maturity or next call date and (ii) year of contractual maturity or next convertible date as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="16" rowspan="1"></td></tr><tr><td width="25%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="16%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="16%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="16%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="16%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Year of Contractual Maturity or</font></div><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Next Call Date</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Year of Contractual Maturity or Next Convertible Date</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-left:1px solid #000000;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in 1 year or less</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">32,541,091</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">29,380,685</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">31,814,591</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">31,164,685</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 1 year through 2 years</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12,957,326</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,754,473</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12,852,326</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,846,973</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 2 years through 3 years</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">15,228,328</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">12,764,348</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">16,150,328</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">12,179,348</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 3 years through 4 years</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,733,157</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">9,361,638</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,668,157</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">9,095,638</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 4 years through 5 years</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,757,817</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,373,989</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,752,317</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,368,489</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Thereafter</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,041,675</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">490,823</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,021,675</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">470,823</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total par value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">71,259,394</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">63,125,956</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">71,259,394</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">63,125,956</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div><div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table details interest rate payment terms for advances as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="55%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="21%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fixed-rate – overnight</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,118,227</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,012,230</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fixed-rate – term:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in 1 year or less</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">20,920,768</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">20,740,508</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Thereafter</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,493,573</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">9,116,344</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:28px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total fixed-rate</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">33,532,568</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">31,869,082</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Variable-rate:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in 1 year or less</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,252,096</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,627,947</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Thereafter</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">30,474,730</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">24,628,927</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:28px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total variable-rate</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">37,726,826</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">31,256,874</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total par value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">71,259,394</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">63,125,956</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div><div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table details the Bank’s advances portfolio by year of contractual maturity as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="15" rowspan="1"></td></tr><tr><td width="42%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="13%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(dollars in thousands)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Year of Contractual Maturity</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amount</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Weighted Average Interest Rate</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amount</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Weighted Average Interest Rate</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in 1 year or less</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">30,291,091</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">0.51</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">29,380,685</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">0.42</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 1 year through 2 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">13,807,326</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">0.89</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,754,473</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1.22</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 2 years through 3 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">16,628,328</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">0.93</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">12,764,348</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1.14</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 3 years through 4 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,733,157</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">0.90</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">9,361,638</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">0.82</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 4 years through 5 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,757,817</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">0.89</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,373,989</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">0.84</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Thereafter</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,041,675</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2.63</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">490,823</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2.77</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total par value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">71,259,394</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">0.76</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">63,125,956</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">0.76</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Discount on AHP advances</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(39</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(66</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Deferred prepayment fees</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(6,581</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(8,600</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Hedging adjustments</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">236,378</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">291,065</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total book value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">71,489,152</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">63,408,355</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Mortgage</font><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Loans</font><font style="font-family:inherit;font-size:10pt;"> </font><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">- Government-Guaranteed or Insured. </font><font style="font-family:inherit;font-size:10pt;">The Bank invests in government-guaranteed or insured fixed-rate mortgage loans secured by one-to-four family residential properties. Government-guaranteed mortgage loans are those insured or guaranteed by the Federal Housing Administration (FHA), Department of Veterans Affairs (VA), the Rural Housing Service (RHS) of the Department of Agriculture and/or by Housing and Urban Development (HUD). Any losses from such loans are expected to be recovered from those entities. If not, losses from such loans must be contractually absorbed by the servicers. Therefore, there is no allowance for credit losses on government-guaranteed or insured mortgage loans. </font></div><div style="line-height:120%;text-align:left;text-indent:14px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Mortgage Loans - Conventional MPF. </font><font style="font-family:inherit;font-size:10pt;">The allowances for conventional loans are determined by analyses that include consideration of various data observations such as past performance, current performance, loan portfolio characteristics, collateral-related characteristics, industry data, and prevailing economic conditions. The measurement of the allowance for credit losses includes: (1) reviewing all residential mortgage loans at the individual master commitment level; (2) reviewing specifically identified collateral-dependent loans for impairment; and/or (3) reviewing homogeneous pools of residential mortgage loans. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank’s allowance for credit losses takes into consideration the CE associated with conventional mortgage loans under the MPF Program. Specifically, the determination of the allowance generally considers expected Primary Mortgage Insurance (PMI), Supplemental Mortgage Insurance (SMI), and other CE amounts. Any incurred losses that are expected to be recovered from the CE reduce the Bank’s allowance for credit losses. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">For conventional MPF loans, credit losses that are not fully covered by PMI are allocated to the Bank up to an agreed upon amount, referred to as the first loss account (FLA). The FLA functions as a tracking mechanism for determining the point after which the PFI is required to cover losses. The Bank pays the PFI a fee, a portion of which may be based on the credit performance of the mortgage loans, in exchange for absorbing the second layer of losses up to an agreed-upon CE amount. The CE amount may be a direct obligation of the PFI and/or an SMI policy paid for by the PFI, and may include performance-based fees which can be withheld to cover losses allocated to the Bank (referred to as recaptured CE fees). The PFI is required to pledge collateral to secure any portion of its CE amount that is a direct obligation. A receivable which is assessed for collectability is generally established for losses expected to be recovered by withholding CE fees. Estimated losses exceeding the CE, if any, are incurred by the Bank. </font></div></div><div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank has established an allowance methodology for each of the Bank’s portfolio segments: credit products, government-guaranteed or insured mortgage loans held for portfolio, conventional MPF loans held for portfolio, and BOB loans. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Credit Products</font><font style="font-family:inherit;font-size:10pt;font-style:italic;">.</font><font style="font-family:inherit;font-size:10pt;"> The Bank manages its total credit exposure (TCE), which includes advances, letters of credit, advance commitments, and other credit product exposure, through an integrated approach. This generally provides for a credit limit to be established for each borrower, includes an ongoing review of each borrower’s financial condition and is coupled with collateral and lending policies to limit risk of loss while balancing each borrower's need for a reliable source of funding. In addition, the Bank lends to its members in accordance with the</font><font style="font-family:inherit;font-size:10pt;"> </font><font style="font-family:inherit;font-size:10pt;background-color:#ffffff;">FHLBank</font><font style="font-family:inherit;font-size:10pt;"> </font><font style="font-family:inherit;font-size:10pt;">Act and Finance Agency regulations. Specifically, the FHLBank Act requires the Bank to obtain collateral to fully secure credit products. The estimated value of the collateral required to secure each member’s credit products is calculated by applying collateral weightings, or haircuts, to the value of the collateral. The Bank accepts cash, certain investment securities, residential mortgage loans, deposits, and other real estate related assets as collateral. In addition, Community Financial Institutions (CFIs) are eligible to utilize expanded statutory collateral provisions for small business, agriculture, and community development loans. The Bank’s capital stock owned by the borrowing member is pledged as secondary collateral. Collateral arrangements may vary depending upon borrower credit quality, financial condition and performance, borrowing capacity, and overall credit exposure to the borrower. The Bank can require additional or substitute collateral to help ensure that credit products continue to be secured by adequate collateral. Management of the Bank believes that these policies effectively manage the Bank’s respective credit risk from credit products. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Based upon the financial condition of the member, the Bank either allows a member to retain physical possession of the collateral assigned to the Bank or requires the member to specifically deliver physical possession or control of the collateral to the Bank or its custodians. However, notwithstanding financial condition, the Bank always takes possession or control of securities used as collateral if they are used for maximum borrowing capacity (MBC) or to secure advances. The Bank perfects its security interest in all pledged collateral. The FHLBank Act affords any security interest granted to the Bank by a member (or an affiliate of a member) priority over the claims or rights of any other party except for claims or rights of a third party that would be entitled to priority under otherwise applicable law and are held by a bona fide purchaser for value or by a secured party holding a prior perfected security interest. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Using a risk-based approach, the Bank considers the payment status, collateral types and concentration levels, and borrower’s financial condition to be indicators of credit quality on its credit products. At </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;">, the Bank had rights to collateral on a member-by-member basis with a value in excess of its outstanding extensions of credit. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Bank continues to evaluate and, as necessary, make changes to its collateral guidelines based on current market conditions. At </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;">, the Bank did not have any credit products that were past due, on nonaccrual status, or considered impaired. In addition, the Bank did not have any credit products considered to be troubled debt restructurings (TDRs).</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Based upon the collateral held as security, its credit extension policies, collateral policies, management’s credit analysis and the repayment history on credit products, the Bank has not incurred any credit losses on credit products since inception. Accordingly, the Bank has not recorded any allowance for credit losses for these products. Additionally, at </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">, the Bank has not recorded any allowance for credit losses for off-balance sheet credit products.</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents net gains (losses) on trading securities for the </font><font style="font-family:inherit;font-size:10pt;">second quarter</font><font style="font-family:inherit;font-size:10pt;"> and the first six months of </font><font style="font-family:inherit;font-size:10pt;">2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="14" rowspan="1"></td></tr><tr><td width="49%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30,</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30,</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net unrealized gains (losses) on trading securities held at period-end</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(10,133</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,789</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,356</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">16,495</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net realized gains on securities sold/matured during the period</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">86</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net gains (losses) on trading securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(10,133</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,789</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,356</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">16,581</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following tables present HTM securities as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:99.8046875%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="40%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="15" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Holding Gains</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Holding Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE securities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,456</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">157</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,613</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">175,722</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">808</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(13,860</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">162,670</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">187,178</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">965</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(13,860</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">174,283</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">973,944</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,422</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">980,365</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">348,533</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,025</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(51</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">354,507</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">770,107</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">40,164</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">810,271</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">589,430</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,050</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,805</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">586,675</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,682,014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">55,661</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,857</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,731,818</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total HTM securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,869,192</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">56,626</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(19,717</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,906,101</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:99.8046875%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="40%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="15" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Holding Gains</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Holding Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE securities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,041</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">382</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,423</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">184,412</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,314</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(15,445</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">170,281</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">197,453</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,696</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(15,445</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">183,704</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,122,537</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,604</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,131,141</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">417,217</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,226</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(118</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">424,325</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">818,037</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">43,431</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">861,468</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">691,544</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,506</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(9,141</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">685,909</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,049,335</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">62,767</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(9,259</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,102,843</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total HTM securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,246,788</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">64,463</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(24,704</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,286,547</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><br clear="none"/></font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The table below presents the average recorded investment of individually impaired loans and related interest income recognized. The Bank included the individually impaired loans as of the date on which they became impaired. </font></div><div style="line-height:120%;text-align:center;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;margin-left:auto;margin-right:auto;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="29%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="14%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="15%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="15%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="15%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30, 2015</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Average Recorded Investment</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest Income Recognized</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Average Recorded Investment</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest Income Recognized</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conventional MPF loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">64,133</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">457</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">77,444</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">360</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:20px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:20px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="overflow:hidden;height:20px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:20px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="overflow:hidden;height:20px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:20px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="overflow:hidden;height:20px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:20px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="overflow:hidden;height:20px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30, 2015</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Average Recorded Investment</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest Income Recognized</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Average Recorded Investment</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest Income Recognized</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conventional MPF loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">64,028</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">880</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">78,719</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">682</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;"></font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Redemption Terms.</font><font style="font-family:inherit;font-size:10pt;"> The amortized cost and fair value of AFS securities by contractual maturity as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;"> are presented below. Expected maturities of some securities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:99.8046875%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="40%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Year of Maturity</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in one year or less</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">195,992</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">195,972</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">301,985</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">302,087</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after one year through five years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,647,989</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,648,029</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,058,695</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,054,517</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after five years through ten years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">683,528</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">699,385</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">662,805</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">676,064</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in more than ten years</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">579,182</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">576,544</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">298,667</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">302,017</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">AFS securities excluding MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,106,691</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,119,930</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,322,152</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,334,685</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,637,475</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,738,679</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,959,772</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5,074,150</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,744,166</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,858,609</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,281,924</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,408,835</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Redemption Terms.</font><font style="font-family:inherit;font-size:10pt;"> The amortized cost and fair value of HTM securities by contractual maturity as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;"> are presented below. Expected maturities of some securities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="40%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Year of Maturity</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortized Cost</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in one year or less</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,456</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,613</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,042</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,423</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after one year through five years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,415</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,361</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after five years through ten years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">60,197</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">58,773</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">21,807</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">22,263</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after ten years</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">115,525</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">103,897</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">159,189</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">144,657</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">HTM securities excluding MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">187,178</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">174,283</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">197,453</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">183,704</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,682,014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,731,818</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,049,335</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,102,843</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total HTM securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,869,192</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,906,101</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,246,788</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,286,547</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;">Collectively Evaluated Mortgage Loans.</font><font style="font-family:inherit;font-size:10pt;"> The Bank collectively evaluates the homogeneous mortgage loan portfolio for impairment. The allowance for credit loss methodology for mortgage loans considers loan pool specific attribute data, applies loss severities and incorporates the CEs of the MPF Program and PMI. The probability of default and loss given default are based on the actual 12-month historical performance of the Bank’s mortgage loans. Actual probability of default was determined by applying migration analysis to categories of mortgage loans (current, 30 days past due, 60 days past due, and 90 days past due). Actual loss given default was determined based on realized losses incurred on the sale of mortgage loan collateral over the previous 12 months. Given the credit deterioration experienced by PMI companies, estimated future claim payments from these companies have been reduced and factored into estimated loan losses. The resulting estimated losses are reduced by the CEs the Bank expects to be eligible to receive. The CEs are contractually set and calculated by a master commitment agreement between the Bank and the PFI. Losses in excess of the CEs are incurred by the Bank. </font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;">Individually Evaluated Mortgage Loans. </font><font style="font-family:inherit;font-size:10pt;">The Bank evaluates certain conventional mortgage loans for impairment individually</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table shows the amount of mandatorily redeemable capital stock by contractual year of redemption at </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="57%" rowspan="1" colspan="1"></td><td width="2%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in 1 year or less</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 1 year through 2 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 2 years through 3 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 3 years through 4 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">562</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 4 years through 5 years</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">586</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">562</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">586</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:justify;font-size:12pt;"><font style="font-family:inherit;font-size:12pt;font-weight:bold;">Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Framework for Adversely Classifying Loans, Other Real Estate Owned, and Other Assets and Listing Assets for Special Mention.</font><font style="font-family:inherit;font-size:10pt;"> In April 2012, the Finance Agency issued Advisory Bulletin 2012-02, Framework for Adversely Classifying Loans, Other Real Estate Owned, and Other Assets and Listing Assets for Special Mention (AB 2012-02 or Advisory Bulletin), which is applicable to Fannie Mae, Freddie Mac and the FHLBanks. The Advisory Bulletin establishes guidelines for adverse classification of various assets, primarily MPF loans at the Bank. Among other requirements, this Advisory Bulletin requires that the Bank classify the portion of an outstanding single-family loan balance in excess of the fair value of the underlying property, less costs to sell and adjusted for any credit enhancements, as a “loss” no later than when the loan becomes 180 days delinquent, except in certain specified circumstances (such as those involving properly secured loans with an LTV ratio equal to or less than 60%). The Bank implemented these classification provisions effective January 1, 2014. During the first quarter 2014, the Bank incorporated estimates of fair values on loans as applicable under the Advisory Bulletin in its calculation of the required “loss” on MPF loans. This change in the Bank's accounting estimate resulted in an immaterial benefit to the Bank's Allowance for Loan Losses at March 31, 2014. See Note 8 - Allowance for Credit Losses for more information.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The Advisory Bulletin also requires the Bank to charge-off the portion of the loan classified as a “loss.” The Advisory Bulletin specifies that, if the Bank subsequently receives full or partial payment of a previously charged-off loan, it may report a recovery of the amount charged-off either through loss reserves or as a reduction in foreclosed property expenses. As required, the Bank adopted the charge-off provisions of the Advisory Bulletin on January 1, 2015. Upon adoption of the charge-off provisions, the Bank’s allowance for loan losses on the impacted loans was eliminated and the corresponding recorded investment in the loans was reduced by the amount charged-off, unless it is expected to be recovered through credit enhancement (CE), for which the Bank recognizes a CE fee receivable. The amount of losses realized on the Bank's loan portfolio will ultimately be the same under the Advisory Bulletin as under the Bank's past accounting practices. However, the timing of when the Bank recognizes those losses in its financial statements will differ. The adoption of the charge-off provisions of the Advisory Bulletin did not have a material impact on the Bank’s financial condition or results of operations.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure.</font><font style="font-family:inherit;font-size:10pt;"> In January 2014, the FASB issued guidance clarifying when a loan should be de-recognized and the related real estate property recognized. This guidance allows the Bank to recognize properties as real estate owned once the borrower has voluntarily conveyed its interest in the property to the Bank through a deed in lieu of foreclosure or similar agreement. This guidance was effective for the Bank beginning January 1, 2015 and did not impact the Bank's financial condition or results of operations.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Revenue from Contracts with Customers.</font><font style="font-family:inherit;font-size:10pt;"> In May 2014, the FASB issued revised guidance for revenue recognition. This guidance will increase comparability across industries by providing a single, comprehensive revenue recognition model for all contracts with customers. The guidance will require recognition of revenue to reflect the economics of the transaction and will require expanded disclosures regarding revenue recognition. This guidance, which will be effective for the Bank beginning January 1, 2018, is not expected to materially impact the Bank's financial condition or results of operations.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosur</font><font style="font-family:inherit;font-size:10pt;font-weight:bold;">es.</font><font style="font-family:inherit;font-size:10pt;font-style:italic;"> </font><font style="font-family:inherit;font-size:10pt;">In June 2014, the FASB issued guidance amending the accounting for certain repurchase agreements, including repurchase-to-maturity transactions and repurchase financing transactions. This guidance was effective for the Bank beginning January 1, 2015 and did not have a material impact on the Bank's financial condition or results of operations. The guidance requires expanded disclosures for transactions accounted for as secured borrowings and sales beginning April 1, 2015, which did not impact the Bank's financial statements. </font></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Classification of Certain Government Insured Residential Mortgage Loans upon Foreclosure. </font><font style="font-family:inherit;font-size:10pt;">In August 2014, the FASB issued guidance to limit diversity in practice for classification of certain mortgage loans backed by a government guarantee upon foreclosure. Upon foreclosure, the mortgage loan should be de-recognized and a separate other receivable recognized for the amount of the loan balance expected to be recovered from the guarantor. This guidance was effective for the Bank beginning January 1, 2015 and did not impact the Bank's financial condition or results of operations.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Going Concern</font><font style="font-family:inherit;font-size:10pt;font-weight:bold;">.</font><font style="font-family:inherit;font-size:10pt;"> In August 2014, the FASB issued guidance which requires all entities to perform an interim and annual assessment of their ability to continue as a going concern for one year from the date of issuance of their respective financial statements. The guidance also requires disclosures if there is “substantial doubt” of the entity’s ability to continue as a going concern. The Bank's initial quarterly assessment will be required to be completed on its December 31, 2016 financial statements.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Extraordinary Items.</font><font style="font-family:inherit;font-size:10pt;"> In January 2015, the FASB issued guidance which eliminates the concept of extraordinary items. As a result, preparers and auditors no longer need to determine whether an event is extraordinary. However, the guidance continues to require separate presentation on the Statement of Income for items that are both unusual and infrequent. This guidance is effective for the Bank beginning January 1, 2016 and will not impact the Bank’s results of operations.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Consolidation.</font><font style="font-family:inherit;font-size:10pt;"> In February 2015, the FASB issued amendments to its existing consolidation guidance which may impact the Bank’s evaluation of which entities are considered to be Variable Interest Entities (VIEs) and if the Bank is required to consolidate a VIE. This guidance is effective for the Bank beginning January 1, 2016 and will not impact the Bank's financial condition.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Simplifying the Presentation of Debt Issuance Costs.</font><font style="font-family:inherit;font-size:10pt;"> In April 2015, the FASB issued guidance which requires the Bank to present debt issuance costs as a direct deduction from the related debt on the statement of condition, consistent with debt discounts. This guidance is effective for the Bank beginning January 1, 2016 and will be applied retrospectively. This guidance will result in a reclassification of debt issuance costs from Other Assets to Consolidated Obligations in the Bank's Statement of Condition, which is not expected to be material.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Cloud Computing Arrangements.</font><font style="font-family:inherit;font-size:10pt;"> In April 2015, the FASB issued guidance which clarifies circumstances under which a cloud computing arrangement should be accounted for as a license of internal-use software as opposed to a service contract. The Bank is currently evaluating the impact of this guidance, which is effective for the Bank beginning January 1, 2016 and may be applied prospectively. </font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Technical Corrections and Improvements.</font><font style="font-family:inherit;font-size:10pt;"> In June 2015, the FASB issued guidance which makes targeted improvements to several areas of its Accounting Standards Codification, including clarification of its guidance for disclosures of recurring and non-recurring fair value measurements. This guidance was effective for the Bank upon issuance and resulted in additional disclosure in Note 13 - Estimated Fair Values for non-recurring fair value measurements for the six months ended June 30, 2015. These amounts were immaterial for the year ended December 31, 2014. This guidance did not impact the Bank's Statement of Condition.</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;"></font><font style="font-family:inherit;font-size:10pt;">The Bank presents derivative instruments, related cash collateral, including initial and variation margin, received or pledged and associated accrued interest on a net basis by clearing agent and/or by counterparty when it has met the netting requirements. The following tables present separately the fair value of derivative instruments meeting or not meeting netting requirements, including the related collateral received from or pledged to counterparties.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="58%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="8" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivative Assets</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivative instruments meeting netting requirements:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross recognized amount:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">         Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">67,039</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">102,570</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">      Cleared derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">54,769</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,768</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> Total gross recognized amount</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">121,808</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">111,338</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;text-indent:0px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross amounts of netting adjustments and cash collateral:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">          Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(65,288</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(96,286</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">       Cleared derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,155</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">20,731</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">  Total gross amounts of netting adjustments and cash collateral</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(58,133</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(75,555</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net amounts after netting adjustments:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">         Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,751</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,284</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">       Cleared derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">61,924</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">29,499</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:18px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> Total net amounts after netting adjustments</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">63,675</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">35,783</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="padding-left:12px;text-indent:0px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> Derivative instruments not meeting netting requirements: </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">     Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">477</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">434</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">     Cleared derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">     Derivative instruments not meeting netting requirements</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">477</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">434</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total derivative assets</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">         Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,228</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,718</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">       Cleared derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">61,924</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">29,499</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total derivative assets as reported in the Statement of Condition</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">64,152</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">36,217</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Non-cash collateral received or pledged not offset:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">  Can be sold or repledged</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">     Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(636</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">     Cleared derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> Non-cash Collateral received or pledged - Can be sold or repledged </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(636</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net unsecured amount:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">     Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,228</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,082</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">     Cleared derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">61,924</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">29,499</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total net unsecured amount</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">64,152</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">35,581</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="58%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="18%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="8" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivative Liabilities</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivative instruments meeting netting requirements:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross recognized amount:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">         Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">223,521</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">283,979</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">      Cleared derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">161,003</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">183,706</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">     Total gross recognized amount</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">384,524</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">467,685</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;text-indent:0px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross amounts of netting adjustments and cash collateral:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">          Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(160,146</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(225,015</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">       Cleared derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(161,003</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(183,706</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;text-indent:0px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">    Total gross amounts of netting adjustments and cash collateral</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(321,149</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(408,721</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net amounts after netting adjustments:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">         Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">58,964</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">       Cleared derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">     Total net amounts after offsetting adjustments</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">58,964</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total derivative liabilities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">          Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">58,964</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">       Cleared derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total derivative liabilities as reported in the Statement of Condition</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">58,964</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net unsecured amount: </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">     Bilateral derivatives</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">58,964</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net unsecured amount</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">58,964</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1) </sup></font><font style="font-family:inherit;font-size:9pt;">Represents derivatives that are not subject to an enforceable netting agreement (e.g., mortgage delivery commitments and certain interest-rate futures or forwards).</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents the rollforward of the amounts related to OTTI credit losses recognized during the life of the security for which a portion of the OTTI charges was recognized in AOCI for the three and </font><font style="font-family:inherit;font-size:10pt;">six months ended June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">2014</font><font style="font-family:inherit;font-size:10pt;">.</font><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="13" rowspan="1"></td></tr><tr><td width="52%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30,</font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30,</font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Beginning balance</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">283,916</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">308,200</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">290,935</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">314,224</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Additions:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:36px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Credit losses for which OTTI was not previously recognized</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">483</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">483</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Reductions:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Securities sold and matured during the period</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt"> (1)</sup></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">112</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">36</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:36px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(7,148</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(5,891</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(14,167</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(11,839</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Ending balance</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">277,251</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">302,421</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">277,251</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">302,421</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes:</font></div><div style="line-height:120%;text-align:left;padding-left:30px;text-indent:-30px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> Represents reductions related to securities sold or having reached final maturity during the period, and therefore are no longer held by the Bank at the end of the period.</font></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><br clear="none"/></font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-style:italic;font-weight:bold;">Credit Quality Indicators.</font><font style="font-family:inherit;font-size:10pt;"> Key credit quality indicators for mortgage and BOB loans include the migration of past due loans, nonaccrual loans, loans in process of foreclosure, and impaired loans.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="47%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="15" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Recorded investment: </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conventional MPF Loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Government-Guaranteed or Insured </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">BOB Loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Past due 30-59 days</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">40,053</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">14,892</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">49</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">54,994</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Past due 60-89 days</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">8,287</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,737</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12,024</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Past due 90 days or more</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">31,671</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5,149</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">36,832</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total past due loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">80,011</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">23,778</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">61</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">103,850</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total current loans</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,721,933</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">249,383</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12,803</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,984,119</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total loans</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,801,944</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">273,161</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12,864</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,087,969</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other delinquency statistics:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">In process of foreclosures, included above </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(2)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">25,734</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,721</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">28,455</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Serious delinquency rate </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(3)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1.1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1.9</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">0.1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1.2</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Past due 90 days or more still accruing interest</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5,149</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5,149</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Loans on nonaccrual status </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(4)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">35,158</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">172</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">35,330</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="47%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="15" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Recorded investment: </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Conventional MPF Loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Government-Guaranteed or Insured </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">BOB Loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Past due 30-59 days</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">50,680</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">19,238</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">124</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">70,042</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Past due 60-89 days</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11,841</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6,034</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">73</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">17,948</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Past due 90 days or more</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">41,983</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,024</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">49,015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total past due loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">104,504</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">32,296</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">205</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">137,005</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total current loans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,753,466</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">256,606</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,313</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,023,385</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total loans</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,857,970</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">288,902</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,518</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,160,390</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other delinquency statistics:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">In process of foreclosures, included above </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(2)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">26,981</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,389</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">29,370</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Serious delinquency rate </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(3)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1.5</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2.4</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">0.1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1.6</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Past due 90 days or more still accruing interest</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,024</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,024</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Loans on nonaccrual status </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(4)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">45,900</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">205</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">46,105</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1) </sup></font><font style="font-family:inherit;font-size:9pt;">The recorded investment in a loan is the unpaid principal balance of the loan, adjusted for charge-offs of estimated losses, accrued interest, net deferred loan fees or costs, unamortized premiums or unaccreted discounts and adjustments for fair value hedges. The recorded investment is not net of any valuation allowance.</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font><font style="font-family:inherit;font-size:9pt;"> Includes loans where the decision of foreclosure or similar alternative such as pursuit of deed-in-lieu has been reported. Loans in process of foreclosure are included in past due or current loans dependent on their delinquency status.</font></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(3)</sup></font><font style="font-family:inherit;font-size:9pt;"> Loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total loan portfolio class.</font></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(4)</sup></font><font style="font-family:inherit;font-size:9pt;"> Generally represents mortgage loans with contractual principal or interest payments 90 days or more past due and not accruing interest.</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"></font><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="24" rowspan="1"></td></tr><tr><td width="33%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net Unrealized Gains(Losses) on AFS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Non-credit OTTI Gains(Losses) on AFS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Non-credit OTTI Gains(Losses) on HTM</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net Unrealized Gains (Losses) on Hedging Activities</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Pension and Post-Retirement Plans</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">March 31, 2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(7,953</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">79,085</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">287</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,069</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">70,350</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other comprehensive income (loss) before</font></div><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">  reclassification:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net unrealized gains </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">30,696</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">16,596</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">47,292</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net change in fair value of OTTI securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">954</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">954</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Reclassifications from OCI to net income:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortization on hedging activities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1)</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Pension and post-retirement</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">40</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">40</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2014</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">22,743</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">96,635</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">286</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,029</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">118,635</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">March 31, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">54,948</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">96,512</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">264</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,668</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">149,056</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other comprehensive income (loss) before</font></div><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">  reclassification:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net unrealized gains (losses)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(24,755</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(9,372</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(34,127</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Noncredit OTTI losses transferred</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,026</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,026</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net change in fair value of OTTI securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,864</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,864</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Reclassifications from OCI to net income:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Noncredit component of OTTI losses</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,026</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,026</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortization on hedging activities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Pension and post-retirement</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">82</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">82</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">30,193</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">84,250</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">260</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,586</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">112,117</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table summarizes the changes in AOCI for the </font><font style="font-family:inherit;font-size:10pt;">six months ended June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and 2014.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="24" rowspan="1"></td></tr><tr><td width="33%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net Unrealized Gains(Losses) on AFS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Non-credit OTTI Gains(Losses) on AFS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Non-credit OTTI Gains(Losses) on HTM</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Net Unrealized Gains (Losses) on Hedging Activities</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Pension and Post-Retirement Plans</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2013</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(32,481</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">77,642</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">287</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,108</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">44,340</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other comprehensive income (loss) before<br clear="none"/> reclassification:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net unrealized gains </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">55,224</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">16,021</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">71,245</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net change in fair value of OTTI securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,972</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,972</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Reclassifications from OCI to net income:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortization on hedging activities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Pension and post-retirement</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">79</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">79</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2014</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">22,743</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">96,635</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">286</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,029</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">118,635</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;height:45px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">32,460</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">94,451</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">272</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,750</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">124,433</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other comprehensive income (loss) before<br clear="none"/> reclassification:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net unrealized gains (losses)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,267</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(8,017</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(10,284</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Noncredit OTTI losses transferred</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,026</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,026</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net change in fair value of OTTI securities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,158</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,158</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Reclassifications from OCI to net income:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Noncredit component of OTTI losses</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,026</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,026</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amortization on hedging activities</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(12</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(12</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Pension and post-retirement</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">164</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">164</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">30,193</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">84,250</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">260</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,586</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">112,117</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following tables present AFS securities as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="20" rowspan="1"></td></tr><tr><td width="35%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="19" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-align:center;">Amortized Cost </font><font style="font-family:inherit;font-size:10pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-align:center;">OTTI Recognized in AOCI </font><font style="font-family:inherit;font-size:10pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Gains</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Mutual funds</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,993</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE and TVA obligations</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,011,630</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">18,417</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,200</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,027,847</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">93,068</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">174</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,157</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">90,085</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,106,691</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">18,596</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,357</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,119,930</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">298,284</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">494</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(53</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">298,725</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,658,980</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12,882</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,528</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,667,334</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">845,816</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,477</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,069</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">854,224</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">825,915</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,047</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">85,305</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(248</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">907,925</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">HELOCs</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">8,480</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,992</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,471</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total private label MBS</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">834,395</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,048</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">87,297</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(248</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">918,396</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,637,475</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,048</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">111,150</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(6,898</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,738,679</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,744,166</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,048</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">129,746</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(12,255</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">7,858,609</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="20" rowspan="1"></td></tr><tr><td width="35%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="19" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-align:center;">Amortized Cost </font><font style="font-family:inherit;font-size:10pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-align:center;">OTTI Recognized in AOCI </font><font style="font-family:inherit;font-size:10pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(2)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Gains</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Gross Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Mutual funds</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,993</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE and TVA obligations</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,221,543</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">17,661</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(5,501</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,233,703</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">98,616</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">752</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(384</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">98,984</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,322,152</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">18,418</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(5,885</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,334,685</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">328,787</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">592</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">329,379</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,869,855</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">16,433</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,126</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,882,162</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">872,509</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">9,511</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(2,193</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">879,827</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">879,376</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(863</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">92,860</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(290</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">971,083</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">HELOCs</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">9,245</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,454</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11,699</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total private label MBS</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">888,621</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(863</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">95,314</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(290</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">982,782</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,959,772</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(863</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">121,850</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(6,609</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5,074,150</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total AFS securities</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,281,924</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(863</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">140,268</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(12,494</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">8,408,835</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:justify;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Notes</font><font style="font-family:inherit;font-size:9pt;font-style:italic;">:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, previous OTTI recognized in earnings, and/or fair value hedge accounting adjustments.</font></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(2)</sup></font><font style="font-family:inherit;font-size:9pt;"> Represents the non-credit portion of an OTTI recognized during the life of the security.</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table demonstrates the Bank’s compliance with its regulatory capital requirements at </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:99.8046875%;border-collapse:collapse;text-align:left;"><tr><td colspan="17" rowspan="1"></td></tr><tr><td width="48%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(dollars in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Required</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Actual</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Required</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Actual</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Regulatory capital requirements:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Risk-based capital</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">809,763</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,280,552</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">847,424</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,879,108</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total capital-to-asset ratio</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4.0</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4.6</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4.0</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4.5</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total regulatory capital</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,761,578</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,280,552</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,427,083</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,879,108</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Leverage ratio</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5.0</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6.8</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5.0</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6.8</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:12px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Leverage capital</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,701,973</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">6,420,828</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,283,854</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5,818,663</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents the components of net gains (losses) on derivatives and hedging activities as presented in the Statements of Income.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="13" rowspan="1"></td></tr><tr><td width="48%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Three months ended June 30,</font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Six months ended June 30,</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2014</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivatives designated as hedging instruments:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate swaps </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,812</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,415</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,397</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,927</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivatives not designated as hedging instruments:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Economic hedges:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate swaps</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">20,093</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(18,764</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,243</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(34,537</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate swaptions</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">26</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">313</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">165</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">265</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate caps</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(620</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,987</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(908</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(3,541</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net interest settlements</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,226</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,138</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">9,918</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">13,549</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Mortgage delivery commitments</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,591</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,377</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4,734</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,623</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">12</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">12</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:6px;text-indent:-6px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total net gains (losses) related to derivatives not designated as hedging instruments</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">26,321</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(10,918</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">18,164</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(20,629</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Net gains (losses) on derivatives and hedging activities </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">29,133</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(9,503</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">21,561</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(18,702</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following tables summarize the notional and fair value of derivative instruments as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="13" rowspan="1"></td></tr><tr><td width="60%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="11" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Notional Amount of Derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivative Assets</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivative Liabilities</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivatives in hedge accounting relationships:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate swaps</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">35,609,121</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">94,745</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">341,487</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivatives not in hedge accounting relationships:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate swaps</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,264,391</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">23,315</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">43,037</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate swaptions</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">25,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">109</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate caps</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">725,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,639</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Mortgage delivery commitments</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">23,337</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">477</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total derivatives not in hedge accounting relationships</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,037,728</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">27,540</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">43,037</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total derivatives before netting and collateral adjustments</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">46,646,849</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">122,285</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">384,524</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Netting adjustments and cash collateral</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(58,133</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(321,149</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivative assets and derivative liabilities as reported on the Statement of</font></div><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">  Condition</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">64,152</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">63,375</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="13" rowspan="1"></td></tr><tr><td width="60%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="11" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Notional Amount of Derivatives</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivative Assets</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivative Liabilities</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivatives in hedge accounting relationships:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate swaps</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">32,196,669</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">84,205</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">414,760</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivatives not in hedge accounting relationships:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate swaps</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11,937,989</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">21,396</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">52,925</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate swaptions</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">25,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,312</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Interest rate caps</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">675,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,425</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Mortgage delivery commitments</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">18,308</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">434</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total derivatives not in hedge accounting relationships</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">12,656,297</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">27,567</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">52,925</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total derivatives before netting and collateral adjustments</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">44,852,966</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">111,772</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">467,685</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Netting adjustments and cash collateral</font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(75,555</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(408,721</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Derivative assets and derivative liabilities as reported on the Statement of</font></div><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">  Condition</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">36,217</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">58,964</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Note:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;"><sup style="vertical-align:top;line-height:120%;font-size:6pt">(1)</sup></font><font style="font-family:inherit;font-size:9pt;"> Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral and related accrued interest held or placed with the same clearing agent and/or counterparties. Cash collateral posted was </font><font style="font-family:inherit;font-size:9pt;">$265.6 million</font><font style="font-family:inherit;font-size:9pt;"> and </font><font style="font-family:inherit;font-size:9pt;">$345.0 million</font><font style="font-family:inherit;font-size:9pt;"> at </font><font style="font-family:inherit;font-size:9pt;">June 30, 2015</font><font style="font-family:inherit;font-size:9pt;"> and December 31, 2014. Cash collateral received was </font><font style="font-family:inherit;font-size:9pt;">$2.6 million</font><font style="font-family:inherit;font-size:9pt;"> and </font><font style="font-family:inherit;font-size:9pt;">$11.8 million</font><font style="font-family:inherit;font-size:9pt;"> at </font><font style="font-family:inherit;font-size:9pt;">June 30, 2015</font><font style="font-family:inherit;font-size:9pt;"> and December 31, 2014.</font></div><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents a summary of the Bank’s consolidated obligation bonds outstanding by year of contractual maturity as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="15" rowspan="1"></td></tr><tr><td width="46%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="12%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="6" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(dollars in thousands)</font></div><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Year of Contractual Maturity</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amount</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Weighted Average Interest Rate</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-right:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Amount</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Weighted Average Interest Rate</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due in 1 year or less</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">16,219,835</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">0.65</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">15,033,450</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1.00</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 1 year through 2 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,781,985</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1.20</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">9,316,860</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1.42</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 2 years through 3 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">8,813,735</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1.52</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5,346,515</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1.64</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 3 years through 4 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,338,620</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1.53</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,709,300</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1.50</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Due after 4 years through 5 years</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,998,720</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1.83</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,911,350</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1.72</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Thereafter</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5,110,150</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2.42</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5,959,265</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2.35</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Index amortizing notes</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">184,021</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">4.72</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">325,360</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4.14</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total par value</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">47,447,066</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1.28</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-left:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">43,602,100</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1.48</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table details the Bank’s consolidated obligation discount notes as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="9" rowspan="1"></td></tr><tr><td width="62%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="16%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="16%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(dollars in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Book value</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">41,061,124</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">37,058,118</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Par value</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">41,069,968</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">37,065,745</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Weighted average interest rate </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">0.11</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">%</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">0.10</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following tables summarize the AFS securities with unrealized losses as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position. </font><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="24" rowspan="1"></td></tr><tr><td width="29%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font></div></td><td colspan="7" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Less than 12 Months</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Greater than 12 Months</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses </font><font style="font-family:inherit;font-size:10pt;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,045,729</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,873</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">303,697</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(327</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,349,426</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,200</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">76,543</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,997</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">3,840</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(160</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">80,383</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,157</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,122,272</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,870</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">307,537</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(487</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,429,809</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,357</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">104,779</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(53</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">104,779</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(53</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">202,168</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(272</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">198,889</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,256</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">401,057</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,528</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">209,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,069</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">209,998</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,069</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">58,002</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,844</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">17,001</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(451</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">75,003</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,295</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">HELOCs</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,368</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,368</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total private label MBS</font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">59,370</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(2,845</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">17,001</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(451</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">76,371</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(3,296</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">576,315</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,239</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">215,890</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,707</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">792,205</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(9,946</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">1,698,587</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(10,109</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">523,427</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,194</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">2,222,014</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(15,303</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="25" rowspan="1"></td></tr><tr><td width="30%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Less than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Greater than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-align:center;">Unrealized Losses </font><font style="font-family:inherit;font-size:10pt;text-align:center;"><sup style="vertical-align:top;line-height:120%;font-size:7pt">(1)</sup></font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE and TVA obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,783,202</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,380</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">322,691</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,121</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,105,893</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(5,501</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,576</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(14</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11,385</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(370</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">12,961</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(384</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total non-MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,784,778</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,394</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">334,076</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,491</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,118,854</font></div></td><td style="vertical-align:bottom;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(5,885</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">19,405</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(3</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">228,257</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,123</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">247,662</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,126</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE multifamily MBS </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">15,322</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(104</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">185,153</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(2,089</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">200,475</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(2,193</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">58,553</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(191</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">49,383</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(962</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">107,936</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,153</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">93,280</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(298</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">462,793</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(7,174</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">556,073</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(7,472</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1,878,058</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(4,692</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">796,869</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(8,665</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2,674,927</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(13,357</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr></table></div></div><div style="line-height:120%;text-align:left;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;font-style:italic;text-decoration:underline;">Note:</font></div><div style="line-height:120%;text-align:left;padding-left:24px;text-indent:-24px;font-size:9pt;"><font style="font-family:inherit;font-size:8pt;"><sup style="vertical-align:top;line-height:120%;font-size:5pt">(1) </sup></font><font style="font-family:inherit;font-size:9pt;">Total unrealized losses equal the sum of “OTTI Recognized in AOCI” and “Gross Unrealized Losses” in the first two tables of this Note 3.</font></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following tables summarize the HTM securities with unrealized losses as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position.</font></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="25" rowspan="1"></td></tr><tr><td width="28%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Less than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Greater than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">114,760</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(13,860</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">114,760</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(13,860</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;"> </font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;padding-left:12px;text-indent:-12px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Other U.S. obligations single family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,198</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">11,198</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,077</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(51</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">10,077</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(51</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">146,375</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,074</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">202,639</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,731</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">349,014</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,805</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">157,573</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,075</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">212,716</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(4,782</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">370,289</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(5,857</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">157,573</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(1,075</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">327,476</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(18,642</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">485,049</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">(19,717</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">)</font></div></td></tr></table></div></div><div style="line-height:120%;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="25" rowspan="1"></td></tr><tr><td width="28%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Less than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Greater than 12 Months</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Fair Value</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Unrealized Losses</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">State or local agency obligations</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,361</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(54</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">116,488</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(15,391</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">119,849</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(15,445</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">MBS:</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE single-family MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">—</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11,058</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(118</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">11,058</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(118</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Private label residential MBS</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">185,673</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,291</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">233,287</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(7,850</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">418,960</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(9,141</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total MBS</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">185,673</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,291</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">244,345</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(7,968</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">430,018</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(9,259</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">189,034</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(1,345</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">360,833</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(23,359</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">549,867</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(24,704</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr></table></div></div></div>

<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-align:left;text-indent:24px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents trading securities as of </font><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font><font style="font-family:inherit;font-size:10pt;">.</font></div><div style="line-height:120%;text-align:left;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:100%;border-collapse:collapse;text-align:left;"><tr><td colspan="7" rowspan="1"></td></tr><tr><td width="58%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="19%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="19%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(in thousands)</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">June 30, 2015</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December 31, 2014</font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;text-decoration:underline;">Non-MBS:</font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td><td colspan="3" style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"> </font></div></td></tr><tr><td style="vertical-align:top;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Mutual funds</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">5,239</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,721</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">GSE and Tennessee Valley Authority (TVA) obligations</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">364,737</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">276,295</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr><tr><td style="vertical-align:top;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">Total</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;font-weight:bold;">369,976</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">281,016</font></div></td><td style="vertical-align:bottom;border-bottom:3px double #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td></tr></table></div></div></div>

EX-101.SCH 9 fhlbpgh-20150630.xsd XBRL TAXONOMY EXTENSION SCHEMA DOCUMENT 2102100 - Disclosure - Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations link:presentationLink link:calculationLink link:definitionLink 2107100 - Disclosure - Advances link:presentationLink link:calculationLink link:definitionLink 2407404 - Disclosure - Advances (Advances by Year of Contractual Maturity or Next Call Date or Next Convertible Date) (Details) link:presentationLink link:calculationLink link:definitionLink 2407405 - Disclosure - Advances (Interest Rate Payment Terms) (Details) link:presentationLink link:calculationLink link:definitionLink 2407402 - Disclosure - Advances (Narrative) (Details) link:presentationLink link:calculationLink link:definitionLink 2407403 - Disclosure - Advances (Portfolio by Year of Contractual Maturity) (Details) link:presentationLink link:calculationLink link:definitionLink 2307301 - Disclosure - Advances (Tables) link:presentationLink link:calculationLink link:definitionLink 2109100 - Disclosure - Allowance for Credit Losses link:presentationLink link:calculationLink link:definitionLink 2409402 - Disclosure - Allowance for Credit Losses (Allowance for Credit Losses) (Details) link:presentationLink link:calculationLink link:definitionLink 2409403 - Disclosure - Allowance for Credit Losses (Credit Quality Indicators) (Details) link:presentationLink link:calculationLink link:definitionLink 2409404 - Disclosure - Allowance for Credit Losses (Individually Evaluated Impaired Loans) (Details) link:presentationLink link:calculationLink link:definitionLink 2409406 - Disclosure - Allowance for Credit Losses (Narrative) (Details) link:presentationLink link:calculationLink link:definitionLink 2309301 - Disclosure - Allowance for Credit Losses (Tables) link:presentationLink link:calculationLink link:definitionLink 2409405 - Disclosure - Allowance for Credit Losses (TDR Modifications) (Details) link:presentationLink link:calculationLink link:definitionLink 2104100 - Disclosure - Available-for-Sale (AFS) Securities link:presentationLink link:calculationLink link:definitionLink 2404407 - Disclosure - Available-for-Sale (AFS) Securities (Interest Rate Payment Terms) (Details) link:presentationLink link:calculationLink link:definitionLink 2404408 - Disclosure - Available-for-Sale (AFS) Securities (Narrative) (Details) link:presentationLink link:calculationLink link:definitionLink 2404403 - Disclosure - Available-for-Sale (AFS) Securities (Reconciliation of Available-for-Sale Securities OTTI Loss) (Details) link:presentationLink link:calculationLink link:definitionLink 2404406 - Disclosure - Available-for-Sale (AFS) Securities (Redemption Terms) (Details) link:presentationLink link:calculationLink link:definitionLink 2404405 - Disclosure - Available-for-Sale (AFS) Securities (Securities Transferred) (Details) link:presentationLink link:calculationLink link:definitionLink 2404402 - Disclosure - Available-for-Sale (AFS) Securities (Summary of Available-for-Sale Securities) (Details) link:presentationLink link:calculationLink link:definitionLink 2404404 - Disclosure - Available-for-Sale (AFS) Securities (Summary of Securities with Unrealized Losses) (Details) link:presentationLink link:calculationLink link:definitionLink 2304301 - Disclosure - Available-for-Sale (AFS) Securities (Tables) link:presentationLink link:calculationLink link:definitionLink 2101100 - Disclosure - Background Information link:presentationLink link:calculationLink link:definitionLink 2401401 - Disclosure - Background Information (Details) link:presentationLink link:calculationLink link:definitionLink 2112100 - Disclosure - Capital link:presentationLink link:calculationLink link:definitionLink 2412407 - Disclosure - Capital (Accumulated Other Comprehensive Income (Loss)) (Details) link:presentationLink link:calculationLink link:definitionLink 2412403 - Disclosure - Capital (Capital Concentrations) (Details) link:presentationLink link:calculationLink link:definitionLink 2412402 - Disclosure - Capital (Capital Requirements) (Details) link:presentationLink link:calculationLink link:definitionLink 2412406 - Disclosure - Capital (Dividends and Retained Earnings) (Details) link:presentationLink link:calculationLink link:definitionLink 2412405 - Disclosure - Capital (Mandatorily Redeemable Capital Stock by Contractual Year of Redemption) (Details) link:presentationLink link:calculationLink link:definitionLink 2412404 - Disclosure - Capital (Mandatorily Redeemable Capital Stock) (Details) link:presentationLink link:calculationLink link:definitionLink 2312301 - Disclosure - Capital (Tables) link:presentationLink link:calculationLink link:definitionLink 2115100 - Disclosure - Commitments and Contingencies link:presentationLink link:calculationLink link:definitionLink 2415402 - Disclosure - Commitments and Contingencies (Details) link:presentationLink link:calculationLink link:definitionLink 2315301 - Disclosure - Commitments and Contingencies (Tables) link:presentationLink link:calculationLink link:definitionLink 2111100 - Disclosure - Consolidated Obligations link:presentationLink link:calculationLink link:definitionLink 2411405 - Disclosure - Consolidated Obligations (Consolidated Obligation Bonds by Earlier of Contractual Maturity or Next Call Date) (Details) link:presentationLink link:calculationLink link:definitionLink 2411404 - Disclosure - Consolidated Obligations (Consolidated Obligation Bonds Noncallable and Callable) (Details) link:presentationLink link:calculationLink link:definitionLink 2411406 - Disclosure - Consolidated Obligations (Consolidated Obligation Discount Notes) (Details) link:presentationLink link:calculationLink link:definitionLink 2411403 - Disclosure - Consolidated Obligations (Contractual Maturity Terms) (Details) link:presentationLink link:calculationLink link:definitionLink 2411402 - Disclosure - Consolidated Obligations (Interest Rate Payment Terms) (Details) link:presentationLink link:calculationLink link:definitionLink 2311301 - Disclosure - Consolidated Obligations (Tables) link:presentationLink link:calculationLink link:definitionLink 2110100 - Disclosure - Derivatives and Hedging Activities link:presentationLink link:calculationLink link:definitionLink 2410402 - Disclosure - Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) link:presentationLink link:calculationLink link:definitionLink 2410402 - Disclosure - Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) link:presentationLink link:calculationLink link:definitionLink 2410404 - Disclosure - Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) link:presentationLink link:calculationLink link:definitionLink 2410403 - Disclosure - Derivatives and Hedging Activities (Derivatives in Statement of Income) (Details) link:presentationLink link:calculationLink link:definitionLink 2410405 - Disclosure - Derivatives and Hedging Activities (Losses Reclassified to AOCI) (Details) link:presentationLink link:calculationLink link:definitionLink 2410406 - Disclosure - Derivatives and Hedging Activities (Narrative) (Details) link:presentationLink link:calculationLink link:definitionLink 2410407 - Disclosure - Derivatives and Hedging Activities (Offsetting Assets) (Details) link:presentationLink link:calculationLink link:definitionLink 2410408 - Disclosure - Derivatives and Hedging Activities (Offsetting Liabilities) (Details) link:presentationLink link:calculationLink link:definitionLink 2310301 - Disclosure - Derivatives and Hedging Activities (Tables) link:presentationLink link:calculationLink link:definitionLink 0001000 - Document - Document and Entity Information link:presentationLink link:calculationLink link:definitionLink 2114100 - Disclosure - Estimated Fair Values link:presentationLink link:calculationLink link:definitionLink 2414402 - Disclosure - Estimated Fair Values (Carrying Value and Fair Value of Financial Instruments) (Details) link:presentationLink link:calculationLink link:definitionLink 2414404 - Disclosure - Estimated Fair Values (Fair Value Measured on Recurring and Nonrecurring Basis) (Details) link:presentationLink link:calculationLink link:definitionLink 2414405 - Disclosure - Estimated Fair Values (Level 3 Reconciliation) (Details) link:presentationLink link:calculationLink link:definitionLink 2314301 - Disclosure - Estimated Fair Values (Tables) link:presentationLink link:calculationLink link:definitionLink 2414403 - Disclosure - Estimated Fair Values (Valuation Techniques) (Details) link:presentationLink link:calculationLink link:definitionLink 2105100 - Disclosure - Held-to-Maturity (HTM) Securities link:presentationLink link:calculationLink link:definitionLink 2405405 - Disclosure - Held-to-Maturity (HTM) Securities (Interest Rate Payment Terms) (Details) link:presentationLink link:calculationLink link:definitionLink 2405404 - Disclosure - Held-to-Maturity (HTM) Securities (Redemption Terms) (Details) link:presentationLink link:calculationLink link:definitionLink 2405402 - Disclosure - Held-to-Maturity (HTM) Securities (Summary of Held-to-Maturity Securities) (Details) link:presentationLink link:calculationLink link:definitionLink 2405403 - Disclosure - Held-to-Maturity (HTM) Securities (Summary of Securities with Unrealized Losses) (Details) link:presentationLink link:calculationLink link:definitionLink 2305301 - Disclosure - Held-to-Maturity (HTM) Securities (Tables) link:presentationLink link:calculationLink link:definitionLink 2108100 - Disclosure - Mortgage Loans Held for Portfolio link:presentationLink link:calculationLink link:definitionLink 2408403 - Disclosure - Mortgage Loans Held for Portfolio (Collateral or Guarantee Type) (Details) link:presentationLink link:calculationLink link:definitionLink 2408402 - Disclosure - Mortgage Loans Held for Portfolio (Details) link:presentationLink link:calculationLink link:definitionLink 2308301 - Disclosure - Mortgage Loans Held for Portfolio (Tables) link:presentationLink link:calculationLink link:definitionLink 2106100 - Disclosure - Other-Than-Temporary Impairment link:presentationLink link:calculationLink link:definitionLink 2406404 - Disclosure - Other-Than-Temporary Impairment (Narrative) (Details) link:presentationLink link:calculationLink link:definitionLink 2406402 - Disclosure - Other-Than-Temporary Impairment (OTTI Securities) (Details) link:presentationLink link:calculationLink link:definitionLink 2406403 - Disclosure - Other-Than-Temporary Impairment (Rollforward) (Details) link:presentationLink link:calculationLink link:definitionLink 2306301 - Disclosure - Other-Than-Temporary Impairment (Tables) link:presentationLink link:calculationLink link:definitionLink 2202201 - Disclosure - Significant Accounting Policies (Policies) link:presentationLink link:calculationLink link:definitionLink 1005001 - Statement - Statement of Cash Flows (Parenthetical) link:presentationLink link:calculationLink link:definitionLink 1003501 - Statement - Statement of Condition (Parenthetical) link:presentationLink link:calculationLink link:definitionLink 1005000 - Statement - Statements of Cash Flows link:presentationLink link:calculationLink link:definitionLink 1006000 - Statement - Statements of Changes in Capital link:presentationLink link:calculationLink link:definitionLink 1002000 - Statement - Statements of Comprehensive Income link:presentationLink link:calculationLink link:definitionLink 1003000 - Statement - Statements of Condition link:presentationLink link:calculationLink link:definitionLink 1001000 - Statement - Statements of Income link:presentationLink link:calculationLink link:definitionLink 2103100 - Disclosure - Trading Securities link:presentationLink link:calculationLink link:definitionLink 2403402 - Disclosure - Trading Securities (Details) link:presentationLink link:calculationLink link:definitionLink 2403403 - Disclosure - Trading Securities (Net Gains (Losses) on Trading Securities) (Details) link:presentationLink link:calculationLink link:definitionLink 2303301 - Disclosure - Trading Securities (Tables) link:presentationLink link:calculationLink link:definitionLink 2113100 - Disclosure - Transactions with Related Parties link:presentationLink link:calculationLink link:definitionLink 2413402 - Disclosure - Transactions with Related Parties (By Balance Sheet Grouping) (Details) link:presentationLink link:calculationLink link:definitionLink 2413403 - Disclosure - Transactions with Related Parties (Statement of Income Effects) (Details) link:presentationLink link:calculationLink link:definitionLink 2313301 - Disclosure - Transactions with Related Parties (Tables) link:presentationLink link:calculationLink link:definitionLink 2413404 - Disclosure - Transactions with Related Parties (Transactions with Other FHLBanks) (Details) link:presentationLink link:calculationLink link:definitionLink EX-101.CAL 10 fhlbpgh-20150630_cal.xml XBRL TAXONOMY EXTENSION CALCULATION LINKBASE DOCUMENT EX-101.DEF 11 fhlbpgh-20150630_def.xml XBRL TAXONOMY EXTENSION DEFINITION LINKBASE DOCUMENT EX-101.LAB 12 fhlbpgh-20150630_lab.xml XBRL TAXONOMY EXTENSION LABEL LINKBASE DOCUMENT Capital [Abstract] Due in 1 year or less Financial Instruments Subject to Mandatory Redemption, Redeemable within One year Due after 1 year through 2 years Financial Instruments Subject to Mandatory Redemption, Redeemable in Year Two Due after 2 years through 3 years Financial Instruments Subject to Mandatory Redemption, Redeemable in Year Three Due after 3 years through 4 years Financial Instruments Subject to Mandatory Redemption, Redeemable in Year Four Due after 4 years through 5 years Financial Instruments Subject to Mandatory Redemption, Redeemable in Year Five Total Financial Instruments Subject to Mandatory Redemption, Settlement Terms, Share Value, Amount Allowance for Credit Losses [Abstract] Note 8 - Allowance for Credit Losses [Abstract] Schedule of Financing Receivable, Recorded Investment, Credit Quality Indicator [Table] Schedule of Financing Receivable, Recorded Investment, Credit Quality Indicator [Table] Loans Insured or Guaranteed by Government Authorities [Axis] Loans Insured or Guaranteed by Government Authorities [Axis] Loans Insured or Guaranteed by Government Authorities [Domain] Loans Insured or Guaranteed by Government Authorities [Domain] Loans Insured or Guaranteed by US Government Authorities [Member] Loans Insured or Guaranteed by US Government Authorities [Member] Financing Receivables, Period Past Due [Axis] Financing Receivables, Period Past Due [Axis] Financing Receivables, Period Past Due [Domain] Financing Receivables, Period Past Due [Domain] Financing Receivables, 30 to 59 Days Past Due [Member] Financing Receivables, 30 to 59 Days Past Due [Member] Financing Receivables, 60 to 89 Days Past Due [Member] Financing Receivables, 60 to 89 Days Past Due [Member] Financing Receivables, Equal to Greater than 90 Days Past Due [Member] Financing Receivables, Equal to Greater than 90 Days Past Due [Member] Portfolio Segment (Axis) Class of Financing Receivable, Type [Axis] Financing Receivable Allowance [Domain] Class of Financing Receivable, Type [Domain] Conventional MPF Loan [Member] Conventional Mortgage Loan [Member] Banking on Business Loans Banking on Business Loans [Member] The Federal Home Loan Bank of Pittsburgh's Banking on Business (BOB) loan program makes funds available to members to extend credit to an approved small business borrower for start-up or expansion, thereby enabling small businesses to qualify for credit that otherwise may not be available. As members collect repayment of loans from the borrowers, the members remit such amounts to the Bank. If the business is unable to repay the loan, it may be forgiven at the member's request, subject to the Bank's approval. Financing Receivable, Recorded Investment [Line Items] Financing Receivable, Recorded Investment [Line Items] Total past due loans Financing Receivable, Recorded Investment, Past Due Total current loans Financing Receivable, Recorded Investment, Current Total recorded investment Financing Receivable, Gross Mortgage Loans in Process of Foreclosure, Amount Mortgage Loans in Process of Foreclosure, Amount Serious delinquency rate (3) Loans and Leases Receivable, Serious Delinquencies Ratio Financing receivables that are 90 days or more past due or in the process of foreclosure (including past due or current loans in the process of foreclosure) expressed as a percentage of the total loan portfolio class recorded investment amount. Past due 90 days or more still accruing interest Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing Loans on nonaccrual status (4) Financing Receivable, Recorded Investment, Nonaccrual Status Schedule of Impaired Financing Receivable [Table] Schedule of Impaired Financing Receivable [Table] Financing Receivable Portfolio Segment [Axis] Financing Receivable Portfolio Segment [Axis] Financing Receivable Portfolio Segment [Domain] Financing Receivable Portfolio Segment [Domain] Collateral [Axis] Collateral [Axis] Collateral [Domain] Collateral [Domain] Class of Financing Receivable, Type of Borrower [Axis] Class of Financing Receivable, Type of Borrower [Axis] Class of Financing Receivable, Type of Borrower [Domain] Class of Financing Receivable, Type of Borrower [Domain] Financing Receivable, Impaired [Line Items] Financing Receivable, Impaired [Line Items] Average Recorded Investment Impaired Financing Receivable, Average Recorded Investment Interest Income Recognized Impaired Financing Receivable, Interest Income, Accrual Method TDR Financing Receivable, Modifications, Recorded Investment Statement of Comprehensive Income [Abstract] Statement [Table] Statement [Table] Scenario [Axis] Scenario [Axis] Scenario, Unspecified [Domain] Scenario, Unspecified [Domain] Statement [Line Items] Statement [Line Items] Net Income Net Income (Loss) Attributable to Parent, Net of Federal Home Loan Bank Assessments Other comprehensive income (loss): Other Comprehensive Income (Loss), before Tax, Portion Attributable to Parent [Abstract] Net unrealized gains (losses) on AFS securities: Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment, before Tax, Portion Attributable to Parent [Abstract] Net unrealized gains (losses) on AFS Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, before Tax Net non-credit portion of OTTI gains (losses) on AFS securities: Net noncredit portion of other-than-temporary impairment losses on available-for-sale securities: [Abstract] Net noncredit portion of other than temporary impairment losses on available for sale securities [Abstract] Non-credit OTTI losses transferred from HTM securities Other than Temporary Impairment Losses, Investments, Reclassification Adjustment of Noncredit Portion from Held-to-maturity to Available-for-sale Securities, before Tax Net change in fair value of OTTI securities OtherComprehensiveIncomeNetChangeinFairValueOfOtherThanTemporaryImpairmentSecurities Subsequent increases or decreases in fair value of OTTI Securities classified as AFS to the extent it does not exceed previously recorded non-credit OTTI. Total net non-credit portion of OTTI gains (losses) on AFS securities Other Comprehensive Income (Loss), Other Than Temporary Impairment Losses Available-for-sale Securities Adjustment The amount of total net non-credit portion of other than temporary impairment (OTTI) related losses on debt securities categorized as Available-for-sale. Net non-credit portion of OTTI losses on HTM securities: Net noncredit portion of Other Than Temporary Impairment losses on Held to Maturity Securities [Abstract] Net noncredit portion of Other Than Temporary Impairment losses on Held to Maturity Securities [Abstract] Non-credit portion Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Portion Attributable to Parent, Held-to-maturity Securities Transfer of non-credit portion from HTM to AFS securities Other Comprehensive Income (Loss), Transfers from Held-to-maturity to Available-for-Sale Securities, before Tax Total net non-credit portion of OTTI losses on HTM securities Other Comprehensive Income (Loss), Other Than Temporary Impairment Losses HTM Securities Adjustment The amount of total net non-credit portion of other than temporary impairment (OTTI) related losses on debt securities categorized as Held-to-maturity. Reclassification of net losses (gains) included in net income relating to hedging activities Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, before Tax Pension and post-retirement benefits Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Adjustment, before Tax, Portion Attributable to Parent Total other comprehensive income (loss) Other Comprehensive Income (Loss), before Tax, Portion Attributable to Parent Total Comprehensive Income Comprehensive Income (Loss), Net of Federal Home Loan Bank Assessments, Attributable to Parent Related Party Transactions [Abstract] Schedule of Related Party Transactions, by Related Party [Table] Schedule of Related Party Transactions, by Related Party [Table] Related Party Transactions, by Related Party [Axis] Related Party [Axis] Related Party [Domain] Related Party [Domain] Principal Owner [Member] Principal Owner [Member] FHLBank of Chicago [Member] FHLBank of Chicago [Member] The Federal Home Loan Bank of Chicago [Member] Related Party Transaction [Line Items] Related Party Transaction [Line Items] Total MPF Loan Volume Purchased Payments to Acquire Loans Held-for-investment Servicing fee expense Bank Servicing Fees Interest-bearing deposits maintained with FHLBank of Chicago Deposits with Other Federal Home Loan Banks Capital Stockholders' Equity Note Disclosure [Text Block] Accounting Adjustments [Abstract] Accounting Adjustments [Abstract] Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations New Accounting Pronouncements and Changes in Accounting Principles [Text Block] Accounting Policies [Abstract] Class of Stock [Axis] Class of Stock [Axis] Class of Stock [Domain] Class of Stock [Domain] Impairment of Investments, Policy Impairment of Investments, Policy [Policy Text Block] Disclosure of an FHLB's policy for assessing, recognizing and measuring impairment of any and all investments.[Policy Text Block] Finance, Loan and Lease Receivables, Held-for-investment, Allowance and Nonperforming Loans, Allowance Policy Finance, Loan and Lease Receivables, Held-for-investment, Allowance and Nonperforming Loans, Allowance Policy [Policy Text Block] Loans and Leases Receivable, Mortgage and Mortgage-Backed Securities, Valuation, Policy Loans and Leases Receivable, Valuation, Policy [Policy Text Block] Derivatives, Policy Derivatives, Policy [Policy Text Block] Fair Value Measurement, Policy Fair Value Measurement, Policy [Policy Text Block] Fair Value of Financial Instruments, Policy Fair Value of Financial Instruments, Policy [Policy Text Block] Fair Value Transfer, Policy Fair Value Transfer, Policy [Policy Text Block] Derivative Instruments and Hedging Activities Disclosure [Abstract] Offsetting Liabilities [Table] Offsetting Liabilities [Table] Transaction Type [Axis] Transaction Type [Axis] Transaction [Domain] Transaction [Domain] Over the Counter [Member] Over the Counter [Member] Exchange Cleared [Member] Exchange Cleared [Member] Offsetting Liabilities [Line Items] Offsetting Liabilities [Line Items] Derivative Liability, Fair Value, Gross Liability Derivative Liability, Fair Value, Gross Liability Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset Derivative Laibility, Net Fair Value Amount, After Offsetting Adjustment Derivative Laibility, Net Fair Value Amount, After Offsetting Adjustment Fair value after effects of master netting arrangements and collateral, of a financial liability or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Derivative liabilities Derivative Liability Derivative Liability, Fair Value, Amount Offset Against Collateral Derivative Liability, Fair Value, Amount Offset Against Collateral Available-for-sale Securities [Abstract] Available-for-Sale (AFS) Securities Available For Sale Securities Disclosure [Text Block] This item represents the entire disclosure related to available-for-sale securities which consist of all investments in certain debt and equity securities neither classified as trading or held-to-maturity securities. A debt security represents a creditor relationship with an enterprise. Debt securities include, among other items, US Treasury securities, US government securities, municipal securities, corporate bonds, convertible debt, commercial paper, and all securitized debt instruments. An equity security represents an ownership interest in an enterprise or the right to acquire or dispose of an ownership interest in an enterprise at fixed or determinable prices. Equity securities include, among other things, common stock, certain preferred stock, warrant rights, call options, and put options, but do not include convertible debt. Statement of Cash Flows [Abstract] OPERATING ACTIVITIES Net Cash Provided by (Used in) Operating Activities, Continuing Operations [Abstract] Adjustments to reconcile net income to net cash provided by(used in) operating activities: Adjustments to Reconcile Net Income (Loss) to Cash Provided by (Used in) Operating Activities [Abstract] Depreciation and amortization Depreciation, Amortization and Accretion, Net Net change in derivative and hedging activities Unrealized Gain (Loss) on Derivatives Net OTTI credit losses Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net Other adjustments Other Noncash Income (Expense) Net change in: Increase (Decrease) in Operating Capital [Abstract] Trading securities Increase (Decrease) in Trading Securities Accrued interest receivable Increase (Decrease) in Accrued Interest Receivable, Net Other assets Increase (Decrease) in Other Operating Assets Accrued interest payable Increase (Decrease) in Interest Payable, Net Other liabilities Increase (Decrease) in Other Operating Liabilities Net cash provided by operating activities Net Cash Provided by (Used in) Operating Activities, Continuing Operations INVESTING ACTIVITIES Net Cash Provided by (Used in) Investing Activities, Continuing Operations [Abstract] Net change in: Increase (Decrease) in Investing Activities [Abstract] Increase (Decrease) in Investing Activities [Abstract] Interest-bearing deposits (including $297 and $(1,024) from/to other FHLBanks for mortgage loan program) Proceeds from (Payments for) in Interest-bearing Deposits in Banks Federal funds sold Increase (Decrease) in Federal Funds Sold AFS securities: Payments to Acquire Available-for-sale Securities [Abstract] Proceeds Proceeds from Sale and Maturity of Available-for-sale Securities Purchases Payments to Acquire Available-for-sale Securities HTM securities: Proceeds from Sale and Maturity of Held-to-maturity Securities [Abstract] Proceeds from long-term maturities Proceeds from Sale and Maturity of Held-to-maturity Securities Advances: ProceedsFromSaleOfFederalHomeLoanBankAdvances [Abstract] ProceedsFromSaleOfFederalHomeLoanBankAdvances [Abstract] Proceeds Proceeds from Federal Home Loan Bank Advances Made Payments for Federal Home Loan Bank Advances Mortgage loans held for portfolio: Payments for (Proceeds from) Loans and Leases [Abstract] Proceeds Proceeds from Principal Repayments on Loans and Leases Held-for-investment Purchases Proceeds from sale of foreclosed assets Proceeds from Sale of Foreclosed Assets Premises, software and equipment [Abstract] Property, Plant and Equipment [Abstract] Proceeds from sale Proceeds from Sale of Productive Assets Purchases Payments to Acquire Productive Assets Net cash (used in) investing activities Net Cash Provided by (Used in) Investing Activities, Continuing Operations FINANCING ACTIVITIES Net Cash Provided by (Used in) Financing Activities, Continuing Operations [Abstract] Net change in: IncreaseDecreaseinFinancingActivities [Abstract] IncreaseDecreaseinFinancingActivities [Abstract] Deposits and pass-through reserves Increase (Decrease) in Deposits Net payments for derivative contracts with financing element Payments for (Proceeds from) Hedge, Financing Activities Net proceeds from issuance of consolidated obligations: Proceeds from Issuance of Long-term Debt [Abstract] Discount notes Proceeds from Other Short-term Debt Bonds Proceeds from Issuance of Other Long-term Debt Payments for maturing and retiring consolidated obligations Repayments of Long-term Debt [Abstract] Discount notes Repayments of Other Short-term Debt Bonds Repayments of Other Long-term Debt Proceeds from issuance of capital stock Proceeds from Issuance of Common Stock Payments for repurchase/redemption of mandatorily redeemable capital stock Repayments of Mandatory Redeemable Capital Securities Payments for repurchase/redemption of capital stock Payments for Repurchase of Common Stock Cash dividends paid Payments of Ordinary Dividends, Common Stock Net cash provided by financing activities Net Cash Provided by (Used in) Financing Activities, Continuing Operations Net increase (decrease) in cash and due from banks Net Cash Provided by (Used in) Continuing Operations Cash and due from banks at beginning of the period Cash and Cash Equivalents, at Carrying Value Cash and due from banks at end of the period Supplemental disclosures: Supplemental Cash Flow Information [Abstract] Interest paid Interest Paid, Net AHP payments Payments for Affordable Housing Programs Transfers of mortgage loans to real estate owned Real Estate Owned, Transfer to Real Estate Owned Non-cash transfer of OTTI HTM securities to AFS Held to Maturity Securities Transferred to Available for Sale Securities During Period, Fair Value Held to Maturity Securities Transferred to Available for Sale Securities During Period, Fair Value Trading Securities [Abstract] Schedule of Trading Securities and Other Trading Assets [Table] Trading Securities [Table] Major Types of Debt and Equity Securities [Axis] Major Types of Debt and Equity Securities [Axis] Major Types of Debt and Equity Securities [Domain] Major Types of Debt and Equity Securities [Domain] Mutual Funds [Member] Mutual Funds [Member] Mutual Funds held in a Rabbi trust to generate returns that seek to offset changes in liabilities releated to market risk of certain deferred compensation agreements. GSE and TVA obligations [Member] US Government-sponsored Enterprises Debt Securities [Member] Schedule of Trading Securities and Other Trading Assets [Line Items] Schedule of Trading Securities and Other Trading Assets [Line Items] Trading securities Trading Securities Deferred Compensation Liabilities Deferred Compensation Liability, Current and Noncurrent Debt Disclosure [Abstract] Schedule of Short-term and Long-term Debt [Table] Schedule of Short-term and Long-term Debt [Table] Schedule of Short-term and Long-term Debt [Table] Short-term Debt, Type [Axis] Short-term Debt, Type [Axis] Short-term Debt, Type [Domain] Short-term Debt, Type [Domain] Discount Notes Discount Notes [Member] A debt obligation with a repayment period of less than 12 months. [Member] Schedule of Short-term and Long-term Debt [Line Items] Schedule of Short-term and Long-term Debt [Line Items] Schedule of Short-term and Long-term Debt [Line Items] Schedule of Interest Rate Payment Terms for Debt Schedule Of Consolidated Obligation Bonds By Interest Rate Payment Terms [Table Text Block] Tabular disclosure of interest rate payment terms for debt.[Table Text Block] Schedule of Maturities of Debt Schedule of Maturities of Long-term Debt [Table Text Block] Schedule of Long-term Debt by Call Feature Schedule Of Consolidated Obligation Bonds By Call Feature [Table Text Block] Schedule of Callable and Noncallable Consolidated Obligations Bonds Outstanding.[Table Text Block] Schedule of Maturities of Long-term Debt by Contractual or Next Call Date Schedule Of Maturities of Consolidated Obligation Bonds By Contractual Or Next Call Date [Table Text Block] Schedule of Summary of Callable Consolidated Obligation Bonds Outstanding[Table Text Block] Schedule of Short-term Debt Schedule of Short-term Debt [Table Text Block] Long-term Debt, Type [Axis] Long-term Debt, Type [Axis] Long-term Debt, Type [Domain] Long-term Debt, Type [Domain] Consolidated Obligation Bonds Unsecured Debt [Member] Debt Instrument Call Feature [Axis] Debt Instrument Call Feature [Axis] Information about specific debt instruments call features. Debt Instrument Call Feature [Domain] Debt Instrument Call Feature [Domain] Debt Instrument Call Feature [Domain] Non Callable [Member] Non Callable [Member] A debt obligation not collateralized by pledge, mortgage or other lien in the entity's assets and is not callable.[Member] Callable [Member] Callable [Member] A debt obligation not collateralized by pledge, mortgage or other lien in the entity's assets and is callable. Par value of consolidated bonds Debt, Gross Including current and noncurrent portions, aggregate carrying principal amount of borrowings as of the balance sheet date before deducting unamortized discount or premiums (if any). Fair Value Disclosures [Abstract] Estimated Fair Values Fair Value Disclosures [Text Block] Held-to-maturity Securities [Abstract] Schedule of Held-to-maturity Securities [Table] Schedule of Held-to-maturity Securities [Table] Gain (Loss) on Investments by Category [Axis] Investments by Category [Axis] Marketable Securities and Investments Held at Cost [Domain] Marketable Securities and Investments Held at Cost [Domain] Held-to-maturity Securities Held-to-maturity Securities [Member] Schedule of Held-to-maturity Securities [Line Items] Schedule of Held-to-maturity Securities [Line Items] Held-to-maturity Securities Held-to-maturity Securities [Table Text Block] EX-101.PRE 13 fhlbpgh-20150630_pre.xml XBRL TAXONOMY EXTENSION PRESENTATION LINKBASE DOCUMENT XML 14 R39.htm IDEA: XBRL DOCUMENT

Trading Securities (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading securities	$ 369,976	$ 281,016
Deferred Compensation Liabilities	5,300	4,900
Mutual Funds [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading securities	5,239	4,721
GSE and TVA obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading securities	$ 364,737	$ 276,295

XML 15 R54.htm IDEA: XBRL DOCUMENT

Advances (Narrative) (Details) $ in Thousands	6 Months Ended
Advances (Narrative) (Details) $ in Thousands	Jun. 30, 2015 USD ($) Institutions	Dec. 31, 2014 USD ($) Institutions
Federal Home Loan Bank Advances
Total Par Value	$ 71,259,394	$ 63,125,956
Federal Home Loan Bank, Advances, Five Largest Borrowers Amount Outstanding	$ 52,500,000	$ 46,600,000
Number Of Top Advances Borrowers \| Institutions	5	5
Federal Home Loan Bank, Advances, Five Largest Borrowers, Percent of Total	73.70%	73.80%
Federal Home Loan Bank, Advances, Borrowers With Outstanding Loan Balances Greater Than Ten Percent \| Institutions	4	3
Minimum
Federal Home Loan Bank Advances
Federal Home Loan Bank, Advances, Maturity Period, Fixed Rate	1 day
Interest rate of advances	0.05%
AHP subsidized loans, interest rate	2.00%
Maximum
Federal Home Loan Bank Advances
Federal Home Loan Bank, Advances, Maturity Period, Fixed Rate	30 years
Federal Home Loan Bank, Advances, Maturity Period, Variable Rate	10 years
Interest rate of advances	7.40%
AHP subsidized loans, interest rate	5.50%
Federal Home Loan Bank, Advances, Convertible Option [Member]
Federal Home Loan Bank Advances
Total Par Value	$ 1,800,000	$ 1,900,000
Federal Home Loan Bank, Advances, Callable Option [Member]
Federal Home Loan Bank Advances
Total Par Value	$ 4,500,000

XML 16 R48.htm IDEA: XBRL DOCUMENT

Held-to-Maturity (HTM) Securities (Summary of Securities with Unrealized Losses) (Details) $ in Thousands	3 Months Ended
	Jun. 30, 2015 USD ($) loan	Dec. 31, 2014 USD ($)
Fair Value:
Less than 12 Months	$ 157,573	$ 189,034
Greater than 12 Months	327,476	360,833
Fair Value	485,049	549,867
Unrealized Losses:
Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(1,075)	(1,345)
Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(18,642)	(23,359)
Total, Continuous Unrealized Loss Position, Accumulated Loss	(19,717)	(24,704)
State or local agency obligations [Member]
Fair Value:
Less than 12 Months	0	3,361
Greater than 12 Months	114,760	116,488
Fair Value	114,760	119,849
Unrealized Losses:
Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	0	(54)
Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(13,860)	(15,391)
Total, Continuous Unrealized Loss Position, Accumulated Loss	(13,860)	(15,445)
Other U.S. obligations single-family MBS
Fair Value:
Less than 12 Months	11,198
Greater than 12 Months	0
Fair Value	11,198
Unrealized Losses:
Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(1)
Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	0
Total, Continuous Unrealized Loss Position, Accumulated Loss	(1)
MBS [Member]
Fair Value:
Less than 12 Months	157,573	185,673
Greater than 12 Months	212,716	244,345
Fair Value	370,289	430,018
Unrealized Losses:
Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(1,075)	(1,291)
Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(4,782)	(7,968)
Total, Continuous Unrealized Loss Position, Accumulated Loss	$ (5,857)	(9,259)
Private label MBS [Member] \| Residential Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Number of Available-for-sale Securities Transferred from Held-to-maturity Securities \| loan	1
Residential Mortgage Backed Securities [Member] \| Private label MBS [Member]
Fair Value:
Less than 12 Months	$ 146,375	185,673
Greater than 12 Months	202,639	233,287
Fair Value	349,014	418,960
Unrealized Losses:
Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(1,074)	(1,291)
Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(4,731)	(7,850)
Total, Continuous Unrealized Loss Position, Accumulated Loss	(5,805)	(9,141)
Single Family [Member] \| Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Fair Value:
Less than 12 Months	0	0
Greater than 12 Months	10,077	11,058
Fair Value	10,077	11,058
Unrealized Losses:
Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	0	0
Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(51)	(118)
Total, Continuous Unrealized Loss Position, Accumulated Loss	$ (51)	$ (118)

EXCEL 17 Financial_Report.xlsx IDEA: XBRL DOCUMENT begin 644 Financial_Report.xlsx M4$L#!!0````(`$=6!D=J+01.80(``(,T```3````6T-O;G1E;G1?5'EP97-= M+GAM;,W;W6Z;,!3`\5>)M M]N'4;L2@RYW>&"&72R7*OO.F\PL_YIC?7'_=&VOKRLP^'0-C[M5<#T-3E]K7 M?2?V7762==&OUW5IJKZ\;\.6R(?2YD.(SV=WVOHON@TIQ*$14^#X&4=C7+Q/ M03=8HRNW-<:W3>3\8V/Q=9TTQKW+8>GDI]/H0L M+ORVFH>H>U6%TXU_ZZQNQZ$-W>:/'>/Y/U[+R4WC[W?O^9B8\:HJ4RT&&Q9:7Y]Y2L+BNQ!U(J3^K]K/3TK96_.J M@N/""[X46VU-]20/@I('U>0/N(EI1&*J#&%U)AB:DQ!-::H&E-8C2FNQA188XJL MDB*KI,@J*;)*BJR2(JNDR"HILDJ*K)(BJZ3(FE!D32BR)A19$XJL"476A")K M0I$UHQW8OG*\M M"_V/Z'D4X$G1H>)%]2-F`Q+M*;V"^GH`A3&^.R6:E((C-Z."N[_8_`)02P,$ M%`````@`1U8&1X/_;96T`@``JS4``!H```!X;"]?O=Q&$3D MX:L,D,X$!):JSNC#*O\\M\-R_:FUW4] M;(_ET@Q/W;6TT]5]UU^:O.TV5?^V M,]7B2],?RKBIOG7]^W`L91SJVYMYFC:8+G]#['R018+"PGQ00(+B?%!$@M)\4$*"\GQ01H)6\T$K M),@LA8Q+)DEAS6AM!->&\=H(L`TCMA%D&\9L(]`VC-I&L&T8MXV`VS!R&T&W M8>PV`F_#Z&V%WI;1VPJ]+72OK6ZV&;VMT-LR>ENAMV7TMD)OR^AMA=Z6T=L* MO2VCMQ5Z6T9O*_2VC-Y.Z.T8O9W0VS%Z.Z&W@\Y*U&$)H[<3>CM&;R?T=HS> M3NCM&+V=T-LQ>CNAMV/T=D)OQ^CMA=Z>T=L+O3VCMQ=Z>T9O+_3VT%FW.NQF M]/9";\_H[87>GM';"[T]H[<7>GM&;R_T]HS>0>@=&+V#T#LP>@>A=V#T#D+O MP.@=A-X!>E:I'E8R>@>A=V#T#D+OP.@=A-Z!T3L(O0.C=Q1Z1T;O*/2.C-Y1 MZ!T9O:/0.S)Z1Z%W9/2.0N\(S9JH81-&[RCTCHS>4>@=&;VCT#LR>B>A=V+T M3D+OQ.B=A-Z)T3L)O1.C=Q)Z)T;O)/1.C-Y)Z)V@64$U+,CHG83>B=$[";T3 MHW<6>F=&[RSTSHS>6>B=&;VST#LS>F>A=V;TSD+OS.B=A=Z9T3L+O3,TZZV& MO1F]L]`[,WJOA-XK1N_5G=[#L>G+[O/8G]K#\.B:WQ:717=X#^/'N3P^Y;:J M;+C3>IQV*O7M]>&_9K=5?X;4?_TOZ^4'4$L#!!0````(`$=6!D>I@GNV;`0` M``H5```0````9&]C4')O<',O87!P+GAM;+V877/:.A"&_XJ&*S)S*!3R/2DS M'$A.,I.O"32=7@I[L74B2SZ2H*&_OBL97&AD@;DXN8DL]M%JM:]6LJ^$[EP^ M*YF#,@PT><^XT)?8^:61&I-?MMLZ2B&C^A.:"/QU)E5ZJI"UG,Q;!2$;S M#(1I=SN=TS:\&Q`QQ*V\'+31O[)>!GG.640-DZ+_P"(EM9P9`;]J_VG@ M"!QY#-%<,;/L=PJ;S2YG,XXHAR'ZZL\HUU!8_>YT-D.9Y50LV\73/1-O^FL^ MD2-J8)/:_J$8/:4*8G2Z-7K9Z6QNEQ@GM^PPI2*!>-/VXX_KM7@%I6VDG[N? M.OA7+L&ZOQ@;:,Q$\DR9TOVKA;E<0&2D6J5I80[-4BPCFW3].L'YZ0:94@VV M^:6QH(I181I$LY_XV&T4;HM>U^:Y-JK_3:HWG0(8?=4N.UUSTW:SS8[[%QUG M@:UMRW8967^U;%MQVYX),QSTT^R9*O,_+86+:;T0%YW&1O3K(0@5,;D6!N5( M[D3A"I.WN21E:VQ05A;21,[0.I(9[&%HQ:L@!:'9`BRV%R-BMGLB6Z:DB4N+ MG>D^XU.=DALN?^@]')2V:P_[.'";11,FD,^9H5[F;QJ])4K.,0>[%G\016AG M4%-D$/\[U\:Y^FOMR,M,E!,A614<5F$V6%#&Z91#"Z?0&F/E(3AJ/3D99Y,"JHUP0FW)I#E4E&%HL/*QE16M:J#>$%% M5#'Q!ZE,0A,@]Y(*3>R<"(9`GK%_)KE_0(Z9M$,ZRR'606:0U[K"QP@46V!: M%IA,NU=N(4Y<$B+L8_Y)HR2UY"Q&0<3D:45HN#$S5NC(A8;3MOH"$54I9QY48SB"H"Q[G;JRM,[J M2[/7K27-540AA8:##DJU=[*_5,-N@IHES1I5EC1'8%!J^ZMV95\9_P?@$0SY MAS)1-;&@U(\_'\#XDQYF>@#VI?34ASJ.HS=Q57R>!9,ZK/ M/!YP/IWZRT&8\9>#,.,O!V'&KX,PX]=!D#GSEX/J,]KIO"9C3\@#&"WK,V?^ M8R',^'50WCG6C1?X;\Y4\8)UY*\A'Q@J>M?P\[]QT*8 M\1\+8<:O@XKKWA#/E27NB3J,_6^S6H=9/]1A[F$!G/0J]!:ZBY[[=?!51.@E M0I*VM_'SXIO3'%Z3V]I?/_B]02P,$%`````@`1U8& M1Q/:,;<^`0``:0,``!$```!D;V-0+.M:QKCLQJVN_3Y^'2>E<$Q8 M#\_>.O"H(-SL=6T"$VZ>;1`=(R2(#6@>1K'"Q.3*>LTQAGY-'!=;O@8RIG1& M-""7'#DY`'/7$[.JE(()#QRM[_!2]'BW\W6"24&@!@T&`RE&!PR%3LC>!V.%T\OZ6QR90)R(R"J@F+8.IAGI\YOD_N'Y6-6C6DQS>EM3F?+@K(I M973V<9CLS-]@6'=#_%O')X-INZBPABMWFS0R+3=])I"$(+QRJ*RY"I

E`G3)=M"VUCO0Q5NE]#='@Y<65KZ]MCZE=T]JJJ;U!+`P04```` M"`!'5@9'F5R<(Q`&``"<)P``$P```'AL+W1H96UE+W1H96UE,2YX;6SM6EMS MVC@4?N^OT'AG]FT+QC:!MK03621A'^_1S80RY8- M[9)-NIL\!"SI^\Y%1^?H.'GS[BYBZ(:(E/)X8-DOV]:[MR_>X%#BVR]*+41B1%G\@MNN01.+5)#3(3/PB=AIAJ4!P" MI`DQEJ&&^+3&K!'@$WVWO@C(WXV(]ZMOFCU7H5A)VH3X$$8:XIQSYG/1;/L' MI4;1]E6\W*.76!4!EQC?-*HU+,76>)7`\:V@S&L%&KQMUAVC2/'K^!?F<-0H< MD1L=`F<;LT8AA&F[\!ZO)(Z:K<(1*T(^8ADV&G*U%H&V<:F$8%H2QM%X3M*T M$?Q9K#63/F#([,V1=<[6D0X1DEXW0CYBSHN0$;\>ACA*FNVB<5@$_9Y>PTG! MZ(++9OVX?H;5,VPLCO='U!=*Y`\FIS_I,C0'HYI9";V$5FJ?JH,@H% M\;D>/N5Z>`HWEL:\4*Z">P'_T=HWPJOX@L`Y?RY]SZ7ON?0]H=*W-R-]9\'3 MBUO>1FY;Q/NN,=K7-"XH8U=RSTS0LS0[=R2^JVE+ZU)CA*]+',<$X>RPP[9SR2';9WH!TU M^_9==N0CI3!3ET.X&D*^`VVZG=PZ.)Z8D;D*TU*0;\/YZ<5X&N(YV02Y?9A7 M;>?8T='[Y\%1L*/O/)8=QXCRHB'NH8:8S\-#AWE[7YAGE<90-!1M;*PD+$:W M8+C7\2P4X&1@+:`'@Z]1`O)256`Q6\8#*Y"B?$R,1>APYY=<7^/1DN/;IF6U M;J\I=QEM(E(YPFF8$V>KRMYEL<%5'<]56_*POFH]M!5.S_Y9KF4Q M9Z;RWRT,"2Q;B%D2XDU=[=7GFYRN>B)V^I=WP6#R_7#)1P_E.^=?]%U#KG[V MW>/Z;I,[2$R<><41`71%`B.5'`86%S+D4.Z2D`83``>LX=SFWJXPD6L_UC6'ODRWSEPVSK>`U[F$RQ#I'[!?8J*@!&K8KZZKT_Y M)9P[M'OQ@2";_-;;I/;=X`Q\U*M:I60K$3]+!WP?D@9CC%OT-%^/%&*MIK&M MQMHQ#'F`6/,,H68XWX=%FAHSU8NL.8T*;T'50.4_V]0-:/8--!R1!5XQF;8V MH^1."CS<_N\-L,+$CN'MB[\!4$L#!!0````(`$=6!D&POBP`E\./_PIQ7JY@RX)#": M7L+@Z:3C<#^O7MNAGCZ/^C_,.\17>X@]T9[`:Q,8]%5-XU)P7]P)=$`:-X]@ MB:CVCXQ[+JB00.G3TQDLPA'#SN,649))8L`2,4)7#IX8P!YX[\<(%]+F=AEV M\XQ#GTE660+#_O?T=)EGMX/9'J%T>WL:2.,:*84EG^D)Z.WYJM:;XX)C)]+Z M'?"N)%I%D\N-`#OHO)F0!99#Y@BNH32FN%0Z0))J848E:B-=*"68-@J"*L$1 M-93KB-[0M#FF]-Y\7K_++>ZN!,['G'$(@5&Q-G4A>M-?`UO48)/-<6_2'L<+ MNG)(H*-17=/5-THJSK`3ZZ"9Z&>'Z*,]]&F,UJQ@(21YU/[F(N0:P!*")9:* MY)O(7XGJ.>Y4?X.#KMRG\-@MOZ:FTU?-J]%7\*W+`U'R@2Z.V?N"`M^V(5^#=J^@]02P,$%`````@`1U8&1\0`1_B3 M!@``*!P```\```!X;"]W;W)K8F]O:RYX;6R5F5U3VS@4AO^*)EVB.1@OGEH?[^[9U"#$V:U_+32M3](Q^EHW\,V MCWIM1-E5:@V;+K3]Z^G"2%1J)E>UFU)G-_<]&DVB)(JR-SV#/71Z7+P0R?O;OP_<33*Q@2\ MUU;?Z5J[QZ-1_[U6_DGVGSU*/_S_?Q-M/SB;OUC(MA*?6T<4<=&N_SP:&M\' M^O%%U=_8'&KZ8BZJR7JH$'3K:!0\R8IN1HBR:Q2TCJ!U]%;KDZXA8Q:JM33> MG@6@&$#QVZ"6A!D^1P*`)``8M!<[U]+0R06`4@"E;_9$VH4X(XDM$#(@9&]U M90O8]`5`.8#R-[NRD.U<6:%;@BZUDP`J`%2\!'V2Y?J[K:<]W>I72^(X]BYWQZN;OM%Z+0 MW0DC[U>W4&9O2H.Q-U7-LC/24#0V2ZE-,_S#)VCQA-'XN+J7;3D<%!1VPAA[ MV1DWEW,EOG2RM<(_F*#A$==T?M;5B$)S)XRZQS69ZCO0`TZ,HC`BK+7#'J&W M$T;<4V7TO?19U_8)ZEQ5\UX>GXGU8$#0W`FC+H6R[6I=4214XNM=K>?KR0P9 M:.^$T7<=+C@0$6H:\9JVUD\<="OQH-U"W/AIE/I`03RP(T)G(\;9S];IIF]Z M1D*(;[)>#48S&N18QE1*JXU>AUP_FC0D/A156PZC)T)/(R[)ZGFKJ4"0E)H@ MI*]I?)^CT-.(\?1E&(N=J0],NXL85#=BU`W&,\WL@$)U(T;=8#Q'.:)0WXC1 M-QC/48$HU#=B]-W$,SLZZ&W$>!L,['B,LROZ'#,^!P+;=PU1Z'/,^!P,[CA" M%)H=LV;SP?TT6H@:U`^,VT\QSHUSC#+'O,RO!WN<(@J%CAFAV6!G.X4^QXS/ MP:@7.XA"GV/&9W[Z%SNGRE'X8=S'Z'/,^,S%_1-F\'2H=LRHS7&NZ.H?M+X8 M/EV":B>F[H33-T)JIXPJH=1F+H35#UA5`^C#A"%MB>,[4%4 MBHD\1=M3QO;@W)2B[2G:GC*VAU%H>XJVIXSM813:GJ+M*6?[=L:\DL;T\\PN MFV-2E#T-U-*T\%I7PKH3=X_B;R6-7T\A:K`FY&3?HK;?@'2"*)0]Y4KL+>JB M=V_5#;9"&-O#*$SM&=J>O7=1F:'M&=J>,;:'46A[AK9G MC.U!5(ZI/4?;<\;VUZOA/E,@"FW/&=M?1_DRC]%42A[3E7HX=0 M.18R.=J>,[:'46A[CK;GC.W;EN-M%Z>)'&W/N9K].8HZ4Q+& MO-BSR`=;?XSM6]0E625=9W3]2#VKE&J>+8URM#WGME!"J!QMS]'V_/6=%)J/ M];VN5%NMI;_QLW.K*MR11-L+SO8-ZK@L5\UJO=[JZXA^'QE1:'O!V!Y\'8'D9A(5.@[05C>QB%MA=H>\'8_LJJ\H0*I$=*-HA"VXM?7Z#Z3R\I MHM#V@K']%=3F`%%H>\'8_@KJB[I7M8@Q!HO!5C>[81A8-Q=H>X&V%XSM?[8E M]6GN7_I0SRZ<:JS8$[-%?;><+_;0JP.T_6#\]!ZGO]R_NJG4S,>'?[%E^]N4 MLB[]VR[Z\.TG49+Z;4Q_?-E5=&__FFHD9JNZ/J%S7UNJR_SOGLB;]UL?_P-0 M2P,$%`````@`1U8&1Q>3W\9``@``C@<``!@```!X;"]W;W)K[')9"YVKVE+JQD0%VB= M??L%M-219NJ-`G[?^0%R#D4GY+NJ*-71!V>-6L>5UNUSDJA]13E13Z*EC?ER M%)(3;;KRE*A64G)P)LX2!$"><%(W<5FXL5=9%N*L6=W05QFI,^=$_MM0)KIU M#./KP%M]JK0=2,HB\;Y#S6FC:M%$DA[7\0M\WD)L)4[QNZ:=&K4C._F=$.^V M\_.PCH&=`V5TKVT(8EX7NJ6,V4B&_'<(>F-:X[A]C?[=+==,?T<4W0KVIS[H MRLP6Q-&!'LF9Z3?1_:##&C(;<"^88!93C"A M8@9@X0&+P`ZG1^6.9,9967K$,O1/#LOFCF3&:5EYQ"KTIQ/$'4GV&`'!+:=` M&"&?9A4(?CH"LSBCW(4A9WJV/FGR7K.<04$W"@HIJRDEU"`P@W++8HC#"'!2 M*`;->,]P:O(D1].,3T;ECU-Y"BO;BW.B^SOE1?_6$%<^;_*R:,F)_B+R M5#T:*^WG[^"R_]0 M2P,$%`````@`1U8&1Q'#V_[_!@``BB8``!@```!X;"]W;W)K+17?_ MW&SK[KI]:7;#_SRV^VW=#U_W3XON9=_4#X="V\U"*^46VWJ]F]\M#\^^[N^6 M[6N_6>^:K_M9][K=UOO_BF;3OMW.8?[^X*_UTW,_/EC<+1=3N8?UMMEUZW8W MVS>/M_,O<%,9.TH.BK_7S5MW]GDV=OY;VWX?O_SQ<#M78Q^:37/?CU74PY\? MS:K9;,::AI;_/56:VAP+GG]^K_VW@]VA^]_JKEFUFW_6#_WST%LUGSTTC_7K MIO^K??N].7DX]/"^W72'?V?WKUW?;M^+S&?;^N?Q[WIW^/MV_)^@3L7D`OI4 M0$\%IG;D`G@J@*F`^;2`.14PN2W84P%+6E@X M&>3[L9*AYO'#.!7#J'7#A!R?_KC3>KGX,=9SDA3G$GV4X*^2DDM@4BR&]L5. MZ/=.%)JW\&L#*T%A2!\N5E)]6LF'W<1IK/"L/![+V\OES53>G)4WQ_*.C/51 MLCM(_$$2P"$=#:YR6FD@`$58"UZ,G>5(-,08\;(V,F9YJR M&S^Y\=Q-)&[\IVT<[7`-&9.2*]"0A5EQC$PV66.(BB'2F2RXR&NB2XR+TSE_V M!"JQ17%7#"Y*:,=8.E62S$1#G0DR;UPDJZ,29,X'Q`QW9^0$[@ZI.Q!6!FHZ M:Y(L:NNH.RY#5'1;JB19U&>H^=B=3NXT=V>H.\V79/00J3LN0_XC*@694\9; MZDZ0.8T9NR$DD@-R=Y:Z0V'N(J*C]@2=Q4`772GH$+6QE,>23MD`&5LDI%@# MSH.-8["".2L@,1TXU)%"'008#PN24E"06>OH5BM5%C&P!2#(P*F6\S?E$Z MX5YSW!N*>\W).^0O+"D09,YZ1T-I03;L&$[1#5'2Z:!LQG:O$_`U![ZAP-<" M\#U-X@21`;HB!=$54&Y4D@J-R_B9Z<1ZS5EO*.LU9VY0/M(X39`YBVP#$63# MQ/G`%J:@0[`0,OPETFM.>I,S]8GTFI/>4-)K3MTKL(K&>H*,\B*OINK3FCYV ME1"O.>+IUE!H`;:*'LJL!!4SE5-1]6E%'WM*6-<AC3PGMFJ/=4K1K3MLK4$#SK96@&WYW-$N4:D.DZ58ER(:T/N2<;";( M:PYY2R&OA=0^"N:X["I:1<]BI=J&[8<>PDBU0?`J8W/%1'WDU*>'5P5R_M)S MI/#L<)YCWE+,(P>N_N7L MX&1-D+&-KQ14QFN:'E:2S(#-.$G#Q'CDC,\)[S`Q'CGC:=Q2($=N5)ZF4((J M.#JEI:`:DOE(0R!19F*.MT1ZY*2WE/3(T6L#VV(%E7=``W-!!:`BC6`D&7J= ML\$FXB,GOJ7$1^'H'AR;-ZZ*@4V;D/!;&@Q6DDKG')]BPCYR[#N*?10(S#B] M$E0QL"U6.,A'FL!54H/!YUP2)N(C)SZ%;X%"SNX-7XZ"+&B6;P@RM$BO.RI) MYC'K"C,!WW#@.PI\(^3OT49VB\EE)EJVSPHR<,$!A8BDPX`V`_TFH=]P]-,8 MHS!"FA_IXET)*L-4I:`:W='C)DDVF,O(%$UBO^'LIX>PA3E'\>D&6@DWT%QF MAL2;DDX;FW.@9E((8'@(X&@(8(33=0AT'UP),AT4O8PHI=KX M:%5B;=;GK,RSMP?XZP/T#J4PYY?YX=C0-0U=5X(*KBE52D%EKNF12"6J*;[$N=JN[.'O19MOLGPZO.'6S^_9U MUQ]#M>GI]!K5%SV^J$.>%W"S`N%Y"3?5\26I5/W=\J5^:OZL]T_K73?[UO9] MNSV\&?38MGTS=%Y=#YU_;NJ'Z>S'CWX<_>.K4LRV7$,`NQO`N@`V=0;>!7`P@].R-Y5; M)W6RG)?R8E6G1.\G,E/R4ILH9WVAET)5K5(+THY^+/UP[GQHGTX2CR6TD5#O MJV2-):17.&I^8Q+TFD1,\0Q?)U@9%`SD\-!D<]?D9II>7RMO%,_:6H$DXE92 M-)*@D82N[T$:K&+,1T7%*L))P"&50489)_0Q&>O)V(C,:\FBQ_&\C^>H,H$+ M*L-':?)&\D19P#DH#99YKA_YH#0F,^H'H#)8Q3F=LN1^#^:CP@03=G;0QP>X M,&#]X@"S$)<"XA56@0*O)_EL[OG/)>O'DLU=R6V:H2T1AFDB2,/P;F$0QZ`AD,>D M@;WVOM%MI*%3$MPJ0]@J"6Y<(7S-�,+1'6$/B/96,0!1-Z/QEZ)/$Q$H%( M/BZ!+&PCH4TY)#,8*=Z#$'/$]8%C$93WGY##R>XB@&@,\9G09R41Z:6YJ-N6T(_V9[T7 MJD\38#PFLQ4QC*_UV;`Y?0SVR_DI.8B?27E(B\IZD[4ZPS3'E[V4M5#IN\^J MU$=U>NUO,K&O]66@UZ`]S[4WM3Q=CZ?]&7GY'U!+`P04````"`!'5@9'B+5K M3/T$```E&```&````'AL+W=OFT%YW)Y**]9FS:UD0279&.T[/XWC\\?-9KA[ZO;M\*%_[@[YEX?^N&_' M?'M\W`S/QZZ]/P7M=QLTQF_V[?:POKDZ/?MTO+GJ7\;=]M!].JZ&E_V^/?Y[ MV^WZU^LUK-\>?-X^/HW3@\W-U6:.N]_NN\.P[0^K8_=PO?X%/C86)\E)\=>V M>QT6UZO)_)>^_SK=_'%_O3:3AV[7W8U3$6W^^M8UW6XWE91K_N=2:*ES"EQ> MOY7^VZFYV?Z7=NB:?O?W]GY\RF[->G7?/;0ON_%S__I[=VF#FPJ\ZW?#Z>_J M[F48^_U;R'JU;[^?O[>'T_?K^9=H+F%Z`%X"<`X`^[\!=`D@%K`Y.SNUZ]=V M;&^NCOWK:GANIVS#QRP_3H7DDJ>+J:-RFX;<7>>GWVXB76V^3>5<)+=+"9XD M^*.BD8IH9\DFUZ^:P-D$+N+I'._>CZC*@*P*20/QPSFC*1]Y0J7"V8!](5>.7$7N MH$`04+H2*$:9%N,P!>"F%"$@$55P&0I809(U6>Z)M/RAZ"9-YGS%[(<"5I!D M38[[D=1,E/BJUBBRZ,'4C*2"5Y!\37SE`0E.,,0G9J/*K*W@$12\@I=^`O?C ME:5'&=921AZA)E\%UR!YG3BO02&Q1\\79DT&-M7T3P$V2&(G3FR0*$XV)\PZ MD3(%VGE$!Q-J7!5LPY+;YU715JRJ6#B+DK/`%_!;E/CTF-"QA#2:SH!U-5NZ M`EF4D,W+*[F#(=E'BBX[CS5I*WA% M$HG/:*@HHA`1)1$S-GBK).LL&`^`?)8I2@K&Q=RT"EL%C"C!"(:3&I4M97!Y M.;-\Y=>4E-=C!S4=7OB(DH^Y'[@M2;Z8EP9KQ"JK*4T^57BLZ:V"2928!,.Y MC1*`SG-J:Z)8,T\*(U$R$@R'-DKTY9$;O.@A50>NXCB%!9`H-[;`=]"W*+>L M/GC']_V*S+F4*M8U*KPEA;?`>4L*1XD"/^0I,A>3KZ`M%=J20EO@M"6)4<#@ M1-(4G84\`2H<%=R2@EO@N*4E1L/E!.5M("O.Y8H2?+"`%02@Q:L"N:/-I_N* M(@IRR4IJ5W5.P2,I>`2.1W*BR631@>-G1TUHK$DUVQ`J<"1Y.(>:\S`5D)$" M,N`@(\FH`/ETR5FFZ=!3S1:="LY(P1EPG)&"J;PGYN\6&DV71S55X)X*SDC! M&7"14=#;RUS>-ILN0L15`LP5H5@$:SS>[[F&<+D.^/I[?8I]OQO[Y M[:7\_)^!F_\`4$L#!!0````(`$=6!D?.W(=E"`(``",&```8````>&PO=V]R M:W-H965T&ULC97?DIL@%,9?Q?$!%D3\LQGC3)/.3GO1F9V] M:*])@M%9%!=(W+Y]`0VU:#=[(P?\OL/OP'@L!BY>94VI"MY;ULEM6"O5;P"0 MQYJV1#[PGG;Z3<5%2Y2>BC.0O:#D9$TM`PC"%+2DZ<*RL&O/HBSX1;&FH\\B MD)>V)>+WCC(^;,,HO"V\-.=:F050%L#Y3DU+.]GP+A"TVH9?HLT^-PHK^-G0 M0<[BP+`?.'\UD^^G;0@-`F7TJ$P&HHN'#-SJ5D)B$1\ZD?0;'BU2\O5G"H"7OX]AT M=AS&-SF<;.L&-!F0,T3X0T,\&6+/`$8R6]=7HDA9"#X$LB?FLJ.-E@N31&.;'4Q78JV+4=%:3C54\PC2"D5?+4A>C/$UP=A\(.R"\`I1X0'BV46(U M:0RA1[,492B%]U$2AY*LH*0>2K*H.7X$RBI0TD7UQRA3QQKYA)D M*[5XF+MLB;DXU8\U_P7)'4B^`O+H@>2+JXLQ2OQ/9T4%<>3#@-GWW),S_4'$ MN>ED<.!*MP;;%2K.%=49X8.^J%IW;#=AM%(FS'0LQB8V3A3O;RW9_1?*/U!+ M`P04````"`!'5@9'&!S9$@4&``#5'@``&````'AL+W=O]B>U41)C-I69BE- M]^U'V8ZHWEU08B^QI/Q)'H_DCW?D^K4[?>V?VG98?#_LC_WM\FD8GF]6J_[N MJ3TT_C65N]\=VF._ZXZ+ M4_MPN_QD;VH*H^2L^&O7OO:SY\5H_)>N^SJ^_'Y_NS2C#>V^O1O&*IKT\ZVM MV_U^K"FU_,^UTMSF6'#^_%;[K^?N)O._-'U;=_N_=_?#4[+6+!?W[4/SLA_^ M[%Y_:Z]]H+'"NV[?G_\N[E[ZH3N\%5DN#LWWR^_N>/Y]O?RG,M=B>@&X%H"I MP-2.7L!="[A<`,\]O5AV[M-=6:]^C96=-5LYQJX:";%*M6N-@%O36Q!%(LJ`"(EC(%H&P*/*!OFI^:"D$#-P@*0L6 M8X$YF5#627,J;HY31IR[L595-K@"-<(>%"UY+JH5$<:")6DS[BQ) M8ZR8/20!0598HZB@R#<9GE:CI_"-Y"+&*D9NCY3%:$+)XLKXM.%_KL^,/:MQ M+_(^2:B%Z/E&6"LR7Q7Y.///2@#*J$.RS89`QAAND$9*8^;"]Z.4C$%0,(@E M560,@L2@13Z30?(-R#GC>;\4H376QEB`'L@D!$E"B\"-4E!HH[.6.`U5I4>/ M)5,2,A%!"=JP8!9!IA@H%$,>6(`$E`L.I+<571H6*G%V9ADHL1M20169/Z#P M1TXB"1;P$#T:XDQ4I`Z<]<[%@BT5,H=`B>.01RT@@[0/$*R)R>=\*].T#H(W MKH@GD/D&E>+VDOF8D01*3";=+E$#B4B>AV6:#JSQ!3/!92(Y4[!RKR*V*[D9-A%R>((HDE>Y#+1',:T<2(2U*ES(#X/JW+BGR3>>:4V(SXJG`RZOI` M@"80SR8U)88T64L29)<9Z;P<]9+]QV6:.85F/)O?.DFHM/^26%J*+""5C'UF MF%-B-.)9NY/!5]I]Y\<#5XM4'9@2-VH'5*:Y$D2%@Y0J00!G!I"#8\SV<)%@A!6,6>&BK M",?HPV%)J$.9P*00V//]EY1<&HJ*+EQH=DEA\)= MS[E+$J<$1DQ)J7)8DMQ21BXIR/40 MGD^76]?+R]`]OUTB3S?9F_\`4$L#!!0````(`$=6!D?"<_(!NP$```($```8 M````>&PO=V]R:W-H965T&ULA5/);MLP$/T50O>&6AP+,60! ML8N@/10(+1"NV@5[$X>B]-V_(83$)^:XZ`(T^&>5J M'W5:#SN,5=4!(^I!#,#-GT9(1K39RA:K00*I'8E1G,;Q%C/2\Z@L7.Y5EH48 M->TYO$JD1L:(_'L`*J9]E$1+XJUO.VT3N"QPX-4]`ZYZP9&$9A\])[MC9A$. M\+N'2:UB9+V?A'BWFY_U/HJM!:!0::M`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`VF?O@&:FR@8@/]RP9Z;*!3>S!C`X-Z6)QR'RIW M7W3%:MG4K[/V6/3S2=X$>=,'"9'[+_U0A*JU84!.5W^L9":7BQ]]H%%S=ZZ! M00/JO>2>2F*013#`NH`W%W=`>WC?P9I1:.3A:I#\ET$NVE13L=19>S46"ZX' MT%,`?19`CP%P*4^:PZ#)!HT6`KRQ*!FJ4]8#B`1#9C)D&$.XKN:L(W/26'"@ M<76ISEOE4RIL)S^6\6.0'TOZ^4V"UL)X9(@1.FV-RJX[RB9'&>,(#<5]1CH2 MR`I5!"N0,%1N,N(8(QE:J8[.G3`IT`Q;4Y4'+QQ*RM%A5SZ$0YDQ,N^<2*BQ MGU+S3&K8CF=&76EM\:`S.FVT5=?]2!&I*!A''F-1,-7V(`4JT9H1*F^TD1)3 M-#%BGA#Q9XP,O$U9:#)2 M6J9@6C+\%5IX#(><$?:6I$Z9DI'4DD&U`VSJ`JNQ)1[5"7XBJ26':KQU2$MR MY_<.1IBZ>+E-.-.`-Q. MD+#@(+(;SMG]/_8CB*0%[E",*0(4H1E8)4AEJ,Z"L2HEJPA;X&";84OTO"O# M-B/(C*0Z[ZU(P#]$U`)W+B;SAT,M=VCCA(FG-HBP!0ZV9)70`VLF%=F1UHS. M9CXC6VYBO/QZO,LI1G(#1^X$^*L(924^MD)4I*UB:$M6B*+@DU*"0I,D9W16 M")Y%BZ.Q1`8,R,A<5/:U*+8U#)5HS.J>] MP[>AB>'RJ^$N)QA!JYA#LDO`O8J@5>:#,S&"47%@)#.1`L^IS.@,UX7JK#.9 M3""CBF14'!G)5*3`DR:<##$U.!V$^[R4*D4P*@Z,&-:*`HJ'-2=,A+6*)%/< M33]9(/0,ZHQV2N`%0G69U9DE.:;%RZ_'N_RP+Y)6,\=?ES"9="2MEA];(CJB M47-H)`\=*?/Z.Q"%=#FC"RJ=\,Q`1S9JCHUXA6@*J7!3I"1Y#$IUF09O$AR= M/9?E[OCQ9-3T1C[L9U(BYVM6YZS"MWV)\?+K\4XI+LZ>^5=E\SR\;6EGC_7+ MH3M-GNGJ]$;G,_3O#-#U.WFSELSU>WF3G][7Q/"KY;%X+O\JFN?=H9T]U%U7 M5\-+BJ>Z[LI@7WP*U=Z6Q6;ZL2^?NOYKU@_#Z:W-Z4=7']]>0DUOPE;_`5!+ M`P04````"`!'5@9'*G:),Z`!``"Q`P``&````'AL+W=OF9;8WP.M(4I+E67;#%!>:ED6L/9NRP,%)H>'9$#LHQ+^D.;$9)#0T?I'O! M\1'F$:Z#8(72QB^I!NM0+11*%'^?5J'C.DY_MOE,NTS(9T*>"%^S:'QJ%&W> M<\?+PN!(;,_#V6WV'FZ"B%<.09C;6[1^^JEZ+C??LH*=@]",.:XQ^81)".;5 M+[;(EQ;'_`]Z_F_Z-CG%_]-\E@=U*8/>7$2]A/KMDJSU58-IX=2RI M<-!NVKQ43;?S-AXB^X"71<];^,Y-*[0E)W3^9..A-H@.O)7LZIJ2SK^?E$AH M7`B_^-A,5VI*'/;+`TFOM/P-4$L#!!0````(`$=6!D?S=W1VG@$``+$#```9 M````>&PO=V]R:W-H965T0W%<'F@0+(*%T08'[Y0RW(&40\HW_3YKO+0-Q'<_J?^*T MWOV)6[A%^4]4KO5F$THJJ'DOW2,.=S"-L`N")4H;OZ3LK4,U4RA1_&5+W.!`;,?#V6WV'FZ"B%<.09C;6[1^^K%Z M+C:_MCD[!Z$)X%L$'4L*;'7;MR\I;KED:$!``"Q`P``&0```'AL+W=O:.=*`;NA1>1-NY4&!E MP1*O%@JT%:B)@>9`[S?[XRX@(N!5P&A7,0G>3XAO(7FJ#S0+%D!"Y8("]\L9 M'D#*(.0;_YXU/UL&XCI>U'_$:;W[$[?P@/*7J%WGS6:4U-#P0;H7'!]A'N$Z M"%8H;?R2:K`.U4*A1/'W:14ZKN/T9YO-M,N$?";DB7`7"6QJ%&U^YXZ7A<&1 MV)Z'L]OL/=P$$:\<@C"WMVC]]%/U7&Z^W13L'(1FS'&-R2=,0C"O?K%%OK0X MYO_0\Z_IV^1PNZ)O9X>W7POLDL!N);#[SXB7,'=_-6&K/55@VGAU+*EPT&[: MO%1-M_,^CV?R"2^+GK?PDYM6:$M.Z/S)QD-M$!UX*]G5-26=?S\ID="X$-[Z MV$Q7:DH<]LL#2:^T_`!02P,$%`````@`1U8&1]Y#KPBA`0``L0,``!D```!X M;"]W;W)K&ULA5/);J0P$/T5BP^(C9MD)BT:*9TH MRAQ&BG*8.;NA6!2;(K9I,G\_7H"@+,H%5Q7OO7KE)9]0/YL6P))7)7MS2%IK MASVEIFQ!"7.!`_3N3XU:">M2W5`S:!!5("E).6-75(FN3XH\U!YUD>-H9=?# MHR9F5$KH?T>0.!V2-%D*3UW36E^@14Y77M4IZ$V'/=%0'Y*;='_,/"(`_G0P MF4U,O/<3XK-/?E6'A'D+(*&T7D&XY0RW(*47&P4;-X)*XIA[R*=L>\%LE4@VPAD M7XSX$8,7^2`:^"UTT_6&G-"Z MDPV'6B-:<%;8Q65"6O=^UD1";7WXP\4Z7JF86!R6![*^TN(_4$L#!!0````( M`$=6!D&PO=V]R:W-H965TVFI5"V0/NG1OVA-BZ!\GLE1Y`^3^M-I(YGYJ.V,$` M:R))"D*S[(9(QA6NREA[-%6I1R>X@D>#["@E,_^.(/1TP#N\%IYXU[M0(%5) M$J_A$I3E6B$#[0'?[O;'(B`BX`^'R6YB%+R?M'X.R:_F@+-@`034+B@POYSA M#H0(0K[QRZ+YUC(0M_&J_A"G]>Y/S,*=%G]YXWIO-L.H@9:-PCWIZ2)X?YAIXO#O.O!8HD4&P$BD]&O(0IWC4AFSV58+IX=2RJ]:C6B?O3"`%=M#;;.D?U_;@(/:K?*"9X9SSISQI9S0O-H>P)$W);4]T=ZY MX M#;&C4MS\/H/$Z41W="V\B*YWH<"JDB5>(Q1H*U`3`^V)/NZ.YR(@(N"'@,EN M8A*\7Q!?0_*M.=$L6``)M0L*W"]7>`(I@Y!O_&O1?&\9B-MX5?\2I_7N+]S" M$\J?HG&]-YM1TD#+1^E>QV1P\W0<0KAR#,[2U:/_U&UL MA5/;3N,P$/T5RQ^`4[>P;)5&HB#$/JR$>&"?W6226-B>8#L-^_?8SH5HMQ(O M\;_7$7$0GP*F%PJYA$[R?$MYC\J@XTBQ9`0>FC@@C+&>Y! MJ2@4&K]/FE\M(W$=S^J/:=K@_B0^I.R=1SU3*-'B8URE2>LP_N'91+M,X!.!+X3;1&!CHV3S07A1Y!8'XCH1 MSVZS#W`;18)R#.+:/$)4$L#!!0````(`$=6!D=;`/:MH`$``+$#```9````>&PO M=V]R:W-H965TU# MI2@/[;,7!K!B>ZAMEO3O:QMP4+M5^X)GAG/.G/&EFM&\V`'`D5!M)2E*6Y^^HXD)G=15K3Z:N<')2:'@R MQ$Y*$^"#8H;?R29K(.U4;)B.*ORRIT7.?E3UFL MM-L$MA)8(GS(H_&E4;3YD3M>5P9G8D<>SJXX>K@)(EXY!&%N;]'ZZ9?JM69% M7M%K$%HQYSV&14R1$-2KWVS!MA9G]@>=_9M^2`X/._IA=?@?_`OSNTNZVU,%IH]7QY(&)^V6S4O5=#L?6#R3-WA=C;R'K]ST0EMR0>=/-AYJ MA^C`6\GO[C,R^/>3$@F="^%['YOE2BV)PW%[(.F5UK\`4$L#!!0````(`$=6 M!D="D(5'H`$``+$#```9````>&PO=V]R:W-H965TUFQ2-E45?M0*& M<\Z<\:6:M7FV`X!#+U(H>\*#<^.1$-L,()F]TR,H_Z?31C+G4],3.QI@;21) M06B6?2"2<87K*M8>35WIR0FNX-$@.TG)S)\S"#V?<(ZWPA/O!Q<*I*Y(XK5< M@K)<*V2@.^'[_'@N`R("?G*8[2Y&P?M%Z^>0?&]/.`L60$#C@@+SRQ4>0(@@ MY!O_7C5?6P;B/M[4O\9IO?L+L_"@Q2_>NL&;S3!JH6.3<$]Z_@;K"(<@V&AA MXQKP_)]@3()E#N!\C\CWL(&PO=V]R M:W-H965T'T:YB%+R? MM7X-R6-]Q%FP``(J%Q287R[P`$($(=_X[ZSYWC(0U_&B_C-.Z]V?F84'+?[P MVG7>;(91#0T;A'O1XR^81[@-@I46-GY1-5BGY4+!2+*W:>4JKN/T9[>?:=<) M=";01-AGT?C4*-K\P1PK"Z-'9'L6SBX_>+@)(EXY!&%N;]'ZZ:?JI:3YKB"7 M(#1C3FL,C9@\(8A7O]J"+BU.]!.=?D_?)(>;%7TS.[S[7F";!+8K@>T7(U[# M[#\T(:L]E6#:>'4LJO2@W+1YJ9INYSV-9_(.+XN>M?#$3,N516?M_,G&0VVT M=N"M9#>W&'7^_:1$0.-">.=C,UVI*7&Z7QY(>J7E?U!+`P04````"`!'5@9' M(W;!0:$!``"Q`P``&0```'AL+W=O6B?67MLHP#C`%ZG?U_`EUCM5GDQ,^-S MSISA4HQH7UP'X,F;5L8=:>=]?V#,51UHX6ZP!Q/^-&BU\"&U+7.]!5$GDE:, M9]DGIH4TM"Q2[20-/EKA!:V%_GT#A>*0Y70K/LNU\++"R8"NOEAJ, MDVB(A>9([_/#:1\1"?!3PN@V,8G>SX@O,?E>'VD6+8""RD<%$98+/(!242@T M?ITUWUM&XC9>U!_3M,']63AX0/5+UKX+9C-*:FC$H/PSCM]@'N$V"E:H7/J2 M:G`>]4*A1(NW:94FK>/TA]_-M.L$/A/X2OB<)>-3HV3SJ_"B+"R.Q/4BGEU^ M"'`;18)R#.+,+D*X(%]:LM^-+BQ/^A\X_I MN]7A;D/?372>?2RP7P7V&X']?T:\@N%_#\DV>ZK!MNGJ.%+A8/RT>6MUO9WW M/)W).[PL>M'"#V%;:1PYHP\GFPZU0?00K&0WMY1TX?VLB8+&Q_`NQ':Z4E/B ML5\>R/I*RS]02P,$%`````@`1U8&1PJX.72@`0``L0,``!D```!X;"]W;W)K M&ULA5/;;MP@$/T5Q`<$+^OTLO):RB:JVH=*41[: M9]8>VRC`.(#7Z=\7\"56NE5>S,SXG#-GN!0CVF?7`7CRJI5Q1]IYWQ\8[PRF/B`3X)6%TFYA$[V?$ MYYC\J(\TBQ9`0>6C@@C+!>Y!J2@4&K_,FF\M(W$;+^K?TK3!_5DXN$?U6]:^ M"V8S2FIHQ*#\$X[?81[A-@I6J%SZDFIP'O5"H42+UVF5)JWC_.?K3+M.X#.! MKX0O63(^-4HV'X0796%Q)*X7\>QVAP"W420HQR#.'2RZ,/U4O92<\X)=HM", M.6TQ/&%V*X(%]:LM^-+BQ/^A\X_I^]7A?D/?SP[W'PODJT"^$2,/IQL.M0&T4.P MDMW<4M*%][,F"AH?P\\AMM.5FA*/_?)`UE=:_@502P,$%`````@`1U8&1X'R M)AJB`0``L0,``!D```!X;"]W;W)K&ULA5/+;MLP M$/P50A\0RK2=!(8L($Y0M(<"00[MF996$A&2JY"4E?Y]24IBA-1%+N+N:F9V MEH]B1/-J.P!'WI74]IAUSO4'2FW5@>+V!GO0_D^#1G'G4]-2VQO@=20I25F> MWU+%A<[*(M:>35G@X*30\&R('93BYL\))([';),MA1?1=BX4:%G0Q*N%`FT% M:F*@.68/F\-I%Q`1\$O`:%O=G;N$1Y6]1N\Z;S3-20\,'Z5YP_`[S"/L@6*&T\4NJ MP3I4"R4CBK]/J]!Q':<_V_N9=IW`9@)+A/L\&I\:19M/W/&R,#@2V_-P=IN# MAYL@XI5#$.;V%JV??JI>2L;V!;T$H1ES6F-8Q&P2@GKUJRW8TN+$_J&SK^G; MY'"[HF]GA[=?"^R2P&XEL/O/B-*C!MO#J65#AH-VU>JJ;;^<#B MF7S`RZ+G+?SDIA7:DC,Z?[+Q4!M$!]Y*?K//2.??3THD-"Z$=SXVTY6:$H?] M\D#2*RW_`E!+`P04````"`!'5@9']26_`:(!``"Q`P``&0```'AL+W=O0/D_K3:2.9^:CMC!`&LB20I"L^P;D8PK7)6Q]FBJ4H].<`6/!ME12F;> MCR#T=,`[O!:>>->[4"!521*OX1*4Y5HA`^T!W^[VQR(@(N"9PV0W,0K>3UJ_ MA.1W<\!9L``":A<4F%_.<`="!"'?^'71_&P9B-MX5;^/TWKW)V;A3HL_O'&] M-YMAU$#+1N&>]/0+EA&N@V"MA8U?5(_6:;E2,)+L;5ZYBNLT_\F+A7:90!<" M382;+!J?&T6;/YEC56GTA.S`PMGM]AYN@HA7#D&8VUNT?OJY>JXHO2G).0@M MF.,60R-FEQ#$JU]L0=<61_H/G7Y-SY/#?$//%X<_OA8HDD"Q$2C^,^(%3)[] MU81L]E2"Z>+5L:C6HW+SYJ5JNIVW-)[))[PJ!];!`S,=5Q:=M/,G&P^UU=J! MMY)=76/4^_>3$@&M"^%W'YOY2LV)T\/Z0-(KK3X`4$L#!!0````(`$=6!D<[ M&DT0H`$``+$#```9````>&PO=V]R:W-H965T':326*M[0FVTRQ_C^U<&D$1O,0SDW/. MG/&E&-&^N@[`DS>MC#O1SOO^R)BK.M#"/6`/)OQIT&KA0VI;YGH+HDXDK1C/ MLG=,"VEH6:3:LRT+'+R2!IXM<8/6POX\@\+Q1'=T*;S(MO.QP,J"K;Q::C!. MHB$6FA-]W!W/^XA(@&\21K>)2?1^07R-R9?Z1+-H`114/BJ(L%SA"92*0J'Q MCUGSUC(2M_&B_BE-&]Q?A(,G5-]E[;M@-J.DAD8,RK_@^!GF$0Y1L$+ETI=4 M@_.H%PHE6KQ-JS1I':<_!S[3[A/X3.`KX4.6C$^-DLV/PHNRL#@2UXMX=KMC M@-LH$I1C$.<.%EV8?JI>2Y[O"G:-0C/FO,7PA+DA6%"_VX(O+<[\#SK_-SU? M'>8;>CX[_`^!_2JPWPCL_S+B/4S^6Q.VV5,-MDU7QY$*!^.GS5NKZ^U\3(?( M;O"RZ$4+7X5MI7'D@CZ<;#K4!M%#L)(]'"CIPOM9$P6-C^'[$-OI2DV)QWYY M(.LK+7\!4$L#!!0````(`$=6!D>!!>3YY`$``,X%```9````>&PO=V]R:W-H M965T`>M_E)RP8C25U%AV0D@A24QBN,PW&%&FC;(4IM[%5G*>T6;%EX%DCUC1/R[ M`.7#.8B">^*MJ6IE$CA+L>,5#8-6-KQ%`LIS\!B=+D>#L(#?#0QR%B-3^Y7S M=W/Y69R#T)0`%')E%(@^;O`$E!HA;?QWTORT-,1Y?%=_MJ_5U5^)A"=._S2% MJG6Q88`**$E/U1L?7F!ZPM8(YIQ*^XOR7BK.[I0`,?(QGDUKSV'\<@@GFI\0 M3X1X0<"CD2WS!U$D2P4?D.R(Z5UTTG!A1+2R"SP:.@:CL7I$HYWVKQLER6;>Z'F,[L)_P M+.U(!;^(J)I6HBM7>NSMQ)><*]"EA`_Z_U'KY>HN%$IEPKV.Q;AOQHOBW7U[ MNA6>_0=02P,$%`````@`1U8&1ZC]1>K"`0``F`0``!D```!X;"]W;W)K&ULG53!;IPP$/T5BP^(@84E7;%(V515O3"` M%1M3VRSIW\X/&*NR!4[4 MG>BA,V]J(3G19BL;K'H)I'(DSG`V"(G>Y%UGD8M",=O`BD1HX)_+/ M"9@8CT$4+(E7VK3:)G"18\^K*(=.4=$A"?4Q>(@.I\PB'."-PJA6,;+>ST*\ MV\US=0Q":P$8E-HJ$+-06L%2,.6>J!R4%GRA!(B3CVFEG5O'Z4UV/].V"?%, MB#WA/G3&IT+.YG>B29%+,2+5$_OOHH.!2RMBE&U@^S86E>E^REZ*./F6XXL5 MFC&G-29VF,@CL%'?+!$O)4[Q7_3X-GWG'>Y6]-U$3\/;`HD72%8"R2P07;6X MA?D'EZDODFX([&X+[+W`_O_:S+Q`MN$@N6IS"Y->%<&KT>$@&W="%"K%T.EI M1GS6'\*'V(W>%[S(>]+`3R(;VBET%MH,L)O=6@@-QDIX9[Y8:ZX)OV%0:QMF M)I;3R9DV6O3+/>`OH^(34$L#!!0````(`$=6!D=&T8H!V@$``$4%```9```` M>&PO=V]R:W-H965T_ MD;(_(R2*!B@6#ZR'3GVI&*=8JBVOD>@YX-*0*$%A$,2(XK;S\\SD7GB>L4&2 MMH,7[HF!4LS_7H&P\>(?_"7QVM:-U`F49\CRRI9")UK6>1RJB_]X.%]3C3"` MWRV,8A5[NO8;8V]Z\[.\^($N`0@44BM@M=SA"0C10LKX?=;\M-3$=;RH/YMN M5?4W+.")D3]M*1M5;.![)51X(/*5C3]@;B'2@@4CPOQZQ2`DHPO%]RC^F-:V M,^LX?4F2F>8FA#,AM(0T,(5/1J;,[UCB/.-L]$2/]=D=S@K.M8A2UH'N6Y4H M5/=3]IZ'49RANQ::,=ZT"!>+:_B%'N[3C[;"XXI^G"M,]@5. M5N"T$CC-`NFF11?FV[Y)9$VBKP)QL#%Q8?[CGXRM2>P0"#VUG"VVS]L5X#,V%!'UZ@WS6X(5%*'B8KY-.;31K)^>;3L MRYG_`U!+`P04````"`!'5@9'.;RI>M\!``!B!0``&0```'AL+W=O M0J._%%PPHO16E$BV`DAN28PB'`018J1N_#2Q9T\B37BG:-W`D_!DQQ@1?\Y` M>7_R-_YT\%R7E3('*$V0X^4U@T;6O/$$%"?_?G,\'PS"`G[5T,M9[9GL%\Y? MS.9'?O(#$P$H9,HH$+UKT%R+A@=/?=:XJ M'3;PO1P*TE'US/OO,+:P,X(9I]+^>EDG%6<3Q?<8>1O6NK%K/WS912-MG8!' M`G:$?6"##T8VYB-1)$T$[SW9$G-WFZ.&"R.BE4UA^M81I>Y^.+VF.-HGZ&J$ M1LQYCL$6LW$(I-57+?!D<<8?Z/@V?>L2;F?T[9CP<%L@=`+A3"`(: MY@M-[IS)[I\FGPI$3B#ZOS9C)Q!_3!#A19LKF/@+E[%W)OL5DW!ALH*)M[=- M#L[DL&(2+4Q6,'&X,$&S(6`@2COKTLMXUZCAW^Y.W7-RC^T0O`.&C>+M]**Y9S7]"U!+ M`P04````"`!'5@9'Y3":XJ\!```6!```&0```'AL+W=O74BQU+34=4N1JJZZ*R)?6VC\G`!QYV_ M+V";6AE+V83+]7E=`@;KG`(W#NA9SQYZCY8^F)\WI2?PK3NO1G:N!1\;^LM(T+FR:HA(IVW+ZI M_AG&$4+"0G$3?E'1&:O$1$F0H%_#RF18^^'+/AUIRP0R$D@DW`<"'HQ"S-_4 MTCS3JD>FI?[L5@<'UU[$*?O"S^TB&C?]T+WD9+_-\,4+C9C3'$,"9A41V*DO M6I#)XD3^HY/;]'5,N)[1UP,]W=T6V$2!S4Q@,XZXNQIQ";._;;*-)ML%@?LK MDR7,KRL3/#LX`;H.]].@0G72#B<4N_$)/)!P\#_P/&MI#7^HKIDTZ*RLNS[A MYE1*67!1TCN7I7&/-&XX5-:7>U?KX=X.&ZO:Z17&OX+\&U!+`P04````"`!' M5@9')I[A'Z,!``"Q`P``&0```'AL+W=O6B?O3"`%=M#;;.D?U_;@(/2E?*" M9X9SSISQI9S0O-H>P)$W);4]T=ZYX#;&C4MS\/8/$Z41SNA9>1->[4&!5R1*O M$0JT%:B)@?9$'_/C>1\0$?!+P&0W,0G>+XBO(?G1G&@6+("$V@4%[I5OT;C>F\TH::#EHW0O.'V'983[(%BC MM/%+ZM$Z5"N%$L7?YE7HN$[SGX=\H=TF%`NA2(1#%HW/C:+-K]SQJC0X$3OP M<';YT<--$/'*(0AS>XO63S]7KU5QR$IV#4(+YKS%%!&3)P3SZC=;%&N+<_$? MO?BJ75/U!+`P04````"`!'5@9'!'R^0Z0!``"Q`P``&0```'AL M+W=OP*$/*90]XMZY MX4"(K7N0S-[H`93_TVHCF?.IZ8@=#+`FDJ0@-,MNB61A0*I2I)X#9>@+-<*&6B/^#X_G(J`B(!7#I/= MQ"AX/VO]'I*GYHBS8`$$U"XH,+].5:71$[(#"V>7'SS4(0KWZU!5U;G.A?=/IO^BXYW&WHNYF>_T?_(@D4&X%B M&;'X,N(US/Y+$[+94PFFBU?'HEJ/RLV;EZKI=M[3>":?\*H<6`<_F>FXLNBL MG3_9>*BMU@Z\E>QFCU'OWT]*!+0NA-]\;.8K-2=.#^L#2:^T^@-02P,$%``` M``@`1U8&1WACZ",:`@``(0<``!D```!X;"]W;W)K&ULG55=CZ,@%/TKQA\P`MIJ&VLRG=<]%[RCHM/61&B@B]&&[D+*Z7:;13)8T48ED^\)8U^<^:"8:67 MHHQD*P@^V2!&(P3`.F*X;L(BMWOOHLCY1=&Z(>\BD!?&L/BW)Y1WNQ"&MXV/ MNJR4V8B*/')QIYJ11M:\"00Y[\)GN-W#Q$`LXG=-.CF9!\;\@?-/L_AYVH7` M>""4')6AP'JXDA="J6'2RG\'TE'3!$[G-_97FZZV?\"2O'#ZISZI2KL%87`B M9WRAZH-W;V3(864(CYQ*^PR.%ZDXNX6$`<-?_5@W=NSZ-VDVA/D#T!"`7$`& MK/%>R-K\@14N4`S` M`SICL4%/)=V?ZCTH!O-*B"8MC!%1VDXM@R._-*KO56[7W0;/R+;`$5[D+2[) M+RS*NI'!@2O=2&T//7.NB/8"GG155OJ^<@M*SLI,4ST7?0?O%XJWMPO)W8K% M?U!+`P04````"`!'5@9'&PW:!]&BM3&U M3=C^?6U#O(A:X@6/AW.9D3W.)R[>90N@T`>CO;P$K5+#&6-9ML"(?.(#]/I/ MS04C2F]%@^4@@%26Q"B.P_"$&>GZH,AM[E44.1\5[7IX%4B.C!'Q]PJ43Y<@ M"AZ)MZYIE4G@(L>.5W4,>MGQ'@FH+\%S=+YF!F$!OSJ8Y"I&IO8;Y^]F\Z.Z M!*$I`2B4RB@0O=SA!2@U0MKXSZ+Y:6F(Z_BA_LUVJZN_$0DOG/[N*M7J8L,` M55"3D:HW/GV'I86C$2PYE?:+RE$JSAZ4`#'R,:]=;]=I_I.%"\U/B!="O"'@ MV,R;')W) MT2-PW)CX,*=]DY,S.7D$THV)#Y/MFZ3.)/4(?-F8>#!1N&^2.9/,(Q!M3'R8 M[HAM7>MKLH-6< M*]"EA$_ZZ%K]IKD-A5J9,-6QF,=\WB@^/!XM]W(6_P!02P,$%`````@`1U8& M1^YX_NKL`0``RP4``!D```!X;"]W;W)K&ULG53; MCILP$/T5BP]8<\U-!&FS5=4^5%KM0_OLP"2@M3&UG;#]^]H&',1:HNH+MH=S MF0'/Y#T7[[(&4.B#T58>@UJI[H"Q+&M@1#[Q#EK]YL(%(TH?Q17+3@"I+(E1 M'(?A!C/2M$&1V]BK*')^4[1IX54@>6.,B#\GH+P_!E$P!=Z::ZU,`!'4Q0:B$7\;*"7LSTRR9\Y?S>'[]4Q"$T.0*%41H+HY0XO M0*E1TLZ_1]&'IR'.]Y/Z5UNN3O],)+QP^JNI5*VS#0-4P87"3$CK"S7P(/1C;-+T21(A>\ M1[(CYN=%!PT71D0KFXVI6ZR>P_[];$86/FQ]Z M-9L#,35SA2)2GYKU=!5+NKFUG-LF_4!+_*.7.$'$=>FE>C, ME6YYV^T7SA7H7,(G?7]J/5G=@<)%F>U6[\4P:X:#XMTT.MW\+OX"4$L#!!0` M```(`$=6!D=22Q7KUP$``$4%```9````>&PO=V]R:W-H965T!R6=N/B-E/T9(5$T0+%X8#UTZJ1BG&*IMKQ& MHN>`2T.B!$5!D""*V\[/,Y-[X7G&!DG:#EZX)P9*,?][!<+&BQ_Z2^*UK1NI M$RC/D.65+85.M*SS.%07_S$\7U.-,(#?+8QB%7NZ]AMC;WKSL[SX@2X!"!12 M*V"UW.$)"-%"ROA]UORTU,1UO*@_FVY5]37K%("2C"\7W*/Z8UK8SZSB=I,%,C)WJLOUUX5G"N192R#G3?JD2ANI^R]SR.D@S=M=",N:XQD<&$%H&4NM,B M6BRNT1=ZM$^/;87QBAY/]"C>%SA8@<-*X#"W>-JTZ,*D^R9':W)T"'S;F#@P M<;!ODEB3Q"$0;DQ9SVNX1?F==L)[\:DFC8S:!5C$E0IP8/Z M=(VZT^R&0"5U>%(QG\9\VDC6+Y>6O3GS?U!+`P04````"`!'5@9'^SJB"M@! M``!B!0``&0```'AL+W=OI.&,N\!D;D`^^@U6]*+AA1^B@J+#L!I+`D1G'H^SO,2--Z M66IC+R)+>:]HT\*+0+)GC(@_%Z!\.'N!-P=>FZI6)H"S%#M>T3!H9<-;)*`\ M>X_!Z7(T"`OXU<`@%WMD@%(CI(W?)\U/ M2T-<[F?U;[9:G?V52'CB]'=3J%HGZWNH@)+T5+WRX3M,)21&,.=4VB?*>ZDX MFRD>8N1C7)O6KL/X)IEIZX1P(H2./H6VB3WB6=J2"GT1432O1E2O=BK8+2\X5Z%3\!WVOM1YX[D"A5&:[UWLQ MSH#QH'@W3S0W5K._4$L#!!0````(`$=6!D=!KXF*O`$``'L$```9````>&PO M=V]R:W-H965TM,U@$$?@C?Z&-7&M`>, M=5Z#H/I*MM#8-Z54@AJ[5176K0):>)+@F,3Q'@O*FBA+?>Y99:GL#&<-/"ND M.R&H^G\"+OMCM(FFQ`NK:N,2.$MQX!5,0*.9;)""\AC=;@ZGO4-XP"N#7L]B MY&H_2_GF-D_%,8I="<`A-TZ!VN4"=\"Y$[+&[Z/FEZ4CSN-)_<%W:ZL_4PUW MDO]CA:EML7&$"BAIQ\V+[!]A;&'G!'/)M7^BO--&BHD2(4$_AI4U?NV'-S?Q M2%LGD)%`%@0\&/DR[ZFA6:IDCW1+W;_;'"Q<.1&K[`+7MRU1V^Z'["5+MMCDS\\"VR"PG0ELQQ9O M%BVN87YAL@LFN^\"NWAALH;YQ9?P)%7);4] MT=ZYX#+&C4MS\.8/$Z40/="T\BZYWH<"JDFV\1BC05J`F!MH3?3@B^=8R$/?QJOXU3NO= M7[B%1Y2_1.-Z;S:AI(&6C](]X_0-EA&*(%BCM/%+ZM$Z5"N%$L5?YU7HN$[S MGR)=:+<)Z4)(-\+G)!J?&T6;7[CC56EP(G;@X>P.1P\W0<0KAR#,[2U:/_U< MO599D9?L&H06S'F/22/FL"&85[_9(EU;G-,/]/3?]&QSF.WHV4S/_D,@WP3R MG4"^C%B\&_$6YOY=$[;;4P6FBU?'DAI'[>;-VZK;[7R(A\C>X%4Y\`Y^<-,) M;*@MH@-O);DK*.G]^]D2":T+X2&ULG93=CML@$(5?!?D!%O_$3C=R+#5;5>U%I=5>M-<``L=]DB6W M@Q=^[JT_H$U-8U_+)2C#41$-W3[YG.T.E5<$P4\.HUG4Q&<_(K[ZS?=VGZ0^ M`@@X64]@;KG"$PCA0<[X]\Q\M_2-R_I&_QJF=>F/S,`3BE^\M;T+FR:DA8Y= MA'W!\1O,(Y0>>$)APB\Y78Q%>6M)B&1OT\I56,?IR?9Q;EMOR.>&_+TAY)Y\ M0LHOS+*FUC@2,S#_ZK*=4VO/<&!?^+%=0N.>ZO35%N:WKUH%ES6&KR6?,I M:JCCKYKDT21?`(H9\/@QH(B`8@'83(`JO4LY:530E$&391][;*+'9L7C'P!E M!)3_-V45`=5*@OQNRC5-<6="%R]_8&?XP?29*T..:-TU"C>H0[3@>.F#2]V[ MCS5N!'36EUM7Z^G^3AN+P^UKC'\)S5]02P,$%`````@`1U8&1P:H9OH,`@`` M8`8``!D```!X;"]W;W)K&ULG55=;YLP%/TKB!]0 M&_/A$!&D-=6T/4RJ^K`].\$$5(.I[83NW\\VQ*$0C:HO^-J<O MLJ)4>>\-:^7.KY3JM@#(8T4;(A]X1UO]IN2B(4I/Q0G(3E!26%+#`((P`0VI M6S_/[-JSR#-^5JQNZ;/PY+EIB/C[2!GO=W[@7Q=>ZE.ES`+(,^!X1=W05M:\ M]00M=_ZW8+L/H(%8Q.^:]G(2>\;\@?-7,_E9['QH/%!&C\I($#UDQTQIQUL-5P8$:UL`E,HG9/4Y1I6+WF81!FX&*$1\SC%((M!'Q'[)6)S M$P':P%T7R+E`$WXX[!##=8'0"803@6A((YAE,4!:"\%CIFF*DUDJ2QC:!#!( MUMU$SDVT=)/$,SO19)_88N(0PIF9)2A*X2<*$SLK\1TKG\@E<0+)UXX&.P&\ M?C1X60L4IK-:+$$11L&ZDXUSLKE3"[PND#J!]&NU".#MNL'U:HR8CU]JA$,\ MOW1+',()2N.9(S#I!1TYT5]$G.I6>@>N=%NQ':7D7%&M"1_T]U+I=N\FC);* MA%C'8FB`PT3Q[MK/W4\E_P=02P,$%`````@`1U8&1YZS/08Z`@``%@<``!D` M``!X;"]W;W)K&ULC55-^A,)H?F+-NR82(0E623_OM*`LM$T)"+D9;WWNY;F57:,OXF"D*D]U[1 M6JS]0LIF!8`X%*3"XH$UI%9O3HQ76*HM/P/1<(*/AE11$`8!`A4N:S]+3>R9 M9RF[2%K6Y)E[XE)5F/_=$,K:M0_]6^"E/!=2!T"6`LL[EA6I1KGW/V)O>_#RN_4"70"@Y2*V`U>-*&!7FUSM)[%7[OGF5MGFWW9AGTM&E"V!-"2[!YI@E13XCNA/A30MP3XJ]F2'I"XF0` MG7?3N2V6.$LY:SW18/UW@BL%YUI$*>N%/@K5-:$.I(M>LP@M4W#50CUF,\2$ M!A-&'R';,01:!%`%3%81WJK8A.,,'Q/D$XC8J6%69/>IR'_+C&RSH@$_ZEP^ M+N8%8BL0#P3BOMN/3K<[3&TP"X/Y!@,8.1W/QS"T6#I:VPFM*$J0TY8Q"J+X M,9DWEEACR=C8(G",)8,TB<$XB'P6L9U%[,:()9IW@JP3-.$$.D[0UXYH#)LX MH@FMB2,:HR!*ENXW!@9??47XVA=D_4$L#!!0````(`$=6!D&PO M=V]R:W-H965T8AN9U>'*YYOA\OUU5NS^;Y]KNMV M\G.U7&^OI\]M^W(YFVWOG^O5?/NI>:G7W2>/S68U;[N7FZ?9]F53SQ]VC5;+ MF:VJ.%O-%^OIS=7NO2^;FZOFM5TNUO67S63[NEK--__=ULOF[7IJIN]O?%T\ M/;?]&[.;J]FQW<-B5:^WBV8]V=2/U]/?S.5G2KUDI_A[4;]M!\\GO?EO3?.] M?_'GP_6TZCW4R_J^[;N8=P\_ZKMZN>Q[ZK[YWT.G_)U]P^'S]]Y_WQUN9__; M?%O?-VFDX>ZL?YZ[+]VKS]41^.(?0=WC?+[>[_R?WKMFU6[TVF MD]7\Y_YQL=X]ONT_H>K0##>PAP96V\`=&KAC@Z,QW,`?&OBBP6Q_*+N!^#QO MYS=7F^9MLGV9]Z>'N>SDF[Z3KN?^23^RW2!LN_'=O_OCQB5[-?O1=W30W`TU M=JO^:-T#6Z&PCC2QL.X'?L).<^$J3](X M$%)T*M?AZ#H`1ZEP%,07&9N3!V,)E+ZRD52FXM%4!*:H,!7ET1MK0Y"FH-)G MW>^;CJ82,)4+4TE\5:)`LA.U3DG&WS%AC M%9$]B'Y)(H4,(@N5WN@B:YCM-4:O`>R-4=$%@]+$,\/+6#.(:R*\2"3"*Y%V&,-R"#\6 MCCMG\AF`/AE;)!*QI8]C>THR[I8Q:[(FMEE\"YC0/E*-%VK,;(MP7,;52L26 M7DY*QHTP?"WB:AE0*Z'9G3&@)E((QTT-ZEC`V*C(E64>6G=>-"VSRR)VE=&$ MHC*:%D"K,B8BP"%M/ZUZ74`M`\ZBXK(,*!25`;6RL!2V3TG&W3)++:HZRX!: M64SVLR68P)`RQ6AT@\A\M@B](JB2J!>VKX.D+:#LBF:E+8:O15P5L970=)5- MY-%X`:UU+E7*TXY):P%IR2BN0IF.KCHOO(ZYYA#7Q*4L$HEK6!T`+UE% M%PQ)E\[,*P/-(:")O"*1R*LDF8^=+*$Q!-H<E2+E@'VLM`TW;\`YC@DM89^E8X;8X9[A./:(O&6.O<2J3XYB`FM10!NJY(UVQ)C%'K"8G**+P3JJ/R_+GD'G M$>C*+$-1F64O&6 MC^I3$5Y9=18+L`R#H6>4>X1I45L)7DO`EBL`#J-&P:S1\P5:94D[B)S,8;S8AH'M]41QIFM2HR MR)-F@U0"^YY\L""Y4&FLCM!IL$-*M45*(M7&F)P#RP%(VPVLB;HZ.3&!$]HF M18HNF);IS(U2Q&PCS48I*"K#2Y)JY`,9<*V!I/W"@JZ((08@:;9)05$97?IX MF]1)R;A;9BUIMDD1V/S4%0*@$@#*'(QNO8`8WZ39)47@`M]6$2S<0J51;J4A MIC)I=DG1D*:'G;+!6PN"BZ2IO\+5&6,`TSLQ/VK"<"1%`7N+1)05UIAVI"@U M;Y$HET,P&VSR7M6;I]UN^>WDOGE=M_M6QW>/._)O=_OGR_%NOMY%O3MLUJMV?]L6G:NCNRZE/WRSS7 M\X?CBV7]V/9/^TENL]^3OW_1-B_O?V)P_#N'F_\!4$L#!!0````(`$=6!D?S MR^J+/`(``#0'```9````>&PO=V]R:W-H965TM:K%Q"RF;-0#B4!"*Q1-K2*W>G!BG6*HI/P/1<(*/AD0K MX$.X`A27M9NEIO;"LY1=9%76Y(4[XD(IYG^WI&+MQO7<6^&U/!=2%T"6`LL[ MEI34HF2UP\EIXW[WUCL/:HA!_"Y)*P9C1YO?,_:F)S^/&Q=J#Z0B!ZDEL'I< M24ZJ2BNIE=][T?N:FC@+25&52\"I:](.L%S7A!(R]HL$K8!1;YR=C+%)6$@?=`LJ$U$\Z8"3\O MLYW!1&/#X<3*3'93T$/1K:S;U8S;U;)`9`6B_SM(L16(E_/*X\D1B9$?PE$8 M4U2"4.@MFTFLF:276"!X\/XYP^7_&PO=V]R:W-H965T\7PQ;0&VA:!\*!'EHGQ5[;0N1M*ZTCM-_7ZZTUJPY)_%`>8@E^2QW M2.WY.!S25Z_M[MO^J6FZR8_->KN_GCYUW?/E;+:_>VHVR_VG]KG9EM\\M+O- MLBMO=X^S_?.N6=X?+MJL9T:I,-LL5]OI_.KPV>?=_*I]Z=:K;?-Y-]F_;#;+ MW7\WS;I]O9[JZ=L'7U:/3UW_P6Q^-3M==[_:--O]JMU.=LW#]?0W?;G0ZJ`Y M2/Y>-:_[T>M)'_W7MOW6O_GS_GJJ^B":=7/7]6TLRX_OS6VS7O=-E5O_.[1* M-^TO'+]^:_WW0W]+_%^7^^:V7?^SNN^>2KAJ.KEO'I8OZ^Y+^_I',W3"]PW> MM>O]X?_)W!6"R[Y?QJU[Y.]L_+_OG0ET6^ZQLI+?2S$H`,`ISBL*,KK=#%.GC!NRI`3MJ MP`T-Y*H;1\WVH(D'C0XY^51U=P%T*2;E!0&Y4T".!>24J@)RHQOY@\8;ZTP= M#Y?%'%+('X?C3^%X/CZQ'A_/[F/*/Z5=%0_0A>CR*.Z?!A1.`07VC3NE/VX@ MGAJ(8("KQ_(VLD@O"I%4U?$%D+F0SG1$9%((S)Q2@)BMBF.=PX2[1E][(J>EO#!.FL4S$(0B*Z:8XW MSA/-P:6=R8GY#PB-UBEYP1RBB7':G\<4353204"50?2>%RFJNE=(9K.D3T0Y MC3!7@T4C@+%I#:FTRY(!(LYI!+J:+4#$X:(1#L?4&*)&LO)H"*(F(&I`NR#@ MDR$^&74>7`SQR6@!7`;1.],HYZ.I38.$,5FC!/.6&65>G'@<+H:#K$P#H4X4 M%TAG3)`\8X9X9T`RQ^!B.,>T==F94,?$A4:79"Y;05!$/./.@XLA/AF>A'&X M&)Y=793TLYYSDT,HET-%P,P9EF.BE1E4I0,$,'.(-C5<`$B#A<# M6%=2V1K12.:]Z&LE)!I`NR1I@OAD\GEPL<0GR_,GL`)2?"D1O*L?+B#37I(A M6(*=Y;#C7+&<83:Y^EL"*JVM9`JPQ#D+,CL&%QQ#>+^%;CQ"*^!?:5`Y6-`KI9HIM% M=*MI`D2<)A8A4+-4!&- MK9>`2&8DCZ(GUGC$FIH!'K#&155/@$@6=13,@)Z@Y!&4:EP`$<>%!RE-SJY> M(")9=%$`!3^JKP-^2:9^3VCRO"0NXHHG-'F0/3"N>+[H\5F47'DBF$=UH)H7 MGI-)1R4R#)')HTHUZQ,G3D%E%-PI$'`"+_&(W!T($`&M>FIW!YYG7)CD!.N9 M0!P)B".U;P,`A/.2+A$@`@)$[4<@XGX,``^VK)L$X1`>`L*#I`GR:N!U8I'1 MPFCW"J01S&B!KP>T#9(;D:,#*HG4/@O)!4Y*Y(Y(YA(F;,B7PCXI.JG8`%E7K)BB&3UB,H(M0,CL/J[ MF6X(B,M<%JWOXVCC&Q5`V0AQ)$2OV-8MD&E5$G4!4"/A(_**@\S5!(:(UA_, MU6"GN4R<]0XZDFG)'D0BRB1$&;:A#R@SGEZ/X2!5#I+3!42CA&A4AO& M!>QI9]%!A42,2Z@B4B,E<7CIG%*J%X%`9TPRDN,7B2B74!V4#1+`E]**%4*! MSK@81,\\<2[Q.HN(*FET*@>M4FJJ)+##S,]R()7$#82XA!#'D`+8Y8ROUZQ0 MIHT@H$R,RXAQ[)P0JL*P@T(0A*8V#Y1I(YAL,J$P`\HE`1$R<2F?>=PP$Y>R MY,!A!EO/*N?,Q@7L97MK!';)A+DL.7&8?U7,'8(!A$M>A/Y,B,N2`X<9H`N. M#](I%R6'X@AQ^U:AYC:2:24H&67B6Y8<.\R<7.P[1PA4 M2;#QD4>G#D7'#D7G#L=TBS\?0233DBJS5N.#AV]4^O"BT5%#)SR<>=]/[MJ7;7=\4$^?G@[6WQQ.P;//E;J\[?O#?]?'TO_N>'J> M;C._>EX^-G\M=X^K[7[RM>VZ=G,X8_[0MEU3.J$^%?,]-YXAO[XIFN?W_XFX/2'"?/_`5!+`P04````"`!'5@9'@.JW"'L#``"I#@`` M&0```'AL+W=OL;'- M*ANIFZAJ'RI5?6B?V<1)T`).@6RV?U]S"5#;ZEI]28PY,S[C\1P\ZYNN7YJS M4FWT5A95\[@ZM^WE(8Z;_5F56?-!7U1EWAQU76:M>:Q/<7.I57;HC)'KF[-8AQUY)^U?ND>OAP>5Z3CH`JU;SL7 MF?E[55M5%)TGL_*OT>F\9F>X'-^]?^K#-?2?LT9M=?$S/[1GPY:LHH,Z9M>B M_:YOG]480\]PKXNF_XWVUZ;5Y=UD%979V_"?5_W_;7@CR6CF-\#1`$,-Z&A` M)P-@_S1@HP&S#.(AE'XC=EF;;=:UOD7-)>N.!SP8>-TY,9Z[0;>S9A,:L[_# M[.N&D70=OW:.1LQVB<$>@W\C=BY"L@D2&P)>%CBQP(4]'5@`>=\!G1S0A0/6 M.Z""_DWRR8=A5J@#INHQHL<(P1AP;@7LXB1*2#$@:C:19D[4-)7O.T@F!XDG M(CMYR8)I,D0D$\GM).]*-[C(!PGH)-W`.DB)!@`/-9"8'^GZK`K$O``HIH!-E5))Q\N#A* MD,B0?,Q*!Z[4N84$KH:92I($[4KR`$TIL01"2,UJ!QZY4N()8S8E%]>E+FB79D4&5Y+=KQ1XQ!;`[!.Q.7F` ME#(>(LLPZS+XA#G`!^'['ED#UMD MGC>&B'G3MSSQO,1F?&ULG5;;CILP$/T5Q`U#3$LIHV5EV";,\=G3AA[\BMKW_B) M4N%]U%7#E_Y)B/,B"/CN1.N"/[$S;>2;`VOK0LAI>PSXN:7%7@?550`()4%= ME(V_RO7:<[O*V45494.?6X]?ZKIH_ZQIQ:Y+'_NWA9?R>!)J(5CE@8G;ES5M M>,D:KZ6'I?\%+[80*HA&_"SIE8_&GA+_RMB;FGS?+WVD--"*[H2B*.3CG6YH M52DFN?/OGG384P6.QS?VKSI=*?^UX'3#JE_E7IRD6N1[>WHH+I5X8==OM,\A M5H0[5G']Z^TN7+#Z%N)[=?'1/`:T#8!X0F`$?_#8CZ M@&@2$'2I:".VA2A6>%=$ M/68SQH#&P&?$UD:DD8$$4L"L"C`J8!0?=CO$Y#Y!:`C"$4'4IT$^BUS;F)!$ MDU0[3*,Q1&,(B:0C$TNV-BZ%%&?@D'5D1$>V:!3?)X@-0?R8;8DA2!QLLS&V M;M`X8\@`$$P_ MJ%D@@BA$#J*&XP//G1^9`\50S#AZT)JAG''L8DUL98R).GG"J34V4-[VTD27 MOWPX(O#,&0$N[@X%B\F#U@PEBU,7:U+;FC1*")HZ8^/DOTW`I9R&0P#/G`*C M[_/?M]Y0D8`>,P:&B@3L8$P/&E]7D.$4PND]/@N,29RXW.:CZ_Q6E?="A@H$ MA]MY/0=*IV4:C%J?FK9'W4-R;\A<-JNF3UWKKG*Z#K#8R%3L-U*(?*-; MVV#88I6?BR/]4;3'LN'>*Q.R:=/]VH$Q0:5^]"1+\B2[;S.IZ$&H(9'CMNM' MNXE@YUM[;7K\U5]02P,$%`````@`1U8&1[13CS4>`P``90T``!D```!X;"]W M;W)K&ULG9==S%[K5-2.)4)2NDZ?[[!35J@&V8WD0ESWMX/<`1YA?:O+$C(=SYJ,J:+=PC MYZ>9Y['MD50Y>Z`G4HM_]K2IFX/'3@W)=ZVH*CWH^Z%7Y47MIO.V[:5) MY_3,RZ(F+XW#SE65-W^7I*27A0O<:\//XG#DLL%+Y]Z@VQ45J5E!:Z__1! MQSZE<'I_C;YN7U?8?\T9R6CYN]CQHW#KN\Z.[/-SR7_2RX;T[X!EP"TM6?OK M;,^,T^HJ<9TJ_^BN1=U>+]T_L=_+S`+8"^`@@/A3`>H%:!2`3P5!+PAL!;@7 M8%M!V`M"6T'4"R);0=P+8D7@=^\R4,\LIPQL&8AND4Q'P$!XPH#1!;RZ6$)-'FA=F)C@ MEEF9&'S+/)F8\)99FYCHEGDV,?$MLS$QR?W$H&%XT"0`ZE*/H_L!@B%`,`D0 M=`Z0KXQOQ]0M$[5,'/H*E-E`:QU*\`3ZKU\\^,4&OT#QBR>]X"XI402Q@F5V MV`IKGI$/`ZA@3SH&8Y0`=>88.DW\!"F3\-G4:0S5?&X,&!#K,[B?T7#(:&C( MJ++"LU!SC5"H3.95J)FQ&-EH\!$9?*#[`>(A0/RUM9`,`1*#`Z6"+!,M$Q'2 MUH(-M#9`OLU:`/Y8G'V#8VP18E+?P=>R!N`8`EJLR1ZZF?@`ZF7$DEN;.`BM MB@D8RR=`!NNA:AWI2QLDNG,K;&W``(BL?(]5&YC*MLVHC844X"\._%@Y@*ET MQ&KV]-IA\>D'8UT`IL*0J+U$6E:#P"JI8_T`L=Y1H'X+>VCZ.M^`W;H="PTP M51IM5Y7HQ5U_)6^RD:M(B9LXKY6*;V>XP]Y1R(DSZ#V(6'<699W@HR9[+VTC<-]TIH'O@ M]'0]U`PGJ_0?4$L#!!0````(`$=6!D>!4\&PO=V]R M:W-H965TVC/2JS$QMJ6*RG)]M^7DAU1X4R2@2^QI+PDA^*KAS/2\J5N?K:;JNIFO_:[ M0WL]WW3=\6JQ:.\WU;YLO];'ZA#_\U`W^[*+I\WCHCTV5;D>&NUW"Z.46^S+ M[6&^6@[7OC>K9?W4[;:'ZGLS:Y_V^[+Y[Z;:U2_7JCZ': M5?==WT49?YZKVVJWZWN*(_][[C2-V3><'K_V_OLPW1C^7=E6M_7NG^VZV\1H MU7RVKA[*IUWWHW[YHSK/P?8=WM>[=O@[NW]JNWK_VF0^VY>_3K_;P_#[^H[/F9JHQ@\:\5=Q210-=.VS:!B90:\$J^W&>;^"&84Q@["9?XMQ@X*@7\+,E6M MT>9V852@)H_TN\%HE:"@!.X]B]Z,9'.[,"((1A#,A%!:X-ZS:#J.RD/Y2/)^ M(`E2V@A\>Q:]726G(0^&D0$:P5.M$_0T0[T@6>F$*8V7.5!A MS$R!4G@H)OG/^<90G=;&6!!D6B:1QU#R,&ZF1'%(]@I&%2TF6:A$'<-0A]J9 MYE1?\CR4T0BR"TCP`IIS41<#3:>*H(`\Z8Q.QWU+2_)`2#0$)O72`AM#HA=< M6MI-:CM1<4=18EPP2N<^9H0Q/RX`)/-*T`%)@0=,A1=+O-P[C,P9[P0/%B3D M@*3(`Z9\LX%D[9RL,%:R;`E@("GS@*GS/.B@\[V4$8*.208*-E-(2`0&B4&P M`T(B&%Q8[$&B#DC*/:!$L:%`R#=11N>*?A<5O*Y(^$%)R8=,-:=L'A"GLDIP MDS&1!R5%']+\*KI9Y3#D9(4(A9@XAI+B#VF"98-SGD1$=2[80@E4?)NZ@I/Q#"A3`8"'/OA@=:F^T9%:)/"@I_Y`"Q2E#5HJJ8M$J M\7)B#DKJ/V3J.IMO%)Q(:\E[R80OE)1^2%,KL&A5OE$P.C0(1K"78L(A,CB4 MO&VU"5_VPM+/)N182>EG*4N\5YK<&$87]S0E299M@HZ5E'Z6P@25=GG>P\D` M04!!FY!C)=6?I1E6OD5\*'D_D`0N*ZGY[#2O\N=%4,;GCQ6G&PO M=V]R:W-H965TE,9.W/6[[.]_O.4MOSOX-1[+-K.+U^M_Y[/]S6_<>LSM?E_I_=IMFV MWJKY;),_9Z_[YD=Y^B,?QN`Z@T_EON[_SIY>ZZ8LWIO,9T7VZ_R[._2_I_-_ M@AJ:\0W,T,",#8R[V,`.#2PV.(_T[%D_KM^R)ELMJ_(TJX]9M]KZKI57G9'6 M#860A51:N MN^-&=QQQ!Y2*W'&3?MS99>/!1^NW9F2)"E:PALGH3D)GQ\>SDY!^(#@%D6Q- M90[2D`A6VX_N>++:H/1U`V$T$.CT@H_&$XBC7[3R+AH.I[+@KCN3CLZDC#,A MEU=[1"*"C&H7BU!]%'CU*OHUE<D& M#((5UP9-F-L0H1$RV@H@,8BF`U;QG%")M8ED.,@K38%%":&!=*1U2PCB$*=+ M($BF!YFE*;0H)33%$>\2ITL#2+8R>B6=`-1K)A(ED+PL9B MY%EU6]A8C#S+O.A)V`RB#]N,2\0Y77")%Z2^%B/9TDBF\65I)!MMO(Z3<4X' M($H8[:3:81(1$HR6R3*\,B%.R!D=6*6T9.&0#Q9NBUJ+@6^9HH=$K:5Y`9>6 MLS(C>;E9Q(CE,!+'MV4P`C[$F3DG\VDBF60$CN6`0]9]"AP_)!K!Q8FY9?*1 MU$A*!8MLL@R;G`!O%KEC4[)Q3"+P`I`[P+SQ;;Q.0`L1P6X`1!-P-4@B,($H M@1MK$,#0!TD-`I9L`0V))5$"-/2E@(3)IQ-)*0(T-3#*)#:F$:>SU@3!]P%` ME("D%`'FRPBD2D/L$M6!#FDBV.>`,($;2Q'`\`=)*0),7+>`)(/B9")``H8_ M2`H28%(3\%;'#C$R'R0P`80)2,H18,H,%Q0)#D:6:A#,D$,T.8HF*]G+#KGC M;BQ&''+'28H11U.3N$"[*/G<$:27D]0JCJ&24CY^@7$RK9QD9I!=3E+6.*:L MX1SBJA^90Y,/OS=6/PY)XR35CZ/Y"%GM2Y+/'4%>.4E]Y+CO(C$<.)&69*@. M8>4D=92;4LA_Y@TCHMXL)HRI?#TTY].6\>EX`/;-](P.]>RQ;)JRZ$^!GLNRR5MGU-=VPVSS;#/>[//GIKOT[75U/K0Z MWS3E\?T,;CP(7/T/4$L#!!0````(`$=6!D=AT/`\'0,``.(,```9````>&PO M=V]R:W-H965T&S;TV,4-=NC++/F09UDI?_9J[K,6GU;'Z+F5,MLUP>51801BJ,RRZMPL^J? M/=>;E3JW15[)YSIHSF69U7^?9*$NZQ#"ZX.7_'!LNP?19A5-<;N\E%63JRJH MY7X=?H''%),.TB-^Y?+2+,9!)_Y5J;?NYL=N':).@RSDMNTH,GUYEZDLBHY) MS_QG))WG[`*7XRO[MSY=+?\U:V2JBM_YKCUJM2@,=G*?G8OV15V^RS$'UA%N M5='TO\'VW+2JO(:$09E]#->\ZJ^7X1^!QC!W`!X#\!0`]+\!9`P@1D`T*.OS M^IJUV695JTO0G+)NM^%1P^N.1#-W@VZA=$Z-7J[AZ?N&,EA%[QW1B'E:8G"/ MP;>(U$8(.D$B+<"I`D\J\"*>#"H`W2<@$P%9$-">@'!BI#%@JA[#AS1$G$!B M)F/C"*8Q%^*^(#H)HE9&)/$@8!,!DF9_`>SA#R/H9BK!@0M3D@.7<,J(AZ39L8!\SB%@ M]AB@'@4Q@FX7.C8/2.J"$8I].TICY5.ILJ&`[JOV2`8=9 M30",-LJN'S5PQ#Q;(@8697E]:+!LX5AV\)LO\"V->%88`34 M6!D'4+]M$D)\\EHT27:7Y.48>#8=[.J3S`W'CD:)$Q!@&J$#2`!A0^:MVQV@(``*\+```9````>&PO=V]R M:W-H965TF#?]UXR0]'U6P$JT70Q^WRDE%`V3SOR[([4Y MF\#A^LK^U;2KRW_-)-^(XE>^4T==+?&]'=]GYT*]B,LWWO5@*MR*0II?;WN6 M2I37$-\KLX_VFE?F>FF?)*0+FP_`+@#[``S_&T"[`&H#VD[;RDQ?7S*5K1:U MN'CRE#7_-CQJ>-V0:.9FT0BE>Y):KG;W?<5"N@C>&Z(.LQYBT�@)-/YL# MKSG6.(EG.,JQFP@23QH-3082&*(DY$B M,[`T'AZU?Y:3].4D4T'`09"T)TCO$P2(M0MQD*0##9O%*$$";"3*#)`2EE+J MT!4,/`PSPC@<-4!+@7=*8PT(U$4:.NE8ETK'IV4.QIQ."UA#P]31#%QZLA:$ M\$Y9K`DA.+4W0W"@L&9$N$\8M&9$=!"F`PV_,1`3C,CD MRSH#3&F(<>10E+4W3NW-0A=UK2&1W2F--23.?!3';X]U!_IT%D99@L%\5/+Z M8.9&Z6W%N5+M(-3O]K/I$YKYRL)7BU-VX#^R^I!7TGL52D]I9D#;"Z&XKH0\ MZ$J.>GKN;PJ^5\TRUNNZG2?;&R5.U_&XG]%7?P%02P,$%`````@`1U8&1[$* M5F]^`P``@!```!D```!X;"]W;W)K&ULG9C;CILP M$(9?!?$`BSUC^:>F.2^"H-Z=1)'63_(L2O7+059%VJC'ZAC4 MYTJD^\ZIR`,@)`R*-"O]];(;>Z[62WEI\JP4SY577XHBK?YN1"ZO*Y_ZMX&7 M['AJVH%@O0Q&OWU6B++.9.E5XK#RO]#%%L/6I+/XE8EK/;GWVN1?I7QK'W[L M5SYIG^+_JTK5Z7_FM9B*_/?V;XY MJ6R)[^W%(;WDS8N\?A=##;P-N)-YW?WU=I>ZD<7-Q?>*]*._9F5WO?:_Q&1P MLSO`X`"N#C@XX.@`?:5]9EU=7],F72\K>?7J<]JN-ETH\ZH-HB*W-^U$J9IJ M-5W]Z/N:<;8,WMM`@\UV:@.]#6B;0,6WBL`H`I,`K`N`L4,`'`/@)``.6?+[ M`=@8@!D9,![.RNQMRLXFZFPH831AT7TA/@IQBU#T66ACVF`TGW,^289W-C$R M3!R*#L=<0DLN\4PG-'02&F,2WM>)1IW(HI/<#Q"/`>+'EC<9`R1F!B&959H8 ME5*"<10[+"\EFA=BD:)S8(BAA722T/^%)F!2BQ#,=I+%R-Q*@]'GO40!'6:8 M:H:I"3$+<9Z/A70S'WAT=G1#H&C)QA!"R^;FS*7U4-TZJ*5WA'PNQ0PI2"@X M".G602V](W0`D6KB:?@8253#3"TT&RP-1I]@HB%0!R5-/8U==KAI9-E1L;G# M6>RRHW0+H;8>8@C9F@B+'.H&W4+`UD(AVF)DKC2:5%.:..P[ MU$RC"]-H^<1GQ&5^-=%X^S*_YZ()1O-#W)B$C<7([&O!Y%A7B.K8'7=K;RI&R$ MRI(\J>I/(MV/#[DX-.UMI.ZK_H#&PO=V]R:W-H965T;`$8:4O%%DNLY MY]YS`TFR"V4?_$"(<#[KJN%S]R#$<>9Y?',@->9/]$@:^<^.LAH+.65[CQ\9 MP=N65%<>]/W(JW'9N'G6QEY8GM&3J,J&O#"'G^H:LW\+4M'+W`7N-?!:[@]" M!;P\\S1O6]:DX25M'$9V<_<9S-;`5Y`6\:@MIR(.QU?U=6M7EO^..2EH]59NQ4%6Z[O.ENSP MJ1*O]/*3]!Y");BA%6]_GCF&!#Q$TS3VFMIY4^]9S56J)R[)GJ^Y2 MX]T*RK,CWI/?F.W+ACOO5,C#M#U'=Y0*(MWZ3W*S.,A[EYY49"?4,)9CUMU$ MNHF@Q^O%2M_N\O]02P,$%`````@`1U8&1_M@@E'``0``*04``!D```!X;"]W M;W)K&ULG53=;ML@%'X5Y`OH`=:F66$NW&'.#[.UA0#D*^JQ9`HT_..K4-6JW[#<;J MT`(GZD'TT)F=1DA.M)G*(U:]!%([$F37ET"DJ.B2AV08_HLUN;1$.\$IA4+,: MV>Q[(=[MY'>]#4(;`1@GW1,&C M8&^TUJT)&P:HAH:)/0(;]46+V%O$,WKJZ$D>W19(O$`R$TC&C%EV6R#U`ND_ M"=)5>-7D$N:.E)DWR18$XBN3)4QRVR3W)OF"0'I;H/`"Q?^=YH)W*JAM(AC'6=3B MN@NK4O4]]U5)S[RI._+K6]*Q MFG9!3_;+\`D\KB&2$(7X79,+F[0#*7Y#Z:M\^;E;AK'40!JRY9("B\<;69.F MD4PB\]^1U.24@=/VE?V[&JZ0O\&,K&GSI][QHU`;A\&.[/&YX2_T\H.,8U`* MM[1AZCO8GAFG[34D#%K\/CSK3CTOPR]%/(;Y`^`8`'5`DGP9D(P!B140#`G;!<;?`HX+TD$ M"T+QG-$:XP+7<2BVG>L%S3@?@/$E<(WIV24^T`S[`V,]X'K/LTM\H/QV'F@, M"F,/13&#PA@4@OMV"33>@ZZMW"MR!$WO&5#X[B,?<#'S/H+&J-!GU!EG"C0> MA.F=4V,\"'U7M3,UGBL8^48<38JWEO0'5=2R8$O/'1^J--VK"^AYRA*>_W2D#V7S5RT^Z'8'5XX/5UK M=_T'HOH/4$L#!!0````(`$=6!D=A"GS&,P,``(H-```9````>&PO=V]R:W-H M965TVATFH/[9E- MG`0MX!3(9OOO:SX6Z'C4<`F&O#-^;.QWS.IFJ]?Z;$P3O!=Y6:_#<]-<'J.H MWI]-D=8/]F)*]\_15D7:N-OJ%-67RJ2'+JC((T:(C(HT*\/-JGOV5&U6]MKD M66F>JJ"^%D5:_=F:W-[6(0T_'CQGIW/3/H@VJVB,.V2%*>O,ED%ECNOP,WW< ML4[2*7YFYE;/VD$+_V+M:WOS_;`.20=.JS M#9RW/[)_[8;K\%_2VNQL_BL[-&='2\+@8([I-6^>[>V;&<80MPGW-J^[WV!_ MK1M;?(2$09&^]]>L[*ZW_A]-AC`\@`T!;`R@XK\!?`C@("#JR;IQ?4F;=+.J M["VH+VG[MNFCDU=M$I>Y;;03Y<94N^GJG[YM8DI6T5N;:-!LYQK6:=B_BIVO MT&*41`X`I6`C!9O%\X&"WD_`QP1\ED`,"0#DMM>4G49U&DY80DE"P6A\(4NX M)E+']Y'$B"00)`Z0Q*RGN--0UY'B3`(D7ZA4+(3B]XGBD2A&B`0@BGTB*9GF M3`,B1,B4%%SH^TAR1)((4@R0I->35)S36`$B7Y=P225?`*1&((4`@9>Q55Y' M3,5*4PCDZSA7/-')?2`]`FD$"'2TU?Z[(()*!69RY^M$0C1;L(B2D2?Q>`3< M0-O$7ZV4Q0E/P&K;^4+)6V4L[R-1,ID8029)0Q?>`*-#!'))3`S1Z4( M3`)A*-)/K*$383(M"5D`-)DK93X0\SR>^8N:2Z[@ML=TSD/E`FNDDUU3Q*\9 M7$74]V%%A4YH[)4?7RFY()K'2[`FRZ9SSQ[J$&,+4DP>2S&3A94($S$.!X6) M%E15.KDKQ>P5UB!,Q*!SH*(E^V)R5HI9*RP_F(A!7T5%"UR>3JY*,5N%A0<3 M,<\Q$!%?LD$G2Z6^I_I%!Q/YKPD1\04'*39Y*<.\%!8<3,3AKD1%"VH-F[R4 M(5[*X9I!17!F[HAZF&AV:KZD)_,CK4Y9607#;\^P^ MC,:;W!R;MJEW\V"UCU#+H7&^; M-D5J'Q]ZH_.\S61G_C,DOTUAN3_\YVS='2HCC:Z7UZ MSIM7<_FNAS5TA%N3U]UOM#W7C2FN(7%4I)_],RN[YZ5_(]$0%@[`0P`>`X#^ M-X`,`<0)2'JR;EU?TR9=+2ISB>I3VIXV/%MYU2:QF=M&NU%V3;7=KG[T8\4( M7R0?;:)!LYYJ<*?!]XJ-KY!TE"06($B!1PH\B2?]#$@^3D#&!&22@/;+``=R MW6O*3B,Z#<&,`E+@K,878D4DXI(]1J(C$@T@$0>)3F9BG0:P8H)@YP@VOE`( M1JD@CXG82,0"1-0A8CX1PU@2+!VB@!`+3@F=<6Y\1.(!).8@<6\F+@@!)APB M7Z<(!TYF`(D12`2`7#\(;R(LF)#@`ODZ0@114CT&DB.0#``Y$ZVE?Q:(`A?. M3FY\'55(XAE_(C7RJ!E.4_["00)EGM-"0N!TEM,`W8H8FN&U073_CY4,^V8+ M*+FD7,UQ&TQ**\SPVR"ZH^+`D&^XD!*#4+,@\"-1SA@/D"0BKF MN0]N-1S\(DY=6ZUA6IS[+Y@`S!11U(7RE9RT4L8=K&1RHSBE!_TSK0Y964=O MIK&7D^Y>LC>FT38K>K)9C_;2.'9RO6_:IK#MJK]&]9W&G*ZWPO%JNOH'4$L# M!!0````(`$=6!D>LD,@X;0(```,(```9````>&PO=V]R:W-H965TLTQOC[(1^DF=9&O? M[%77"&.GW2'3ITZ*71_4U!D"@&:-J-IT6?9K+]VR5&=35ZU\Z1)];AK1_5W) M6ET7*4QO"Z_5X6C<0K8L,Q^WJQK9ZDJU22?WB_0+?%[#7M(K?E7RJB?CQ,%O ME'ISDQ^[10H<@ZSEUC@+81\7N99U[9SLSG]&TX\]7>!T?'/_UJ=K\3="R[6J M?U<[<[2T($UV>=,K+,;N$+9 MG+0MU[!Z6>:8E=G%&8V:U52#>@WZK%C'BH)X268!9BF0IT"3>#Q2%/<-L#?` M$P,R&O`@C4'3]AHVI`%A@5"0[GI&!R!"&-P'(AZ(Q$`PJ-J*3#;*QXTX`HP6 M`=&[00!X3AG.$"*A1Q"BLD#;:>>B,9$!`1$--H( MXQRC/"K2C!`6E(,"W4=B'HG%7R*!]PT*;U`\T/@B0F4HM[VG04JQCE+$.&'W M@;@'X@^TG<>U`X01AH-NK&,A(A05'#V`!,''J0-F.A]6:11]HF(,T0*%=9I3 M0O>)L`<^1S@Y#&&$13@,L6!T/C"[&<>W_Y#U!+ M`P04````"`!'5@9')H0/2JP"``"E"0``&0```'AL+W=OP!_OS#QCP]CYC;>OXLR8#-[KJA&K\"SE91E%8G]F-15/_,(: M-7/D;4VEZK:G2%Q:1@_&J*ZB&(`TJFG9A$5NQI[;(N=7694->VX#<:UKVOY= MLXK?5B$,[P,OY>DL]4!4Y)&U.Y0U:T3)FZ!EQU7X%2ZW$&N)4?PJV4V,VH&& MWW'^JCL_#JL0:`96L;W4+JAZO;$-JRKM247^TSL=8FK#N[21C4]+U[EXUYW[J9 M=-&;^0WBWB"V!@1\:)#T!HDU@.A#`]0;(,<@ZE(Q"[&EDA9YRV^!N%#]><"E MDK?:B?*L&WIEU2((M;[=Z%N!49)';]I1K]F,-;'1Q/\KME,%0582*0`O16PI MXI%]TE/,<)!8!\G(`>H=8">-3M,83=:EL2`8`N(D,]4E`!.4)H^!D`5"'J#4 M`4*C0+C3`)"Y.!X5C.&,U<$6!GM@,@<&3\)\00D`#HQ/1;+X,4QJ8=(I3.R$ MV:23,#%)B+.A6X\*9V3Q&":S,)EG99P-V&23,.I[6,09='`\.JB5,[:*6"#B M`9J1T<(Z6'SN5X)@*`G@\<^T]HB2#+F%`TQW*`4`D,RM'SXA`FDRXY^#HV(& MI^08S'`Q5"+XR5($AUH$9Q2CM4?D63]/*2(8Q.Z7Y]$AF)%D3NI#R8+W2O/( M9"@L<%I9)EFL/2*,H8,6C0ZLFK4G<_*+8,^OC>PVPH[:V\7:W`4FXVBYZ8Y" M9T:!J!ESW$=#B"*_T!/[2=M3V8A@QZ4Z:LTI>^1<,L4/GA3_6=V9;*=B1ZF; MF6JWW2VBZTA^N5^*[,VL^`=02P,$%`````@`1U8&1YN-GO?S`0``VP4``!D` M``!X;"]W;W)K&ULG53=;ILP&'T5Q`/48#`_$4%: M,U7;Q:2J%]NU$TQ`-9C:3NC>?OXA'B*H1;W!G\TYQ^=\8!O6F9KS#4DWY&8B!$UP94DXZ3>^]_" MW2'7"`/XW9)1S&I/>S\R]JHG/ZN]'V@+A)*3U`I8#5=R()1J(;7QVZ3Y?TM- MG-35KD_8D$.C/YI*]DHLX'O5:3&%RI?V/B#3!&0%CPQ*LS3.UV$9-V- MXGL=?K=CVYMQM&^R8**M$^!$@(X0QA\2HHD0+0C`.C.YOF.)RX*ST1,#UA\[ MW"DXUR)*61>Z42J34.VRJ]<2(5B`JQ::,(]S##28!>)PC\AB!P'*P*H+Z%S` M&3^R+N(-`I$3B&8"\22`%C$LIC>8U,;(,Q0&V2+,/2X*4!8GT>>&8F$ M-@@@)X"^UI+$"20;6I+,HB+;DA2&69@L6K*&2_,\@9\;2IVA=*4E&Q)E3B#[ M6DMR)Y!O:$E^_YIN\_+?U!+`P04````"`!'5@9' MUO\U:K<$``"B&```&0```'AL+W=O]BJJ3G,GDFLQ*XQQ@LDGOWW"Q@CW&H/VKW$ M()YN=>NC7U#FE[SX4>ZUKB8_L^.I?)[NJ^H\\[SR=:^SM/R2G_6I?O*6%UE: MU;?%NU>>"YWN6J/LZ*'O2R]+#Z?I8MZV?2T6\_RC.AY.^FLQ*3^R+"W^6>IC M?GF>PO36\.WPOJ^:!F\Q]WJ[W2'3I_*0GR:%?GN>_@:S1&"#M,3W@[Z4@^M) M$_Q+GO]H;O[8/4_])@9]U*]5XR*M?S[U2A^/C:>ZY[\[IZ;/QG!X??.^;=.M MPW])2[W*CW\==M6^CM:?3G;Z+?TX5M_RR^^ZRR%L'+[FQ[+].WG]**L\NYE, M)UGZ\_I[.+6_E^N3R._,>`/L#-#50'0&HC?H`^,-@LX@,`;!+PW"SB!T[4%V M!M*U!]49*&+@74>WG9MU6J6+>9%?)N4Y;58LS&J\:)S4GIN+9K+K>2GK*;^V M?B[",)Q[GXVCCED-&6P9%/?(QD:@)[PZ`#8*O$6Q0KN'^P[6#!&0&$:=;,>= M)#82!>.9B'X\Q=.,IQQT$O8-@X"#H'"B2Z94YM8QJ&872'^\E['L)F5XB M,NVAU0LJPJQM)@`@T0Z9L&6>("(+:&L[>A*!Q/&<9)^39'**24[2BD4*WREC8C%%F-*V5%(OQ(Q9*DM7'D$F6-L@#IB]@AN:A/+F*2 M<]CM<>\@_G][!'Q3M?SQ7;+JH+MY#*4D*YBAE("(UC>&0CJE6X8"$(-%^#BW M044&9GQ))5LRD%"2#@#8.T_0[;EF*1_I`#!4`'07C_EZG#^:_-&A-G70L*,@ MI(G93(BTE#+04Q@HFA=#B1`IR: M$2U@5$L*FEK`S(L8*A$IZP7(%4Q8,(HC MIU$WD@>%RKAJ&'E>!RT447D5)&J.=H: M!F#5,0(T.(J>#5GFR!0E0A5;$3EC"8?6KM\LN->*&MKC9^LU`MGYW MT-W&PH@NM(T;EG"86W+"R*ZX?76.F1B9%=SG(PENR4#A0&4>]V,T3SC(V9*! M0DF'P!L<:&:Z>&\/J\O):_YQJJZ'0'UK?R"^;,_#2?L*9FM@VC57G6GN>^Y7FEZY'P MO]1%<*_377]SU&]5&PO=V]R:W-H965TJGW9?*F?JT-W MYJ$^[LNV^WI\7#3/QZJ\/S7:[Q9&J;#8E]O#?+4\'?MZ7"WKEW:W/51?C[/F M9;\OC_^MJUW]>CW7\[<#W[:/3VU_8+%:+H9V]]M]=6BV]6%VK!ZNY[_IJTV, MO>2D^'M;O3:CS[/>_&U=?^^__'E_/5>]AVI7W;5]%V7W[T=U4^UV?4_=+_][ MZ91^LV\X_OS6^^^GR^WLWY9-=5/O_MG>MT^=6S6?W5R'Q[ZJI,?^TZZGOL/?62[(#1=?,]' M?ZQ\2,O%C[ZCB^9FK#$GC?E5L>&*P@V216<`NC"#"S-J;\\NHOJ\`SMT8$<= MN$L'^E>3:ZZQT667>M8<3IIXTFAE"Z^RZP4R&Y7RGUMV@V4'+&=Q77,-M^Q& M7OSY[J3":9W=Q0W7665L=W&?F_:#:<]-ARPX:Z[AICTP4\24#[T-T.F@;!(, MCC"8#B#2-C/--3:&S'1@=]T4SOO,,E`E*QG-<3`<@>$L@FNDR:S<($UV41ND MB9^;+0:S!>B@R(P4+"9>N_Q>TA`%:$7X52"@MZ&)$<#T-GIKPJXT`GT#$\_HB&@>E4$IG?6V`3"OGE>!N M:X*^1M3/$0I$P+;E$(U&)VMSXTCHK0M!X)S8KP'\&4>!"#@'^"^43L[ESI&P M2P_14*$)0(,9@,$4B#A-M>>@[+IBOH$LI$*2(S0#:#0%Y$2%HARI2%2PX8U$ M1N"8I@"-N)QC]2(:QR:'U(>2]XT0WC7B>PY5)&)4U07`JO9%[IC+G$]*XIIF M`LTQ;U+ZO`M#:#9J&E<-H=EH`5>!B*?Y130.2LA''=`8R71D1NMP-!'D1`4B M8!@0O@-3SE,DLU9;@6N:!PR8!QA-@0BXYGCO7(><24C6#>5"X)KF`(,*@)RD M0,1):MRG&/A0\KY;XKY!W,\)"D4Y09&H8./B8]'[CHGY!N$\)ZCAJW46NH\D M[QLAE!N$\IR@2,0(:B(?=WEZ;H!(A@%BOD$XEQ3T!&"3IM'3$H`M6!OSHIZ+ M0%6O6$B\2RE/:R#KBGHGF+@M,=\"YDMJ;$L4ME.W0T;[(:(-$=&."&>=4\KG M"0MD7H5"XIJ0:`$2"\'*VA*GK)\8.P*'1>!@L4,;!BQV@<4L;;8F+8*.,MJKY9V+@(A(U7UMJ,MP(ND0.RF)Q@%G8$&0<@4TBZ MH(QW$PMP1QGO)`4X$('=0%"`F]%@N.P%@F67+IR@J'+$&`<84PC6V&ZT!^HF MAHX2WJ$U!PN=9$_2\S=#[H@$9`=C]Z MV@'8DB1QIWSW86+0*-\]JA]8T+@(!`V4!C;F1=$&R*PQ2;`0\X08CQ"3;R4` M$7#-V6%?G6`A*QK87`Z[=\\?.AY'VW1/\`Z"^A M2B`BAXGE71@]#9:4=T#$$SR`TLT5*9^&D"QUN2)P39-``)-`$M1X@8@<)M9X M@>`8)#4>$('8@6>LT>9U"E`%904Y$@F,$8`Q"8(?B5-Q8H47"1Q14N$!$8]< M%-$%J&1TB427^);PGS6A%(^"M=L:B'P0C.5('(B")XQK(/*2AT"18!$%SP37 M0!0DSZOBZ(T/P?;O&HB"RNN?Q>C-KWUU?#R]0M?,[NJ70WM^*68X.KRFMSZ] M5)7S< M'IK9;=VV]?[T\MM#7;=5%PWUI;N[3U5Y/WS950]M_[&_[&PO=V]R:W-H M965TWNGV7!S2^L^^!'2D7PU=0M7X1'(4[S*.+; M(VU*_L1.M)7_[%G7E$*^=H>(GSI:[GJCIHY@'..H*:LV7.;]W&NWS-E9U%5+ M7[N`GYNF[/ZL:,TNBQ"$UXFWZG`4:B):YI&VVU4-;7G%VJ"C^T7X#.8%0`KI MB9\5O?#).%#BWQG[4"_?=XLP5AIH3;="N2CEXY.N:5TK3S+R[]'I+:8RG(ZO MWHM^N5+^>\GIFM6_JITX2K5Q&.SHOCS7XHU=OM%Q#:ERN&4U[W^#[9D+UEQ- MPJ`IOX9GU?;/R_`/B4#Y+\&R6B0^$9(1X/4-P(> M#;!A$`W)ZE.]*46YS#MV"?BI5`4(YA+OE!/I60W4WLDT<[F#P^SG$L1&!H>.GEY[*2P$9(\7@G2 M^403>S2$(-EC!XEVD$P<)..&&-E>#4S;,UG/)&EF),QF$(Z-C-D,(0;S8C.8 MP,<+2O6"4BLC./9(*=8.L",CJ9$1/%&9#JM-8V)6B!=58#MS($MFCR5G6G+F MD(P-R9DE!A)@;O7&BRIL"F$T2Q]+)EHRL22G9KVLB!4&(T",RMMX486#(B#Q M*(R9ECQS5);'60/Q[?:+/6IKA.ZRFV38N@*]L,*%R743#]V36QMX%-@(W=5. M1C)@ZO;""@>&,,@\:@S`FV[HT$U,W=`N#8B1>9C]L,*%97CR`?NW[MNM#I!# M]\S4C:R+(X7FKFR\J,)!R<^`>3JBR5>^H=VA;\AXL&7G5@Q'0L_JIN\9JB[! MF%^!^1HXYC=@_C*T=#?WR_Q4'NB/LCM4+0_>F9"]2=^6[!D35(J/G^25?Y1M MK'ZIZ5ZH82;'W=#8#2^"G:Y]JFZ6EW\!4$L#!!0````(`$=6!D&PO=V]R:W-H965T^N\!#B>F3.'@R#YE=`/ M=L28.Y]-W;*9>^3\E'D>VQYQ@]@3.>%6?-D3VB`NEO3@L1/%:*=(3>V%OI]Z M#:I:M\A5[)46.3GSNFKQ*W78N6D0_3O'-;G.W,"]!=ZJPY'+@%?DGN'MJ@:W MK"*M0_%^YKX$V1I*A`+\KO"5]>:.]+XAY$,N?NYFKB\MX!ION51`8KC@$M>U M%!*)_VC->TI)[,]OZBM5K7"_00R7I'ZO=OPHS/JNL\-[=*[Y&[G^P+J$1`IN M2S9!J0OIH!J`)P")XW>ZJWBP01T5.R=5A)R0/;)`).)4B0EE. M9+-%7YAH>1>]%&G@Y]Y%"FE,V<>$"A-&7R'+(20P"$\8&'41WER4X3##UP2+ M$41L>9@464V+K(<0&$]7$IG]C'K\2._G`UL1&X&X)Q!K`:N.^1`3`:N0LL.T M"@,ZG3B(K+XMAB@`XMC>V3$M/X36[HYH01`\3Q>?F.*3D>(MRV722Y,H3)P` MJZQD8"5*K5.]'.I`:&%60YT4AM,%I::@=*0@NU/I($F0//NVW8=0ZQ%4"GNH M_UH&QC+0$A,$:`AP^C3.AY@T2"Q77N_.:C`]J/>(.5MR;GG7(A,U3]X\E'>> M%2^#;!&,Q)=!MAJ+OX!L!4;BT4^0D=\"]$#U7+G`WAXF96E_*> M$(Y%J?Z3.#1'\>B;18WW7$Z!F-/N'>P6G)QNK[KY:U'\`U!+`P04````"`!' M5@9'6D)Y>SD"```>!P``&0```'AL+W=O&`H.LH^>(60\#X);OC*KX1HEP#P0X4(Y`%M42.?G"@C4,@M.P/>,@2/ MFD0PB,,P!P36C5\6.O;&RH)>!*X;],8\?B$$LC]KA&FW\B/_%GBOSY50`5`6 MP/*.-4$-KVGC,71:^2_1=]3^J$VWX\K/U06$$8'H12@ MO%W1!F&LA&3BW[WF/:4B#MH<+%Y3<*+Y'X*>YUXV^=^;)+.UITX2X)\268/-,$Y*>D-P) M_\^0]H3TV0Q93\B>S9#WA-PA`'-8^JBW4,"R8+3S>`O5^Q:SQP*I%4@'`FG?D)G3$(-I-&9ADL2! MT[7M,Z#=!"@)GFA=9OUF$W[GCM]LD"4*-2@,'-`F&UD98;830E&0.5T>"T6# MNO]94FY+RB=*6C@EY:,D6>!^%$]@=F-,'BPMA M(`^ZDC\KN\'H)-1R)M?,S&^S$;2]_8WL+['\"U!+`P04````"`!'5@9'!6#E M`8<$``"%%P``&0```'AL+W=O M&;YDAH\HKDYU\Z/=&=,M?E;EH;U?[KKN>)I5,<=M]90[MOCXL&O-RO_P*=X]"]))!\??>G-K9^:(W M_U37/_J+/[?WR[3W8$KSW/4I"GMX-QM3EGTFV_*_8U+79A\X/__(_OO076O_ MJ6C-IB[_V6^[G76;+A=;\U*\E=WW^O2'&?N0]0F?Z[(=?A?/;VU75Q\ART55 M_#P?]X?A>#H_T>D8Q@?@&("Q`30&T!0`XM,`,08(+R`Y=V48B,>B*]:KICXM MVF/1EP?<67G3)[&9^Y-^9.T@M'9\SW??UQ+35?+>)QHUF[D&!PW^JG@,%5I, MDL0:8%W@Y`)G\32Z@.L):$I`LP1B3."9W)PUAT&C!HV04D@M888&8!2>-U.-MG)&#O"LY,%[9`6F2][#&5" M*CES?=&.G.Q(QH[7[0=.(SW+,O#R6Z:!O(%^9&0JLW_7+:O)LF+L*,\RI_$M MJ]`+(4!0AHQ.I%K%3`P]F=:,(>T9TD%#4D#FS_%017:2JNMF\LE,SICQ>KW) M0S-$RI\1H2K3N8Q@#J0.?6EHAP+VI4%+*-/4YU^H`M`SV64_,Q0#XP=\/\#X MR1A'H8Y$ED9980M1U3@D.H3'D)8YD()OYX9F1:81O`)'%.!`Z;/>`A12`*$5KZC4&=E2L84 MD&,F,$"4Z@C_H^(,Q_,$0+$@$/G\X&5`>L>!% MQQ^,X0\R7.'*)Y3%EH^C#W+TB4GAZ(,WT@<=?3"&/A@R!7]Y78_#;B!E`L\_0&V%# M#C84`QL*$:*XYJD?*\/S`B23'_L-E. M58@<4M)OA^$2^0N69+;M6)GF==B_;1?/]=NA.T=-=Z<]XH=A1]>_+_!N8XG4L7LU?1?.Z/[2+I[KKZFK817VIZ\[8GJ5?+)-V MIMA.%Z5YZ?I39<^;\R[Q^:*KCQ^;WM/.^_I_4$L#!!0````(`$=6!D>"KZ#, MA0,``#40```9````>&PO=V]R:W-H965TF.3WX?KT]BB*M/\N3*-4O>UD5::,>JX-?GRJ1 M[MJ@(O>B2*M_2Y'+R^,,9M>!7]GA MV.@!?S'WA[A=5HBRSF3I56+_./L"#QO*-:1%_,[$I1[=>SKY)RF?]., MZ!Q$+K:-IDC5Y46L1)YK)C7SWY[4S*D#Q_=7]J]MN2K]I[06*YG_R7;-465+ M9MY.[--SWOR2EV^BKZ'-<"OSNOWK;<]U(XMKR,PKTM?NFI7M]=+]$I,^#`^@ M?0`=`H9Y\`#6!S`3$'P8$/0!P=09>!_`K1G\KO96N77:I(MY)2]>?4KU>H(' M!:\TB6+6-_I5*-5J]4*ZT9=%&)"Y_Z*)>LQRC*$MAK*WD+4+@0'AJP30+.@U MBR5U9W@[P0I!!%8.-TDV'Y*\FR8;Q&*C>-:+-:'.8"`(1@1!3V`EN>PP98N) MNB1CL.5P01``MP1Q08PED:4)PI30Z'91?"B*(T59ZV/)1[/PKJB04;"J""D+W@@I"] M@#!-V@M`C)^2";NA![VIBY#$7C,(3+]H>Z6O$5Q`[4DW&!L+.)M2W^B\`*2^ M<`(%-13TOJ4#QHB!35&9(:9C2^QB&#B'FPN"D-OR8K--V%%@3@?`CH!YCI.=HB'A128JN+.5421[:^F#F2V!8803$^J3AC>X#Y7CR!PA@? MW.E\8*P/,.]S)';=**#N`G91$3#[Q$10B7.N;A`4*(4GG)C4&"#%#'`*A?$8 M"O8]PLRCD<1Q^-D`H6Q%QK<*:NQ M%SKE6X^.O[SZ+UB>V-]Z&(I%MC4@J"!B]J<>@F+AJ$?I2O-'/5$AJD/;C=;> M5I[+IA-D&!TZWB]4]U36^!(>5H",KU6'W/6SAGXQ/Z4'\2.M#EE9>T^R49U< MV\3MI6R$2IY\5LD?50\_/.1BW^C;2,O?=;7=0R-/UR9]^$_!XC]02P,$%``` M``@`1U8&1RIGU3^G!```:Q8``!D```!X;"]W;W)K&ULG9A-<^(X$(;_"L5]QNJ6]6&*4+7AHW8/6S4UAYVS$YQ`#6#6=L+LOU_9 M&-OI[DQ=9%)6/N^R8EE_S ME)W_B'/?]8__MK>357=A^R0/59UBC1\O6;+['"H,X66_VV3 M]FW6@7PIJ_QX"YE.CNFOZ_?^U'Q?KO]XU8;)`=@&X-@`W0;H+J#KF!P0MP%Q M'Q#_-L"T`69L"[8-L*2%Z#I8S5"OTBI=S(O\,BG/:3T!81;PHDX2,M<7];,+ MPUR&)WB]^[JP!N;1:YVH999#!AL&]5MDS9$^210Z(/8";[U8(F_A;0,K@8A) M'SY,LOEMDG>[J;O!TH-X?1VL>(3.N$L0#Q+$[6B33BZOS*EA7,,8C5:1\>"4 M=2;V9$@XY2TH.BR<`H,([F-EIE-F!&5DDBS-H!W3,%^,BFFG5P)F+6@ZY03, MHU.&B!,P,`H3];$ZVZFS@CHR_9:6-80>Z#3F$,1`NKSFD-:)([J$3`F.>&2N M$^4$4:0K]YS1C@IWK">)09)HQ:$OVM,WF$.H'!!J(Z3RWH]X#WTGW0O2+9'E MN2Q%WT+.Q(9":PXAR[3AD%=JQ!Q-.DV)H&G$?`#5>X'Z7'V#@9W`B`K70D.Q M%ITFMK,2,$!KR7-:"YA!!Z2J;*1&E75VA#SLY>&(,M=";PL8@HVI/H$#U`ZI M0($SD/B$*I2XQ&HS0F+O<:!'U+H6>C/FUE%]',*$OO("Y)`IXQ"H43.SMUZ0 MO)>6.P'B]0YB/LZQUY;ZF,09:ZE#K24N,=I2FY8X`)LD8QYP[]0@6;4?D:*W M0["?+!2]^8#D/JQ0B*[A-"W#`F=C0U^0M8"!\71IM9$P4-J/&>;>8D#R&%8J M>-D/^APU3P$+%26ATW)DQ"CT5HZ2E8])T=LEXN?J!/9VA)(=T3J!DM.@2>@P<^Q+XI2CPRRXC3-T MN[F1LH'W\8@=)?:VA)(MT3*!0N6OMSI,(.<28)8K90,35@I4(.?`#8O.^_IZ MMT');=AKPC=IB&RQ+5!A'42WA0(5-D;L%9%VCW[,[.Y=$*5=(2L3'!+*Q'`S MY]H5A68V)V'H$Z`C(&#.L>6$A)EXS&H1>QO'FU=^%-(;(W)C9"-R+T#64G>* M!H==YC?4A&[B]AM@+A_AIF&^E^D#U;!^G\ MG]#Q\$]SK!KU75K,S^ES]G=:/.]/Y>0AKZK\V)SD/>5YE06]ZFN8C[LLW78_ M#ME355^Z<%U&PO=V]R:W-H965TM3F MW?8`#GU(H>P^ZYT;=AC;4P^2V5P/H/R73AO)G$_-&=O!`&MCDQ28%L4:2\95 MUM2Q]FJ:6E^#;(7*9GY>P"AQWU&LEOAC9][%PJXJ7'J:[D$9;E6R$"W MS[Z0W:$*B`CXQ6&TBQ@%[T>MWT/RH]UG1;```DXN,#"_7.$%A`A$7OC/S/E? M,C0NXQO[MSBM=W]D%EZT^,U;UWNS189:Z-A%N#<]?H=YA.CPI(6-;W2Z6*?E MK25#DGU,*U=Q':D9V'FT#B MF4,0YO86K9]^JEZ;]9K4^!J(9LQAB:$14](R8;#G?RA"DPA=$*QF$?J<8)4( M5@N"&PO=V]R:W-H965TP+=`@0N MCZO6GDIE#UN5RF'WS-CR1P60%_`X^^]7?!@Q='M&R1S&(+W=>M6(Q[)6-UW] MJ$]*-=[/(B_KI\6I:2Y+WZ]W)U5D]6=]4:7I.>BJR!IS6QW]^E*I;-\%%;F/ M01#[178N%^M5U_:M6J_TM?6U*++JOXW*]>UI`8M[P_?S\=2T#?YZ MY8]Q^W.AROJL2Z]2AZ?%'[!\%IVD4_Q]5K=Z_+E_6@2M!Y6K M7=.FR,S'J]JJ/&\SF9'_'9+:,=O`Z?4]^Y=NNL;^2U:KK<[_.>^;DW$;++R] M.F37O/FN;U_5,(>H3;C3>=W]]W;7NM'%/63A%=G/_O-<=I^WOB<)AC`^`(<` M=`T00X`8`R!\-R`<`L)9@-]/I2O$<]9DZU6E;UY]R=KE`4LCK]HD)G-[T5;6 M%*$V]>U;7]=Q'*_\US;1H-E.-=AI\*WBF2J2<)3XQ@#K`D<7.(D7@POY<0(Q M)A"3!.&0()E-H]>4G49V&D!(@B0(@MET&"6`$&^4#TV%HZF0FD+Y=J@-IYG7 M/YS8B3K-IR@Q?JAQ1BDC\^=D/!J-1TPUTYFIB`P5BUA&U!,5BD@FPLE2/%J* MJ24Y&VE#-9&,9K9CXB:4DIIF9")TLBQ'RY)YM/,U*6D50XB0&J)"$2-()TO) M:"EAJ@@S2PD9:>Z%*CZ99^]D)1VMI(R5&5:VJ6MUJ%!$YA5QL@2!A6'`F!(. M*28\A=]#&5@8`CK`;!"]J8T,1$IKPR@AP*A=.B[5L8P%!K)SGFU!,(LCPH2A M+"=-S2OBMI+``64CR`@86U1H3+F]_&`9"@Q$";$8$4464(*RS.)T MCM`""UI@2$NP!92/B,@]8RHTQ''[(@6+4F!82L`%E)'$#I4XHPLL1H'CZ!Q> M0#'YH$94&`<)NIFR0`6.J"Z[,,L_#'X/7FCYA^``KT$TG7$4RIB!%Z-,9.RV M?G"ROV202M"%%)02(F9'PP@QD,+MZP8M4)';MY+';BUGD>$LX14RN]4'1:3*7RBBQ2AR&]8YL9#2 MD?AY3_+8B$4G32TQQ36]*1A:W_!U!+`P04````"`!'5@9'D^=)O"X#``#L#0``&0```'AL+W=OSA\0 M5A*M^%W1"Y^\1PK^F;$7]?%SMXR!8J`UW0J5HI2/5[JA=:TRR9'_#DG',57@ M]/V:_;N>KL1_+CG=L/I/M1-'20OB:$?WY;D63^SR@PYSR%3"+:NY_AMMSURP MYAH21TWYUC^K5C\O?4\!AC!_`!H"4&@`'@*P"8#IIP'I$)!:`4D_%;T0#Z4H M5XN.72)^*M7V@',I[U02F5F]J)65B\#E^O:MKRN2DT7RJA(-FLU4@[0&O5<\ MN(HB-9)$`G@ID*%`DW@\4.2W$V"3`$\2I$."PII&KVFU)M<:7*092JVYN+)4 M+DF1W<9)#4[JXJ#\_3AKG\9>^73"DFG--XP@3&<6LT>7@B)'\#9T9J`SSQI: M`VTR9R""<9Y9.*XJ*V8D8$<0`T,\JV/#D"`85Q4(DQN8W(4I@`63!\&XJD"8 MPL`4GG\3OIU@9A+,OE9L$(RF`0+*;1!-YXH0SB9[.1!6X=.-HD]/BD4U80 MAP&YLE"@T2BAQP6=TH*NO7F!7%DHT&B"T.>"(2E&ZX+DBP4V&@[T.(Y;8*Z9 M0`(!P/:Z>'0%S@$)0!IM!WI\QRVPPE=@/B:?,!1JM#(X"RFPF3,6L'$^DWQ\ M?AD=$7D1CD-$'T=6Y;H5,#E^N2^'<.A6M/2*"BP"TT7R0 M:S[8/FNN/2*"[9^"9'*Z;6AWT-<$'FW9N15]E&DU5Y&UOCC8[0C.-\C7(RY"W!\L>?:])QL%7BU-YH+_*[E"U/'IF0I[8]6%]SYB@&PO=V]R:W-H965T"&%'`)J;$HUZCWA3& M$A+'$U,08!@3"L3!E&20E""2HHFD9+82Z,9ANN<0&$M2ZN!0.LA)$3F3QM?I M;)TO64*F>P9!`06`S]5D@YILIB:B9*(F0]:)QEUW8+;.H`%CNI`X7-';@S>,`F#[A$#\PC)22,$$*FWB!`@)@X66.S![#PR1PH M;%Y`>J8[1LCLML;-((Q=+HMF!)8UH2C!;$*C) M(V3'!*,CY#D_\E]Y-.U)?R4,#R4_*'.;Z/NF M.S=W#TJ<;Y\!P[?(ZC]02P,$%`````@`1U8&1S6^Y"KQ`@``'@P``!D```!X M;"]W;W)K&ULC9?!CILP$(9?!?$`B\?&V*R22$VJ MJCU46NVA/9/$2=`"3L'9;-^^-DD`V:,NEV#@F^&?P?YQ%E?=OG4GI4ST45=- MMXQ/QIR?DZ3;G51==$_ZK!I[YZ#;NC#VM#TFW;E5Q;X/JJN$$I(E=5$V\6K1 M7WMI5PM],579J)/":WD\&7W.R:DD<[=6AN%3F55^_JWL-W"7< MZ:KK?Z/=I3.Z?H3$45U\W(YETQ^OMSN2W,/P`'H/H$,`I/\-8/<`Y@4D-V5] M75\+4ZP6K;Y&W;EP;QN>+=ZZ)#:S&[A&V9HZVZ[;U?=5EM-%\NX2W9GUE*$] MXQ&;D)#I@"16`*J"#BKH))[U\0QF)&!#`C9)D/8)./AEW)BF9T3/0$8AEXQ[ MU2`@)XREG'PN*1TDI8&D+&>>)(Q)/348PS\7P@L\'RB,^%B$&(0%KC]7\M@HJE!":"61-RG*49 MAQGO2@Z")%*1]`1A3.Z)"1E!9KRB?!"2(YWQ*E[G0<64,9E1XHD)N520G,T1 M!&1T*H+4!+Y585#@5B'$)9TA9F*;@/3'G\)W:%HXRW,I@@8A(,T!V!S#@=%% M@2+%^RL=A7S/0:$9$QE&1P;,DH4O)K1:#D"`!QU"P)SG-)LC:O1D",U4D."U M89#P!6&0G"%F]&4(C=DN"U\,XLPR)11\/2''*&=S?!E&8X;040407Q(&!7HP M:,X:&\T90G?.I._.$-IN*E+K+YG_L["0XV&PO M=V]R:W-H965T8@&HPM9W0_?UL0SQ6T!+U!5^;#$*]V\KW*6'0TO=Q M;#HW#N.;%$ZT=4(T$2)/0/%_"7@BX`\$,#IS?7VEFN:9%$.@>FH_-MH9N+0B M1MD6-BC3DS)QC:N7/$$D`QYYC(8:)_$<42D<8>`HR!51>1=Q'-^-CQ M,;I#`'L!/!.(G0"9.1C;&#&=PR0.$R=QG$#RH=]B!8@)C!"$MRW%WE*\L)2@ MY+;`Q@ML/A<*\0+DCE#(K-?-N`DF)%Z&L@*$.$WO"B7QEI*54-+;`JD72#\7 MRM8+;.\(9;OX`1!.4@QGO8ZAK`$C%,-%*&!V'GMZ8C^H/#6="@Y"FZ/M3G4E MA&9&%#Z8#U^;&]=/.*NT+1-3R_$2&B=:]-&ULG9?? M;ILP%(=?!?$`Q,3TJ='Y.DVYU$770/\BP:_%+F1;):)&/=OJQ%TY6RB5IQ6,:?X'$#W$3ZQ(]27+O9?63@MU*^F(=O M^V6,#(.HQ$Z9%H6^O(J-J"K328_\Z]9T&M,4SN_OW;_TT]7XVZ(3&UG]+/?J MI&E1'.W%H;A4ZEE>OXK;'*AIN)-5U_^-=I=.R?I>$D=U\39 M4Z>7:WC[NLJ!+Y)7T^B66<\SN,_@]XF-FV#I&$DT@)<"CQ1X5D_Z>@(!#L@T?2;O,Y!AX(Q0:S:>($6$I!1]C)2.2*D'B5A(Z6PD.HR$ MI4M(.[N:I8B#!:/&R.8DI`M#6CR%W*` M,F9OZEOH_>9(]?[(,EMDGJ1&PA"RCV"F57#7"8>TF)P(_RE%F*P((5H$XMFH MC&/7B[XDPP0'B1$F,T*(&L&G/)ZZ:O0$&4`:Y$:8Y`@A=@17>VG&P=6C)TBH MEEN('V$2)(08$ESU`:;<5:0O2#@*E)^>U93([^)V+H_A>M,>RZ:*M5/H, MV1\?#U(JH7NB![U)3_IL/SY4XJ#,;:[OV^&T.SPH>;X?WL?_(%9_`%!+`P04 M````"`!'5@9'MGO,]S`"``"M!@``&0```'AL+W=O*Z.MW/JU4MT&`'FL"DU6_.7#"L M]%)<@.P$P2=+8A3`($@!PTWKEX6-/8JRX%=%FY8\"D]>&3N6>\'SA_-HOOIZT? M&`N$DJ,R"E@/+Z0BE!HAO?'O4?-M2T.DQTVIR/<:+@P(EK93$QE=1&D MKN\0?2DS&!;@Q0B-F&J*@18#WR/V2P2*'01H`ZLNH',!)_QH=`'O"T1.()H( MQ*-`-$MCP+06DUE,'`9I&,)XELT2&&5!@L(0W;<4.TOQPE(TL?2A0.($DO\K M2NH$TI6BS'*MTM6BY'F*9D59`G51TB2+D_N6,F>[)2:#V7(@)TS/ MLOE0>R%T]%F5M9K%>ZT/DR11Z[VHN'J1!U&;?[:RJ;@VTV:7J$,C^*8-JLH$ M`9`E%2_J>#YM[[TU\ZD\ZK*HQ5L3J6-5\>;?0I3R/(MA?+GQ7NSVVMY(YM/$ MQ6V*2M2JD'74B.TL?H63)<16TBI^%^*L!N/(PJ^D_+"3GYM9#"R#*,5:6PMN M+B>Q%&5IG4SFO[WI-:<-'(XO[M_;Y1K\%5=B*%`U`?@%P`)'<#(39.3->HU MBZ$&M1KT5;$<*QAQDL0`!"F0HT"#>-QE0/BQ`78&>&!`^F7DWC(Z3=UJTE;S M1`KB4I!Q"@R\%&20@G9U`#G-L%>N@(Q0@IXH6>IPT@`.]'#241Z"&$A3__&- M=9C1'`+V&"AS0%D`R$NT"&G\XMS7W`2A#H0&#(@'$M*D'DA(DST&80Z$!0RH M!\+&I:<93*FW!YB$Y+[H-&PO=V]R:W-H965T@/E4BW75"11X0A'A0I%GI+^?=VE.UG,MSDV>E>*J\^EP4:?5O M)7)Y6?C8ORX\9X=CTRX$RWDPRNVR0I1U)DNO$ON%_QW/'BEO(1WB=R8N]>3: M:YU_D?*UO?FY6_BH]4'D8MNT*E+U]R;6(L];3!T%6`#P+<$`CZ M9'6I?DB;=#FOY,6K3VG[`N*9@E>M$J6YO6AKI])+01L78E4&&`L9`Q%C*1IX,7_+8".BJ@$P5L M4!`98?28LL.$1AB?FF"C"0:8B`T3;&(BZO/-2(C#Q,@7@$,,)9%#S.'H4`@X M9!C:`)@0W3;"1R,<4(!O*XA&!=%]I8U'!3'@@?'^;6P,Y?2VD60TD@!&'!1@ MI.F([@L43QB-`2\,2J\`$(V8R5ALO6`)9S$*3=[:N#CB=(+[W&_-7DQNEV@% M@`"_(4V6TQ#()=.Z76"@7X21@PK=#C"[L]Z:P!ABIY62T"J1:BE)%)E9@7`L M"5U*J>F.(;Z;;`-!L>D/!$HV"N[0O;!N'CB^LTJZ-6"H-UA52J#L M1\3:*&TPU!#E4"06:5(!!WZ.]$=RT"="WNL+.2R?9_Y_Y/-*,) MP&AN#CL@R&50T;0G+F,``?9WDG"$S.S;.)*H0<#E;=!MA`!MA#O0GFC:$WYG M`319"416JP`VB,4N=C2C"3`/V`6(@0&K+8!5`1M(U("#G$J@>P0!>@1W&6`U MI^F=\P/53*00$XT2K$&0`P>HIBL%-F#NL'O2R;Q.[XQ6,Y$"3+2CM4%.+QS5 M]*+7C?66B*83M?<^:]99`:"(QX9KP>0T6(CJT!W<:V\KSV73)VY<'3\.K+JC MO+E.P]F&AL`3Y8AZTGU/"+2)Y?R4'L2OM#ID9>V]R$:=8[LC[%[*1BC_T3>5 MEZ-(=^--+O9->QFIZZK_"-#?-/)T_:8Q?EA9_@=02P,$%`````@`1U8&1Z6- M&<5#`@``(0<``!D```!X;"]W;W)K&ULC57+CILP M%/T5Q+X#F'=$D`:BJEU4&LVB73O$"6@,IK83IG]?VQ"',2C))GYPSKGG7CO7 MV4#H!ZL1XM9GBSNVM6O.^XWCL*I&+60OI$>=^'(DM(5<+.G)83U%\*!(+7:` MZT9."YO.SC.U]T;SC)PY;CKT1BUV;EM(_Q4(DV%K>_9UX[TYU5QN.'GF:-ZA M:5''&M)9%!VW]JNWV:42H0"_&S2PV=R2WO>$?,C%S\/6=J4%A%'%I0(4PP65 M"&,I)`+_G31O(25Q/K^J?U?9"O=[R%!)\)_FP&MAUK6M`SK",^;O9/B!IA1" M*5@1S-2O59T9)^V58ELM_!S'IE/C,'Y)W(FV3@`3`6A"X-\E^!/!UP3@W24$ M$R&X$0)5FC$558@=Y##/*!DLUD-Y.[R-@%,I(I3E1%96%(&)^HZ[ESR.TLRY M2*$)4\PQ0&$\C7"$^FH(<`U1@`4]CMVO(<)([[.U9\)^$H` M`/^Q0*`%@IE`,#D`1K%&3*Y( M"$?"HOLB;FDMWBN]P.C(Y306&PO=V]R:W-H965T%.SX:.XI]1^F'FOP\+%U/(6""]T(E M('DYXS4F1`7)C?\.F5];*N-X?$E_T=5*^AWB>$W)G^H@2@GKNTJX_G7V)RYH?;&X3HT^^VO5Z&O7WTF]P39O"`9#8`Q^=-,0#H;P M44,T&*)'#7`P0,L`^MIUYS9(H#QCM'-XB]3KY"^DG*D0F:P&ZE'(KG'Y0/K5 MUPK>A;BEN`H1&XAX!@):$/%D"QC;K^=4\P!&8C"2&8S8PDCN M]F*J@&E\'R,U&.D$(X3V7S6=O'K3;LQH4JN:3ITZR@5&`9YSW)@DOY+3,3@@NAAHGJ1'^\]Q-!V\O'RGPQ M\_]02P,$%`````@`1U8&1PZ>9=W2`@``M0L``!D```!X;"]W;W)K&ULG5;12/HOI3;M5!JP5QM.4[=JK4BSC_X$,,Q!CRC M?Y=-]S[W7W(PT/P$-!#02(#X2T(Z$-)0`AX(.)1`!@*Q"$D?>[=S3TRQU:(5 MYT@>F*_AK3&B+9N!.0J]:U(?2+_ZOJ(Y6"3OQM"`>9AC4(=)/R,>703% MY#/FR<6@SXBUB\CQ"$ET&-Y8T!@+FO'3045VW4`Z&DAG!O!@(+?"Z#%-AZ'] M9F!$("FL8#PX@$%!`P3A41!V!>70$N3#H.M.R.B$>`Q8!_SD8K*"7'>2C4XR MCQ-L.10QP^%*<)VUGI@*$M! M<5U./LK)/7+LQ,L=/Q!#DENPM0<&(4KSZW**44[A'E86D%(03&T%W%:+<-:9 M8$`U#J!YN"DJ,F#GC`>'"EV/($#2U&`@\F0QL7NA!Y0%]#$X]2'H:41YR.Y- MG0/B&P]@Z@O0UQB(_6_P@(*BG5H#]/2&+*"YP*F<(;TQVJD$H5N#GG3+/5W= MI)N3;RX040)!4,)-A0@]E>@FG`O"(=F"IG)%P.,GH*&BJ5P1O.T(T.S_'5!> M#QZ0&VTRN_X+DDCS?UU7]02P,$%`````@`1U8&1[K><6/R!0``@R,``!D```!X M;"]W;W)K&ULG9I+_BLOWC-$#$"G'56,, MM7O8JJDY[)Y)3&+7&.,%$L]^^^451+I;ELJ7&)._^B&A_M&8];6L?M6'/&\6 MOXO3N7Y:'IKF\KA:U2^'O,CJ;^4E/[?_>2VK(FO:K]7;JKY4>;;O!Q6G%?>\ M8%5DQ_-RL^[/_:@VZ_*].1W/^8]J4;\715;]M\U/Y?5IR9:?)WX>WPY-=V*U M6:^F5/GKT_([>TQEV$EZQ=_'_%K/CA==\,]E^:O[\N?^:>EU M,>2G_*7I3&3MQT<>YZ=39ZGU_.]H5/OL!LZ//ZVG?;IM^,]9G?U^$_ MRAN'T0/X.(!/`R8_]``Q#A!Z@+PY0(X#I.L`?QS@NX84C`,"X&$U3%8_U;NL MR3;KJKPNZDO678#LL957G9'678#XR-?Z4F4]D!J9_Z\_<^,.%Y'$0<8Q%'LC)Q4QZRXPQG6!*)\#I@&VQ#9"' M!\:X@/E@&6L7$^9$&(M:'4B*L*6B2-@3"Z?$0F*=8&:ARSIA$\8L*^/4;-S?U!:>`&(34HIYN&S"EI@C(*H2', M21++Z<&D")$*X')2(K2<#NY2BSMS[IJQC(*L4)@BC$((V%*[K M#SP(%%P#0L;:VQBX"I2,>0JN`^4TA*Q-K=;,LZ#!PRCRP&+-,!%0M28TJ%P3 M&ERO"9%3P=;\812`T-["7'C@/MPX,25K\8]6EI3!"R!Q1@CN.T(7M3#C3C5TJ&%)K#)S0)JAG&(HC(?`%)IH"F4P8$J#GHS<-&1.20.1NP"1 M.P"1T.`2Y`)$0N0"1*Z!R%V`R(EFBG'&4/&A="H0/JS"1..%BW7BZ#:UNS4_ M^-)0%!B*RG.H+T)#4=P)1:&A*%R@*#!VX*V_7;*S2Q*[)+TI,6<\>^*(\:<\ MB#^!.404+IO*'(Z&E7#IOH055K%=LK-+$KLDO2DQ9ZRI*#`5E>=`'Z'I(^[L MN83FA7#IN02NX;Z,).RY"-E#&/D"SC\A$UPJB!="U\I0^VLW9YX'#1E!009M M!^(Y'/4$G=!1C]!)<_@9.B%S?(@N-'"$"W`$KNC"8_!^)B9DG(<2K3/1,^'+ M(7%SFEJ=FG\DT;"1%&Q<3&C8R#MA(S5LI`ML)"[P4>##VZN8D+7A*(A^2A8& M$O8GE%,I?;`/4JLU\RQH`$D*0/"V3A(-4R3@$\V8D+'`Q[]9$=9:Z*$?K2AK M'GFO'R^\C*]=[/Y'U!+`P04````"`!'5@9'A*0J1?$"``#$"@``&0`` M`'AL+W=OK#]DP3)T$%G('3=/]^QA!#;=:@Y2$8<\Z]QY>;D[NXJOJU.4FIH_>R MJ)IE?-+Z_)@DS>XDRZQY4&=9F2<'59>9-K?U,6G.M>ZM5"77215_*ICII+66;UG[4LU'49P_BV\9P?3[K=2%:+Q/'V>2FK)E=5 M5,O#,OX"'[>0M1"+^)G+:S-:1ZWX%Z5>VYOO^V4,6@VRD#O=ALC,Y4UN9%&T MD4SFWWW0(6=+'*]OT;_:XQKY+UDC-ZKXE>_UR:@%<;27A^Q2Z&=U_2;[,]`V MX$X5C?V.=I=&J_)&B:,R>^^N>66OU^Z)`#UMFH!Z`G($BC\EX)Z`'0&23PFD M)Q"/D'1'L8789CI;+6IUC9ISUK8'?#3PN@UB(K>+MK*F"(VI;[?[MA*`+9*W M-E"/V8PQR&+01\0V1`CB((D1,*D".15HQ,>6C[&X'P"[`'@4@/3'X-XQ.DQE M,=QB(`0I-Q_O-%/`%#.&T_N2B)-$`DG(+RP9):(6PB$1*:1^?4,@PP0(3.E] M1=0IHA-%$IXD&F1"J:#0QVU#'`94$(;O"V).$`L$<>(+8F$B@BBDJ2=H`@>( M>;WLOB#N!/&)"LUXZ<(%$/_7R*D+D,YHY#0XJND:C*E7D0D8Y0#-:!D(!G\` M]]NXQXPS$20@$@+X/A$BL>",(L9GJ!JY%@S+!+UDZPD0YL37#@-%*1(XY8'T M"2`#(A4S.AX.3@?1C!]A#_KPZJ`@@OM-/P7$B(U;YM^B!O>$H7T2X&O"82J` MTN"?8`*&&9_Q&X"#=<+0.T-C@"2T:2'H1)$F@,9G"48S1`WN"6^6=X\R^!L, M#2[HP/4$2$#H24M&_^>EK(]V,&JBG;I4NG,:M^N&K[4=E8)]^KCI9A[OB1%B MGMAY+1E2K!;G["A_9/4QKYKH16DSB=@AY*"4ED8_>#!U.9F1TMT4\J#;)3?K MNANRNANMSK>9T0VNJ[]02P,$%`````@`1U8&1Z_`W%K+`P``"Q$``!D```!X M;"]W;W)K&ULG9A9DYLX$,>_"N7W";H1+H^K=AA3 MR<-6I?*P^\S8\E'A\`(>)]\^XC`PK=[`[LL8Q*^/?TNHT6SN1?F].AM3>S^R M-*^>5^>ZOJY]O]J?3994GXJKR>V38U%F26UORY-?74N3'%JC+/49(:X_/J#[J.68NTQ%\75Z3)P:1F7ST_E;< M/YM>@VP<[HNT:O]Z^UM5%]G#9.5ER8_N]Y*WO_?NB2:]&6[`>@.VU(#W!GPP M&!+##41O($8#\5L#V1O(I1%4;Z!`!+\K5EOJUZ1.MINRN'O5-6D6(%U;O&R< M6,_-13-WMLR5G<%N]'VK*=OX[XVCGHFF#&L9QC\B.Q>A`^';!-`LV".+B+D1 M/@9X10@!F!F$*$0;"1,H)$Q`-9+D,91*JPJ``E#%&H(#(>4W! MH"E`-(%4HL"=+`$UN0S5E`!-",1AM-B%1$@6["%ZT*0=34K`!:B1!4@Y>!U> M7>HIE`1N>8@O*A5X`V/$%]4!8?/*PD%9Z,X6"><=4#+N\N3_[5QTTBCH_-[U M@D`<+M^HAS[,M=`"S@*"<1X$8`GN$$QS'<+UA6!*2;U@A5$VUH`MV.1ZZ,-Z M5THH*,_%&*5.4T,P+I@*H3P7$TPLV>CHV-XH7[`M]-`T$H'29I'=/!(C""?A M$D5COZ58PPV@(N$$"K0BCBH$"RG$=@A&)160BS%.L8`L$3AV7>JV77?7HVX7 M?.(<48AP]LUT)2*S#%&O$2[;VL>W1:=_[+UO[V%\HTF"<3YP>FGXD%,_L*:0QP8C^CZE2+C.WN&Q\:M[/6.$>2)3=P^Z4[I8TK;S34YF3^3 M\G3)*^^MJ.UQLSUI'HNB-E8O^61?Y;-)#L--:HYU&ULG5;+CILP%/T5Q`<,^,$C$4&:)!.UBTJC6;1K)W$" M&L"I[4RF?U_;$(<86J+9@&W..??^5YQLZR*AOZRCUQ MKFO"_RQIQ2X+'_C7@;?R6$@]$.198'G[LJ:-*%GC<7I8^,]@O@$&8A`_2WH1 MO;:GS6\9>]>=[_N%'VH/M*([J26(>GW0%:TJK:0B_^Y$;S$UL=^^JF],NLK^ ME@BZ8M6O@CH!N!/Q?`NX(^-$(44>('HT0=X38(01ML4RI MUT22/./LXHD3T0L0S!6<:Q&EK!MZ[E29A9K!=O0C3R'(@@\MU&&6?0PT&(CN M(>LAY"82*`.C+N#5Q1(.(]P'6(T@L.-A4N1E6F0SA*1X.A-DZXEZ?&3X"*73 M`M@*X)X`[B;$R6/=8AJ#2=IJSV""9DZZ(S"LCA0T;2>R=J*AG7`V+1!;@?AK M!4FL0#)=D&4RR#3"O2CM$AJ",'(KV\=$!A.G.'+J.@0!!!]8[ZG-*1WDA'I1 M_BDPLP*SKU45A+>-'X[4%;D[/QRD"E-GRZSN0$FWK=S"CBA%D;L_1Y1P\L!J M`[WS#(RDA=VTP"!.C-/(M?P(:C.&2E+HF`YZYW%-^=%GP6U'LM/UC\+^UN1_`5!+`P04````"`!'5@9':J)& M.;P*``!N20``&0```'AL+W=O']L_=\WS_MFN6C\>#UJNY5LK/U\O7S=7M]?&UWW>WU]L?A]7KIOE] M-]O_6*^7N_\MFM7V_>:*KGZ]\,?K\\NA>V%^>SV_'/?XNFXV^]?M9K9KGFZN M_DY?OI%3G>8H^?=K\[XO?I]UUG_?;O_L_OCGX\V5ZHQH5LW#H1MCV?[XV=PU MJU4W5/O1_SV/FC^T.[#\_=?HWX[GV]K_?;EO[K:K_[P^'EY:<]75[+%Y6OY8 M'?[8OO^C.9^$ZP9\V*[VQ_]G#S_VA^WZUR%7L_7RK]//U\WQY_OIG:C.A^$# M]/D`+3W`G`\PEP/(#AY@SP=8Z0'N?("3'N#/!_CJ@/G)64=7WR\/R]OKW?9] MMG];=G<@?6GENVZ0=N3NE^[:M6[>MU?P].K/VZC=]?QG-]!9($UU+]]% M9LK?7"1C*HN!++CVW[C)Z6)RX@%8W)&SA$S0)+,]T)PUX*,`%9;Y3"?A/S!"4H4R`RLPSG+;.A*"=K3W#A=HZ M(B/Q3.8R`3#7U"$.7%5;,R3IMR/CF#B/33T_$.;\3:84)O$=3JT82"(:5,\$N`PY+.WX:CSR41- M[+IQ8;#:*DF59#(9#:<>G\,-2"X-)5M/LO=(Z)7R1I!8F$P_`[+0.LH,)UL@ M1]ZKNIH$2F]L(!4D5F44&HY"-KL;CKED4F0F<5GTI`0X,YF(1O*(P/"TD[36 M'`-`1]16&@*3,F$-3U#9?&]XYNF#,KZN:)#.$A6^[+X-Y-H;#.- M+:Z"S/O@H MX)'-V+:@-#>2JY$Y:R>6YK9X7BHHS2UG73W-#TKZ[<@@M()RW(YG@8.2?CLR M^JR@'+?C2>"@I-^.C#PK*,#P)=&\A),D&YC$4G*,O=>%D^*.FW(V/."3:FZ7&>K&:^X[-\[004F_'<52DZ24=N,0 M'93T&Y(AZB2EM!NGZ*"DWY!,40=*:'G;9_AY25GM0;6,%Y2Y4+RB[#,)O:"L]N*R&BCE9;4O M5MX%9;67E=5`)BRK?::CEY357K;T#F3"M7>?6>L%1;47%M5()RRJ?4:W'R^J M%T##RUV/EN!92'*1Z'%ZR%P/D@(=B+C%05B@8YVH0`]Y!@B2`CUPLJ,U?R`3 MKOF'C/^`RG/).65>AXGE>BDJ4/(9`V2,CYP M9.+4`0C%J4/(<`THZ"PCQQ[*'4`,F'J$#,=HZ3`CSSK1:D#D$G;]C)KHZ#0CV#%J4T= M7-TQ@G1=ZB"`0,SHCH*5>*#A$W%$*_',B4`4!8R(F>M1\/A@`43`8L[U+G7P M=;:/=6T2+K`[SP!1\K0A2(3)FDIWHFASXB<%3N0/BP!>%3[BDB$^P?0.[A>2UV#]()W5-$.MA, M$*UHSTT1H30Q!Z:R<1]U[BON'D'K_K3>?2J:]PET[T=.$FP2FM:<3D5W.H'V]"CS;1&7>F)V3$5O.6D^0ZF)D9+D21L57<\$VIZC;)`B2LW4K+EH1";8B05'[O%)W& MA%J-G21G+MJ$R4[-F8L>7P)-OLA)92Y\WL@>G-/)UKMFH-2$UE@2W4E%[%\: M=DAHO>60/.MJ=SY^"\]^]K#]L3F<[NK+JY>O^ED'O6[#EZ_=5>+O=1[N MWHOXO=2]E^![3K7OG;Y8:)[-N[U^6SXW_UKNGE\W^]GW[>&P7=]TWV7SM-T> MFO;DU6]M,+PTR\?+'ZOFZ=#]VBVL[T[?!G3ZX[!]NSE_N]'E*Y9N_P]02P,$ M%`````@`1U8&1U$U*WF%`0``-P,``!D```!X;"]W;W)K&ULA9/?3L,@%,9?A?``TG76+4O;Q&F,7I@LN]!KMIZN1.!48.M\>X%V MM5F6>%/.@>_[G<.?YAV:+]L`.')64MN"-LZU*\;LO@'%[1VVH/U*C49QYU-S M8+8UP*MH4I*E2?+`%!>:EGFAX44?`AH+.3F(3>=XA?(7FK"IJ$%D#"W@4" M]\,)GD#*`/*%OP?F7\E@G,87^DO]^QRT\H?P4E6M\LPDE%=3\*-T6NU<8 MMI`%X!ZEC5^R/UJ'ZF*A1/%S/PH=QZY?62:#[;8A'0SI:$BC@?6%8IO/W/$R M-]@1V_)P=[.5EYL`\>00A'W[%JW??3][*I=9EK-3``V:]523#IJ'4<,\_V:1 M="R23@#S`;#X'S`?`?,)X'X`+*^Z[#4Z:K*HN;\JP2:'TO(#O'-S$-J2'3I_ MOO%H:T0'GI;<990T_A6/B83:A7#A8]-?;)\X;"_/=/Q7RE]02P,$%`````@` M1U8&1R`E<*5J#0``660``!D```!X;"]W;W)K&UL MG5U=<]LX$OPK+K_?"@.`^$C9KCHGN;I[N*JM?;A]5F(E=JUE^21EL_?OCY1E M8<1I4$/D(;:E)C@$,:T>H`G=_-QL_]@]KE;[J[_6SR^[V^O'_?[UPV*Q^_JX M6B]WOVQ>5R_].]\VV_5RW_^Y_;[8O6Y7RX?#0>OGA34F+-;+IY?KNYO#:[]N M[VXV/_;/3R^K7[=7NQ_K]7+[O_O5\^;G[35=O[_PV]/WQ_WPPN+N9G$Z[N%I MO7K9/6U>KK:K;[?7?Z._7XU1/]EL_EC^.-?#[?79@AB M];SZNA_:6/8__EQ]7#T_#TWUI_[OL=5RTN%`_OM[Z_\X7&\?_Y?E;O5Q\_S[ MT\/^L0_77%\]K+XM?SSO?]O\_.?J>!'=T.#7S?/N\/_5UQ^[_6;]?LCUU7KY MU]O/IY?#SY]O[R1S/`P?8(\'6.T![GB`.QUP"@P?X(\'^-,!?A+?'?'=Z`2+ MMTL_=-RGY7YY=[/=_+S:O2Z'\40?>OAV:*1O>?AEN!-]I^WZ^_'VZI]WJ0%C= M*'2$&8<>9#Q=(N=DY``9N_Z?*O!X"CR"H-(HJ"A.%3QU5L8D@2Y8BJJ0TBFD M)$=G&*=,DB$Y%SL9D@1V*0>O"BF?0LH@8=+E!L@4-C-M1$*,$.DRE1PQ9]=K M'1CX`.BUPYX*/9)54,D1Q,]%.2<0U&5@/:A"N20Y5PYJ,)2S3!MK;4*1`2A1C%85 MF"U\9HUB:!]!9S@%-RXSR355&4X MPL[0X:[PDI.\))4X`+DXEN).,E)-BR.H7HR[0EX.D%=0U*NND)=KK5A9R:JI M624S8:$)@&JAZ0J1.0V1.KZA=@YZA?7[C,R^I2YI<'16-%_2*H M7OWZPI!>,J3,-R^9K^^'#J8XJ:\QZ`NBCBER194^\`.D.] M^\*H'A2J(2J:*%SH&PM57YC+*PI5?YFX)B'U.`IQ>4UAZF6Q65/O"*I7[[[0 MH=>4I5Z*.A'0%*0^8UQ(M4-EZ'@@=Y(J:SV$H/H>Z@JK=DC)C<=0)YER%-`G MT([(U,^3[=2C+43;@6F\H)C@[`HE=JXM[;I"71VB+G$S`2O9$)1K#6RQ03*- M\R.:!)@NF7%`4KS9F`>.UP14>*M#&BZ/(Y(@$)'4;SXHA4%76+`#^BUJFB@$ MUC46I%VAFDY3D`*0+.BZ&04IPLY9&"H,%30%*0#)^(.^($50?4$:"HT%0&.1 M%$T4;@F-!6DHW!(T$_JA::XL%/H)@'ZB8@(F%%()7>.ULI5$M$PHKE5F>"\6 MDP&E+H)2/VATQ6XH=!`TY5P`T_<5S0B@,S1C*"03@$J*3M%$(9G06-[%DN<1 MY;E8295YJ3E+R<<(U@`U^CB6?(R-^1A+/D;%!%&4Z5@K90%T1BD;2P9'S211 M!`+"]!+/H\B0V'#]-3A=:(49(BALHF)F+Q9FB(V%362K_8K")C95+;'D8]14 M+5&6(J+SIR#U0$I61S!-S;1SW8I0LCHU+MNGDK))L6R?I("O)0N`SDB65'@@ M:9;NDYPQJ28+PLY(EE3X)8'IE:B8L$N%"I)OO'$E91.H$,2-NSRY.PFIQU'R M/H'"0-ZHRRM4DY!Z((4]$F`/S3QJ8MZ>QH(@E:Q.0.N+VR+E.UZ=`$#UZD0N M-)'!-(2X15E^^./5"06P'E0AGHRTNT(KY,(1N5$KY)++6:$5LG8Q"0#UMZN0 M0];HA*Q=3%(`ZT$5NLE((2CF8')ABMRH$'+)\:Q0"/GRU.ZZ!="T%33CK_*AEF MWS-`1215(\S`9V)K)S&WG5'9[NP M!'R[M;&#H/JQPTV^R.6;%#-CQ$VY9Z[<69W$LA0Y:D$G*2RUC9Y:;JH%KEKO M%?4E<5MMLZ^6&VN!LQ9U"S#,YA0M'#Q@(L]F%W4N$.+N6F2O38KY.>(^6&J< MH2/F625D6@5N]:E)NF/W3&(F@F'YCHRJFF>3R'+[?:-`)^95)6!61=T"9NEJ MHP=@YXP>9F`EY&!-FB1C9E,ZAA MF=GJ%R5F&"5D!@7=(@OMVAH\Q.H7X8FY00DX/5-23%D0,V72F2MS3C9IM&C,1#,MP9*-, MFN>\F.N17*M&9HY%0I9%T"U2__9U3"204PA*(2L)F3DAR2'%K"F(F1>2?*MB M9L9%`LY%N;2.4')MG8!I4?3A)&8B9,8"P-&8LJH1EKUG[L-9G<LR MQQ<%E=8-4L=6DPIA9R05\Y(1,).EK.$>9A6CT*I]F5F,@OQDE!/Z0T7)2/6A#\"SAC[SWA$PWX&A#SQUM:$/G7KJH<_L=X3\=\+`3\!4 MEVRVE3T>`#C:8()R5Q!FP2/DP1./1B&4?#;J':7)7P"=D;_,`$@1D'+6S$]$ MO@E'Z_P$L_@1\OB!.RV92_^L!C$G'P$KGWA:`X'DPQ'OJ+;G-8AY`RFAAX_& M3VP@%(@JH?TOU%N9,&8%=L.4-=,SS!I(J;6T8B8^`BX^0%0)$)4+,)$`U'51 MJP&9.9"2XB')C^\H38X#Z(P<9Z9#`J[#K&N$$45JG2YA;C]"=C_91S/VZP'8 M61OV\!U[=%OV`/ZIN5(9]E9A%D8!',1O-G!?S%%)N%5K,`TC`!"AO8E;O M&@:0^FW#F+&0LDID9?7.80KD1&",M8!?,1O-;!SS%U)N+0^9'Y"0(1!TD=Y, MA*!Z0PCS&5*60B0;S<04T:8.>L76>^>1>B`!*'J]23+K(066`FS44Q;668!M&<6P%F= MY%DCFB61=]3%]0$(5*X/6&8JM,!4F(UBPLHR^Y\UC8K`,ON?-1J;T3M*,Z\' ML?IY/0LWQT/8.'@BE+OC M\>WQ)!-DHZ@A+3,$6FJL#RPS!%JP32?J)BGZZ]T$L'.ZB7$!,!IFHRBC+#,( MVC.#X*QN8IE+FIG8=]3,]0/+3(06F`@SJ1IA64B-RRJ6F?TLV/4273(HY$.( MSL&A`<`I]=VFW+F0;WT);(29%.K>\FTJ;>-"BSW;J%*CHM]14^M/TYB)8%@^ M`QMA)LT&AGR_2MNHG"W?6Q)L+HFZA&'\(/"L\<,R^F3_NW@0RTYD^(OC M*3"$"D[#[GP722L_285CYAZA@M,P)-]M$I@'Q63K/4)E4I0;EED!+;`"BGFX M>X3*-);L"_8=!NO5]OOARR-V5U\W/U[V;Z/C].KI&RKN#U\G,7K](WWXA%X? MQLB'3\-`D>\--WEX+^+WTO!>PN_EX;T,WW.F?^_M.S06Y9+N;EZ7WU?_7FZ_ M/[WLKKYL]OO-^G;XHH=OF\U^U7>8^:7OZ&ULG5C+DILZ$/T5ROL)=`,2N#RNBL?V M)(M;E)W]_>1F!U(Y5LS$@GSXZ+:F/!(MK7OPJ3T)4UI\T MR[/!)L MMERT;=^*Y2*_5$FXC;QZG( MRCC/K$(?8?Z*O(&TB!^QN):C>ZL1_Y;GOYJ'K_OGF=-H$(G850U%5%_> MQ8M(DH:I[OEW3RK[;`+']S?V;9MN+?\M*L5+GOR,]]6I5NO,K+TX1)>D^IY? MOX@^![\AW.5)V?Y:NTM9Y>DM9&:ET9_N&F?M]=K]$SA]&!V`?0`.`4,_=(#; M![@RP/MG@-<'>*8!?A_@FTIB?0`S[8'W`5P&L':VNM%MYV8=5=%R4>17JSQ' MS8J%>0TO&I*:N;EI)KN>E[*>\J[U?1F"O[#?&Z(>LQICL,6@.X5L=`A,$:\Z M(@0V8.Q:)*D4;TI7J*N8=O%"(+PI9*U#>!`JN3SL:/NXHU<=$@)_G*X[3(P[ M(G![@N`Q@3<0>","KR=04EUUF*S%\!;S!(`N4P96AP'W?4<9-X*LSEE93%N" M*PA#]W%F_I"9KV>&SF,"-A"PCXTM'P@XH4!9\&NN)]H,K;I2-F.$;F5Q;P)=CP]J!>@@Y@0&ZSL'HQ M.'R0!`X>MH[,"+<&A/>3E$X)E%4&JB;?I.()E%G)@_1=8(0<;8B8 MUI$[7@3W.Y+^#(1!NR:V(*T2@H]M$B`M#BB/4[<)T!T,/$^?)`(&+`S567K$ M=O^@)1T1"4?4M@G4K8Z[BDUM"1!C!GL]2CM$R@[5C0)UGU-.)Z\3"%<@]X5( M&T1\O$^L>]"X%T\])TTPM[W$0(JT4Z3L5-TBD+!)CVE'61WE&QPI4!HI>A_; M'E#:%%(VI6X/J!O0$WA:!9"P@!GX)DJC0LJHU,T!F3;7X'A<*?`7"N:ZH*6G MVQ[!MJ5@$[;[Z4E[1.K\JCH.Z@=8HL!UD%[@]NAE-!7%L?W04%J[_))5W9(9 M6H>/&9^Q>9E5VEF7BW-T%/]%Q3'.2NLMK^I7Z/;M^9#G ME:BU.Y_JE7(2T7YX2,2A:FYY?5]T'RRZARH_W[Z_#!^!EO\#4$L#!!0````( M`$=6!D?N%I1(500``$X6```9````>&PO=V]R:W-H965TXK.YE];T^*]5X/_*LJ%\6YZ:Y+GV_WI]5GM9?RJLJ=,NQ MK/*TT:_5R:^OE4H/G5&>^3P(0C]/+\5BO>J^?:W6J_+69)="?:V\^I;G:?7? M1F7E_67!%H\/WRZG<]-^\-R\"IU?%G\QI:O(FXA'>+OB[K7 MDV>O#?ZM++^W+W\>7A9!&X/*U+YI7:3Z[UUM59:UGG3/_PY.L<_6_NC_+T7W?^];XF`PHPWX8,!=#6`P@-%@#(PV$(.!&`W$3_%RP$OLH#/P M^Z%WB=NE3;I>5>7=JZ]I.YW84L.KUHGVW#ZTE=!)JW4]^J_OZP38RG]O'0V8 M[13#.PPB?.V=[((_NMARRYQ_[.#51L3B>0\P#@(F]C`,@C]W($8'8N)`#`[` MR$*/*3I,U&>!1S(TDO5JPP0+F<-PY!B-)*(11C041C[O)!P["0D'X7,'T>@@ MFI?T>'00$Q%$QC!C*YL\$$$0&$F?PF1?&Q'&$]BGX21C.`D13OS<`0N02\&\ ME+`)'1D116+RD5G#C=JD6&EQ`'X>%,>@N!V4<'&!#&4S*$. MHM"<.+8[ENBQ,>Z@,0PU@D5$ADQA'4#3SF3L.DM13ABE)U9?ME(0'#1B@/L!,?0#4!Z#V&V;RP-8'O;38LDG@8F`NY`:4$:!D)')P M,3D.S-QL`!(:'#8;6[#W$<#=UBU`XH/++@)F[2(`M0%<=A%@T]X8T%!H0AX< M%VQ`>0!*'AQVW(#(:SK`UC,00.-1)(:&$36K@<[P426LP]X$].^!2AS8,5`8IBZ2?D^'6\HMSP]A;,^+YERQVCOO/ECL+K,BYW0A(M MNA"Z)21;(MT2D2VQ;NEN3GTRN;ILR[Z[UC639*YRCX MHE-[5NEA?,G4L6D?HS;G_75G_]*4U\?M[7B%O/X?4$L#!!0````(`$=6!D&PO=V]R:W-H965TP0UW74K,Q%WS. MX0,;BDZJLVX`#'KC3.AMU!C3;C#6QP8XT0^R!6'?U%)Q8FQ7G;!N%9#*FSC# M21PO,2=41&7AQYY56\)="IT[&Q`G\`:BD-V,3XP48V]G(*'0:U<>7*UJH_KWW'R/9V^X0K ML/P/4$L#!!0````(`$=6!D=G'\?3S_8``$OO`P`4````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`GIJ02:O5W.0SD7TX_L7T=FSYH7INHNMW4NG#;=42M MU]I;CPZ;"KD2M[:@WYX]5LZRNE_4%<8J+MEK6T=GEJ_?G M!U[YMEXN+K;K"^(K>.(Q.OOVPYM#+[Q9;[:WU6T=+8EGM-$=O1]1;]$#?7^S M7C;KWK#76YI6$V[7WMVL?R%^W?:W\VJ]HC5I%GS.U]?+YI8984OTMZ!3@VL@ M6JVW_?$>>/%Z/4"2;XA.J^UZTRP?::<6M&]8T&A>/3281XO#TCO`>TCBA^T= M[?[U>K-9?Z*=Z_W>61J=>X_+U=MCR_=VL_[8M+@8SJ[K57W3;,]Y4^8T@V9+ M6]6V_949:#>J;NAS]/`YSVU&9_`\?/KS6!J.S[VD#H^*\ MU[+WS*:>+ZNV;6X:VDXZ3)<_7+W>^R)FZ+T$@FD< MV^U2V,H@YWH/-G[]&"WIN7K#/%OG#\8WN'V#[4].^.'FIJ$? M:0'TN4-3W',*];J[KND@T#G!IK:\]CTF?$-/+)AI?$O7'C:8CN?MIKHG9OSM MVW/OW2&R>3VXJG^LF]L[<+#JXZVY:-?NIH[.ZE_FR]V"OKT_@7_UR.MYU39S M7O]%L]RA'[KL5F!9$:VX=-AC>D2SBQJ7U=Y'0H$!>[VI[VAQZ03TQ8?#D@*6 M9KN$HZ M2?HFG-:AU=$V!@0@7BBT/="C73M<"P>'?-(Z[!MXM[%W]D::5Z8!-&TN-5[/ M[&IM\V&C]A>SNGSMGEP M!(/[>?BUH3-[[)031U(U^0H+@R]9Q8C^_<4:>O;_.OG0OZCG5BON*0"7[]^_ M_-`[LU=5>R>,C$X$4\0UJ;6]EE^OZ!+>\KH=()/3+_R0WJ)JZQ],>2GKO132 MU3]TSO*S-)Z-)W$R3G@^S[(X+2=QD4^A0#S4H)&:>+PTGN_9O^:4>5[Z^H\V M..DU>%3PUS>GY](.3:%:+M>?^%[N28\\PTF/OE(S/"Y/CF/U2/0SM/@MZ^G[S]73;5=;,\+/G+)GM/#J_`@0=@YFFVPJ!! M?K0[N'%(4.9^(YEKGX-G7;AW4^])0I8[97/:N/(7ARP,O=7=^C5[_15XNK"U/N+021W MMUZ22MU^&;TDADJ#O=S21E\K$=(L9&4.:9]*P&H!?6LH%A98L8<>>4-LIG'T MVA'XR?93EE1>T>3;D^6A']Z^?'?YX?7WWT275Q]>__3ZP^N7/0'H+]@X=<7]JO7&Z>W4/ M$?H_JB'9/=1:%MX=-V@(V6O).<$$5;D5.#B*01VQNR:#2W&RC3@Z$[$?WSU+ M9U.1-LZ2>)SFYRR>?D5[(4SEU;??0;)I^1S<^$6Q@/[P1&ILSG5[0?.^-]SB@&39:^I-M>B=K:,"YI$!L;V;#A8, M-',B$!S(0?GG+6E,#?.78;'L`,?H][B7B-QI$B'\,`D944I4.QKWQ?9NL][= MWK&[8/-Q^$BH)T-HQCM4=.9Y_&WTJ=G>13=L]<(`:C$8#K853`U7-G-E6`WW MB'/]_?"'(U2!2=.,6$_%AWUM'5[H8#2'+/'!"#:U<<1\!4GO_L&HYZ?8R#ZO MY8--,,=?.+-9U?1$DD$6Y+;O,(,D7K.I:4S1V:*6OT![TMYQE7B/Y@Q=]KHF M]KQBG>LF(F8%BU^S[@W^0`LU1+]#[[[?/3P(;=+JP:-#!WBW&>`;^Q'O'E>Q_R&KXHJ6-JEP@S6G]:]:5%MD]AAEO/#,5W4L@VU?QT6'QS M=_]^^>VP+/#:;O8+?[,M'^&#+Q?BL*M_0*8*Q!.^)EE\-$+/KQ(M]XQW4)#[ M]W?KY3)ZM=X0;U[T>'`@4L<><5Y7RR'C_NM3F<>[SSK5.'FZ'EWGU.?PF5,L M;B$C.;(^M2A;>Q8G$&AIA]^*^-RWN?#;L9GIYR]ZO%?).V7Q][W]*S=A7[/= M:1]>2ZNGOE1-,HX.*Z:]Q_?KJKV'(][F0[JJ'/Y!K\O9=T,FW^?5_.=;$CJ( M5WNQ1KVEQKTNW@81C>%,WR\Q#3=*?*)F+A1'570C_(GVA_9_`_9.2O!Z0W(? M/QO3]1^M5]QEDN!RX#7:Q]:B,R-)GX\B$O4^-L21EH\Q+A\:]R?$TFMN/T/ MT=WZ4_T1OD\:UIOJT89A\1OF.;9BUQ4\KM%]O;FE(3*'[3SR@HCDS1HVR1%/ MT0KU$#)OU]3-"ASVHGV`'(2)UKC/'C8-^PJ^>?^R/:B3"W-'8M(< M@H!>\.PNH!\J"?>`[>#1]^ZR@-*".6P;6A]SUZEU87U_OUOAC07->KEFB7=D M]\,('O0PKL0%3DUEPDIBNBX_7>U^PH$LN9'ZE^V&,$"?&0C$AB_N:;+ M*%9K;^W)<0@-N*N;3=CD"`%X>A)5@(-D(].2%+FFBHBT_@CAZZ=F0Q<`?4$+%U4DNCV* MS"^[=M<\C#BZ3`CMA2,T[;7AZ$%'(]'9U8M7KXGT#3W46Z\M;VP1;SMMA)RH M:MFN2:=I;ALU^5S7S-^8VK2!4<2"#:_V\GI`$ M=VPE%OV%1X"/P>H2#(Z?BZ/V^'@PN=7:.P:. M>O$B<@*$A'3L.+'5/9OB MNS:6E?[VC^2'=TB&FJ`H`XNW,^<<2G'M<"RIKPSQD>[=N:[N* MS/\[W,<;+W58_S*OQ0&:C+_@/?1%LX%WF(+%)US##+"!0D$$7-=JI4])1&-% M!LN&@\.#>*&>-':5W_C'L(.&[PN]::+ZYD:<;D31=#-(Y%GL'WJV$>I8 M;(W@YZ1!<$`MX`$7S*$`XV$[U<*P6I(I1^Y=M8(O8!N03A(Y?DDQF9"]\ M.(_1WMYK)@[OXT5]O66Y8;/3D+9-K4$QM*&T:OLL1\("T=:?2/"2H/T6`AVB M'KQX3_$(AZ3">ZUO$^N@G7OL238X3#T"IT637_&VO`E)B4U^'FD[GF6YK9/& M^+XPS,18^]#3F[>O;,@8FP/-NX:1.:]^P!S&"+G8XPD]RA-Z,7+1V0^OSD5D MDX5=VR>"-:SY*#1$63SUFVH.@;22T^Y/BD)ER%FX37+ MTH<5V`=D;[VC:"XU-(Z%Q(%@$]CZ30($3M:G!D=`K5HQL\N?Z_K!V&Y=G*D* M!G-VTIN?N^N+[Q]H4]F[[,LMM-F@.4SJQ]'[4?1-O5*UC[36^@$D<.F:?BLW M^9+5HLO+MZ+,,=OT+I;=JMK1H@0R=NOL6+!^2J^6RZ(M(VNT'J\54\'/->B9 M-FNK+)?DE9W8(E1(K/BVXLYEOO5"124A+`G9D'O!^G597OM4+Q&1P:\Z"Z<: MV,4CO]WS/DRH_!I;)V7J@Q,V.T$XB_;P=7FM6!UE,Z*Z]P739>'OT2!"GP1;S\E<+/2%_VJU8GG0V MC8-MF"OQ$2E-$`@7Q#_GPGY,N%X0\.@M)/_V"MNHA),%6_HS&LML1/U!WO/?C>J8ULB&*;2[T=]CT-C^&`C>MO,>CH%8D']:?U MYF?>CLL%Y&'$K5T)F3^BA>\D($XL@>_@X7@IRN@-)$:1&A'])1WJ)[4SC81E?IK,@>1YJ\_/=DO0V6@F\<3&FE_Z& M$XC.+I^;@432>3C*45B14,R6E5C!C5Q0GR86\X;ZD'] MZ3MQJ8UNZ4:OE[#.J'C&2Q#UXXD_DO!`>HC>#K$G3T!6%!56KPBU?-VO(67Q MROB*=2R,I#\L>R,R1W5WMNZ%\'`7(4TROZ^W0D-"UEEUCS%QS(+1.`(UF.^M M(,I5+O$%A#86'&S$Y!*OP-3(4E#+=R?N8SY?AE&N'HW1LU[=H3N=)"M9?_W+ M_T:8R%__\O\1%XZ@(8-KT=`^W=7"DF2@;#)JHZ0/-9A#2#'2E%R8),6MEQ_=E)8:2U4O=+N8TU+WWWWX M*6*9!O$'1*&(!]G(['FPD_$7OC&"+B>1Q>J%RI`=:K&Y6ZVG6/]+1:(P;;?R M9A)WQ34O4/H6`PB81=,Y%TNGFAJ!JNBC=Q#M)[-O;WH-6+> MM_M0&V%`&JNW$HZ&$_:F(E7,WG&>\E62[G4@E,T$]=1]Q:N_-BS6>P=2]P(2 MTEVUN:TO2!/K'DA+SIY(Y9^"$99QN#M#T7+VXZCQ9/9V=]W6?!;8>\:F;YK, M#J;XC1BH8&O6A%HP!HAKZG+1X2YXO!@3134*.C_V+= M,!HE,A2]N/JN0=KF@FHV5RBJ M2\BLF7LFXB+%>[>UKO,%XXVN$HO=(C31\WD2V-SZ[(<.V#YOW&S$!]Z*-:-WG0IAB>:)UN*/G2(@@4A-1C];_8_V( M4[QM_<1MU:]U>-YE9D]B1?.4"W#9U#L_1I(-$*1J$KW24CF@@N[4F,U8<<+H M?]R)"P7I<$'-)Q5J4^H:U*A/(ZR/]S3>XD)K58H>P!(3&/*I)CK5]%8WC M3L[`0*\D'I#D*7+M+,T9BM$A*_OF[GE M$5OG4.(]"]HD-E^QAN\%Y<&*3WJI7"W'EL]H4MSJ=?U4,BHY_`,DY%\XAFO! MHOJK*MMA[R'BPK67XA5F72*UC_[);U<<84W6OH43;T*#* MF6K676G[=``B<>0BRC?!R&W.QM;W#XKSVC;D0DG]IW[ST_Y$D]HIVQ10O16. M!ZF3!QPL@BRPT1I;JXHY*[]8NJME$-LF)@X;#B1T?`I'\VV$5[T+\4HW^!L; M#X1@"!Z0?U>><@]>[F[ARS]";71@(")N$;0"K^D6?@@KO`C1]49IR+#C*;^N MYC^+E%AY`4W45P6H*1+;>)PW_CA_['PC(PU3'`Y=R9Z_U%@TC&3HW<:63IV< MZ'1\-4;LE5EM[(;.8[WYN[L!OUFCARO("9M5](3=%[*U1P:7BW7XPL%4;]CJ M#MU8[]\R!5>B"DM9O[CXQV1/?VM6BA=VN-<2?AX@U0M@>6XGM`AL7AA_2 M+\VZ[-L])RE@`:&2[!]_T5^A:K?0?J'";BLY4HOU[GK+!@4A#G&_B^)UTJ2< M)>9+7/H-M^JY'=UJF>O.C\NY%NF!Y'!16B#(=0WGDSV3?_D+L;0U+ET0&"._ M=27AXB@16$VQ->Y7-F_1:M1!\XTT?RFJ-<@Q-K[7C?K%X!]8;UHVK:U7M\"& MJ666BQI^3.#3D1QVUR+U& MN8(`>2;J)MI`N"99:K?:M4S;'']WLQ$#1_?`-T\^[Q,G/0T<>*:R/6?;>>V- M=?U5?;TYL*^5`7VSD9?U+VKUGOMM=0D`QI>A<=6PY%G6K\1BF`06S@1!64+^ MB902YL`V(>.E>?[LI]<(8^7E]6Q)31L+9 MMP%Y(:;W>AO9>/8KF*1#!\CQ`D"CP^MY-Z@E]`Z/)Q![7EZNEK&=6U%6,AQZ]V"P^EWXEW: M;&"!=I[@)]"#V"5P5D(G@AB<%N1L#=GW"UV^M/X M5]7R8H=(3YON2!SHX6&MT4J5B0FQ2F<8LZV.>+K?#)O0DV+$>G5/=S6^SZ4E M#0\PI/30(:1Z?K="KA3MQ08'Q.HYK^^A>'L[8C2QXQN"R`\B)1C2V%7@M23N M)XDGJV`"X&6E[P<]M5?KA:5A7U?3'7?$C18"0X0OPK#R;B,&5@O&*7+?>"ZT M>QK0;N,DI!-%5A;2@]BLP$WBXL2\0!7Z0>+,LN@"-CPVJ"ZB5QC,3^((0A\G M#=6.IFU^(4V`,4`ED(#WS,#DFI@&$TS",1V>!^>40(3NJNR7QX?Y0R]$P<`" MO3\*'.1!@NX/'AAX&(?O9@UK(I\TOF;UMFB'8`B%)H.5$]-$+RACA(QTV)XE M2>^\\U+_!60]OGG^_NOHS8X#A21B[5E4Q&DVHW_S>)HFT3?O7W*''^H5@FMK MB`?+9?U(&@KU);BB'WZZ/`]B_+()O9Q-HW0ZB=-9(0E-U&0VF<6SZ83^2LLD M!E/`>MS[_8.'<7XXWQWOJNOKAM8%NA`=UEN.*V//WW:W,7%;-"B^=='%R8J=1Y`%UH#C2'9X>?\OIB8GQ6C++JG MV]`8WY[EHYG[8GO2KH;(1;$-:_5#<'HX,N9RW$/UAXEP=2I"ICWGL#K:"$UK M:1?GL\<$:`QVHDJQ'^YH;?'SKE1;M#]=103<&`^3'6T+1+)=H&\ MYF?163*.DRR+D+,[B:PC<(9CP>P`/G\0"3^AJB!Q; M*T)WX=>>P`_#ISI49&-^.BGC/)G2 M`.-T/*8-IU_3:5SF4TV,8C\SY*E*(K?\EF;T\*249J8YB"8IIM3&;!R/2\.R M5S)XL.XX&4_BR2QQ`RWC8@9>?E80O4V9WNBIA%@\#8^G+)R)0X+]KL5Q$FE, MD;2?SLHX+7/;>C[+N6DA;?PZ30M>EC`B"6^G\:0HXUFIBY+&99E&9WE!K/:#;?OOSNAZLVHDVDH9\E M]`LV/W5C270;'KH#B,HLC[.9]H`VRVD,%!K3`VU.1ILCK\L*YT0V4VJT$!8A MK]$V$CTEQ1A?3N)R)E_B^B[CR72F+71.X;-H&D_S/$XFDTYCZ8Q^X"]I&]*B MX&^))&E_)N/9P#']/^58IFD2%WFFYXE(+L&Y*,8)'\LTR^+I.#OE6-)"*3E. M"Z+BC,[$.;Z=T1_]0YFE*>U>ZA_*/"GE4)9EH8>2B#^>T*>G'LHLI6-73MUR MS%Q/&6UU1@2R[TB6).N51`"\('1-TB5%1S)))WPDZ802]:3#1W*:TL+-^,U9 M7"0)3F0RRYC*J=%T^ADGY#(#8KJSV?[C6-*VD;1LFJ?C#MK6YFFN4^)(X6&<%714IEA/?0FG)Z$E MTZ.(XW+.XOAXFO,)W7,4P3>).M,\:"H?Q^FDU(,(9GK.C^;C,BZS@M6]-OJ: M#Y@[1N_CJ>NJ;5J-%_5BC]A0,9\#%$@M/<8]B&W(F7&`3<(':@BMHTYY&"MRQ,)_%36;$ MK.-=[?2NNWH/7#!-KMNQ)[TMFQL;Z:I;XN?P(,K#3Z'JJ3/BJT1@71CM9_!^ MU6B$OUH?1,>#!GY85BK0^VV;5!-6%+`WLF"AHF5=*QC:]?IC;?0;GRN()C/M M:C+3T?CO0I.Y'!`'8^,J](FZBQ&`4QC&4^);%D%E#;/R,F.HGO:>4:V],1RGO`Y/;._YW-(8?Q MP@-)1SGMH**Y7G7AVG%#SDW2\A*AAC[DH83YB0A7FLOC)(CZ_2M%S!X8K+A, M9CE=8\FPFM7N[I%N\!^UW5"O+78J>+/3=7C*)GS@)(!>"^!ZM[>(-=I*Q,%] M]2<$JRD3C;:/#YJ!7:]N:1`@.$Y%@[VG63%"!UB9K[Y[&5>,1<)^1EP=G?XC M3@=E]A'.X3L;F9^DIGK1-_2JS2YP7\M5W*$P3[H\*'H^\4=`0D`= MDRHS3=D"0'+$5`2!;)R1Y#)EXDU%24OB+)_%>2>GT8UU=-.XR'AT>6E&EY-D68YG MOF;Y5,$U&9,&,YUY&J0(K2HD=W[=(\*.(:*6-&$:-:EF)(.7Y0RC3]FZDH]I MR6ET5M$+G,(=J1QC$F5>,,Y_R< M%`?ZQ)L!X^NYD6MIWS&=Q!N%]]4^T;:`X#R6KHI^5Q/Z-9&N)K85V80"/R:% M["-LRJS))Z28S,9"!M.Q[/ET!C+D)VE5ZQG*2OU+-'4Q3YSAM.6Z(HD8RQX M)@LE^NCQLTZZ+)2EA&F+B*2$I8'/+&D3,^BVHI?VC_FTQ-DJ=6BZ+]`_QU,Q M"Y`R8H=&VFI9Y+ZV:J?>/X_4.G$MH1*U"I%ZFA;"/6C&^F4.[3LU7T[V'$Q0 M1YJ"I'B.)1%1P[()[PJS M&_^,S%#[@4]#:DPO$](69;^F,2QS3.W%A!90O\R9'[D#4DZ)&Q2ZY)-9JD=J M`A6<)15:CT*7?$*ZY$R.39(IR1>T<+(G1*QXC MZ0*K'N@TZVLL0-BD&A-_T=?MB`B:^J-)JJR"=A"6P3@-6#F&$I-8.$2,TV+! M5:P@9(BDTJ5@Y_5&\,NXK4\D\-TQO)?7[=8BG8H.$&*3VD!VSCA9UK\T+O*- MTRR]R3023N>A)-C@+I,&]+#9+10^84$-K!%0C67F0+!VOFD>3%J6%"J)+B)3 M<]#&6KL-')C%AI>X'KATNGOF*=T==Y-ZE;S`!,^OTJQ,Q,7`=DMFU*&=#G7( M>,@&013O(*KZ^:].H/6F+`I;/LI]A>TL&8W/O2]89 MWH+M<\39<7O-/*6!'/1@X3P_$.VT0\LF2"+!RG34C.M'&YT"-F.CW4_7,P2J MA[55J!,UZ3@C+E''X3X.Q!SMM8@?#)0%KF/:QU M<-P6`U8A^*W2#$JN1AH:4Z!/(4.N@2RQ[3QJ"Y<^677E^K,T-7OJ.E9T3^C8 M_\N+'?,B&]9K4I5Q[1;LEM"_6(;/2/B=E07_A3MSRN]+C4G;A#$#W"!(!=]` ML)C0_3RC.Q9_T;U%^DJ*VXLNKH+_(FDZ\5OS7K9(2L2CY9L)"4(0OB>S&0LI M=/&3ZD#_DN@YGN1F4IR>RX*=>[68SN*D3%E*+4B(AHMI,IG*?&@$'2*5*GPX M$N!/SAOF/%[.&!\8W#V_B_.J.//O4?.N[VEQCI30[.OLNC9D\QT8JB*;^X>S M:^19`'UVZ66=&4K$9=">:MQ[,LE>]LQSG8DK0\.>L4SXJOFE7EQP\`?DF!GD M_#21OVG'Z9I>M"AZ;9N>%S]$9"@F\!/D/$(2!;SLC(!&1@)NFJ7XJR!%=Y+O=<@Y@M#R3L?6)R0,1PPBS)D\%'2D&3LW;OB( M6Z%#:LSU'O"!WIMJ;F%+X\HTH($W"+&!23&ZI8.YXJ!_\-KJ_L$7X-B`PT&* M!O8M^L1AC6IB#6QC`KTGAB`/,2+[BJBEP'^F7TFEM&1,?]P]7F^:173Y[DT7 MLL@$\LCE&XI'EEE77@U<,.+&Q-AN=G.&/V:)[@&BD+H&O)63R-$`J4+"T`U$ MA&/E,>*$*@X)%SS0BO,`;:3@"!D_D>+TN80]P1Z$.3[N3Z+:^/A/K3\RN#E$ MP//VB2.P:3?NFNTHNE1,I0=`OL6A>")BTZH?"_[1I^A>O%Q/W),2T_O#2'HU MJ4\*(CG:S>$0D@Z(_^\50M)3=[Y=+_G"V..3-C\?\$VS(NR?>=+%\P('/BF< M5Q:^R>04WW(R+9@5EN.2U;^237?))&5&V=/E2^B?4"MGDT(51GGC&2)&B.-D M)]CE0@U^-LWB68XK:Q+G*2OI8@R8P8`XV1?@D9&D4&09O31.:1O8\I1!4AA/ M!Y7[Z12&HFF4TS\3<>"6R3A.I\E1/7[&5TE&@LB8K1)C:,Y%23?%M`BX-RU: M:6Q-1<$.?[%C:"@,:?%$2&52ZEL=*GRF+O*$!2M2[R=BC\5ME9@63)7(IX9- M_*>0(GPA?'F67O@!C'(GD2+=SGF2P@")V9`VDJMU<8RKK$^,,[HIBTP-@A.U M[\D[(%6$5^1/)D>Q2HL!&G*5"S^B7VBMDSS90Y%Y,HU3VB?Z;PK33@+C39[F M)$@4PT$-)`J,J:.<5BA+--*/3O.D/$*2)*&P?$J"[G@"^R@&=4Z2+XGBXUE` MDM@1DH,SG%98D293L:BFQX$WJ-/_?WJ2_!QNS/=#'SVC':9(0&4S&W8M@X-LG.VOHH,U*=Q>$O?J_ M#9]%Z\P8DRXUU>LA^'#XA"4YG!@%#+1CMK?"\S/)V-5#/!QW#1TKYKKF0O!/ M70+17FRS:$`MK0F=OV2B;HY2;+(9,[>9?T]8*^Y0(UD*]4"8';&G7%K)Z>33 M.0\NB_\R+HXGD1^I97JKYDIL)#64I7'NJ!\!^G>IZV&NA(-NA`Y]J>E<6'C_ MFR.T0YLQF<+R'Z<\'D3ZI>44=GJ$CKSUP#\�-9(7 M8NR?3=0M0(QE+)%]AJ%;VB&A99R)SXM?9-J9C.,R$_X-0[]ZS8B02[D6+%<_ M:F/_'10`V^G4#]B8.>Z M#I6#(K17EU>QU3<;2AD"^O7/.\#A:<9YISU9#LZU#!T%MDGCA]EM&<[AP]U. M4[UD&AT;M.T-"5PB2OK0FT`D.$0S*Z\VK MX!$"8C8.-3]0:@%]&&;.,D#_IKEM0&!ANNI(KS).<_?RS9MVS0%=,:14FQ4G MY&32T(/$/"F"PT80"Z2B[J:J)8&,$.C/<%4,EJQK0 MG(HO]9M1S&?;_#O"X'_;_/\>;/[V-CY@_+<6![$RJ.*7.F7O-,._$=+H'9J/ MW.RG&OE)BY]-X6.?TE6)&&E2[1%--/$[=\\GQ-4+4L.2,4FD]&)2P-(_(SDO MCR>C^@:Z&H2+2(@'A\6CH\0.F^R,=16>(J3AWNH;"4'`, M2NO;9J!68#LZITF0G_?99'B?.6J#"=^A.7'VBE]NA=&=(!DHKM'6P$SQVP!^ M%"PM06V@_U7+QU:*73E0I.:&<S!Q\B*6L)A\ M76\_U748F0(H[)"M228.0_(@[,=*7;&"/R#"I>6!>4TK+.T`MI*0MZ=D]7!C M.Z"&6*$82?B*(4'ZW'NV`S+T\WM/SO/"R'3IF)WG#I#.Y0 M^^N3DYN)4M2"6.Y=M!@-/D(\KR=RI2F(@2\W4O`EQXE/&4BO)+= MJ5P&:E&S>MA9"'.=@I<<=60>)A2*T?DJN?Y$S[-UT4B1G]=6DS+*RJ9>TBE$ M#-W6ULHA&JHOI!H@O@4>U=R"IIQ=/7]_:2L\,A87/\E()#@L7:`Y_US;XF^, MR=`&^/7[0KWP&Y]+@5E4\*9[XOM`*=3BIYQPY15?"B=M5T6^_$3:#T>-H6(' ME_`"'@]3.-2#LW0T/O\"*UR.4.[OHV)')ZD8`\SUNP=?4F@4+WQ$EVR=UL*N M.FV9KANL'1YB$NT&82@I!D`#*?"OVC]8`$:YW=VJ(>V.9+WMG03P,C M:-UMC>)C#[13O'FNPJ/!"%PQ\JI;PQM;RH-N%Q(<%%"11`64.@41T%U521%* M+\GJ2Q7UY.1L]>0T"NK*0&$^FP2S[:=C]:14X=A_$+FJDV+S!P,%V8HRV'%& MV#-WQ!/L$,Q-S&`0%OJ4),`_]+)411M=-];Z20CI;P MXXJV>&&JX=!6:;'MH>QN3QL]:&GEC(A[UA*F8];$X'DD;7(*YT,.V(.B("K< M7EQ&10'](8WRK(S'LXS>*.(IZ0/O=]A*XG$FR=$E:3\I2?LS6)_+`;2`8->A'D[&^E]$"*5>X%=_4R2OAY2. MG'V4FO7_S";XF>/#H/Y:<;\%NW M3SC!/A_HIN=*PYRSYZ*(.^`$YC+=,L(-(Q`?A,/Z3T'%>6ZO)X.:"R"FC(AP MPH&<)>>"`6UC#"T7WR6"@'&IJAJ1VE6PHFZ9`L;D50KQ%BPA&/1(B19H<9(#5$#U#*^]-?8<(Y!& MM!JU081EL"13/ITU*$6@7]DC*B]\BW<4\6ME>TK#\I3:*@U.JB'J;+DR"8<\K[Q>K6VF3?W M/!Z]>EKRR)KD/@MLS55Y&?)T3B?4@_!60XW+5.#9K;3^#OL`%JX85\]ZL5IO MO%+9*/0#@E@V/Z/H"MOR6!@)RHM]Q>IB>>VU4%C#MXMS@)@* M0AVT8MN%@?LS0XND)+*.?ZUS"TJN7M='Q=*^T-G#M-+2OX=@K\PC6@G5M]=* MT>@;]B]6)!LL:E8VI"XQVX5XFP(#CBDW#)$>QUW]"D:AWWI.BS@T_**DG)I^ M<66AP-"&U3=1[*3>3+5DH=4SBIKRQ@JY!YV`C7">8]J';>'85;5P$_4*Z?F(H9??OO7J1XL#LC,#?QW& MHW'!.M]TE+/2A_>!?=XLE)$`O9^7\E`SI#D:U;$PNN->YT%H\#'S<:67B/4_ MJ@?J5_KQ1M'9`N6"-FH>>;('[,KKW_>&H5+`'VNXZ&B-+H'R>EMWO"FG/:7. ML:3K&J.QI3,2S^F>'X_HIOZ"12?DXW+NQWB4I_2=\U`EH7,L->ZJ#`ZM.$LG M]$HY0UP_])=I%B6C-/7>3SL>LLPT@.!14@?2DAH@=0>A1Q.$D)340I)[+62= M%G+C88NGF63N4P/C:`;O7#S)T%[ICR#OO%_H9^JP(`4LF3*?BS4]( MJU*HUL4%VQV7Z_G/L`-;*71HMJ0G;+BR$ZJ'?5)1R"TAWSV5+0M%X[3\;6!& MQL,ONO6*R['`!5%7$EQC8?5IZH%/;V#CU>&UJ$E*9P[O3\;(ZJ[07H?M"_5Z MMKWNG:<^I4!<#_NP($-F1!R-8K9T/3!_H[CS'2OC,,*LO%9[%R.4">LW89E+ MHV\4UNFSKMW!E?1KV0)D*1F5T74`BS2:V2^&4)%\<M(S*&!Z6!05(> MK/8/AX:)Q+Y1G';#F[W6_*M_J3?SII4Z*CB'&E?"ZJ85_U!K?2@HC)U,&S%P M6RZ'9[D7,=,(TQ/LY,I?I?-1]%HK#G)XBB9VMW9,"ZS,P[+28H]`$!.CO<"Y MF_"]D6=B:&R]ML+;I^OZ%@6&L9QX*&0``R/S,*"J\H+>U'ZNZ^WJGZZ.#A1O+3` M"A_ZSKNN^,0=]%@CSTF)HQH>J;UO84_W)<@)7T5@BPGNR: MQF61\I>3N,PG\6R:G2++%G&JLJPOQDZ0(6V^38#E2=\^1:YU(BT)RY-2OQO/ M"O[N*1*N$V[Q';75<<56GP@5(&JX'#)HW3;-Q]`:/]>@^QI^-X M1O\_G93XC!D=K)3.$9TF M>)L*^G.:/X%ZU&C_#A4/7O[R(%4_L(76A=_[#>J@-.W2A<,4&D?WL_ MMU)K#*Q.849)7KZ'V``MB9HR!1@___\,_=XJ#][J,?;?'R-V]?16\W M".FX]VA"C-YMU"OQ:5&2'+JM:O.@#&(D:GQGV5[U&AQ>$SM3M>V:SO6V[G&* MP5>-3E?'I@R5>"#"\O&!I[]3DM1F6[`3R]M2CP22E)?G9K=1B[]/"Z:8<5`T MEB5H0R<\]/J8V]D2[NEW(0;5FI@DG/Y?9N'?_I(`$BI,Q1\,7)>9,;?0'M\&J9(J!8ZB-]Y*A2]4+(HP-S,RHTH!QPWM M;@41$79T5CYCG=,H;]<;]@-!\3SAT4/.Q0-O?7!R00=\?N5-XKZF/5^LE^O; M1Q<:V(5(=P37UK=\"K\V,S=>R-AS,GN[S&YHW>BCY!R+;FZ("C?:_D>Q%\]_ M>"Y/C,SP!&@A[DP$ MSX`M:H7=I5:Z?_""N664IK2:`"W>-4LC^N'QH/\O6ZDN+%.E\RDV\I8D;4D4 M55MC)V/$RCI+$[J`C3:"!XR&<\2]6\,\O_#JV^_XG4LU;KUJ)';X4I+/-8]4 M-)/WX@QF[W'<>WNPZNOZ6O)@W2+!8+G#CFJEA\[Q$7*M;;W%`#K2:R8,H>"6 M>`UENEZ*K`L/P,Y5R_EN:2`Q$+`D<2.NW4_L]Y02&AP@A+3=K9B>)5IY<#Q^ MWL0<5:9;C?(SYO%!'-;X@)R'E!N.A`F.$R)EF-*WKBRNJ6S1!N,)2`.1X+L5 M=-I7EJQ?>UIG=';UZC6*&&,9ER2AJD^&?D5@#HYMQ:%UZ'G':<7>FMD<)#F= M[3W,?M<0CVND=52WFX96?I\ZSU+>F]/C"<^/+0?N/[#(T'J-^?R]A>$_%)6P!P'G%*U:?CP7IR/[ M+DP`Y'Q9-?>LX+!O4P/('Y5O0Z-^9//.@T22#SY.#36;A3XL)C,3,LCEZ9BMMI&G#"N0<=PI M$%JEGE;=()>MXA9U%/TH-A$^QYH<940ZC_IF)EY[M%@^4-\9/N9K*M MC$&5"\OBWM"+\:C49@`N$/=&5Y*#U)*"S+796N=V#P8[@-3XNM?]D2]^9+U8[7OQ&4>W/G)D,4ZQ'CE!J@ M"[IP4.O;IDNI3.@-%H6BZR4CG-O8B$Z4B5W)(PO2<\]V;QQG!'Y`'M<"^9AK M!,JN$':^T[S`G4A>7CBRB4/=)^\>[;@?VDRZQS5.$\-Z@'0E<(;-\6JQ&V?OP8"DW9<.9]X75VT:K8E+=J$+DF#&U-I3.CVR ME'0#"7Y@+?>QD_+1?U]K,>$_#QINPKH"#%^/`XU;C'CVPN\W!)BI9;%@,7*,0@@Z#1N0]KE+U MJWK!5/JM6KWE>4S;@ZO!R((_(6P'?5S>(-.:#M!/>`C- MO=OYC;T7@W=T]N[;]^=&U`G;NG2Z@DF0HI&9!D`:/VZNZ5I^X2D.9]_^^(*. MZR51@=EP")`<3^\FW\EYT4!ZD[LI2\.7+*_IZQN06+ROP7N.):O]^`H$5%^W MZ\VU6TPU\&]:S4E%1'\LZ2."PW20:ME6SL:\;\'L M!*-!+&"^9`1]@WQA.*O->8./%MELR(`E[1]+8&`.#:H$>'^@)YG[)OB2,2:< MO:T3J.^S5%M&L/<,W?FT45#K:#0B+2`+JVH8^0D:XOJ^F0<7W`<6X2LLKZ_K M'-HH8UD2Z[G8E)A:E\M#?AP-Z?3RON]I9:!K6DN:R#G_P+4Y7;N!7B&M48W2F=:=-*HY1'(JX4YP)XG MYOC\WMG;-Z^)N[WWBX\./?:>'W.6&TQ3$C*%5=G[V:R1<>L=8U2\8ISAUM&F M#QGD.=M^V*C[R7)6Y[RYAZE0/I3B4Z(#_+$8?R+1-R[@`=J]M MNAY@831\R84$OWWU&GS7-QU*`IM9)*>$LG*LKU0($HW#G%=I5&,]!]+4?%YF MS1(=^YZ(_X)\R*9>OCXZ0`_+ZE%@'G1W.BLL@=V6MF0*]J,-1B41F>AHZZ&P MF4'Q!#5]>141T8J`^AAQNOJ-W+_Z8*P9J(^6_7NS5&V/XVD5R(4:O!93,PO, MG>7>0T)G'3(!Z,.#Y+S2O-"\4L?`;HI5H&,],:8&.G/>!D)@=^LD=UH[M%`( MDZ>OZN8CZ]6VI)+"XRST!N4,VDIK2P6>BZY?PM0/VW?,KR6`V:C=.ND10B?4 M)FY;F!,%&'JY>ADKV$YL:@@+?_$R4I\8=`L688V3CN_B6"*I^5G:+>K[+,U& MR<%ZNKS%!G]'IR:D1LM`.ZK'W";P?AZ$U]X!0TF@ MLKN^PR5S4E0H!W2$P>ZUT7.)=FYB=V]J+^NEE4U(NMENFFN8I57V@FFJ;J7A M%B9+Q1M9,8S:>H.L4S.5JY[Y/E9NG]DV*0!79OS!C`&P2=3>#+J0Q'= MS->;#IO6&.0DO1"T&@^\98!UVSNV*P)=2C-[!H-3TI&BC& M<*GSUZ&?32Z8VES?TE2H7")]EPVAH0MS0&E@R8#_\L'2Q.RO-B7BM",3'A%8 M(;=>_\,WR&NKKYS&L1R3LJ#(!Z3[D$%YRA$ND+5R8Q2YI@ M`R.[W.5RA37/3$9>EE79[%^X)?NZ@[@L>_BM`('+ M2\2O!7[S$-XN7?16[$-D^R!P`A"TE%#D=S6,WK30KX'\O/`??`]#<27^C84$ MO#_`F^6BB$-X@(?U@WKR!6!%K3%:G$"ZN7@9J\LDI;)"N<9J]L>M M_KSC\V)U-'^POB>638XWS5(E.$1P;W8/V_EC-UJA9\&QJW5@<3B64Y.1V%/H M>+!B+;>[FQL8C?E$N,BM^I>FW2H4]<^,:FI0L]V8'+SBYWV[4T_A.? M)&S.FS616'1V^=.;+M8W-SY'A-W6,L(!UC-X/OAT M#',A=WZ;5KM<<)_5+6HUF70^#@[W/.#BC^YP0A[EB6,89"-4XZB3C+WZ:U%3#Z[)G7IIMF>#Y@L\R(J M4M3*R1FG*HL++OQN!ZZSY<%FC!`VC0LN?1E^]@"JO@\(R$7,J!-S78M;2R[& M$%_)4*Q';2.WN^U`T*M*#^(@<\!28`$>4NL;3\,[B2*>&!L=HGK%^PY\1^I[ M%A5Q.I[P6J*(2[>5026XUPH2.G/Z+XJ1:0'1`R9J?]]`;';MO,`].P"%"!!Z M_3H4B?>-)^Z5/:A@Z3>\2'Z^^$&30],. MFA:&S`AN&&$HA]I1[+2=X.K)J3+1U7KEXVYS[.?3&+^WR[\_@W\^R."3>,(, M/242Y[(9<9G+YS1+CO)WA0XL"N;MA7!Z_G0:;T\G*&R&*R&;S*)9.<35$SI, M7#>!#D;>^_R;LUYO3_Z36&QN"CM^+G>=)KGNVRG`8\JT3^.K M"2>T`X^JL%5+ASDJDOLGN92`P;-*$_^F$6:O;?C9*/K7^K$;@.9%IP66UB"Y MP^K@[$VR!D2LE1KXC&O)"ZG2;TP#X#_&V,.(VDO-QV!#;*#;'R'%@3T4.:>W9E+9^(*D/E;?GZ%^[5B*GN9QR?5"N,Y=D<UAGIXW7%4$\(*DA'`WP`D]$4TUK\!_;9WU6F,`,($U6I9 M+G'SF$YE.$/-K>X%T)(]P)7_*/GF.UH9<-I*E]FQ.,[Q-WGK'\C`B\`/L)7 MT(QN0^:9*?9@.N8:4T,4#A3=/%%I&4`C@%4H]Z\UP+.)ZJ9\#LJ(*WD6^P@\ M&:.H="XX*2G7&4['!3,Z:F!<["/Q(HMSTN(`S#`A89[88D9W+M$J:B^619_$ M50@%?97Q;)PZ7OI,L,'CC";R6Y/XA):"CR\-RM$74&!H+$=(O"""3D>Y1^*3 M7T/BLA_AIZ,DGJ/F\=@-G+6)L97?L@P6J-U&3 MGMTN#JL&^4HMX0%6#=-P-K((HWQJ1!^Q^M&<\*#R,FF-X,;EXV0.!XS9(A%#0ZG,T"+QM+TS],.MW]VKIU:;:1+T7X?6LAES^CJ M7X`;H$DDE5=6)$2YZ$;]P0LS8DK_Q@94;!S0=\=?88+'+,24H^*U!V1H_8-[ MIP."`DGTSNI>_]=K(SJI%/]Z$')ACW#>\:EP=(EFQXLK1\5#P[M"A]?G>69& MGEQIHKW\2CLF>41*`?KA9UK87,M+AD)AYU(=4H/V5L)XI_+ZH5SN/VK9B)YL M_W7_5C97"]WWXY+O+]3ESI15_E$R,4YOB*2>!#+:-"Y9.H2%BN^P`UT[8PZJ M9^?6LM47-OXN%XZ4-I:YZ(\\+S]WX8`5.ROP3S(M5$@YNG!B_*(_IO$DS:PI M\(.A/ZT/$]3`J!2J>(C'=WV>G<,BSJ.EPC6%=0]UE^!RR"##!^S(`SU",O#-0P0%N<`BI4FE,[_"S:]X=?^^ MDGK#%;CS`L=B.B7"XJ,Y&1\P./',#_[\7V#>XQ0GJ&31?EK&TV3&=)[Z4IH5 M+VXW[+MR@M7!"`:;S<^^.I5"G$O.<^:MZ,PX>R,BU)_@*(=UY73?N)=WM^=L MC#0V`_\U$2^>59<#==9S=3]_`DIS)7F`DJN**,LPB1/97&M%7_XT4%7::Q_9 M>\0=\3O_Q(@1)B&`46INV=0#AWI01<3U\Z6?;@C?-V>N-"?[UKIE#WI5-:W) M^D83?X.(]P]W1@"0=^J%C=&4.F<2,QT"@]NC!_R^=^GMCF.WU?!Y M5ST@^FCJ[;M0FT<')*1OMBRM:WT@GWPXJLY%V[IR'+8WZQ@#1.!-L[FW6S", ME7.A3OZ@ADH!J3I7O,#AK3I@D3 MOO>EM!K?-,\>`3$2#"!YD[;,3\?2WR4W(_ZI'@;L"QLIW_%+,%T@$-JJ;/;E MQNR-%X4-C'1?\!;US]VK@FNBS@`):#=ELF6@?IA`TYI\'(Y?D#@]29#5`"*N M$7A#_,6+372WKBA0>$&J^]J1_^ZK[P/>_<#0%6?O7OYP[B/R,/QR,'+VOELZE$<3$=>I2 MGACR;/+?.$J/Y%%?Y7#X>]":*RW!K#O`<#W&^8V$%L&VN^>643=<*)W5]`2_0V1G_WF3 M3JYI\^;'"ZU79Q%I$%>KL.@"7J2"QHV"#(D6:WR8&.KMNNK6S!P8JLN+QB-/$#5\A/OP_`O6-`\1)CAE6_8:H52R@IC*JA# M^S+DZ60V[%RRTU`D@(ZN(X8Y^R71PVTC3,GH5@Y%_.8I^RX):!YTS9YBRE^V M'EQZ@%#IEU-.?H,2R2^&NS$I4_4O]7R'IA4[1H$;V.!8;P09HYNJ=-V8B`(W MAY813^9+6B(O]JPB]B40]5RC5^39-S78'Y2,9E2/8GF)E_66YL/M5-'[3]5# M])('AW=>57.)1]#Q^>SBRKS_P^:V6IFZE-U!FZ'Y0QY%/W#1D3U[X:R30G7& M#&SZXW!);WWW#,1^C?3N^MQD;0[VR*?[HQ@<3,RH+`+'?WJ;PBEA7)9AX?2B ML*N0*[*=SY\^_4W7P4:P_HWP28-9U,%3'$/KRA/30;\!0@?H?)`0O.-H9@;1 M74*6<1;]QGGDC$CLX45SD>3H>K/^N=YR# MR)]MIS`Q+;@T(9D9?D2P1Q^-?\4^`=_SH,7R>]/UI>7&_IGRJ/I2F)WWS7>- M1`)9S4`*WK7/+#?*JA31(=<+9>3\2Q.V/+%!84VBXZ!L-?0O8=*YJ^U%]B_6MS,'5NA5(99CC.@ODNR:ZCG1! MH@(H6T?@:>%6"`5(D^;O24MLJ[SJ]$=#8B`.SO">%-T4[RPO1F/WU4D&AGXG M-I]%NNEVDB2>7>W4/@8$B]`_A!S0]8H_TCY"T^%\DNA,XA3.03F+CKY]9X#7 MG;X-M[TM"-%TB(V;?FU3TW^G\-H7@;2JY:C8ZF7&ZPE'^[A=&I>)!-_F?.'3 MQD(W+XW]7`(N]O8[CL.G$W(G\)VDO&N1CN/C$F.N+)3W.DL5G6"?_DUH M&H`#:JZ)5D#\\COQS!!L^@U,(>H+5CR[2$JZ.N?Z&\SXJ[/OW(R] M&Z__X[Q%.$F]W?9@2(G;$]_RM M6W7>R*\C6].;(QRF&5,#_97HJ19QXRPO40PLXLC)0;62ZU9=KP%;?H8\E@SG M%W^@+EB!ME,Z3Y>OWON0M$23*;+!2*P9%Z!O>HID+!3/X/?EN-$@,DT?.RO& M',=P[C$_(N?TB&_YR,1)!IIRC.)9D;#HB.:GZ8P/2T$33T^;>%+$)0WSC/Y- MF']-26U)2"DJB1MUIIY,6=W`L\4,]7S!LTN2HXB?IM[42\0!8IIG)8UR7/#8 M#)]'`;"^W/]?C2SSP[L#`9@EU+,$##J5S>=:8&<2&/^4YT[#G&2%MC_.A6DGDW@V.W'Z"=TL"-JE&Z:,)\F8%P"G,]$; MLKL"="64.2:`6&1:L+.23\99$><\$+,&I)2J-'Z&NVU9/N[2Z M'2`Z5J)R>=F^DE!<3R\2D&.G\@62#<)U!;1X7I2 MY>VQHW@9#\P>=\=`V9;`S.WW;KP*'03A.%2XG*:JB>B+.P5K,"/WE5G`S=#@ MMURKCRNA6=SB'T?O1^RW6"^XHH1Z,CYL*@$L'7&V64.&7^RA&RC-L=@F:EC@-+I>OP"\3,'^?17=(.ZT MO9HP5F&`Q-@"U$W@-E`A8VBRBM38=\K$`XX,`^OKJC9U=/L/O5?8MG[3:!1. MQT)@V9D&<0$EU(N M74I4-QO_)@F\+J]UOCI#S=50C[$/"64Q3%9:?!`N3,^=;("R'/@0&K+NE8H5 M;>.YW@I:%DJ2%UN3&^PT MJ1F&BY8Z(N%,=G\CLS`P@4!5),81ES_?IZL%H+JL#]>GP7GM9=4CV-585Z6Z M@@MK,3#; M3G?$V+5.Q^Z!3;+R9*<>AZ#AKOJ'1&XCJ9SA!U(VD,L_\E7IY1%Q2$FM^20? MZ0$+`=HYI$JQKII2EQ<*'*:I=,!W:--Z\H/CN4;BKC1SRZZZ!W\#,W3UR']R MA-]R:3S;P5HYNI(*J3O,J<,P-9K!>Z#KP;=##H2>/EF'.F.9N>[_B:A9=>!"M3@V60`$(OSLK%)D"K.[B]N3A+NKF8M`/XCD_8I]^ M5B:MR)/*7_%T?DEVX#T4AYDX#1"2[4QL%]673),$+(S*JR MOB^C7YK%?G2\7L!W6V.5I$7G^U]E/"X@$)Z]H/$&"82?#-QOI9$=G0&PC.S1 MK*T%Y`?;FKI2PTL":6=@R8.]ID48GJ,R[NKV%B2[[5+-/A$V:%S$89[7!5]E M%JN?54$^[#=U)1J$JP]C`;<&5OY,G91/\9.=]YU(&M$]\UQ/G% MV.U1N51G61!(^`NS@>5C]&PV'>6V@V-D`567XZH,<4!T(BY%X]&8,%N8V@@] M^J:J<"M2@.1E_>&\1S\^_&F?C!R\N*.G9VGBH3KCC@_PM3OE!R'=&4@P('ZN]UAJ1(ED(L MUYT+*BA\$/!LA*1B?!YF:4@6B_6GU2T$4E^4^E0-1-YWF&-G?,1JK.SD36Y@ MBWYP0E%@J#6Q'N*!'8KW\$'TC=`PS!MBQPO"<^6OS2$]+_90$3>N]N-JX=>3 MZ'G,UX:UB*T*5]N@F[Q[YW$2C$(SWHN^-A@&L"?`S004>$"?_8MX#Q.%?LA; ML9%_N;1+ M50"_CIX/B@]L2!]G')$U3N-B.A8NTE&T"@0+S2*XG`V2S^UP1U&"VMWCDJ-: MLJS4`1D[KL0.G!+3;)]E&Y6W8[DZO!(+O;W[_4$^MZM3%6UPUS$[,"X3)]$SMWV_5A+HN"B M3/9%1OY=LM(TS>*"@TG2,HMGT]G@8B2T&N-Q%B7TS-3@(.QEIR8ZUH0&_N;L M%-A`23YA'RO",9-B#YF=F8$C.DC'?OZK.:L+W_7"%W\5;]4@70U0/'1@]O%5 MSZS58:U>PST^XH=4_C8C.R%>\PBG"CI\RHD^_J8+APZ"0=N>H]EO-JB/Y?D# M87HQULRE%T-KJS&G)2#N:W%_U("'Q!^DD4@D@2::2+&O%58[<*Y)92#&"'*Z M/Y>"-I5EO").^[)4/#U>$N7$<"\UW?BY]0;XR>"^MYZNSWGS)@L2W:LI4_R? M1[N-@Y8XF/=/*$2FY8.XZ@TKJ-JTC=:5Z@-;4C#4868+I]KBR`!YM#G54C3' M4VB6R_UK@7Q"0/:K,=#T(*L>.F2Y&BOK\[1!XMF/0]UW]6A]>J;LP!&,)4:' M6O&;>X=(NA6O@"HX$JL[^*P/_E39+764@J+E<.?J(+U-KNSB"@)PS=78N?+4 MW`H-ZD=66G2GI35K;X2[N-(DW?.\ M&NH19\*4KY,3[%7N]N\YDR\P.!JZA*R:?E])]4++`)C<:#MA!*K46"$VZ)X3.#/4/OV8=;@1CW$#DRE`I,V?'LG%]TI$S?\:V_?;O)VRHVP M":&?^VJUJL%Z>;'M%O.L5^+--GOMUHS!&-1\W%8W&J%+5\U"VU,@;Z#QV;0F MOPE:Q&!*^UD6S-3/RB(=E;"">^%6^724NJ\^#X#!RZ)<<*$1%I.&$.7V#M`= M-S6,1EC!-KP[>+4,YYE MP2I>/"$1](D*V-O*,]7U)9NOZ?38PMZD^TWC?)K&8PX^A9X]0RSNF,3<^N%B M]P`@5$`91S MXEDGA#_8D><`W)KRJ/(LGHQ3'M/S]?W;==`TS#_68,.U0RFS(=/O0#.G/?6"T7BB1&>\D<)*STBMC]-D M%I=9$8U'$Z#;(D`W'F=9G!?C*!D1K7S!;XN2J0T8CW[*'UO0W[1$+'P!T.=Q M-(LS:AG![?]7#^G ML-K&R`*B]S/DY(QG7-V#/HZ]]_/.^X5^SN+9#'H\7B@9EILKS^#C-)5:[M)` M$2,P.J%?4LRLB&?%+$964CK*D)JTJ'\Q$;-LHX&Z$R4EP."2*$=C68H4`3KB MHR3OG=9G_GFEI2QY1[R#2^N)[PX>CL\]#UK!BT07E*#B-K7^H'[X_3CM]UZ? MQ#QIOL#/$TZ*./22)W]E'@&ME)EDX69$P3G_>7`Q@U4\N'Q/XB`<8E1MEDV] MGY%`R8&;%C,43,A?L9('60;U]#UZPD)%+]#341OC'L:0SH"USXR!X=_3+&6. M<)05T+&;YM8!T0VR2^.!P&B!\(. MD=B$"(Y1WH&>#Y]<4GJ2)3\QBV>3DG^?%(SY8:]S@\(4BLLP5HY'22(X]+BB M![-E*BY'N03V&5[KVPZKAX:H=L_7ATR$^L2>1`G)E9SK0X&S3,(D_7@6T];; M)0T77H[Y5JJW+X;T\,W.H--Y1A"9.**-M#RC=OT/C."^U1HN_/@:UE?S*YH! MYOFRUE767X#DUWW:!1":=)[+'ZY>]!H!!.NN5K9^-O2BMS]397>_=D4FL638:SR:AK2`=P87^*VT%PTSQ?KT2 M:+P>9PQW3(Q?!W?LU(%]MM[SSAA#M3AY__/!\7W-:5OA64?N*\G\`O>>QVDY MAIK)X#%T#PO_COV2_H0LY3+S>OW.L!GII^"V@2?[1?#W=QUNQ-H,JI!ET81:'9.2 M+3VAWE!.*DA)XLR$YOW'/;9+W`&\<+4Q?1-)(#Z-&+`D9BCF6ECA%8\B)L_$ MQEJPAW>FYNZEI/6F8YKXQ)[NNH6J#, M,,=,Z4OP+L=R>P3?>&BBR\>!WUF!@?@B576[#P#W3H@XS7MU<%W<%`M"DN>D ML##6$TCY&XG; M!ZS;ZK8#3"DA@KV1HT;`GC%[U2IP+P_NTIZ!=L,(S>UT!=!N*"A>6/'>"#GA MW!'"J#E\DZ:7C+^P>.1="\_6/[S";_T@N%,NX#A0XWYSH?"-O,:5H[3;]WPM M?(&.M!34]U>1.'>^'UV.XNB/S1+U';=PP+UX"9P"TH#+<4'*%Y?1>D\47K'P M=."MG)21V70:):A1=`5D7:&+']]?ZAN]%XBYI*F\L&=N_67X3>973E%_E>=7 MGCZ_G'/+$_#E4^:735*2N4G30UTR)R,C(%DR;9W0\+#;^\Z,CI=Y5 MG/=:K00UW^(U/>HJ=K]OU>")QA2QN[ MK&TJC0R9>8^-:6+7L\,C\F#\3YO/XLE`Y://`>@:+FO.#,14O@5EH8BE/?FG MD5"`7"YYK:&:]$(0"$!JBTWUJ5IR?*%6$R%N<$N'[IQ=0B5)C2F'0[GVO]K4 MYC!CQ">MZ9DX=PH2=5._,GI0OI4Q@%+!VYF-!^LUR&F4:_RDCC?US5+RTO"B M*4_'$LFG(%4;D/R2>ZST7.E2,)OC@'M&O%7HVJ&RTIP(*CQ+J%>@^`51B5!9M\C/.E\ MY_,>PPYO;N:**VP@[)-:?2EX^FU?(/3CQOAD"5QW.O["3_?%NWJ69K(+E2@L4+/H"&S/WL3T),' M%7V<(OELFF2D>GEID+O5P>44(-,\\8R-*.;R[N5@J!5N$17#/OJ(]&0;0&N=EZO*CJ,W3%S3"W1 MSU*#_>JP'XW_"V:DT`QLZMDBTA+!83Q%(Q'Z,PI,"WM6L50$=$EL4CI\U]V=#UT M3&3\OA[4I7<$A568S&(FI^BQ8>CB&Q@[O^`6,_P!D2`TGO,$.];\`1LXDH5M M?WR8;08NOP)[$C7Q999P.HO'#)UO2LH+!""\G_+[F#WQ`J$+\713 MWZ%;SGX2;$@`=9P;R/)-ISK5UYKP86U7K!YTWC@G.A M07&(+9W^&@Y\LJ'G_UC^V]6*!5\]C7-&5.7JNY,\[?/@9"R'-L_C+'\"#QX\ MH441IVD.CHOX*)]$IDF@SV>YTAO_]:K;;MVYP M192<#\TLC_,B<8UP$0XZ2=-"D72),>99]BMWT>.S<3KAZ.\R'B?3'EL;,Q[` MWX;-)D799[/RY=\YFTU22V+I$VD,4.OX_U_+:KM!71]\S#96Z4R9^;>"#M)] MP?_Y,0I>WQ\Z=K27P1O`&K;]ZJ&^6<&X$02Z1>VA1N!_LBW1U?_F('F@V?.Q M38HI[7?A(+=S1I6/4>,;X/5`^:"S\EW7(,5RW"R6!'N$QT_&93PK,Z]B.-$M M[5M)W".)LW02EV-4Y&`,+(ZOAZB:`":C[#@22*XH"WT1N11YEGJ>SOY0*G:I MWUP8^TQ[!S!2+R/Y)"U((-Z'J]$JE#O'E[0/:]D@"SE\8)_$B#GRJO)81+Y7 M]8)3FCB*3<6`Q2+@N:]>99?5"-H]Z^."_8V&7U_U) M6`,H-E#*+O'MD67Q=,HEY;.XY$)5DPG#30RTX1$6%S!#[0Y$H9)4G)+"172; M9V.E#H\X;NH:R1!E`FJ:38'V4N93?$-:W%N7,\G/^4/U&506CV?CCK?=:*%^,6_(6P\^CO+LM'D/.SQ;#(=C=AOLI*3=#3]_58RST=E=]ZS M;%3\JI4LNBVFX4H>O&2PQ#A`UB[E`BEZS*O]'7F#&E7T*+,W\=X/PB!UG(YQ MR>D%7.F/#BM?4UP=Z&0N;J;G31GW,%_.'I[WU1U=N[?KWW&^[^O-QX8+>1-_ ML1P;PT@$UOMNGOFS&N;L_5J$D])S7W% MH72,![WF?_W2R[#-TMVW_F0!UY8U4W`4I/5KQK>7J[%;.9`9%L69O']=U77V M5>MX%%(.H_%DTT<;O>,,T-;SYL`CWGL!"[LM^P<$ZF0A,,?L\6.X]?5\7K6, M).&%`V%5C#(@\!H*Y;``,(GO"&*C<0<`05QKUS6XU""XAQ%$?'V#6^:QJ;?; M0\@US_TF)>U-8ZU`^EUOAU>T,ZO1$!7YOGP?04(-_M5JW, M4^V.SC6#5ON!%6'/\/.X[N\X^Y%5J M3+26@YCM0WM(-(I$D5N7K8+R^P@'?$+@XWH`Z*<`S"OX)^-CM\;I4^NH).?, M^GP0\[S:FI87P-!P;(PD^FW#FGW0I>]"=D?UU`"5`$[(\\7Z83C7];*I+8@4 MON[-BZ?AS[R26@P,ZP(/?M6N5R;SC10O8.0T4M_*IP+:F&PJ5@%(+6 M`DCP^7(#W-;SNU7SYYTDXFW86A2;+FRW#F]W18O4M@*F9!V`+HC(X#T[5&N] MYA!?J=E@NGW^*2*FZ"WT(ZHJ:4!8Z+S]TVYQ:];_CB[?RC1F(5)6IG-#0IT% M5-5W7FTV#-NB1+YR+W2+DP<#&%SU4\F)@V"[]:A$:",:6G\:^876WBOXP0?^ M_6!Y\RLS&7D3R27+*-%_4_TWL\5[+UF4'G'BW-#Q5U38KZ6^*T-[[32S0`K1 M0R;-IM,X+?+.WRX0R_S7_;I?.!.Y"\^[O]RGOEF`Z_PY.`SZ-)[%LYFS'[MO M3/TBSZZ8(15S.J&1I=F,/J&XY]0IMOIKI_39E+3C$G7;H3//`"DYR\HXI;V8 MH:RSNAW=4_`"^%4-XW*"LG&I#B]+9G&>3A#YQ:BH:O`>`TTD<::G*6K"SQAW M4FWK!53]<>:;V\U7;X)X*"DB#&L'8JY(1VC6HM61Y@YHCFFB>CS-@;?':?;F MF^<_/#>Q57@1!=A3M\;>1_WSLHO*[)61F&5L"V-GJOO3^]@O#*V`F]R!UF1G M8ZJ%O-4'//3-KYTY#?C!\#:7EA+Y\Z1+I>;;3O*TE]3+KE9\S+BPG_6^NJ^> M,VJ`!WJBKN=IDL9Y/O:]T>8K/W-@?S!N4FZ<0:09;O*..6V MQW)58Z-Q?E`2);.;(C6\E$L;\Z/?89^?>P.#\RCS*/TD)[Z(6&O%6IG)BURN MKMY[,#UED&+(,7QW. ME6@C4'DV\HO2Y[U<*1\$KM0KS6VBGUNXDN*X\G`5;YA7/2#SUI%>(>8URG0: M[GY,9+2I#NHMB*X(@0M0\Y/^O80!:C<`9_Q9ZQ+Z[,S&<;D!U:H;N$7T@Q`N M&5PH+LN2WY;R5%9]:(0TEZA?F`Z#)@/\1+;U:F&6GT0R7J!2##[X(C*BR4&? M3W&3^8`SIO?D.E$0?6#W>G)?JZ8WD0(-::T"6WEX1AVLKC^Y['AC=G:_,!3D M6KQ)'/9-H_WOH@',%@_;3?CUGC0NQ*S6EA_)>,T5F5AGF`F>B=40=@$=RU"U M;XC_6L=)\_(FM$4"'\OX%(VEG'2DW+2K=<3*MV:.Q`W,!!&$NH])0-6DY16P M'PVNZH[./#ERWCQLB@Z0=<<&A%5?'[CL6K<%5J&KU7)R(Q.A,^P$AC?2Q%GG M7[=+ML&L9NPXVR[$)S"].14\WQLDY5S#@R#[9X8\FZKJZRK..AW4:>R"6PUR M9"351S;KT$%$?HGNL%T;A+9WO2CC1ZA_*/(OH''^+1HS3@`-P\W,@TZ[;9G[ M!6M?_,Q%`DNH]_RQHP4!Y9.O1E1_4PKU.N%M3*:]]=^W6 MK@48IMY,()-#VM3&.A$^N';$ZZYF:WICP[L7+$^_2_O2*F/'_\/6/1 MS/:021-=M!.$2Y&)X(.$>TDX-LE[/[6T.I&H`(2#NS%P,W0TG7-=P85^6L*I M)PMSJK`Z?3\5WS;[!F4FDEM-#3L/"8(%EE=:\A$E1,,XK$6/T\M6SHD8DG#H M_`%FP.D-_M#]L#CF^$2XY#_-II_7[*EH9&9I=!'[45>;JVL9CL5E`SH?>+L/4]=/$D\_MEP/G\T2_46U\QT=4U?:_N(-UYKP>^ M='J@@4"WIDLU4]:L?ER!5\_,"Q5&G*1>N^*BJY=I5`O7NNDZ&2RR&[K"O*Z^ MN;;K$WIFD<)2)K%Z5Q;P9[=V3P^R"H]>H&-_1=KO:1)./O;7_^_SL<5__@H M73R7$O+^2^ONQ=/?OWGQ[D/G$H6H]7GP-^%;4_6J,B'STQ?OW%/?0L!=8%QG M"#1;<[&_*2L)JQEC>;!#3:3U)8M_KNR!=PWQR.R`VDE&R&6I^XV-=I@UQOV_ MO-IP`*T3*\!\&/Z(]$+:>PEH^S1;W9R)PQ#/,=LA1KB$9Y91$+UK2O'+XX>X MO#2JXR%Y21Q'4TXSOU_>3.=K57&NIQU/X.XN7JH:HP_::YE'ZAI=TXA#U!"C M#-6K%CZG2V)Q_0E4)N($E_C3VX4+:M,7-]/)''A!SFN72=;C2NEVG9E&PF&A M;V?X;7G+5T?8+B5I#QM!4@&0&Q#)>`_O%7;E9BE5)59:KF`B%:[E4O;X+K4% M#>Y`*ZJ)"WEM1BFGQHQ;+\GY#&4=S!3H[PUQJ;O5C+7STLC: M15W<3JXA5_!))-:QG&^=$.++#,/?1_+;8BKTR!,069IU"<-:HG@+Y$2;DT,: MQ\WVFHT6(GRYBP.G)]TPK@KPB2-89PY7TD<#.\E*GOV=?UEGCD6\KXD0K/`L MY_+0#;O&>6$D75>O],'(*;3#!<:[];-WET.[>SU=K7$EV[ M6TVHQ9DJ$&%R,YLLE)E@-3C35HD190OF\YIBHHJL528W2V(!DM;L"B9[XX/M M05S3:A!3F9D^K35(->U)$SLU-_[^`8GQ$U]CG9_N0C*,]2;B@S/5*\-H3CC' MF"%3DNS;V^V*&8\KDNY05EIX8L8C(2ZZ%@@0';/Z\R5P)RJV:^^"L%%K#H4C M.FI0(*8Q"!Y7,R'^E.&>QCP&8L*BH],5R*DK"0/V7G%:ZB#7L-'`O''" MT$_W#AA%-LX<=MTVMURGB;3H($MV]FGJL-AN^;/I51BABYLX]1:^B="S@-_) MHR3N>(4:OR5$\N8VN\FBB>#DT:&Y=Z04KT@@'U`(D="IA+]>;Q1R M0D5BL95&D_725C0F!^5QQ<'KNDIF76H/M\R<,[FY)LS$@YO9A3%6T?@>J@.^6,93SORR);.)-1-<@N%4 M+67<;N-T_!.\M+Y>S:ZP@I*"\+&!?4]M?V9Y0D"2(B34[HF`;=B$-7C+U2Q= ME`]#S#G436]B$6L-];%AR$JG_EM6$.Y159K8D)RTL/4@"(TZ3"0+BC0BLD*R M0'[QW6;_CEGX<&/SUV M6T"O6(Q1^/5Y0[UJI3SP5>H MHPDO:4&`>.$BZ\PH$LG,R54NDLU6_!*W1I"KUITI4>+R,SIT=+!00H.G/ADM2OEWV3A30A(!?@Y_;1 M+K8>6!^G>RM[:7@H+9F(&!/FI\VK/=DTLM=L=UN.5!4VYBJ>[=K9E+N=MQSU MKM:R=Z':ZLNIQIM?T+F:+M8AG/65$#R-E+CZ[4QRM6U)S:X)II7SZYP!HKS> M:*B]&KBB>%/LDZO0X@QX4 M$.J,34LN19"U4H$U4K2M8/+S&6=-UCYCZ:@+-;%`$U#&U*HH-BC6[>'I\CX- M%():;Q4XK3Z"Y8.P`O:^B65.#!OF]NB&2)?O.=+E.S`7)'.]=Y$N^VS*NW:= M1[68?A9J%D@IVEHV;'U[^6KM=2"=ZJ+CG*/\YLT,-I:I8Y&T=P_(W5BS1.+` MOS4_$-;RIHP1CG^-0=<,"]?F;X(Y2@?N\ZKL$SS,3[.[3P`4\@JRY)C0PZSI M2UG%AY"0&/9(#1!>$5D#8^J&C6.\:%T?B!)*9(6H'_8E2$A%W5G`O._G$#E< M<^V,K'E1MW:T&4I04,'=`IP]2P:JSK1UG%I M=@'Q[B8-)Q9542SIQ95:S$-<@K:QK':4TG*S#1DZSOP'\P,)96PS!;=6^[6"QU'HS95J;AIW-&S1@E5N MV]5-:"FHL:Z>]SJ4/%$O?_L,99-<%@>S65?\F\N$^9BHR<;8R22\AA-, M]7'#J%?J=HVO;3X-;'^*N?$B*G^NK]!M+N6_90MKK4N*\76]R'LD`%NJ\2W. MUGY'(45=3]BDWI$R`'/;SZ,2H:#:ZBUD;-W)2LKA]PN&DMW+M=C^8=3'R]>Q MFSW4[*Q/)*E&$V*N8HIN"+;2R\KR.S5F<1:M>D+M-.TZ81:?)K$I#"2R6$9J M)BLE$UT-4TGLW[)-LC9+]QH8<"?AB'^J&T MZ$8LHM\$!9=AK%-.T&*+,#F&3QM"V^EC[!F8F7-M7? MV#'$N_Y[:)0N?A,R;Q((L_M./L1JV"Q7.$3,=:-_FJ7WDS1V:*+(CTX`E@WG M[$KJ3>%DX1/Z6?TD:B4Z[;J0D"N-V4G&E3JO?+Y.6.N"LC>3BKH!S)./FNP>4@6L[:*#+^.C/(,>KZ7Y*^VSE?+&BM M((>??'QQ?FJ-4$Y7C280-`)ZW#FFHQB3I:1R\QYR3I[33#5W'NC%`8VBR\D` MK&[5="O#&=8-@GPWB?3YE;3HFZC3X\-BKNE6-*$2S1IR2_')%.C6NQM-MBHB M!NPR))RQ%=A9RW2;DM*:L7#4PID5$XG^WE*/#68\R@S07JT>?,&'FJAF+^=S M[>-4=AL*]A38/,AP@*F\>\U-<6E$#>%VSF`9Q,I9H!C,F1?2#3PS%O\X!D?G MQ?X_I-G+9ZE?M4[,!#`4WZA=5Z+'Z5&-W]"`%\=+DF!R8(X()W9!B3[U^R:* M2M2:]:SS&Q^$LPO;Q_D'<0:07!K0C?W#$L6] MH:%N`,OFH2HPOMH<.:UCZ9;E?@KI>K:^%^M!B)^=_JQH?;#F"N*T@_+!U>WE]F74&W._6!.$QP$7>@]&+&^;\A9G4:K: M=6WI@3'=)YMIK"ROV4@!$P:=@5JA`76YW$Y56-PN%*`(Y#OU/MQY`K/UNW53 MCODJ%&Z-HXZ;2,UJ8V&!G`04U/_(8,E"?FT.7-DS@*`=#']PZ2PG:LGPQA=K MAVD$*3`8\,W:1^!9SF)3\S\>;,%9?P43CC$\DO+.4K4W/V;ASFJ3OK(`AR_U M:*ZV.P6W<(WI$KJ>OJ:U:"N5@=S!BDVLU\%'!8^CDHZ#DZHYA::!-#XV8'BL MMVM4$9LI$H=O;S%5P<4K^,ZNX#6;>X3XB=?'!QQ=T_+..+R6&664*/:VKB>W ME"7,0KQ3B/IG7I+%^ED+#7O5157SAMPP#NTG+J6X3`CB"5\(M!GN"6K\,N#" MV!2RPP^K9VDZFK4/(;C?EX2;C%N59E3DHL/DPRHNY>_L;US&![*MF'VGAY_@[?NM_/-+'FG&O09`-NGB^OG]VE4T//DJ]0Q'=9CE(UU MV.[O[UY]_^XBP&[F/235VS^%&!),@&>Z:L\,1LDSCU+BMB\@E=12W(-]I&/M M(_[5O,BSJA=P-0(@QS,D_@/.9*<%0:$P0LXZ_I:IU&V6H5-!`&GL5'!`7.UF M=X0=SXXX&V9>\.$`5L)`_PZK8]NM`,C+1^D0OF"\@"U9[/L6UN%M^#D&S(UG M#G4CG:2]C>*9(OOQF);_$-U,>_G?F_N'B:#"[;U;D/*8P&^,&",Y^5B_4/!F M0,\8*B"&_"4K$=^G+5L>\2T<[D'Z<2^8R6_Q.G$@(>G:RK<1:Q54$3XN<8H%*>.;"4IUTFA[1L8%C^3T`I MP?*T(-?$TQ:$Z]9U[O*-)^JS<_>U`=ASO4])K*[=7GL\KK/#[VZQMJ3W7,&V`V/%8-M!X!4O!&R@P9K1\29%MC4L M%TCEBW(AGFZ]P.R;D6UQMFT;@!A.=&5.CZ_@]'H917XUP^^8.!^;?_>K MP3E,-EJM]3A(AYIU-`5WN(3%\BG8#M$.ZASVHSJHF=&WEO;3AAE[56 M.]L+)XLMO%Z0WYT`^"P6]-(*4`ZH]YM0)>K4YFD^YY!:CZ]N+(%R5M(R$V,N M'3@B::RQ])164Z,74:VI+^)R>W6HA>RD>86+0'')*@@>/[26MFIZ=:12V4E_ MR(69%(5[FR4,HU;VB&)[*PUIM>QZ`S.PSOC,@*D"3CD M\R,KO9""J=EY0@NO?GZ8:5GREV`"?Q2`@G?4RG^#HI3^?GX+@B@VHI67!!SKD9950:;5O15/B8:AG%@8`,A!'8`^JG)-+1.?(]SVQ$V ME'=&`BZ(RR*[8F_1.V[UY%;$`.[$U;3),$>7$) M>42Q0%,=E(.L/Q!D6??W>)`-RMX!S<618K[=L@C([N[O04_^9;-"1^P*KWYV M.*Q<-'TJ40%3]2%R5(=SM+?'=J"25-'K=WM)-:S^L%N%KPYSP*;ERYDZ!M3. ME;;C2S?4QR%>=JFAOIHNII]A)2"6M,7&04]C1)CYDBU14K3=A\XC9#@#[W/I M`6DHBH:P<[L:B1_#4[`I0?(>2(OY>7:_O?>C4)Y*C0WXN;78*-XX%-QG1.CI M\E6E*2_6'H"G48/"'E@2Y_IA6J&)..SR>C:IQU@@-._@D@OIIB2GY94$TEPH M-2S\X37'S!:).4\/JL:@MK,.1CV1M#U,?/II,K_%SUI@S`89G2?T:EIA M)`_5'>,\F>9J1%SY2LOQO#$52QB:4JOZ<##&7Z8=7_:/1W+%V:RT_JM'R298 M33Z[LB`V$!U;A=\6(<95.N2W7D[O95L$V(O$(#[P)R]?GI_21+G0#RIS!:^^ M!*E=(_LAV.5<)[!^-?7R\EPBX)<+>FWCTGPFG:32EK+7+O$F"`,2OQ55H&QG M%*(0B_*(RTL01")#'B=_W'"HI=R$8"XUUM*WC*4AD_DP,@ZA'LL%8PJ)%,-C M_4P,_].,(284JZ)]6MZF5L/0"&N<9M,8O"F@,=Q/-XZ`-YSG"2M,Q@+2>GW/ M038Z2)=G:A/8PU`X@\;LA=!:Z]!-ZGDHR\/DX'9,T_:S.&4EV)8U(O?FD\84 M^M1D8WX&>N@MUA-[SDOP0(Q,H:)>\T$D64*<5*OIG8O73K+/!!U&B4=`)SPK M"3"N2Q_YG,PCF%O3/'X8BTMO.36AOC*"@;I;^P&D?+ M._<.VFGDI&D303F[FY]$-4I:G3OB(BYJL-')%P>/LX="R_=R2#,"8J\1HMD? M=&XFC^N.VD_3)L(97,?I@N_G(GA<^!.1K,4#/R!N)`TLMU!]X21EEH5%?7Q` M`#^^Y0)QX\Z9\1C):?U.B]V=A_J<0J&>4J+"9E>P]QKB>]!)V/0X#ZDHI'4& M)NMQ%:^=SH=:OYP.Q_#*=)8Z[X'>,V4@FM:\8CYU@O,S5>`C:EX"^<6AA[%R MJN=*XDROX#.8KFV3`H0B&R/P[->KK7JY)JQXAV$2C^4@0A&$J.,K4>'9C2'/ M?F(01SRSX-#P&Q\^JWJBYI-Y*"83.=]5I1#2ZG8N>5;"WF2FD%W6B`PU9>`\ M+P(4.O"N';00NH2KGS,3#78[([,A&427"GOH]0(7KOR9C0@[`V]USX,?P9_' M3)T0S%$T''\I=@P+RRNJU##KC#.8%V$JI<3 MW\[66IH`E-;X^-981>9*SWS1U4X2GD)'L4Z?=6!2:/JYNR@DOWN$3 MN5[8E"=HNGPM76A*Q-0`*42E:N-)^U61+S]_6L[9XH:\FPE6`[H(1S5`1#\I MNKW3?\8*5]W>/WL@2Y`7.U&<7AD\2N?4S;PC=]<@E,'^"5U:O*N`R#^U@_7# M`POP&X2A%!@`#62`?]7Q,\%)1V;75I`RZ>!^4J:B^&8^,/QNBOOI@7:*-R\2 MF5V2%F*3Y&"78-6<6=?E;(B8B;MROM"9O M%NPJMK<"#X4MV7?AK;OHK9F\91-_$J'`@1B@+L!B>K99GC%0F89*V4@G9#E, M-?#BV\8.4Y`:3IY4G##N!("]X7'5,AW0^'=*]NG&719 M.EON:/X(Y0=]G-_"VDXG^\=SQ0G[L+6-2=GK:>?DPW>7I^Y0QVV=WQ%U$.-F MN&V?6>X:P-;^L+HBTG@IE":QAM_]\%(U:352,ZUQODN8?,+P<-N*?JW:-)8& MBRMK^@88YT16+0VZ@B"F=@BJ1%^MEZNKL)B*;2JETVU948_T./$DR7F4D5-D M>0`IQ9M<@U\Z@^[P$V;%DA-)FD*ROMNUR]\,#X452P$F1974S$F%37#):5YE M=M9PAB/4N`&-+M3\HP1R=F)[(37JIW4_6FTC.D#0<*>(2VG79/Y)/&0!IS8H$."GIBX%'O%CQ>W>T M8,0,[7Y:WB^A8#"V]7(IJ83M$T@RJ7>MT&;R%UXGUJ(LP6`!+EY9,R?+FA%! M[E2$PRJ!*A01+SR-YVN7UX M$%\>#E;#8Y?\6%`^,$VQ[@FK\L*Y6R,7B+2/4?&*T>?M==`T]^V`PMTDS,"5 M$$PVRU;Y04&C1VN*I-E+RO@]A%05OT%UPY"LC$&=S@MG\1)$Z7K2N80[+7/KV>\^)8P#&!,.]?OTFM MOCPSOTC^.G^``NU>89,TY"2NCB6T)(UJL?HH*$\7T\)$.4MB1,@1875WDA4^XQ7VM"53\!_=`"=:)\OZ'710/$'A!M0H$:TS[A&S M$`%0+S-Z4,@9;3KV;V:I M:%ZIHV$WG84B*/\<)GLMTL2CW4"8A,,Z.32`AH6"+\)4R_26/%%/5$A6]`PZ0`K7$^[F]?1.(QP<\8NQCVC\2`FFL31J,]MJ?#3R&7>=2^N]#B=* M#V7[A62@2T!RBAQV\O'BU:DWW?J"EVHJS>KVY,P;.R/;;VI_\)UM>*R M[ZI-W4EU,%>61W&<`T5I:+%SF#GV+=!H3$TIS?$&7J'TV.(</=\L'N M#LKA_'JSQ[?1)&_8MZ-R$\X4+/@A"7>2"U9Y5')\T@CV"!2A[M"Y,=R.U]"X M!Y.6>><">CK$>Q)G.+'8M/MY"J@G`>+F6BNSU?46)*W\NF4\-IK]&OGN:S8\ M93[PM[%J5+9#U,P\UH\]3C8DWZD`+B1I'8TG(@V8?+8+L.G7GJQ);F.,/A8T M3BY>O]'R&$1N=RY;7\&\<&PG'$"'GK<,=F+6S."<,:[4/;0`9_/-<&L[_39S M:)\ZFANCTC8)V#'HBN0@*&^7PR)B$;L_9L$2/ED;!!B[*!?FL%JL2=SO/^%A M42+0*@L9[D0F$+E9*W>(U+DP1)K'Y-J#`3F(OV;<1M^IH2F(%0[[PK@%7#U. MAEI,#AE=%0^DW$O#N.K3XR"F7$GXOYI:.\SD!I7S-C%]OPW&;W,K)A#=8L[V MO$],UX+M)I=/?)T&WW;D#!;FLZMYJ[FGEZQ/5.TWZ M`DN_)@5_B6H::^.4),T%3-T[$!L]!"%(9/Z9Q7U64EN'8D*87042"];)8Q6H MCJV3"ET849WV.R=O7UR*D^-Q6DVHK%0GJ?F\5'VRU]GM MK7BM%X\-#=VQ8!;O)::+34[2UGU0BNN/YXZLH=/P8#]_5\,KMG;\L* M-XB@EE#/6M.&`2(AO3Z(^[GQ<9LRU3'U`J[43#>?V@K7CVH7X!X^S]934SF, M=*C/$N;`T55S3$@SQ6)I<9SSM/8@"C`X\;M'6MY?M"<7B2$*;T))`O&FSGLW1` M$2%>QP8`,-23!P]U<1\?S1(R]Q98*`6ZQ7JP7]JCRF82X^7\(BH3FL'>;6=@ M30A$\"I]`AEI386[%L356O'A&>F-(Q0-2S#;0V^0Q47=+8@HU?OK2$`!]D`C MTQN?MM@F[^[MV+0EQ$`,;GN%TW0SO8+DZC#+V)M]\O'E!RC[(.,(?ZU;V=(767&01_U$` MTG/6%9#J_K@WJ&F'%31`R9M#Y048M'UP/.>7#:(A4CTY[*EK['M?Z(#]<6OC MD,N"]1._NP]G+R;7?Z'Q7!H!W]&I,W/_O^[1M79P*!(#X_TU408RTG(ECVF)-U@V9+84P<%"XF9;!?)[4BI8YI?-^=K=RP(YZY'&/T!+T;+,0X^?;4#[AAB=+!NM7RB3'!^;/5'$XQVT[F MT]IHHQO1"4GP1+&KS(4#P)7+8S!F9![";*F+`YLA+:MI:_*Z,V:O76"S<;6N'9Q?;,1H<*%Y-/'FZ'`U;7>) MM[A4M""';$S_S?;4-]Y[=QC'"DS*&4-V^;IB!F5WJ=3#2JA`B7+56J:C985OK"3C; M:"(2_'(1S8Q(ZP41!L6!B8B42IB(^"0%:"*.%Q+U,`IUWFB(\U6" M2M-`<#'`^*A@+0!($Q*;=&.ED+2R[%IB0.7L\+Z8(]I`/SV^*_U@@KQ*Q"%X`O73(`8MF1Y M:PD!BS-C4R.VCNO?"?KW9'4W6P3(W+B-J'VG7Q_3L..:GAA#I*1&UK->OV-D M[CS41Y?%634-*YJ)?2VQ2\^"\3.X09@`-89U^E,TT'1=5XV;=XN\1I`;Y,L- M5YXP)JZE161_H_/5&:ZF2,A%$3\F*K_NFGZ8)FQ3`8SU3''-GE M'1"0JC7X2NK%0\*9_DSB^48\MXG-O7;"DI,09J5@#=AF.-.<(> MPN9RRWH:"^O\>K5TC,>M=H:^K,P.7T\0#YE>$*E^/36B\#)44U1SB9'V;]QM M5.\F+DW%)0:2\CIR04Q7U[.U;OV2_TC[8RD)@(%*P^R?X_7U@37KI+M0,'+[ MP-J^/)D8V%S8;NV0A%JIB!M=_&6U?=A27GABI-$HNJ2">FQERDL:5DG4L]P0;4$-`?FP%,/D9B9AFB^]%B%.II>68RSLJ)2:EZ\`;V'-#;/ZR6R9*UBC<;U>QDO2J.UYCIMW*%6!YWL MS\&4X@;`,K*A66_#4L:MBN#0BK MOCYPV=GV`:HGT62UG+BJA<\]#JX6W#KK_*O4ZG)EN;<+5U!&$-\DJN&Z#>B, M_7@+5VI1U\-?ZH)`QA86N+T>V?^-N(JU5PS38MA=C]#K1ZA_B`..T>3_+1JS MIG&ZF?D8T#J87?OB9\ZW+#%T\\>.BFCRR;.-^ILB.IGZD"?&VG/*E1$0?^EF M)1E.+@;?#/'6!0%,^$:8BZ4&(39276'9-H!NW'8H"\CO.Q`8"?".%\X6#VO? M7;NU:XGGKC<3R.20-D,*D`G7U8Z6!N:.WMCP[H6L28Z:G$^E')G6X?X]!X// M]I!)$UVT$T3G9-J]ZV9-Y6AL':O&5B<"G[-6*+N%% M62@Z?XMUP+_TA^Z'!BS(?;PK0G&,R^-\911''>`Q"(XMN(T?6>1Z"G!C.\CB M?OC&>C*9P1&]38*]5#YHN]P51?LUHVB_"TK42Q>;?+&\?YB2V.^#G5X1-2X? MZ:IXP:`AF\[[.9V>J/#@#XI\/>Q?H>WU;X+\`8J;TMYNP,J MV\4C.*R279*#A6Q%-GN^=W['FI`R:W8U->TZCVHQ_TZF:VG:BJ;GJ8N29=P[8=<\U=3U.>'!S+J:U#0;7#"ZA]A?II MAK,L6\OR?8VB9GM<>BVJU(O7$:6.SBI]>=I*%)5=+/\QM<=$/=4@\>VM2`#\]4G#B&YK6>K M]+XVO(Q^-)`9BXF49VU81GOB6<&6$O1<7[VI($9*$@_;%=##+!:+LP"[+*MT MLSSG,U;X-\Z&K?U;Y$%7^X./K$2?.Z5+5"S%4=G\'H9B5QPDL^!EL2#??"?7 M!>SZ>6DQP&K6S-J5L6ZHCI!JZA,7T:<"L&PXYY)2;XJ@J05@N3JT%EX^[3K5 M^THUY&1,R9+1XCM=U?VFLXJD;_#@F-\*4A]F?ZLQ2Q/WGWYO)4 M%`HI94^LE>MUQ*B=MAW10?CMB_#>CTVJ2%)!7M0TI_DW5U*UDHTO2/Y=+&BM((>??'QQ?FI3)9RN&DT@:`3T>!/6A.@E MNH?8_I`LBS,+**6Y@=;N6OC11+SN1BO40+S],;^C6Y8E<:++E)9(M:TR%H=1L M-J91L^ZU02AJ-U,ED2A]FP,.)ZZM!Z!DUBO7KU,HTIH=5MQTK-5ZQ;VAH:Z/ M4Y.ASA0O4FR.:&3APGD,J`9;#X*UVN-4(!%.\D_IQ,W40>(ZN'PD"KKG2#W% MW`/I:#K)-$+B%.7#(&%IF+3)FS?K'>=(!2.6MTVY6TV5JG9=^UKQWF[D^TA9 M7K.1HA4MUJ!3<]338@(C&,>"TY-5J',>[#!UIRV$D[3(4ZI]!)[E M+#:A0,+D:JEBVV$6G/57,.$8PR,I[RQ5>_-C%NZL-NDKXXQ2CFR_`8X:LD!V M"6[A&M,E=#U]36N11O"Y@Q6;6*\Y,F,W$J?9\VD@#;D$_!>\D>OMFO.J--3? MMPL[E'U.)$LT-]:HU`_4!<(D;)QB89!ZS+FJYI8Z/D!EM[ MP1?W"X/L$=41Q:AY8+:Z.5,E3N^9G^B@+5<-5EAGXC8/\7HZ(#39C.F&;Q_( M56N-`;F>!ANY4X&<'4@?M'Y+'JEK5._9$!N5=8BNF+&S>8@IZ#D`[*\_8>=% M:.+[4=UOK>&39)"-O2-7OF9:<2"-5S-\-OR5BJE>4P&E=1R[%NL->RTQEP_J"^C6/?-GN2(=1BF1HQJUG>S[[RS2: M`OV]`0CBBK0-@>YE=",ZHS_[`=247NNO#V:L!`HYA$82?X2>'\]'(T4CE!:B M^OE\BBN6(R#7;.!BYYB/-\3:>1G=@XK?3E#J4#!7B8LLYUO''+R%"W+!:K54 M9#>9@,&-:P0(XL(V-2.^`G9%2?Y^%B[&"`F_R,@/F*EB['!6UBZ0.&L1!1J! M8J-`-LOY5-#4?.Q9@#4P/:0Y#WS1S[=KO8C3GB8PJ=VY0.O[!Z3E37RX*C_M MW6@A-,'(.V$T)_0UZ=8KA0LQ8N#M=L4'PMM03G:>UQZ1; MJ'[!OF@?"2-Z>T0D;VXS=P-*!Y\XZ=Q.!+(K'9I[1TKQB@3R`840"2%NA;/O M-*M7Q401I:/)>H$@&I,30Z\@3[A5,NM2>[AEYN)$`2Z+5#=+%^9`HZ`Z9?78 MOY%*K$J;P53,@G7PP:2GK8$+2$AA`R\(4_48J]&4@QR5S"8%.TTBC3G>6S=. MQS^I2:J[(E!<2<2CDO/^J_SK/T[YUW3O7<9@2(#OG'QD!.L:X/OE-4D`6\D; M;G@-PWK'[,7]J-64__0]3MT;TKG7M=IVN]NL#=:&.=9JW>GKQJQ[>-&>)Q2U M6YR1I/.\\]:&0SWK#+*B1!'$/I=9AX$''7Z<+@"L1?KWCY"?'COG6^J+^69UG8*]2J_E9J3WX>:DU^X9_`(UPM9-NRDKT@=@^8'+ME2 M]1L/Z`9_Y!#IYG+6EZV%KA.RX$:YP?!78]'Q=PMB#RFXM'8*AW"_Z!7CCG MVK/%:>?;%3`D3!E9.=*UKQ5FP$@&;0POS\;C4$USX/_"]U5@@#^>QSR.^%>> M#4NI'9E763\?T0"SHH?ZN/1K,EQ+^M5CGDN9/!@HEG>&V;#<1X&6F6#,;CJR8!(><2D3$^A%"@-CZ>DGPT*E*VF7U'"NNSSV_=(BC3O5OU!5N5#>1,EJ'DY>URQMQKTLZ+H M^ZK+OG;[\^0K"VW)C1:#;`R:HS7NC[BEK.S1YZ)?\1)+T6LMW4R;2$/G&M_8 M_"*,Q97#KA>/K\I^5HZU![19C>C.&_D>4/!T[&H)RPKWB6Q&U.A`N(^\AHKI MJ#*.6L0GPZP:RY>X2*ML.'*5U)-3^*PSRD;]?I8/ATECQ9A^X"]I&PJN0(Z' M*]J?86_<<$S_=SF619%G@WZIYXE(+L>Y&'`):/JU++-1KSSD6-)"*3F.!D3% M)9V)4WP[IC_JA[(L"MJ]PA[*?E[)H:RJ@1Y*(OYL2)^./91E0<>.RSGKG^HR.9%T,^DG1"B7J*YB,Y*FCAQOPF"JKG M.)'YN&0JIT:+T1-.Y`BC'79.JB':&6-\=.:*,=CF>$1B856Z\SC.BKZ,N\CZ M@[[,@)CN>-Q^'"NI5^R:I^,.VM;F::XCXDCQ81P/Z*B,L)[Z$DY/3DNF1Q'' MY90%X]ZHSR>TY2B";Q)U<@WWT%2_EQ7#2@\BF.DI/]KO55E5#J(JP^',70L\ MAN+#X@OV]XKXDM< MS"H+B`7,!581%W#5SKV]RZK$C!0_"86YS&2D;/&':53M&X?*P:0%&/G)HM:Q M$0SGL]NZ&225;F+9!X]SB_2G430:^-M1^@"KXDDW&!6(A;MC""PS"Y?(SIQ4 M]U5PTJ%:-"\&-^0%YX0.'5?^RJICRZ@T[SVZB_0L-&H92]U7*_T[_`RBH3D@ MQ/@![0^E9XB>^)*MW/'^PY>M%!U'$B_XN(_[Q&AJ&H"5KY.[+"&?@R3J]?;^ M?K)R:#I\K`]_#`L-DW+SIO18']EE[=.&MP^%JX M;D*J1I#8*64<^2.XL1=,VF0-R"(]DEI'!>N1=&6,A.>7O9(NJ1&?@D+D\3PK M^^.L7[!$YK2$_4+(:,BR#+TQ'H]8@*GZD%"'>+WJ925=EEYA2(42$B=)*"GD M:NO3Z'HZNE$V*'ET_ MI)&*)DRC)BF+3F-SNL436)+T1NSC.C5!V2G'N]`B]7?=SB)%SV2*H\(89!GT8D'O1X,V#Q.G4B#.T[II.;49BOVJ28 M`62DGG0UJ'*VTYR:#CGI#!J"=[/AJ##/E) M6I5^:`CD,*2%'["\R283)P$5)1'*2!K/592A5HC*P'GP,-0K;&^=+_VCG_11 M1>O=T[-45GJ6:.JBBI_@M.6Z(GD/"U[*0HGJL?^LD]H"N3AGVB(BJ:!4\IDE MP7$,-494D/HQ'U4X6Y4.3?<%JD9O)!H@R9U^:*28D#IM%1,_]?IYI-:):PF5 MJ`&`-)%B(-R#9JQ?]J%H%>[+8#Y@YM:K0&#$%%DK]DK& MWO,XP.LYSXVX*S/#\9`9!Q3[`UWR(:D-8SDV>:G,%6*_ M"/W29OV^1CF$N4BT6T94^-M?_V>+!OZWO_XO)EMZHD7AQA.SA;$T;SXOG3C" M$BJI$(Q`5-;$9BL<7X2CQ<-.),#I'4.9^*Q#)4M=?(,FU0G0_L0X_DLOE<`[=< MSDUM+#,33>40XL57QX(25I_1P01S=\[X$Q+VUA#*O.)_X6>+'Q7MCBM5'2FV M_S>$?M'4_%XE-A[#)]M_>2FN/L#Q/7)[Q-'`V<$I!FPTT[]8["CIOAY7`_X+ MQWS$[TN].-^$4X%NX7O'-^"%0V(I8V(+^(N.&HE8!0X\.^FQ1->JHQ"/[5P6B&TQ%D3G(6`6#S2\8)_8:'ZP=,)CY M8J.$MSKL4G!"!C=8[WLE.#ZW["8_3MN!OW\RFZ]#\*4C80:8I<_J:M[M/.,;(D/"O\5$Z7[I"NYS[MZZ@H=MKI MPYXWCZL^`KK4U3)"&AD=)D798&_!B34#_NM=N9`2?+$9-_Z MQ!05J$@NK@N-+>#@3XE8-3'F"+&BT^VL4";23#UXJEIJ$(DVH,EA#-<";5)Q MPAEGZ=7/D_L'>UFQLLKAYRYH0Y'-7)*E-2AL'S2ZX.K10AV4WQ"U#/"?T3HS\^/5ZM9C>=\P]OTQ1G%U'AT>Y,)Y[+3T+^H8NUXTO >+/OV`()B- M"P?R*Z?A5Q9*8@:77RCJZ^^`S`7<:*@WXOH!INP"."3R_V&[$B!:M4/)H>0H MFJP^B304PXQ,T)OI]IT5T6EPQ M[N<=+AE6"BQ/(+VD/P!#R`?!&0&3?'Z(2R4?#9A55KV*1>&*S1CYL&!&6M-K M*LCB$+''PX$*S_+&,SA*B2.5!]@H8FUF/"I)U\5=."1-EA4648S&,*8,V_R: M)8D@@[*DEWH%;0-KX25$$-*EFQ2=T0A*\ZC3IW^&XK>H2(\N2&O?I].,^:HI M2<+IL8;6@Q8QJ.@F&0TB[DZ+5CF]>S!@/Y?H=.H!)HV&"*G**WTKH<)GZAG* M66(C56PE^%%&%@YLNU,EXW&"@.(D6ZO?MY`6,, M9D.::5\M+3U<=75B'---.BC5.#)46X>\`U*%5[%_-#F*A4Z,<1#8@M>=?J&U MSOMY"T7V\U%6T#[1?PNHN3D4V7Y!ZK\ZYVN^/!(5>M11GU:HS#5VAD[SL-I# MDB3!L.!+$G1O"%L1!G5*(C7)^+UQ1)+8$1*P2YQ6:-3#D5B7BL'8!27T8-(J MVTB2%/,^XG)PZ(>T04/6OHL^+ZZT4%20PT=/,+0GO?V7H?VW8'[SYWO_D4WL MR3E1Q;"7W@L-WQYMQZ9S-Z["U1#W:G]K/IK>SMLCG6VDMT7T8?>!R_NP[PY@ MN^JQ*0I&\6')5G!BZ;AZZ)0Q$W;W@SV$.30!,5NA`35"Y70<\Z%:@"LQ5Y7, MZ\;VVO`&KJ9&R@+:A/`^XE9]::5/C(".?71W_,-8?X\B/]+B])+M*[&1$%%5 MSNZM)E;H^96NA[LA=EI8$_I2JZ)P]/HW>VB'-F,X@E$T*W@\B'?A09@W*5;I3\0.^AXJ!938BP]B6]Q_-W3#LDPO5+< M`?PBT\ZPEU6EL'/80-6A0(1:BPDH7T\@GMA1$HGE2VQ&/T^;T%B[NL3B^_W M:'=IZ7N[M%6WA6

XML 19 R55.htm IDEA: XBRL DOCUMENT v3.2.0.727

Advances (Portfolio by Year of Contractual Maturity) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Federal Home Loan Bank, Advances, Maturity, Rolling Year, Par Value [Abstract]

Due in 1 year or less $ 30,291,091 $ 29,380,685

Due after 1 year through 2 years 13,807,326 7,754,473

Due after 2 years through 3 years 16,628,328 12,764,348

Due after 3 years through 4 years 6,733,157 9,361,638

Due after 4 years through 5 years 2,757,817 3,373,989

Thereafter 1,041,675 490,823

Total Par Value 71,259,394 63,125,956

Discount on AHP advances (39) (66)

Deferred prepayment fees (6,581) (8,600)

Hedging adjustments 236,378 291,065

Total book value $ 71,489,152 $ 63,408,355

Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Rolling Year [Abstract]

Due in 1 year or less 0.51% 0.42%

Due after 1 year through 2 years 0.89% 1.22%

Due after 2 years through 3 years 0.93% 1.14%

Due after 3 years through 4 years 0.90% 0.82%

Due after 4 years through 5 years 0.89% 0.84%

Thereafter 2.63% 2.77%

Total par value, Weighted Average Interest Rate 0.76% 0.76%

X

- Definition
Amount of Federal Home Loan Bank (FHLBank) advances to member financial institutions.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvances

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of unamortized discount on outstanding advances made and reported by Federal Home Loan Bank (FHLBank).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesDiscount

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of unamortized discount on outstanding Affordable Housing Program (AHP) advances made and reported by Federal Home Loan Bank (FHLBank).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesDiscountOnAffordableHousingProgram

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) maturing after the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesMaturitiesSummaryAfterRollingYearFive

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) maturing in the next rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesMaturitiesSummaryInNextRollingTwelveMonths

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) maturing in the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesMaturitiesSummaryInRollingYearFive

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) maturing in the fourth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesMaturitiesSummaryInRollingYearFour

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) maturing in the third rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesMaturitiesSummaryInRollingYearThree

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) maturing in the second rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesMaturitiesSummaryInRollingYearTwo

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesMaturityRollingYearParValueAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesParValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of accumulated increase (decrease) on advances made and reported by Federal Home Loan Bank (FHLBank) from hedging adjustments.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesValuationAdjustmentsForHedgingActivities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Weighted average interest rate on advances made and reported by Federal Home Loan Bank (FHLBank).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesWeightedAverageInterestRate

Namespace Prefix: us-gaap_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Weighted average interest rate on advances made and reported by Federal Home Loan Bank (FHLBank) maturing after the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesWeightedAverageInterestRateMaturingAfterRollingYearFive

Namespace Prefix: us-gaap_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Weighted average interest rate on advances made and reported by Federal Home Loan Bank (FHLBank) maturing in the next rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesWeightedAverageInterestRateMaturingInNextTwelveRollingMonths

Namespace Prefix: us-gaap_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Weighted average interest rate on advances made and reported by Federal Home Loan Bank (FHLBank) maturing in the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesWeightedAverageInterestRateMaturingInRollingYearFive

Namespace Prefix: us-gaap_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Weighted average interest rate on advances made and reported by Federal Home Loan Bank (FHLBank) maturing in the fourth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesWeightedAverageInterestRateMaturingInRollingYearFour

Namespace Prefix: us-gaap_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Weighted average interest rate on advances made and reported by Federal Home Loan Bank maturing in the third rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesWeightedAverageInterestRateMaturingInRollingYearThree

Namespace Prefix: us-gaap_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Weighted average interest rate on advances made and reported by Federal Home Loan Bank (FHLBank) maturing in the second rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesWeightedAverageInterestRateMaturingInRollingYearTwo

Namespace Prefix: us-gaap_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesWeightedAverageInterestRateRollingYearAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

XML 20 R78.htm IDEA: XBRL DOCUMENT v3.2.0.727

Capital (Mandatorily Redeemable Capital Stock) (Details)
$ / shares in Units, $ in Thousands
6 Months Ended

Jun. 30, 2015

USD ($)

Institutions

$ / shares

Jun. 30, 2014

USD ($)

Dec. 31, 2014

$ / shares

Capital [Abstract]

Balance, beginning of the period $ 586 $ 40

Shares Reclassified to Mandatorily Redeemable Capital Stock Value 0 8,422

Net redemption/repurchase of mandatorily redeemable capital stock (24) (5,572)

Balance, end of the period $ 562 $ 2,890

Financial Instruments Subject to Mandatory Redemption, Number of Institutions | Institutions 2

Capital stock, Par value Per Share | $ / shares $ 100 $ 100

X

- Definition
Financial Instruments Subject to Mandatory Redemption, Number of Institutions
+ References
No definition available.
+ Details

Name: fhlbpgh_FinancialInstrumentsSubjecttoMandatoryRedemptionNumberofInstitutions

Namespace Prefix: fhlbpgh_

Data Type: xbrli:integerItemType

Balance Type: na

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_CapitalAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Face amount or stated value per share of common stock.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.29)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 30

-Article 5

+ Details

Name: us-gaap_CommonStockParOrStatedValuePerShare

Namespace Prefix: us-gaap_

Data Type: num:perShareItemType

Balance Type: na

Period Type: instant

X

- Definition
Value of net shares reclassified to mandatorily redeemable capital stock.
+ References
No definition available.
+ Details

Name: us-gaap_NetSharesReclassifiedToMandatorilyRedeemableCapitalStockValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The cash outflow related to equity securities that embody an unconditional obligation requiring the issuer to redeem the securities by transferring the assets at a specified or determinable date (or dates) that is (or are) initially more than one year (or the normal operating cycle, if longer) from the issuance date, or upon an event that is certain to occur beyond one year (or the normal operating cycle, if longer) from the issuance date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 15

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3291-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Financing Activities

-URI http://asc.fasb.org/extlink&oid=6513228

+ Details

Name: us-gaap_RepaymentsOfMandatoryRedeemableCapitalSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount that would be paid, determined under the conditions specified in the contract, if the holder of the share has the right to redeem the shares.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 480

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=6940734&loc=d3e22047-110879

+ Details

Name: us-gaap_SharesSubjectToMandatoryRedemptionSettlementTermsAmount

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

XML 21 R46.htm IDEA: XBRL DOCUMENT v3.2.0.727

Available-for-Sale (AFS) Securities (Narrative) (Details)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

USD ($)

loan

Jun. 30, 2015

USD ($)

Jun. 30, 2014

USD ($)

Mar. 31, 2015

USD ($)

Dec. 31, 2014

USD ($)

Mar. 31, 2014

USD ($)

Dec. 31, 2013

USD ($)

Schedule of Available-for-sale Securities [Line Items]

Net purchased discounts $ 8,600 $ 8,600 $ 9,500

Credit losses 277,251 277,251 $ 302,421 $ 283,916 290,935 $ 308,200 $ 314,224

Held to Maturity Securities Transferred to Available for Sale Securities During Period, Fair Value 3,368 $ 0

SERP [Member]

Schedule of Available-for-sale Securities [Line Items]

Supplemental retirement obligation 7,300 7,300 7,000

Available-for-sale Securities | MBS [Member]

Schedule of Available-for-sale Securities [Line Items]

Credit losses 212,600 212,600 222,500

Other Than Temporary Impairment Credit Losses Recognized In Earnings Interest Accretion Adjustment $ 21,900 $ 21,900 $ 11,700

Residential Mortgage Backed Securities [Member] | Total private label MBS

Schedule of Available-for-sale Securities [Line Items]

Number of Available-for-sale Securities Transferred from Held-to-maturity Securities | loan 1

Held to Maturity Securities Transferred to Available for Sale Securities During Period, Amortized Cost Basis $ 4,400

Held to Maturity Securities Transferred to Available for Sale Securities During Period, Other Than Temporary Impairment Recognized in Accumulated Other Comprehensive Income (1,000)

Held to Maturity Securities Transferred to Available for Sale Securities During Period, Fair Value $ 3,400

X

- Definition
The amount of available-for-sale debt securities investment discount (net of investment premium) that was originally recognized at the purchase of the instrument that has yet to be amortized.
+ References
No definition available.
+ Details

Name: fhlbpgh_AvailableForSaleSecuritiesUnamortizedDiscountPremiumNet

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
The amortized cost of investment securities transferred from HTM to AFS when an OTTI credit loss has been recorded on the security.
+ References
No definition available.
+ Details

Name: fhlbpgh_HeldToMaturitySecuritiesTransferredToAvailableForSaleSecuritiesDuringPeriodAmortizedCostBasis

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Held to Maturity Securities Transferred to Available for Sale Securities During Period, Fair Value
+ References
No definition available.
+ Details

Name: fhlbpgh_HeldToMaturitySecuritiesTransferredToAvailableForSaleSecuritiesDuringPeriodFairValue

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The amount of OTTI recognized in accumulated comprehensive income for securities which have been transfered from Held-To-Maturity to Available-For-Sale
+ References
No definition available.
+ Details

Name: fhlbpgh_HeldToMaturitySecuritiesTransferredToAvailableForSaleSecuritiesDuringPeriodOtherThanTemporaryImpairmentRecognizedInAccumulatedOtherComprehensiveIncome

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Number of Available-for-sale Securities Transferred from Held-to-maturity Securities
+ References
No definition available.
+ Details

Name: fhlbpgh_NumberOfAvailableForSaleSecuritiesTransferredFromHeldToMaturitySecurities

Namespace Prefix: fhlbpgh_

Data Type: xbrli:integerItemType

Balance Type: na

Period Type: duration

X

- Definition
The net of interest accreted on OTTI bonds and contractual interest paid that is an adjustment to amortized cost.
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsInterestAccretionAdjustment

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
1) For defined benefit pension plans, the benefit obligation is the projected benefit obligation, which is the actuarial present value as of a date of all benefits attributed by the pension benefit formula to employee service rendered prior to that date. 2) For other postretirement defined benefit plans, the benefit obligation is the accumulated postretirement benefit obligation, which is the actuarial present value of benefits attributed to employee service rendered to a particular date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 715

-SubTopic 20

-Section 50

-Paragraph 1

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=58740216&loc=d3e1928-114920

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Projected Benefit Obligation

-URI http://asc.fasb.org/extlink&oid=6522206

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Accumulated Postretirement Benefit Obligation

-URI http://asc.fasb.org/extlink&oid=6503904

+ Details

Name: us-gaap_DefinedBenefitPlanBenefitObligation

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
The cumulative amount of credit losses recognized in earnings related to debt securities held for which a portion of an other than temporary impairment (OTTI) was recognized in other comprehensive income (a component of shareholders' equity).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27340-111563

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsCreditLossesOnDebtSecuritiesHeld

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_DefinedBenefitPlansDisclosuresDefinedBenefitPlansAxis=us-gaap_SupplementalEmployeeRetirementPlanDefinedBenefitMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_InformationByCategoryOfDebtSecurityAxis=us-gaap_AvailableforsaleSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 22 R33.htm IDEA: XBRL DOCUMENT v3.2.0.727

Consolidated Obligations (Tables)
6 Months Ended

Jun. 30, 2015

Schedule of Short-term and Long-term Debt [Line Items]

Schedule of Interest Rate Payment Terms for Debt

The following table details interest rate payment terms for the Bank's consolidated obligation bonds as of June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Par value of consolidated bonds:

Fixed-rate

$
37,472,066

$
36,296,100

Step-up

3,040,000

3,116,000

Floating-rate

6,925,000

4,190,000

Conversion bonds - fixed to floating

10,000

—

Total par value

47,447,066

43,602,100

Bond premiums

131,412

147,824

Bond discounts

(9,707
)

(12,111
)
Hedging adjustments

(15,824
)

(23,303
)
Total book value

$
47,552,947

$
43,714,510

Schedule of Maturities of Debt
The following table presents a summary of the Bank’s consolidated obligation bonds outstanding by year of contractual maturity as of June 30, 2015 and December 31, 2014.

June 30, 2015

December 31, 2014
(dollars in thousands)
Year of Contractual Maturity

Amount

Weighted Average Interest Rate

Amount

Weighted Average Interest Rate
Due in 1 year or less

$
16,219,835

0.65
%

$
15,033,450

1.00
%
Due after 1 year through 2 years

10,781,985

1.20

9,316,860

1.42

Due after 2 years through 3 years

8,813,735

1.52

5,346,515

1.64

Due after 3 years through 4 years

2,338,620

1.53

4,709,300

1.50

Due after 4 years through 5 years

3,998,720

1.83

2,911,350

1.72

Thereafter

5,110,150

2.42

5,959,265

2.35

Index amortizing notes

184,021

4.72

325,360

4.14

Total par value

$
47,447,066

1.28
%

$
43,602,100

1.48
%

Schedule of Long-term Debt by Call Feature
The following table presents the Bank’s consolidated obligation bonds outstanding between noncallable and callable as of June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Noncallable

$
33,664,066

$
30,388,100

Callable

13,783,000

13,214,000

Total par value

$
47,447,066

$
43,602,100

Schedule of Maturities of Long-term Debt by Contractual or Next Call Date
The following table presents consolidated obligation bonds outstanding by the earlier of contractual maturity or next call date as of June 30, 2015 and December 31, 2014.
(in thousands)
Year of Contractual Maturity or Next Call Date

June 30, 2015

December 31, 2014
Due in 1 year or less

$
29,892,835

$
28,232,450

Due after 1 year through 2 years

9,394,985

8,114,860

Due after 2 years through 3 years

4,691,735

3,551,515

Due after 3 years through 4 years

1,259,620

1,390,300

Due after 4 years through 5 years

1,118,720

1,028,350

Thereafter

905,150

959,265

Index amortizing notes

184,021

325,360

Total par value

$
47,447,066

$
43,602,100

Discount Notes

Schedule of Short-term and Long-term Debt [Line Items]

Schedule of Short-term Debt
The following table details the Bank’s consolidated obligation discount notes as of June 30, 2015 and December 31, 2014.
(dollars in thousands)

June 30, 2015

December 31, 2014
Book value

$
41,061,124

$
37,058,118

Par value

41,069,968

37,065,745

Weighted average interest rate ⁽¹⁾

0.11
%

0.10
%

X

- Definition
Schedule of Callable and Noncallable Consolidated Obligations Bonds Outstanding.[Table Text Block]
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfConsolidatedObligationBondsByCallFeatureTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of interest rate payment terms for debt.[Table Text Block]
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfConsolidatedObligationBondsByInterestRatePaymentTermsTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Schedule of Summary of Callable Consolidated Obligation Bonds Outstanding[Table Text Block]
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfMaturitiesOfConsolidatedObligationBondsByContractualOrNextCallDateTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Schedule of Short-term and Long-term Debt [Line Items]
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfShortTermAndLongTermDebtLineItems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the combined aggregate amount of maturities and sinking fund requirements for all long-term borrowings for each of the five years following the date of the latest balance sheet date presented.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 470

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6802200&loc=d3e1835-112601

+ Details

Name: us-gaap_ScheduleOfMaturitiesOfLongTermDebtTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of short-term debt arrangements (having initial terms of repayment within one year or the normal operating cycle, if longer) including: (1) description of the short-term debt arrangement; (2) identification of the lender or type of lender; (3) repayment terms; (4) weighted average interest rate; (5) carrying amount of funds borrowed under the specified short-term debt arrangement as of the balance sheet date; (6) description of the refinancing of a short-term obligation when that obligation is excluded from current liabilities in the balance sheet; and (7) amount of a short-term obligation that has been excluded from current liabilities in the balance sheet because of a refinancing of the obligation.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.19)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_ScheduleOfShortTermDebtTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_ShortTermDebtTypeAxis=fhlbpgh_DiscountNotesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 23 R79.htm IDEA: XBRL DOCUMENT v3.2.0.727

Capital (Mandatorily Redeemable Capital Stock by Contractual Year of Redemption) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Jun. 30, 2014

Dec. 31, 2013

Capital [Abstract]

Due in 1 year or less $ 0 $ 0

Due after 1 year through 2 years 0 0

Due after 2 years through 3 years 0 0

Due after 3 years through 4 years 562 0

Due after 4 years through 5 years 0 586

Total $ 562 $ 586 $ 2,890 $ 40

X

- References
No definition available.
+ Details

Name: us-gaap_CapitalAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of mandatorily redeemable capital stock maturing in year five following the date of the latest balance sheet.
+ References
No definition available.
+ Details

Name: us-gaap_FinancialInstrumentsSubjectToMandatoryRedemptionRedeemableInYearFive

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of mandatorily redeemable capital stock maturing in year four following the date of the latest balance sheet.
+ References
No definition available.
+ Details

Name: us-gaap_FinancialInstrumentsSubjectToMandatoryRedemptionRedeemableInYearFour

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of mandatorily redeemable capital stock maturing in year three following the date of the latest balance sheet.
+ References
No definition available.
+ Details

Name: us-gaap_FinancialInstrumentsSubjectToMandatoryRedemptionRedeemableInYearThree

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of mandatorily redeemable capital stock maturing in year two following the date of the latest balance sheet.
+ References
No definition available.
+ Details

Name: us-gaap_FinancialInstrumentsSubjectToMandatoryRedemptionRedeemableInYearTwo

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of mandatorily redeemable capital stock maturing within one year following the date of the latest balance sheet.
+ References
No definition available.
+ Details

Name: us-gaap_FinancialInstrumentsSubjectToMandatoryRedemptionRedeemableWithinOneYear

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount that would be paid, determined under the conditions specified in the contract, if the holder of the share has the right to redeem the shares.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 480

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=6940734&loc=d3e22047-110879

+ Details

Name: us-gaap_SharesSubjectToMandatoryRedemptionSettlementTermsAmount

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

XML 24 report.css IDEA: XBRL DOCUMENT /* Updated 2009-11-04 */ /* v2.2.0.24 */ /* DefRef Styles */ ..report table.authRefData{ background-color: #def; border: 2px solid #2F4497; font-size: 1em; position: absolute; } ..report table.authRefData a { display: block; font-weight: bold; } ..report table.authRefData p { margin-top: 0px; } ..report table.authRefData .hide { background-color: #2F4497; padding: 1px 3px 0px 0px; text-align: right; } ..report table.authRefData .hide a:hover { background-color: #2F4497; } ..report table.authRefData .body { height: 150px; overflow: auto; width: 400px; } ..report table.authRefData table{ font-size: 1em; } /* Report Styles */ ..pl a, .pl a:visited { color: black; text-decoration: none; } /* table */ ..report { background-color: white; border: 2px solid #acf; clear: both; color: black; font: normal 8pt Helvetica, Arial, san-serif; margin-bottom: 2em; } ..report hr { border: 1px solid #acf; } /* Top labels */ ..report th { background-color: #acf; color: black; font-weight: bold; text-align: center; } ..report th.void { background-color: transparent; color: #000000; font: bold 10pt Helvetica, Arial, san-serif; text-align: left; } ..report .pl { text-align: left; vertical-align: top; white-space: normal; width: 200px; white-space: normal; /* word-wrap: break-word; */ } ..report td.pl a.a { cursor: pointer; display: block; width: 200px; overflow: hidden; } ..report td.pl div.a { width: 200px; } ..report td.pl a:hover { background-color: #ffc; } /* Header rows... */ ..report tr.rh { background-color: #acf; color: black; font-weight: bold; } /* Calendars... */ ..report .rc { background-color: #f0f0f0; } /* Even rows... */ ..report .re, .report .reu { background-color: #def; } ..report .reu td { border-bottom: 1px solid black; } /* Odd rows... */ ..report .ro, .report .rou { background-color: white; } ..report .rou td { border-bottom: 1px solid black; } ..report .rou table td, .report .reu table td { border-bottom: 0px solid black; } /* styles for footnote marker */ ..report .fn { white-space: nowrap; } /* styles for numeric types */ ..report .num, .report .nump { text-align: right; white-space: nowrap; } ..report .nump { padding-left: 2em; } ..report .nump { padding: 0px 0.4em 0px 2em; } /* styles for text types */ ..report .text { text-align: left; white-space: normal; } ..report .text .big { margin-bottom: 1em; width: 17em; } ..report .text .more { display: none; } ..report .text .note { font-style: italic; font-weight: bold; } ..report .text .small { width: 10em; } ..report sup { font-style: italic; } ..report .outerFootnotes { font-size: 1em; } XML 25 R73.htm IDEA: XBRL DOCUMENT v3.2.0.727

Consolidated Obligations (Consolidated Obligation Bonds Noncallable and Callable) (Details) - Consolidated Obligation Bonds - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Schedule of Short-term and Long-term Debt [Line Items]

Par value of consolidated bonds $ 47,447,066 $ 43,602,100

Non Callable [Member]

Schedule of Short-term and Long-term Debt [Line Items]

Par value of consolidated bonds 33,664,066 30,388,100

Callable [Member]

Schedule of Short-term and Long-term Debt [Line Items]

Par value of consolidated bonds $ 13,783,000 $ 13,214,000

X

- Definition
Including current and noncurrent portions, aggregate carrying principal amount of borrowings as of the balance sheet date before deducting unamortized discount or premiums (if any).
+ References
No definition available.
+ Details

Name: fhlbpgh_DebtGross

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Schedule of Short-term and Long-term Debt [Line Items]
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfShortTermAndLongTermDebtLineItems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_LongtermDebtTypeAxis=us-gaap_UnsecuredDebtMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_DebtInstrumentCallFeatureAxis=fhlbpgh_NonCallableMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_DebtInstrumentCallFeatureAxis=fhlbpgh_CallableMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 26 R89.htm IDEA: XBRL DOCUMENT v3.2.0.727

Commitments and Contingencies (Details) - USD ($)
$ in Thousands
6 Months Ended

Jun. 30, 2015

Dec. 31, 2014

Loss Contingencies [Line Items]

Other Liabilities - Standby Letter of Credit Fees $ 127,561 $ 41,614

Maximum Commitment Period 45 days

Standby Letters of Credit Issuance Commitments [Member]

Loss Contingencies [Line Items]

Off-balance Sheet Risks, Total Liability $ 204,000 146,800

Open RepoPlus Advance Product

Loss Contingencies [Line Items]

Open Repo Plus Product Outstanding 7,400,000 7,400,000

Standby Letters of Credit

Loss Contingencies [Line Items]

Off-balance Sheet Risks, Expiring Within One Year ^[1],[2] 20,487,833

Off-balance Sheet Risks, Expiring After One Year 0

Off-balance Sheet Risks, Total Liability 20,487,833 ^[2] 19,942,125

Off-balance Sheet Risks, with annual renewal option 5,800,000

Other Liabilities - Standby Letter of Credit Fees 4,000 4,800

Commitments to fund additional advances and BOB loans

Loss Contingencies [Line Items]

Off-balance Sheet Risks, Expiring Within One Year 123,621

Off-balance Sheet Risks, Expiring After One Year 75,000

Off-balance Sheet Risks, Total Liability 198,621 21,124

Unsettled consolidated obligation bonds, at par (3)

Loss Contingencies [Line Items]

Off-balance Sheet Risks, Expiring Within One Year ^[3] 535,450

Off-balance Sheet Risks, Expiring After One Year 0

Off-balance Sheet Risks, Total Liability 535,450 ^[3] 95,530

Unsettled consolidated obligation bonds, at par (3) | Interest Rate Swap [Member]

Loss Contingencies [Line Items]

Off-balance Sheet Risks, Total Liability 487,000 83,100

Unsettled consolidated obligation discount notes, at par

Loss Contingencies [Line Items]

Off-balance Sheet Risks, Expiring Within One Year 320,000

Off-balance Sheet Risks, Expiring After One Year 0

Off-balance Sheet Risks, Total Liability 320,000 500,000

Mortgages [Member] | Commitments to fund or purchase mortgage loans

Loss Contingencies [Line Items]

Off-balance Sheet Risks, Expiring Within One Year 23,337

Off-balance Sheet Risks, Expiring After One Year 0

Off-balance Sheet Risks, Total Liability $ 23,337 $ 18,308

Maximum

Loss Contingencies [Line Items]

Letter of Credit Renewal Period 5 years

[1] $5.8 billion of these letters of credit have annual renewal language that, as long as both parties agree, permit the letter of credit to be renewed for an additional year with a maximum renewal period of 5 years.

[2] Excludes approved requests to issue future standby letters of credit of $204.0 million and $146.8 million at June 30, 2015 and December 31, 2014, respectively.

[3] Includes $487.0 million and $83.1 million of consolidated obligation bonds which were hedged with associated interest rate swaps at June 30, 2015 and December 31, 2014, respectively.

X

- Definition
The fair value of financial liabilities, which are not recognized in the financial statements (off-balance sheet) because they fail to meet some other criterion for recognition, which expire after one year of the balance sheet date.
+ References
No definition available.
+ Details

Name: fhlbpgh_FairValueDisclosureOffBalanceSheetRisksFaceAmountExpiringAfterOneYear

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
The fair value of financial liabilities, which are not recognized in the financial statements (off-balance sheet) because they fail to meet some other criterion for recognition, which expire within one year of the balance sheet date.
+ References
No definition available.
+ Details

Name: fhlbpgh_FairValueDisclosureOffBalanceSheetRisksFaceAmountExpiringWithinOneYear

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Letters of Credit with annual renewal language that may permit the letter of credit to be renewed for an additional year with a maximum renewal period of five years.
+ References
No definition available.
+ Details

Name: fhlbpgh_FairValueDisclosureOffbalanceSheetRisksFaceAmountAnnualRenewalOption

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Letter of Credit which are permitted to be renewed annually.
+ References
No definition available.
+ Details

Name: fhlbpgh_LetterofCreditRenewalPeriod

Namespace Prefix: fhlbpgh_

Data Type: us-types:durationStringItemType

Balance Type: na

Period Type: duration

X

- Definition
Maximum number of days for which commitments may be maintained
+ References
No definition available.
+ Details

Name: fhlbpgh_MaximumCommitmentPeriod

Namespace Prefix: fhlbpgh_

Data Type: us-types:durationStringItemType

Balance Type: na

Period Type: duration

X

- Definition
The face amount of financial liabilities, which are not recognized in the financial statements (off-balance sheet) because they fail to meet some other criterion for recognition.
+ References
No definition available.
+ Details

Name: us-gaap_FairValueDisclosureOffbalanceSheetRisksFaceAmountLiability

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of borrowing capacity currently available under the credit facility (current borrowing capacity less the amount of borrowings outstanding).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.19(b),22(b))

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_LineOfCreditFacilityRemainingBorrowingCapacity

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_LossContingenciesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The aggregate carrying amount, as of the balance sheet date, of liabilities not separately disclosed in the balance sheet.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.15)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_OtherLiabilities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=fhlbpgh_StandbyLettersOfCreditIssuanceCommitmentsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_ProductOrServiceAxis=fhlbpgh_OpenRepoplusAdvanceProductMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_LossContingenciesByNatureOfContingencyAxis=us-gaap_StandbyLettersOfCreditMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_LossContingenciesByNatureOfContingencyAxis=us-gaap_LoanOriginationCommitmentsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_LossContingenciesByNatureOfContingencyAxis=fhlbpgh_FederalHomeLoanBankConsolidatedObligationsBondsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_LossContingenciesByNatureOfContingencyAxis=fhlbpgh_FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_LongtermDebtTypeAxis=us-gaap_MortgagesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_LossContingenciesByNatureOfContingencyAxis=us-gaap_ForwardContractsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_RangeAxis=us-gaap_MaximumMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 27 R57.htm IDEA: XBRL DOCUMENT v3.2.0.727

Advances (Interest Rate Payment Terms) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Federal Home Loan Bank, Advances, Fixed Rate [Abstract]

Fixed rate – overnight $ 2,118,227 $ 2,012,230

Due in 1 year or less 20,920,768 20,740,508

Thereafter 10,493,573 9,116,344

Total Fixed Rate 33,532,568 31,869,082

Federal Home Loan Bank, Advances, Floating Rate [Abstract]

Due in 1 year or less 7,252,096 6,627,947

Thereafter 30,474,730 24,628,927

Total Variable Rate 37,726,826 31,256,874

Total Par Value $ 71,259,394 $ 63,125,956

X

- Definition
Amount of Federal Home Loan Bank advances having fixed interest rates and overnight maturities.
+ References
No definition available.
+ Details

Name: fhlbpgh_FederalHomeLoanBankAdvancesFixedRateOvernight

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with fixed interest rate.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesFixedRate

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesFixedRateAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with fixed interest rate maturing more than one year after the latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesFixedRateAfterOneYear

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with fixed interest rate maturing within one year of the latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesFixedRateUnderOneYear

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with floating interest rate.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesFloatingRate

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesFloatingRateAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with floating interest rate maturing more than one year after the latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesFloatingRateAfterOneYear

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with floating interest rate maturing within one year after the latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesFloatingRateUnderOneYear

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesParValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

XML 28 R76.htm IDEA: XBRL DOCUMENT v3.2.0.727

Capital (Capital Requirements) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Capital [Abstract]

Number of Finance Agency Regualtory Capital Requirements 3

Federal Home Loan Bank, Risk-Based Capital, Required $ 809,763 $ 847,424

Federal Home Loan Bank, Risk-Based Capital, Actual $ 4,280,552 $ 3,879,108

Regulatory Capital Ratio, Required 4.00% 4.00%

Federal Home Loan Bank, Regulatory Capital Ratio, Actual 4.60% 4.50%

Federal Home Loan Bank, Regulatory Capital, Required $ 3,761,578 $ 3,427,083

Federal Home Loan Bank, Regulatory Capital, Actual $ 4,280,552 $ 3,879,108

Leverage ratio - Required 5.00% 5.00%

Leverage ratio - Actual 6.80% 6.80%

Federal Home Loan Bank, Leverage Capital, Required $ 4,701,973 $ 4,283,854

Federal Home Loan Bank, Leverage Capital, Actual $ 6,420,828 $ 5,818,663

X

- Definition
An entity's leverage ratio as defined in the regulations.
+ References
No definition available.
+ Details

Name: fhlbpgh_LeverageRatioActual

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Leverage ratio requirement as defined in the regulations.
+ References
No definition available.
+ Details

Name: fhlbpgh_LeverageRatioRequired

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Number of Finance Agency Regualtory Capital Requirements
+ References
No definition available.
+ Details

Name: fhlbpgh_NumberofFinanceAgencyRegualtoryCapitalRequirements

Namespace Prefix: fhlbpgh_

Data Type: xbrli:integerItemType

Balance Type: na

Period Type: instant

X

- Definition
Regulatory capital ratio requirement as defined in the regulations.
+ References
No definition available.
+ Details

Name: fhlbpgh_RegulatoryCapitalRatioRequired

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_CapitalAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of leveraged capital of Federal Home Loan Bank (FHLBank), set by the Federal Housing Finance Agency (FHFA).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankLeverageCapitalActual

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Minimum amount of leverage capital required for Federal Home Loan Bank (FHLBank), set by the Federal Housing Finance Agency (FHFA).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankLeverageCapitalRequired

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of regulatory capital of Federal Home Loan Bank (FHLBank), set by the Federal Housing Finance Agency (FHFA).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankRegulatoryCapitalActual

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Regulatory capital ratio of Federal Home Loan Bank (FHLBank), calculated per regulations of the Federal Housing Finance Agency (FHFA).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankRegulatoryCapitalRatioActual

Namespace Prefix: us-gaap_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Minimum amount of regulatory capital required for Federal Home Loan Bank (FHLBank), set by the Federal Housing Finance Agency (FHFA).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankRegulatoryCapitalRequired

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of risk-based capital of Federal Home Loan Bank (FHLBank), set by the Federal Housing Finance Agency (FHFA).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankRiskBasedCapitalActual

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Minimum amount of risk-based capital required for Federal Home Loan Bank (FHLBank), set by the Federal Housing Finance Agency (FHFA).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankRiskBasedCapitalRequired

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

XML 29 R86.htm IDEA: XBRL DOCUMENT v3.2.0.727

Estimated Fair Values (Valuation Techniques) (Details)

Jun. 30, 2015

vendor

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis, Valuation Techniques [Line Items]

Fair Value Measurements, Valuation Techniques, Number of Third Party Vendor Prices Received 4

X

- Definition
Maximum amount of third-party vendors used to obtain investment security fair values
+ References
No definition available.
+ Details

Name: fhlbpgh_FairValueMeasurementsValuationTechniquesNumberOfDesignatedThirdPartyPricingVendors

Namespace Prefix: fhlbpgh_

Data Type: xbrli:integerItemType

Balance Type: na

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

XML 30 R81.htm IDEA: XBRL DOCUMENT v3.2.0.727

Capital (Accumulated Other Comprehensive Income (Loss)) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Mar. 31, 2014

Jun. 30, 2015

Jun. 30, 2014

Accumulated Other Comprehensive Income (Loss) [Line Items]

Unrealized gains (losses) $ (24,755) $ 30,696 $ (2,267) $ 55,224

Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Portion Attributable to Parent 1,026 0 1,026 0

Net change in fair value of OTTI securities (11,236) 17,550 (9,175) 18,993

Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Portion Attributable to Parent, Held-to-maturity Securities 1,026 0 1,026 0

Reclassification of net losses (gains) included in net income relating to hedging activities (4) (1) (12) (1)

Pension and post-retirement 82 40 164 79

Net Unrealized Gains(Losses) | Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member]

Accumulated Other Comprehensive Income (Loss) [Line Items]

Total AOCI income (loss), Beginning of period 264 287 $ 287 272 287

Reclassification of net losses (gains) included in net income relating to hedging activities (4) (1) (12) (1)

Total AOCI income (loss), End of period 260 286 287 260 286

Pension and Post Retirement Plans

Accumulated Other Comprehensive Income (Loss) [Line Items]

Total AOCI income (loss), Beginning of period (2,668) (1,069) (1,108) (2,750) (1,108)

Pension and post-retirement 82 40 164 79

Total AOCI income (loss), End of period (2,586) (1,029) (1,069) (2,586) (1,029)

AOCI Attributable to Parent [Member]

Accumulated Other Comprehensive Income (Loss) [Line Items]

Total AOCI income (loss), Beginning of period 149,056 70,350 44,340 124,433 44,340

Unrealized gains (losses) (34,127) 47,292 (10,284) 71,245

Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Portion Attributable to Parent 0 0

Net change in fair value of OTTI securities (1,864) 954 (1,158) 2,972

Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Portion Attributable to Parent, Held-to-maturity Securities (1,026) (1,026)

Reclassification of net losses (gains) included in net income relating to hedging activities (4) (1) (12) (1)

Pension and post-retirement 82 40 164 79

Total AOCI income (loss), End of period 112,117 118,635 70,350 112,117 118,635

Held-to-maturity Securities | Noncredit OTTI Gains(Losses)

Accumulated Other Comprehensive Income (Loss) [Line Items]

Total AOCI income (loss), Beginning of period 0 0 0 0 0

Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, Net of Tax, Portion Attributable to Parent, Held-to-maturity Securities 1,026 1,026

Total AOCI income (loss), End of period 0 0 0 0 0

Available-for-sale Securities | Net Unrealized Gains(Losses)

Accumulated Other Comprehensive Income (Loss) [Line Items]

Total AOCI income (loss), Beginning of period 54,948 (7,953) (32,481) 32,460 (32,481)

Unrealized gains (losses) (24,755) 30,696 (2,267) 55,224

Total AOCI income (loss), End of period 30,193 22,743 (7,953) 30,193 22,743

Available-for-sale Securities | Noncredit OTTI Gains(Losses)

Accumulated Other Comprehensive Income (Loss) [Line Items]

Total AOCI income (loss), Beginning of period 96,512 79,085 77,642 94,451 77,642

Net unrealized gains (losses) (9,372) 16,596 (8,017) 16,021

Other Comprehensive Income (Loss), Transfers from Held-to-maturity to Available-for-Sale Securities, Net of Tax (1,026) (1,026)

Net change in fair value of OTTI securities (1,864) 954 (1,158) 2,972

Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Portion Attributable to Parent, Held-to-maturity Securities (1,026) (1,026)

Total AOCI income (loss), End of period $ 84,250 $ 96,635 $ 79,085 $ 84,250 $ 96,635

X

- Definition
Subsequent increases or decreases in fair value of OTTI Securities classified as AFS to the extent it does not exceed previously recorded non-credit OTTI.
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherComprehensiveIncomeNetChangeinFairValueOfOtherThanTemporaryImpairmentSecurities

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_AccumulatedOtherComprehensiveIncomeLossLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 14

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e681-108580

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 14A

-URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669686-108580

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 31

-Article 5

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Article 3

+ Details

Name: us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount before tax, after reclassification adjustments, of (increase) decrease in accumulated other comprehensive (income) loss related to pension and other postretirement defined benefit plans, attributable to parent entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 45

-Paragraph 20

-URI http://asc.fasb.org/extlink&oid=51664549&loc=SL4569643-111683

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 45

-Paragraph 19

-URI http://asc.fasb.org/extlink&oid=51664549&loc=SL4569616-111683

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 50

-Paragraph 1A

-Subparagraph (c)(3)

-URI http://asc.fasb.org/extlink&oid=18733093&loc=SL4573702-111684

+ Details

Name: us-gaap_OtherComprehensiveIncomeDefinedBenefitPlansAdjustmentBeforeTaxPortionAttributableToParent

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount before tax of reclassification adjustment from accumulated other comprehensive income of accumulated gain (loss) realized from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's deferred hedging gain (loss).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4

-Subparagraph c

-URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41638-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e689-108580

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580

+ Details

Name: us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesBeforeTax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount after tax, before reclassification adjustments, of unrealized holding gain (loss) related to transfers of securities into the available-for-sale classification and out of the held-to-maturity classification.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 10

-Subparagraph (c),(d)

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e24820-111560

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e689-108580

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580

+ Details

Name: us-gaap_OtherComprehensiveIncomeLossTransfersFromHeldToMaturityToAvailableForSaleSecuritiesNetOfTax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount before tax and reclassification adjustments of unrealized holding gain (loss) on available-for-sale securities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 10A

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669646-108580

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580

+ Details

Name: us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodBeforeTax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount before tax of other than temporary impairment loss (OTTI) on investments in available-for-sale and held-to-maturity debt securities, recognized in other comprehensive loss and attributable to parent entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 35

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e25362-111560

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 34D

-URI http://asc.fasb.org/extlink&oid=27723805&loc=SL6284304-111560

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 10A

-Subparagraph (g)

-URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669646-108580

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount before tax of other than temporary impairment (OTTI) on investment in held-to-maturity debt security, recognized in other comprehensive loss, attributable to parent entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 35

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e25362-111560

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 10A

-Subparagraph (g)

-URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669646-108580

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParentHeldtomaturitySecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount after tax of other than temporary impairment loss (OTTI) on investments in available-for-sale and held-to-maturity debt securities, recognized in other comprehensive loss and attributable to parent entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 34D

-URI http://asc.fasb.org/extlink&oid=27723805&loc=SL6284304-111560

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount after tax of amount of other than temporary impairment (OTTI) on investment in held-to-maturity debt security, recognized in other comprehensive loss, attributable to parent entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParentHeldtomaturitySecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Details

Name: us-gaap_StatementEquityComponentsAxis=us-gaap_AccumulatedNetUnrealizedInvestmentGainLossMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_InformationByCategoryOfDebtAndEquitySecuritiesAxis=us-gaap_AccumulatedNetGainLossFromDesignatedOrQualifyingCashFlowHedgesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_StatementEquityComponentsAxis=us-gaap_AccumulatedDefinedBenefitPlansAdjustmentMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_StatementEquityComponentsAxis=us-gaap_AccumulatedOtherComprehensiveIncomeMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_InformationByCategoryOfDebtSecurityAxis=us-gaap_HeldtomaturitySecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_StatementEquityComponentsAxis=us-gaap_AccumulatedOtherThanTemporaryImpairmentMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_InformationByCategoryOfDebtSecurityAxis=us-gaap_AvailableforsaleSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 31 R87.htm IDEA: XBRL DOCUMENT v3.2.0.727

Estimated Fair Values (Fair Value Measured on Recurring and Nonrecurring Basis) (Details) - USD ($)

Jun. 30, 2015

Dec. 31, 2014

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities $ 369,976,000 $ 281,016,000

AFS securities 7,858,609,000 8,408,835,000

Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset ^[1],[2] (321,149,000) (408,721,000)

Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset ^[1],[2] (58,133,000) (75,555,000)

Derivative assets 64,152,000 36,217,000

Total Derivative liabilities 63,375,000 58,964,000

Fair Value, Inputs, Level 1

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 5,239,000 4,721,000

AFS securities 1,998,000 1,998,000

Derivative assets 0 0

Total Derivative liabilities 0 0

Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 364,737,000 276,295,000

AFS securities 6,938,215,000 7,424,055,000

Derivative assets 122,285,000 111,772,000

Total Derivative liabilities 384,524,000 467,685,000

Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 0 0

AFS securities 918,396,000 982,782,000

Derivative assets 0 0

Total Derivative liabilities 0 0

Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset ^[2],[3] (321,149,000) (408,721,000)

Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset ^[2] (58,133,000) (75,555,000)

Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 5,239,000 4,721,000

AFS securities 1,998,000 1,998,000

Derivative assets 0 0

Total assets at fair value 7,237,000 6,719,000

Total Derivative liabilities 0 0

Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 364,737,000 276,295,000

AFS securities 6,938,215,000 7,424,055,000

Derivative assets 122,285,000 111,772,000

Total assets at fair value 7,425,237,000 7,812,122,000

Total Derivative liabilities ^[3] 384,524,000 467,685,000

Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 0 0

AFS securities 918,396,000 982,782,000

Derivative assets 0 0

Total assets at fair value 918,396,000 982,782,000

Total Derivative liabilities 0 ^[3] 0

Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Total assets at fair value 32,665,000

Mortgage loans held for portfolio ^[4] 27,970,000

Real estate owned fair value disclosure ^[4] 4,695,000

Interest Rate Swap [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset ^[2] (321,149,000) (408,721,000)

Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset ^[2] (58,133,000) (75,555,000)

Interest Rate Swap [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Derivative assets 0

Interest Rate Swap [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Derivative assets 121,808,000 111,338,000

Total Derivative liabilities 384,524,000 467,685,000

Interest Rate Swap [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Derivative assets 0

GSE and TVA obligations [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 364,737,000 276,295,000

AFS securities 3,027,847,000 3,233,703,000

GSE and TVA obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 0.000000

AFS securities 0 0

GSE and TVA obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 364,737,000 276,295,000

AFS securities 3,027,847,000 3,233,703,000

GSE and TVA obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 0 0

AFS securities 0 0

Mutual Funds [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 5,239,000 4,721,000

AFS securities 1,998,000 1,998,000

Mutual Funds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 5,239,000 4,721,000

AFS securities 1,998,000 1,998,000

Mutual Funds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 0 0

AFS securities 0 0

Mutual Funds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 0 0

AFS securities 0 0

State or local agency obligations [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 90,085,000 98,984,000

State or local agency obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 0 0

State or local agency obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 90,085,000 98,984,000

State or local agency obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 0 0

Other U.S. obligations single-family MBS

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 298,725,000 329,379,000

Other U.S. obligations single-family MBS | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 0 0

Other U.S. obligations single-family MBS | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 298,725,000 329,379,000

Other U.S. obligations single-family MBS | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 0 0

Private label MBS [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 918,396,000 982,782,000

HELOCs [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 0 0

HELOCs [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 0 0

HELOCs [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 10,471,000 11,699,000

Mortgages [Member] | Forward Contracts [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset ^[2] 0 0

Mortgages [Member] | Forward Contracts [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Derivative assets 0

Mortgages [Member] | Forward Contracts [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Derivative assets 477,000 434,000

Mortgages [Member] | Forward Contracts [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Derivative assets 0

Residential Mortgage Backed Securities [Member] | Private label MBS [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 907,925,000 971,083,000

Residential Mortgage Backed Securities [Member] | Private label MBS [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 0 0

Residential Mortgage Backed Securities [Member] | Private label MBS [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 0 0

Residential Mortgage Backed Securities [Member] | Private label MBS [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 907,925,000 971,083,000

Estimate of Fair Value Measurement [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 369,976,000 281,016,000

AFS securities 7,858,609,000 8,408,835,000

Derivative assets 64,152,000 36,217,000

Total Derivative liabilities 63,375,000 58,964,000

Estimate of Fair Value Measurement [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 369,976,000 281,016,000

AFS securities 7,858,609,000 8,408,835,000

Derivative assets 64,152,000 36,217,000

Total assets at fair value 8,292,737,000 8,726,068,000

Total Derivative liabilities ^[3] 63,375,000 58,964,000

Estimate of Fair Value Measurement [Member] | Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Total assets at fair value 32,665,000

Mortgage loans held for portfolio ^[4] 27,970,000

Real estate owned fair value disclosure ^[4] 4,695,000

Estimate of Fair Value Measurement [Member] | Interest Rate Swap [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Derivative assets 63,675,000 35,783,000

Total Derivative liabilities 63,375,000 58,964,000

Estimate of Fair Value Measurement [Member] | GSE and TVA obligations [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 364,737,000 276,295,000

AFS securities 3,027,847,000 3,233,703,000

Estimate of Fair Value Measurement [Member] | Mutual Funds [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Trading securities 5,239,000 4,721,000

AFS securities 1,998,000 1,998,000

Estimate of Fair Value Measurement [Member] | State or local agency obligations [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 90,085,000 98,984,000

Estimate of Fair Value Measurement [Member] | Other U.S. obligations single-family MBS | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 298,725,000 329,379,000

Estimate of Fair Value Measurement [Member] | HELOCs [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 10,471,000 11,699,000

Estimate of Fair Value Measurement [Member] | Mortgages [Member] | Forward Contracts [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

Derivative assets 477,000 434,000

Estimate of Fair Value Measurement [Member] | Residential Mortgage Backed Securities [Member] | Private label MBS [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 907,925,000 971,083,000

Multifamily [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 854,224,000 879,827,000

Multifamily [Member] | Estimate of Fair Value Measurement [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 854,224,000 879,827,000

Single Family [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 0

Single Family [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 2,667,334,000 2,882,162,000

Single Family [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities 0 0

Single Family [Member] | Estimate of Fair Value Measurement [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member] | Fair Value, Measurements, Recurring [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

AFS securities $ 2,667,334,000 $ 2,882,162,000

[1] Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral and related accrued interest held or placed with the same clearing agent and/or counterparties. Cash collateral posted was $265.6 million and $345.0 million at June 30, 2015 and December 31, 2014. Cash collateral received was $2.6 million and $11.8 million at June 30, 2015 and December 31, 2014.

[2] Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.

[3] Derivative liabilities represent the total liabilities at fair value.

[4] These amounts were immaterial for the year ended December 31, 2014. The estimated fair values of impaired mortgage loans held for portfolio and real estate owned are determined based on values provided by a third party's retail-based AVM. The Bank adjusts the AVM value downward based on the amount it has historically received on liquidation.

X

- Definition
Fair value as of the balance sheet date of real estate owned (real estate assets taken in settlement of troubled loans through surrender or foreclosure).
+ References
No definition available.
+ Details

Name: fhlbpgh_Realestateownedfairvaluedisclosure

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value portion of probable future economic benefits obtained or controlled by an entity as a result of past transactions or events.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

+ Details

Name: us-gaap_AssetsFairValueDisclosure

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of investment in debt and equity securities categorized neither as held-to-maturity nor trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 25

-Paragraph 1

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (aa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26610-111562

+ Details

Name: us-gaap_AvailableForSaleSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of liability associated with financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, and obligation to return cash collateral under master netting arrangements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226003-175313

+ Details

Name: us-gaap_DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13495-108611

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313

+ Details

Name: us-gaap_DerivativeAssets

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13495-108611

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

+ Details

Name: us-gaap_DerivativeLiabilities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value of asset associated with financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, and right to receive cash collateral under master netting arrangements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226003-175313

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

+ Details

Name: us-gaap_DerivativeLiabilityFairValueGrossAssetAndRightToReclaimCashOffset

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Fair value portion of loan receivable, including, but not limited to, mortgage loans held for investment, finance receivables held for investment, policy loans on insurance contracts.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Glossary Loan

-URI http://asc.fasb.org/extlink&oid=6517073

+ Details

Name: us-gaap_LoansReceivableFairValueDisclosure

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of investments in debt and equity securities and other forms of securities that provide ownership interests classified as trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26626-111562

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.4)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26610-111562

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Trading Securities

-URI http://asc.fasb.org/extlink&oid=6526789

+ Details

Name: us-gaap_TradingSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Details

Name: us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel1Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel2Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsNonrecurringMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_USGovernmentSponsoredEnterprisesDebtSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_MutualFundsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_USStatesAndPoliticalSubdivisionsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_AssetBackedSecuritiesBackedByHomeEquityLoansMemberMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_LongtermDebtTypeAxis=us-gaap_MortgagesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=us-gaap_ForwardContractsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByMeasurementBasisAxis=us-gaap_EstimateOfFairValueFairValueDisclosureMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis=us-gaap_MultifamilyMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis=us-gaap_SingleFamilyMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 32 R77.htm IDEA: XBRL DOCUMENT v3.2.0.727

Capital (Capital Concentrations) (Details) - USD ($)
$ in Thousands
6 Months Ended

Jul. 31, 2015

Apr. 30, 2015

Jun. 30, 2015

Dec. 31, 2014

Capital [Line Items]

NumberOfSubclassesOfCapitalStock 2

Capital stock $ 3,425,159 $ 3,040,976

Redemption Period 5 years

Capital Stock Ownership By Third Party

Capital [Line Items]

Concentration Risk Benchmark, Percent 10.00%

Capital Stock Ownership By Third Party | PNC Bank N.A.

Capital [Line Items]

Capital Stock Members ^[1] $ 964,805 $ 876,305

Concentration Risk Benchmark, Percent ^[1] 28.20% 28.80%

Capital Stock Ownership By Third Party | Santander Bank N.A.

Capital [Line Items]

Capital Stock Members $ 425,977 $ 424,955

Concentration Risk Benchmark, Percent 12.40% 14.00%

Capital Stock Ownership By Third Party | Chase Bank USA, N.A.

Capital [Line Items]

Capital Stock Members $ 424,722 $ 362,050

Concentration Risk Benchmark, Percent 12.40% 11.90%

Subclass B1 [Member]

Capital [Line Items]

Dividends Per Share, Cash, Annualized Rate 3.00%

Capital stock $ 329,600 $ 290,400

Subclass B2 [Member]

Capital [Line Items]

Dividends Per Share, Cash, Annualized Rate 5.00%

Capital stock $ 3,096,000 $ 2,751,000

Dividend Paid [Member] | Subclass B1 [Member]

Capital [Line Items]

Dividends Per Share, Cash, Annualized Rate 3.00%

Dividend Paid [Member] | Subclass B2 [Member]

Capital [Line Items]

Dividends Per Share, Cash, Annualized Rate 5.00%

[1] For Bank membership purposes, the principal place of business for PNC Bank, N.A. is Pittsburgh, PA.

X

- Definition
Capital [Line Items]
+ References
No definition available.
+ Details

Name: fhlbpgh_CapitalLineItems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Capital Stock Value, Including Mandatorily Redeemable Stock
+ References
No definition available.
+ Details

Name: fhlbpgh_CapitalStockValueIncludingMandatorilyRedeemableStock

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Concentration Risk Benchmark, Percent
+ References
No definition available.
+ Details

Name: fhlbpgh_ConcentrationRiskBenchmarkPercent

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Dividends Per Share,Cash, Annualized Rate
+ References
No definition available.
+ Details

Name: fhlbpgh_DividendsPerShareCashAnnualizedRate

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: duration

X

- Definition
NumberOfSubclassesOfCapitalStock
+ References
No definition available.
+ Details

Name: fhlbpgh_NumberOfSubclassesOfCapitalStock

Namespace Prefix: fhlbpgh_

Data Type: xbrli:integerItemType

Balance Type: na

Period Type: instant

X

- Definition
The five year period after the Bank receives notification that a member would like to redeem capital stock or withdrawal capital stock.
+ References
No definition available.
+ Details

Name: fhlbpgh_RedemptionPeriod

Namespace Prefix: fhlbpgh_

Data Type: xbrli:durationItemType

Balance Type: na

Period Type: duration

X

- Definition
Value of shares of other common stock instruments held by shareholders, such as exchangeable shares. May be all or portion of the number of common shares authorized.
+ References
No definition available.
+ Details

Name: us-gaap_CommonStockOtherValueOutstanding

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Details

Name: us-gaap_ConcentrationRiskByBenchmarkAxis=fhlbpgh_CapitalStockOwnershipByThirdPartyMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_CounterpartyNameAxis=fhlbpgh_PncBankNAMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_CounterpartyNameAxis=fhlbpgh_SantanderBankN.A.Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_CounterpartyNameAxis=fhlbpgh_ChaseBankUsaNAMemberDomain

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_StatementClassOfStockAxis=fhlbpgh_SubclassB1Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_StatementClassOfStockAxis=fhlbpgh_SubclassB2Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_SubsequentEventTypeAxis=us-gaap_DividendPaidMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 33 R71.htm IDEA: XBRL DOCUMENT v3.2.0.727

Consolidated Obligations (Interest Rate Payment Terms) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Schedule of Short-term and Long-term Debt [Line Items]

Federal Home Loan Bank, Consolidated Obligations, Bonds $ 47,552,947 $ 43,714,510

Consolidated Obligation Bonds

Schedule of Short-term and Long-term Debt [Line Items]

Par value of consolidated bonds 47,447,066 43,602,100

Bond premiums 131,412 147,824

Bond discounts (9,707) (12,111)

Hedging adjustments (15,824) (23,303)

Federal Home Loan Bank, Consolidated Obligations, Bonds 47,552,947 43,714,510

Consolidated Obligation Bonds | Fixed Interest Rate [Member]

Schedule of Short-term and Long-term Debt [Line Items]

Par value of consolidated bonds 37,472,066 36,296,100

Consolidated Obligation Bonds | Step Up [Member]

Schedule of Short-term and Long-term Debt [Line Items]

Par value of consolidated bonds 3,040,000 3,116,000

Consolidated Obligation Bonds | Floating Interest Rate [Member]

Schedule of Short-term and Long-term Debt [Line Items]

Par value of consolidated bonds 6,925,000 4,190,000

Consolidated Obligation Bonds | Fixed Rate that converts to variable [Member]

Schedule of Short-term and Long-term Debt [Line Items]

Par value of consolidated bonds 10,000 0

FHLBanks [Member]

Schedule of Short-term and Long-term Debt [Line Items]

Par value of consolidated bonds $ 852,800,000 $ 847,200,000

X

- Definition
Including current and noncurrent portions, aggregate carrying principal amount of borrowings as of the balance sheet date before deducting unamortized discount or premiums (if any).
+ References
No definition available.
+ Details

Name: fhlbpgh_DebtGross

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Debt Valuation Adjustment for Hedging Activities
+ References
No definition available.
+ Details

Name: fhlbpgh_DebtValuationAdjustmentForHedgingActivities

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Schedule of Short-term and Long-term Debt [Line Items]
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfShortTermAndLongTermDebtLineItems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The amount of debt discount that was originally recognized at the issuance of the instrument that has yet to be amortized.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 835

-SubTopic 30

-Section 45

-Paragraph 1A

-URI http://asc.fasb.org/extlink&oid=6451184&loc=d3e28541-108399

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 835

-SubTopic 30

-Section 55

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=34725769&loc=d3e28878-108400

+ Details

Name: us-gaap_DebtInstrumentUnamortizedDiscount

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
The amount of debt premium that was originally recognized at the issuance of the instrument that has yet to be amortized.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 835

-SubTopic 30

-Section 45

-Paragraph 1A

-URI http://asc.fasb.org/extlink&oid=6451184&loc=d3e28541-108399

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 835

-SubTopic 30

-Section 55

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=34725769&loc=d3e28878-108400

+ Details

Name: us-gaap_DebtInstrumentUnamortizedPremium

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of joint and several obligations consisting of bonds issued by Federal Home Loan Banks (FHLBanks).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankConsolidatedObligationsBonds

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Details

Name: us-gaap_LongtermDebtTypeAxis=us-gaap_UnsecuredDebtMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_InterestRatePaymentTermByInterestRateTypeAxis=fhlbpgh_FixedInterestRateMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_InterestRatePaymentTermByInterestRateTypeAxis=fhlbpgh_StepUpMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_InterestRatePaymentTermByInterestRateTypeAxis=fhlbpgh_AdjustableInterestRateMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_InterestRatePaymentTermByInterestRateTypeAxis=fhlbpgh_FixedRatethatconvertstovariableMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: dei_LegalEntityAxis=fhlbpgh_FhlbanksMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 34 R25.htm IDEA: XBRL DOCUMENT v3.2.0.727

Trading Securities (Tables)
6 Months Ended

Jun. 30, 2015

Schedule of Trading Securities and Other Trading Assets [Line Items]

Schedule of Trading Securities
The following table presents trading securities as of June 30, 2015 and December 31, 2014.
(in thousands)
June 30, 2015
December 31, 2014
Non-MBS:

Mutual funds
$
5,239

$
4,721

GSE and Tennessee Valley Authority (TVA) obligations
364,737

276,295

Total
$
369,976

$
281,016

Categories of Investments, Marketable Securities, Trading Securities [Member]

Schedule of Trading Securities and Other Trading Assets [Line Items]

Net Gains (Losses) on Trading Securities
The following table presents net gains (losses) on trading securities for the second quarter and the first six months of 2015 and 2014.

Three months ended June 30,

Six months ended June 30,
(in thousands)
2015
2014

2015
2014
Net unrealized gains (losses) on trading securities held at period-end
$
(10,133
)
$
6,789

$
(3,356
)
$
16,495

Net realized gains on securities sold/matured during the period
—

—

—

86

Net gains (losses) on trading securities
$
(10,133
)
$
6,789

$
(3,356
)
$
16,581

X

- Definition
Tabular disclosure of the realized and unrealized gains and losses reported in the statement of income which have resulted from the sale and holding of marketable securities, respectively, as well as the sale or disposal of cost method investments. Such amounts would include realized gains and losses on the sale or disposal of trading, available-for-sale, and held-to-maturity securities, unrealized gains and losses on trading securities, unrealized gains and losses on available-for-sale and held-to-maturity securities transferred to the trading securities category, realized gains and losses on the sale or disposal of cost method investments, and losses recognized for other than temporary impairments (OTTI) of such investments.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 9

-Subparagraph (c)-(e)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27357-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 25

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SAB TOPIC 5.M)

-URI http://asc.fasb.org/extlink&oid=27011274&loc=d3e87990-122713

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27405-111563

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Staff Accounting Bulletin (SAB)

-Number Topic 5

-Section M

+ Details

Name: us-gaap_GainLossOnInvestmentsTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_ScheduleOfTradingSecuritiesAndOtherTradingAssetsLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of investments in trading securities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26610-111562

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 9

-Subparagraph (c),(e)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27357-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Trading Securities

-URI http://asc.fasb.org/extlink&oid=6526789

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26626-111562

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 860

-SubTopic 30

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6467456&loc=d3e113888-111728

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.2)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_GainLossOnInvestmentsByCategoryAxis=us-gaap_TradingAccountAssetsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 35 R50.htm IDEA: XBRL DOCUMENT v3.2.0.727

Held-to-Maturity (HTM) Securities (Interest Rate Payment Terms) (Details)
$ in Thousands
3 Months Ended

Jun. 30, 2015

USD ($)

loan

Dec. 31, 2014

USD ($)

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost $ 2,869,192 $ 3,246,788

Total non-MBS

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 187,178 197,453

MBS [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 2,682,014 3,049,335

Fixed Interest Rate [Member] | Total non-MBS

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 41,838 44,453

Fixed Interest Rate [Member] | MBS [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 979,411 1,114,059

Variable interest rate [Domain] | Total non-MBS

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 145,340 153,000

Variable interest rate [Domain] | MBS [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost $ 1,702,603 $ 1,935,276

Private label MBS [Member] | Residential Mortgage Backed Securities [Member]

Schedule of Held-to-maturity Securities [Line Items]

Number of Available-for-sale Securities Transferred from Held-to-maturity Securities | loan 1

X

- Definition
Number of Available-for-sale Securities Transferred from Held-to-maturity Securities
+ References
No definition available.
+ Details

Name: fhlbpgh_NumberOfAvailableForSaleSecuritiesTransferredFromHeldToMaturitySecurities

Namespace Prefix: fhlbpgh_

Data Type: xbrli:integerItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount before other than temporary impairment (OTTI) accretion, of investments in debt securities classified as held-to-maturity.
+ References
No definition available.
+ Details

Name: us-gaap_HeldToMaturitySecuritiesAmortizedCostBeforeOtherThanTemporaryImpairment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_ScheduleOfHeldToMaturitySecuritiesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_DebtSecurityAxis=fhlbpgh_OtherThanMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_MortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_InterestRatePaymentTermByInterestRateTypeAxis=fhlbpgh_FixedInterestRateMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_InterestRatePaymentTermByInterestRateTypeAxis=fhlbpgh_VariableinterestrateDomain

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 36 R42.htm IDEA: XBRL DOCUMENT v3.2.0.727

Available-for-Sale (AFS) Securities (Reconciliation of Available-for-Sale Securities OTTI Loss) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Reconciliation Table of AFS AOCI [Line Items]

Non-credit portion of OTTI losses $ (3,048) $ (863)

Net unrealized gains on OTTI securities since their last OTTI credit charge 87,298 95,314

Net noncredit portion of OTTI gains on AFS securities in AOCI ^[1] 3,048 863

Accumulated Other-than-Temporary Impairment [Member]

Reconciliation Table of AFS AOCI [Line Items]

Net noncredit portion of OTTI gains on AFS securities in AOCI $ 84,250 $ 94,451

[1] Represents the non-credit portion of an OTTI recognized during the life of the security.

X

- Definition
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss Before Adjustment, Net of Tax, Available-for-sale, Debt Securities
+ References
No definition available.
+ Details

Name: fhlbpgh_AccumulatedOtherComprehensiveIncomeLossOtherThanTemporaryImpairmentNotCreditLossBeforeAdjustmentNetOfTaxAvailableForSaleDebtSecurities

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
[Line Items] for Reconciliation Table of AFS AOCI [Table]
+ References
No definition available.
+ Details

Name: fhlbpgh_ReconciliationTableofAFSAOCILineItems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The amount of OTTI securities in a unrealized gain or loss position (i.e. the aggregate amount by which cost differs from fair value.)
+ References
No definition available.
+ Details

Name: fhlbpgh_UnrealizedGainsLossesOnPreviouslyOtherThanTemporaryImpairedAvailableForSaleSecurities

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Accumulated other comprehensive loss related to portion of other than temporary impairment (OTTI) due to factors other than credit losses on debt securities categorized as available-for-sale that an entity does not intend to sell and which it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis of the debt security. The amount represented by this item is net of tax, as applicable.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (aaa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27161-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 14A

-URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669686-108580

+ Details

Name: us-gaap_AccumulatedOtherComprehensiveIncomeLossOtherThanTemporaryImpairmentNotCreditLossNetOfTaxAvailableforsaleDebtSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Details

Name: us-gaap_StatementEquityComponentsAxis=us-gaap_AccumulatedOtherThanTemporaryImpairmentMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 37 R75.htm IDEA: XBRL DOCUMENT v3.2.0.727

Consolidated Obligations (Consolidated Obligation Discount Notes) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Short-term Debt [Line Items]

Consolidated Obligations, Discount Notes $ 41,061,124 $ 37,058,118

Discount Notes

Short-term Debt [Line Items]

Par value $ 41,069,968 $ 37,065,745

Weighted average interest rate ^[1] 0.11% 0.10%

[1] Represents an implied rate.

X

- Definition
Face (par) amount of debt instrument at time of issuance.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 835

-SubTopic 30

-Section 55

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=34725769&loc=d3e28878-108400

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 835

-SubTopic 30

-Section 45

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6451184&loc=d3e28551-108399

+ Details

Name: us-gaap_DebtInstrumentFaceAmount

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of joint and several obligations consisting of discount notes issued by Federal Home Loan Banks (FHLBanks).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankConsolidatedObligationsDiscountNotes

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_ShortTermDebtLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Weighted average interest rate of short-term debt outstanding.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.19(b))

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_ShortTermDebtWeightedAverageInterestRate

Namespace Prefix: us-gaap_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Details

Name: us-gaap_ShortTermDebtTypeAxis=fhlbpgh_DiscountNotesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 38 R37.htm IDEA: XBRL DOCUMENT v3.2.0.727

Commitments and Contingencies (Tables)
6 Months Ended

Jun. 30, 2015

Commitments and Contingencies Disclosure [Abstract]

Off-Balance Sheet Commitments
The following table presents the Bank's various off-balance sheet commitments which are described in detail below.
(in thousands)
June 30, 2015

December 31, 2014

Notional amount
Expiration Date Within One Year
Expiration Date After One Year
Total

Total
Standby letters of credit outstanding ^{(1) (2)}
$
20,487,833

$
—

$
20,487,833

$
19,942,125

Commitments to fund additional advances and BOB loans
123,621

75,000

198,621

21,124

Commitments to fund or purchase mortgage loans
23,337

—

23,337

18,308

Unsettled consolidated obligation bonds, at par ⁽³⁾
535,450

—

535,450

95,530

Unsettled consolidated obligation discount notes, at par
320,000

—

320,000

500,000

Notes:
⁽¹⁾ Excludes approved requests to issue future standby letters of credit of $204.0 million and $146.8 million at June 30, 2015 and December 31, 2014, respectively.
⁽²⁾$5.8 billion of these letters of credit have annual renewal language that, as long as both parties agree, permit the letter of credit to be renewed for an additional year with a maximum renewal period of 5 years.
⁽³⁾ Includes $487.0 million and $83.1 million of consolidated obligation bonds which were hedged with associated interest rate swaps at June 30, 2015 and December 31, 2014, respectively.

X

- Definition
Tabular disclosure of short-term or long-term contractual arrangements and obligations that, in accordance with GAAP, are not recognized on the balance sheet or may be recorded on the balance sheet in amounts that are different from the full contract or notional amount of the transactions.[Table Text Block]
+ References
No definition available.
+ Details

Name: fhlbpgh_OffBalanceSheetCommitmentsTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_CommitmentsAndContingenciesDisclosureAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

XML 39 R52.htm IDEA: XBRL DOCUMENT v3.2.0.727

Other-Than-Temporary Impairment (Rollforward) (Details) - Other than Temporary Impairment, Credit Losses Recognized in Earnings, Categories of Investments [Domain] - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]

Beginning balance $ 283,916 $ 308,200 $ 290,935 $ 314,224

Credit losses for which OTTI was not previously recognized 483 0 483 0

Securities sold and matured during the period ^[1] 0 112 0 36

Increases in cash flows expected to be collected, recognized over the remaining life of the securities(2) (7,148) (5,891) (14,167) (11,839)

Ending balance $ 277,251 $ 302,421 $ 277,251 $ 302,421

[1] Represents reductions related to securities sold or having reached final maturity during the period, and therefore are no longer held by the Bank at the end of the period.

X

- Definition
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Reductions, Securities Sold and Matured
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsReductionsSecuritiesSoldAndMatured

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
This item represents an increase to the cumulative amount of credit losses recognized in earnings for an other than temporary impairment (OTTI) of a debt security held for which no such other than temporary impairment (OTTI) was previously recognized.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 8

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27340-111563

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsAdditionsNoPreviousImpairment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The cumulative amount of credit losses recognized in earnings related to debt securities held for which a portion of an other than temporary impairment (OTTI) was recognized in other comprehensive income (a component of shareholders' equity).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27340-111563

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsCreditLossesOnDebtSecuritiesHeld

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
This item represents reductions in the cumulative amount of credit losses recognized in earnings for an other than temporary impairment (OTTI) of a debt security held due to increases in cash flows expected to be collected and recognized over the remaining life of the security.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 8

-Subparagraph (f)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27340-111563

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsReductionsCashFlows

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.
+ References
No definition available.
+ Details

Name: us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsRollForward

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

XML 40 R67.htm IDEA: XBRL DOCUMENT v3.2.0.727

Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Derivative Instruments, Gain (Loss) [Line Items]

Gains/(Losses) on Derivative $ 53,260 $ 67,548 $ 86,102 $ 152,217

Gains/(Losses) on Hedged Item (50,448) (66,133) (82,705) (150,290)

Gain (Loss) on Fair Value Hedge Ineffectiveness, Net 2,812 1,415 3,397 1,927

Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income ^[1] 9,525 (384) 20,714 (8,881)

amortization and accretion of hedged items 900 4,500 2,900 8,000

Advances [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Gains/(Losses) on Derivative 62,731 12,666 52,718 60,676

Gains/(Losses) on Hedged Item (62,164) (12,372) (51,989) (59,635)

Gain (Loss) on Fair Value Hedge Ineffectiveness, Net 567 294 729 1,041

Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income ^[1] (48,368) (56,605) (95,362) (116,995)

Federal Home Loan Bank, Consolidated Obligations, Bonds [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Gains/(Losses) on Derivative (38,730) 64,589 15,860 110,385

Gains/(Losses) on Hedged Item 38,775 (62,955) (15,120) (108,610)

Gain (Loss) on Fair Value Hedge Ineffectiveness, Net 45 1,634 740 1,775

Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income ^[1] 62,223 59,112 123,838 113,549

Available-for-sale Securities

Derivative Instruments, Gain (Loss) [Line Items]

Gains/(Losses) on Derivative 29,259 (9,707) 17,524 (18,844)

Gains/(Losses) on Hedged Item (27,059) 9,194 (15,596) 17,955

Gain (Loss) on Fair Value Hedge Ineffectiveness, Net 2,200 (513) 1,928 (889)

Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income ^[1] $ (4,330) $ (2,891) $ (7,762) $ (5,435)

[1] Represents the net interest settlements on derivatives in fair value hedge relationships presented in the interest income/expense line item of the respective hedged item. These amounts do not include $0.9 million and $4.5 million for the second quarter 2015 and 2014, respectively, and $2.9 million and $8.0 million for the six months ended June 30, 2015 and 2014, respectively, of amortization/accretion of the basis adjustment related to discontinued fair value hedging relationships.

X

- Definition
Net amortization and accretion related to fair value hedged FHLBank Advances, Mortgage loans, Investments and Consolidated Obligations
+ References
No definition available.
+ Details

Name: fhlbpgh_Amortizationandaccretionofhedgeditems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Total amount of gain (loss) derived from fair value hedges recognized in net interest income in the period.
+ References
No definition available.
+ Details

Name: fhlbpgh_GainLossonFairValueHedgesRecognizedinNetInterestIncome

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of gain (loss) from the increase (decrease) in fair value of derivative and nonderivative instruments designated as fair value hedging instruments recognized in the income statement.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 25

-Section 50

-Paragraph 1

-Subparagraph (a)(1)

-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

+ Details

Name: us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of the increase (decrease) in fair value of the hedged item in a fair value hedge recognized in the income statement.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 25

-Section 50

-Paragraph 1

-Subparagraph (a)(1)

-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

+ Details

Name: us-gaap_ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_DerivativeInstrumentsGainLossLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of gain (loss)recognized in the income statement from the hedging ineffectiveness of a fair value hedge.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 25

-Section 50

-Paragraph 1

-Subparagraph (a)(1)

-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

+ Details

Name: us-gaap_GainLossOnFairValueHedgeIneffectivenessNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Details

Name: us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=fhlbpgh_AdvancesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=fhlbpgh_FederalHomeLoanBankConsolidatedObligationsBondsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_AvailableforsaleSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

ZIP 41 0001330399-15-000011-xbrl.zip IDEA: XBRL DOCUMENT begin 644 0001330399-15-000011-xbrl.zip M4$L#!!0````(`"E6!D=:K\)QT10$`%/*7P`4`!P`9FAL8G!G:"TR,#$U,#8S M,"YX;6Q55`D``^USPU7M<\-5=7@+``$$)0X```0Y`0``['U9<]M(EO7S?!'S M'_SY>61C7QS=-8&URC&V)(OR]-1318I(26B#`!L`97-^_62"A`B2X"H`S`1N M/52IB#5OGGONFHF__>>O2?3N!:=9F,1_?R]^$-Z_P_$X"<+XZ>_OOX^NK)'S M^?/[__SMW__?W_[_U=7_V'=?WKG)>#;!$3<%\4$53>_R/7Y\> M1#Q^D`TUT!]%15'&1J"9NJ0&^$$5)%55%G?[]9!&X2?Z[W?DQ>/LTSB9Q7DZ M__O[YSR??OKXD1[ZD.'QAZ?DY>/RX$=)$.4K0;R2Q??E9;,T)>/<==WR*+U0 M6;\PP&']->1`S>GXU_BY_GQZA%Z@KE_P^!P]3)]6U_S\^?,#_>V*_/AAG$R* M2P1-%LH+PO@%9WG],Q;':H8?9HDBB?K:4XHKD_2)G"[('Y=GE!=$8?QCS]GT M\`/*<'EZC,)Q5O].Q2'Z2N+Z*\5)',\F]<\(\O1C/I_BC^2D*W(63L/QZW6' M+UJ_(,6/.T>B?21'RQ.S<%P_!'*@9@!9/DUWG$^.U%PPRZZ>$)J^7O.(LH?B M198':M!!CJ1)A+/::XHC]1=1.=1?5!RINRA/\=-..9D?R?'R5'H@V-"*5WDN M#JZ=FM>>JBY.S:NGAOL`&FOD/NU!=&?F#P>G;YV^J1 MY2]+"1V6V5]+[?KK=Q3&7Y(LNXD_%S1)35IFSQWRK*/*`TRZGX%6Z^(F^[.*WQ8\!>?BO:12.PWSQ7N^"D)RSL.K+ M47PZ8L3O?RM/WCWDOWVL?>+R%3]NO^.@H6.]H#!"#Q%^3-(,17B$B7<1YB'N M.X`.#1Q@=`J,_L#$-B83E%,9S@<#HOW#'A:$/A<(DD?/*,79S2RG'@>E:&:] M@(53E"_%H1/O\O6NRR-OUBCEF_2-%S^(A(;**1!2VF,A;F2FGBBSMIA;XSO_1X^],URPH_]W M.">!(0X\E,8DJ.$PL#T2!/4#Y9H)5AXRD/ZE29_14.!4,[&I)=9TFB;3-*3< MV5NH'![T``T#.`PL.0Q,F0^`QL6AT5-S\SU&0S0X=R_^`XSP4! MFKDXS?#BJ$!V8JBT$VB%)5IA-__=6Q!D'$JJNYAV*G_#: MK'\-XW`RF_`WP:]#64WFVEBX=@4WY^TK^F>2WM/=)F\>7?R06W&PP/5J4Z>U M6?T^^CUYP6E,!S[9G'N6]!XL!X^6HXOHX53V*':[ MM='X!PY69RS^WY[_06+JQ=5?$A0OQ>4F$^*$]Q)%)IN$+RG&%[?F#WJ9X MJ[F/(^6[%VZ7T()#\S,,_3@DG4.>RZ;R+&]7V*";^`ZCR,MH%LW%V3@-ISF9 M2SIY-X^W:4)&M?$VHS!^BK"/)F$T[Y.6-"/EQE3HK$E:C69[EGJE*Z='.T6> M."/GW281.3Y&T6CV$(0O(94[AW1_1GQSC`@&B9(RHBF*@_?/*!Z@0UH&,$?* M8)`X&9(["3YHCE]YWN< M3NQY]0"5W1K;^.$O'%3/.#,!VQMW_C=*0_I%RW!Y4DI=WJ+(.6!3_4;6W"U3YFHV/?(LV?`A0`D8@&+4$/79'^F(2A^4A,:0:8!_848B`6XNVQ`N19^NXLL6H;VJQQ,&,; M0"T8-A*@&1!1@Y%@T5]B9S_:S9TK*$W<8W)JBM+YY\D4A2F]!S^`?>/.'7O' MWPM_&O#!/S[:X(_EIE'?*IM&P8(:6%##53/FYE9:"@M;:56-LHL?Z28Q-H[) M'_EMA.+,#;-QE&2SE*X`WCJZOC)F-IU&!6FAR)M,HV2.\1W.P[3XC9Z_?@<> M5>(,^506I9PEH%Z9=4#8D!'616#Q.7Y,TDG1Y6G/'4*13TDZ7YB-6F?!>D%A M1%,BY+(,1;AU'X$_4!XITHI;>D"FS/D%/61:T`/0`];UH`M[`%$B1(E<18F, M-T/#MD<\;GO$$I*&1(_`28W:;+:6$<-6,#RL([[@5C`LLBYL!KF-&5CB4]B8H0\;,UR$>WO8EKJ;`UEM\^RFV@DSS][,7S3KW.<)9ZRZ MI MYNQ=U:=;(L9'$HEX[)/+`#!T3/13;K*AAJ(K;5*M&LMF<7Y=9+S:/1J![=" M1LWH!@:(QG9^W570.CO!?73?`4]X/#^W>%;!L,WL>S-](:P[D$?K1__J,;NQ MRECAY2+S/K2\\>Z\$!<)X@MS0[\_4KB/*0;X-<*CB@;`&USP!M-%??"YP>?N M:7+^*/T`GWN8S4[@3S'I3[&[3^6A'9=Z7/YC>VLEYHN2_.XY.82F%=[`/;16 MFDYVD02@,[!=)&#]`EX*`!T8G3M?'!@=&!VP#J$GDQ"'Z!,R*GUS41C#=+]B M38`UL'7[D:78)8#>8*SD=A2;B^$K+0V_6A&[0_'3^OJ3K^A7.)E-^*&9UU)V M.92*&E?'PKV/58T>ULMRRY4+:_-XFQ(1+7VHE17;N4_AH4:.HW>!A&WU6C6F M.R=^A?K*S+_54JY,^*G`Z7ZO2]APD'-.ZX*=@%+X5&[0J':\A-'L80J.0A^U M^@A'87WRP5<`7Z$'S/:Z'7&46\!J`V*UURV77R<>&`T8C1M&8RGZ.7]+=_X8 MA0?E[F#;^1YH5,U6))#>;FCJF-]FQ,(",``BZ#@$X^*W.232C.6FU+_(\P M?R[:_VD+=7;S6'94?TGB)]ICW5N`E+;B+'EPCY_S?ZV.NVV:^H\.\I-_SIE![&4LMT_#?X^LE0OWZBL%`D M4+Z)@+]AX*^#Q9G-FT1`$P]H:L<\*F`>!P2H-?.HG&@>E9;,HPR$-A3\50A- M[J)Q"]`T$#2UU6"LN0BQ@>FMK; M)VOENA?C^AQGLQ0'-^GO,Y221V"ZG&C5KF7-\N>D9GW:[FN_9[57\P>K,\2S MRLV?*1^NLQ.7RW7M>V1V6XSC%F6Y.UNO*-6=[?UKAJ+[Y/<4$U^@V,#8%%PT MSY;7\P=C5MCQ;:^\/8N5=O1SI['OVG8B]#7A/C',OH']5.3LD$+?L<(^,_<3 MG@/@XH%JU(GPEHF4U&TI@;?>&4YWS$!3F@3QQ,5U;`<3@8XQ;0M`QWC2L1TL M.C"H`5]J.(?L)S`%$$:%0S#?.0*V6Y01^RI*S[-T,`/>"H9TP-N5/N MN!FRIHVQ,>1W.+($D.T!*P:Q>U^L6%^C]N87+<`R=S:7N;>X4*'Y=7P`(H9` MQ.3:O>;;R0%S#&&N@Q;RYE=_`H+81%`;*SYK-EP'$/4.1,QM_=[:QD(`.X9A M=_'-A%I;D0RP8Q5V[*Q"!D>_QYCK9-\JR'$-!D&M;XK.9;<@U,TY[1:\=/6\ MB\\,0"\3FQ7L'N"(?68>`G0'P-.@;5QH&W1><*I?E^Z_X$>CH(N)I^@7M*AI M+8+>V.'VF@)+0WS1-\Z&R`)64["F<+":8F`6#O:`XDSC8`^HONL8[`%U:1V# M/:"XTS&6(S6HT7,7FT%U?KB)8LB]=NC5#`PK?>65ZII]E]S@!>7A"R9N2I[. MZ$O?A=F/-8B4'Q>GWQH?_413:@LV#.\?.'@BTG-Q%C[%B)ZP=H?K)`Z6AW#` M'YCV26F%H=UB:LI8UDMY]08U8NZPZ[/]'2;ZC;*AS^Y97`0\=)"'@(,Z1ZF? MI#]1&I#0*4_1.-]LH3H=I96D4/Q$IG?BXH?\?CY=]^6^)FG^A)YXS`0=!^UZ MN;(*[9/23-O3NGKPQKP.1Y_*QL0JI3EHFB6I'R5)^G:]ZH^*E*V$^T7%JJKT M"K7-^"KNJ_RL;'GJZEE]0R\;OLL1(N<>Q=5,T7V*XHS842*(+5_"^S5^1O$3 M=B*,4A[ILF9PJYFN'1WWF9UCY_;FA?9_8">9477KV=36#8[[F:W:'M#:RVAM M%WX%:.TEM+:-F:W9E;'.![[T..YP5+@FV7,X70N"K.`%Q>.^ M!/>'![Z*:=9'WBXLF-MGL7D@^3C`*8K^2":8%O3IXC.'G)9$84!]WYN'*'Q: M7&F3,&Z`>#M+0,.$Y9_`;WSSV\6WEVH.2.7EU@L*(UK"?TS2#$5XA,?TA60#8P)@.WIBR`LL&?#S@0-8YD`G/304.!`YD+7AD"$F3GP)BRME5\L[`$?@,@@5?6:Z_LXF#;[&&!WM"W`!%Z0R_3>07K M6/K0"PHHA96?L/*3%;3V&V5#GUU84W=!\H(U=63*1W>3/."WGL6]P7$`4`LX"S#LXZ^YP' M<`8X]Z@K$6)/_F-/5N!T3F8./,*!Y;O.3E``YS#&.:P$&``G_N'$"CN=#2?( MA`VWA'..&WV-\U*.(YSG$2[ZPOL*F7VC':"CW$3J=-5`V!^XO+%9LK<>SLDY M)P#+YS1_;]P0(_R,Y?'&>V:P7$_L]4U]S"SEYC9+KZW-WHF_N;]YM26 MW.N&V9A^M.PZR7GT]FL'MZ+BFM'U2FMA;B\SMVWN@E+.'F6M/U,6_9*Z>PS%Z2OA!93FOQP]Z M*TS>&/7`DON;U$CU8I47I"KJ8ZJUZ\QXG<3T$-UY>T#4MU@6Y43X/5R>`5?&'QA=O#8-A?15@^Z MA,F>VS@>/T]0NKYTRT'3,$?1*$_&/VY^QCBE7Q*WY_?/8;IH#-F`M4/;.G$Z MI8>NT62#T+7SND5U= M[O(Y?DS223$W]MPA3MY3DLYO'JE_-:*N5KFPM#S?>D%AT49`+LM0A)#]:T9NXB23:1*3_\W6;S<>SR:SHI_U&N??XQ2C*/Q?6E1X(?XH MO?QW(O$O2<;A8ILC1;OR;@_)MBG@[YV:RNN<.#=2&'$LPK7(7.\G`BH.%F%?ZOH5,Q:!9G3E47GK[( MH#]4,.K],XKO,3DU1>G\\V2*PI3>@Q^MZZ$S='AB.HP0!+F-!7@;NTF!4H!2 M,*X4S.VQ5:-&$%#P&%"P`*:W9FW^P%&0)Y/E8G6@XX;H>+]8ATO&G?0%0`Z3 M195@UT-A(/I=]]Q;ZN\2P=_@S=]8Y\M6(KJWYK9=_!C&.+!Q3/[(;R,49XL6 M9#Y-_>GX.$(``TN=U<`*_%(FC##XI1RIT%N3!,#,3#$S.^D"*&HP1\SL1D>7 MIN:67>"W:@0X*N"H]$L;E+6%8-"<`LTID)[K(CT'6@=:!UK77;&H$F*#XH'B M@>*QF[9H(*$,F0O(7$!2F6$UZHT)ZZ$FL6:36%`F=E/IH$F@29=/(4)"G2F5 M@(3Z15-[4,3GMHC?T=Y[[/D1`V=,=IT(ACBS/8T0(2O+C`Y!5G8H?CNL$>!Y MC4`;J[[975,%_@GX)Y>*Z=[$E!#3,133=<&9@!#.$=(ZAT"6E`F;"EG2"_(E M1/SL:!!$_&Q%_&UIW9MV!0`OA2$OI8N<$#NQ?V^(MH?A?_^9D^F=$$$U0#5X M:^XFRO0GD\HT\'B874VZ=$2\J48BJ!'8)"XUB4&;Q(0RJ:!,H$R\*Y-ZHC*U M]R4%!;*[S"@>9'<9T-,.ON%W:?C$9=;W%_X/\Q1#5B`&#U+(GR*Y>@&UA5"DN;5LZB(TV M'"YH!>.N%8PY!Z0!/QYR4)"#&KH/KU1\%:!E[FBYY2Q_A60AK\D*7"&OR4`8 MR1R9US1H`9]SQ^?,IXPU5'&"QP$5K`*#@(##D('6J_O65C0.SZ[8[]D5>Z*[9\XN MZ"X7LWLF,X/NLL[,BT*B/*HI3AP]O:M+9P\9_M>,>C4OY%_W\RE>VS@>/T]0N@YF!TW#'$7%9-[\C'&:/8=3>W[_'*9$ MFFD^YP^HA\:^PNN1@^?93K>.C,J-9^2QZ90>ND83O,Z99!PH#G!JH_C']0?K M`\"J,7:L$WR%D^LE#YA^,Z:=9Y1A*M7O&;JV%E>ZR02%,<"Z=5CO%CX@^\W( MOHW'!5M8P-(=P7E#XCQC>-EB_*;,`$^(8R[QLQF<*)4)/B8X41IN.7P3("#/ MVS]`;%FY.UQ4*@O6O4]1G*$QI>_,GE>/K`'$)_\EA'GSZ#R'8_24\`>3XP>] MPDW]J'FV%ELU(,`"'UCHHF)T`A;*2V[3,!Z'4Q05+EV_D5!>4S?FH7("X.!" M.&AQM6+UNPD`!4:AL.UD,K!^;@,\?A@C(A84?2;H3&=TH&M(&=%,Z#0H7O4YX=C4"[KNES&*H#. M3`8!@"X-(%:\.``0CP!B)QTMKGER*$S_&T4S;,^M+,.+MJDUO+QN->(GZ6AM MJY$_D@E>[(3P)8SQ+C>O\H37/_\@4$#I^)DX.B\X6G/Q7L_Y'$]G>5:<(.^^ MY5>,LEE:='SY:;%,:3ROOU_ES.R.CH&X-$_\@7_GA*VP?N:,->5?'C?A*]]R MSXRW\$J[`%/S/GL0P[;K(C>]PJTN!`3B`.(`XN@7<;3B<4C?%"`.(`X@#EZ( M0SJ1.*3U[D,6/8[;-'PA[_0%/>#H#F<+#4'1UR3-G]`3MM'X!PYV[L8'A,(. MH9PUDT`T3!(-"Q[*HMU=`I8!E@&6Z0O+K"V-:&>)3/4S'L`9P!G`&?WAC/8^ M,=&,GP%I$-ZX`=(@O'$`ZWX#<`!P`'``GWZ`"OD&X`:('7K)&6ULR5&WF`]H M`V@#:(-OVF!RJ4^#1`,Q"F^$`C$*$,?YV4W(;`!K`&LPRQH=?U`.0A3@!@A1 M@#.ZRH:"W\`;-X#?P!L'=+'A<`,:NOEQ0-#0M^&_X4\*\HO_COUF5O'_>O)7 M],\DI9^$).3MXH?:7M_N2H#B[B>\PBKR,XL7%V3@-IW13$/IV-X^W:4(F9F,S ML1$9$'%*T22,./S0ZN#=VC9YIQF@-O;Z9^&\LJG<%M#[RI@5+-DH"]?9A\@L MG!"IW3R^7O'ZAQMFXRBAU[+&G:]Y#QI=;^)Q\?_VO!)(4XPL'L4UI]7-Y`K1 MITPEL!O>3,B<":4!L,;@4@(0?P_4GGR=Y3,4^;,XX#OH!D/1GJ'8P@CH^:7T M'+232^WD6"=8S3YQJ@G#3-(,$/\BJQ[?6AIHF5)ZV(@";_)GG'X?W3Q$X1/* MAUN1$7E6NC9=PK>`")BB6Z8`I>5(:7G#OXN+QL[P!:^^97,79C_64/J9ED1P MEM\1)W_T$TV/`CQ$8&_6IGV3L\)L_>RTJSX0!?9%M_TD_8G2P"$W2M$X;Z$' MO[,NIB])_$1484(](.H,U38M<.@)'T<#]1/)4OOM4/JCZG"XW90`WC1?/8_0 M]<16F#`4-H&NIX%T/?6.,0\!C=YC<\D@L!BP6''!.>#I%3,T'+VQGYF!.*[; M.&[HZ1R(Z/I1'QE\[]PP*RW0,081!]<=#=88M M/H(<`=1IH$[3\Y@).LHAO(*.XKK,7V1B?V63OH:AXN1']5AS,$]%L0F&E)5QNK0^YYS,S/+NPW"O> M&T;^N=>1$62!(4;BHK,5FD_W^!RL-I\RH+70W]E/ZSS@"@?8;*AU`'M`WA-8 MX]*L`1G04_S^L_8:@NV`+KL=$.RXT]\N(38[++_.(J)9_#=80B,2M%7N:ZO< MPCGP)>-\.=`O_0"1-9UE@._[]+2?:L!92>BK@EPD,`6L:@?UAU7M`]=IB`]` M]2$^8*RFP&H6@B>E9ZQ,,MR,!0QX*0:$WC#@0@ZYL#>)(V#`2S,@Y+"`]]C,LLH/U!9>F)$C:7"YX@94&E^50]9MT,H$KDB0-KDLP(.GG:&XU9\`Q&EJ(=(%8F3#X MP*H\L*K$-91;[=;C&`W-L^KHF;A9]YL;9I8LZ>.`R#^BF5JJ:U0!'9H(B<*` M/"BHK$BD#Z">VG62\]BPP#2-UL[1BA;?-$E]U92F6L=!/UCMI`:MN)Q6-..+ MU_0'WI(Y?21SE(P6P@5-8<<-KVGAJY\NT)X#K:B@/3QU:X+VL*`]@.)>H:&5 MV@LXZUP46\!SY]WWZ'$6O6=NQY!SYZS6H/KNN;.7004?GBTK!(X:JV8'?+/N MM&)KW0_X9IPLT`'?C!6=V?N]Q^]Q1KOZ<4"/`O(;0/[^+RW6R+NO^&6X=WC8 MX07?#<2#CS":C]D'8B'8"[K!5C3LZT#4S*I;!%%S=UJQV8LT$'YGI9D(6)W) MK$_?G7Y6F![\?(;CYX&8`B8#8+`+3/980S6`E_9JJ`:\O:X\$`/`2K$8.+_I M[KQ:(S^,[PXQB.\CIH/1;_YT@?^COMWE)^E/E`8.N5&*QOEQ'[UH8/O"O9:@ MW&N-0__GN*]SU4N=3[5HS!YMS'JO=+'=KM>VE)3O/4;7/MW,'9$P73IDEF$& MOLGH-N0'P**#<[_!U^7,OEXG<=HWY/7&$FU/3E\UH[&**-`P4R5/L`Q\X__L M[[]\G>4S%/FS..`P4S)X36HCK"F+5%O(`)T^4,T%F\94S19L&K?13C^SB?#% M(G9#N$M;W7XF$R_WQ2+@T'YX$T/G&M`)EOR*@7XU=>A*V&:8S?SW4[OI,WK( MEZ-?U^+*XHE=GM%NCNA-LN[8<.:V:!S"6^X@3[2S"87:A33[L=`"R4!ZL>M` M9Q>6>\9[1_17?J8BP%E^1\0Q^HFF1[$3HQX77TQT3!]F_>RTJ^^#=,)XTVT. MU@Y`_`.+%2#J8=OZG[6Z@E'K#TLW%IIY@:4;@W098%U)]RS$?-(%N*<3[H&, M"3`.O[U7$!E!LQ=$1BPP!$=1S5![KR',:(\.^MV%W4[=MX>4`17@2U>`@>2: M)SFH!;=7"V8U#\,7$S%5`1YF2F7@>@Q*QTS;!2!\"*YV&9VO;82S=%`>-AR4 MF_P9I]]'E:\[\*=OX.-V$LB_!4Y]98_>9?_[DM&#M#[D\<`CV$R^'5I[6TE< MA3PFWL`3Z"3;=0Z,>L46C'0<=>9%0,<1VQU'0W%:AMMQQ-;Z4N;"%Z@N7KJZ M"-P%-47(M4`T!NP`,1@PPYN9843W*,O(>;=)1(Z/432:/03A2YAQ7Z,!+FB> M"XZ!"V@_X]H_X+HM<`)4:]EE"F9WL1A\M1:VIQAZM;8WUO_8%"9\/Q`\#":B MCGYM]#V.]>!@'2KG9`6K MS8`/8+79T+0?JE'`"5"-@GT$P6/8K8JPH4'E+V/+7MOX1SXDO&J]R`B-:AQ0WP&VL^- MMP1=@L`[@W"7>M@EJ'Q36LAW_C\F]-(D&Y4J4KF21=32(PT3#,=:`8S0T M5O_B%!<=U9'ZBA`'I>F<&-([/"7F&`?6))D1Y^9@D71O_>%[G%'?`@?T:(_1 M=:+PNLFYUPB_K\AN+)(,8Q2/BXD(?Y.A-;,^R,,995NE5YU0-F`G%FIBH53_-OID"G=FO,Z-G0GGW MFQ:@U`$?!^3N$5VO065*!>W0>#(*`V*-@TIW$B5)RIK72;N#T]57[6DR1\,II+M+M7",DZ;ZD@>2OF.E?1C20G!9[V@#9K8:[[@:"9%;:Y@"_3%;D(#+@JBP'D0&CD4'?]8@]AP@T MBE6-@@H)^]H#M9(]FE+=Q>U+DF5TTV5"'9@0",[L^37*R7S&BB[VJSL`%U:2;-'PBIHBJCI-, M)F%AI3@DMW.P<6C\0^6-TRVCG<1!ST%SNB6J"(5[IND,29S[6.TBZI*^#6/( M`AO&F`WK!A_'?W'E+:"J_[8)7U!JZIL@+>/WC,_(\(#:=<\<4`NHY2%>.#.> M!"^O-UX>8\B"#!8C&2S&<`$9"FXS%%WDNF[3))B-\YMTA-.7<+Q>[[F9XI@V ML4^C668%+R@>X^7Y_,&C;J`K(!P:::^\[+U?'WW]!'@ME])O;U#A<)T\V/_5 MSM?/5Y\F@%ZQ`B"$9X1L%> M(LP'3PHT`C2"/XWHPD9`;,%6;-$0"\[B<#'ALRQ8FZ7)HE7NMS!+%$G4/WT? MN>5=RD.5&]/;U-TUGFU-?WGU\AW)GV?<-WM&A"#VW'=QPAEW)G*XQ>F(7KYV M>_J%U`"OS0:]YII06(KR9(V&CI7>OZV]S<:M*@]Q<9Q,:*5SUV,.C'G].9MW M*X^M1GA(1A%=L5<<6=J;L)\5E#TW@=43SSC.=,T MI-W-?[W@.$C2_8]:G'/,0P(O^^\*2U[W'ZU.VWF+QAL?/ MBN-9LBF)BJZ9NB+[KJR[4OD.JN=Z[]>\B9U/VGH/6K0\XO&RJ:F^[OB"XTBF M(?B2H[KEXVW/LM[_)@I7W]8?3&_]^CRO,)(.IN7'Z',='/%@G4Z^; MOJP0O\&1/)\`4UL^V'4%VU]W*W8^:?,]DLDDB4=Y,OY1V(OL9I93*QP0`EA[ MJ45T(6^=]/Y=@,?AA*@A.>?:K[RPZ9NF;%BFZ[J:H=`YLH02LJ)ID+%1;BAN M7IK"8G":I*R]_YXWW!B,'T8X=^H,7F7/+Z[#?,\>YBE3\_5UUM_ MA>+]2N:VQN-T1M>W+.*46S2G"UEJ%@NLOWB+7U:M(.E*KHA%X+'HMY5\13$QU)-A7!,6W=M)=Z)WFVH(HLZ5W# MHCG$VIXI>L05LD5)M`5/<%1)%Y:BH<[2%B41].BJTBOT'&)MWU1EVY'S+5W:4CO64=4^G:N*+AF2:"C$#[R)*Y*J*JYFV[;J2L13,#7#7+J;JN(X6SY"[P1TT!^75&MB4M!@;-Q3P0G=@= M5EK$8#B2JTJ.(NNV24*`TL]U;-O=G@=94`SF)V)"R"_\WZ(A#,4!(HJ%Z=_) MXS,.GNB#\*2F9*Q\D[[1FE9%5&K5THJVKFN^[.JZ8VFF2:,HC;"A9CH>X4=] M4U2**@CKDCKFM1H:R)][!N+:1/%L@3B>M`JENK:WI"K-)>ZGM455AG"I@:C[ M9T0P%!K8$^Y0',-Q/-OSEYELE]AW8RM(,R\XCGT38GF*;JBVY1`2](@31RA1 MSR;:U7,M"J*;G2;Y`$.@3=\QT?,5\S9`:5G7`90>;\$$P MJB,^]OT[&G48'QZU3;QT454U71#(&&G97K.7HY842=!J1GU%ABV]?=A[J?-[ M3'@X(-?'XW"*(AM%M*MROP2^HG\F*6T-R6X>Z=VL./#^-0OS^>JVM=L-V&C\ M`P>KD^CZ#AS8\]NB+1E[U/>9IF'VNCI[I[M%F%C39,-0#8'HBR5HTK*;QS5] M4S*VTZ&*:"KZNM:<(9:]C!8JB8-R6?4M<3_#V828L\.>TAK)T18RXBLY MQ.38KB6+IEU::.)PJEOE.G/+[)SWENV,=-,76:-!0=8MRU1M01,4R=0$,F%+ M_?#(T+=*2X;6PD@=-`US%!4].\L89*&T?P.!QA/Z).*\_;G ME9R$X(;V,5%&ILWV]MS&\?AY@M+U-6#51]_\C'&:/8=3>W[_'*;!+4KS^<8" M!X<.@^@+/41;9-9O]HPR3!MLOF?HVEIIRNN[PJF MN@SZ9%%UY*T2@ZQ)@KH^`^=(KY?BOXW'5/BEY'?*7'-\U10%`GM9E11-\BQ_ MV6A&B_/JEO]MZ"0.4D'F=3(?H9CVUN&TD/P'Z\,AV5N>:A`/WA$]1[%]X@N; M2[PKKN1MVQ!%4DR52=E733,W="/+NN&1^,G2/(76I&1?MLJB@:9Z6V$($;\N M22#^M]"-K[BB).N$<&1+DD3%*NE&EWP2SVZ5'4R-1/L`^4;HQO$)P$U+EW5: M:-5E5]*6>/=$31%JZ$8U=;UIV6?/Q%=W9]A/DTFQF(/%,KXEZH)D2()KN`)- M5RM,8DHHW33)NCJ)E@E< M9,GR+5^U%:=LF(J7:6RT8C&KW0.4;,D>H:L MFZ:EN#I1*MUT+*V4CJ\X^]J&^!7*(6JV%%MU)$'73,'T)=-2B3Z50O$D;6NA M!U-"Z:9_RI-8[E;FA4VE:I^:B87W%($0M$?$(YN> M0L10MB58VG:?65-RVHHORNCB%J?T"(O9D.,B\K7@T#%T7[,E6=,L4Y=$8@>7 M2_@\ET2+1FU51A3-BFP/"8I_L>Z)M-=\=,\R/$E2!=NQ3=\6-AU MM1[A@V08@Y+E$1'T6OU,H.5V1Y9=FHZ6=5+'V12EMD:!/MM6S-,$FH;4NBK!(M M7B;F+57SW7JITN7?`Q+KD62H>+8D>8)HRZI&##4!K%^2(4V&R3O(4!J4+$\D M0X&(U-5U@DZZ-E/WG+)81XRU+BI."_BLV6YKL=L6W;VK*+,2/QC-BUT:BRT; MEFTIF]LQO%J?X*^E3\6#4601)ZFI'&1&=1J::YK2(IIBIJKF-IKN[*B;2_I M;5UD)7+*;O%%HVW--HG+3?)VMKNNFMIPT<-;V*W[%,49>4"QH>*\>F1-@J_- M487QJQ%AM;N'X$PBL;OE"9XH^JKC6"+QI23?,F51U?VMM*INBL(6#YP\[';D M]F>' MOKWFR]@<1MU;G/F>^_J_!=-Q15DRB$D17,^7!*WFF74+J$V]Z(&& M>\EP)<\3B$8)BJ\:AB4*"A&H;FN.X2C:UA*(U@1ZH*'>$TW/%21)\4B<25E` MEYUE)ZGH^<*6K1$W>V8/ORAU&GY/DZQ^W=-?`0[_^H*?4+38RVQ]EVGR7YIV MKM%#HZJ'BJ?IIN#K1-@DX"#^Q#(=JQ.\J-X6?QF*+@G"YEJ-U_<\Y>W+-Z6G MK3:*IGZICXNMFC?"X*CHNFW+7_5]P3,MW])I)[2@&(9M^Z6_:EDUSI[;VTREBOXG9=<`#.)G\ M^],"A`%AL&/`V-GY,C/F)CUOJ]77IX>#0T-AF51TVJ+FOI#*D44Z)Y`D*(P, MC6XF&Q]QW8YZ$A3+W.!_S&S5XO3X[\LO-$[/K)VK(+/\MD.AE)QF6D8Z+=:0 MY)#9CK&FTU)P32V(!+O?<_-C(.7^7TOMGP?$!T76S@=!5B5FRTF%*U<3LCRT M=&E"]"7W_UVXT&4^&7WNC_B$/G;`V"2;!&)<`&:&F>4Z, MVV1XZ3[J;?[2S$/8E.@;)@:/;*$$1%>^<6!PM^M_&I!(P-U:> M"LK^`U,0T9$"32YK88512N,\F^199LVM(H6>N?1/VDJ)3NS!-N"!CC!+A46$ MK`,ZMB2=\WO`!3+>&]M`<=R#;;`<[CH-VR"2Z@I8BFF+IO>>3'NH%Z(.MBFX M`7(#Q3/@<`3;@%G#BHB&Z*TL]`(DX14*"RVU4^DRE4SK_4'Q$FR#0'X*.N<4 M*F9Y8$&P6D*BE92-;:`M5WN5EQ.W#9A*)@`933F(0/H%I.0+!9^QE2)3W([G MEZ)GL@U\=IFA-_1O*;)R"1W+,4$$D\A3W4!B?`+"=%@3@8G,@*Y]@8$\-F,* M-]B".T9@$R0@TVH_H.Q_)T@*PN=B'FMNT--#90M=$5431I!&2O/PL[`I['_^ M:1&K>S,HR:`/W[KKK]W?:;]7XW]V_<]7I45='LYHDBNWK=4NDND1 M3`J!)#[-ZQ1U1N%CVIAT9K`.QSXW?F14]R5G*ZCFJ$LM(TBZ@)Q4D7RR6BN6 M@,%F5)E61T2UE$=.$U9WQ"QY./I;=_FY/_CL+B;]K_>3`!W`Z@M"15(MGE0* M3UQG5_/P7'N5FTO\C)?9$LVQ?."F]@?&0;24BWPF+UR[C#9&GA?Z5AK31(_/ M0"&7>P*CCI-SXW%7J'H6I;2S4FCW:5)2W9_HQ3+8[>ZK'\<652Q;YP/=KE:1 M/28SN3-SO:,90GNE*(/KC_M'5WK(#2^>]U(>IY&%]-?%E-8C7'<]DHC=A(DA M,(L@@TAC:-2)G;X.99Z;**`T.><.1NF?S3UOU\:#8SV%CRVK8 M@@FDB6+6-A?BLSH%H-2WY-;)>OWP/>X`*F^2,\D(R11#\DOY?*0<.6O6-*-* M7K@(;KO@R-1A3EIT2G)3&D`1!`81D1!T$%-M M?)8IQFW#$UXI?H\ZB0$BN>O*B$"^2D)9O*S*1DF>66-?'0^^WWO]C_WK_N3[ MP1PTP:)163N5DLC&13(=:PA#).$:KT.AU?<93#^RVD-O_`"G+6DMN-1*QE3: MMO*4WGY.,U!)RXO%ZE$G*W'OHS-F2K4;DT<%\W(N$,'.%;,*N(*.%>2QA#J`TTLN&\O[L-(UG7X^N!S7Z>^S/OW! M;>^ZL'8VT?AY%>C[N[KH]Q-ZSS0'?]T;C\\_3=OR5O->MQ\ORFM^`\G)"KFL MLPYY!A^XR](&!M9F&P!USLDJM3D@+Y:!V;V;Y]O]!A*350Z33-.:.RV3 M9F1&T^Y9,IG[[#:W69/O<>S=BR<]^[N/WGX<=W_>TF?3UV[0AN+KXO[H]3?H MGM7N0,,$1JY33BJ%8A/!PO]P>G//_S.(S0\"QP\&'&.0LHAE!$&T`AP7<='! M'J._)P'V%(G;P/A!&FK.\?S^JNLFI2%V3*N;*['TUTU_5+375)D-NC(3_@GY MGSOR[B+.= MSC[F%+,AK,EA%EPO\@/.M)-=ED#>"VC'?PP/1G112M(VJ6QNWAO/NO=VL,RB M#TKRG)G5+-L<4YQ'2),BH[])S_T7\"V`5_+NM\/)3HKX)*,0*C(`)J0SR;%Y M'8I.,F%+9_T3`7_WD=[@?-3_W!],X0W#+U_Z4]-L%[8Q9E`L9QV4=0QC9J92 M!7&FL.GJ-DT-W<\"\?M"ZO#Q^^]D_'8CNF!GG46[JLJ\(Q>F#-WR,6G%"COR M'%X1C=U&9GE"N/ZS/[GJ#U[R91G(^RZE)<$:-!B<@&P7SR&Q)J+,!;E(^Q'S M%?">X7D\\ZV9K1?:D0\2A8=@%+FD=R<@M;%H)914>](PKQCZQ]R?(%G"Y!4* M08YPXA+F]0*%P4.%#60G31GGZW\$>[A)26,HF4G)>'0.E--U(+,.#)OF(N!" MKS%+_#PH_]AERIEF7AFN(Y!Q`L"A,B4I2RY0H\29)&4OQ/-@_/'^KYSYL^^Z M0?>M=WU^4^3L^1!>Z4;R2GO()G%-:EH:=+5G0!2FCT:&U89>I'V@L1G>)5K2 M\:+(\4-W<37H_WG;C=].(PIEC-6X_WE0].4=?U<9JD4H_6\WN!R.=D]6?/,V MKS!TF9B]5."*K0!"<5M)73.39ME&OIG]SO]]G?W0+[_*#<#L;1^K,,WNCGQ+ M=W+))I[B.`"E4LQ<,14A&><]HF:US,;H-O^S+%:[MW=R<.PBF8ZEMJ^A3!6DOW-(0.?/(H#1P)425 M-&`MWPBIG3[W;*?JR(3_"HQR@@D%@G[;(VA?:V&E3WI;6VYK"TY"C1[=N7[ MG/3^Y':(PEUCA:'H]'P&SE`Q7L[IR-0O"(2A-G[IB[)^+=15PKU9B/-!]M8 MUN]W$1"FW?I:LA"80_J'YRH8%E=H'`K%0']R.XWB_/*K:+:]UVT\`TY;7:E" MP118[P7)WD:.)VB4Y6B(#PUU]*&B!D0EBQ"*;?5'SYN MIZ<,TJ[;OK31F1!\*>!@W&NG?"V10D@M4Q(I+0/,X";%]`K@VCF$39"^#BEE MEH+(@@ZK4W7$(<'2J/&3!NDXID&0/"&79!304=0@2T%>S7.0,[M!P!B*M2FT M+PR[O5@,`LF^=):D2F7.L@E:+H(@FOD-?2^G=3*/[,4Q$.3$HL=(Q]-PD5VJ ME&\QFZU=5J\'I)V!-:8=8Y!C#9>;.@6826>."D03J*ME>1=)1V5CDZ=DD6\HK*GA>3L2TE-4BT MH#;Z.2\%N[UH>R,3D\X$E92+$`/X"AQ(L:&U[Y@G MQ.YNJN5\6I;"*6!`A\LP$[6V>M&I#QK;2=%:;TBH/7')!][_>MO+\OY-X)FT MB18HD.YSA6K>F*!SR>$VP6I5*=I.9?]S]_#\TX?AI'>]\^&OJ@CT#LF_2$CR MSJ1"/Z_/S9E[M1P2N*N%)F_DAS>^NM9#[GKMD:^D;E!JL#)HEIGBR?)H*F&W M)T_KOEV;H^]Z3C)7^FP&A3WI<6V2V6IA&**!K*Q)A1K-5=I.2*HYV/1UG(M' MR/7Z\O:YL6V-:HQN-"M-0F1.9\Q1R057N3"AC7`"(.=F7QOK#^AM_<)Q57DX MQ^]O/_Z[NYA,AG^GX]R;#$??W]'W?YG6"ORNNQA^'I0.DO[@;3=9G67QH'$4*Q&W M1&8)1B-UMMP1KGH^J%&G(-`TOG[Q<5>3%+F]ZM^L4<#.SODN*Y`'':Q+*A*(2I$_[UR=>6=-V[!XIL@P4C\'A/LM MORU#@(.VQD?%D'P3QZ$6/@=E=3OEW0+PUPUT_;C[VNM/>9P_#4?CWG5WQ\JP MR_ES7AEDE@/+2GFG?)WRD@)='QM("]'""6.Z/H!EI>DI"9(';K-7"`&$A+MY M:2*&5M4AXHGO]NQ10S&86LJBE8Y9,O"8Z96ZK$- MNVQ5S`9$+J,AN00UCR23+YFB;/*&9Q*%QI\#POWJ.G20R)WSDFMO613 MPBQ<(ZJ:SP(0KQCH)ZNZ+&6)S6%$D[5P3C-3<[AD*[O&=3Z38BVF:T"QG!D[6B57/8=CE)'6:\LI*TF"&L^QKLXS3 MKFVK.[-*Z)/UK?8+X9Z9%Z+Q*($GS;VV4BI>6>)%`&F:-])/5G8N M,6V%C@JT@NP2>+DH&_.NM77.C-F_]/ZMN[[\,*Q3TY=X$0LUUJ=N-.KHY<46 M\W#T?F6+\;9TYOU!"`XOYR.VN\LP',^REP^X9SY.YE^VVCSWKAL7%II)OW== M>]9][^(_W>4ZNG>M[;U_#T>EX7U<&K<^3MS@,OUYN[*GC:WPZU_[9CR^[2Y] M:?0BH>A2@>YFU!]O?)PK0Y)!:Z.L]*"]448G"QAS*191BL>VP$VNC_H]Z*,X MU$-?"-ZC`QL>4A!DOL>DN.$R.E=)1:+V3&R;!7B(]3\#0*_X,##'"FLY73`M&1T$DZ-&;S=, M5Q;KOMI+@NE\]T?W=AO1FXBXO;+[?3^>O3CX3A MEYM1=]4-QM,K^H$.S.LY2SPI'R294TZR*-&EY,O%(LD0(Z\SMG8"K!=PG.9# M7)&S:J+XKE=^+'8WPW%_U;M-K`ME>S2@WCX+D\5 MG%V%GRX$ABX45*04RJ)VBU$PUJ=VCH/!59OVY4.TJ]A3%/=)*Z^L3J49U+HZ M+4?R3']Z$?)SE")/9Z6ATP92N:`*:8&KU6LA9H3&P3]A83I\8:?%[%R6Y()@ MB91GI>;4GSKD['G+07P"8!VY=)^CRKQ$Q06GRS/QY*.J1<-D;C56Z:L"9Z?F M1FZLT#8G80%(/06_Z&M`;9LTDY:H7IG\[-;<67OKDG,VF%)T$#!7B+R,)Z:Y MG[,\WX?,#91,B$?")VK%;1TK&5)JQWZ=KC`=H0%+RH3@DPW@D<#Q1F%MV0X\ MMYI[SV#-S/$M1:/S<-(T_GG^:8;"@GM^0Y1OK4QH&CKM9OQ)2Y3[8_]]^945 M7!>S5L^_#3:R[R\[2#&(3'9F$#*5><0>*E<0ZYD6%0*)M%.Q3IK"D9?%+KJN*(;N$K<.TMV2=#/(7#NXQ13>")1608N'9<.Q#G3+HO5%SXXAN?\S[`\F MH7?3G_2NT^"J?+R\R7T>==/_F+=3]#X_*)JX2NY`;K<-@5NE`8&YS&U-T\D( M*)8ODKO>CZ5"^H>O;65+,XK#X9SA<,XC.`L7[9:!,H]F-7[6^ZO_Y?9+?;9W ME2U&E>(]H0SDH(PB/1\R:7SIM*2_Z%]^_4/]ZVXO6Q:UMOC9S.YWY>&YB\GM M([N,Z(:VUF7!E'&N2%RHE=31I)`V8\XT+J^T6<'C5[BE(\@&6SC(+$8-CAD9 MR'E>K-"F>V9"_/`*WW5_WO9'#YC_N5(,P MN14;U_`CJ]R"9-"2>2TY9E`*+0M\49U&'H#;W%OUV%62:AF[P>7O9'9.$[E= M_VN)RL[3T&NZY7%-4_3L-3DJ3IG(E9/!D-E42Y9$:ND.N3*X6IWYN-7M=6-; MYU5:B3QPF;/CH40?DZC=8`"Z#11Q%&LF]`$V]KXHF]MQ[*[[@S++AG@A+HW5N[=WT'V-V=8S7KU2H>9OVFDC88 M79:DP==N!J__/I^AL^'=*U4NY0ZF5\\'_G;<'W3C\72UVT?DA`3>:O`*MVX:+D\(V2WWJ"*S(_X_>U?6 MW.:-;/_+O*<*W=CG8:JP5G)KKI6QDX=YE"7:UAV9=)%2,OGWMT%]H$CBXRI2 MI):IJ2P.)0*-1O=IH'$.;3ZJ>BRESAB,@!JN+;BTPF_PO&9W1C$MF9@$[4(J M;(0VVI=[D\Z@J*5;`4+/*J8=WJ![QC2'E`>HR)".UD#HS[>7T,HA0)L]2!U\S$/.B MZ7(0?.GPY)AS^G4\^'YS_WW'98HL2!^"#*7;RCF5(?`Z)0+6S0V7!%SJN-]A M:(>;TKI5J5,;M@@J>I:(VPX_I1^7-]>S<[J.]'-' M#727;$ZY4/QJ+E&GF&?D'MF:QOEL4T7X;C+]OL&+4.DEOO64^)PK/#G5'G,PUR[PE7E&" M*?X*G&Y+,_[OX)J"P#:&#)%1"0A&6NEY9"Z(6A4:LF,KD`#:\&USQQG:<7N< MN6@FY\A_"%\*X43$$+R:[5J16B(VU-I:M2UN>%8['>,B9^$,#,F59!%_-;Y< M<:@T$W%,3MKV63E'99@^%U.M2^`2G#%>"662BBDI(^O=/Z.IJJ:E!*V1P+9- MX<\QM>=-=3YK[E7P*46(D`%=JN8R3/8$:8[V;/;,_M8Z;*H+$IWW,1>...^X MBP%T375HVEOGZ96^.:?]=":I#M%GAJ+H?@,8(P-B?6V?D4)3`U0)>.'9(*_= M[;AGJDN21ZJ-DR5L&I@5TJ*KJ2YS[`&H"`;4.=KIV*E..L^CJ*QEYBWK-829Q.6)UY>3S% M3*XTP-*S;/O/E`0L')0?:LK/9LFM]9YWL*0B<&FT,L&"CR(X96IF12K$Y2I+ M:CRY)2^^S%QZJKQ=Y$$+4>G)G;,06$C!6?)>,J^!H%OMJ%:4(59<TZJ_?1L/3A]8RPF]!)>PG"Q;[Y-[%,#2 MGJVZ_E0[0-6=9_[<=CV&N\I@'0)X3U&5ZB;E;14')^BEG5GEKD])6$>VZY^C MDWMKQ,2BT#Q[@=;8')*IPAFFF5YY<68RC(&U(9" M9A5?SP`NK&I[>DJZVL&F7>-]&'W_?G/7M?NO:>&?[RM6+"J0!&^2<]JQ\NZ_ MVX*!,*/[VS]^%3(^SF+%-RV,YL/@[NOES7!R.YI,!A,:POBR:(E,9JP4WP:W MUY=W/Z8_.1CV#',#A[PK':"8`Z?Z%A0%9)&@"F4$:UO^QN5>Z%U'>/CIK:.6 ML4RGB,$*)R2",R%4>LJ4&:IF>I1HECB/3SR_#4RQDFMAC$=A;<1(,,5R79>/ M(G\C9/`3,%BZK3W]!-8)[4^<2W7`^4TC MT,67U;0P<^PQ>3SZOHIDYK5S]2P^P7*:R6AT3)G@LPG":_+.S)64*7"7YLOG MVW),2QMO;L$.9?/>E>QYO[:YVVCI@5D*$FUBR7)$#Y"5L3-V81[F"Z[IKR_G MT^WT^@;2.^)/]Y^O2H]G6<[N6=JGN]'5?W92F-%4&T97Z,QR[#6YC=E#?+D=`.-2`?DR)L$@>6XK@DNFY2*%J9[.7*YYVF"/.N^U M:EM4Y-#_`:D<)P2.A)%D5=MR*K?7;5J:H\Z[AR>M,+RNHUW[YS2]K\X9JQ[5 M;8&1/:%WFYVGF"^%30%9G#T8%*EM;/Z)["-['..HLSH'(ZXE>4P9G"MWDSSJ MH`(JI^K9+P'8]HT_&&OY6S/B)F$(R=&HPCV1)2'A!-Y70IE,F*N!^X"XU"OW M-FRXSA&!Q:"<3)QEX:>M*BQ6*2$R:M-6#0R7VH1?E`U_OOM^D"!(F8$^Y9)C MM%TM-T'5;BD4A'_7"7X?90(G,M':PP:-9!KZJT_28E)>2%GA@["AV9VOT40; M`IC@(+PC*!5-%A8)Q$.H`2RQM;+QK\E$Z[S(,>:,E5;(B#Y$5$S,8CRX-L:? MA8D^#.["MT)B7:4.1JR*<:)W@Z]4DC^<&O8>1FZ2^9A]\%/IFBV#>=A\ M95ZC87'KQ5^WQ(^]8D*;.#O!&>F9DRB<*;+?'J`V0'#MFL6U4KR!I=UO!7I& MN:F-GEO&,&(A,$@H4I2ZOMUPBM;@[5A_K<\Y.$9)2V(>7@J2Y3%E(7\9A":&I8 MM'R[8X"7[4RO(IM)\`Q2>=*>5+:1A=+47XILJ5FRK'E-@U:_A;5]KG06&5/< M1@.@O24@86D1IN:WB;:8>3/FWU#(>XQ%I!)=%$)E3H7IH_BX0&CRV4\`R-7K M-=3KBD$A\$PX11IG0(%2EF69'92KS,A2:*7EP:A7B>KD:3!UY$[':(RC,M5[ M9E),':$)L$1(\BW9?QVJCC;$$*VB$"1T")@Q"2'H#X'`40][P$^6"OO7:Z?W M$[.MT'.&H+7DF+,)SF5((&K3'%+@:QFQM[O^>;LN\W8+,>>3*CVE%@J=L!`, M<^V<\.!%*[X,(/4;\*97@8*X]!XX2B."+X^"M:\Z[-%&H7L7MZ]%Q4[>(SV68-3$M!1F@I<65'9?5"QV#:) MBBT[\]ZFP[S=T".*#BZFK#+7%JS'/'O2!1:A??&DI=SN3..0GC3_(S>W'5": M7Q%7>7/#:-*O8S+S@KFJ@'ZP8S1?])/;.]>M1_VC-17&IO=.6Q<;+_Q-UF)\ M4MRFS%F*Y2$0"@B@9JW#+C9@NDBM]]U`[[;PIW*<.=:Q6F:\>\Z>GF.9-UX5 M?6[(4+3,T?J97K!@38-'>5BF>YJG7I;G?+K__./=>9[L/#*YD"1REUW63.?I MR6L7=DSV;>,=V!Y8=$ZN\QP>L.VRS?)C@5?+:_;P[_ZO.>S]R"V[8=F,"29Y MH27JX&S(@-T1N4I11MO4/T:8,]_QY[1L1]MMA,*Y4UGPF(WEWI>CRKK;LO1- M\X+A@+P'/!Y]X68(^1T9GMQI/$/O$%-*FO8V:$%5;.45#^#;!G(M*8;OX32S M13^%P[PCPL-YC#%@-*3@T!H7`806E<FY_#KJ@NW"-?^. M`9\S.-/_:)=G*4%I3:$YLDJSQ75L"P=R,R'W*=2W8-\_A2N]H\,#UA.9Y\PA M&AOUE!-18XU$W*K0GC1KIMD^D>C,?>D=-Q[$G6*&#,PQ)C*:HD4IC*M`!'./ M3,^4K>-E.=,Y(92C(4J98D8;4'D9DG/&H80:%U1,35P`4+@/HGQ?R6-OR922 M$@27--D35PYC]-$L[SW/]TI?6B.PL5]Z*+`0/$(7"R@0O.3;\,0CV MA2WMQ\'U_8/>V*-1/HUNK\F@4Q+8P>XTV#S$6'0S@C&)24NP=5;_9"UY#SL= M;*A^#CJ?4YMNW1NL@-HEIJ5&R64AW,#0<9TF(;-ON^3[GH&^3LMM>$,+R48" M0LE3W2V\)I?J@K#*C#G>M`R^&:.M)=)@+F&*-I7/!DXH,OOZ\#@IV72CG-!H MEU-"U,\/A*BCX>>.$'7*>/WE@1#U&^'H\N_E0Y/AH!]UK'FK'C(!:FV#B$FY MI+CNLGAY,AK;,UJ0?5W*>XSS2)-=1U*;;%8"A#<\IZ"-4:%C8=5,<\_:EFQ@ MV!.CGSK97P?C*_*70D\^%9+H(.G%EXO[N\G=Y;!PRP=RD]'MS?7T[78\JKVVR61>IFEJ/+DH7D2S>'%=9Z5JF;^>(3FGFQC4>;G7*ZBW8?C_YO M<$7?\#-]8$`5P=7@X0G/9N62C^5CB]#J07JC15(+X3E0_@+/,,GL'(&#+/RL MHUN)%>)Z\[)::\=\Q-G=##?/SH,,RLI`CB!MUHIB@ZAQE,6P2CIPK]D5'=W! M5$=W].=PV[&_G)RLUB@I,D=3?>.@L'L)V;_ M$&??=4+#DX59DLF'()/5P2/SD@RO@T6TK"5D?;KAKPE9E."WM6B05"E!0"]H MA$X&D2V5'\!H4Z:DHDM_^\>O\M_S`UK\AJ6O_UK>6\Z1ZI=`7,/P1FBQF&Q1 MYI@HTQH(&6(*L=[^%O[?/KF(HH.[8+IU@WG2N)=0PA(B0G0=Z\*=AQ\H0!<_NGBR_Q'Y@4SNK1ZL,B."^(KY6!.D8L;BNE.(L;N M=(Z M?O!DFM=`?"H8/[>8^UM__T5\[\N8.XYS4V)>J576R`/3D54E8<=X;LH6M$LG M2_M9?O_%>[_U6$GO[CE@8LK1&CIA+%0ZB!1U:H4#GK85M[CY^.U!R6S^MJ0^ M\*/"[./26[_1 M#DLOAO74YO:O5?&LJ*ZN>NB]ZXEG-I$A[U+EK/FF_:4D2-V/!WE'EOF9J\(821:]1!K-XQD M[]'.M6'5GRHJ?^/[DM<_WDS^L]!G,Z]$3*749#3.MR/"0DOPY^?!]5?:EG$P MN?DZG"*M!;3S832\[O[3X'H31X[57`F1!6:I8O0ZH*E2/MJWC3AJRIEX!B:; MG0N-QG]>CJE(*6*N5W=/-]7LOZT5N:Z(.0)M9V5=CO%VVL00>"2@X3HE/.(<^IBID)E0P/?UTEFMKSME8Y=/F/$$9UX_@3V3!.XC2'D MY+)R@H.TS'+K:@+G6C:H1Q_9D[:M;;A2&2G![SL8Z;@*WBCMI@;"-\RX%PQ!FR<*8]I7:,X:] M`\X2$T1!M4,AL5?2%-&%4&=IK6H3.#"N-6Y?072#^OL6#+VE[O?E:'[0H^!= M7HA,)M-+^=VJ=IU$I"@AE:8RR7B3M:\SC%&QIB$"4`C^P#AQA+$_GTW6`2&O MDF*<(+WQ3N2<`\QRCM<,FM('*&J"/B>;?!C<77SY[?*_[;PY(=U#7!4]CH.^ MJYYBYO'H^V/*NAC_/WO7VAO9;61_D0&2Q6(5/_)17`=(8B>#[&(_*C,:1X`L M>:51@OGW6VSWE26Q1X]^WM8TX(?LD=3WUB&K3KW_=G=V>?'Y:Z]+.[O]EU*Q M__2[N?D@\2>`8FBK"[YZDOP8B2+`"P`Z15:1L;5(>`\VQ,F.YNV[VOS M)F%!0&[!FF2360"2U`[F-"3*B8)W[P./'\\O/WVY_K6G7QYIOT.B$4%$U110 M2A93D.;J`HW<@L,Q$C='&-XLKT6%T_FG?'ZE7WSY^?+LZL$>[)=79H$-24TR ML:V"Q-BZP)2"AI)'UO:#M36]4BV$A,AN\2G"X M\4H"E\NK9R$R_S?[O;.:6&I`4T.TP13;,K2F.MOZ1,5'!736K*;C-S\+NB$@ M!FMH$4VIJ;7$WH2$8)32]!W9,*ZVHHAK.5;?$R0;F-%.9G*NK02LKO95).!^ MOR#BT-'`,M4A9GP?>,R0U``WI?F(34HNL;6.P%)="66_JEQM=C#LE=2PJI#H M*4KQ6)6/9\S^=X'5WB>]@M2893+V^.6V)JDQUB&Y/E@WB;<04HXT=2"0&7,' M9!8#>.L-RO]62KO'`%J7&S(C4;R&U-4H.1T3/'C`E8F;+MW6=+D46FH9'66I[9 ME?_N$U`-,^300JG>M^"BCVI0R>MEL#[;.AI1FE%P?2^CU_8,",7F,9OL;'4H MU!@#=4!J[7DI&0`!Y\.L'(4Y0K*!'6U)K652*UK5.D2''L/B@M0632Y^B&5& M[W%&^>%NK*>.,.R5U4!T4AK[&KR# MHG\1FH7`,#FBT43_X&A><8?]YY]`E#I#*"4%KJI;0:`L1*9^C#*8+98A[49F M>$I`U4R14E0-T7S,7-BGB4!I\G)!O849-L9<.]8K80Q2+>+DLM0:_(V`D:^P;K]X'''%E- M+<:G5#(4E`:`A6#RHQG&SLLYPK#G6(U7_L>JY5VS.64)T4SZO>2Q1/X'%\), MU8C6>V=I28C72A19\DV7_%V9944CLH\$993"V-5?FB%F-2\%G"$F\3T)< MU:"F^RD'@&.CXIP"`WN9I;[O6$TVC408U/L,QI):U3BE!+V1H?$$C(VSFS8H$T9*`MNQ7IB-R=G=Q,\9LAJ?&V1H7JE^V#ZV!KT MTQ0HJ_[8;#-0>*@,5.N3=OO<75=;K5X]6%?\'L$B7ERD:F,U:-6S'J?-WVJ$UD]MPE^NOU@R'STX<\U:Z/MXJ]<19. MKGT"?JQ]E85(:L(3:[!]@N0X<6PM$[7E=YRKF!_TP7Y#$[\T8/`?'_[K^M_G M-U?]J3[\UF>DZW,-XP:'7[=8J/7351_6)8O1P\I7/]Y<+%IK>T?[3Y]_OKG^ M[?SFZ=/<77ZY^'SVZ\7EUY1D<[:EAMS( MUU!X"BH6]G6(NI\LS:N.R.XW-%9U'"ZNOLT@'`LPHE%[@+G4',LT7P'(NBV$ M)T^0/@_I7^Z^W)U=MKNK3RONH'F49XF@7"^(LCU7FB*4RGV>)8X1B1-4VX;J M_N'>L*?O4:8L>^M+II!LQ%[BD(4F)5IC&S)E)P2WC>`C/K0$\9]/0%R\P#\^ M/%AK].+LJ%`(V1?,(26V3+P,AD!2%3J$IDZP;@O6W=$=X.@((/5!:QX7:S67 M#I.MBO*)[AP4UY?0X^9B#DW=W>0-2D*ZO?]?'VI?_[Q[/+#W3\_7?S[ MXG:UD7R(GX^A5&RU!'(FZ_5LV4W4Q]FTA>$BWQM^>TWW6/4Y!,4F3,BM]N'Q MTW#YC&V('ZY=*/T]@/C<2#A*UF8H5@HW7[.)QBP7>15B-(.:`[->*=UW(N=C M"]>^/J*/#;,JT6#ZE`F#-<;E/.#0B/2:GO3I.STBST?TS:/V`'0F.A^XJ2,3 MJC(EFI;*B`G#3H+3$5G[B!QA0-^7&A%;:C&[T@RVP#*MC&0<"Q+4TJR56__> MSLC!(_I2.67L1=UD'12QL=:)0@C8L<7EA.KV47UU4#^U8*E55=-9[7;#$EV8 MT$K6#].[3E!M&ZI-@_HYZU6SJ4)L!:/"EWC:W19]@B'8=$)PVPAN*ZC_*-DF M42(;0(PIMY1"]FTB3Q#'A4XG5+>%ZLX8#X'MNP08I)[RX M^>^SR[O5N^P?"08?]AHE,7FQA@40A-6%7J8[0FG.EW$]52/7^2S MONRG_M(_7M_=]G7,-]>_W)S]^LWU,J]8UDZIJ5:E`D%*7\]^WPH>FC%^7+#@ MX].VPI3 MM_C#D7M;QTQK1C6>B[Z%:A$``D]7.S";89"E^G^17O4&?SS1QB_P7(8P8LE> M[S$&HV_A`]:XO`VV)"=#P*@O%`L;O<#EY?5_SJX^]MW>/0JI3.'/YV>W"\5^ M?OL_JI+/KS]_[JK[6^KIWFRUBRO]1?J)?S__>*[>FSZ"?J4/\[`_-W\MEV=J M,SZO^.Y';G_?7Z5_^M-5[F^AI^=!C/3;>3,D"2RDMZXO@"W=!5SNT52?@D=E M@D]F&KY:&O,6XO3;RK7^S-7OIJH_V$N4H;22@W,IF0P^6%?K M0:,4;2HETF/I5L1Q#GX&<79ZT(#CH&068R:&O"@_GYH)="&=0BA_9>BAUV@F:RYC[ M&FK*WHD0USR#J>^92$I:.:*XYATM4Q0$45H=@F?>PE;$UQ/6;^Q3M[&/Z)!J MLH_6.B[8PN3"B:FC\X.!R-`3WKKXX%<]RW,$6GF^11-#CMAR4#M"DR-FJ%H> M*J>B-[T%P+SN6>Y]^WIQ^_'R^O;N9D7LX6$9Y_T/Y*_W7_YX<7YS=O/Q7U__ M?/[O\\O':]2G[_G3U6]W7VX7WV"?U)8\^)5_44#U$?HQ;#?G_W=W?O7QZ^K? M]^`[;__>0RTW>E!?8H.V8G-Z>5,"DZRAU);5BC4UQA6^B(TKQ+A"9C.1K#N4 M9'.VJA9;=-S`8&K%P#0N)+$;#RFQ==:YHQ(N'$JX5!(D:*XO`ZC"*0NW>^&* M'YR8R([X,+)]\'KY[/;B<118;K_HZWTY5\LR_<2*SSJ4E+&@;36@(]1_L"5: M#J7K`[0`A@PZDPOFZ22_;8OY8:C]F#4O,9)P`4!?F$R4'/,T#4O]H7')G`,Z M*LD>3//:4*EEL3YD<1RAE9:GP@]J86!5Y!T>FW"WKGG_>GUU\TKYEC[=/3N, M2@-C(FR22/WX2-DKCQVC^>!"P.];NJ^F8[GZ7,77!B4W]0[L1Z)[>IA63,L%#?'(\WRB19\6Y[G`[]-R2.NJIQ,1J M?!-7F8(&R=@Q:.`-\],55-]\EDT>^=AZAE[?5B;-J$'VZ"&W[(5:F6;Y>RAV M'&7!U)VCD\@W&;P6H[7-B>HO40-2*[H"T^`UJ6Z(HCAF9Y^FU0\D]+;.#W>B)V[2W.YT14"J`NOV=(MB0]"G@_ M1YB2Y&?G8'Q/)V+73MA\3D1JTESHLUVM:48YG@E328;K0_P&KX^L83A^ZS%_ MUV8^9X2M+Y0SUM"5A`&(-4Q:0Q2M=W5&#B[M&HQW50FT,C7A9%20D^>JOI8, M.GK_TMX>"?MV'+4D)I?U]5LK;(3SSQV=;N$Y3KLJQ-VT8?0TA679UFU=4G&'=/B@E#)"NU&I>P`41QTWTSN=EG%TJ=\)D5'8:8 MLBTAQ1`"1M\B6IZ@3,F.BTY=!(HGS;F?4.]<"P7ZW+J04C:"Y!NY!LOP7J@< M2AQ'[.^]4.!T:F98Z]"8+#EEORU!2K5X6O9NJEW/-)8H'J#6X3V?FZTZX8X8 M2O,+C\XE(>..LOI$#\=Q:=D4CT+$(8?\^.5))Y*AQ M1>N"0#'+Y<1*+"F703^VGGE4OUR\@6K)AYB@!+\T3S5X M_8\3E"??ZB$?K]`7Q#9O4@JN&--X*@V-S/3L*/G3<9F%2\7&-LO6J6L,ML82 M'W2F8^#C3DW/&,*-/"GTUC5;L$0N8KA0#E-JSU)KSPXQWAMHSU;+EK.;FZ^+ MN32_J;8Z_Y1^O;Y3)+Y5,/OMK$W.ADU!AD;-)8XF3S,NG7+'L>5__QU;NR@@ M?J:S!VUR28)Q%"@%0IBZJ5PU>>?2NH!K`7W$I!*U,]B)!'TL7J=C9I][+VOU#J"T.I$:`8?CA/A#>IWO&-Z(L,/8N'C1G?#H_\XMP6!>:Y#[L2I):?V/--%), M;+$PQ#8/FSU^QR=HJT&/P'UV.)M0G$1"GTO]8U!<'KVDP^:1WS6J&\5!0+!D MV[+UIH$A)C^5.%<.ZF\=/*-\\-6LCH5;]-4(%0DN4>_.S.[< M`IL;II`-*VVTRA8C>',?"@EX\';0?6\-51Y=.'MH%3Q(6MBRI3RL&JPA5`8` M/O!>(Q:S\#DLU!RS5<^?A%0PE>4^I!AS'@J-]^]S'+S=W*=@C&M%E4I0I1M* M,32)"/T8(ME_G<6>-D2&Q?SX%#'E)'T+E*O+O1J0RXK)WFCTLCT=[#TO26R5 M:(E@8^,QU\PE/4W)L(G_+3#S'2.KB>\DA174G6*;UV])+ MSP9//W14YB'TTTR\G=(=$H",P1I;D$)P`?)RL(R:,+/O`K?YGHC9%JYO_T20 M>@B"HF2/G"O*6C)/"EJ]AST7/LWW1,RV`&?K)R)RJ0DZV^6H["XV7]PT";VV M<4!W-!3=SIWKW9^,=QR#`(XB!$X^2[8BB,@DH"5!=CY]:G:]&U;J?7ZCGKZ<7MZ($@8:!8[ M3=:#Y_#4H:^>>$=>(_>/MFCC@3Q[ZFT`=*L9MH)N8*JP/C>Z>;3?KPC[RE/K MU"*B].XC!BDPGE[-"R;@]:GU+4C09YF(0UPR:NP).DD'-:RT+3!%78[\5VP? M6/4%85SEU/OX-O4--.`XQR,C;^-/: M:9VB_=ILCRWMBHRM:/8VQSU(HP"(V^F9\JK-7>@_RG)YUV90K'E:IJETD0"E,,.IL8H^2J=7"A]18E-"'=60&21R MSDS><]D`A&4[=EWTCRP4/6ZSI2]!7>Q\90+?0XDJC=!,/TY&F;7X-+,%[R^4KCC3&4 MUP:CW.Z5.%!L;$$W_K$4N;&%XD?)SU70$Y?BZ)]'ME4^@] M>$3!MG5JK(?5Y.\+,^>/$H3;8_+<*4%&&0O+NT[3Q+KU63R-[U_1/10DS\VE M%[/64\F9*N;H&TZ((:_]_T`"KVS>&IDW3@!2=1QGO4*0F.5\KO=@=U28/G-^ MKH+,-8FC98I<:S".L::S-#34_$KE"UO]HJ*SA#BV>QNXO`0I&L[+15I*-QX[ M\U&6R_NZTA.*H`.6L>>YRRBA9-OQM="-W?@^3@HOLU!,<4X]!>#44VCJB4\N M7YZ"^AT5_'O%U>]EH4@,!CZ]`3J'$G*NIR%Y@BFDE1&XPP._:^C-_WXM9JZ4 M-$"*V82]%-CBT0+!8BKQ)/&X/=3L.+]45&KW:CFWWC=)3\&Z7'VO0!\%=9*2 MQ9Q2JZI22@_-TT88AW'*/!+J?.*\OL$KA624GV7<@+D(-3?ML%6AT''A%>^H MKGWB?%UG]C1;E>1NI)ASH<[;XU7L([VK@]D].\5/F-S'1*C[>\9H_%G0(T:I MAY@C2-X*965<1D+3B1D?:!%QF:EEHVQ-N]].1;NVT=^ZJQ>IN^&W@NWCF;0,,66Z/SN MC0LOSW!NWE&^NX5BJLE&_>35`WO!4BV<5*U5.JS\R,W!S/5@093I:B`$N5() M,0*T'!;>V4'1MF>K48/0TSKU"C>'$6)!77%ZPC("9Q:O;O5T2DJM@ M#D\0LHI!->(:(<#IW<18-[FOMF^WQQQW=R?HH25HT$FUYSH[OV>M_+A3C-Q.34J:O)NBX+C#H76C4N6-G"#Q]@5IV^W`@4M6T2R^!>L=MZ]9,F_ M__W/W__\W^-#_.&?/OWXTT___L.G`:"^^Y_Q[2@ERK?_.3+^NV_^_$7GR:\\ M<;<2I0VDA#RRWG(^O8B6..Z6LGHU4\"T][[=^1O?X/.?E\%!/`3?,&VB@(]\ M0)%1)&AQV:0?(X$MV>HXP["W4'RE[P9,1=``8T?UXJV[3[N@ON6OD+2UW$T4 M]WK5'BF!!S1[,J\QATPIQ3).3IG;[=1QRF-/KK:ZJ&EO7?Z`J;L[*!Y1E=C9 M`;-V"M`Y;Z[`65):XHW$>QF])PCW?H2-T\^"K6.)H8!ET$UL$#+G]@4#\0\3 MQ(O!>O74NKE+IIS%/,FV1*%'6UXC@Q(J0`'COC5+CVFE@*/&J4/@(A6R%(X"VC2.JW=.,('.(4O)"3F*(L0 MH42CYDB5,)WGQH1$BS(0$'3W2('<14([BD%G/O;2NY6UE=UV$4 M%P?&3+>>C\4%FWB5+''<>`+)MZ4&B_1`^V''\M<$52%))QX>FDE/ATC&G MC806#NO3)S2AO0SKXWS^H^'Q_71*-`N1A9RF!55O-=.DJ*N_:B#9RWN^ M\G<#/J4R%0TZX&!MTA5'#;@9Y%J@=70,S.F93YC``_(ITUX1>ZDR2DIWR)Y5 MML.3,WUA`DT,!\.FCR4R$&`0'?_.!*6.C9+B%N_4?149V-&0TVT4"R*>JD'5 M2&HYH(\(;G%T[\N1\X'6[*5\2I04$% M,509D.$5[W_4FAEKLE*0Y$3FAI'1MZBFO"H,87P=C4]Y&+5(!>F]\/M(0OY%,RM-@G<8(:H5@#:*?'^MVUTA?8JD<[CG\S MOON5\A2MWC55)X1>>LZQGX:MSZ&_HR!8T=Q[W$:_^(5O\/&/!L?WTRFC8G,9 MYT"TR,JI=SQ/GVIY'+A+RQ;LR\N?NR7N[E2*<7,8P0ZQ M9FJ5E63K05=.X==-+'B"0+_!C4S+=-I7ST;)H4FLIYLBYDAM0?H?)8*7,B@$ MC%VJ!!DXB*A+4]CTH>JRD'RLNW7+3Q#=JQ`HUHU`Q[Z?KN@:H_"VE*$XUZ5H M??9@7^^.`VU-^NS;5YR>2A'S&1T(+5J4#W''7@ZG(P`B(? M[-8_H(IA/VTRZK3IAQ='[8`Y:2,R/(L8RCK4"$,ZV"%\P/2]@3;)/IG:W.:3 MR#(2PQ3/#VTCRDJ;,%ZN`G^\_!V0-D$M;-FGB$]'5HKZ21N:O"?PM:2D`R?N M[K0)EW%%0R^4`TL*(\2G(2]S,I^67S<<[`D"O9\VH<0#TVOMF$?-V,8]4+:3 M1G-('S:"E](FVFLQ'[`R6M- M6!I9%1V50\#-M"GA.$D6ZD1W.Q<]05#?E3J!#L#L`]Z"66H!.?QU8A"NK@*FL_:4PZH9(##!W0\P MGCP)%^X`+JXAMRR,O5GMN&Q,Q(L)^(XO'"M95V-PTEEGV/%]5I0HH&4\V MWA(KH2RO"./GH5S'"N#53GZGAJ6$@8E[YW&J1ZA_M0.RNI[\`\KA;FW0,8+W MCQA`)X&*VA`U(E7'8AL#V$T7]H",3>1@._0JW.FHKF-KJM7;'+(S3SC>WG3D M!NL4C7FTT<$N@O=2D8V=5UOEJM8K8R'6C2;4Z2&U5!&:X(X5V-1*HTBBOCR)%2&"=-\/\R!TV[M5%;WD6JO6`H';6$J^35R?*?B" M@:DAAGN>ZX^3@@MOBX9>M+17OVD/%Y"EM0ZN[6TJKU[72Y^F=KR2\PPZ(T+CG&DU*#XXNF`"M']C&<6=2G1NH0$$GLVV"P33'05^.HH/.Y<6!PM&6^9%BAC4S0B M\I1YY(3,-[<0Z;&LW8#$_R?=>.AT')#Q'&5H+8RA%>[C_'%*=-:#9L5%=:?( M!G>D[1Y*3%LL!7-J20=>JUY#2YOS8;>R\O9*C[*$KVAU/RKMUFOP7"H!6*;3 M\+2QH()]8;K&71G/>PI>H84B4U1E,1/E4EBWF8QN51?U9820DMT9FSP4XSGB M%7JM:#I`!L<,>I8,IQC#PJZ/'\3]C\X>(X!7._F3<1DG/@LB$.0`#F<]:BEY M67XCLM$.=O)?6,';6$8Y-44+IHFXAW96[>16EYJ14A22@\;H71E/&V@GI(`E M>\C0&A)N:M&0K2[45PQSA,3!+L?W$G_V)@,KQJQD&6.%V,_(Q!V7*F+C7&FDXS1(5PO@Q;3J&4]NZO"S_'':-U-."W'X6G7CVD M5EJ#+(&M^#;\$*GGNBI0@^Y5';W2_8`X/W7D/%!E3^/4*H&G_&_;WM!UO4$! M]Z*!9\[W`8D$R4(E(D&CTJF[PFG2L>#X1Q?<9VDOT_D$B;XUM$PM5U`5IAXY M-Y3>3@UG;([KFVJ@W;CR`V7C0O10&@^@D$OO-8AJ0S_IX9)+&/?:TO[=[R/[ M`9/PKO`D61-D:@2@'4(?]>?6FDFDO@[_@MT]X0^9F@OQ3^WHK<6FT5ON=4#H M4S*XDR_[).YN4!XT%U\==S6.D*[="L?,%EO&O#G=U1CS4E`Q['9G/FZTCE9` M[\=+ZK-]7+T5B=-W`FO(FR#=.RX\RBO1#Y7HM[P!B8RB!:-[3"U4V-Y7"[36 MUR%^A+RW._W,^3X@4@(JX`8NM951>'"*F+8CG/-ZA!,_>>WQ4#U=EQ*2]3*^ MXCAT:S_K3Z&5%A>&ZI68ZT#8*1*$C`Z2YSGHABF?>R_9C:8$69WJ#/R^:AB"RM1G8[%_5S4&\\I%#.LWJ5(8];S!1LU MY;8(`R#NMT1\XR]^PW`<#>._H?DM*1;U"NHCKT+`H!,WAK:UZ+06JA3&YB3Q7'U;W8W$5R62_\-`Y*>*-H7`A"N07@@ M#?'QURN6V.+9>834ENE>0KN?ZC]AD-\58#2)K1!4%.V*JL%/CRX%B9V7AN8; MILP\9>@O0A!S\%1T$\`8*Z=2T$^Z(^C2ROJ*8O<#@`>-]=>ZPX`#0TG,HE!R M98SY9#,YA[]&7>="CVOLX!?9`;N"^Q&#AU25-%E.U'`^C=S&K0$$Z.L#E_U3 M:5[IO`-B`!H`W1!;388,,A!$W?;G0/?+8?6&*35'SN[@]=4]&[&E MJ$D/*D4BI%RG5')KQ%+W+PP).3H)^7"=5LXQ5>\@.&VQ1+GQ_[)W=;UQY^CK5-IE6\XPY+4>D@!>S]-EYSW@]V1UMD5!;VPB?LQLP MM5KZ`X_R[:/3EEM(V#)Q;@$AI)JGFJAK?I"A>T3<-RSD6:,5?1A':R6[ULMM MO(L&/I=QY#0P@#QAL,M1BOY9T8H(%5M-OK$/[&(/%&UPB_/N.8->]B/L=G)V M^;\GYQ]73TMM4A;7]*@;@YRP1`>V;.A68QCJFD'_(+/EX3%7BKH(24B5'7UH1*ZG%%M=!)FI< M^+[!=$RS-6\N38L'&(J(C5-&&]FVC#4"VF0WZ30'0UF!-2PX%WK:D_YV[02[ MG$T(R?KDU+8U:&WJ4;.5S,A.#]:&X.?*-"Q1SLKO]49PA3JM&H MSJ8@7?4X^&C=RS[`"WM1.<9@@D_519.+&K08(:]Y^7I@-)1!YA:WIN4[$I$_ MUZLJUM4$G=7`]LDHJT5/7:2=>\J6PX;BH=(<<@D,B$?ID^PZQ!" M-`Q8JWI:OKB2"X4*FX[7>Q+DW,?\'&`@>C%)0\?-N>A)75OL,WZDLT.O\:3Z M"D.^UJ(3-UOWR\%(_%DA!$0&4YKUK=9`T"=F3S(NC'9H2@D&PU(QWW^NKJXZ M4)BZ+I_5%RG!4V4@KZZI]94JE75L!0VHI$9:;IDK7?'(.O8HK4-S7K>/0+#4 MXH(>!$`(SD<225.X4LI8&Z)8Y57;"]/V$T(5Q==8>L[`.,:%B4[E$$=43TFG,0?=J<:BIVB$C9V1AJ#T#1NW;$@^,4&X:: M@\]]H$J2*07G]3=C)S/.QBIY1-IXIA/CA$%R5723C"U0NYL[7-ZF:YY50ML(I%&QL(;*U M+:T)^J@1^C1>'$=NJ1Y*P?I`,5!V$LFBU]WK\T2ODR+*T#]HC9TMO+I<<1T: M>'X"73"J(\PHG0LQZP42VYIUC`J5@B/#S'S]HJ_JWH.O!*1GNIIL.C>42=2+ M>:;SG7B,A,!L'`^'K.X#])9*HURKWGO)E3WA,-?=?-2KJS7"TTA.I1(`=F+>DE39K.J^1NQ M>IAMG,01:N-%DL_-601+!7K$ATD-V!1ML-6Y.*#2V=I9CTA!+Q>7X]YY"9#` M)HZ8%%U,G9@%Z]BAUD/RK^J9.11D7`S610#."NY`W5W8\(0(CBD/#_@-X?B] MQH)BM)ZM@TQZ'L@[([AIE^5>P`)2<#-DQ@@$'.@?K4>8.S;PJNM= M=?!2#%"E^YY42ZL1U\U&UY,F<:3]$S=;]=NA*OL`@T`A20T^I98RYE#USJ.I MI\P%2D."T`<_N^NT4#7O/&&>^R!=RRG&F#H,#+RF>#7&81S;^S@XYF_D,MT9 M9U"`'&,H41)E$X`]37W#;/-@]01A]K3LD6A@5@^I-H]!G!C@!.!\;X*=PCM& MS\D]9P/!?"/@8]>S=4F<,\E0,$A2A(4W5.O=81UA(,]5I+U`13R4*J?.M=K4 M@_'C5.HI'@9YLYMTQA'1ID?@*Q=$V0@Z1&LN%:#\B.4U/,EBKH56*!U6)5WI"A@*\#?YGZM&B/.-Z]F-RX`NL^?"B!"8BV M=$;13=E"9'_/5`;]`+P:KI>(_/AD*:M3&\`7J6#4[<&I)+'<$\]@\NZ0D@4W MGSW-\/U:,NI86@T9HZ_95$BF\41C7$*K0T<)"X79ZN8?7,?>9'5HP8#M(S_1 M1]WFOE8?):606VU3WZDAXK$E)OCYAGV^*GO'D1^JG)SD8DO(J4!OJ_2;$;UN MK-8"4'LY5U#W4+5]@)$?3*Y0-;:RS\*4[#2.2_6<4QXB/T[FXTI9N)IW7H`? M2&_0C%*"]]D$=64G_H:2C1_""XI*S&Q)IR/1Q3,=I.RY90C99 M_I&:HM)\B4E0C/>8\WIN,#7*;6Q"L19GFT*^0$T\E!HWQ)Z+2#,6+95<4YFZ M3&/+98RWJ+V?;5;/,F5U:)!Y>_\(U>!`RY2:%)).E!BG%O+@,PS*?E7R8I3\ M!+\H1`5H5'/R+%)3S3*Q+]7JVCV#PB6$<,0ACV/-B%O.:))S,4JI((UCGHA1 MH[0X\ORJV3YBO+&HC+@/SJ3.MU+)>@6#239YV"01!P3RJI3YG=5H+`#;YEMK M*?L0@ZF;.=*M#%4):-CC-P)M%I$*]R*&DN-2%(F(>DUN4])3/(Z#MUX5LX-; MA4*MI0!:T_F%V++^8KI50,:VR]=;9>X(#WN32N>!R>(KN.!KQ,^5;G6J&\1(1'H546,"WYF+A* ME;8AQRK-CU54&-R23DB7T'^=?%C_]-]=JN_/S_6.O?GP^*O:C_[M^?V5@M.K MLX41RU:J')@\-6P1C(+=SU6?/L>AZ1R->IK;AMF^4D*[EO\^\:UZ]=Z22\9Y M(ZD6"WFJ)$2((T&<%05YI@S=4;*V9##78E-BV6,8Q[P;, MUKU$3Q/,CJ2]STW.07K2WF>RMN;BC(3)1\#*Y9Y@EI>MZYEW(.WU`^//"CE^ M7)U:HD&&>,(TZQV-TWK/8\'5;?:=R7Z@=[U-F(+620BKLD\*7LAF;*6GD MS.EVW,ZVS6>W*@NUW]#'G^5L78K`"9T%.X43%)&GP6?RO59U6WK3W4BY/^N' MLW^^_>7R_<=WOQR``3=1#8?:<(J MAU\B9?`E9@@0]];G1,&`"7VQ.VFJX0N;$1_HO"N<"P0*MIJ<4E:$`.OR)&,+FZ'S#M4U MQ#M\XUN]UAP+<0^4R`+FDJ`$B4U8DF1)>:JG,RT.^5@+Q+*_A7Q9(]"H-$[. M!G8$F23S5/YI(L$X:$3MI46[GX4\5+0L+7'?3)6L-(`6TL3YX[#X>R)ER`S> MS;.0\G'5+M__FDXN_O[4V<:5"XK5RTE=ZNAMW^@&R__))Z!;U;?7?Q.<'Z[R=G%SW)^M?/ MWY1T*H MYIC#D"+3I;O;;OC7ONJ+KO=&.>OU!:.WXHV/3<].?ZP?^3^K\T_U6+^<_>-V MV>/I;R<7/SU>]Q!",\*M^IQJHMYS/A449X9QWZH!)/IVI-A6IZO+D_->)MH+ M1/MVS[W2Y/SLM#/&WZB'2^\O3A^=%-J0H9?O@EHX-I1=F1"`;EX:,!8Y?\>A M.$IA3Q_?H)N?WU]>W4(WC\FU@DW!])D;.:2BR)3LA*RL&TG3WP@;7KA7%80/QY:#V`/8,$[MGU`O:HE1E.SE1!#J;8S-_G6 MO('HAB)[,L1+MWTS2G%>VP=Z7=>:4V0]>WJQ1#VSG2:K.:9>:C'V[9F[T<2C ME/:SC9]%IJ1P+E:J$E24T?$GP7;7?=S%;Q0`WLG"+4RP_F'@EU+QP1HOQ"%S M4=.&L+;V:(L=DKL>@QJ(^X[J#H=^8]%0D$?-==.68I MSFO\JNW,"*M**$-)60@X!>-J/W#R*^DG$2<)'7;.,3L%+&LB0@RUC9L)`7"=YAR%[G> M'=L^*5@-NA)ZU,/W\1[53'0.UH[$81[8+CIT,*\4Y[5]DIJDK!@%N:7*'#LO MUUK8)".YL_5A\=?U$G"?Q)(4\+D$6#RJ38C3G8(I%!F=0/:P8]C7/[LZ_>[# MZM?O;C]P]?1PGS59$(O"W-9*K97)AREVTJ(9LB=OB"SBUNM]X%5?@4*377#>U?!XW0JQI)/I\8P%Y^_OCP(4XL\,+'>BIJ2-0[$RI@2EK6>M! MQ0%@OR$0O[W#>Z"R?K;92Y&!4K29(XJU$GC=6*Q^2P_EC%E4V=[J[4.H#\$] M4,:DU1^N@00;H=6RU?I)U(,IP3S3*=!_EV(7];+/' M%/IP&Q,BZ.61:O$F3U&^2N$>M+?HR^21$%_PZLPKGFW&^T*Q7Z!K^M=*BF[' M7>2->T)R=T_+W;'9*[I5LJ,$`3M)9'+6F;407?$P@CW2#;;@NW+)`3X+DL&E MF+(8JHT5HTQU1$WARE`KC8%Y\<=S[T:OCX+J":/:,$?NK-]IBNY1)#M$]]X` MFR>$]_8AUH?0GOIEK.>UEM02BG'9;L)2@I;&Y8:^WJ4O=\=6KV;CT'1:J%0L M,#N@*7.2?$9IPT;'&7C/!O%M=_'1OX?AUJ>?-:03HI&1]$W5FG+HVFW9B M2[;<+37\TS^OSO[UXNS\W_ZLFV;UYS_]R]>_Q[4@/U\0,4MRH*<.'?F&>LPV MLV%,M7=#Z8^_Q_N+'SZ\_^GOY>RW3I!Y>O7]ZO*'7TXN5[W(\_N3L]-MHK1P M*T@+R*FIK`H:]:R3G?HV7&_FN..E3-^FWLI?#-S4[^-O-L]2?OSR4D+D0EDW M:W>\8C)1PH3H2HAW&09O+L7+SIK/-!-T@B]C=I M>$LK>UG*`UK!G-36L4&*"5OP!C=$[,$@YR\MQ?T%9UK*=9_-M77YZ\O[KWZ#/[=;V M]/N3RP]_O+T\N;C2-5PCA#]N_N76U??]Y9D:M'^4`ZNTPP&Z[Z,SB/F=2=YI# MF^3L9/?FWQ_E6&YB.7;F39R*E$0^I,B'NBBWJ%OU)H<\OD.C!`6# M+SQ%P7&-X.Y^EK"5.ZN2&PUBA:K;I)^%X((GX]C@ZNT\1WA$R3?U441=6.+Z MG!.W'+*-J)>C),5;C`QU!BVL!J8'7_[1+C!"F\KDDTX"X1Q@7E[@/.?O&T=S MD27_8NK8XP6.7$.PA4BIS#JFHN5Y`*V`JZQ1#@HET"65VD-"0TZ9=>L6+_`H:MFZ[NOIY.ODS MV8?)S<_W]ZT/,1O5[*Y\H\[U]Y4%LQE4VS]@E!R M$+$[&VBVV@ZE#$&`"JU*ND-*!B*`V8/:3'5WA7KS)#]^D\T0>F_E'U/V=L>:J.Q%)4R@B5CT9K$E2S, M*[KH1[+?UCP^>))WK>%_7IX]_4"WE!%K*]#5BO=V%0OWRKSN-SZ\H*?]X,7*EKBF'[9+<=Q(&M[7GM#NMGDZEN,&YF9HH0\K`N; MXI9>I[JQDET'4<_;4L[173U*>%;!!R5A0K*)/>D^"0N+MT.DV4J6X7TK_1F^ MOD!I3H>"":4QC(;:7Y@44TIC9DO-"R7_4O93?;WH4DM8WNC];;4<,L7.'AHE M_AW#!=OZ-O[2\,_Z>B\AJQ/-T:S!SF\?#$[;[_CP]7-=HY#CB8G">U- M:83C0'5!!^]2UB&-4V^\S.;_P"LS+!LTVMN5E77O_G/RUFK1IE\GA/S;>D41V_$5$7%"24^\26ZQ53R M5&H>*ZHV*&Q=7<9+Z0L/I:_&P%+D/E5/R5IE4N;>H\L81X)HHXD@6-AXU$Y) M<_I0FG.-)I#%(FGQC9"=6I!284%TE":=K"KNV=]',1+ M7&;,`6_KGC5W,">AT5`BXP.:VHIGDEGD_CTFY\:GYR/KZ[2=1`XU*0%TU4$; M\6=][2]YV&IOAH92XZW%8/S1C]T).PG5IG^7K+#6$HDT1%YDI-!RP2%HVM/5 ME;"WD\'WP&>SR]V;P-AZ";7E5!(W3]@&@BUME1EC)T%QL,DEKI'DN7+?/T7[ ML]&%0,QR,`[90Q/Z'W(.+V^]'VFVC!/74-BC.V`3: MQYAC-Q$.QZ8K,)Y6B$6V2?),L0^RV11:)5#$9N]R#5IC7EI&$^PX[DCF$ MVU'L+Y/IM`UV^'X]N9S-6TC^=G'V^\6WE@F[G;9<$5]^_G!U>7[WE^UU-?OM M]?6WN6L\^U:^7W^[^G,R^32YN;ASE^WG'_Z&+46,*<4*B3$*G*)"E6A9@F4J MCFRR?K60[PGJ>+[Z[E_ZDU)?FTG=V'-$B9&=YI`L=O5Q&5\%_9JSN*/ZKMNX MZBTSBPY=]*N+(*)PQZQH9BN+K6W< MK%$H=E2BV04K>A4?KP>8#`K#JB_8(%R^^CX1"'N^6ZDDL:Y9U@/BE_U\ZH9? MCJB/>;7WI;&'PYRU;LVJ^@)V7-VF@DC.T;?V%9N+BV*4+2S')8D"W6"2!41J MN_Y`;%S=&J!_K-3ZXX],)ME26R6D3V('2BVYFP"MW$_O@C0$S&&KD!M3F%0&QU M[H\`3J^9$OGX97UQG>P2;C\>3*5$JA17))+*J:(3J[HX))C1#5'SL0[)81*L MC]\5.12%4*4`D#D;LJFW#IDV?.O8IN(P^=+'?5C4NBJ53/`<;=2D.];$G!RL M]1)N-;@\?37HK8-`LHWD`ZN$"9!3[=8!;=&K31LO=@J.8BE9&5_E5"21/BD- MQ*9GPI//?L!:&X##B^MD+Y92F6"32XXX,*-@)_LC1UM4&9G9GW]'_OOBYNN\ M/F]-/+\[(^K;:[4V9@%_+(1,)&QR!E9,-5+P)IX MS0&A]5A\HY3[T,M/AB@_J1?.P87@VXQ8%'RA',-RY%M2/*!.9VBU<.O%&"R*O1>O*AL&?GQD6@, MN)ZRM/V(LZ50F&QHL]U0=J%ZS^!;B]A=%26Y-6Q@_Z&#!$Y[$*?SU;0:M)L? M-"D_$@F_77V:W-Q.+QO+P<[4!25)H#=. M<:$AV_$3BSR$F)ORB]JF))%^)K`(I>IH<1'_IQK(#V6PN-K5NW-T[^T*;"3 MV5T=CV[FM9O5U?3VC M@B(@05E4K8`@Z0XAR?/0Q&(,KEJ8][!!2P1W-?WWV71.MS05]3U_8Y[V`M6' M"&\E"U=`Q9KVFHR^"-0AVS&?J10'@R/??,>;>?^V_?KOL^O=-C,O=Y)GPW2# M;05BP5:;F0P9SRH6M@MB6F^L36/@1@;5>[YVS]NI7>PA5F-R#&W"")#-L1;E MN\L*O@Z8"V%UN/;[WIFF_,/M#NE=GU!]F%*GJ@:B('5X*$23'V*,G&H`8^?6^MW<$$/'711U+#7O'/ M^A?:.IW\[^WD\OS/]2_V]WYR]JE5BD_E/!P"';DJ1SL@"CKR03DE80GVI[KV MCK7QO?^M[N@6U[KO'=TPQ0*H<&:)GQM!1#9QT8KG,BL_CM9Z([?N:/I-$%QN MG3,QF:"SSW4Q)40.OYCTL4#Z;>CWWJ/_8#?*_YW/!W2D;Y.SZ?8\3XS10:S6 MV1RL5X'+8N1E\@IA?$Y&Y?5J`]8;T^#'?TVFOWV=I%9SM+6!.Z`*+H(B0@2V2#<#E`0_2B3S@-9?JU)VNB,UF>Q-8),4J%#8Q5*[4F*R:XB53O"X;,+6Q*J" MQ!)!$R?#-A-PGX%#=9SIM>7]Z\4$/(!_*9D4HE+<1CM1FV$."_N8R<`8OKY6 MK>SH-**W2=RN1=L:J:WKQ?NEQ)C'@K_#GI?'1F`^%G`D,L6$&B#$K%,!QXMB M*X6LZP`9M!,,O&G]JVT&3UC*[?5&%G7;(&!-%$ZTF$SWXXED"QI[T#&LZ MT+88Y!/:O_TS1YWV3HHE<5%Y:E/GM7@?CFF97BT4QT+P%][)I\?EIWH3-U`G M$3L`:E6_$F4&\#V2RB2`>1R$)U!1;PP%3F@W3O]>;2BM"%Y@IG:&:F'4"+2X M(@6BSB/-M?5#Z_G>MN4(3>;*!*K6%A\EFO=00C5^23Y`9D#;IR[H\4\,&RR4 M8VOV\]$7XZ%G5'-H1!>O1H/;&O(KH&G.PUB5G-:)75G4@VF/M0POT]L[O4Y# MX.,?F9"M#@%5QIJ3STC9]C=^HF$T]2O0Y#82`\OHL'J+R:()D(-9T$*ZE`OH M(80Y=4&/?V30LE%R4(P/7)-J343]R'C,88?(>$\:/`KA0R-.K19+;4P7R06= M(?<>JH3ZN,'C49D=0((NZ[,*P50G,7,2P]!Q"/DT3LU];9(?_PH5.4IMYG2$ M(I<)DJH+ME)QU.1QL+H'5>D>@\(X]MUYV&MTM#&!BRZV9YP02*[?X9*5!IRSC8'Y,(F M^<75"SZDUWGU3A\5[=E^I@)6%XGGN)&/)96+6E9)6E@S&^)E+^'A$\DOEGXJ MX`7[,.N<0K+:>LC<[U-P:+&,C@;ODZLE:%W(@V7;W_2KI^#6S;T@ MM6_`>FJ[\7+)$B1F<2VA,>/49%O*X!$T@83B,MHW9^8]G@<[;E"(\JJ%VL+D*L/GN/:"-USE8G8>SPB'3J M@K[`B2&"%%OY<\J&53$I]]G'.M!8,WBR&MSVJ.)%'*-4K(*'+7).D56U)F8; MHPXC_^-V]I'3$/CX1P:2T=K(10O*J"`&!E1O62G*C9T-)Z_);8\J6C`?@3(- M^2FF:.RBU\LW)N`MY5%% M*RB(/FLO,DO@%BDL6\>M34.+VT'3ET=]5,G9@!B)B.UAQ49L9>G+R:,5U@T6 M>%V2'_\*6:?E/'F,*`9(:0>V0F?+4`*[G3KF$8;.:A_P9H98GZN.7 ME4_L5CN,X`+Z5A7A(\CY8E@\_\IZ';F1"G!3D=SCB]J/%(=XVH/H0PER!"D( ML+%(O7,FJYC5(#]Y=]+2[_8"R)EC15\B<",P\K7TM_\H`'DDEE9H_6.<+P<5 M?]-;(=0VV2<7""QG-UNED^MU&T&Y<5;DIL30H:4XA"&M.1GQ#"$XV\9><=#+ M(3;!TA#?6./=8Z_3)R'^3F?8BP>L`5VLQ:82'!7NW=85BANAEE>/,A?N4?H[ MY'C7"\A_G%UXTF*20.P?<"GU1W*]MXY8K;Z4H9IXM*4?F<.$<6$.\[_;G- MB@:?Z-0PXN7$U;;)G2`$-HZ[))*LI M.S#&4(QJ"7T5C]/$-@#Z5ZZXW;IQE1-%A9(J-=9H*@Y=IZ00##X2[ST>,AQ! M;8S\Z*3WL=.958V>P5O`9:L'C)>E%3D..`]8P MNF;2P>_DF_>MADTN(T7+MEB/VCF("@2/]O&B"0T-TLC.V]U,WP&D.<#A-D$@ M0ZDQIZH\:?31JJX'1>,X37""4Q]K[3HI/>QFT$%9,D;P>C$EVC:S2?PQ-I%8Y/_9N[;F-G,<^XO211"\X9'7F:[J33+)3FWMHQ(K MB;<=*6LIO=7_?D%95&S3DB7;DOW)2N7)<202!($#$#A@?!1(!'(:JJ^W2V9_ M!5'W$T0Y'.V&(S[!H@\DAJ=7E0`*3*10*YQ!D*%45F`SL;,\(OEM-J`,';-V M+C+FED5J*4430\FVCS@0UU8OO'PQ[,&=4G$F.AF-U88$,L9(*U219=?\=5CY M_:K-F;V=SC?RY<_^P1_YQW0V6S>W\E\;!CU"3'6R-R6)$5UM_"NAQ?M:Q*Y" M[`W?N+4M#0]<]&%$L%T!U';31-97H`9ILJ:<7)"6=&$WY5TU2HC@7?^(^88# MYW4UJ,_CL_/1Y8U1LHN9K:V0^;Y0V3+L\5D$=I$,%8.F4*Y$*VLI15=[ ML^ZN'I%8WU9V^"L]_3B>SR^NWDCODR-'486Q-%`A*ZR.4HLFQ^)[LC<+:]^N MCD"4J]?FS47U3],C(DVQT6FC8N:P)UG@0&:?ZFFB):^O3CTCR=Y>:;NAR M\^2M$1SRRDB)L338)D0#?0G>&W!V+?P[8C'^&B:R80"K3A!%?0A36H=LHZ$=7'GRY7CIB'7WDD9V:%(H3%*'RR*Y2-H5DJDKN[@C11&KDNHO&@1 M'`3[9"C&H%4EEB)2A*"]6XI39X5="/\&M5H7P1^;-!^)?9('0QD)L[$E*+ZF MOFDJ&*0[GNN/7ZX/`C^%P8_&@*!QP5]`7B[Y*C)Z[-\-ZCBX([[QAT0_0DA@ M[&-#8=19G;A:=A^PZ'/L6^?1R$&ZF[VBGZ@<K-F9]%&1N4Q-%? M8"7R`N62/[,(S*7+?TF#:Q/N+UH"!P$_1`(9\'@'1C*@#BFG%05]8HO774PC MUQ4%'ILP'XE])#N'4B1E#:Q^R;GM04JY[0S\"41X2^61EK"C!ERQ5R@PS"[2:NFR-[1ZLI*8C-K0/ M1#[9E5B?QU4BLD%Z'UVKV.7P$GHA"D$#PX]/(<4M@(\#RI$#=&.(%1,*&=^` M>)(R=<'D`,W`IJQ/R":XDD1@W$.IJ,2JM,)]?!_[:B(86OY0'R[I$WW&2EDE M3:0*#Q,M9T.9K#!BGT.CM6T$QR;,Q^(>8B6-UB21(%HMZNS5IJ/[^"6_(_#QQ=7G0>>MKA4K@L6Y>J6PH>\L4!S&OSXA;H%[9,Y" M@K*UG!!"9+&:QEVK0DP]4?B!$CZM3NA\O.,,&Y-9'3(O7MF20ZTA34OF*D=X+AZ[- MS,P(LGL^/91I&[*[L"Z#S\FF0`DS"(S+Q'E@>ACS*R MQ"@T4D$'E?]7-=(LC$[TM&.']^G[)Y(*&:S.C#BSA1)]R96`=]DA6$+L"$8' M+(/#7["@T3M3&"U*X8K#',4J;\QWK(O##R3Y$%&_JI!J?A%4A1Z66&T-0!;N,_QY/;E-#EZXEDVRU;%)1 MLS%3NC$+`>A2[J"C7=^0]/AEGL+YICW*@<@HDD3MD*VHL+Y1#4A)W;%L;%1^ MN>7]9LKPOG"?>,V-E'SPBQ`@I MIB5I$52H\VRF;F]X?R">(4RA^^. M5"H076PW2*N>%W,X6WX&:U0P91E)B4Y4'">2C6>%+9 M)13H+0H2I2\",T,RSS`KZ>0T#EL$S@,9` MF<7E4PXH)&D;$ZQF15'HIR4>1KA/%\XG#N1%RE2'\I+%J+)9)<2R<`<)Y_?$ M_>92+#YQI!R*S\)XW7BP5.WFVL_)_?V+LN/#^==O\_^I<;+$`I;%%FVQR=UQLW\TA]KFR'O^XG,YF5X1_D[.'G^W-L=A2!HFR"? M57NX,>D.4OE-#)<#E]Q.6``]!F_8N)(6AGV,"]1(T!CQ8/?B):5F;S4LP6UZ M,PA*V*BCAU)2$MDG6-)WL>($BUWJ$R7`VH;VE[O_83J:0I;#=VF%\J3K*[PQ MR\.1%<-VMWKHAW,PP4J#7@#IQ/!94Z(L2RM\A9Q[8N2A"_;I'(V,CK3DX*FP MH!@`20EY1;/J3!=T;&2;';CD=G(T!AV'F2FII&*0"F*2M"HO`=TY&C#L\9[5 M0Z]^_/OD\\7/,[Y5;Z?SCS\__<_X,W_X?XQFO.FWX_F<_\%?7E85JG=PMSA' MUS#%O5KCW)/IY-5D_9=;?ZK&5;0>LT8&V^HE?PU&M/-;FAJG=C^AI>ZUB MT8)0FV1+UBGR89H60B0CRFZUE*_I7.]!B_>/$"VPF<3HW#>&`); M4"Q-/0=]D%X-D-HY[?;"`;)/$:D(KR*'[Y+OF5O-I5=6N"Y5>CK79P?(.1"D M#.!!.2V4T87:5(E9.!MP]>+MO>B. M2J%8RTMZ.JE]`V3MHE:!HG.@0@S%1N.;+03J*PS$]H7B%)6<+6RX,SF," MF<4RQP8)H^K3HL]\&?@75Y_W?CH[7VS^Z]?+\5?>[.I[=RO["=%)1S(8RB;5 M,54&L)7]F.`[=PN:UI?];+?`F[L[_^O\;#PYF\7I]^_3RE_3T8_?EQ.?UR>;W.)G:SU*0JRT^2SI126)"$YZCN&I.]=!/?P&F8)(H&S M22M)Z(W$L#0ZK+!2='%+K9F\/=-^'PO>KZ*2C0C):./9IUGC`ZAE+D)09?7';Z/+<2WY_KS-Q#EY MO;!?1W#)Y,"P7B2A'>;0#DP5<\LWMJ_B1?^FZ==Z[US*`Q?[W^L72SFQ"U=) M*!D5I*13H\OA2(-NCS3YM5CU&YH]++9G=)-^%KM!LE%AB":!YIB!A+>IT'*Q#$6+WB!9TKLL=@4.%H_K,S\Y MNU;RO:P].7LW656>+-H8&F?;%;8:G_T^:5]TKV.Z5@.S^,9X,9K-;F2T_%^C M\XO1IXMQF5Y^'%V,/]:O7BSGG]/OXRLK\0?;@MF[+Y'7=CY_^E[J9^MJ\B0T M`1G)3@I)2%=GL2P)7W04?8O[+8_ZQ*/2(-8CD%`K8]E5X^6_8B3*\H@R'U/E+B5$!JT"NF3L=F! M$:D0>Q@,DK1T&4A3:Z$4WE-?$7&;?/:D*:_=V!2-.FLM-64?E''6M#29\(4# MXXXY6M\BX3Z("OWJI7SWY7*^/Q^VSVLWY[#2+.Y^NXN:]GB2!@)*485[N82EY8\=;B*KSN M2<[Y%&YEB1XNA^<7YY9Y^JH-]5F-=8`5G%4G_/UV-%^L\->/_[YQ0&5\5IOC MJI7_8SJ:A-'D3_[5V?3B_*Q&E.\^79Q_720Y9V'*8=\]QQ0JU2-'F<$5'0M& M;S`W!B5I3(?;',*P3FF7%\:'',OF-]+U7?"HBW>`F4-ER*`DID:@7B%TG]-Q M>&N\PHN7^S-H]HVLF>;0DSVFTN`<1\E@(C52<`[YNV9`TAH'IME[E'!=:UW+ MV^G\_OF/47"\;TI([$RCJ+R?K54KLPWI^?.$N-WO?#RB_O5?1I-WE^=?SZ]> MG#8[SAL)>BB&`6V=!J"M!DMEV3%H,A+T!8D20*Z!MT/#NDBTD@ARO:<9!<1!))>;$BEU&JI_)>Y%&&=$PO%-.I(+U: M)+T]XPV&&UF$E<&Q/:N/1,0U*:R7*O=GQG2J#O.6J=8;&,]B%CFM?",[P7XN M"NHK;I63B'<%=26(4ERE.W&NY,J,;!M\1G#]D#*40P!U#Q3UHT$=9"'KL.#, M89^H_::"4GL40\A=F`WDS"T"C>.3YH-07=2B."#C*6D(P-BN#??.'$W+WL@* M]F\.U[PV/9$LKZ4@_^M\_NW?D^FGV?CRKYITOKU/"TX0 M42(D#(5#<^>]EZVJT(9^G/'Z=\SC5[C3J^/[^ MXW+\;3R9+;)$GQ=1U^R.=WKY+W6R;5L[3518>04+!"^U(A-1-L($2JZ+CPZE M99N._*4JW@G%/8%"9H&^3NP#DD9[3-E;O9K1;D3W"O/&K,E]G+3R!/5V)[+U MI$(ACZR&&AU&\BO*GP1JT_27D^*=L.`^F)47)!?>UW$-4463XQ(+BJ!-/T%. M'1`)/H=2?AS/YQ=7(CREYQZE699CV5HQ`A`I6K08=&LOE[[X+ET"[E:#TWY. M=>B*\WI-%2N1-)$#UN0-F@0BZ];5:^K;81>V"B/6O+0,7Z-.J&N7`5\R9!40 M58JYSHJ3DJB1#SMM^II,14=KBDZHZ2F"R(!D#7A3BA=!6O[36I@]XATM31;- MFB+?06C4@I/YR_B2P=E\>B7ZDV;M!X\K';0EQ`*6@9)`"6TZ0(RN+\7#/2K6 M':>^+P5;?$Q?AX!WST0YN;B^)C9+TH(8']D"18=HEZ-034CQSZ2[#8`C8DW7-2\(_-N@KU82J1NGLTQLG>]%-\ MR(;H2T[*IJ!4]+K$%2U`"7W=&R*8DZJ<[,V-B7LZ^"`C6"&5+4&T&?`Q615Z MER48&*F]!6;/HT0G?+-E"*^U)OYKC"N"$+P5:34K@9%R[YS,_F+X(:O*Z[4W MGH,IP2#')>6U-1ZT-*U46V!/\4@6A-M;R>ASZ-":R5\G MN;!?';KJ+BH_)V>SC].+L]W&B&4@85"&)`288JG81K,GH&3?#X[5KIN%?7L% M.RYOTQ"'.FT\.VTPNE@YA%*"EJ`%SZ%+UTSBH.]RVF)YUWNS_-E?MC*_9*6M^UU+M6\ZA5KV["AW$=W7WV M?G0Y__O:@+Y9^/OZO]RX/'SS62-_C"[>_=_DWEE]+B**8%$DQGBB-@$N6UM- MLH"E8QI`9PV[;[M_*6S2,@519IE!16V4!P+@<%J#,TVFC6Z'XX-U\VZ=R=E^TQ4FA-D+O=/[9CB:V$->S! MG7?>>IG;J[(LO9EVMRFOMUC1XW>P20LMH@>K5+1LY))'G6+K2[%>E*XMW&@' M^][!NXG_\F5Z>58]U#^G/V?LB]Y?3K]>CK[O=CK2)*HL.DZ02MIKLKE1DGL& M9OU#F]EU9^M7NL\]_S][U];TH-+:GPI>G.4]6"[;#'EI`:PO]/=MTM2N4?8+WJV^9UCA9+!)+%_KE M;K;Z<+-8\"_Y:399E?F7_=[M8?Z6.1($%910$%AZ4,9.EZ/PS>I@C54,#\7D M>92\%EY]_%/GR^B5!YL;L9][($O2IV?1PG M8V:#VUK0B9T"XU%V:E/?)1NXCA]ICEIT M'HH(8<^F>>44^L&B_AETO`I4?>QE"R(9MB15"A39Y%:I"]S5X?F-@2.=8:][ ML&]PQ5#=W*].XRI,"85+7E+,F=&2I#?EW$"2#=TFZ*`L6.4O#173\2I0]:I) M1U$F0I`V8%5_*G89S,)/LW%;+-O98"[.59>'ZH=?5[,3A17+=IV"))"Z!)/1 M"M]U**MJ.S0FA71UE?6E^6I-R>N@U2NOF*'J(MM()B99M,UNN]9%!-F$=*#. MXE&[Y3AO$ZW?;TXTNQ0H*ZTJ_.)\8;N@@-TN0LGM4$3GC-;N`M;]+AFO`50? M4WD/DE0AXX4DB5Y&[[IP$U'?W=^]7_-4OL]7=.+ZC#YIM M!9-MW0N;DA&*NO8F1%#MR#PWKN\XA*+7QJ]7E*$H*$Q!R=8]JB**S=U:/(J[ MVW2J+RG']25?%\"1?$OT@7T=R"88":P*@NE206S2`[:V/H#5H_J6@PF["BS[ M.!*S9[,6BTA4H\PYR2Y?(HL%U2Z8!0_:C.EK7@66SXNHA:AD5$H*K4S0D`MT M$:*0HVT,E%IDKL?T/8_2\ZK0];$?D3-@,Y*JR<7H8H)N3ZB2&!L'BWU1J<;T M1:\&NI-]TV1E"%I%%H9*6$E"$'3U?L&8QM1#@694W_0H/:\*71_795MD#`IC M@>1$8,_>Z6[!/67?!9"%XJD4T94G"!]#$R4!"VQDC^G+7@]ZI_JV M@FT/`;4/'B!"8I//PZ-$3&.JL)*U.*9O>XR!QHVZ4QDS\-N M]C<[!5FJ=G2`]*QEQ_1UQT*NS/\YF]9Y\B.BC9LKTP6T[X]H5&9X5)K'/I^7$[/O#YF28->"YMB]B4GOL1M M1`CX']LQTTX+L[NBZ<0CCDQ?;S40J5*L-V2BU]*6:N9L14>.C<*6?*W"G?'D MSJ)O<3.I$\-/EXB6LA8O3^7Y MHI*\]B$6":AS*)%-V2V7H@/:4WPG'>JSKO*YPN1\>0D!$I60"$(A5"']P;"8 M2BLOG30L,L]ZB><0^7@GT9$RW\GRT\["G,D_YY_O/[?EN^^^+4_FFN=8##IR MRH22K"]F&U'-Z8EH7=ZO?]1?Q+]7K3@(@,<$O`C1\^40HE74*2D@MJVM0D)* MLLMH2PM>[2=:"/,B1!\NT/S^_N?;^73^O[-I_?RQRN_A+*&?[#0I(@MKA"YL M'+`94:L(-X/N0Z:X'QMC3F>(P71>%X@#68P*^S@^AL`^[+IVA$(W6A$+R?TP MRM<'<>,*SV>WW]]__CQ9?7U^'C9[G2`',-::VN6=S697A\W:R]PXM*?5\`XZ M\(6I[[7)78FDYER1\K!VI`1(4"@W:A!#*/ M*ODCE88#3JVO'7[NET"BEQMD2"K*()'M_P!$$7VWZ"ABZV$K(?&4:MD70>)Y M51DYH*1HP,M"-F&"Y#H%P_]O$3BM]O7X<2])>&_VD`DEB"X;;=`7="9M6G5R MRLDT@N#$2M87(_SDW)_06/>11Y]!A9C9^++;_7[)MRM.3JQ+/7[<2Q+>6[9E M4'OV,+*67JO,CI3>B+W,5K9K,W>G59F^%.%GY-T$LF6=B.5^%A"9O:7L*+<% MH6GI/+5F=,"!+TI[;Y$*FWS(OA1E*8D-'Q*Z,W>BR&5/ULR>5`'Z[5?/%^F?6-'FHA`^OS8HJRW8;89$V[ M*1U8MIU2G3DVW5^_FZWF-],#:9T]TSR/NI*/LIXZ"40%NC@72\Y>=-N%@G-9 M_MM?OE/BIU.HWCWL*]#ZU./[XYU+&TN)$FVFD+Q@T;T=28U!>J85TLN3^O?) M:EZ]P9%O-F*4_+A-\.`=B(2Z:Y7.N5@%E=JS;O;Q>8=2_-UD=7A2TF'!K*)C M0P1R4JQ^)00T@]]I=ZI1J/AC#LGA'_#^M]K+_W1JR>'O MWF2TYXSUPP?WM/;[)WJLCH+4KEA3"RV#4CEV_%T]V7:[K3@T1N.R:/76,&?* M;'ZA2`D<$$;(7?M84:DM8:F##%#AX-31J%1K MA(J(T1L#,2(E%T.COK5YO0M__>=A$P1TWA(&0:S::M]8Y]6P;=^V1?F+HE6_ M>3W_AZ;_N+]]6%]=;E;_,9M^8D.!/M[-OZQ-B!-',+`/"C8+A4J#*Y"2[7Q6 ME4WS:;$S#SY-.O/INQ<_>,\0)2DG?2Y!K"=9P>V=G=O;'G0RA_(D3@[ MB.J>4UZ$T)W[?4RH0K1)>&%!FSIJPE#HHA/`[ENX9D(?+"EFDW-B](]!*"[[ MP&8=6SOHM4Z48A>D+L7`H72%<\\%H8^"%P>HATN$PTQ87&3Y9TV)Y#B,`/82)'^+#F]\R,-#_&*5L=5)$D$AI(8&T4!N4$DJ5#["1T,/R M7L\AXW6@ZF$HDRRK"8G&4$T$6"3R75HHIWP@\2X,O"VHGB.4`##[5(P/4F)) MB6)0VYU/*1V2S%Z/!]$E']QSQ%$BDUU,T0B9`]:R8-A&EC-KM$/0X-N#9DBZ MX8D,RLH%G7*)-8V<()E.!F7!BIT.03.B##HS"C\.-#U<0[;.N-,U[A&=3'3M* M2%ZZX$KP,FXBWC6Y*=.!-P7R,N+FA&3`*,#T6/+OP.%&HZEW6%(-",I2F-,S"TB(VS$MD`2U02#OV9<6NR/1 M+TU3N%E.3[PLZTA:MJ,@6H4!4DQ=C3,D-LS;@*?B6S1P-(;7=\+1J=O&-O]V ML_S$K^!SFOU\]\/7WYZF=7YJQ75"%+>ZD7(XN8QU5%W#312+K M]LPFX'5]L/2W4[.W!8$?J73D0]E.6'40@DWMI3MCY(#*]A>E;OQ+U_RTK;&* M4&J?C`&WJ=BHE^YR.]/]]6#I)ME^>W-W:CP[U5G5DKTFI:+QRLK:6;_IW0"V M:]K>&V$\P+GB^4VAL&G2R3>913L`"80%V-WJ=AEJ MZWZ&JKGCY+?YW61!ZS[<$[OY2`A7TW51"1906,AM9X\'+1LYQ3?IK3U:;K+W M9".1TW=;"D$H$L%YOBZU'67,,Y[\#91B.IOZ=9L+F@(H(WRI9@._-N M35)K"NDZIOIXA=.9)'V8?;I?3.YN5E^?\8K`F"BR3%&3J'I?1_R#[4(K^)5W MS*A'V>[`V48CJ;?N4M>0JJ.Z!=5D2ZXVC&YNB;FPD?)U&ZHYOIEA+)(^5'$Y M\*J>^!;9LW/AB]%)%2^T([7)5+'=&IX(B$<>E>[O6NH[W;B4[=S8$T6E;-9` M+M8BNIC9/734\6#R_D#>0/>GX,:E["P)Z-%`<18%^\`U+(DFN^[&G$]-]8G2 MTC5KQTXXW8AD]2XIT.P1>.M"DL'';'S>DF4U[1$9SH(YGA(_GZSY[7^'R>UL M^@PQF%4,B86X)D,0M0"5MY(]EU:R#Q6#>X\V%D&]JLI$![:D$E!CMMI"MQDD M61';IOFA0G`4@LY[3EJB.WWZX#3N0IMDM+:?QYO/G^>UMM>#?W_TZ MVTDII(=UM__Y0SK\=)*1(=?>?Z/()%:PW9Q5T-:ZA@2%>C24=>%8QCMFH;-S_NH.J-,_"88/VB(]<*6DW%:LV MYFI=-X<58K?X:MS#]B%K@V!1B=;5[5<>HXC=M+#::NV:P$H=4KS[.`><=KZ< M+#_.)XMWR]N[U?VZ7NK[^Y__,?MX]\/--Y/E=*U`/O"3^/S;PSJ\Z6SV^6%9 MWGD-:Y"$8^:(B$6!B"6AZFK:L\[87(+Q.Q7#(YSX!2#HC0"3RR`*FS`E%)U] M@+BY6AUE+?[>@>"JJ3^Y?\UFMF\$/P$V8K1)P85N^C;[2JDT;5QC4M_D2"]" M?6\026FA;!00353.6Q6[K1(ZD9--U;RQ6`=YU+Y875@*;'G`E'8_TG73?VI;&UGA M26*F((W.@?_;[1-E2Z*TS8QC4K^;MKP$[?WK+%0M]$;,V7K,F)W;TN[87W@3 MM->UN?/E66.0ZGI%60-^3ML0K?0^=9HO18F7T7Q/SOLR&/1J`-*&/:]68 M-3N^!CL,"HG+\,!1#):?/LP^SN;K/\^_S;9+ZJISG2>]7^JKIL>36=3=\MO\P>RO7#U_5. M[/>_[#O8XT79U3'CK[Y?ACJG979[NQ[,M6WV6E=\FBWH'QZX`K4\Y%&)'4=7J[X+=*%^%K@TG M@]SM[7VK5_"DT>H*WD+=T>N5T&R0:_ZCU?3''$B;VHMPH/]U$:.^A9`$>9U5 M,"10"67`=`UA`$$UH5\0N[V4UW`%[Y;3^9?Y]'ZR./23X>H5@X+U2+%(0A3' M9KG3NIM=&`!%XY>==P<#D'KCEW#F0T@81!WC:IS)I.NSV"Z7@J1".]M%J+,? MPK5=PI6I!63=K*4"9`WM^7C2J6Z;:K#!MQ5=_[J(L5]#I,0^@D/EG3)&1Z=A M.UK!\3\U02(ISC:11KB$ZS!'G\7T"2QS>QUSC9H"68703:(/DBVD=NB,V2UC M.P>7MX'LF5PL,JO4ZM>70EJE)"QL9+IB]]^UW>[.8S.8^UI0O3(A;6V4*(5Q MX`(%@>0D;F>#RSVK!>KRK#\+LF?RJXWH3>;WGL'7$FV4FVT4-N?H5*/X6#%Z MMSM?[A*H'A?15R]?/1B*K+J\S#(5XPCR=I8]!CD@Y'T:(&\#TG,%J_`L*45) M&8QVL98V=!::KP/TVV5(<-Q(>QU,KTRL0F+92:R"@A=.NJ!\[#8#"QM":P;` M4:'Z_P779Z*VZ0.P?G=,TLEPC([FJ[*G>1*` M8_>J8,I%4D(GE4FY0U/%=B\'&+PXFNTG4*3)U]OO)K=WZ7Y&R^GW=_/%@CY^ M7-WS!T_+P(6H'4B=2?GB3&TIH(WAJ+R0L>GR<&*WY._9!WX)^J])J<2$!``4 M;*[S;KPPFP;`.MG2MYTH?W:PS]0TSA6(0M0I)Z;DZ+W>KM<,;"U%?+_ZZ_UD->'OGDW#U[_>?)FMEO7'T_W=KS[OWT ML212B2:B`B'0J9RM]KI#G6+84P#Z!N5)[P8";56H==,@DC+1)=O)4R%%RHW3 M:$#C&Z3_FN2I)B@::^\I!L\BM*3-R@,GP-EV+]J?'>QSY6D,Z$OV*()"X07Z MKE"7Y:H5;UR>/NWZOAYYBI+J,@L"*[31UH(3_\?>M3:UE>3L7Y2JEOHF?>SK MSE2]LTE-,OO=$YP9[TN`-3"[[*]?-?%Q@IM@`S8^=DA-5:8"AG.D;DF/+H_L MUT(8=X=[%/8D7<_GWT--WW]3-M62TK[QH0J6<=H/S`$:2M\%K=N8^>H2FT<\ MW79?:TP&T>:@'?HLR-"T]F+CAB$,@'A//RUH#?HXY?A$6Q=R:CT8V6:&Y)UV ME`:>&8PI=SVIV(:PW=I2Q4O+<$R&K+1Y82K1V&+:I%`WTRW.MR',4 M$GUP%EI7ZX*B4BUH:XQN.P\'IYC*/0S.9`">8*%W\EIC,EID.5C6MC8R2EU` MX=")J3#F?@X(4'S%<C;MG`Q8"Z]')<%1& MRY44LK)8D"0V\:H,M#T*4O4=FD7#>G7`?*<2_;NI>^1&] MYIC,'4='U7GC%(3;G4XX4*$)2/?FGM&!M77R8Y'K4REZ+1SS<=M]J3$8-L.BV'EE%ITLFB95YV$SD M;3!]_]^/+,6'?N7EEU6$0WKYSL:P>[Y;JP_GEK])2*]S/@DY%<6>-$)"#-8/ M!,J@L"^Y=12H2>+S`Y\6X"48\D.7`Q#4I71=<-MJ\2.KVIZ MDIK*O\0#?3C_VWPZN9K./_PY.;M3[5D[",&%T<=4VQ[2DHUF,W@3K6U7]7M" M#'((.GMJ%&>2` MJXY>U'&$T+:9UE@C>0 MG:])SDL`23`F-\\O7=MZ7G:(Y<=< [-CR.V49[T0+J*+<^7_26@\LQ"N8MH+VO%9U+V!"']@\K<-]M_H;DSPC9"1NFY!\!9,2)S]@9'\? MU8M&Y"?TA6U?H`]2>J8(L2@?JO(E54MIL=+1*RC@NE(CJ"^MK*-XJS$EX:E4 M;ZIJTW@JB4`-+@6))L2NLNA&@?KV(\0]PA8M@6_VIE%8UX#5EK;T;QA!3Z$G M"7I""^2KFIX=LH\?Z#=`ARA^2,!7$4QB,RSYHLJ;/ MU1"N)^UX5=%.LPR&??()3:S1)N-"68XA6S9=;Y,&M[I1>I0:V[$M"I:\Y[8\ MCI*+"4M42]AFV77^0J2\GH#W:,0VRO1!+:$Z#8:+(>T(2QN\'UR\]SV#NR$^ MA"!IUP55X%B]C5A5+%R5C5H-)SU&[@NJ.)(TUHN(;90G/;:`*%"*P)X$$R25 M>7G2D3J5::\/P0F_J%\$RG+4??#!L8C2$42W-/".^F2CDZCT!Q7B*"^!<3_SQZ8V:";)S1#:]` M0RKXU^EI(S!\-YE?W7P0_5[*2S7JN'CS M[5?N'(MW\YGHX&)R^O;?9]/Y.I([BFAJ$AQ-P==J':CH,M9:,N4,G1%\8\PJ M9^#+"^BAW9C15!?EX/KB;(28,I?EYEIQF5T,^*9Q2N+^7^C%-,Y:S*2O@FJR MA'RB\+;S:"&@6GLN-/F`W:_&UZQN-<';%"`#8(H2Z#@3E[,[_IY1/F30>[WB M]F6O>#$J:DTA:<4)'">L[8KG[)QNRY8ZA6OM]J[PAZZXP4"N0@V!3,T*V?!B MH#IY#;HG-P"[4@KK+<$<"_:7V86U5X MG:\U5;DPX]VX]Y$@3Q)>PXAH,,V5KK@7T^. M;0]1S4JCS.;/MN576JKP/D&VY>%W]/RS_(RYQ$F_RC%X_^_)Q;HQFM3(Y]G[ M%#C5U&A_/>4JUQWD!$!/47L88KD&XX(9V17G47?L%KB2RCMX.=VSN3[)MYV?SDZ:Q7G[^^GL MCR^?C.=G)VNY4*+WWHBMC\)RZK#3T?3G`Z,?Q2CLUS@*ED5VJ!*B\#<%H!0NQ!*]3;YP/0RS; M-\XQZM;3X#,Z%9)%`6Z+N4)34NBIAT"9[X5S!RJH[5IGE;VN\HCLVY8EE242 M'-8`)`D,.H0'WH\A*MB"/)]OG4UMP:4+#H.895(^#50;BDWM4F!OQ/3M6W1K MX''4F2 MVSXQLFZYUK?8`/W,Q]Y-\W:D^6S33$ABNMA"\AZ+2R;S"IRQNJ#`%R`*M;%+YCAL04S%YRXSIS6/X6[M.G`.M4U(Q.3$["A"`Y;T M8'&*23W?U6&(9?NF61PZMF74`KPD2A'U#B\!=7)=HL_C&(*5T<;-OH7- MM2:;:[`V9P2_Z&S4`FE#O__(C,3`[-TV,X1HK?;-+(L?"ZQX@3ATC(;ZQBM& MVJ;H%GGS#^?_)T_[1>/OIU=7I],F@$##[2E5WC(L]25, ML?7I1#)N$7YZ"%FISD?NZ14>4H;SV;&KBH-H`ZM$+Q0'WB2KRCV+Y-#=G_/; M_$U^FI[*M_TRN6H7^.;K17X9-;XW(YN]LHDR;S^-WZV'LX>XCF&E(7;[C[LW[;'<0I6TBRJ"#]ISA$6?`#HE/FOGX@@? M/UY_OKZ]P;^=S:O+3^>F)O%Z[XX^[G1AU@Y&10\825#%VZ-"50B:T=HC&U@"*70"TB/1-KH)YOQ*V,F1^JX-[+QT^G=?)Y=GHSR.[W M%=G="O>W]]\$S^M@B-P>E6(NQ>6Z?O MY\O+Z]:&^>XV&I^6!G\OYK/+Z>I(Z2^3?Y[//]Q7LI(T:34Z?>/*KM293L@%L&PG*VM)0:XD6^\UMVJK#/OF;ZNJW]U]; M9M]?-!`YGYX\H+G%C[OMP7U[]NMTY-4^S;3^_FYQ?3 MU7Z>7ZY/KV:?OES#=8RVR@O*3Y%"#2D*/G5I*.;8W'R;0&EX52<+]HG-00:)DHPUGD7CWC<=VR=_VBDXQJ,=@A!FQQ<<:2ZQ M(XQPZ%=J#(ROV>4FT4M&1B`5;6G3@K;JL`!UVMD2>GH> M.:ECE]M#J%!!R.+^H[%`QB4L.M.B'FR=OV>+J'/C-T_?XLJ=H08Q12UVNB6X M(V9&A&$GCM*&(;2A$IX4!8 MK5+M-ZV#'3WRVE"(SP(-%3!D*DX"P"(2J];3X!%;';QK42&U617H1<36*HF/ MJS3HE(M)EEI;A+RR#Q&&1A/"ZOK)<..WDN)M3[K+%]X]9G#B6%LO=JO35(R^ M+1$90'D.]RRKL,9LPZ[O7W([00WM&+J4@]RR:FOT0&7(<40.?8[C@.5XP'B! MO2G.`KB4K`^-"'M9F#1M_T<'E,%LPS6/7U=CQ0NMVQ0E:E*$,;0.CXPP**R& M?E3I557[`PI!>66+TE$L\5/VMXK[7#K81>HQ78>M9<[5J1@QA M&UARUR^\>XQ@LTX$A:(OK',*7OYAP.!1Y7[^59/;1GYU_Y+;"4:(*F%HA]$& MQS4S%EIFTER`#B.,/O0\UK("0JP5BJI%_A8LG-$O2T#B8KHDBB5U"!;RT&+/ M1Y05K*#O$*,GM$D+I*,X[/Q2WO6CH*^JVA],H$QMH5ZJ?-O@D(#+X(Y5=;Z+ M/^QQF\%U**':;"/YH$IIK#;)EV4U0?E^FYVEK>3!]R^OK:*$E%PN$LJDEAA6 MS@>#/!AT=T\(>!3R>Q9*B$$CVFHE2&&0,Z7EN@[GKD!?67_YT.^S7*CVP71^ M>17;8.!T&>Y^F'Z^.)]/YC<_?[Z8S.;];-2ZLD+CKM;)DX.0R48,!>UP7C*9 MKO7J,?,TCWSP%Q/&,O;]=BCZW>2F?>##=/XYWGS[A>8+[DZ\SO[3N'2_?L>* M@]D92&&/T8)+P82*Y'RN`PU$K89=OYI%X.R&PR:OFMJ&"S-5:RT^7C`D2926 M4L*!];&6C%T7+8#8ETUS7<>IHG],YK,V[CQ;?-.\!6+GGR>SL]W?)RT.L>H0 M!/T(6E6%@P^#NASTZ]?@]C:]:NMQVGKFG=)@K7*4Q/%X=H3!9#])HX'I^,O8'[TOVDPI3`:HC6W04 MQ.ZCKF+S%TGH')WJU]*-Z0V1S<*(^X%29508\6\Q,KBWMRK:8XAQK&JT:KZBH8!&UBD4Q+-AS&SF'[E<4$)#ZX2_E:!-M.B9$)(;2 MJ`1-ELNY[/!2ID]ZR$7&30M?1Z?-=3C,">;LXP4\V<(+*$ M^XC*2+"XJ`XD^2]UC2'LV<`!&^OG:VB?&;VD4A9CEESF1E4KB%LOJE]M'K\? MN@-CM3G@C-Y^M/7<"#,Q8+5@(R-6%2I:&JX4N+[D))&Z1/4'G'QZD0XV8SEY M'[/)F3V6FD@/C">IZ'OX/\F#/W!7LI^,7@DZ2-!NH5+18+U3B_C*525VISN_ M+''7(2>"CK7W+9D"S-'H[!UR*5'5Y4B]H9[6U!(;?>#.XL!R0(_HB\,8`TJ, MIM'7X$K;+[DV`X"^K5$XX!30`2KS$0D],(:\06QLF2'Z*A!^>35]25TA M71NR^E@CA.<64)&M"AE),&;.$A8$'IH2*-6^M1T=M:3-D0MSJPD]A05:"X%U MK+7)'@P/C3F.(W:-.2"XXX`KU"_1E?<_]JZUMZTCR?ZB`:KZ5=4?JU\8`WGM MCA>+?-383"RL+`62[4S^_5;+O'2LID5*HLA+RH81.[9$WWNZNMYUJEI34A`* M19C166&SZIV%M(84@3QMRT[T#)AFQ>C\\N/5QYO>Z7=VT3^^-_C]73RSWEV3H\A1(9GWSM M_%Y5I#J>-L0U#4_66)#M0O>7=]0;+U5T4#/6PD*,AKTL"T46B4<:E=YS]L*1 M?J(E%TCJ?CI6!0;J(DDG*)\03^L6%7L;MTN@'R7D]U7N*F`1%U*]95619&M> M.CVY5_/&PC`'MYW/N4N?K[U@^]G!,X8M>J M%$P;'G3.7@1[KNCS7593 M%,?EJ=]/^G%E/6PY4,@I&4DHSJ:)U+J`;3),NSK:DOS\=)%^:HX$P(;>ZI@E MY(R]==5/6JS8<7?I]I.+>A,CO7H4FFPTUNSV)WN*<[6#@<77&8HT:;LV+`1 MFCAAJIKGD89S1RF.XSO*30Y-\](B9@)U8H%CY.4ZHJ">3I!!MVU-IW:\2#[1 MD`9*%MFEC-5;R+%!FCIF(0;_!(;864)Z7PJ"T:J/0#9'GQ&P&3/Q1^26C%DW M&+CE),5!0! M\8A.?`F.9)7"C@F'S.G6+$['B^13]QPH=D"07$,%D]3E"W;*JP"6)_`3'0+2 MU<[H!VX_2)$*$[54<]_SP-'AJH@D:20'<^H5[T:P5D^\A_<_23.IGDY.7MUK M+U9*,#7YB6L"H9E!M3KDN",)/JZSFZUQM($Q04'T@!B*<=*FVP<^C]STB.!W M$[P?QP%NLHFU-NB$$2*V]R*7ZNP4L+O,0WC9N\QWE/R8%WY/M(0Y5)LU9@JU M%X7VR>G:&"MA/SLOI2DA2,R1/(9$::`_9P MA.]_H(`\H4(H$`QV]>:B`$WUJY"HC)F/+EXG!.X1>QB!3?8VUB@6&#BHE[@J MA*'AD;-";\66'>ZG=7:S]3!JKV$:*UF@2*G1]9TJ2]76@HS,B:!VX`4=X"8/ MP_C4U&U.L92^G0N3-Y/NXF2'X4]+8/B4+,../`RC_H4)F3K-0J82B29&R%R# M@W%^7$/R688J/RQN;OH\PU2H?U(Q':H-T:+ZK11:T.@MU54`YV(:W7^[H^K( MAKDT^\ND\!<"PJ?[]/3R4!2\E3 M3((N$!2V$98;@=53I&@&Q/UN0H!9XGU?'L%U5C#IL6NM)?IBR+F5MQA&TBD$ M.F%[?L",@T@)4&-4`YLU)+71I.D<7)%QZ.N%'L(1.U5LL?I4T`0N:F/56*6]*=&`S@K8X M0X0U(L9I]+T$8^I0!W[!IFM7[0=1JI1J6BW9,TN%Y::`4-"&])BULW/"^O6? MBXM/B\__SB-[$VIVS8EE%3]I)1LUZG%*CPC*&NY9-?6[U?)KW^)`.)VD'2!6P5P;;P&R[\7Q[V=\=%8\!F]K*HDS.A<=`J^HIQIY,Q#/ M?#_A!S(>.TD:<>;,SH(88\G453>074/L\])OTE.'!!N0H8HIB$5G"U*=9ALP MXCA"I4[K;N/,V:!]7TI$:A$?DB?PH=,&1UM6!;16K5L%+&W*,+ M=L^H.A/T0G/U'#1$PFFU067?ALO\_80?.'VD@7G0L-P9YN9S M8\N\:GKR_-UD[;K[-'*RF0DZ%9`!*]E.J2?H0Z-'*<]__^2)S.&Q(QJ=5E;% M2^,GJ^%Q4S^3IYIRG\L?',T`O"5G[Y/>XD`XG:3U3@@^2HF905X,` MK0P5*V.MX=WTZ9WF&<_6>J>$&3D!2S/-VAZRKT8^>L+S^48^3NN@-V77J[08 MU9P4DMYV!4ZFW#$PUG%75Z_4[\8=/DZ^X';)/:S.3BUYH)BVAMR62[>/$:=#<42(Z9V8 M0)ELK"66BE\(!MS8T/3BT#]B5XI4\8`'U3Z^1JJ)6G6K<,*.M+@&3+"[:=D_ MS3.>K2O53+8V9B^$P4M2B\-FI4N]6]-NMZO9EM,ZZ(U#8!&"[?ODLAKM7N>H M-"E+=:\&_DF#ZM*^1).U(U?*1!)?:N;43)^XS,D_'NX.R M_%/]OY\Z>%<7%WJG=U&YV]DV2Q]Z#!!J!>M#H1B:3'NBJ\6QL<0ZLUU"Y6&O MOQ=$][(D415Q#H$S=.+YTL#8)7'R6]JT%XO+G]=G%T? M7$"Y8F[)ZW\X&VNR4Q27`DHH/`JH:L@.S9@36T(9"B3&J(?]>#R__?[[P70O0JK`E2S>E9R*X^8<>3]MF57?=LA7>:8M:TY[ MQ?3UGU?+SVSGGQ:'%E0&4D-C2V!O:G`>#-E)C>JO`_/$UBTZ#WW_/8&Z'W6* MOJ5DD#V4V")EDN4^9!NIC(QAAX+SD=6VUJ+7"R[?('G/V@BKF)2BEQL].`+N&GQ=>K-1&-#H=V6ZWV_0#Q+"I%,B%*L M[?M."E#A,LF)7%#C:(=Q0 M`Q!ANQS?O+"?ZU;HRHX#4P6LC@PWVWBJ8G*G>;U[`!S0;;GO[24?P$.2GXE* MB8C$V890&#"423L'#1H'SC+CK-FNP#F/$]A4PHF&.)E85047B`U3#,N9]-CK MZH.=1@WUW'8N\WX!V.W&9"*JADWBA*VPY2^QF?=$8QUVZ]36OD%Y4@X5O:O1 M)I^M+3X;,7VX\;-^"M[&T3IWWJ8#&N?5EZ6_5K_]Y_GB^NSZS;N_?EA\6EQ\ MA<[J:UY=_O'QP\WM%^"FQA/+#:U*!-ILLVDEYTDRC+AQ<\\10V$V!=LV)LE! MX0@Y9[#L5PN`F3,/NL,$@&`/:+YV@(G=O!=<]6EQH:0:O;3J.4U=Q;:UH2_I MT"[5WR#Y<7%V\_%ZT?5G.KLY_]K95/.KK_M!+>[J.U:_*>@%FLK?0>$Q-@R^.3"DI^93/`J'(<,:G<,Q::@UH74J%K; MF&O`J)`L2>_(]"UX0V>Y4=?7F>WZ].:*R::@%INIT:'C9HPSL9JR7'-+QNNK M#TG20[M4>PUJ58E4_8$:`*IY,9W??Q*8#(Z?*2;\\EYM:F]8S%YPTX#71WXXPV!^V>Q%:YJ(!%-LHD`)'REZ^""WY MH>81`-@MQK`\X?((^V(#!'L'= MB^2Z0K8F5R*"*;[3@2XE-U0/Y(?`9A^POGK_AWJXB[?M_/+L\HU^\W\OWBS. M/YW]^V(AGS2$^7VA?W!U_7;Q]M7EI\7-A^[&?PU?N95-\U^ORQ?O?_RP\5/2 M7_GB[.9&/?\U__3?8X1\I=]SV7-S9Q<]<[\QF#P/J+_.!=1LT!E776LA]P16LD8(')MD=*'9')?SB"JIDF"(6X/#.W0X\P%U-I(:(*H&8`JV16HDU4:< M)#5('EROT"=G]@;JJYXXUN]Y=?GFZOU"WKRY_GAV\>/BP[NKM_/6JM5Y-?6% MHS6N*;;)YDE651W$H8?:WAGD?!PFSP7K;*05"DME9INLLY%6Y]A5ZZ/ZJ\&; MAJT3."ZEE7P<'-A;7IR]P;K)4@V-5P>U_<2YV9`MJ*/JLVFU35P$1#C2Q0?& M[;W4Q]NG;3#\*L]_4)M4#5;C$S.)&*]H3MV/6'/S0[`:>H)@'QC>+J*0BXNK M/_7O-K7_'1+!UK?!%O$U@.\K=;.K./6>F^R&LE*XNY;B`3#L#K[9"*#+3?6? M7E=.L28HE)<$%VIFR+>Q*F<@/#=\_W.I?_7VE^MS_?,_SB[2V<7,93`G7X(3 M@-)Z/KJI-"X)UX!;P"&S'RB8K:.@]6CL&LO9"*0MD*Q4M2`V]:[0QE.5Q+B^ MG6+`TH3M+_33L/S?\P_O?KJZ*]7'9;,%H203`Q?T&@=9(3?9;'4S1_Y:)+=U M$F1;?)X?[]E(L^1"H'8\&`X"D0P*K_(C7L;)*`^\M33O!^^CT\;=K<]&@U*3 MC5&I[NPM2QDOK8U49+W+>NOTR4,PV@_NLY'UQC%AA-S',[AF]M6O*MYL=`F20?$88S,ADX>\`#$=ZM;CEJ3VV)* MW_KGW[X@ MQ] MF-;>QJ@/@'VYJW"-JK@GTE1OUI#./>IA;[.^G<"S75^]7Y)[Z@7X^8_%]>=Q MO[3X[>IZ\?GK7I_]9W'SX_GE5>^%F!+'(A)6G-U^2F7ICFXI`Z MZP/_'K[#ND&U6(F,-F95?QP=IE+:BM&PE3K`RM%'\QW5#3HPJ@57**67$YTD MK"6'25A5>H?A'`R=)F@NL%XOSFX69?'YUU>7M[6U[A!]_M0O/L9/BV\V(7W; ME&5JS617?+/B^H(?/[5E&T[CBK%_]+KV76`>\(`[?;<-IVY2L$4XQQ1,]*53 M[D^):2QKJ`:([A`E[/35RN*/SFW]<$U;U;UH,5.4G,@!QB(3(641NM)QL;TJ'ILM\_[;AL^V>*M7 M].*?MQ?O[#*=7?[?PP\!4,.PE#`F*^1-0`PKZGG7PM`_]P\$,RB0QSSI\[SM MAN.S5"&K&9=D1&RR&A?EOB_;)U8S/HZYFKCIXNSB79??TCY>OKWYU]7%-SN# MOAT%%2^PF[-(2Y_W/=J=Q_KR6^QX7`TB&M$,@B6PPM5FUO8WAP-AG`-N!I"?0=116)HX$ MJ$2=C(6@R5@#B*TK2D4]M`)`PJDY^?5J]L?5]:K&?^^341%0I+K+A)4D:/;_ MI$Q-&3%&Y$[4Z%.!-B9!:@_=PFO;%ZXX#5-Z\URF MWB]F'_D''GHR]C^A(C-JIW*.%FHM^&9/2C0"Z=[(F>ZDBM MG#F4SZIDCC];HM-A,OU0+2U77:8_<#%%U3&8&(V>A`L>0X:B\]J@RP%YK[AE[V_W/;PYV!B["2B M0V+I)F4M^N)]'>+93L+H'L=(B55Q3L'$HVE?7V=7US4T*+>+=[/K^=Y*(@PJ M,#HJ41A.,L$JR@WH=]2_+BG?@?Z]J3P)EZ,NAD&_Y,",+;/A7ZGN46]#:I0L M?76IW5Y6?1%<3JB9E92CYH#-.ET;P&-<5]^9(C*X+MB1MJN5OQ`NQ\[2L6,5 M6E%1"J.U28+%YF')A3Z5H\Q3K?KQN/QQ!,G>6HG.")NP[K:36.I6;=MV@8%P ML7]5\JB?:"]WT7@"#D<1G^.(P4&0!,YE`*E]JP>KRY%[O^81+XS#"6T4==03 MF;K!61/_5L0<6U@;7/]N7X]:7QR'H]E(9)@KK0\I@\X0D8/9ED/)LG^B99.Z MW9YW:@[70>>;Q7IRT4>ZVS'UZ`E:"2EK-B8.HB[!QY3K>^]W7YDY8.Y'G7G< MVU6.$7QRYD==J.+3P^+)1V534CJ$M=G-1<7>)$EK]O8M+\?\U%.<*T$;ESAN MK>NP=,DIKZT5`W#3=?@@PMZJ_*+,CYV\)@->E,21NL>$QAG;F$]%]>^0BG'* M.9@O\WE[0YO=U"VBR_N_YHN'0:#[Z[=&(34C=_")3Y44:-<>B;+K\UYUH/9. MGS1%W;&Y>C3S=U5:]':VN/O&8KU9,FNK-\EOC__EA^JH3=W1F[]OYHNI3JW: MX,'RT)'8Z$-M=VU]"450_X"*`-WSQ\M(:30>\8P#A$\WLK0B..#;GJ#T3'W;`A[,W4O7I-&/4!5C' MJ<(`!E0Q"Q,H&.ER<%FYEO^(U"\@,4)M5]>^'%?GTWMCD\D@2-8\XEMK07 M!_>J](V*_'5=GOZ)E!V+G[%5&EE;88.."FQ@.ZRS7[?Z6`A@L$]PH4<]C,6. MP<_REZ%J@ZE#89CL8VV6L6QWR=5LG6IX4FC=O0(;NSU!8Y28@^@>$SZ'#3(S MO;5YROC`2-\VNCERH/[=5[EA$[('W?E_O\QOEOO'N"B2@I"#%;JV<%!.<3VW M+)&W_:P"Q\I"^L%F`+MZ3$G M!FU]PLFR?@W;@">0%V=?KNYFUQ-/I:/I:N<5HM*,)F1,E)4(HKW/I8%U:#@< M2>ZBYW#B1V]JPD(V>9E8E3A\9&6*FXT]`!THWF[-/BWQ$_2J$1&;=ZM'SF2+^SN.AT\&NW-_XU6 M;XZ)7860H"Y"%$Q[)$>;NIK$T4CL%'3'X\P.<@XF?;0;1P0(FFVP<$YJ&<#! M6NH9))G.\L&.%-!):)^Z[=&96EL&/C#&=N7OPQ7 M*CPFX7DTCD*^0JEH`Q39Z&$,6=':[Q3G^$)T28Q3T#CUE%M'(;-J,4G!LRN/ M))N%)F],=_"C4<8!-(Z6"5H5F$9@N*$225T'E:POIZ$8.YLPJE9/H_'7VYM/ M[^>+O^JHW+WOIHDVECJC"TS`J%SQ+8DO&2SUYM>AVIYY-D'2X?2/>C[/Z(*C M.\6H0A;M))0VB!P9+O5M5C4Y/1H<'YN!R5[)G)++&JD8A6P-5,NQ%E$<=?4) MUGJ8OMC'I7^\*DYQS%>J.B976RM4;MN=R63LC9LVN\J8GLW`N\^WB[OZZ7"[ M6-S^S6AQ_S@$DP!/L:Y*9X"E/?OUN#F'8+IL#D/O:1LX0-C1F!FUYMG%PHPP M#I2.U9J13F[@V\1^Y3:`Z0K@S\C-9,]?(I$PHS)>^JR<+ZT0/I`=B+/$]A[0 MKI:#O-VF[?1>$*`]07(6AV=$D$7 M:MO-.^FZV/NT![>KZV[4D:D$WC-I1KMH@LDM M'\5@W0V`S%H9\00N^BZU/>@=;=UGS(.H0RS:L]'FB!O:+FH;J&^\!71B1UGL MD0B>T@&,.9"&(CT'V\(%MF1K@G70`SH`8M3K'(/>T7N=M""5?:*H?>1`VL16 MXR>CAZ%[;78@S#T(?E(O[^BSC$+&PQ9*MC%Y(U#'V+I@H^G#3+_C)7>8G$,I M'RVM"UX(F8QG"QDHQ$PF-D,BC>[;$TW7&G\RTJ=TG)7W4[QJ``"0H%*\32?Z1T$I91>EWM>PL\WLNZ8\[W>GCUSKJ M:__(*`03`LFL@L^40-KZR_JY3^:!R`@%#J=;)VD[+D=GJUJ12!HU>V91'T5M M8<,@VDQY3]1)2$IKQ_S;>20TVOOB@I#!2!&LRA1T#&OHR?;"0-\-",@._@G& M[O0LG>W0`Q\TNUHJ@=U`,N3$^GW02@B^WSAM./AY8;68`J[!U\TGE)-%]#8) MPH;NC+74EVS43I)+X.B,I8G.2AE+,*F044X6V<:ZY>SZS3MU]\E8G'4>"8V6 M(RMOM;:)T-4ZRX)B,Z4J)^UZ1==:CH:.9V/I?(H.VE.V#+\@4DA&,SQN-8G1 M4H=>G'3=U)##)?10.O#V?O'A\VPY__BO&_XB^K28K_:D+]_?_CY?SJ^O]P]K M;=!21!M#-E`8/'BSR3.B+0,(>C=S3R?S=+R./G1S*)ED<214+MDQN[JMTXR. ML#O,T4CFQ9F=,.@J",0MQI#%.\7"Y8TW7S\ M[?;FP_<_[%?IZV)(4D43O;<0I3=E_0)I^4+HO@H51$U][J!W)TV'\S!6]5MB MML5Y81*C76F!2C&MY-J5OG.`>;`[9;X?#P^S!O<3>R9/8%3$.K)8!6)-3.T] M3B?HGD`'9=+;G-UL%WR0]G[(\H;)B.YY(Z/I1, M,CADP%N@KO>([Z*$4B:HO(?/;P]6.2.M4RWQ=/JCJ_=2U*-7Z!&W= MW;VYOUO>S6YJHRS]=7L_M9'CU`%X@1Q5MC'+8'VV)-!MTO%)N@YI\[5RV^HZ MQ>&!XGB\4.#D?;$B.A>-0T9J#$MR1&B=%+8Y=,]>FW`#C M)*QKK\@QAA(N:Q/;*[]16?:%<,#F"[;*[W<-51NE:K2%J;`7S;(`J[N.VAOG MVP;(4)3J_"FCN55QPKY4LB[QE2^ROFWJ MI&VKG^H@20?2/R;JNO69L%",RH@DA,P"V@5PL@^_O!+2 M;T\2WI/^FWF[U4Q"_3E6N[]F5S=\MS=U/''VA?]MQVD\TLK;C_?GZS^^?/K\WV_8BOX^_W+[Y?I^N8;OZ\\/J*][_+@8BI8R)U6" MTL1^I\VWJ%,.7#]*=>70Q;9(]N'RJ`)Z;.E.(Z"2K<3`J!7RJE''A]2&N+$G MQ.[2'%M`M5F4+]JO=9K@\M&:E]V[1>715_@T(=;D4!U7<1/NE\S240ZBC8,Z&BHHQ<$? MJ^`Z0^+)I($)M'+K8?3DLE+_!9=TN00'S<1`U,4Z*2Q)>.A'D\2!29]`4_C: M!?;,RP76$`<7?)$[`.-%Q(7F@.8-@I M9I:7%VT&J74N#4#(;;3[^@3VS+M5TUF8^'XI2TZ[&/6Z1\,D0LQ]D:G>>H@Z M@ZAVQ[7*,CUL>"6Y4H)3Z-L`MDX*6 M%@:9=8_Y8+73]G4+[+E6M_!EH12(@03K!E!L4\0DVY9^?MSY[Y:^+(\>@L[@ M*$4OLI>:[:_7K;U.FH%62O/Z!?;,NZ497X.5I8ZH,9D1;(EM16;-.`V,*]\J MZ#J#J':C<4F"K&.4261,2(:!:.OU!(VZKUB1VZCJ#-1?DF:(4&RN^[$K%[&#S1W6I#GOYY MN[C[-/NT9UBRFBI+`1T?/"6!&$-K(W/9VKX9&J30_FDAZ#9E1V)G--$II*7( M_'CTC&\SF_7&CLVN]*-#F!FT3TL%/(N=W^9W-2.TJ`MI=[\K['ZT*]85`YF# MWAPY],]L?]NK(@V-'0>44C[M>#K2CL70V`&1JJ%TP%UZF?B M"UU'`AZ+H8R7(>20I#3(P$;4]I=7+1.B[$K>/852@_QGR M?W@$6];YNW=7L^NW?`G_O+V^NGTW_U2_8RK&LM4"<]CDG2%'C/!+6_(*2J?. M:KWJ0\#+4P(*T5C&3,*!KUTY.7ALTQ]4Z&/PTF4 M@M%K<"2]PJ@1,&1J53O\-QDNTS*MY\RO1#1;7BU_!%FSQ>+;2E2/([6!_^[R M%(,%CW5\JM6,A8DA7@#96CB#MGUM\04IQ@6?R>%:`GPP2H,GKU/6.C!PA3;9 M!71?,[(3)5W>T>3E'7-\-V?QM9]X%;I"R2C+4"_SN4C+,+:4EI*F0GW_^ZO1 ME1<\D,,5A9PLH%DKA-5&H\Z(35'J:*<^V_,R,=8/*;Y+A7T'J4?VQE)T=7EF M#HR]+0351J\HV\\3_BG_4[@-"F#KV`M*RK"YBI!U*TL+_'?_KP[A$F%W25%% M58J0(1'%T.:E,_A+U#^)_Y3_"92@%%?WC9'.*=@8DU!VLRPPE=+O'L/Z<';V MV.G(I]'AO4'O7Q;S?]_/;SY\&_Z^1Y]<_G9[LZCM?.(P M=N,R1+\DYM58J5>=8/(AHZ&HE$\@I2TQM#GZR.<%_2/>,=#$PXCW]2KKJUH5 M\F7V;:7D;_[L&I]46U$G1)9]SSR;+8E=T^$A@CSUD1Q=9%@< MXS"1E0EU[7)2M?:EC7O+`[/M=9U#^UI$5@W/J[O%PA9E34**1J,7^;'Y-4WR?,??#:=A*^`L1V>__Q]ZU M-;=Y(]E?Y"E@&^@)TGS/]_+E.WU=@YG^,1[-R_?6>-YJSV\G:<%:B8RP) M(3FVDIO4)C,_DV")TJ8')' MGW*.FCM+YZS)$&J/IB1PY-GE4+NB`0ZB/02'0/F4:/E2ACG\EL9,P2*?_%+? MN!.Z-3.3D9"[%F[D2N7T-'=A#CJAQBQ#46P"E>K\9>NXK1V(`Z!N8I5H/-$H MSV2/@^LK>A("$TC0FC,+RMC#>KL*&W`6^CI+;XPD=$:9L@V<9&11 MT*MUP><&6&FD)+N),G2Z]CBXOJ16%1(DZH(95)'D(;>\(L5^S(%3Z1/4U_1V M=B'^%X4QJ4Z:":ZZ0Z(L5PPV'"9)BK['6#O1C\\]7HU'ML<1ZKSH(H&W!$98 MYR2J5>MILB#ZTABX_CL3?9VE_S6N8O,!_V=U4I&4;?U;[']5G]1)A]$+L#T?O>9ZX]3T]>[3;'PI";"O&"1)..1M M&Z75%5FE.6!I!@(B3PIYZ+..!20#AE M0D`71`KM+L+;ON>)2.H3U-B_IQ?BA;EXAD6E3,E%KD\R-*SK4JP3/=BIE$`= M%,VCM7A<:QQ<6U:I9-G5!DZ#T.DT]*.<<[UG!W'RGM$46J$\?*QB)D>XA/ MP@+=??*9W"X^Z#_$7U@4^E$O>ZSG,#HXU/:XJP,T*@3>'MZA)%9!RM"NHP6A MQGMTH)ZH@[^-9O\:W]0FF^_4+P_$IQ$Z9(I!RTQ`457NV#4+/?:-)U(Z;8S^ M$4]V2(S'R7FG@^FX@/3.("=,E;G=*^3%FQ`;(+T5>8C-M=*`'&/5V\!V*$-8 M%MZ:`OH8;1OW$TJYOF%42N'8+]DCR?ELUDD62^##1$X$4\%ZHUR!JJ9*SM-W M,+.;T0^US@H%:M&M]LODM]GT_7C16S>=C5=M:H\!?.)*!HP"Z8)#X96H7$AK MXH?80Z4KIS?Z3/<6[(#+.:7&4)G0Q11+KN4E=>)#;(-,N`#5M4][ M*+8N;S#V8X'+YA"+(H`L&]BJE[(K1)1Q&\R>+ZJ[U:_7'[]Z._OI=L1.Y68\ MO@K??IIR#)Q4U?G;FT_3Y4'^05/W_^[?YX._O>NJWBD^JJ)$*)5;,D3?0J(4 MFEP_WL5_^;*:W$IG$3`5SEU=D5G*DBDW'GMA1>R9N'CK(+[X M5'>GY(]LAA02>Z("2:F88BCK_:EUQ/;FMI^@/+DX6:=_#>==*$AX#%=XE@`E3R*K!-TOE.J?T1G(1!1O/H0\0 M\'`+V\%\1D6@U/R#N?:,)@$.8D,O M3.&%@?7).5`YVM3Z[XOQ0P-5]3(`]UGJGB(?=?4[#*V%AD(*LK*D@LDEBC6I MJ,0>>H*D-,ZZ9U[]TL\?WO91.D%!5X@_`,`@56K=.-&('G3X#=B*0Z?V6?Z> M,A]U^;M8>[-WF$VJ?,P"BJO'O9URZW,'_O(&506:WFOO'W#YJY\^N/4Q&!%D M#(*#4O2V1-EZL81($+J][SHJRJ<)?-2U[^*>)Y&M-&AB)"Y+<_!^/:\1E>WJ M+'#D]CKUCUS[DOCYK]/YW-_;NX\G@W_6U4"7+Y!SC,#W"WS^><`2RN MG!],[ZI=X/Q7Z9P6ES/:@Z1V]GU.73H,8/H`]V2QGT@R)V$-,ZF47D'9%,YI7+K'%%&64A:-^_(Y$P^ESU ML&U#B,#)*U3VR^*+14<8&KIDPAP&!A*EQ>,KXO=/_)MU'+?6>=,O"WC\T1_7-Z//"[+*Y2_==R;6I<[O-Z.;Q13TDM4R M3K_\,9U4(39*QR]?II/%Y^XLM4EE)QQY)3C#T&CERKO*6%#<[5*?+R3DW02; M&GS"@@^BN\6L\X/=B=4J8A)%D'(%T.8U8[H@@]2Y50+5[9W'BWO\A1]MS^0L M2!`5R:$9DI7`IVJU9\"ION0Z'\7M*D$<.QRC"YD241'YHANUA#?&;KLG/^"2 MIY/KU>MD&(\J#D<:_S&=7]_<8ZO,8N#;'O>)-R\];C`(NZ ME]=]1^HG9?`57]_I[`W'^5"!W9='37'P[VZB)"FT]TD_Q.F^IXQ;TS)K:E+J M%45VFU&C+^O"G+!O5-;L>/'0,N[(F)!,4B[%'%%Z+SB-;"Y+6SM`5R`M:'T$ M&;?6N+PEHR2N;_FKT8A2L)$C2>V@/WZHZ;&V7N8\#]Z.5GF=9:08..$L+A?? MRG`M"JNWNX$"NE>+2Q$>(>#6:Q(=N4;RQON2,^]*LM(WM%[`'A4-0-Y_7AXG MX8Z=F)4TP">D,I6R8:,-N";VKJ2-_;/AHI8[L(3;=.@L6,%U17$"4^4#3=$V MDB[O?'>>H;9(/$7"MS>?QK-U-?[(K1E*+$9P^6-9&#Y!5-RZ3]>"ZY'F%=X; MN^X7ZW`+V7PTJOUG\YO9[>*EXFY>QMG;Y.J?W_XZON&OFC>Z\HT6Q6.WAT2? MC%!)NAP*&&E%:AQWBN.K[-D?-T'4GE.[6Y\+(EQBZG'.R:B3S+OA"6:H.)_)D7CN MJ+4T8M';^X/J)ZN61 M'3LJ@4G%61N=T4;9VKC0"F=4_04D_U4'D7H$G9Q2)PZ0U08I[2 MH==!(:I"RKK@I4_6IO9XN\!LZB,DF:)Z>>RA-YSX*%E%4O4F.3MJ+$]1 MX0!B(PGIX.@Z.:5#[TU6!K3Q*;@L;2H<^=NF\9;Z!EK+472SW-RAH;[[6/V4H?*S$GB0RN1;ZB8M^YM-DG_@19 MC[KFK4\E&"K>E3.>UQYC*=JW/$AXG?MH3QNI\4DN>D?5:.LXO;$ALZDA69?0 MM8E%&R/T$XMZXP[J5!>]]_ M?:Y\\5?_<[L*AN,/T]GXW>A_*[8Y1[JA1HD'N\5(VG%F)PP2`*]0RP;(5J$I M5)?;O0'1K_`8*WE9?3WPV=Z_?W_[Y791;V\5:5?,C4`I%4Y*4TXFLTD"M?D_ M_D-W+_JG,788XSY1=TUQ9*LKQY);SG47'5:C4"99F4-W-_8:[+"]_1]#!%T" MBJHT4V]KF[Z,'W`B&QWA%ZJOEW$B*B_HCVHI')S'HLBCL6!DC5TR]9OW3V,< MQ8D(YVWMA)0B%"X>G8=0%G:(07#]T0_[7+H==N7M(3DE@#/T7-'U#.;0.B]` M:]\5*V](O09]O9`3(96$E4%E=M]<3R6)IGBYZ&R2KO1.Y$]C',6)F)H`NJQS M],5[D4"5-C%(:H`GXS7885LF$CC>"7:NSH6`R6=?:'55G7DO]\]5;^10Q79Y M"GL9+P*LW1QSJO;(IJ#C(K_-S`1/_<#8G]8XCANIJ*F<#-HBZ\.H(">R7[`O M)BM`YJXEY,0,4<="CG+[80Q9H63VH5[U"&E2;)?"1NG0PU.3VH`V>ZK(QU__ M]I'&K$5&Z70(,OF4DEHSR:LHN@-J0;FS6O^.G%-S?$V)="0N\:5'F4S+.4,N MT#LH;9S>+TT_'05LVP`0$L=%Z9.VKH`//L4&X$;LHKL#4%'OY,"UZW,HX/O0 MQOO%4.AW1U-FTR_^;?SE[22-9]=?^5^_CK]_]\.?BA)F+)0@",>5A^)=$=L+ M`NNJN\Z0>^OCL4MX,1VM'YY_F?!/?EE\9O@6.11]G,Z^O?U04?O\Y&H9OKXC MCMT7OGX=W_PTNIY42:L\:3R__CA9Q+79?]Z./E]_J#3'=4RX?)[^^^?QUOV)^UZMM8+W@K/ MG;1(6YQ/)$3DH)P*9';1#6"3_Z_+Y2]5]UO]M_0*R$85I.7PI9);\3F8Q,6[ M&^"#NE@=O797E9V(WO$)*3D6KG41`6I;7PE8$;Q>3=1ZB?JJ9!TT9<.APA7M MO*H/QU7W7&:)U^*J=N7:%1JTA*2(\TPGI,851:;):$KN(40N5T>OW56AYV-2 MS6^+3]Y0U!:7M\M0R=<[Z(Q+W@K/[:HL9ZV@L(*UH(X1@L769Q,D%[>O1??; MAR]]-$H%<%$4%3GM;+,Q0J##`8R;RU72J_=5!K50VF&`4&1TBD)KG@["Q->U M%Y[;604PCJ)*7.0$"IQ@A53OK1$E)U6"!F:[3D?YBVFL#^/98I__//Z\`!I9 ML:),_=?1]>=Z"U:FL]]'=\':%U!'^P2,+>=Q]6D_CGVMOY)_;?[#5S[U@"VT M\.[3:/)NS#\Z&\V^_?+EC]'U;(\7(FL=::-\4JY"ZA5I*W!%S02T,R5T79]O MI%#[7S\^T00O:NI_7)JI%<1Z5V&2D]DK%#9S.5`[M2O+@:*!-ZA3,_46ES&= M;7SG2IQ9Q1>Z_^N?<$==N+"GDB&3XI!$6F!<8=)(J71W<;^'&H^XO)-4[_:. MQA@I6&4XXON,8"FGAE!0X4S^5.]V]>ZX"RC9QF!$-,8(7V)6JL1VK6ZQ5^_> MKN"U*7DK,",!;V$!CDOJ"ELLL4W_Q%22.U\E?\_F?YY^ON)ZH:7R;R=W"I#9 M];RBA-U6K+#?.)&;7CW!VP*?>RNR#J'2S!HG5HA&K,KH>MHD+JLHMS M4\I$=DZH(;%=R5;,`6I3)(),/\_Z^DS];'XJ&FM]1$PJ*6>Y\E[1-G!>BTGV MC9X:I+(7;XKM4,`5TX1*3!ZR*NRX\ZKW#Y)0JE>94N95:.SB_!2DQ%ZG#GE' M;55).FC12@V2JI\:>G66?K8'/YNBSLZ0]"(78[S)-9WRLJ*:0W]G51\)Z`4S MV_GB[7L)\[W&-'SP]1*@-5II\A8=+T=F#(W20$)1_1B&V0#EVR;-T\3>BCD? ML-BB"Y62*TBK*[;!50AGPP"8H%6#%?JAY=XY]8$H"Q3GK%<:!51NTU5[!WO\ M3FZD#1CZXXF]G6A'&2<-4*S85"B15NS@5O&9@4%6],%9E3WEOL.L\#`HG^2R M+E6D4.FL@:4EWYB$A>AO2T$:.7"&[WS_PX6[@XLV7S&*?1Q/WM>[YF^_ULOI M\=L/W__ZQS"U#7CUAT7C#TS4OD1EA1?9)TSVX1G[1$Y3`Z'2-7'3FN>N,M MH`]]\\B2:/5!:_YU.GD_FG]:!IC'4G=0J(.9Y(V-E<,<=&I@A(*2AF[&!*0= MD'-(E,<*O,L1%2(?TVJPM'_=2`N` MP>G'R3+ORZ/9A/?/W%_Q/U<8Y%^GO\W&7Z^GM_/OO_S@\*Q2D9;K)>LX4802 M?3;8P-52H0X,87.IQUC$"ZIJ*SMN$C)DCTK:XH622:SG[RL,7]?D<%%4)=7,AD(4R2CV3XTW3U._JS997"Y17UNS3>`:/'#=;0!2A3L4`(V9QW.$ M/7]]W?WWVGRXKJ(Y]M1G]3ZLZBU9F,GE_]F[LMTV?LI*J+BB))^:XWM&&CT%LFNA2Q^M8>D"V`!/F(F M)VR%WG7@:>F<"B7TVB3!B9CYB5+3_Q*;L:NF4J2(P6")R1<1VNCX7)27_>AX MF$]<^26DM@5@EIQSG?WFA4BR1!,7'A7;LB)#?]9`:KD&8+Y$J6T9>:JR5\9& MMOM1NN*S:7OE(&9=NF"'1$"U)CS^(J5V^B#CV]%_)M._O]XR48_J8G@[F=Y] M''TL(PMRU`R1^,FROED4 M*JY?9N'XX[^$'7X8@'CN%@6#B!`=>EU4#(F0X4JS*()B/YI?S`L[GYV6WX\O M[[]M,VH-8>M730O/=2_7D^U@O'N\^K&'@[,+9.BT/ MBTM$LH!T400`JQT%%XOQ3D+I1^4+OV[ZT7.5SE"1.IE@8[;.2HN146RPT-;5 M&DV=,75"K\G*/&/A;*TUY(,C(WN,.22GA7?!Y':O=))]2%F+=2G3GR"=;S_U M>XYXMIA-]>;F^-.WAM:E>M)*>IT="S`5QB]EZ:+7@M<]HV6GX_"I"GG[2-!( M.:@DA263E"?,L64I`[GNM7P5\A[!S%K7%21)92.!8WQ"M#`'J:@4^]6T:WM- M7D7]$RO$4G!:"IT0T9,#RNP:%"0FR6>K^J6\K\K;(X@M"Z,(%8J!9!EV>31M M\3BX$E_OR3.8I9OK0&Z=4V`:2`8&/"'4K@L&AP26!CMO?T7E5;?P;O)YT13X MW5W<&3$%*EJHB(`0/%(H*;95E!X#/CWA;^+\N2EE.\*2.16*661*3C'(0FS[ M07WHNU%>E7(,I0P@,J'JMN92A-*Q2,G_I5HB"\A2EY)Y(B_-"U+-$RR3WB:X MH1&'P;D$4>BHBS?*&J=P,;.-/*I^(\CK@3K9@3H7U-&L0&&B3B6&'-F4HZ+" M_@&"(4'4Q2=>=7Y<UG8H1CPESH>+]&3)*'J M@MH<369T41R*6NQ8/4D^&[*W'K^A)PM/K7I%_W$0Y,3F6*U8 MH+%G=I8.,4%/\"P!2F)\:QC2FE0/E8W(7I&*AM@][@<4O?"SM*[^BNG9O8NR M1,EBE?SH!UWG_+B,;88FK%E5=:!`-Y!]5G%L[?KU+HN(0AH,'H-R3I@V%OSN0^T!GU=Z+GYYF]W^W8X]&!K<8=3]Q_E2026" M$B9FE#HDM`%:QWU0_=;3?65Z!MZ?GV*VCMP2GD+(HFX'4[4O3BU&5CN=DNT[ MXEX5N7K^''V=_]XRF88/_('+^MW?)_=U4M>?T\G'Z>CS[D5+J$W- M;2FIBR=A=!+8AIA0G9?3M2QK_+$Y_C%4'8&-H3Z,Y&TLF5+"B!2U3:%UER8T MOIN*8"2HH[%1QI?CZ>CZ][F7,KJ)HYM_PN67T+NZLM^U7Z^@`W>9A78<9$^%0^M MA!G%FGYF827(34P]AL+C@MJA#R6P+=!UA5\`9(%QVBS!([+D3ZB3LLB+7TKR?H(-H'I.]1H\-8V!VU0%$5 MHK8R-/"-[Z7/?VC7"W\'XADG7/SO_=5TO'EMS,Y:`';N!$F10@$"+2DIU]8Z MQ6+Z,+'55F^X#8^@[WA\#2TLM9[?%;;)CI&`P!1C&PVIE4G4G2[!_J\P)^*K MOD[S1G#^WG?4.%@9\7X\#]S^.9HNU@:-OG5XQJ\/_^2'>.^?TRNVIK>CZW?_ M=S.>#O4WD72!$A6%$F)Z`#`TX\!^1[?>8-<'^#R:;+;I6R1CE8(2#129O516 MM]&&6I'M"S`T\[+>G)R1G?.INH!A-:-WB7)1143;4HC*:=L7(&R"76<1CCGO M/3"JUFM;MH022XXQ4%[&6`!,YRL:K?Q/%<[6B\`/4I)0A`S:1DP!XA(8,)?] M14#IU/JGZ8SLG$W7+IB07;:0,"6MI?9HVD7(LA^!:OW*N;;#% M&'ZK4RG+B2WLHY<>07FS/MCP2`:FX]MO7RCC.J.E^8G[I.U8]"ZK3"II0O(6 MHEDD9@JPL]3YL<*+'T?-;"'F4*+/=H\0G&53-&8!=90@G_O$$8(XB\[.:?N0]5)KV'VL(QJ59'?7-2$$ ME==L\L,S'-RA.0I"10\Y\2TJX&WB)ZQ-ZDY$?512KHR<.2'-9U.^\+@6G)8'"I M7U*E)"M0J=5LP..H.PY'0R<2)&8V(DXYYR-)MG:A@>)49'?JX%>;OCBB2<3PJS MCLQ)0#*NI1E5B=#!6&\-.+'Y6&VA[3C\#,%R'Z.RH(URR8O@7&QA99W8G>Q- MMS9&H7^,:A[/T/R3?WV:3._VUHM)45$V&I'JGC(3G6GA("5#;WV-%$*#6,5\ MVV@ZB/P!-;@,P4-)7@6T@.RS+M<\HH!NTY^N<:;7YEN]`_H.LP)N;-TSW ME%W:.![5_4\TOIW,KNYF;^8&;_>7):.U,DF1D\XA^0H,EFXKNKZFS7;9S/T( M/0VS`TI4F/@,RI1MH-I*:#`LAY+RJ],9:L?"V:S!HW#;`,S[!C`87??AB*DDLKI&0,@%SP!7 M)`:Z>KFUQ^HU)3="X,H^KCUI/0V_0V^E=9E"<2D5'R28E'-[8P+ZU!6:2*,4 MV%6/^L3\UJ/Q]^3M(]H6!F&G+<$[6YOB;9W99MO&+$VD^AZ`NEMK-=^\#Z&G M8'7(6Y#\[!B0PE%RP(#!+2^P`]-;,+[4][L7JNP]\"L87UY/9^'+/H+&Q MC-7092&%E*80P^[O=2J`G6'"(:YZF@YF8:CL(2@D@<(PN29["\GB$D!`/^C; MR2V8;B\6#@[=%PK1Q^RCEQ;1RJ+L8C-(,>S"=9%3A"$E#$2^=^=@,+?NZAS, ME`"(F)4@0+>1<^#+]MCOKL3?CJ=W7_^\'MVTV?&W]8'K(CQ#FT78G^?S7@P[ M95:(+(RG%M-P*NJNF(Y9TJM!JS^^&%]]J<]M[?B87C[+6=!UM3;#IS6KYFT74CDM[4_I/B1C*!HJ&$%D MPA)];@E6RR:\L]78Q=.>E:SVO`X:2XJ0HBTYZB(M(2RJ5O@1H+X"]#=E1!=> M.)6@!I)ZFHI$D#47"R%[4,:T5@/6^9H]7^YL*C9/[GD`13:4$JSFAP)KC1[X M9CU,ZA?PR3Z:\JR$M>=]8-NJH@,^/XY4Q`QA.7"?06K?D+5:UW-2*6TOL,^F M!"D*`&,\4;<=+[`2.VI)=9[U;ZO;@T].^I.Z#:S=Y%@T(=;]W<*X[VO0=.G; M>]1JW?4S$]:>MT$:8#=98P76TMK``+RMZF'W;5C4Z&/4N).660=>%"6/2<8$A].[)==9(? M0](1>%AUWG[8RN M>M7\U^6[FS4IZ]U'5L@M/4E6M6*@56-"_:KY*123XW%H9(JY4W1(?*MJ36PZGN],Z#.V/=\ MK"ZJ>AHL;HU6\XCF\OZD[Z^ MYR^-/U?+GD:W5W>CZT/Z=HJQ*ED9^/`55."4;QU(0I+I$+0Q*Q/C=J7PR.P- MY5:2,V!"<4889M(Y6OCZ3@7PHE\1NVIFCL3?)LW=$0.;F^GD]OI5?W\;M*O[<#&\_GQ3+P1-IEV=9F5TB>G^8&4*UU- MVX@Y@.IM$M=\W@ODVL/"_K!D)\^V[AP2LG^VA1;&'XGJ_[H9[2UM?J:L4DDE MC$FBL%3:EFD1$[]9?5K2?BNNWTSWC^0<1/G6%!,8ET!CREHXRUB6+=."8.E/\UGGZYJDYN+6P^KB]''R=#L79MK M12WC812%[6J-I3:D46R_JFF5^U66=N=WSZKT/?EU-3K(3Z.CZ+47)N#R58P! M>CRB5Y[S`_G=OW-B3WZ#93PU7]*3(V'PB5HCN"S6]AMEY8K'>CB_Y]5O8EN? M"H'([,QA`%%,J^`-=6U%[QCL(%F\3(HJ^B'B0NS.9&L2;1RA;<'Y._`%]_1D_&E9?*VE`(N*,;] M&`S:MK0F_#C;N?'%SMY*MGQOODZG+UG'U?$SR.#5R53'QIH68PC>V[R6+[W2 M*+DG7^:$^D+#+Z:`5%]!=N0DQ-B*'%$EI]?QI>7J'=O.UU_W__[/^.*NEH@] M<%T_WU9+\=?X[NYZSE`%\;/P>7*_6J*ZN(I;)D-GPS=)L'88(FJ))K?D6U:( M_0NP3BD[TW@:/O46:(,E8M9(V461/8$FMZQ'=<;T33\>GS2GFS7J(U@EI=;) M)UDWBZ@V2D>0LFL&&'C[I!G]GD(974W_>W1]/XY?E__Z^]5X.II>?/KZQ_C+ M^/J':[S\S)N;V_N[V?P#8@@/D0VJ:+97,5(J@0*$MJ?;.-<%TAR87T9V<@A; MR2!0Q&I#J!2)HCFIJ:9S='LZN5EW8TG7Z=9SEO)U/&N]]^]O+;=#5;9+:&TL`991)) MD#X+:.Y!U"XT* MV++$IMC>^W_*QF]KF"-H%S.$`,XGFX!"RR>(%+`?M6_L.L3V=!@]YPOI=8K` M_A>PG3(U%V"PC?JPI%*'H\Q*Q<5+EMV0J<_.4T+(_!H6$6OE-O_Y^]:V]N([GQ7X7E M7+:2*FJWWP_K-E7]W//5[CJW]N;^IB7*YH4F%9*RU_GTAR8YU&-&)"7-D$.R MDTJL!V?40`-H``W\@#QGEGD>P/5(+8EB.?T<)%';7TE$KKD#:" M6D-41,MN9.$\N/YW!6MT,W_1W]#W".%[7-F.HIK8<"^S41<;I"#>."PX4TA3 M[4+"8UBP00K+^&-LP'6P8;9\:"70NPH(M^1C1:&'&X^FX^'@,X9QCIU87ZXJ*]8%3%=?:P%C2!L9BCYRG<$!HQ:EG MBH8"TI1A'4I^7BK%`X]7/C!U;64Q;0&+*9$X`;>+U.IG741LB7:>`-#Q!I>F M:<;6Z9#LEY0@L$J4*V"3("C]`EMDSOY_BM^R5V02Q MA.$CO(HLIHN*`K$!1-IA71+IIJU&,P'>?EF,25`L=<]CS[B,*D1;X*XB*4ON MYT$PM@TGGF`A8.MP0A'1(+O(%L#7Q$>+2F5B#"-!.6O,4#038.^5Q1XK$Y6G MCACK%?'@8Q1!O)#"K(/R:YZQ1W/B$'OGOE].">>]U%[9'B`F$\P05?9`##'X'C49C72E?KBHMO?)*BJO_/5K\W5W6!F":!^F"TI<*SR..RE3QX^`FJN,5/,(KWJ=^*M%JX MP9OE!H:(GPL4/$2?&B1#H!B*ZD5%>56MQAR1L2%VS*5HHVP\'I]PQ1-RC8D< MCD8*3O$R72B"T++<+EN!C[G5PNHCI;&-Y5)'\+I$"!I9\+Q,*!)<43$>RXWT M>V3%IFIX'*@@V'-E)9/$ZDB*RF!B<,4\EPK(T!W3TIR^Q@"NGA5*$QD0(A;9 M`LM&!^2JYHW5Q8O;.5$56KYS^<9".V>C@;,,7%TGD5FINF/W:S<*PP7:(,J, M6$O6B[G0L#@@$GEPU$FA+/'&.HV*NTUJ/:HJ(9Q/`VN*#17^U#88*0%TF@?O M'8H1Q]0C@HN^2V_+56D54]DV+JH>$IK;R"@9B&VD01GJ-7>:%N M49J"P3Z7P7MKXL&G\1`BA>F"B*=5A$KATS!$`C^ M25S7R+6QP(X(8AS$M"$PJY43J"BJ=]&6G47P"%0+*=Y$)5="SRNXYZ-0*-$% MX$T@GHC279=07.(*,[-O,N_WBVV,51'L9QKI'*P'Q]^GJ2C%[1.5I78M03@< M0743O:[LW+`T8L\YII!@2&N%E@U6(J2"^S)0KN:,/VSHJ&6).S>F!@?/K?1$ M26&Q-A!,KJX&%0VE2RN,%7!D_Y1O;TT-YAP3<&RH@W"4.7!W"LL"1(?R:)1Y MKX[:/XDOL*:.&@PA!E4L4A(CLJ&8=Q88I[;RG1:W![L9/@E$9#`@X6<6.71[G$7MVOT2J:E8CF#8C?[EU30JGV'BPD M.#&(P<:DZ[TEZ=Z+\N!UB"-H[6Y,DTV"RB:(5HNI%#%XHT4H*HLQMDJ7BQP0 M'*BR!9O[`FLJP0\7U`2/@Q$&8F1?(!,APT+Y,K$"F*$5)&^R+%93+,#7EL;% M-!Q!A@*HW6AM2W%5!?I'*\A\DCE5P5+"/6@`Z-B!"%TPOM0#/DFG)AR&1,C'%5'2)(-1W0:3S"G%7@>59GU$;*Q-#4A^1;2D952=,C;-!J+?3WJ7L*S'@.HV M]EU'ZYW"<)S[U#BL./=%MAL+1\J3GM(`K/O&M+2"9ZQOE\U@&@6C--=2PC_. M)8R<%3"?5ZA<."()/@2"-Y3ZQ$G_7S?]T<6WZO?=^>3TM[3VE*W?5(,B0S36 M)%!OI8!_\-^BZ!137TZ6G#PG5Q_^I?=_XTDJE)J^O4JE1\NY)G='*=TKH?KE M9G;3&\:;T>7&LBC)))PE)E(J&$58JK@LF/`&@N-RM-GV/=G4P0_^@A.,8XB\ M#(38FD)(4MP.^%A.5A(I(+P^!))WK]"$AR"(1Y1;8!*&6-POB\H\A';EXRKS M`)GH/%@@5A`3$:T@AAWH1Q$'X`:;>H2US9Z MG""HO8W:,Z1$@4'(2,"\E"QI/ZF[M[Y1.1N5$HQQ%4A,TPV7%X,^:E2&VS]A M'N[`Z@8G/!:&"^^BU9XHMH28%UXZB4K7M'DW]FQUHT]I(^TPQ"-&>ZTI+]3' M1!S681(UM6&[P1'"E*1!U8ZBA&MBN>&K.2F8\S+\Z^Y"^.8Q(8A6$&I:RTA* M[L3@O%\AI',6*A#R#H_XW9]$6DK.&6."$H6\-=JQ(H@$WZ9B+G3FZD[/)N=0 MU"EK-Z^?8M01B0L'DU&SOQ36$>Y.(V>51M9PA6,4SJ9*$^N7LZU$RD"RG4<( M#>:C"%6,8Z1I4)1J0XDI`!8IJ;C1:594][OI&%'!D*11>6)-NM\JQF'00'BY MCK6!35\[NB`:@3@3&L)7$YDG.!1S7B0#5ZJBAOIA*4,=Z]OE78`QDG`K$3&$ M"T6XE$)'SJSGED8MRC.(R(,6RI82O'N7@09-1'`!1`<")6R1.E MQI220I.B*[>\)B0SU.IMVW2%$UR4'#D<%43P/$FJ+X#]7""T7/4AF'S0-=92 MDG=OAX/BD6N2)N$0.)ZQ7LW4QBDK73%<]N1YN0-+G.K/0_J/$Q"Q16M3V\FR MC3T57S29FSKVW6C$5RIRQDE0DB)O!>$!;"I&Q:2SR-8" MFEW$?2QT5.\R\-'^%@XU1UF)#C,"4V&@L M*<`&",6NPOL_/.)W?Q(AX)]5!*)\82/\7VI\++@:O=QG,J_]7-U%7CQRG`93 M6J6D0QBI&%:Y&8Q]&)( MLQ%"@Y4PRC(_GX[%$4.>>%V1%K$I?/$1?91@Y MKC;<+C9/$U^_39APQQ3CU%,B)1=I#G=Q-=KO&43K#WJF]T/4NHTBC@@: MG(S:>(6YC-$4`YBX-J[DC9Q1RC]2?OQ_.>R]_@$3C#2I-)MI`U M`?J@N''&"JI=])P6]AXIQ$1)]27")?6I7LIS%[R!YVF0;X:3`L!LRY2;/,I4L#`0H3 MZ],U;5E4(%:Z+RL;EO2RY6^2]#27B'OBC(EI*)&U?%F0!O(26'4I(;YI0XIRBM'/)9?_RS0@4 M=3:/H+Z]^7P-(4WZ^G-_]FE\.1Z./WY[W_LP[+\'HNUP?/'/C?".<3""/SC/ M,UWTP1#`PU5_R@U[8"RN*C[]H*%Y.KB$!P:]X=_'D]G5>#@8O^M_3.\HO-\[ M^6QFG$*":&`?,P+,@"G\76IM?/6W[X:S\\O!E\YT]FW8__'5%9!R=M7[/!A^ M>_U^\!D,Z*_]KYW?QI][H_/Y[Z9@V5YC=#T[?_7=Q]GY@\>'@U'_[--\;^!# MZ,_GB2]G8`X_CEX/^U>S;=YQW;M,.W>6/O\:7?^Q>,=@E&B>?W_WCXS&$Q"Q M\^*9V?@ZO?B/VQ?/$O\Z%_WAJK-#P^+67TXRO]JC,9?UU\C5>?_6%V>?OE MI/(-\[7\^$J@/]][P^V;*]]V^R#>]7/R4!;:;@(?DX>E-(-IG`TN>L.E"'X8 MSV;CSX6T+KY[C:__Z,PG.73^M*A".;^G?IB`+MU5KKO?+U]Q]T>3N5*FGVRD MXX[&;VLDTL^K5'4P`O=V4/W<7P:C#MCMFRFD?J8^). M>)AR)%=PLKW^-+@$2UDK#[_K?;X^_Q,6Z/P)_%LME[YJ'2_7R^!%/V67:N7@ M?]^,^AV*NIWD'&0AS$*X#R'TX$\F_[!#\5P0V;:,?-8YTX)SY-X21(4G62=W MPSS>Z'SH#5-PT>W`GQE\&5S>](;#;YW^E][P)N$-=:[&D\Y@%5/490JRJM?/ MGQ9X,/-OORXBG0_CX>7B1?]1-U?J9\)O7_7G4E:O?Y'N M<';@S^70;OO0CNPAM'M"(+<#5PAWD:[-"&YBU[$8R:R"606?S2[<):2VX.-4 M-*X&MX0"K`S]*_XYM9I]>9].<3[VY3$EEIVVO4 M6B!M#:3N72.ZMA5L-GLPNT3NFNRJ4FQU1JLOPS M\U;UUF[`H@YE4KX+:$82\YUN.QC8=MEL.+M4QPUP$RS#.[*[>.Q7/*552RKV$:\+L4:NM<]7HW*1909S"M7$9UH%5'#V::3 M*"MZU+OC:F=\;+NW.)QQOQJE0N M`C?IT2&6$MU_YD`WG(!C+;P_;YX*=J_@X`7NU+ M;S!,OX;7O^L-^^_Z%S?`C4%_Z@?3B^%X>C/9C)QV!\8,>:F1U3%*CKFC3H=` M%C!F)!`E1:,P9F0]C!EYICB01UV&%??.KL:3L\2_SE],?/?7SBT;UXK*.D+V M+L=/X?+=WD_":F[^?/\I=6F*VYW>M-435:B MZSE_-B$!W9[)CT("/>?5G=[HLIY%%D@Q=Q;Z&&3,WB>^>9>]['*<$' M$O1"_$#*=PR3IP\%SB_35_T<.92%9@+W*:&'=[/<`/K:RRYOL&[W[4U;,!.; MAT0]^"*'9R.B9C#%Q7/E%R_"ML]C8,:_^Y<=-Y[.7NR(/_)7TINF-]>/;``P M\'R-TRRO9PL1P(M]AQ<])?%P>'K4NLQJUJ&UTOWV_?LWG92!^CB::Q*8*O/6 MO6FW,I&L3%F9]NXN_3093Z>=WT>3/OR)I#L_]0:CAN!&LC1F:7RB-/[<(/I- M%L'-UOUS3PLDDZMP-%'B_+67Z1JP-QN,1Z]O1B`?R1%: MO/'7\>CL%_ON*5WU+6N/;?1RMQ4]1J=JR[+\9/G)\I/E)\M/EI\L/X 9K7IKH,RZPC64>RCCRF M(W\A78)J<[C*]36DFS2F65N@UCB.PJED^>%R<,VM<5TR1_W\UZLWZ: MEC0<7Z29VQ_[HXMO3:<-C@DDNUH?-2BDR*C9C4*2MD$U#_?,.WX=;"!GD14Q M*V)6Q"?G1&1#T-U9`;,"9@7<(N%"NYC7%AINRZ^Y-JP1;H7(]$5&F<#TKPN'-DA6SM_VCXN M9/^&I/539G:=0&NMK&0CE(U0-D)M,D)8=;D6V?YD^Y/M3[8_>\B=\BZM+W?Z MK-SH8Z&R_G2A\\E+.-%8*@G%!+*>G^/WM?UMLXDF[Y/!>8_Q`P;@[<0-C%?7'>O$#N68U<:M+.`NXC M)84M=E.DAJ3LIX!CH`CX,B+Y1"+VH:T?1Y1$0&E3IY2/(UQ7&J:&(U` M.6!=.6`TB?(0Q8`M+/(LFWJZM'73J@``T1MBP@V M)%![JE57Y1?X`7Z`'^`'^`%^@)]NX*>-D?52"W3QM.IB[91E(4=Q'@;1GIL2 MG%+6:MC4US%Y'=J,TL[+U5*3:O(.IT:U%)0Z>4IY-C4UN!UP!!S9,$AG87(N MG`X()0LVON92'RMUCR\DJ'<:;+V%AB\?O_YXGU5!LNX?Y^Q12]XB7YRH7AUL M3M7/=9^"Y]).7L5IZJ`KZ%KUA&;J^])6,L-C@H*@H`+;;H"((")*-&L7[T@+ M3[O"H2Y6:&3:]R;)@XB,GT^UAJ\[J$!C6M3TI55)X>?@Y]I`PMV/"FV!4%'I"]'63W7&KXTB:?;3.FZKR%JP9[V\1>F7-XX*CAJ$%U M9:GNZQ[/FZ5M6@9/C<+7CH4OB4>N-LMAE5R,M,--=C5IS1:LXU`VZI@NM=S: M:HFJ(PW9BQHA#200$HA2;:NQB0P0!%R";F$7&ZO,+JF1QU7VE;FB!@EC+J8W#*#9-*+6*>' M7=Y^NB89ZT_X52';9S7X'@B49$H%#%>K!FXP6RO/F'>I:UE4=RH:75YC+@40 MTT#VJX1RM3F>@UY!KRH>]MA@*VPS`&V#MD';JAVC,'P>C2$20R0&M8):J:Y6 MY[I!#;NB&7@(Q2!N$#>(6W-E,<_VJ*-55/[O<#!6*O'_E@?\#==>7_J[]%Y1 M&+.+X;0O=$-[]6(#2_8U);\(1R\AW]D!^)J-@1?,>PD$^Y'_R=YHA@?=P M%(PS=C7_X_7S7ETTJCQ4LE@TI:U=I;3#:$O1F#=GIOUJ*^B6$3Z[43_P/K_F MWZO[OJZ_GVZTI:%XP281NM\H[\Q!-CJ.V^?.@J7-!ZJ+!OMJ[Q95@<$^L#X; M]5A*3)T20]-W/O#Z(+BI-]FJRJ#N/(Q)/DPF61`/LGU2SYW/26S`GG4B=/7! MQ9/>CA)NC+_9@+Q/LIRL&%;.KX@G99/QAEDR&P)G=YS/RC73?N<;Q^/ ME*L^@$,;T?WCYN9W\I/UD[NX8!*7JK<_WO^N-ID,D`ED:CQD^IPF649^Q2GC M/R&X\SD(XXKF"P*-0..>:/S*/U9C$5Y.8XT,$0M,G?D_BBV_OKJ^JP&+M6),_9")]3!):!OP`/\`/ M\`/\`#_`3]?PT[X10NE&^S;))T%$;GFD+2U%;NE,-;D3TUHR[ZRX3QS`:,IZ M<55Z4MQ7Y71^.!>H0*=4H((S(%7I3V@!M`!:L,=+2UM/HTHO0@&@`%``1`/0 M`F@!M."`^H"TS4Y4Z813 MA1OU5U&Z5269'IH73_#ZJ.M0(YBL\P@3-V"%X1I347(M*@C3YM:@0/4H0^VWY;]<[%WKMHR MW=4!0.`'^`%^@!_@!_@!?KJ!'^R=^_I'SO^-_+J\OBROA2$9;VW$R/0!I.&Y M(*K8ZB3WS3$-C[J>*^O55>G+8Q-T]51".=<#'>B2#F!3$V@!M`!:(.ZS?6GS M.U7I1V@`-``:@'@`6@`M@!;L72/PJ>GZT`&4%Y_=)S;/G=82+Q:U1+('4+J[ M`-.@GN-3S\8Q%7"?6):,L!*\`"\V+"UQJ&5BTT-0`I1X6O)@4=V0MA?A04L> M5.&18JL:0!@E"<,S#L^@NH/B/1+U=8GZ:!+E(=+TY?L\UZ"VAMH6'`D<"9)T M\`*\V+"G'K5UG&\#1H`13SDZSS=\:64KY.@@3,<)X[D^]0Q,MS\J0^_4>OCB MOC_2\%Z<7Q,%/1:1=J^!5TY-H+;`#_`#_``_:MH'^`%^D"TT49M1)?P]Q?1A MJ06Z>%IU"47*LI!3-0^#:,_%_MWEELC$35?:_)*N4`G^YH0Y<>XY*.:BF`NZ M[#@>*-9X:/`@H`0H\30@Z$LC!#P(Z-)QNOBN3C4/ZSZ.SN?5.^NTWGS_R\>O M/]YG57"JT( M<#`.C`/CX.G`._!..=[I.G5\:8LX3X5R72RSR+3O39('$1D_GYO=%D;N?I)> MW73U/(\ZAK2E=-N,=Q)'"L)_MMM_JLM6F;-"=K4<3B8&D4%DV2,?-C7UV@I" MK6`EO"[(JB99940`([93D+K0/V@?M6[G/IIIK41W!G5+C%":W MS""9]"+6Z8&*MY^N2<;Z$WY5R/99Q;P'`B69LA6PK4C^-IBP]?KG4E:@:1ZLULEY*[-(1Y$#B+7R,C%!JLAOX7Z0?V@?HVKGVYIU'`\!'@( M\"!Q+8`F)&[_`$\WJ.77E\,BQH,`0@`A@,H(H$6=$&CZ<:Y97&,7[+ M`_[Z:Z\O_5UZKRB,V<60%4JE&]JKUZ47_=5=PV_22NO@IS M_OS^])<&K)^D01XF\=4DYETEVC/]B>])OF:TX=@?+1Z]^?S&':VSNF^L87$F M%E>$L3C0Y>JB^$:*^9YNRR;C#0-4*PU>/,49Y[,H9.H]^8/6@NR`=I&WHX0W MY6\FEIEE.0GC?C09L(P$`X&A$;=%1D;!@)$\(?F03:_J!5F8D>26!#&_XYY- M+R2W24J"?C]E`A3BGP=AUD\FXA%!//A-_.OTUX+Y!>.4C<+)**."PQ'KB^\7 MGHY?T`^R(167W8?))",_;FY^)RD'WEUS/N1/V+V&[=!F)+[()HP M,F2#.R::)!K!+RJ_U:4T)*F&$D,^2GXRW@59`08!`BYT%[R;!V%.QJ)#IYW) MP?"\?P:35)A=W!.%MTQ<)?Z>C4D^RNN#^MF\M^SO\SKEQC]KNX2Q8=X#[X+X MWV089(1SE_N=,.-4(0'Y&?1Z()3?()O_V6/Y;_ M8U;H1Y1DHFD]'EP7S\DXBGB#[PH-R<@#X\\X`N.EJ-"]-`F_*A(:)..!0I"D M-4V3W+1<3LO^.8G90K!-C1)#TU>#Q&;-]X'UV:C'TE)#]:*AJPG](8^GXARX ML7!>]RQZ+/S0#-F%+RV0_8/3)N4:&/3"J)B,(;X45+K.@WS*%,ZM]TG,-95W M\N'"V'ATJXS,O2TB%-513@L4!,M1V$QFA4@_[7SJOL[$PF/>&UP\P]M0B&)6 MS/!YPEG,N-Y.TC[7=>%[GX(O"6;@X5F27LW3K^?QOX#&3*F\2T>J4O'(Y28<\3N^LP?R,QD%*_68Y74HE@R)5C/L\ M)`K*Z85P:D4F*32_G$[FPS29W`W)VQ_O?Y\7)/)BIJMP?>NSTN)!=T'(%]<\/7@*R3Z+ MHMDU;\ZTL^)S-@[Z\\_[!Q[6U;KY=F&_:Y+K%4JA6%CR$ONA88<2\?2%YT?=(6 M'\DQ5RM&1+^_'(1-,_@]X"I=%Q4P4KFHT$NB@>09"=490>J<@O56.#>I9DF; M1WK0'"IE$=+HN<>M4)XZ.=2.23LREZ5@1B(V1]WF^EE.)G'*^.-%L>:IYE(X M_U+1)0OC/A.UFS`E49#ETPMF04-_&*1W[)"8]I0.YUKO(SR7&GY%ZS#4Y>]! M!5)@:'I?O4=7=`4RV'YB!U=P>#F^&CB>R`SWBA/,DYCR_H)[M:A1U3X^ISH! M'A3&(A5YP8Q%+;NBTR]/E:`[K5"IK6'*S&MH=^O7S,H0,[A'HR#E%S[-P2A% M9@]A/BPG][/9>)@W(7?>1#%1?HV9Q23\N[N4W173`'N/9!3\*TF?UE&0_'', MBK>,6'S'>TI,I`E'HB<#L::'`R\/-F6$=.2_#\&N>[E#W[]5]']Y/C7;B_?!^F$U5U226 M]46*@_:)6/BR)B8&-3^7:H>X4THE&"#9)WC\F4`=4%P.X6\_Y:E'&_2IUYKYIE`>&N0ACR"^RV%;N07T"X MY1"&_`*[;<7NBOS*F0`B[CMXATYWQWU<.S/6(+/DL77/X?CBV[OKS?L#'TBF M"FQ8.JO6(,_``_P`_P`_P`/\`/\`/\=!\_36T2=4RFMM0"73QM MZ1"%XAN95OU\_;%8M'#SY]ORGOY-4E2!1+?XB!VBUEI!IYIE4]?P95E#@?Y^ MNJ_*=;1P5]"*$].*.[B$"@%%`* M*,6F",0TI,D$X@^H"E0%JB)J(*;E4\MP$(%`*Z`5T(I-$8A!#4W:EH4G&H-@ M*>)6,2I.L25)2J*$6X($=RSN/QXXIG.2FS&OAZCK4-N25L(\E=V9VT=-Y>($ M<+#L0GUYU;Y=[75B+A:4!64E5NBI9U6T3S>\)B@("NXR^.[4QD#X3!`6A#T2 M=IY&30^I)IPF.-C@>#'5;:2:"E9SNU6M+3;B*\[G^O;N6O;@`$:/.C-ZI%/= M,*CA&K*LH4!_8Z2YI2/-JI^VU+R0*'](UPM1CT4]M]DQZG9B"Y/H(%>0J_JG M_[O4-F5G:LZL*VHDL1$L0*XA5_24DR_"IITG;L$%U MI"!>@@1!@E22H'.;FO)&U1`QK=KLM(?4MFQ,C$V)U=;]COE%X`?X`7Z`'^`' M^`%^@!_@!_A!HK:X[T?._XW\NKR^+"]/)QEO;<3(]`$$TR*;KS:I6U#2-8NZ M+K8@AG-JW'DK@!THQ:;2,_8?/JZT#%&!J$!4EJPP!8EGZ(8TE"C0XPA!H!90 M"Z@%U`)J`;5`:0-*`:5H&CM0"I0V,&NN0ET6!T!.1UXN%B,O9`]<[;QYS-$* MU#CA#,V@NN/!-<,U5[7#4OM)$D*0!"39M(.- M84L[C@E^!Y0Z>4I9FDXU>:OV%*`'_`Y((M_OV(:TBL")^AV4X8HRW&@2Y2&* M<%N+<#[U?13AX);@EC84X:CF2"L9G*A;`J5`*F<"=4);$]JFDX(Q;JC$KBIDJB9UFH M)&).!"@E"3:ZR]V.#K<#CH`C+\\0MZ4Q!$X'A#IY0KDV=SK2=CY1@!UP.N"( M;*=C4L.WX7;JGS4Q.V=P9HC5HP:[7KS[\O'KC_<96+DV7:(F=@^"XX+CVN"X MD"LA5P*=9,$&:S%`%!`%1`%10!3D,*`(*((<1OT[VT(U::8\+5_8(NH5,_*:':52G:^M MJ`:"J5UGJMR)?JJ3#DX2U%.&>HW/'U2=K7"1X*D"/'4=GD?"1<)%@GJ-S'9L M]O`/U?F*BFP]%=G]:K"UFZ^=,)5VW.NN)JW9@G54N45XHDNKM6TSI.HXJR5\ MJ4?_NAO>0!VACC4%D#8U3&F;C.YJ1P28T%)HJ5)XA98>;4)#MZGGRYY0@4@3 MZ@AUA#JV71W/+>IJTLY41:2)2!-:VDJ\0DN/'W'U#6IHJ&DBTH0Z0AVACL\B M39_ZEK1!<42:C0R:F]PL@V32BUB71\VK`:DDVRE@J5HU@UY!KT3*`IC=C&<_K1N:*]> M?*72/4M4UK@)"[.$L3CQM_A[45;LN$F-VHUWR?WY)VXOU.\_V\EK03 M[]=Y&',>)Y,LB`=9R];M=H/#3>056VQ9.ZL_ M!6%*_@RB"0,"@<`F$/@KYD%-Q+\;D*])EC&$,P`BI!`(;-Z6D$(`40E;0@J! MP--!X.J#UXLC6;&MG!\23\HFXQ?Z@-OP]88I/NXXGTW4FJ;T_$%/O=W)\1N9 M=9'BL0/63](@#Y/X:A)SG`MC3Y_X/8DOOKV[OL(@3OV:4X^F*&_9%8DULUGLDLMT,73RDMQ+HIO9%KU\_5'$L0# M#N*S%=:X1<4E6\?!0HEQ7W2EDQ6]\Y25T06]^G4]4QJ:(:LEU>E M-\5]ZI\B#"6`$BBB!.<6-3UI!RRM0KU%_2]M]B!$`B+1*9$P#8,ZOHY@`3H` M'3AA'3C7J6Y(DP$$"Q`)B$3G1,*@NB9.;96VO9(JO8EP`4H`)=@G7+"IK2%< MV"M4M>$!0#I3;Z@$]Y(#-UYN[54\NMF0D\719 MO"QT0:;DVV?&V.*H%F7]8YTC?548I)K%!A9U74^RV(>R`OD)?6R\NY M3BUYJ[(0VD![H#W0GMTL8E!=]ZAGRR['JXT#!#<0&`A,/<&-33UY\\L0W)SX M2-^63;&Q(38V]&NSDP-^@!_@!_@!?H`?X*=Q^P`_P`_PH\2&V%U+9(O[Q'[7 M&6]:Q&97$Y[`KI[D!0(J(U"J(.@`R>L`^<6U0T$"P@6(!(0B1># M!#;5;9S/!$Z`$T\NQ*":Y\.)P(F` M,+N5/S6-6BXF58$3X$3)B>CRSKT\#2>"`^^VVO*/-+P71]Y%08]%)&59R'F< MAT%$)&Y8K)Y)VRM9R_*I MZ<$#P@."[#IX0-`1=#QNU%!SJ6_BR'.X0'"NOB10YD`]G"`*SGN< MB(?3\##I'Y/^U]_GF]3PI!W&K4I75AWK0`8:CE^Z(!.[&JD-,G)N^+)/Q3SQ MZ`X2!`F"!.TSL.$8U)4W:0EE'>@,=`8ZLQKJN%1W99\6A6`'(@01@@CM:A3; M=JCF(MA!L`.=@U>R*!@O6F*X52*HZKH4"0@&A@$HHX+E%';^B MB'J#W4[XO&B((\01XM@*<71]AWJ.M-V+$!Q"_Z!_T+_6Z-^Y1QU'VE94"`X5 MI2_$$>((<=S79`9U7(OZAK1CS1`>0@&A@%#`UBC@N6Y24]ZQCH@/]QJL_RT/ MN''67E_ZN_0"41BSBR$KC*<;VJO7+[^1?]@+B=NFG\355V'.']Z?_LR`]9,T MR,,DOIK$O$-$8Z8_\3W)V=7&]]_G'9;UR>(`**X(8[&UX]5%\J7!BZ?8XWQ&HW],3ZCA3UKK*??K@,6$!3*)4\:;\C<;D"C),I81 M]O\F_/M\R$@V&9'DEDQ=B&<8VNL?-S>_DY^\G^[BXI8P)F]_O/_]Z0K]-0GB M0?F.SRE_*OFU^)6OQ:^4[^`/$;]V&Z993O*'A!2HS<1/Y\,P(Z+WB7EY$@VFC[YF_0F_/>3VOTF#.+ME:;;R1/R-M/U^1A MR&*.-U*@LL^;&>8%B,DPR$B/\7],A:0,..J2*<9F#WN\).3IAWLL"AG_.7Y! MD)-@Z4']),[R,)_D@A?W8N_7/A.X#$C&>RR\Y4SF3>3")?IU#N0PRR8LG2-< M=U]GLV<^)"D'=,RRK/S[\Y<6#6`9*[\P?\\PYO<&_.LPYP:(V%]A+XSX&XA_ MRU@4E5]+W!+>+;T%>&(\L,++N/?BKKIZF=0A<.+FD/(>_ M='D37W':UW,D#?C[Q'=S6R920OZF M7Z\#X0,'X1;\!2..B$(5^TF6T^DSTB5YY>I*"TTM)#((4W(?1!,V%L M_\!2)J<+_M.ZM`B_*N*8D/)`*JE=Y_JE]@_)+2L\EY36F=*MEK)LS/IY>,^B M&7AX%Q?]'"8:KTF'T>8!WNCNOR>*?A MKW^R`1L5FEWRJ5SS,]DN>U6O"@@M2Y+0TI(SZCT*#\IQU<]%3#F:.Y"@@)&4 M!OYSPKW$4R--C1;PEN,WI`G"!]9GH]X\)B@:JA<-75V4=UA#.8''7"(X"'G? M<">7/%R2CW\)Q>"?9V8/IR%UEHR6`H8'KE-D$-Z*(*!PBVMZK.A+U@\F/`[A MR3)/B(5*B(AM&-RS0B>*A%NX4Y[;1"1)17O&_(*DQ[E2)'7BI_*A^"?Q_\DD M?W9I$;#<,K8&N<=&^J5[EI(_[5GN)SZ7'QHGZ2B(EDH(NKCFZ<%%ID+Z/`Z; M7?/F3#LK/F?CH#__O*8[;$1M^EW]D!^)CQ>>][RAW"0#Z]\_]+3+,=S[5?S M&D4_B:)@G+&K^1\K@K1H6WFF_J)NX:[=56V'R?Y%F]Z<6=JKK261Y8K.[$:] M[ON,MC04+X@7K/('<>3SZ_,B-T\F&??I&3;MK6\HZ:FYKMH;B/9%[)1*M9<( M3VO$)ZZV@^S;U MY:WO5Z"W:UED`*6`4IRB4LC;6T^!WH92M%0I-J>6K5C04:>FM&.QD*GIU/=D M#Y6IC0*(3VO%1VU@05Y6Y<6@FB=[+:+:*#A67E!N8B2X+1:"S"M.^3!-)G=# M3[]!\:F"ZO"V\X8KG@Y41S9%'^09GO4\:6ETN`,.--FU_+$"HO:NK0,L"NL0)(W3_(6.=U3FI>S M&%D>-.;0\-7Q3&H;T@X/484R<,0@B422^#XUY0W\@"0@2<!,6", M4HQIEA.N0S5'VCGG7>'$_MF=>JL8:IA1/DI2L9--$,O/^-2S9WM5J>%M`FH( MAFW7I[I7VPG&JM"P:M_=54O?:T/]*7M6;>S M3=N\J=UZ&[K4M;B+<9S:;*DZUAJ81P>-A$9"(Q762$_LCZ155%""1D(CNZ61 MV&?]5`2SN,^CAJ=3WZAH_1/T$?K8+7U4&[=0P`,4T-(\ZID5C>R?J@*6RKB_ MY0%__777U]:PDM&B,&87PVF>H!O:J^:MMJEQS[NX^!S&7(.Y<%F<9#*SI^+R MJS#GO]=_(9_Z71R,R;*<_`QR1OX('D>$>2&I:/L1!&&0GG#1K/VI*+MI`@)U(:\<])S!8-,35*#$U?E8I#'DV">""G MD1]8GXUZ+"TU5"\:NAK5'?+X2^G4*MVSY(HU#N@RPL7G\D/C)!T%T9+OT<4U M3P^>8J//HFAVS9LS[:SXS&6T/_^\YOUOPA'+R'?V0'XFHV`EP'D(!_F0_\G? M::;>7)FC8)RQJ_D?*U1=-*H\C/6DZ/[:X:W:C7 M?9_=EH:J_8*8_KM5J<[#F.3#9))Q:5".(\(R8N!H,PU)IUQ(L5C!ZR?I$$>)O'5A(>AJ0A`9[L=C!+^^G\S`36> M<22WSV;AD"3GCYUN+?CMW?65+.Z#V[MSN_WEA?,:WS=%X5!E766\&@OF%0S<"V/M`*:(7LT=J6 M2,-<"32#6MBYZ$3JNS5%:7\&:2@&?Z0&:NI95SEQ/LD5?NMC'-VSJ.-BP1_V M+08):UN\KOO4-;!T';%&-/JXWDK2 M-XP^%1\`K8)6-5ZYZH@TS92HFBV$.Z]$+1U_E&3"@R:=8'H)I@>HXNB`'^!' MGKRO')*DMUG5""8P.MO6I4[0_$,$D$X],-AS$&]76/&B:*A!BN``UK MG'1JN]1V*MKFK+NLJSBD:'U$,9TE@F/'D*VALG.H%:2?K:9`?Z.R`ZU`96?O MV;RRCZ)2I3>;#L-.Y%"<8,L&'=5$_]B^%]OWJAX@GL1^ONMMB&-R%*C'02.A MD8H%QB]%@_[#W].<.L;AZOJOWELG&WY.>XZ@("PVQ"/#X)Z1@-P^S8?CO3\:<\/SY]\F*?^G;,SZX6W((_@Q M?W0R$#%\'HX8)?F0Q?,'%+>F+&,\QH_YY[OPGO_C@'][23[^Q7\Z$IOQ\3N' M84;RQS$3'\(XR]-)L4?X0S*)!OR+?C09L/(&?MED/.8I!/_YWB.9VN:14YZ8 MO^F4V.(_[F]ZL7&WKO$_AH^]E`/[[<]OV27YG;>$"X0P*R7]V5L7C>`-+?_( M*'B[#C-]!'D+>6+%[+;^4-[.?3U(F=A+,A2%&89X5_U2R7)Z0'G_$ MX%^33+17F"_,V4B\0W](@HP_F\WV1*=DP&Z#2<0?(IH>)4%,1LF`V[E?H."2 M?.)WCR?I.,GFAF.S?=:#'G>,=/4E@E3TP,Q8_-=*+9O$>1@5CRCUD^@[4D%*TK7GKZZ$=Q3='5_23.0MX!_/'35[TO#]YOWI-\_O=__78[ MC'KCN^'5V_L@C,3=_$VO@XA=/[W)AS#K1TG&S7W#N?$N2OK__N___1__Z[_F M=WYAT>`F^1;D1?,VWB?:+`CVD]V^.?OT06S_^G^-_[GY<$;"`?\BZ.<7;UW' M>O?!U0W#^FB\,UWSHV^:EO7.;;_\@U[OEY)O>I'%7L(^<5W5NP[3XL7H^ M0D'_3&@=-_<2;PM^'R'QQ<]RIYVD5W.'_MRI"/M-6Z;Z\0F[O@=.6'@*#2L] M8<'W+SW->=*"I;7E(`*C+0W%"^(%J_S!]JTHK>`<`C4&5#LV MX+QHKJWV)+J*#K;8(9K#GD.'&ACGUS3-ZM8='5(!S1<[#KP7H^B`(6#8!`P_ MITF6D5]QROA/"#1^22+10/(Y"..*IG(`E4#E@:C\RK^O:H818`E8;MEB(@A3 M\F<0379>UMA@BJSZZ/#60=)B3U#LO]0`EVOGJ@+[YP`_P`_P`_P`/\!/&_%S MY/YOK:_J?K[^6,$:%+"NDXO_BH]8*+S6"KI.+5O:,@X%.KN6A1@0"@C%J0F% M[4(EH!)0":C$!BM,0>(9NB$-)0KT.-0":@&UJ"3Y<'1L/GUT;4>]D>TJ[7N= MBW5O24JBI"\V*+EC`Y[I)/4>K&WP+(+4Y*\3R%'"VBC74)[> MK3Q\NC]H/)VYBRHHJJ"H@AXFOYY+=138OR7AK(S9[`,Z%5ENR%,`24O@-(PBN27U+VJ%5 M"O0V1A&@%%`*^59PJ"5O,8,"?0V=@$Y`)ZH8;91M!@PT0E.@*:>L*;ZG41-S MG5`B6KFOV/=0V,9L!)`%)-E0!-`-^&!0!15Y.@&UD MP,B`P2=I<9EM45O#9J-(_M8E?Z-)E(=(_2`QQTB,ZVI4A\2`)"#)RR2Q.$<< MS!0!1\"1%SF"[:Y!%!!E!Z)XND8-5UJAI"LDP5;/F^W[1QK>B\V>HZ#'(I*R M+.3$S<,@DIG[J6?2]BI5]S?+LSV?6B8VR\,NLR!A*TTM<B]QIM_%<-H7NJ&] M>K&!I7N6V*EQ4!7&"6.QA*_X7'YHG*2C(%J"IBZN>7IPT6+29U$TN^;-F796 M?.;=T9]_7F/2FW#$,O*=/9"?R2A8T;R'<)`/KWS_TM,LQW/M5W-`\(Z.@G'& MKN9_O'[>N8NVE8N]"X"X:Z?_[E`O+MKTYLS27FW%WC+09S?J==]GM*6A>$&\ M8)4_V+Y=NOI!]=FHQ]*%X4R=$F./ZB,JO_/NJ9EH!EH#E M9@M^"L*4_!E$$U9I."['5*I/(BH>.V#])"V.Q[Z:Q+RYHI(Z?>+W)+[X]N[Z M2A;7P675CJVO=(A!B=/Y@!_@!_@!?H`?X*=J^^R_9*=;5=WB0$WI:W'`.OGV M404QIW9$<7&?;E+-PO;ED`'(P"G+@.E)6\VF2C]"`Z`!T("](8`S?Z`%T()3 MUP*>%EB&"1DXMJ:BWHARE?:]SL691DE*HH2;@01W+.X_DJ3'?ZT8T\-`?0/% MT5/:'GZJ79Y%+;VBW3F4'#JO)<8!Y\"YESE'36S!#<:!<;4Q[ERWJ67AG*)= M;(5%'6!D#3[0U:CA87_WRI/J;B7-TZU#X^GT5A0DU2U(JCZ!NO9JI?+[=TYE MV7>I94NK9;8"!55G)I`7R`OD95;Y<'S9^V>JC0&("\0%XM+&(L]!19Q60$=: MA0?B`_&!^,S&44WJ:K)'==1&`8I95:W?QMIMK'UKLQ,#?H`?X`?X`7ZZB!^U M[-.^S7:ED^Y'SO^-_+J\OBS/'R89;VW$9@\@&#!56K)4P=)IKN"@NF%0VY1V M6HXJO7ELB@XE@!*8@T#8JRSW"0 M[E$-P\+@!#BQ\+(FM4Q40T$)4`+CA>`%>+$A?')T:CG22AA=X02V1MYLWS_2 M\%YLCAP%/1:1E&4AYVD>!I',O$T]DT*8:A,FQ]>I;6&B'S@#SNQJ#I/:&H;G MP!@P9E=SG/LRYXUA``^$.G%".9Y-?L4X1JMU\KMDR2 M-H-^5PNV?F,M<>2R3TVSML,;6H$CI"T0."6!"8';.Z8UJ.M(FV$"=8.Z0=V@ M;JJHV[E/#5M:PE[)P5NM0![J9]`^:%^[M,^DNF90SY)]G,YI!W?'%CM-;IE! M,NE%K-/5SB\WWTC&^A-^5<@J.DM<"5.VV7U(,F`K>%^1_]A@P@XX$,-RJ.M) MFT"YU72M0%*]Y0&(G!H&5`5]2NF8,E+E6-1R*@ITUYA&%3!`BB!%D"*UI.C< ML"HXBFF[;3`O#TJEF@%5@1F4ZH7\SG.H;54T^MOAN*E4!/PM#_@;KKN^MH:5 MC";.<+L8LD*O=$-[]?JY%9=9;'$X%E>$L5CB=G51?+-HF'^8H?W*7J=Q$.QC MZ[)EGQE60IEUR,AM$G'_PKN3%"#,2#89C8*47TAR_L_+-5CR$.9#,HE3QIOX M-QN0*,DR_G60D>26K+STGFWB7$[2JSG/GY\O*(P[;?8_)S%;."]3H\30]-7) M=8=8A`3QH+;W^,#Z;-1C:>E=].)=5@._0][EDHC^7=-9*2/!W5W*[H*_[[9)QDH;##I73^ENY94BCMF4")S^6'QDDZ"J(EKZN+ M:YX>7!"#]%D4S:YY.%LLE[+6+&W88>RH:PQ_@O=KJ8)>]^>Q& MO>;[_):T$^^']U.YG7B_)M^O??L:]KD+9:GBA0@4:DHAP;83-ZN8#K;'$LL* M`"42!/)B7M"9+49!Q991T3TY)GYE/.7C>6-,=(-\XQ<,*YK'A5G``%[YOL\I M"_@S@3U@KW;L%;-7*PT[U,-?E2,MYV',>9Q,LB`>9%A%T@"'FT@AMMBR=E9_ M"L*4_!E$$P8$`H%-(/#78BCE:S&4`R`"B)!"(+!Q6T(*`40E;`DI!`)/#($' M2V'[!CQD5A:>3\N:Q!PI8EK0](G?D_CBV[OK*PR#U,_:VEDI?VXPAM&`'^`' M^`%^@!_@!_@!?H`?X*="^YQV,EO<=YV+`^>2E$0)?U,2W+&X_TB2'O^U(L65 M5B,%%^7;1P$0%1\?IFNB>DDTD+SLN3HC2%W5O-X*_P>GXT(MH!90"Z@%U`)J M`;60:`5=MZCK:%`**`64`DJQP0KGNDD]>4JQRH8V0T3:P@`("X3EQ(0%(0B4 M`DH!I4`(4D\(!'^`'^`%^@!_@YW2FERZU0!=/6SJIH?A&IF%_Y/S?R*_+Z\ORO%.2\39$ MC$P?0`A/\,%;=75-@9P%%=A-8S54]Z4=IZI`9R-!A5!`**H8JI%MAA,;I8&F M0%.@*9C9#K6`6D`MH!90"Z@%U`*%#0@%A`)"@<*&:NC`]-,]S@>Z_C@;EII= MC5$IS!I$EH/@!40!44`4$*713%BCFNN"(^`(./)B$F@C"SPN"P2?P"?X''`$ M'('/4;KRJ-Z)6%5*UA]I>"\V/$"WZL;>B<4GH"PH*P]VAF90Q_3A-^$W M0<+&_*9%75-:W@Z_"MG&L^WD7V/]`!"C0!914;[;E MS'2`)&UFNF@[W2:[#_8C(].Q=F3)HY>DV5__7%*VX\3.JRF9L@]0%+8C4>3E M.8>7E]2E[33FZQI`/XR;(*%A)'S;L0*[L9C/CHZ;B(<_R>/SM$#LNV$9;-Q^ MTS+E%4:.SZMIKNUUC.>:M&$+-K&TT.E9G9[7E"%-Q]D6^8':3`UU-!VU4,IOC6CVG"V<2SB34$>H(=5Q:"`U<.)-P)B&7 MD$O(Y5.+T#W;-N`M0ZW,,&`[ M?1*CI*RM#G.-J_6/&!(>,R03D@G);*-D>F[/\GLUK=BOL*3I2(/?N+,B:`#Z M6J!SYDK96R>PNGY-Z^NZW#]C008/#^(&<3-6W/R@8]E^38OA".%!K8PRH`'H M@UJMY8KUK9Y3T](U7+';C]GM1TX&67G]PN>%%L51(O9'U:,=UW[S8),6[KE# M99M,J,P2)3(_JOJ^6&B29F,>W^D(1UXS+UC5F(4BCJ?7O-^S]]1WZHAP]GV% M,<^CLL5-`588*"-X\";>[A)C>Z#1\7[\E]43[T#Z3ZXGV;;)][3M?,:0A M5&2&^_J8"RVX!)[9":IJ`-0'$8KQA>L M&/&$.2[[0A>,\GKFVW@+!,!;O._73'`J$]@#]AK'WHM>-D!NQR?M^39*B,=I MF?-DD.,UZ@UP>!/3B"=LV3BK3WF4L7_SN!1`(!"X"03^*R&G)J;?!NQSFN<" M[@R`""D$`C=O2T@A@&B$+2&%0.".(?#54MB^!0^=D055[$"$:<:+*$T.RX20 M(K<&525^39/]+\=GAU@&:9ZUC;-2_X9@+*,!/\`/\`/\`#_`#_`#_``_P$^- M]MGMR:RZ[ZS@A6!IQN*46LKXI4C"&Y9>T-/4%%=;C!15UM9[^;TI/ROCI?2H8*0`6V2@7>=K2=);^,\Q9UOK8==E`(*,16 M*83C="T_".`I0`>@`SNL`V^=CN7UM M`G0`.O!";\'WM67\WPUO8;?71^6#J`%T`)H`;0`6@`M>-%V`LON8.\A9``RL,LR\-9QM(G`;FPE@$1`(G9* M(N`I0`8@`SLO`_`4&MET:%Z^SCIM^2V+KF2:B9A?B)AE(H_DN:H1CW6NZ9AG M4N.D^O:(-[./5ZG!NPDZ5K?G-84U4XA7M_L#SH%SC[@2EJOO?[G0T0 M$H1\M;E@0=&C3 M.H2E!D19(%+F@`PBM6KYQ?D^EUMFSSA+$&D M(%(0*=W+=)YMV?JVHL-9@@Z9:C]3L`<=6KUTZ7:TI>.'LU1]7'OITB/3#=+R M(A;;O'99#^QJL]WT,?*>]4;8-H\)FJQK"@YK&A0>L5(;1@4GZ%NVI^WDQR=M M8PH:FG5/C1!Y:)$QZ(,6/;#V6=NJPB.FV6X7%4(%H8)0Z;6*U[6MP*MILQB< M)FB1408T!7W0HI5.D^M97EUQ/7A-4"HH%91*BU4Z?M\*NC6]M`^O"5IDE`%- M01^T:+77Y%L]N[FP]VYX30O+H>\*3NU?=7UC$KI@'7EV\/Y(*.,[KOUF\_K^ M6.7N]Z7Z'B4RT^"AZQ,P--6^^BHO/XP*>EY8_7)=5>4BC0=5T6%R%@Z9*[M=`X8.Q."?4VI&(_M MLZ,K'L62(OO#--L_XZ05"V:FWYC4`WGZ-8]9E-`/8W46]H$R6";8M?PO25E* MS\SFMLL7:S*,LIP:&_U@8VK5*)_5Q6*<*EC<*>8E!?C+76\:M-M-3'7?R8@G MEX2%*&%AE(7E."]X$M(/8W[#0E[F0O5119V4A>IR%A7RCH)J)'\<$8<99R$- M6IS*R2N$W<@_$9RJS]=1,4K+@HJ,8]GQ='=*Z!6YA-NJ\BK$#<1%,2M00G:Q M2'J4@D])W\4!`;;,+?7+#&6,\)U+S!.@>**(-*_;H!2J/=,ZAP^8P6)Y&8X8 MSYFXDDE80U583GT3#6F`IOH.!/$OFIXA/ZM3E.>ER.8'"_5^REE(@A,5UVE6 MC*C#\UQ6;N&IF;@L8UZDV0U]_+.,,C$F:]#SHYR(0W9+$YD%5JH65?N"'I&H MGW)E-&E=9<24AOY(DCF,>9ZK.E9\_EV94US)0JF*O&`\D_5,Z:%B8-$SDDS: M1K*R8FZ9E'E))4F5N(6`O#-,2^H@6:L1OQ)4&2'KSW-2D8OXAFXFWR6:R'(? M0-&=#A)QO-0[,[0D@OH@YYD\SE`?REVXG4^6J(P8T8%5U;2*LFF<@)RM3#Y!ZEUP?LXX^)""N1*6;=*L4Y'8O% MGKZ.2&`&T5#JC7*H5O2[0H2HA(IF630ADCZ*%"^E<%*[U)Q*#1FD0U*XJ#X3 MNB"](,8I>^25#-.?%@>[VTNEH+.A$"OPOZ[^+-QS)XI@$^L794!^7RPTD0Y? M?&>6Z,AKY@6K^16-DG$\O>;]GKVGOM,L,9Q]7]&=Y]&8;/I57+/OZ9@OQ6:N MHT$QHH_4INFLEJ`6\TDN#F)_CN"Y]P?QY=7MFIQ\, MI5.4:;67=$O9@]ZH0:^"`7+Z;#DM4]WRQ.LHC0-R-K]@#TXK=B;K8PW6_8_@ M*H+\93H)!N.;9[RW`<8_8:XVSD7] M&W^-.(0:^`%^@)]-X4>;OPIT`5TM5Z<=]C.K6'DI-P>R-!'L1@5V,Q:+/`?] MS)4G`Z"COBYMX=/V6D]+WMI9;07'L?Q.5Y);MNQ`)B,2F1<(4[.RJ#/@N?`4$;Y:" M-WRHWNB>Q6^*49:6ER,VC*ZJ7Q#*J2&2^M09\VOKZ\8G)_.WD5UM@XXIK('S M`:*`*"#*UA-%VSIO#=F*+5_?NT+@"_C2YH%ER@BOJ^V,]6UA!"9XLPG>[7QN M/L4K1((9'O3EM8YKU[:U@%,0BZHOL=^\L!_$CC$M957EH$B)XB."]PAT/>I;3"Q#3`TE`D@=) MTO,M-T#@&R0QBB0FSRG[/:O=?6UIX9YM-L/SQCTT*PJZ?E]AB-5H(^[TK.+5PU?6-56S!:/(0X/U1 MY2([KOUF\U9[K'+WNUA]CQ(22U(8GZBB<^*@+C^,"GI>^,!4XI,\UEKD!?O. M"\&^\9LQU82=BVR<'RPUR8*0VP@"A[%.8MFUI\\$&QHW\7KV^?02A MD(Z&5O-(GX$]Z"H`84#8NN:9>7/L02=.YPL16S,`W'>/2W(A,^D\5B4>C5-J M_O^$1!)-/-+AO2T;+"U&,M/@5!` M*'0O?[=$%RH9\)$J18>+];+H6^M=L'_S+)++9%J],$0P]Q95')PSRYUHNS=1O?Y*=MU'LBECIG*UB]=6 MQH1TKQP;%3/2G*]Y5^0?2@6EVGA0:DN$J=(AO0E^=T6'L+?GQ7M[L(MG,QOP M:K!5TV0U8FT%^-D=_+3Q?*([-7`"?2^S8:-(:S3*`-^@YJ!`2WSKU5;H]_J6 M[VC+&V-`;V.G")3"C$EY2X2AFG1;CN-;=D?;6:VF]&:ST^IVK.[4ZY=A]P@6 MKC?LU3A6SW:MKHT@(A8S0,/F?(B^U['<7A>L@X^AT[[5#A(<1(WI&P(]K[6" M]O/6#.AOA'J@%0CUO+31VH^7,J4W-^V&&9%Q%P?9/&K*Z6-47L"UYA/M$NDZ ML["O;\MVNH,Z\B#78<*M/!_'=*QM(/H&C81&&N8&[X0D3IWHID^Q:`62-+K@ M#R>5?VUJ]=L*]U_7SOYL0%17S_*H/['U^&M:B.5=QB][J"J(G1!P>*22#[(1 MOQ*,L^%\#QQU^GA"]J9BAVE&?\HG(HR&D1BP"968#N2FYR(:"XL5(Y',"E"W M9B(7!4L3^GX97=$?!_3K`?OX@S0VEHD/Z MT`]A7`[$8K+$O)Q,TJR@QU_.2H'NF/3A]'-149X M/OK^)3]@GZ@FI`O2FA8+IZU6E:"*+CYDS&]F#9EDZ564TQWL.J+*RBR_="E5 M,RS*3,BLC84TQ#@JISQAXW1`=@Y5YQ^P4[I[4F:3-)\93DQ3V_,+&@^MY4;P3/;` MU%CTM(6:E4D1Q:J(A7Z2G<.H-T91<<".BFG3TDC63C6Z*OI&7J.Z.DR3/*(. MH.*KIEXMKM`_GKM]]OGG=\-1?#&Y'!W^)N+!>?J%%^HA9_-V?(CR,$YS,O8Y M$>(X3L,_?OG;7__R\^R^3^,)CS)IQ-^'GY(KD1?R<_Z-="R\J?Z?WRBK+&GU M70S?[YU^D(ET_^G^Y_S#'HL&]`,/BWWWI.NX)_T3]]0[^N`X1Q_[@>?Y_G&W MY[@?CP)_[Y=[\K#(LB=RN:]2S8T=W%"]O\!R>I""&=T<)9.RD'TINYN`_U\1 M2O!)N(4\'S'I<^5,_"`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`P>59V^K`YB)*V!PF MK$(=?9!(T70.%LURAO*P(N6Y9>*29S(2LN`!40W$O`;1K`9RRI%+A9$S!75X M%KE&1[FZ+U27WIEG3"^?SL_NE;(P,5!G%)$&\9B$3A4QVO+V4FM.>3IM?>U MIB=>>U\SYY#M=@($@W;W;-GNI]OJ.F;OZ#;E+"L<0X=CZ(PGLZY#PAK+05$# MN[_+$(ETW&]GTH`BH+@)*/XKH9GIX+E3Q7KK\BVC^7(TX3$[YK%<0@`I0(K- MZ'.L(CI',LRCUK)D,/DD$X.H8)]3N7I6JT^V-3[7ZF#?_T7%B"6I7->L`F'\;.^5^"TV2U0]YVD-/E-Y"JLT(% MDL!U7&TH,:#'M:@%XKH/Q'4YPKH(JVS1$`7\`#_`#_"#L"["NF8Q\*D\QS7O M>FTBW5%@.?IRB9O"$`0JP!&-'.E900_G"($CX,B#'.E8KJTM.?ZV4&2#$2S3 M4VJM1I'*PFI8+&M[4P8V/-%\OB&-GX4">4`>D`?D[1+RZG_U%9$YC<;F:$A\_;+56;K_H>I83])HRE0%@:23T`Z$RSWX&8`]"M890N5;7 MT[;S'$(%H3+5?@9@#T)ER$+`KNB4UK,A'JK@PCUW>(G26 M-#QL9VH8OM6.XR[GEOP@0C&^$!GSJE,0GCUQ0WY)Y)S">S^"G,GYM>,]K#5&-KN7UGWV..E[\`>5` MN?4IY_1`.5`.E&N*(W1G/ MX,W.9+9A^\66)#:J9GJ!Y?B8ZB&X`AF"#&U0AGI6U]5V/A=D"#)DJOU,P1YD M"'%O[7'OYV5UG'W^^=UP%%],+D>'GQ+Z*1J4/(YO/E[QN)2;/S^-)SP3@\\T M/SPK>!'E9./CFV]9.BC#XK.X$O&Y?-HYF>8X3L,_?OG;7__R\ZS$+VE67/)+ M(>_.?Q/Q8)AFW^BW(75!>O<^,GTB[?M=#-_OG7YP;:?S3_<_YQ_V6#2@'WA8 M[#ONZ:ESZG0#_]@)_!,O.`Z./=\_[G8_=KW>D;/WR[W^6K3]$^D?5W7W4K++ M^_V_F,C2]8E".@%Q/I)I).3.6^(IJ])>3C*1T\-R=E$E/,D9SUDZ9$L@>\7U-T8PG@[4K2=Q,L\,9;Y7M!S(Q$I=AC$/)F.IALWQH M"VUY*#':J]HB/@>P9P+PSXNU21M7^F@E5 MNW9;TG'VVE)1LQN(%(=(<6CJI`EY>3!XQ*1OOI$5^Z-RFJT,#TJBWSX&.$CJ:WUGL[0D*+?:"J[5M6W+UG>@G0']WMNXP6(G7P!:[7-Y M0<>R7:4[/2OP;'`.[^&]=`5?OG;')CQC^:/ MD97->R&^=AAV>.DJDV4]*S*VENF!17B(W$*CU>X95K>B[,(-LM1=UXZ0>T@8 M21BI627*24!BCH"FW3+:O8IZ3YTJ`N[#M09#:0A3A>/)'O$Y2MZ@0SW&:RPN*UWOTMFRWJ7$N-C'1:%X()C/ MAS`*'SM8/<3<@X]9,O)"9K;9##1-G+-/A0*AU0L\)C^,AHMO,UB_C+F`JTK/ MR?%M9O-`B\]L1!,!8PW7R9'8V3^>;"E$5I(A(O1/_"!J`S#U$,S_/9 M_8PELRFG=F@';X=&C";L_H=93E,NLRF_LB`:WLWQ3QKXA-(28IGSVD7NQ!O,S]GX-0I#'W M*4:CQ,K2X4G'-JP>01(9"1G)PE%W7:/=4I8EUA2;H/3CHS7$HA0Z2J&KUY[- M2>34O;3CH[B?&279$4821M9^K^HD(#%/,U;ZVA6:VR_# MX45&R'H[XCRYC":3(*N9WYGCMFN:3NOB\JIC6^[5M>4Z%U>FY+CM6C>=GG5Q M0ARWF!YZX87?_B)@N1`'48JYG<.SG/J6"10U2'0A:_8T"@8CYL6882H&<7#/ M?1:$>;HIN^?P&,I6K");T73V3%=TVH?.RJM-^F!M!EH;:MVRUSGZ)G+JM$VT M;_5*Z33-8O+TP0_']LGGVE=BE%*H^1Z_9EU\]M6WTMF#U+U'V5F!#@99:1'C MYRA/L?0FV&"TC%G6/]-W7R%>?Y\&64$8NT+*M?\+DA&XUR_@+_X!NOMZK21) M=4NI]H=8O#H7*LFTC$SET2#%+H>/7?10O?PI6?/,U_V^SHI9O\6;>L=]B_79 M]S,VY@G,A*S''L3<#Y*5XNTUB99X$EZFHL\!>V=I0PI_@*WZ?;MD'+64X1!' M/,H%9+4,QT460=5'/LT^T2'[(OO:2D!9!.1:IJ5,M\C`R,#(P,B!:6=?#5N' M5H4_+ZPD]48G`J,-EYD]H^=8AFFI/MIJ-O;05@2V:E@F!R41&Z:ASW"T\Y,% M_Q$SB81LQW;QY6+G2D%=BWR4^W_3LHV.134_)ZP"W;;14D?51AI0/PTP>RZ! M``7YNA7#*CLZ4AVX6B8$K<2:2W'I5G$IMCE.X\'($_Q9'V1=#$TG7P3QJ&UW MR;9.5P,JV/,G-:B?&A`04$Q*,>GVFZFN8:LKO6^*N5!,FOSR]U#P)!ESM(Q0 MZJN7P"_1/3PORW6]CT)?&,Q+9`>7-=F6>"9>MG\"EUTV>>MDG&3;;AM.FS;O M3E@%*%PF-2`DH'B9XN6=(I1>VVC;9"XJXF7]BG*.'$_[@1A@:2,+HX0O`NLJ M3+(Y]<>;O9IMM50>3I]*&3*IT"%2R$F-3DB-"(D.T+U2A]BAOO%Y%;+4-GYO MM\@>-:)L5US(([^]`U_[>BI%"9520OHN!;%J:=A;L=@P\.Q9M\7&LL)??Q^, M4Q_3L*?3&'#59S'_,^4B2XX)A$@Y&Z9)&G,F7JXMWX'U^^4&B3BH55[M@I[E M'1N+CC__Z&7R[1^MEG/>8O#8,?Q!B;CVY`Y?UIF83N?<53NT1,G(E#.OJQ=> M):3JB[L;8`%BR@=)\,C'L_(]2YL`.-9/3#7B_-@&O;]7J/<`/LF("[X!ET;> M(P>M"U-O#),:\BH[;U=7IN?:YJ71D M:(RO)4SD7:F?.(0O(^X_<#\W2"&B02`O";!E$<0[+,9N8N+)FPIRI9JYTN.O MSOSGW>JW[3J_VJH>_$A\-_+".SZ9@NG&LP^3J1?$>-VE="H?(R&X^!T,^R&$ M6EU M+P_9T7[]F,>T2LZF]>(>H!3Q&_?E[N[#ZXV-M=;$73QPY>P! M2!#`.-*)`78*%L"B$1X7/`8^1ES]FUN)4[_=?6*"#U*X$T9608AQ4AK&'(;Z M+TD1*@2;1D+&33*.PCEB\+/'_DPA'N/Q>,;N/1&(<[9XK(>&`O\!Q'.<!F$VQXAH$9A&0SN`6&;3Y/,*X+X>M#^,.L.+PG<$\P1O@= M'I]'>CA"(_!;50A M'OF7/(\$5R/?1!A`#,OYF.4LUV@DD#' M@F.=,+-U]M\;QNW=1RG$[='3XBHVC:,_P(4(-O#$B.&VKV#\.WH5>&86@R-U M@OR]\"Y=>)<,#)*7P&`/%[?DV%K9!LN<\[[WE7?I%_1U%RFO3/1/L[3WZ M/A,%JPC":9K,9RA75&E^PVVT%<$JD20L8/*>D!:=[[5A"WZTM6D<@.D/0(,? MP.#09/&"F(\!=>7@)?`B:@!F\#,`%N[+3P,AUS](R`)+VW>7%[=]\5.!I"7[ M9CJ-)!IG8#I'%7Q$`3O8UNV_75.^N\]=-_*C%QU(=##=L];RD:-,ZGG-Y##=UB1\NT?4O(GW1X0N'/4Z5_],ZYA#]%\3?X+`X>Y25>K":^U^(SG,7E<>4T3+(2_(@#V["`AGFH3Y9O_P'+B-I$QL3$AHWRX MP>:XL2`S3^RY2ZV+?*3]YP%0F`D((?L>EVOQ8L.%^H(AA1'$E-XW'F8/ M@[E:'G(D3Q!LXA1#^,.'8[DPPO'!O4';Y>VG:V.;SFD4B8&O$@8^>T\&OK95 M%QHVNRX#I1<\Z@O6KZA7.7>%'AU9FYIH:9IZ)SLK5R<9'2P/AHI[,!\+<PZ`@'P126=_G1,VDC:>-! MM7']MMFFS.)X\Q*/-_=8KK_R$+Q1Y2G49$!D0)7#^0T>^/\O'OA7&J7I%(7M MKW2K.VXQ%P'N*^$Y^*>+V]?+0FB)5T:K9Y-1D)&0D;R\B98V^BV MR4@H8'U;J+?I_93.'`AIRB&-9;1,VD(C$R$3>=%$3,/LT:*.3(1,Y!43<5JT MO:HB6M6O@J!*$?]V_?'+Y3HA`%5?'!V3-.,(J@*S3*-CF8?2/5TLKFJ_3S9( M-KB]#;J&XQ(O$)D@F>#QW&#+<+KD!D]C)UJE"#2952C;EI(5#NH.[P`-5#`S5"GK&![:['5LJ+;-%J.:?0<92<&;XI+ M`XTY0F1&>*6'`/.;2GHD'2.6&H!9%2(\R*&/8]@]98<^;TI2=TTC$"00U%0U M"02K.]1S`00[!((5;1#\+%D6-WZ_\'/AO5XC?_TC%4DPG!7&O`=10O8;?OM] M`&OU8+!&&IJ&,%4XGNP1GZ.$B]=Y`+9\C_7:;,$FGL^1.AKIQ^2W[CT12-98R:?\R+,O M2OY5;S"(.4X?_MD/Q"!*\19>Z/^,?\V>YLV_,(WY)$@GPD!K0Z[3_/.!)T;& M_"+XTF,0I2)+22PPN08A`PM!CF^AA)IY7;^/9,N[Z'&E9,S(3CN$F8F>`J2B MDXRM.=%MQDH;PQ]AVI^\V)\3U,$S&(R]&3G9DUEW5COZ7RP_R<$X2-]GR&S,U!(:*QLL#&D]<:;,C=;MK*"K*Y!*_,!:\P.WZD)G2P.MYT!K M4DBAW>I[,=R.WJ?#:Z1I*J(-]-`;G2H)<*N.42_%)"56CEL8+2Y;],OWJ')E M7IHK6#-RQ.VW00ZNPQNC9Q*L$L'NDCQ/@B6-/;Y@M];8W3U7LSS3!7$0MP* M8_=JJTR)IW7&.YMM$S51_7:*LG!SF2;J*!D3UMO,YNN8;54EUSH+<6 MZ&@^&LCF^"Y(!ZMXPGOJS!N=YXG!2H']LN5 MG*AEHI/,:$\IC!*%OEOXUDAO:F,HC:_1Y#C$K72B2A``9A M=S+\$U<`,GQ:/N\FT=^YGPYH_=SL]0_)IT[K0Y)/\]?/RJN1;A?=Z/<Y?E M,1,O2>/5(J(IW"!:7R"7]<6ER_:Z>=G>TI_NA3U<^A(.8>WBR$H2RI0##!:)@_/N4 M#_+2]'L^;ST`O[_+NA?`3QY>D_"89ST1H@EGN,#,:M[YQ`MDJO4X>.1B4?<^ MG8YA5K!H>4F;5*I&J$D6OAGJWW4-TW%5F?VZEM8C\VFS;"I1F2:U$LXTJ&VX MO8.QV]55PTBA]L`HTS',3D5]2)NC8@1B>X"8:1JNW2,54XEB^]:P:]$4LDI) M7HT:5KNB`.]4&T.2#5=>?W(2)IMMV[4LP['(0LE" MR]\T9DZ7B3\%KM0BV?I8U',1MXC;H7$W!N,X$O#(/3&64H9-IY>RRF3 M+]P&\CN+W MMQ8ZG%4JT'8.9>$!9M"'[S0I:&8#QCK$B458QL M&@E9JG[.[D9@C<__CFW:P7K`)84B`%!<',(G?#*%-XQG>/2^>'9V4B_P.UCZ M.#^!A^D*8CYG$YAS%^2L!.&S0_K5(;\T7H&7PX?YY5FS^B>X_P@46RP.^3,D MG^%]LZ]$L<$>4B_V0ODC8$HPP3R`(&$/.-Y0,B,`SF'G^@5^9&\7\D`J)&8: MA+[(,`K4-)&2*XP[A-O.)09OD;`)HL\X^,;'"#1CI."9O@0 MO..#YT.3=\X$!>./\G=;&%@^T_+S,QSUV7S201M1;)X-6+<33X]K?_^/=_^^O\WGA-.`C&@7S_+\/7GO4E+$!B\6']P2"=I-*9RNLO MHTG,1QQF_I%_D!DR=QB@+4:`6H&2_YT/_^N'FRL4[/]8_[B[^F-*"ES,_!S%T@++"7")@@3(C&<51^C#*>#-RPI=$,NF&/`%3#\]R$H\" M#8>\T0/,I81>O/4JX,I[>1)`E1A6A3:KCF_CB@^D7A8&:LJ!5L7"L6U4MH5" MKRPG3HG%H[LGB4?GX`P0;ETH)PXST)H63:GT!TUI4'_Q% MUZ=9`7LM#B<^OQR$9>MK57O,-3V$J/BLL":'#INE\,XV6I1UOUDVN_A*Y793 M"^2A=MYKP9;;4=9UJ)0UU4)O#I:XJV/)FU+7SY/B]O5BST4Z_^+A5A`.D.Z4 M!S$;>R)9H5_-R%++Q+2GE)V_V4>X7CCI2,JDO:F_;1\PONU3&LMFIR',I%)1/6/U%5 M>XO-@AG'<"A9_,@9KNNI(T=)[WB68"(O_.K%R>PN]D+A9=F7%[.+K,CT=L1Y M\FL^MJ\/F=(QSQP^ M>%8'+.K'J2^7]S!G0[`GN&^4)B+QLGK>>:;K%&>!3;*SE[S(5U#&0!49`[T] M,P;:=("ORW4:9RBGO%1JF>MC.JYA$X&?J^S`5A>[H!"#[*2T.&S7Z';:AJ6N;W13S((\ M[B\?>9)@`X=H.,_&71->V9G9FZ2L/#699A-(8'>\H*!G6*YM]+H4$Y"9D)DL MTJ:,3LLU>L103B'!VG6?OMZP<>2%M`HG)"FSRV^8KF.X7644(KK8!3E<,I/2 MXC`-V^H8;HO6X.1PUS,S9,='\K<$)&7\;D13339"-K)PMK;1Z2HKBF^* M25"B]YLBOO2FV+`;+HL&WU3ICWXBK"\4-:D9PTO+9]=MJUP^GTJ#!C)#,L,] MEN==TS$<6UD<]VU_M1R8>?<`B.>L/XG2C#!GP9)SP\&6("P;IDA)@40YAB2H@"0LR,4\DM^OMF2<7X$\%[PG0!O'L4%/APQ;UG/_0TD M+%2HO'^ALMG>LU+9Z=2ED+U&6CC7_`P#Z3-=TWJ49JZD.@<=VNQ@C+: MNU',.9O`7T8":?0@0IG7;I,"D0*]+8_;X/M^ZD/[N-2P0WN[U8-M9/MV;0>' M@7K3N.@MV(,U-SZT,`D.&JRU!`?'AH.:+(=5BN?#^C:JEQ=A4R78"01LRN6C M>X?J,+>>^2(G)MP^UU"'_(>Y/WWETBG8[1=E6SC.BM!/M:3TWV4JKM&KRVMT*U M]53'M$]Q0,?H.,J\N"YVHL!1-U('LOUKTS`M90=:#9IR@L43-(G-L&@[AM6A M?B,GH@/9;K1E.#;U=*.@^_EU64/+0C_+(:=^TN162KD5PS7)JYR("F3K*Z/7 M5;;-TZ`9)U`\08O8#(H=PW6HB=F)J,#<#;:I3ZR*2%N_`H(J1?PUYE-O)NO" M,08OIA:JTB;]!%I?U]2DGAZ;75N7>JS<'!?GM]]BE,QAD+8=\/HAB#SM] MO4]#F!I\>/:(SU'"W[_ZOKMTW5I5>VR[56S5=*:H$=>*?$H73G6V+)PJ,2YV MDS?*2F0G#.RSI>*VXJ6V"&QC:62))QC+5F-!.!BG/I>]WV)OD*3>>+VAV%#) M>_W8=<\[#+XU!@55(G]5$O_1;)OGCLJA&2SDR5*0@B?)6#:&$UGGM3AX!#M] ME!/`AEX0LT=OG'(VXOY#WAT.^_6-@JE0)OYWMGW>^4G/"7C7Z9ZWU(\MB;"' ML3>)`#'^G[UK:V[Q MZ)&GCL3&A:EB%\^0J9#$AN+3OS@%_JWG?[4(_X(+IJ?X,=>\\#J/?[9]X>N* M?X%UX70"_VK8A9JEF:KA[V!S^GC3^-B[S7C7SL-O-@Q^T7+X9B1DMYCRSY-! M$LON%=5%Y&.\F"1P(P<)_,JGX[V;#ON^$02FW?<8LP:#JRMO8/7*IL.>?1GT M359[T^$=GGEQ(SJGWK7^D:UK+>O`]IZ6WW0C4K,M'5,/)6D#'5/U\W+7VGQO M+*4J+8T<-.$[9<3@O>:9)W;TUM#MZ6VG4?MR.925BJHD\G75N%_)3?\H+V?- M[:$`-;M#C1Y]Z$X+/LOI83>8'G8:)CQ%8%,W)OR'=&M\E1Z06M6?9NJMUCS& M3P/2#^._*/ETT;N@Y'^CZ4QL(T]B2BZO5,DYY%@]?71GK_)'=#/:GT2!:U/? MV*=A[BYZ05L^:205#P#4#@!J0+Q,_T+9(,1U%NDLVU#CHZI@X!B&5D9*8(\>HF;Z M%\HFVG8R30Q98<@*TQFW.AF`?HHW!XXR*T`7^6B'HF^U3'0RWER%E^T+#,Q2 MH7/U\ZYV)"=,/\)J!T]GW,37-:GAH(TO.K!K91+4+F.SH2>9%.D\RGM&R>>P\ MC>)1-`^G9#X-1V6WU=LB$ZO-,C(13[^,&Y$H(U^B/,]NB_3NGI(OXE<'G\?I MA67\NA'C@6T4M[=B+*%%]G;\?"MXH7Q9/XG'6?]Q$$ZG0Q[F1#JZC*HO2?C:U%:34Y5U'_^^;FO@DTGR51H8J&> M2)7*.D]Y5O9.E3PL^?-I)(?WSTQ2$GP)'FB/+F5I"=)D6?2NR??=LOS;YS' M1'",$-AI^6[9]/3YAV/;LS[O0_8$>];["CK*/[_ZV$:MY9N$JDO2GY=J\#44 M2YEZF0BVLI=M&6&'[$5]9U>D5?_R0W!D6K7CMB59.6C+0O7>(#Q2[V=C(PM; M\YS)76FI;=+U07U$P6'@,$W3^KNE`#X]WQI4R29D3YO(9[:1$O!HA6Y?$BW7HO*&M3R?LZVJ&N8-3BZN@]'>V=$OY,@>D!RYR&9HA]E MS)=G^>_BKU_"QW(2.$]GV=YIHX9A!JSO.V9@.*9Q.;PTKH)EVJC5&_C=2AL] MB%NT6?VFI-(KD5'-:)Y%99X=DM]/^RC$W( M"\*+2T1Y:7ZGW=^HB'L=ZHB`6$`N(!;3NJ^>&T7<^_B"] M>@"29B2GI?&Q\D>4DVRD@N51VS-13@*P`%B3OZ9 M1<4L@X>T'1[2E3:J[PGKR>T$9C%J,U,Q5.VR]1;C%`0,`K9UTK='?7/GHCO( M$_3^5KT_CK)14L0Y%']+<$DOU?YC0#W#4\T[SWS0CE3PS;11UMT!(M5-D:HD MB(E[/&/G+D+[24P7,Q'J5?:_\O&=>#L)QW\662X[FRG3^/J1MKWPU:4PZ!:+ M@3DU7%[>)5C;\+!FDP(R"YG=;I*8%K4,"R*JD\FB10RP_J2&VR3Y"UD-36-= M\P34?0S<9OVK5>]T[2<(;J:A[5'',6E@*W,;O4M,W9D-*27`09U9$[!W2(:. MQVSJL.8R=%K!2L>B7'/#)G:;#[%E\L2VAX=)^C%^X`L/W&ZC)OXHL@]W83C_ MXW_"*/XMR;+/\Y0]?;;W$$;E?-5)DF;AE-_P42'.).+9 M==FZ=65^A3L<#(:VZ_6"JZ#G!!:S[&$UO\*VF7=I=&M^Q4X3(%X.?PCS\QCF M4+X)DQJ>`/E$C6X=DL&&3"G+0O5>X.8U(!)#;I>PI3WT5=(R[=Y$,,3)3O51+O7P]`*88:FT@"MWMB;)6+[?W/):N+&D4Q(;WA#LJ=K M&DER\5JA@<*87/=O,!KB!++=?MG5HULO^.=\^*>EH/]B!:YBG],S%3&*H`UX MI8'U4'/\N3XB-!!!-FE@FM0PE25-:W#>C82`@16=Q(JSA(8E$A@FM2VT:CP/ M_VY#5MI_PC22P1^EAII^U-4.G,\RY7JSC<-\F[H>6C:B92.$L+&<+190SU3= MIZ3S,M=16T,EB:O:!D':#]?]&V"9'K>]VO&KDYXCU-QJ<-S)(@!5ZW,-; M`@V+#!+#,*EI^$""8PVMO7Q4[3?$D"2"^/2)S1B3!LRGI@4G(<(5$,,&DTX= MCSIN8SULNR)U7>S:K9*^59:(P@P1P%0G;VOP[&RG@DU=RZ.VIZQ7@@;G#<\. ML`*>G;VS>869%E#/4W8YTN4T3VV&:=$ZMGX[+'RG04<]UG]MQ%76';1=L'V6 M37MK-A#/HHOO9AIZU+-MRAJ<>*\[KYW`'P>,!$9J9AB?!226S_G4]!D-ZIK@ M=:X(N'=?\Y5]O=M0^WG!P6'[#)8*L?STSY&PCZ/1>\G&GY*EKQ!O M(#@HC,J&>.0^?.`D)).G?#AQ^K.Y(+QX_R1)Q9^R.1]%DTA8\'/QZF0L;?@\ MFG%*\GL>+U]0/IKRC`L;/Q8_WT4/XH^R)_P%N?HNOGHJF_&))^^CC.2/+$`M=_9)9^+C:2$+,HS\H_K5`N3\@M7\R&%.N5Y(MR M/I-[&-V3,!/OYHN>Z)2,^20LIN(E-5B=9]RL.L^,`CAR8+# M((0M;^O\G(#.;Q#-*S`(05>GC?(>]&HRJC#E`!S6.@[#$(.#:+=W/?FO7Z\Q MQ$"K_-O6Y=>J#W!H($C(X8)80"QT26AZ>?A&BQ5T^1QZ`B`;5(?$H):DAVZF M@LVH;Z$,&$`!H#CKM'&;V@[Z@AQM8NWG?6N]"89N`)K?][I4AKS9@&&V0RT; M(R/0"P!"V)2UP!R+BH5#YO0R)]IN36!>A(97N8[V8*_9)]21INQ;3"[?H\Q3 MYC0Z%_@'4@&I3NZ4Z@@P53@4>"J]5N>"0\CMV3NW!UD\Z/6OBYH#_X!_U'H9 M3H_M+U;`?'7%;$@4:0U&:6`;U.P4:(EMO9D*@1=0FRD;$:G!:2-3!$BAQZ6\ M):7DW])+LK=5VT,532%[,D<'V#H^YS.#]*%5.) M8F,N!5K(UM.1B-\OSX2,JD,1"Y3G,!:<)K]0?,,1$%?N8]=1!EGT78AX/G7=JF4=RF8W&MI^5Z M>J?JU-!"_F:;%JTG6*)M^AAFC719KE5-@FC*G]HX#&!$"1A35\:L::J)'J6Q M*FG5#Z=A/.*4W/*[*([EA7SA>*H\?[`8];6H->"AFL/D+4F-VDP%QU>6S*[! M22-?LJ4HT8K87Y.(T8X@L?+^Q7HSP+'(WO%4G9\9F:B-H=+D-X!>:W?&OG1H8Y74]%E=R1T/X%$U?^N MZ04\+HN(U"85:$A,[0"O>0+J'F_:K(11QZH@X\%%47\7B_H!@&W+R](/TG1` MK2H[E/I!37-J-U!&%UY0Z+;;7ES?V,(.J9YLCFIOE#WO6:N\M>(Y7Q2`?YX, MDKC4?;)"]_.M8)ZRYK6?Q..L_RC^F*?A*"_"Z>?TDWCK()Q.+\5']RZ)ONSW M>X'?MYS^5=_TK2O6"YRJ)-KP>UX0G$-)-,]D37I9$K^D.$F>2$YN)F^P(]%!I7[;W2M!:UK!_PD%)O71BC5!KE>4ES0LB+0LR"6FMC1YM=6L)/"T M57]OMW(!$X()&V#"I95*MAJGR&3=2KN"R]Y1[)D+'TO%DY(ISY3UBH;$UIQE MU\F@3DLNANN*05 MJ>VN2`4T\XIF?JV!GU2S!=4,S#E:-=O4#1CUX("`F$!,GIZSJ.,PZJB+5G5% M*J":5U3S:PW\I)IMJ&9@SM&JF5'3":AKXGX`,8&8+)]CU`H,:AF0"JCF[:KY MM09^4LT.5#,P1X%J9LRG'E0SQ`1BLJ*:#=.GEKHX=%>D`JI9UFVEO-3-@!)` MR0$A9,.A#,@"(8&0/#T7.`$U7?BH56A;_P-KBOET$<&Z-3^$$$*X/;YM.M12EWAV+C*G MP++0HA-8K1?]1#:[GH0BG14TUYUI043L\:YZ`&C#=9J,"#=9V(I/M45O\ M9[C*YF&>3=LU`%8;`:L5E6U:@5<[:B!MB[J&29FZM!"TN7UE\6YO+KE[BT6U MS1&W]&#\G`MZ?+T/XZ]\-D_24+9T_#B;AU'*QX/[,+WCV<=X5*3BQTNQGOCN MMV@B'KOAH\7J]F[!Z`7!\-(:.KTKH^_;MNM8_5[9@M&]N@RLH=N]%HP_5&;^ MYZ]?/Y+LB7`_D-NJJWQ&;KE0-"0K9C-!_[]YV6VQ'\9__==R(IGWSVSE245] M%7=M65AGZ\5)DI)O]]'HGH1Q1:#[4-*#E\-=D[M8?'Y,QB7GE629"O:3FY?_ M7E#D\8*45/Z21@^RZ^0T%/0DU_V;6+>E6^DM!*@R3+CW$6 MO/$E\D59,=]"?3DH\(U+JSO/*S1G%82+%^WC;8,`08#4P?DPC%+RGWV"\.V[ M3BEWF+_TN*4\BZ1?*0I+#]?/N&*I%]3.I66KOY'K(ASR.50K0"P@%A`+B`7$ M0L-LV]-;HR]6P$S%P7=AG\Z4.60`+#6#22=38EN>\6I0S]AY^,^Y8"V0`D@! MI'A!!!8?G4\SVX$"`F$).MUK+%J&G!SP8A@9!L%9*`.>)2B?HA%0:K?C?) MYCJ+O.[EB]NY?FC5_=NY11FF0,%!!A&$"$($(8)G*H(F#9BR#*QS$4',0MS5 MA[UQ6$8][*8%1;6#NN8)J`$#;H8ZK4:+Z5O1S:AA,QK8RB(&&(L(O-*8@+K/ MLFL!F&D_)W%;T,>F5J`LZ(.IB0!!@"!`L%T@&#!?@&!S,[!UYS35#H+=1L>N M[.NM`:=_%ED>31Y7UGS$H(3J)_GIGR-Q5X]&:T-#BU@OAJ-1RN7QR3^/HVR4%/(5 M83S^2?ZU^K9P^8%YRF=1,/LH9\4SEK=,8L396[-3Q9E?O>',-]/IZ MGW).9N(O]QGA0N&,R;^*F!/+H*JNG'`8G3.#W43?CV,OI.^^2^.#!S1K-I%R M=]]3XVPL+VL@;#V$55:QH!LQ6ZNFP+6``_WAH'T7'N6:_X:G#Y%TZ9"),./Y M]SF/LY.V0]4]?%1SH+*[<4A376&A[CS22)Y%%X4+LK19I]FJ,_CUY@`=1:=C M#J6S@Q;H[0-)Y*B;RJ,[CV@+/JT@'&3I]7.V%T!T]A`=I5EUR)I8\VL\<49P M9-*$X[J]0<30ZHNAM8R&VEUEE/O&M0V%+R/?9,_H`3@,'+8;>2[Y MJ,S_)18KN0RAE-UI]U&>!L_R#[?"_)41E3&?)UE49O='<2[^X^-MR<'P;,&S M!<]6PYXME]J^:C6J+9=HZ]L"_+0;?H`V&Y]SJ>?#<5ZK]^^M&KX#JNOJK]-; MJ:JS38^Y;N`-K@8L"`*KYU\-RZHZS[XT^T-V%E5U3Z6PKZKH'I>5=6E%>S*7 MQ">S\FIR1"$J7,+;7<(HI,-"N[]!%-*AD$Y3UQL*Z&IJAR^=6-,DC,E#,BUFG,R+='0?9GQ\2A->=^\Q M`IB'IN93V_(5JVQMN43;`&8K"`=I6DO.MQ">.[7H=,RY=';0`LU]<.J1;R/U MZ-3PTPK"09I>/\>H93((SQ["HU5JC7A&\MUSN^Q>/!Z(LPFC>/&G7I;Q/+N, MLM$TR8ITK\0:9O68ZUB.[5O.E>'U@L"RJL0:9E[V+><4B34KKS$/9`5SJRI9 MT(P\T_--KC@D/Z8QEMV1KJ5\-9ZM-$]Y5C;KSQ<4SYXH3L*R5__:W@[Y:AF5 M>[8^MU;['/)JV>Y?S2*7=2(K"]U6,'+(ZY7,&G@3A9'R]>V$]/0"1DL8LBU;S8[?WU;P(D)>IFRQ(I@=+IB)FR)%Z` M1)Z3B40B47,$3P-Y'#\&KD-@;KT4.H9E5U8"2X.QUC:2K8MLSDWMLY5DHU== M/%J7D=Q7RU]N(<]K8OKW;Q]4..Y6!(&(8R'8O[COBT=VD])\-9*;("]N_W7S MFH5#:H!R>E]B:6<=L_3>YW``(V1W":!VKRJ`/BBR)TCAA2A!/GV][SNK M2]?9NO7MJT'%K4^0$%550I1!L(FG0I;'$OZCH=HM$9I7T%(H_36A^Q?47^4^ M"/8M(G+LJR^C=9ZLN3%-,"!JNR,^B]F%'\:QB%\SHJDJIQ'#0&-7,9&Y3+N7[[N MX+F%*)JFRWTM-!35'"K,F#J_VF('*%ZGW_*P7BEIYZV`*&Z'7/K3*+K4X+1Z MO07;L.)VIV&)H)A`O/Z(;^B,9Z$%IK44[KE4WU0ITB\B86D0"6K"_Y*+M55P M4ZTA\81-Z:FA>TG.654TW-`%=_41^P762N'";!FF;5:.9XD[$#@( MO#KA]6O:D7:ZZE*!FW_R.]._;+E;H1[=.YW]M#7'"D]E@^U!UO^V%A86",\" MFX#B01<*3W^G>P-]".UFA&?)1/`2M%E5A),`:,))V':%L=.O^N2MT_<2*CA] M:X\SL]396VE\>\HN:[/\:?/0"^IX>]%4XPKN7 MS5PZQ&O3X5O_+W_X_UOSB*^RU(@KW$_!O8@368/B[>,[G\?QKZ,U5]_\Z<7_ M+^_R_WO+@^_TZZ_!VS3V9(E4=:[89U5EHW3>U\?VC=T>W'3>D4FXL=Y_[+5Z MW>R\K[;=&G3>'?*\KUH+3F0?Y>777D+OUK'#1,!GJ MBVML:T>]`/WK!>B!^,JV:(`.FJRUH(-CTP&FVV_>SY]DRS+95 ML=>NMP[H")YSFIJ<'?,_79GMUEU+M.6F1@@.:%HU[)9==::A MWCJP+W@0A'AS\6[,HSMQ*0^@>\UD[B'UVA.Q(<]BTLM!:K0/M/7>ZR;MK5YO MQ"_,;F4GQY_O1H*35)AP5Z]G)6M;F5T MI`M:*HC:G6\QK@NSIFHUFV5SVN9+C]2Z\Z#C4T+C>KJVNS45M3G=./*Y*I"Z M;]"'NIQ.;<5&K/O,,B?S_3SU**#^,M;.C!Y>NKKKZWH;JU6M'.U7M]?+T#1Z MG9I,SQHYZJYG!TDF.4L$`["[B%=I]>Y>=Y\L#X>LK;G[VF<>*-'E/?1!5.K&0WQKYG7&Q153[A`*BVJ<&.HEJGZ>,ZXU5Z";44E^@"EWEY?T@V)E@ M&U;M$X@_%\4$XH^-^"/NH6O$VLDL9W6(:I_'"F"6#8=Q11S["J*P"N MNY9HRTV-$!S0M)+U:!IVI^H-X'HKP;[H0?6@%U81W760XG2Z0:@DM#=/G#C= MFR9+CL>%F2U>T2./390G%H`YH\)&%[:)0GQK)8-"?)E^M"H[:*.I^O%B=0"_ MGB%<-O!KN[I*84W%#_@5_(I"IQ7*"H5.-;57IU08;3UKMRNK@WHNE=+.57_4 M?1VKLF,TSDA?D'8(OJYJ_M%I'PR!3?4_#S@_.26%R^U[[YV+??6;V/ MG4&K9[=N[**0J=WM6.UC%#(M/<;:<;RMC3;KB;*D3^K`4WTXNH)N*6"%IKK* MQ*K[;L>"O>7!=S;F,1.Q1(@7CX7+>,#X3/(3D8Q#-_3#NT^+K)(IE'HIDX2&^Q.^N&!_/7R+N41)[6GE]*C MO2!.Z6(V*8JZ^JJHZUCXKGKU[.F&!,M"F=S&90(>8DQ8R9E\0L">E-A7J+/Z>A MU%YVH(519BNEM,*`WBE3S63_J'5.F$Y](4N>)F.FR@\GLK7J9U\$TID)*/&]MY,7?Y2ME:IH4-7DV0[5((R]?:,=?8Q:(O#><&NM[JJIR'*8129P> M,4K52TA:GZA1;M8Z8T9OJA'JS7+()ZJV.`T_7>K(XN5JW%3;Z89JE&W?IPRY M\_V.%"-P95WG,+K^SY'Z+WO\QY]_4:RM15,S(T\Z+4<["/IY_J/V=CD_6#R[DC\D7J1U(]BT&BXPF'":9A**D5?CE*) M@U@X$JE+ANE*H9P0X$T4CNZYGXK"TI4>D[_-E<_+GZ0T+M.-!;U?>H/2=^X[ MLE]T__!18M5_E#I;>GY&E?0ED0`I[9A[D9-*1J#WR:9L:-?5G*1(-<4TD>^* MQV0J:88@)>'-JNQGS29%EWP4S2OI+QE>@[F"J,9;9*-(T(62)Q(AX911#GED M]#X>+[1G`4_OB-O2P$L>\W&6K_L4D+"35(TQNWCW\5/\FG$I3C)3GD0I]9A^ M]4E?).MQ5<%2OCE-PNBQ++-ID<&:<5L\(45APS0F*QC+UM]%'DD]4:PIN^+, M6N.*>^&'4R66W$.X7>?9.'PJ#0N]7OKJX4.0#:`<@XQJY"AF*B"'67+:G9*, M%#:1'E]H\!7)8TYU$?E`=T+Q/AF81QKA2#9LFM-?.B6Z+/BLT*D_4K)R"8%A M$[=.1322%>:S`DNS)E(_N*-N5$-ZKTS#BA'+5:UX:4FW'*+^'`&ST:5W2Z&G MPVPXQ1+HR"F;,A%D#Q[S9`46ZX$&?I*IEMXBK'47(;8J8`G:5DD%"5.QX^Q-"JD M)G).&9<>5G9%Z(>[("/\V;/#:-'LS)\=EVP5H=@G58K6ORE2FA^%_IJ7+KU+ M.A\.3;E#UU,<]3/!\EYV-@@3Z7X0*V9DL48^)8EP_X$_4H/Y=Q%O;LKV5W@(^H1:YT4A_7/.A.33@7!U,R33&"%])1 M#.1#R/!(ZB&!%#^^)NQ[H7J>9,YLS'SN36*E#Q(ARK&7;\ZLY91'=+'X4QKD M;$_%NLOI05[DYA'!(Y:3;@1IES29 M/G]0S"Y'1\V&5=^&1-*D&BX1(OF]--^GVV5K?;> M8H"D"5X6*ICP$*W_9YP-AS1(ET-%B\56,\GE\/$R)QP:27(8U1R2YX`DLI.4$2LQ2J&%-`$H&)YZ1\Z4\G5G M0@8`#QHP+1Q6-?1?)'&*GB!37?7'I61FUD6\D%]!< M\NB&,N(0)Q%=2&:0YNGLXO;]U_AU=4>-`8/;3@=*8%+>#I_[CD;9W,Q(@_2KJ6QE&^/Q*%A1U[L8I*2`@OKWB43$.L],X+%,S= MLNYEVVS7W,_([CO2*$@GDKI`7O.-"CZ2[A7AL(6G1_FYBNKI?&$-;?%=\IM\ MGCPSQ^QF-JN7#^`Q[38XFL.-NRDK6QE:?7<"+G^A>IDSGU6&_8MLF7[._S->J_+ZQ1 M?\K6J(DG*^G2S*7,HO-J9>G9]?&1]Z=P+^5JW_)2>2ET2GBX3,++49C25%\U M9"'43V"?RM0A&83Y^]H7+CV:J^AM&(M9,ZA%I3RXN//-Z\-]E[(&$,1P?V7D%:8WG$S&I';1O[4O^1%\G%?T_+#OHGH MWB/:NOCZ\[?71=!L\5DW\U"_)/T?L]A&\0!I!OX9#7E`=\WC_A<___/]:W*O MB3P+GI3AWCAUQJ7.BS^G6?@CQYY!#[F\H2S<"@5.EO4S/.7Q;+DRC4TG@0[N;A&KKP(KU/APXCD+<^Y;%=OG$BOE!:>G M4%=D25RS"_-UGA^AR,?WGUAM9=F:E8JAW7NNG-M.2#)RQ6^6%I+%YMZP"ZO\ MW(4%A^SI(V\A1GZ9+2;.UCA5H[,YLGSLFX(I+^S7Y0L=3P,F3<4HLL*2K MV0*$O%'FWOT6A7<1GZQ+TR@X@Y<7ZN:MG.?4V;"0_,10`""':/W'94LV2Q,UEI%1#+J<2VK#+)4NI\??[EYG2]C_G(C M$]**M-3AF(>K58QN#Q\,+?6LQ7Y MI7RB;%U#A<.SA#SE[A9=R!)EF,\?Y>+FJ!B=)0E?*@G/@)QU8?:Q:"!G+G78 M(7L])'5;8!_5PT4.)(;+HWR.)P,L6LW/GFR[,N$,^LW!P2KW,U^!(5'$N M'9D<,\SR`54T8*+RQ:# MDI5OKG+*;RW2:K)923D$M6A5YB'!Q:!69K4VSL)7]C4N13CF\8C\+:$_"[0Q MGB21-Y29[GD@4>9?BCA[<"P3<[/L6;7'B8Q=-)6\G7?EW8>XF(J4@B?J6IIJ MYE9Q&H7#PK.FBUTQXJF?[9-1+[DC(07SKZ.E*5FVH,!,ZU(Q4)Z51IEGJA)P4D3#N0GD:DGS,DN0O M\O"OP>P6R?^D1(9+'W[>M[B-<):;FTA-[FQA533+85Q,Y\DEVG, M?;'2W(7TOB(E6,:45=#;M'(+0`WZNVI$:;ZLVN#E!EU-C4@@-"JSH`,Y25.: M\,NLE/FNI%&JEK94&G&1W1G/@E*QF-^5)3<-A0CR.)6KA#4BW0A5CI2,!(K2 M_(IZ4X0%E`Z2.T#R4I'QY5F85+CBH?E42ZKU//->3?3B8E=A:3]/-JT4Q;0] M>]3B(E@L,D5?VBJU)ARN(@+JKZ%('D0NWRS3/4_0(<^4NO-+,:2EO,JDU(#U M\T;MV?LD;<^GV0+(4[:GXN7WN;4IMLL]%?Y>M#2E)1LY6?I-9[,5SV21ASFN_Z5!&KLBJ(F2HLC<9L:Z!,L,W#=$4"Z)(U?WI5[$$M MJ\]3^KR5B%6^@WJ^/I_;!/FWBE]D5B]/KG@LMH%/U4J&5RQSQ&H9<5ZU8!9_ M-ONY)@Q=GYE9E MG$M,\9B82QK=HDV%GJH^9.^,\^VR\[04Y:B5UZ#5[H3,6B^LES M;=12#/)9>6SY<58D0?G6MYO>X*WW"8L-&67<+^S6^FN<[27T\\6`FS0)LX?_ M2[&5')S/(<&87=S\Z_/K\B9MQ;*9ST0_+?GO68S>2Q2FY]Z[2N)2#I2ZU/>( MY-V"3-G[+/@PMQ=S#RXKE*`6%V9>&Y>)#TI%WGW8;'HZFTS/['C3LMF1&5@S M:[.&W]<"1,%C/=7/25+NG5>O=-4[^1T9Z3@INBDBZ5/.=D5F>Q27_-9B>6:^ M[%#HAEQ&X.45#V^A((Y1$J3-GO*YBV\:/FL MLH:;)<1$V^29&"NM]$8SLP_*GY>H.G8JUU<:>AJ]!W*#%#XV%[6J**)2?9KL MEBEIE>G[`J#T>^O^_GU_ST MJO5*?8[E-N;\\\O+JCUX;C*F/ZF/>M;L_/%OA;['68'ZC>>C[#O["DV_HR7?P,"^LX$@5G+2U9C`@ MO_WD-VMN5^^#HV2\2$053[\C(1877//C>@PH(!2P?@7\MKS>_U+U.Q&C4F=% MZ`M/QD?"-*;I<_R2$_4:)D-]<6UOPO6$6NJ+`\ER^_+E!Z>!M>DX$&PE@CWX MP9!`/!03B&\"XG=RGC0[G^H@9Y@.9^L\X4@F@WFA6Q6K@C6KEX_NRK5^R:.R M\W].X7B?]2+J&IUNMV)_1ELMV7VM[\SA!32MO:]GV&8?X#DR>'!4YPDS#PS[ MCB+J&5:WZH,VM=42;;FI$8(#FI;O,TW#[@R`GA>@YXB1#UU$>/%NEHP9OY;; M$:3[H#9.!2)9D>.N@Q2GTPU"):&]6FRA/+``S M:Z[US`)TS0O,!W`T+FS3K%ISYEKP4G'HY*6^9&7X)!4FUX^6=>[Z\6)U`+^> M(5PV\&O;K.Q`]J;B!_P*?JV.7S%5>?-;L5>.70Q%($9>\GIU:Q?LU>'MU9$3 M4@]@S]HOR5+92U:Z@*V"P.19ZH^ZKV/UH"_5!K*1=@B\O6#^T6D?#(%-]3\/ M.#\Y)87+YR]&Y_`IU4W3L`/,S6X9"ONYX=86IR)@@&8'=-O^VT*UL: M`3[AO\!_@?_22#J$_W+*_-@(R0*P\%^.C\]2X.M'54QQW?7;-VQ0<*NZNBA# MN7P*4E9RVRN.0I+%S./K)UM9BPZLZFI.$= M&O9EH9!M7HE\5N[7#46LSL3,JJ#GQS?DQUP4E7-+56_KK_]Y,,U^26./75_V M9O'T[H6*LD5]?DE!LO[^O<@J^\OZSY_F)QA\GA^&LX=:;6BU:N05JZE\;`OE M8U]4/G:P9_78;JLII4![36FHWAVLORR=V?BL/M2E.W:ZR,9B2L>3Y=,Z6$.] MI*+@Y/HC(:&$4,(#*&%Q<#3;>%YT;G28*P/$HL'3YPD3YPE+>3K M>2V[LD19749R7Q8XU;C`4?VYM4>@U^7/86JW_=3NG'8'K'>%3*,U.-AN@5,A M24`0$-Q97*9A6567"#YYQ.F\`T<7&=^&"?>?.ENV'J730J[:\=OA!:B!&M8< M=Z,1TVO50#;6EN!BFXJOE%$3^?S8E5BIZGTT-X(:.!OF&VD;0")VWYOG=(,=&*=L]R?7N]ZV(9/;MO]#HH/(PT$\#P M4)X"H:X_,/I(-3FE5)-&%!W)\E"BU;6`>C01:[IZ"%!WW:PYNG06=98V.7C] MEFD,JIN7HOB21C2(XI'GPY&@Q%V=[7ZG9PQZ*`]9ERM>1?FY`U8/.[H47]+8 M8Y_OKVZQ\V!5C*YW:16)OPV2L"MY-HW#(AY[O)8\R]\@5(Y[ZB2J?)E/B MV9UW+X+YUY&@OQ,134ABKKHJC>F/)&0T@_$F/!'JJ4^DV+,P8+([?M:=7U9? MXL4$R"#V"+W9HX>"R5)@S$V%_"A?,.*R+M^L:A\]CSIR%_$)&W-9NT]M**36 M1#3/FK=`!&/9*)5U%8D_4B]2?TNIWFZ6!;5GR&4OPR#KG).D]-@IV6I9'TWV MDJY>:D?^2%5/L.A-/.]XUO9,G*1]?Z2R25E727WS1\L=DIQD1@W47I//`X=? M2:MH9!YXI#+U;A;4?*$`X>J([2+0O<&^VK$E/JFDF27?M;I1IW3XN>W`:>&']8`CV!8(]^('+6-.#UH(.=!7L`4$@ MEP5FV\0Q`=J*>&@PU@=)J4).3P68:$K*CMFV M*O;:]=8!'<%S3E.3LV.>XYMG[:EHD^WNMZM.)=162[3EID8(#FA:->R6;0(\ M+P`/@A!O+M[-STM^K8[6I5Y[(C98('#25@WAV>?VXS9IO^UZ(WYA=BO;\;ZJ M!4T.T+QD>?0D%2;7CTYEQWDV53]>K`[@US.$RP9^;7\^2T*[[W8"P-V,12!&'G)Z_K.48&].DWZ6<_*5KPAOTH2XHM'?0 M`9AE3N;[>>I10/UEK)T9/;QT==?7]386E::JR!7I=6HR/>=:=@H(1FFXRD1F M&H,>"F,V'Y_P7\Z9_>"_P'\!/S89P0`L_!=-\-F.+#2AN\:3K%*Z'P+Y M+C8L5MKI-=Z]YZ;X%7#;L(3CTVO;A*D.?"LD!8H#8$ZO1 MU5=&.WE$8:/%G@-P&R;,R'M"YB(R%QMKJ<"/X,=&!]K. M@@[K]L3/E?U0?^G-+$72*Z5(%I$\$;CSHV&N$4\X?#RA?MDD&,MB#EXP9?2?_#=.$<18)7UTYBR@!M($>$[)`#I&4TXI>R$#?+Y"L`8,+9YW<$V.B9JK2(%Z+`#D*4`1:O+$_5HHO["UHX2L;2- MU)\#^G7]+JHB(?<'!-ED@@0?ZN>#GRO]H2C<21:%RZO`_7=*UR2/3"X9.SP) MHS75UW:1'_O_Q&.Q%>&/_!W>[!TJQCD)H^2.WPE5@DX6?_-E\3>ZRO%35[!D M+-C$NXMX(D^]D^E5/$Z8FXKL.H/1H'#'B>CAQ3?%`]@T"AT1Q_(N>I-P_#!. M(V&H-V6A59HJ^;O7FGM*VTKW+)BF$\^8))[0W33*2,3-FH0?5%^3284SU91E4?Y2Y+82.0$[=:'KV^;>/ M665O:".T\1C:^'^!8``10&031&RC9P,B@`@@LA$B M*!\$H``HVX2'+:-E84)7Q81.OP22@TSX!BTUVV/9OK3*ZI[J)\WFTM0I50S: MX!*;1K=G'DKW=,%@W:X`,`@,OB`V;)C5K2$!@H`@(/AR;Q[X`_Z`OZ.YH5VC M;P.#VLVVS<9/M[-BE8N%7,!Q!^.XX_+:2>;!;"NU1N;)]%M&RT0\`LX8B`I$ MI3-16;;1ZZ'V.H@*1`6BTIFHNO"F0%(@*9"4SB1EMFRCWVF!J0Z]?^)4`GQ. M&D6";JXTO@,/LOH6:8QL%$<`C`!3#;#I#TP[#Y``I``)$]EA_=;P`@P M`HP\X6\-^FW#-%$^HXI9W(`ZBR.6&-N1XX<@]'[C4K8'BB9_!M M,BW]%DWEVSB6](@+(^!(<"0X4E^.[-F&6=?B,!@2#`F&!$,VFB%QLCT($@0) M@@1!;I"A;;3Z/6/0K6GS^KER)*JBOODUH=^8*WPO^",5@?-(#^")%U/'X^NJ MM`W+3=L?3%6#K`Z-2BW*=$-_H#_0'^@/]`?Z4[=\&N)'5BFD3P&;1J$CXIB% M(S8*(^'XH3QO-S:8%SA^*D]1YT/28YW.3[=J.3\=]%!S!M5)AC,:O8W(ZA@] M&T5Y010@"A#%LWM]P!/@"?`$>.()*>`X#+`%V`)LL:57T3?:G0Z(XNS#4-_H MES"-%Q8P(YYH%72R$73"%KY],^2N*IM$K2I!D^WA#\`3\+0+GBI+I0*>@*>S MQU,+]@EX`IXJM$^5G=%QIGAJR&3X&`=@TG,\WV?<<:*46LZ\(!&1B!-0%0*2 M"$AB^0++%V`+L$6-4JCT'%(-QAH\`9X`3\"K`%N`+<`6\"HTXHGZ3VYM7,[$ M+[):)PL#1M)4,2#N,[GI.XUURIIHUY(UH=_(-LMLX$0AG"BT7)N$[$X'YS/B MZ#,0%8A*9Z*J838-M@);Z2H_#70/;+5'!DBOL@P0L!182E?Y::![8*F])G^V MC=-D=P]*_ICPH2_67E_ZN]2O)V)G1^K8+HTKW;/`&BW2=C5R7D!\F'TN/S0( MHPGW%S!CRFMF#U;B9([P_?R:GUZU7JG/I"M.\7F-6&Z]B8C9%_'`OH83OD+% M#YZ;C.E/ZE.NI:1^/I_&XKKXX\VRRLT;58X\S]6VMS;G=(O@M6K,3Z_:O1^> M1<0B^O(;S4/?=_`7HH/5WM=O2#LU'\`368VJT[9>>`%+QF$:\\"-7^OLNIZ8 MZS]O;N>9[16USP.>5CE'R'SU2@7V7CAB,A01LTV#62USZ\IF)P+H*F7Y53BR M?R[S@GL1)Q/IQNFTL&QB8?G(!/-<"=DCR/+@C/,N)'0$B1<&W&>??_O(?JGO M#%5H([3Q:0G^70Y/(*GZ\N\ICSB]@`@\C-BG0-;T=5?Y&XH)Q3R`8K[]]2V8 M$0IX/`54!YS7.ALXK>G[;,^QW;KL#-2VXZJ@"VB>9$I_M:MM#5E-4_=U6D:W M7]GBF2Y#*>_#SA[0`&A@RTZ;`\.R*TN@UF4H00.@`=#`2VC`PGDJX`!PP#ES M0*]EM-J5Y?WJ,I3[T@#"*O.P2K=UV4=8!84EMW4J3*/?QOE+@`0@4=S7-5HX MN1"(`"+F7J<-.``.@$/A,_6,01OQV"HF8?IE6QRCWG95JJ2?-)O+2D?.8:^> MM=JF,>A79LC/92XW&ZWJUFR`."`.B'M&7"@S![0!;0=S*0=&RZSL ME.5S@5S]$V6S\3-EE57/IL5\V<<.CX-2VG%I[!222DZDJ%,6[VRUC4X+$QFX M5N`A\-#Q>,BV#&O0!0V!AD!#H*&CT9#5PI07'`0.`@<=<4IF]XP6>`BAM[I" M;TX:18)N1N0-BPD'PI0.C91'J^I@Q'W[&;)-PW#"5QZZ<])2YQJGRJB?>"B#1&GCEG3WBA0$:A(*P'JHGV@HO61.%(@PQY@DH8JER\6 MX:\)_<97U>E4"#M[4_XJ4%6AT:E%D65H3_0'^@/ M]`?Z`_VI6SX-\2.K%-*G@$VCT!%QS,(1&X61FQ M3@=16[4<1`UZJ%X^NLR/SO),#*MK#/HH80\:``V<-0T8=G\`%@`+@`7.F`4R M%>A;IE69#N@RGN`"<`&XX"4>P<"PJTL&U64H]Z6!,PS_?*-?PC1>6#B,>*)5 ML,=&L`?GT+PPJ^NJLNU,JV/>(./V`]`"M#SO#5Q55L$4:`%:3APMK:O*(NI` M"]!RXF@QKRJKH'(>:&G()/08AP'2JO@]^X'(%?9/4^%@:, MI*EB+]QG0U)PW2GZN<,*()UX87*?:*+V$B MGBD`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`A$133Y*@)'$%0-+[KZ3LL[![25C8O8@ MB;B3R-6XN7E1XYB9!1K`7KU;'9199D M.0CGD\P^1^*.1VZF`*46B%D+O*(%F2:2K>?209!FG5R"FUC=YZA+5=%`0W)# M7"AN;@66GT*J''ODM0JU$<:GNPD!ES-C<,7>_OHVOU22F%34F(;*&]&;J,/* M7U$4E=N8411.,DZ2/KNT5]2\W35YT]B7[EEP0EI+/HC\7'YH(,7M+TP?37G- M[,&JV913O%YS3C?>A/J[A?QP+Z&$[X2A'CPW&1,?U*? M\AF<$OJG`TQG]+9:W<7;9%0H1KSTZN._<.SL\7%F6E^HWGH M^P[^PD/?UYB1V/6^]D%>B`U2"I?G4"]4).^,(W)AXI?'SIP#C`_7X;]"+(\.+J_%E'$3[,H(E01 MJG@,5?RGBM=O.U6LMRV_S:(Z;[-%`X`"H#@./_LJHG-3K-ZH):%WD7"]A/VB M5J5J]`&!^C*4!IJSWJ$\M]WLZZ5@=XQ6'_O; M010@"A#%DT31-GI=&T0!H@!1@"B>D`**9R&N^]*X+D=8%V&5$S)1T!_H#_0' M^H.P+L*Z>B'PE(Y.6>]06GW#;"%0`8P`(YLQTC/ZOT%J/PN%YD'S MH'G0O'/2O/JWOB(R5Z$PSW/&=7#Y::!YZUUIE"S=1DI=VS#[O4.)2@-E.4CH M!T2EG_PTT#T0U1Y$91E=N[+,R`J318"SH6G:BH*O]C`TCT+ MN$1M2=26;&+IQ<:,!&I+:AZVTS4,WVC'\9QK2[X7CI@,1<1L4]67W'KBAOJ2 MJ"^I/:!1OPSU):&*VJ@BZDL"%`#%"C^COF2-43[4E]0)T`<'+&;@T!_H#_3G MC/4'&Y&Q$;EY#*6+YIQ;\2=UGVT:O?:@JI[K,I3R/NPC!0V`!K:G@7:[#QH` M#8`&SI@&4/D1$5=4?M2*8!'P@/Y`?Z`_T!\-]0?[SX\=D$4.QO8(?J[BUY%S M7FN(:G0->[#U.>K8^`/(`7+[0\[L`7*`'"!W*,AUC19VX2.<=YJ5+D^#DS!W MAOY`?Z`_T!]]]`>Q.\3NM$?P<6D;7JNQ\+M`0:$A7^>FB>Z`AQ+TKCWMOKNIXL(:5A+92,G)9BN5RD%:;%/'H M8M6F];=CP;*"ET-!?,VFD8CI13%+Z`=."L_O!(N*ZD#>K#H0"T?TB;KAN2GW M_4?F3:;+(=!]]$?3CC)'G<74#O<*R;?_Y8'W^5O?BK? M(5_\Y)-C^6YYE4M/9V'`'L:>,Y;?/%(G'$YO*&ZY8E6,PC/U/$I/63`4VA8B MG?#HS@NR1O(T"8LO,E.OOJFC5FEOSUJEU@"5+C6YK].4AJ*#1^U@0Y;*FS5; M@7SFS>WIG;%30R6PVW$D!)O0+^.8B4!Z3/](`\'LEBK-6EG^'+0,6K91RU`` MN#I1HP#PL>&-`I/)FYM\JK]-(>!=HR1Q.MT@:!+4FR<._NA-DPPJ9H8/>M!+ M`E?`"K!2I00_%?&L3UD\Z^LLG@6-/%>-K.ID9%`[J/VL@=1T:L>,!ZFAND/^ MX/+;WCKJM*E)I]2).B1XB'-^VX9I'RS?2WQ M0^-,P6_>G]A9!`745`&QZ:@Z06/3T;&1KX?CB,QT9*8#*TW`"C8=02/UTDBP M-[`"K!R*O36>U#0B@0&;CG0.2IYC9I;ZB*3[6C8=M:S^H>2HNYHA,Q7\IZ5B M@O]J$F&_C]Q5D!_(3WO%!->]>--1W^B9`[`;V`WLIKMB@MU>*K%NWP*UU;/I M:/.))=L>"#%OX&"W?@T*AUU=?>TE)#4G.T7!E4LH7`8GK].`QD6^/'O%ES`1 M\=,':]?>Z/U78[KSU9CL1(Y-RS$[-.Q3=G!(S.ZB,(Z9,^;1G;@,1Z/XJ@*Q M'4F)GVI?!O!5W7A`0>[)_\"#ET2,SL^0K@SUXR3@[%L8-IU)7Y3DL-V_E MK]9ERS+4;^HLER!\(-8(8H]4.6;<]_.C6Y(Q3QB/!#/[+>;RQYB%$9N$](4K MJ)M_I.I@F8@]4/N$>AS1%%&1B-B8QVSD^<)E([I@2&^)TFGB/+(D9,,G#XS9 MXPP8_=7@`,<$K5+6^JC#[?NO:Q"WBZB8?)32DT*)Y+%`(>G`O6"AXZ21_(*4 M)&!<7N*(.);JZ$D.X$&27:U."!+#A-1%Z=U#F/HNJ6:2/6=(G?3%'?=9)'A,]\R.-EIXSU^EB@8\<#RZTO5&(\])_<03 M));MO$KHXHMU43WI;&O*KTL"(ZLBV(VQ3#$8#389`P5 M)TZCD)1PHO3'2V*UU/A;]MT54T_(N#"[B51(&7S2(M+>XMXEU5?(8O.WC?DTH6]Z)1[-V+O$JTZ81@EI<9P9U'B!CC-][EMF M[PUQ^)`&7G7>4,=^+?"V&]*M$E2$'`)$-)GA9>\QV:`,;)7O=QGL&W7,6"6/ MDDG,:&M.M='I_IU[J#Y#P)H!R_&30< MGQ.A*W"0U5?&X('^J*0=?S$[5P-&E_FDKYH-P5_,[E6_TK89)/%X*IS$NQ?^ M8\XA:=N4'DK*Q!TG2L7\<$EIV3@C MA?-",JI3>0^-%WNDH3A^7*62"^8D"N7RHC,24?I8WR$,HK^8M!WY.%#_K)SU?!8W=ASB1 M)Y'^^A"0CEQ\_?#KZH::7817.AQ53D[V?:83^F%T783XEL-.2<8TI#FB%>N"_N5P$QD$\="PC10V/XF=:`X&?==@69&$\]#=5UW M-W/;?M3NB2[X1-I3T7D0Z6]I1!/-6)"A^\;E1%5JW%=13`6RR755;LO[5-EZ M"=M*'AB_;-^T]@BL=M9'SM"#4!X1BTG?U&C2HZ;%B$O/)E9C3LR9>T0T.C17 M%-Z]7+6)K]C'-))/DK%B@\F&%H[8VNNS]T6B-)&4X1'ANY?D)5[*ESV-^^+O MO_V8QI=WG$^O;WQRN^A-XF,8O5..Y"_D1XKXEH3XU@^=[__U'__^;W\KKGX7 M3B:>FM[&-X%+UD"ZBH+:*>+W7NR0"TJ>Y^Q6Z?S)P?@J1C^]^OA>ZLQ_6_]S M^_X5\USZ@GS32^OM^WVW?TP>&=V>^]N/IAVN_VVVVN_^]"[Z;[ZKR7` MET?HF>/`UZWJ/<47OZ=QXHT>RX^Q=F0(:V,.6TF"2O479(@@ZMZM5X&`4"JU M8D)UTOR4#*,2>#%7^6O,[CG-IU()S='ED/L2`30U$B(AI9V/4#;'XVHA)W8B M;YCY2:Y(N.>SH:#75+\85[IG(8="UJTIRTY^+C\T"*,)]Q>R!DQYS>S!F30< MX?OY-3^]:KU2G^,I=XK/+P>:.D*;_J0^YE\;A]5ODW"S;XK'SD5!9@T> M-.R@['TE5DM])"1<;J]PEMX*MYPBN*^^%:$1MC$B4I/.G6!&H&Z[J'<4\>IL M;%\E^Q+FB1/9\N`NL&S^EO]]A?CASZF7Q578>[DX\'^]9"PCQV0O_H=T]^F< M-$AU2ZG>C&0>2R%4R'07F=Z&"??ANQS>=]%#]?*WJ(=46P[RH(K9O,E;]8;[ M6T(3M^$C\T62R`2+<%3D/(1I$LL?9:QO1:([O$G>5LEF@`NKEO),FNZIVG?C M2'V;Y3790E6Y@*R6T>[WC'[E9Q"?]L8IX`OXVDI`LVPVJS+=`L``,``,!DP[ M?)W8/+0N_MDPD]2;G4!&:VXS!\:@;1FF5?72UFES#T(1B^E;2`RV=IB M9<&]EYE$66I7L7?B)<58MUX`;,X"WWK[;UJVT;7,J@!X*A@[)Q7H=0RB1VC` M^6J`.>B#!.#DUYDH4[W#?\0T&X@>'?&*@!W&6H`)H"_#'_Y11[*H&-T;,"E"G]9OTTY1_:G955CN;51%FD4 M,\>Z#DB>SO[C]5;-MEI5+DZ?RS9DJ-`A4LBA1F>D1F`BG/ZFN7]>XTEP^OGO MG1;P>.PCR^K;R*.N?LD19BO]WT&E=C\&;5D0BTB3M17+!0,OEZHMZG)TFNIQ MA2>GL0]_YD>G\>DT(EYU5<5]$6?),5XL;%L^/.OGB@$;K7:5ZT*2H'/Q;5G"=[Y/A.S7 M6:4EQ*L77BW5P6=/KZLX>!,)QZK^K,:_=$COAQ7J?58%.A9K>$F=AL6#(%7' MM@7B@?[U>7"7RO0^>2*<(<_S\,/@3OY+CL58!H'D<6V,WT5"&/(LD0D]2%;# MS1Y?>GIV[*!Z;GXF(0_*.USDL2/9B8F<3?B?WB2=S%J1GU&RW_%2K$D'* M]E9XJD@3]?V9U>Q=I#H[FW3/IVU]^D6[W]/5Z/7M*[/2EDDP/I4PD5>E5K7@ MQ\*]DV?B*4#&<>AX/#O+(S\\*)+5Q.('/HUA2C4SI4>?G;V$]XY]C,92?ON' M/Q,AB^?GGGK`BA)1O\S-9?:CP6[FQNMF>7MFE6>&;:Y2)>O'JTF'*YLZ%&/N MC^3/$Z6E<7["UT@(>6C8XH2D]!1/GBPV/Q:"1Q$9_>QDGJ%('N39KK/#R&3_ MY"&=V1NNV*?1_#;L0?C-PO M*8[8DWV3["-_"]@H"K.#,"+@\;!D-YY-O>W]3'#7AP)& MI&S_*X\^RU1BC\.4<5[.UJW_9T#-EH>)D:XOG,ZX>1;.HX73-5FHCJCR/4[> MMI.4\TD^$4EAN[*#(^\]\6"HP^/B6!H3HVBD(G0:D_Q@RN(LN;PI MD1=_7SIV/'XB+`=_:__6ORU&GPPRSUR(!=M94"^Y3(_JY+*YS2QA25Y-S\-M'P)BX7R*FAZ0N2ME&E*$QOG4=WZ47DS@MW(\X^D_;]+_>)8 MT*2L?-FAJ;D5X.0JE"(2A2UXS$\LC,7"$3[R/9NU*0\52Q4E?]#8_L[/L]/<\&"<5Y([[_B,;>EDU6J+%-)@=?DMJF@:I M1)WL0%F-E,<]FY;L?Z@FK.OV?;EB/X%&>NLL]%U8,JXSPE)YP_,E43Y M[^M+-#"5;*"N_/S;1\D[=^1S*U;RQWW2'\H\S+ZEY.(L=V;N\<74X\B[YW(>M,=J#L#U M`G#]YF=K"^]F3FXM`)JJUS"'Q^/,XQ9.&BF'5JUCSEULHSQ++*L#(S,]DE@) MF4S)80-VR=[/?U=/_9E>(FWPC9Q*9^YRYGG-++<7C&3J17:X^9#L=MD9F.:R M*$V$Y%,S'SPS]9=R(GM9-%&>?.O)8UW)PQ-<9II`;0^CMK](1YS]%H62ZV@( MJJ+]VU+\/$Z'O^>S->7W2WHN7D?,Y<52U7)W,DOH(85(HUA-"X=IK*(T5R4@ M/(2I[^9\IQ;<'2>2Z_M9/-X/XWBN4311?AB3;YHM"=";A^I85V5Q\FOEE'DH M%P2\@,`4J3FSJUJ3!=8);4&VS,]C4OXAF0L1T[15JNY5?OB07(),_20#A)JC M9EV54?M8$!KGP8/Y=(A3&QUOFMFX?#I,#U%/GD]Y#>:-Y*3)F,E*PFV6\D`7 MJ[GV`[FX^01+?D=#0Z\7HY&4?+C@J^>K(JIUN<%5D3-ZM7+&0S*$65Q!N@>* M:F2F;85Y`95"=+MD71U`.<^#9%V##0QFDKMOFEE@R+08]^-0[4I*950R8\NE M",M^<)3Y>S%,=CNSO&V^LP<`>!IRY_M=1`SK7N8QDI'Z M;\TXS+-"E&V(O3A9R1S)TD4DRA9W!I9-SRPDN1B55.L'4^%X(\]A4YJ:Y.L# M&S)3,G1H1\T?YQ">,Z+4WOCR(]VZ\L!R=749B4>_WA7J6;,`6 M[S46GJ3XYO>0IF/^8^Y-WN?SH?S1RI+)6S(V2LA(?OSY%WG_?"VC6`VGUU+3 M`FG0,G]OEE8C?43?WRP,NE-P$D6^H%*\(8L$+T:]U2Y-V5DY1)'(;)=TC/,P MNHHNY@^8K]?/FA5&\U;E[:9'I2);W'GC@6&[..(C&EYV>, M/1O34MA]1`X1=39OY.Y&55_DS=26S]0E6Y>0ZD5R]]Q"W[<9EHV"7L@.X4&F MHOG[E--$[#9[_[H\#C4.L_<]_;C-BR_2J;SWW)(/1X^4;EKIU?0"3^U%IE=' MPIL,I7N;Y9`461G$Q23+R=1?N#=+*7V,$\4V2Q@Z5@KS=:\_O\`?&\W^N[X,GH3.9TARPFF<6C MC#`)*`5U+#%4L.Z-$N5$(Z%3Q(3*T>*%E9W1$ZTAEYX^90MO1?[,C-*4NM%P MRD1`F2!!9D).3.B;@EME7(C/T;NP$*CRAI4_+Z_TGB.]>>O7$9UTR$5T+S+3 MH+9ER9=O)8""F3>^>RZ$6=>]C``S/2)7*Y!QND0)?3;4JO>!=`#G8SZ7G9HU M"/4@&N:1R"R*Y(C\>;D=E<6K\HG5$N&7I+G0M\VL3"I=S7QUWZ<\38A_Z7>L M2E+>#]9BDGR]+ZA=XNW>E565Q)]^UWP&RE>/R6Z2T.I9BSIJEYJNQ_6MO#W] MWKIV0-4:6BGE+I/-XIZOG,\H.U?X+MGO M>8API,P=F4`56C?;19(/IV?*5\U#;_$\[V1Q)5V.+?M(;69FZ_+_:XCD&QLG MGR6JC$+RK![DP*O]UKD"Q4\.>N%GY2/W]#84I(,>/&&E\HA;Z9Z%K6VMI9UM M\G/YH?DVY7(A!U->,WMPIG..\/W\FI]>M5ZIS_&4.\7GEP=('SPW&=.?U*>\ M=():DYO&XKKX8P5J\T:52XO-:BD,UE:3V*(XF6K+3Z\ZK1^>K=*P6!$BO]$\ M\'V6U9"&:M[!TRM65_D:UH5R`<(T)O:-7S^]JH.B/7NM`VXHVF-75+2GFC)9 MCLJ3JE0\TF=@&UT%:!@T;%_Q%-X.\46``O``K"`U=TLOX_>G\*]E%$]$,EAD+,W M>1Q'6]3'E2R_OU0ME>J%4"F;KI>"W3/:/T:`ZL#;@%,`)-R!1?#',`/K<3BZI32@TP-'^76NBJ=TD^RS64HS4Y*K,'0FSB:#47D6[9[3I?Q6F M!#PK-%T0>%C7`E`$%!=#%+;1;5E5KL"?#?*:N&RPT`)5_:E*B;X-`Y=-(S'Q MTLG3I>L0(=4F0IKC55[Q'%B/[B>8MFFT3:MBJMJFZPWF*0`,`-L@+).<[KZU M]:8[X`EV?Z/=+^J?PO`WA)?T,NT7`Z/7ZE6M.W,]:$8J^'K95%;=`9`Z34AE M"#)I'F^:YPZAER'F%#,1ZC7VQ3DOW)65\54UNGI"1SJ(MKGT=4K+H!L\!K-3 MP^3E68$UC0]K=BF`66!VLTMBV8;=L@%1G5P6+=8`ZT]J&(;A=V0U')KK#B_` M4M!1RT2F]?:WLNW>6\OTP"(\3-9(IV,9@W9E8:-GA:F[LB&E!#RHLVJ"]G;) MT.F9;:-C'BY#IQ&JM"_+E=SH'U4I]777'ZQA):$UZRQ'W0XG_BR/@I9GYMW* MXQ:J.9EX;@'6G?I0.KDO3B?9:8RCV1D/_V=^/M5SISV4CZ\:/K)'&J*\NFL2 M<2>1IQ5/BM[A9`B<#%&R<&933X8P.WL>#='N-N3D!+,I9UB8IWZ&!49BGX#B MT5()-#@0'NLBM:R+=/5>%\')&F65R]^2?;'?]!`:J8]&'N@D#FW9L=)E3U=Z MPU%^2N-61S35U)+_R>>0[TISR&*&W"S:.0U>J>I`GPIE>7"FN5'G>$/[#J]] MQ\@_T4W[_J^*H0B7W9`,^)U@GXK#6K]66/T0KA@H$Y1Y`MH'RJR*,INX;:[2 M"58JY'S`G.MCML`3,5_$V#1WH+#<*696K%\(/>2!(MIG4JP7D=DU+'-@].VJ M0W#:JLI!\L/`0=7+1U\0M:ZZE<&GJ0G\ZR7S`P"E+Z!RIL[V2*Y0=2-X'!9^ MI9Y)QVC9MM'N5)TKJ;,1#!^"@1T4H8 M)!E'87HW9M;B]XB+'"&F67/RPF%.*>CU36/0KVQFH@N"8.J;9^IUL.8;<')E MX6PB($0K2_+TQ/RHY2P&AFUVC7X7F`%F8%7F<\1V91693P40F.@5$[WE"=UL MIF=CIM=(^ZS73*]O]$W;Z%6W@JL+@F"289*KG.AU8*.!$*T,B<83O8YAM[M& MI[JM><#,V6#F)*U*;D2ZE57;/15`8*)73/26YW.SB5X;$[U&VF>])GJ68=M] MHXOU"L`$)OG)B5YEY;:!D+-!R+E.]-I&KS4P[.J2W("9L\',25J5PH@`$)CH M;9CH+<_G9A.]#B9ZC;3/>DWT;&,PZ!L]3/0`$YCDIR9Z?4ST@!"M#(G&$SW+ M&)BF8<.O!69@54H3O1[20C#16[COEGX2:J8'"FF&V=5K_M8Q3+-EF+"T@`DL M[1/KV=@U`81H9D@TGK]UC$%G8%C5E9H"9LX&,R=I57(C@HTO^\_?]*N'7*=\ M/P6N^)/Q24AR^%]J(@O"1%2V5J>?++6CHZ/6EM9KKFCVVT;+,@^E?+I`L&Z; M#Q#J)S\=?(;U(&Q7&`0&`H'`)IA!C6>ZMM4Q[.I*S`"10*2N\M/!)N8FO7R[6RLVJ`=AT%B--NJG5DM&?/S*FQC6[+,LSJMC<_*[M&J!(\GC/F0,TQ M:UZUX>#L+\9=CN3Y,>$DG'77'XQD2M+QO4! M0%1#>M4FK:DTLC86;!3Z1&,E?J6V7L3DR(& M2D^Y/,8Z'%([>>*%`1N&@1NS,$WBA`=2T=E0)`]"!(QD0GCRU;/I)S;_0->/ MV(J@=NG'/])`S,G3;AG,:JVI.;G+HU6;]WT2P3>,K@MHJR%UA1-&2G;74FOR MV@#"$9.AB$I],55?5H/JN_3EJG+(E.Y9L"0M4M2RYLK/Y8<&833A_@))FO*: MV8,S772$[^?7_/2J]4I])AYTBL]K^G_K343,OH@']C6<\!7[_."YR9C^I#[E M]$MCX_-I+*Z+/U8@.&]4.3P_H^3!VE7.+0+\JBT_O>IT?WB6[!=M57ZC>>C[ M!DUIJ-X=?-F"C[;+KG5Z'1=>0/8G3&-BW_AU/6Z<#C+4;C8Q:ZY=43))-2F4 M#AD1$54J'NDSL(VN`C0,&K9WI:?-5EV+^J=+;<`A<+BSN`AV MEMD&[([B46B10H.](B=):=@K@KTBV"NBI0L&PM)#@+IH'_AIW7U'R/+612$J M=$V1_+E[X_1)_GQ!GN>CRA0E$?B>B&1*)]V;1-Q)4O+$)SQ)J0&/+(Q80+U1 MZ9],/A;YG\C_1/[G^*=7W593TB-[36FHWAT\D96A*FW1"_(]:VK!_Y`!D_;H M7,D%*_:>C->A0I>8I56?+UBA+)_VTI&T"B4\125$7NL>LDL% M(UMG_I^%$UZE@?%%C(->-TT"#:EYL:$BL;KT4K('1'UA&'W7\01;')XM& M9#@BU77Y/JMO6+9EM*L[4`)H!)<5_?,,VVT:^NV/^IH`*6N629ERWPS#3; M,,W@G/VS&8WNP#1Z"$``)H#)?/>HT>F81J>ZU:I3005,<\DT+UO@F6ENPS2# M<_8VS:9A=09&U\+\`#`!3&8[,0U[T#+LZM+=3P45,,TET[QL@6>FN0/3#,ZI MP#2;9M_HP30#)H!)R32WK+YA5[<.?2JH@&F6^[8BH6PSJ`14LL,2;U;:MCV-4EGIT+YE#+$+4,->:S MPPM0`Z5;[U2@5MA68D(M0]0R/"O":L3.-JW(JQE[(''6?>T>+THD[MZX0Y5( MS#[*RZ\]R]VPI1>^47&`U)Q&"67B8@F;)0&;GPU;^K\I@WE'V/VX"5C%A+K M>,&\NJ-'=Z53^0H:7R:3@:[8[5C0RU::P1-5Z(0E8RXK?@DO8B/N"!E`E2V0 MQ18CX0HQR:Z=37[8PUBH&QZSEPKUAI7ZE:Y(N.>_\.SR9:&A+B7J4LZ-N7FV M=2FMII1M;,P!ZGIW$*M]S]>I="48HYCA?/(C+S2@$!^J04()-5#"`U6#)(F< MF"UY&X;?JUW9`32KEX_NL:F:%VU.(:RY8<'&-%I=TS"MK0D+M=[`0>`@5)/< M5B)VSVAU9&FJ/ACF!0QS[G[A;U4G_("23W/GPA-^S<`8="MC'5V``=<%.-G+ M&'<[1J^-33Y[V5MMHX15BO3_*E*52]#4>WXGC^Q(1"3BA$7RY,(5R>XZ;'$Z M?<*M>6*ULS=-LO4(,UM\H`=5R83ZC6YSF?*4=CRL]SA:5^;!]ARM:E&3/I0$I MBFQ/]@J9!GFM73?V]\2Z6WIB.[2+?16S\[AYP+S)U/?()Y4NZ-,9<\7??_LQ MC2_O.)]>OQ?#1*9Y^F&<1N*6I/G6#YWO__4?__YO?YM?$WGW-';WXE,0)U$Z MD2^^"=R?A7M'@+UQZ">5Z[GF0>K,;_KP58Q^>O7QO2U]P M)[D<='OO>Q]['_KO;SK6N_?FV^[-6[O=?MOMTM+TX>XR\^#N;1MZ$1_1D-HK"B$GC%4A]XG$LDDS%9$*W_"H.T\@1*LLZ82,OX($CY#MB MD5^=94_?A=R7[RNRI?\:KVLJX8VFP)(-2##RZ[M'V;\@3&3?A.]-Z`7)\AQ9 MW3I,U379$ZCU*GW<"QB?3J.01"`OE/>K!M%UA(H[^9ULD'H`-8Z8)C9F361C M3J*-I='UXC&)=TKNA^/E$*.G.L*ET8[9P]ASQM0FQT]=ZFGJN4)JJA*C?%B> M<$XO4`,E-61EI`K)4\,]F?KN^RK3/&3<<<0TN6*?J"ODS4A[5VKB)`R\)(SB M>3?DDTM#)YL53H3!`I',OR1]N).R">9AA\GL`.K12\;]BK&/831K&@VR%XQD M9K-*=\\%D`^X.V,I1H,;Q$35,M'?8+$0:N\",TW9?B6SE!Y(,L\TRJ/GTD`D M2C7RC,C98V4BD&S$A)FMR_]O]P3O0Y%)LZEPR=XLC"0IT2,;$KW\*9Q4CIX@ M#(HHV\G!F=KY(*(ICTC-+B(Q$E&4L18!;>CY-+X1#?1<3>+7\K1:)2-Y75X, MEK./::*`]RZ<3+PXEIKV64020@F[\*[$E9'=I%3WCB2@GL/9MP<^91]4X^0] MY"MXOE3YO'UE*_JNN/_7Z(X'WO]F^KS1%+^4+AX\+3=G4DMG7/X=I+%YGG+#AC8I"[]5>%`EA90$R*=#]"Z-"5T9B MZG.BMDPJ\MK%5V5\7I@>2T3-2MS#.C%@2+SQ M;MK'F5'Y5A@5]B%SB>1(WLR-V?S*3W.S5HV_]F'@J!*&N0 M,L'<*[:JD>:6,._-)U,5;2W;=M<6=I]A]]G1=I^9]K[;SUI-V9W5F&UDN][7 MF)'0NX/-JUU=PW81/3)J3W5MRS3U7MRJ:1/<%E[.:2>_U+KG%7M=L.AB%#$(ROB+QX?RA#Z06":P%Z;B>>_#UVNIQBB1(Z`_T!_K3&/UIHF?0V#`[ MP%CS\MY)3N@:/6$S6X;5;1OVH+(PN`8#CKP`D`7(HGHI6+9A5W?@E0:##:(` M48`HJI="VS9:=F518`T&^VRCO(>>RZD(+YBW^N#**:5N;O!..D:K55G!W5,A M'6`$&"E/]P<`"``"@&P"2":?OF5:E2G0J0`%[NO3[JN#E0B0SDZDTX/K"I`` M),^D%AI=&\XK(`*(P'F%\[J_1#^'47(G#SN0!S10_Q^I=9.)EZB*R>`?\,]N MZ\-8]@%&@)$GED9[``@``H#`B3V=FBSY6]2Y"=KNT;L-D\53=+;;:5:5#C9L M)+1CP(,+5W>E7L^>.FU3KD."AU@C-V7RFM&S^H>2I>ZJ=A`O#P0)@@1!-H$@ MK9[1:1_L9'O=U0SD"'($.8(<:]GZ`'+<*>QQ_+6[>B,70S$*(R&/,56M.R#*N/W?=@"C`%F.+)3.E^V^A8;3#%OM-(_0I$URG? M+\5LX1H!J4=(3^'2X=KO82]4=OF':]J&5;ZY(3?877P.S MP.P1,&M;IF'6%18$:'=R^.N,Y.\'Y2JA6SJOG,>QR%W\^=H2\^>GF-,5+!+3 M,$J$R\*`)6/!OB4T"Y!S`Q:.GAR'FMI?HI[97^_"P/5DPFX]>-)"!_2E\Y=- M`0XCS!.;`T`#]1"@MB81"[);B:G;-LR.=3!9::`N1TA.!%GI(4`-M`]DM0]9 MV8;=J^G,SQ,FJ]*D[\>$4P_77K]^HO+$FL-B`TOW+$"S11JEA.,%Q#K9Y_)# M@S":<']!+TUYS>S!JL7,$;Z?7_/3J]8K]9F&PRD^KQ'IK3>A"=L7\<"^AA.^ M0G@/GIN,Z4_J4ZX):D%G&HOKXH\WRZ,Z;U1Y\CS7#'NMR[W%_%LUYJ=7W=8/ MSRK=HH;G-YJ'ON_@+SST?8T9";T[N%/`Z:B+R(Z0)2PU=X_@/I:::^H=/:]! MH=X+1TR&(F*V:3"K96Z=V%)!_%>'E9PZO:T+3X9UPS3F@1MC-4S[\*D&&10U M(/Q+**/WW&PZ=4LZZF*:XN8)'W83<.8`%8`!:`!6"!'5EZ%>U? M/3`5LU)-0%E[X/V(0->I+I0.&1OJ/MLRS$'7Z'8/EL>OBSK4[0Z!BO23GRZZ M!RI:[#*P+KHPN&GP<>?YM:U M0K/5F1Q8I3G"2NO!5U(;L$T/^@/]@?Y`?^J23Q,]@\8&P`'&FA?>3F&ZUJ3I MF&D:`[MG#/J5!:AU&G+J>`"WNC3WJB#D#\X9AMQ='OP1($)8&(A0\]H(_X#1``1\$3AB;Y< MHI_#*+GC=X*YPO>H_X_4NLG$PUGKH)MM0T%]PV[UP32`!"!1^*0VCJH%'H`' M>*2-+1B2OT75\]=VF]IMF'"_=-3;EINMJM+!AHV$=H17.&50)HA-;J5":@&?1F]8Q.MVIJVRBV1B@1 MJ`_4!^H[?>JK-CL?U+=3P.#X2UCUSOF'8A1&@@4B45-]>?J[.@$P$1%=R=W? MTQC+68T__+41X-;J(-AFF(AVV^A+,]&M;"_GL[)KA"K5[2*#Q&I>9#D%&JJO MSW74AC"-7@^;4L`#X(%SYH%VMV=T^T@)QKQQX;XOQ?1P/A_,IHH\'I?FBROB MW'6LXG3ZA&Q]+Q"78Z&D9%JM'TJ/Z4T3]9`+,SN]EAX$OD>!OB;;PU/5GY-+ MU+KH=8Q.IS+;N3KN#7*>*CL['(@Y9<2T6WVC9YF`S$L@\S)GM,ZPFOTS<&WXTKG#!2.^>NTX#&238F7T\)$_'TJ64OZ<,B`;4)+.H* MC]X9)->7ZIM*^KG_^DQWR_69'=K%;B9RPZ*:OD^R,&)3GSOT_8.7C%4K M8CX1&7#4ZMN=[!0]Z$>Z5.W.%-&41S)L<<7>+;V/FB1?]"V8<+/XQC$;^6L>5R'KX<2KGQ M7O&\0]_-HM'Y8Y6Y6`Q'JT=_"NA5HKI!WR2ETC,6_(W6DKLA/Y=?$H31A/L+ M'KXIKYD].!.>(WP_O^:G5ZU7ZC/YJT[Q>=[;5QTRW69E1C?GK5[O_PK%>^.#_( M;S1WO6_G&]%0-'2;^W9:C3RM[+C]EHNZ+UHNJF;'Z`N6?QQI>Z**C6U4:$R'O*3U4K*,?G5G MD#XG*0UTY0B)F">#,\!J\TF^[1<%!("B\T41K-7N4K(-N_+ZYL#9:>(,L-IL MK0864'2(R>SQ)ZMUQ93E&3&(*R.NK)]\$&`\FP`CAOTLAQVF^,T')PS"B>=D MA[3!T,+0PM""<6%H,>PPM(=?H*U*;QH:::LYHMV0T-IZ*5@MHS6P02QG`82S MU'MUWX79-WK5%3Q9M0<-4H"CUKS50`@P!YNET#:L-JS!>>#@+-4^LP9VV^C8 ME2TQGH/R^Z5NO4;5QE02SL M7%1`W=U0!#?A+^4Y4B_!Q&R1V_ M$\P5OD<=?I1E^"=>`I=I\]JAT1E4-E'110_`GD^M)AAVK[+@%D9<[Q'?-$_J MV97E;$(%]%:!+&?`Z%K(&JC"8]*_3F&5(OXUH=_J0-"1#V4X`,FB+EB-!'Q* MZ@-M@;;LG1*&6I[0GQ=$T*`N\!575B^[TZ63H[L5KV;>A@GWUQV&61R,G(0+ MAV)N56SL4)K^'#W)NKL8L9M-(Q/0V@PT?6?(X%2P< M90=[N,Q+Q,1@"=WU_(Q?7E6LH)=NCYD7L!'W(G;/_53,`@/J4EE-;^Q-YP_P M)E/N)+(%R3B,Q<)+Z)WRDK<\^)X5S>];9N]-K%;R9[N3O<`))[*3D;HX&4=" MJ*>O#-`N\HN]/]F$OA_'3-`0N>P?:2"8W3*8U5IS!.LNKZBDL40>871=L)%2 M*54ULP7HX]P4]-;F:VT1P%2-^>E5N_7#LU9FT0[F M-YJ'OL]J2D/1072PSA>>:,I?I=Z])SV#,(W)=,9:IR[L)T-]#^-Z[K"R(\CR M:1UTA'08*Y7@WZ6'_./%+W,/>7YB+702.JF'3OZNGF2NKGZ8/6D#THM943J_6(L2JKQ MK-;QIRSLM&\L94,;Y)/B=+IA>$B\;YZ(>/:F21X#SUQC>M"S`(%EI@6A6GPOP\3U%162_7(!F0#$@&MA>P`"P`"\`"L``L``O``C.U ME\W4*M^T<./>\\`1E>4$@%MJYI.3W&K:D.UNZZ70M8R>C0-60!0@"A#%4U*X M(*:HL#K;*AJ:K"*5;2T`L8!8SHQ8.EV<]@66`$N`)9YT/]I]P^Y65J/Y3-T/ M1)'6W/*HI*F&_8,`Q`%JH&KK@8S#?;824\VTC':[LI3'DSV:[*`!(9";'@+45N]`;EL&SOKFX4Y=U$!;X(B!J\!5C>2J M@=&Q*DNA.QNN:MY>DX,>#_#M90>&(I%Q5[[?^A23&F35!/E`?QJE/P?*9X3^ M0'^@/]`?S?6G>4[F@9/04+G"$T`4Y7-RMLP.@`(`++9,;-LHV]C MY:R*&:9^5=GTGX&BM+/N''?Z]?',GM&Q*CNW%34J@4%@<)?);V?0/;3R87(, MS`*SN]I-8V#55'P+9A,0!`2W,)L]HU?=OD??HRYFH^WQ@ACR\ M`#50M?4H1P6OK<34[QIF"^4&46X09`6RTIVL+OJ6T6L=KN#@F?J](#>0&\CM MT.1F&_:@!T<,CABX"ERE.5=9+:-GUK1R?L)D50HH_IAPZN':ZTM_E_HEZR-? MCK.!,*W6#QL;6+IG`9HMTB@E'"\@ULD^EQ\:A-&$^PMZ:M5ZISS0<3O%YC4AOO8F(V1?QP+Z&$[Y">`^>FXSI3^I3K@DTPCZ?QN*Z M^./-\JC.&U4.S,XUH[0">ADWKH9%X>^E,B)E!**.4QE/*+2-A'[D7L7]Q/ M1::1[%,@1B/A2+(,1(R=$]#-0^OFZH/5DSXHM63AJ&3.8\FD4HT_R>M$+/]P MPHE@*V*OI@WR27$ZW3`\)-XW3X11>M,D3TG/7&-ZT([!G884)SGHJ5ZWXTB( MS>=Z519,!%&A>C7T!_H#_8'^:"H?Z`_TY]Q.7UAH@2F?5J48<987T`@VUU,^ MT!_H#_0'^@/]T5`^I^!-6NV*O4FF24G-NY>W5?:9E=+N5U>S192CE M?2BP"1H`#6S9Z0OB`;MW]H=:J/M0IQHL`998=Y\UJ&QM7Y=QA*<`#@`'O,13 MZ'2-;G6%&\[#4T!L9LU].+E*BUCJ*1V0H.[KMHU.=<<#Z\(U<%0`B=V-=M:! MT6O55,?O="KS5^M4`Y``Y$9QD0=2W0H43JL!XH"X9U=[3!L&$`80<-0#CI;1 M'Y@`Y-'79G$TU/P^'`UU8/X[O`!U4374]%YW7[=G=-HUG>)YPB6\045-I*)& MF$2M>*H.B=61HM`U3+NFR695!T(U0OEP.!0(\-@Z"`+<(>.D;1[N/+Q&:!$\ M/!"#I(!R9P#R0`6@`5@`5@`%H`% M8`%8`!9G.E-#97[]N:5>/CF%9(M&9?6WC&X/E?E!`Z"!1A*\`%@`+O,17,,VN,1C`67B1LX#PS)K[4)P? M4>):'!6S9=C]RAA*%[*!JP),[&&V6WVC:[9@MC''!V2VG._V>C`B0`00,7>L M;*/3QK%'54SN]*O!B?K\NHQ$JB M:EJ5/M0F]\;L6(9EUG1:(*KP@XNT$F`C*F5J150-J=%J=EJ&-:@L%0%U6C4% M,!@0#`@&7.?'&0/K<%Y<([0(+AX(3E/5!,'ML&!@]/LUG2$*!^^9^.6/"2?A MK+V^]'>I`[(B_>58*.&95NN'-YM[--BM0_*V[).\^MI+Z.'.<^7QOX3),[45 M7]*'U:TLZ@J/WADDUY=+FUOVZ.?LMCB=;M!KTKDW*PV>/Z4[3?*)4C;\]*"U MIG"'=GT5TTC$U..8)6/!`I$P3YYX(&)ZDD@27TS4CV'`:"R\>QJ8>Q'3-6S$ MO8C=C MNLY8NDJY?]6J16X;N`)E@0ZXJO_5?#^D3M.).1?!6"' M//9BQMW?TSB1;)$Q`;4Q"9GKQ:1BB1>D]'F),HA]%TGCJC)R/_I,Y"6-+=N= MRO=4$FNRMSSXSL;<)<9D/&-6A\=C)B<;ZT>"N6DDOY3#._(B:0SF"DC#OH?" MJ::1`Q5&UX5SM6SWI8RSUN^IW',Q,,+B`1N]FA^Z2Z.KPT.M*M98@*QZH.J; MAZPIP]!WLT=_Y@%7&'D7"==+V%$CS512Z7=-RRRW1#Z?['A;)4OY(O2CS(#,'@KO4>2';5K2\=(ET.*713,;29Y3MG-(D.OJ*J=87D3:*:T>]>AA[#ECZ40G MLE$\(MG>Y7WCD2B<5>42QRE=*4UC1,)7`S/Q$KGA7Y2B)>$R*K!K+?7]]9Z]6N5$WK#:;:=1]4M=4TTD#5C3M MG?Q!:LW/81J+3%^2?/C_&B_A.-.,Q5OD=,@;*9#3;T[Q&Z&86CJ;6BDUD@I( MRB9UB/!Q3Q6:9RP\_^//ORC%W.K!%1K>T2BWYY7P;=9AHH'; M12JB/O%D)GZB(35M?4)D!1NNBLV0P!N*,?='A;"6AMH@`J$WY()5+Y0T'<2) MEZ3R)?32,OOD\VEQO]#0Y0&/UFH5>>"^XAHAU&WDCY>FVZ62&R233WF'\RYZ M6?NR^3?YC[Z39EX^N?^R7(?4FX38>JJ^5%U*(\7S(T76S!E+-HR+]F?S`#FY M8/$#GRJY3J,P$4X>BUAI>Q1.9&.^BW6"H`>Y8L13/Y%FCY@AE_9B#Q>E)'OY MK^6AW-A/:7YEB#X3=QI%\K6S?M)C8OE@UW>>JU=)>309U, M@2O8`ZR0%EG@3L7B[O%P]7S4P>U.NT)(4I.5:I1S9 M21F/43/)LNDIZ]FL:T/A2::N\]-%R^5 MW"%'N62HO%B!2[:.-//1F`&)K\!(/G>3"JWI8LEXCGF<^2?_*S)B$P$]S!&< M;*%T)D*)S%&<6VT5,XY5E"J:2N<^L]?2'5E]S8+[I#KG"NK9A.R,.\'$^]J'Z8_E]I+1<^F^7N1;+GS+YJBBH?$Z\]#HR[*E/^*.1GHX%_95=R:=3 M\IIDR)?Y_(%^4]!D( MH2[W@GNZH)@>+L,T5UDI^5FUGMZ;>)46R?$*D_$579GS1S+VXI(C.:??(D+) M57RR)/U(.(+^EEVEQTWYH_I3:HIT=:BOC4U+&0MKD(,99>EUT3"^5! M1&DV0:!>$TWPT8CLH#39CQLG=KLK-Y2YN._O(I#*FMFS-53XZ=O[F_+T;;1I M$JHFB)RL#['OO1?G#,:3`@8+'J/R4N6B5N$SSE&C&$U9L$5K["E=D3/3.#-< M7A[-*BQL,?O(]8-G\]I\?B#)N%#;Q[E'(OZ4AB+.YP4^J:_R4_.)Z!7[--I@ M(!9>0BWRPP<19=K*R;/Y73H`BPU1,_H2#3P4!G$V'Y$AZ&PRO$$TTCM?(_H% M])`PUOHP7]0 M(Q;DYG#-"%P,!:E4'N0M1PQHX(JGRRA^JER;;%GN-:,G'RI"*AZ1`?JA]_,3N#JVX%BT;S]F>.;A9(2LH>;.XG+X]I[JPL*=Z4".-/9;K\ MQ\-)8]"[:EL2RQQ,[I9Y958J=S6GFNO8JL^T/*O; MGSKJYH6S7DO1(*(YGQC'LU!:'G%96`.0-NJN\)\689X%1:67/Z+I7)B%&W,` M+S[RBM[Y0!/>R%B.^-`%CS/OJ835I29E_G).N<.EN0D9YMBC[A:+#'-O?9BJ M,"G9Y(E7A(P6B,H-'X([&>8IQR>DQ9)WE7EEV9E;:A^Y1+.`1*ES9XO#RL_T M;0P.MUW#_'4><2)RGZ],YZC]B8>\"+ODX9 M:4]%XXT\+I3%3Z=^ED2FEA_C.'2\M?ZO"F`KASI+9Y%3Y,6P$#W@1SE16YH[ M/XR%C`XJ'VV21=5G*X!E9LN#LB/J3OB@7`\9K)HERK%8T/,RAVUU1K]A[B## M^&I$(T4@Q<=UKR\++Y^9Y;.,4FPEEYIREDJB4Y'OA?6GRH,$I7L6$C-;2WF9 M\G/YH8%:A[VM,0_7N8$,.$=!N7\NLN?TC5(IY1I9KY%>B$;D` M)Z)*);CB"FPK2%0Y?7[;BPJCTO2'?(<8M:".@'!;"X1OO[7HX/!_.H\<&@H- M/;:&OJ=IR60H(F:;2DNWKKW;$/>H3@/T_NEYX[J)XM,[[%#YOQ:0'\:1U$X^ MT!_HS\[R`;V_^7L4QC*UR0GO`D]F-V99JZ!P0!`4KH=\H#^@\/H/PEGWU]MU M&85`MK[,IX%*KE\[/K=SK==+H=LS6C;..@-1@"BJ+H36$%Y0]YDMR^CT*BM6 MJ\M8[LL#]:\&FF?MZ[U;3;.L2@6Q6K/]+.Z[#3G[2!;LUN M$C`(#&X45Y\0UP?B#N"0'#^VM.CR]*M.:Y\7F))G-[&[]0L(F/P=GK6:Q$KK M/0/3,HU^JS*B.A4B`DB."Y*J4IMJ""68IF';55MVO0N8']^L'R>.L-"$[G1U M5TN50L[R`HI2V;(P9%&2<%:D-Z^LLKC#"HD#6/AM;%0<^G,^^M/0R9TNP62D M$&B@P^T6A,Z;OV?='K&)WJW/2= M\-6(!?-Z(QVGM2;R120S!X&/Y)'&:WP$+')CD?)0\H'^0'^PR'WLR#26MD_, MK=5KJF@:O4YEP2]MD%=S/!D0.4V(J/OD.O7691K/!1%8B<9*-&CM1)?!UGL& M7=,86)41X;FLBP&#P.#.XK(&1GN`\@38+%W]9NE@F^@RYD>8'^W@*-A&MU?9 M8MBIL!(P,7K^RY(Q&K`,?W\0?)KRP^LHZ=TK/0;?AJ(SGSE6\ MKN9P3'E?G$XWC`8)^\T31RGVIDF64V%FR0+T(-`LUBFQSJV-?*`_)V"9]`I\ M8P&[P9ZU7K//=J^'J2<``H#D][5M+%Y78:.Q>(V%ZE,@L%-:)%OO`63RZUNF M59F%/)>E,P`10-Q37,#="<>S]?(X=HQR8]J$:1/B"H@K`""(*VAFQ1MOQ+/D MLGD(@/$X%C"Y6'T[F'R@/]`?[%(^Y#0,B[P::.ZI^IKK)V.685DXFPD0`43F MNY1[)A!1A3G'0B\6?T^5UDYIS6F]9X!=RECW!08/ZGI@ES*"Q54&B^D?%HEI M&"7D4'@!2\:"?4MXHE9O9:WL=V'@>HD7!I@986:T@XO0-LR.A;D2,*(31C3> MG]PU++.RY`?L3]8'8;66KPZ#RZ7#*\BJ.X+LO,O"B$U]X=[1GS);*QR-R/"C MEC56^0XE'^@/]`>KQ-5&C=_Q@`V%M.B*X&D*EU$\8`E8@M:UD`_T![2.R@V- MT@["J.BZ[=K5I1FG9TH[JOWM/C]%OCULO2(\6G$?1V M2ND%!_,3SB7I`$`$$/<4%W"']<#]P#9;&7SW],K@)=L445XM4XQY$^9-"#`@ MP-!4H.B;_7/TZ$,C$H9PL/W+#K9/@U@XJ0PG9(<0(?<'BWR'D@_T!_J#1>)# MAHZQ2-Q@UU2O.1PJ/P`B@,ABY8=6'[N98*:U7N$%`YTF`ZTWTM468=`&4+#2 MVF#DY!97443A2`6>;!*.&Z9#7U2]T_.7@,CVP"!M7&N-90>JN:$?(N0-!@B"KD27X\.653CI&IV^"_FIRT7], M.'5_W?4':UA):+X7B,MQ9@%-J_7#\:7V5..V'>+2,Q:8K44@5,_P`B+M['/Y M)4$83;B_`&537C-[L!H[Y@C?SZ_YZ57KE?I,BND4G]>(Z=:;B)A]$0_L:SCA M*_;BP7.3,?U)?2"_T3ST?8UIJ-X=;,AJ@7:>UZRY_2.$ZUZ>25*B$8A;$\><`)[P+Z!5N3`$%0N%[R@?Z`PG%X[2DBN]Z, MZ)/,4ZI/"(?8QV791L>J;*U=@]%&CCB80H^$G8800\8#?=L8]"I+?-=E+/?E M`9Q<7*^SAV*F6DSCSFF;SWH_R.R:1JME'TKYM,%NS7X20`@0;A2723Y'KU59 M5;-SP1SB2SLX&MD&N[OU2PN8%1Z>S9K$5NM=!KO?-CK87@^0Z`42?4N8MKL] MH]NO.A_O;+;M[&CLCQ-@6&A"=[JZZ:5*(6<9`YDMCUDXFJ6` M$/`6#T)&2@&6A!L;+H?^G(_^8,I78TH!D@M.PN_5:W)X0:(QS/;9'QBX7CJ5 M[1H#J$X35!F&+*MC5+B!JZD8>AEDL&1]*&<"B]>-X+U36C?;Z&P<=/6ZJ41: MLS,"T`*TFYV9`Z]V-Q6C!W!V-'!F#AH>WV6-_.7!=$SI,*7;P76Q+=,PVY4E M'C>5]A`G`:AV=BW:K;[1JVX33U,Q=&C7H?%A$'D":&'H^8BL^#I;CT5R+'(> M2C[0'^@/%LF/'=?&TCB\TQHG-5W;L'N5+>II`ST?:=/`R([BZ/2-01<[":HP MZ%C)QDKVJ?+:*2V*K?<-,OGU+=.JS'">R[90`!%`W%-)V9HF*$!(YBA8258<]N/E>!&\-HI+4"M]PVP(H65 M8``1*\$-PAT"$$_&D1F7I;>G8920?^$%+!D+]BWAB3JA66XT?A<&+ET9!I@I M8::$:`*B"<`(H@FPTW7M_$V#6#AI-#]@FX%3L%*'E5XMY`/]`8%7&^W%NBV\ M2,RT,-,"1C#3TGJFM1@NMJ=_,C=,A[ZH>'VB$<='K9NG5:5D39.S=FQV>.GJ MKK/KW86_'%RF!Q9AXURN9P6INZ(=89T@OR7G_,>$4_?7 M7E_ZN]0OWPO$Y3@S4J;5^N'-YHX.=NOGH#"%ZNIK+Z&'.]EK7.&$$9>)`M=I M0.,D&Y.[RV$BGBE8^I).+#)0>[I8IOU2?5-)1V>WQ>ET@^J2+KY9:?#\*=UI MHAYR8;[.EG'H26N588>&?1732,2J[GLI=,B2,4\8CP0+0GIB.OQ=.`E+0L8# M)H)1&#E"*M6\I.Q=)+)4CPMQ=7=EL$D8)7?\3M!#?7I@]$A8FDR\>"1&[^^>EKI\[__]F,:7]YQ/KU^/^O' MIR!.HE2]\R9P?Q;N'37VQJ&?5-+*>R]V_#"F%][2T+_U0^?[?_W'O__;WU8? M%/]&+.$\SBZCW@127;Z*T4^O/KZW6F;GOZW_N7W_BGDN?<&=Y++?Z;[O=MZW MWMOM7K??,0>#;M]NM]]VN^];=K=U\^J_EC2V/&"WWH2$\$4\L*_AA&^V]B]1 M^+)Z+VEW!;E!8\'>\N`[\^*RNC@TL_42%GGQ=^:F0GXE,X/49WGZ0!A,R:T) M(^JC(]A0:DDJ]6'*(Y551-=["YK)DH@',C8OOZ'+_,?9BHW3(`8O$'ZD7*3VF'Z22Z+&3;BI:7+F$Q3>"I\V0?<[6^C;@D'?6+%\?4"7KB7>HKPLO? M^=$+E#1N[NC%C^7?KQC[2,`8K@OV&ZIYKI!`E*)=D+R8BL`E4&5Y6:0'$JG4 MHX>QYXSG((Y(MG=YWR3VO<#Q4S=+Z(I39ZRT/B+AJX$A-'MW$K/%B):&(Q=3 M7);NC"-B]N`EY=,EYB1!HR3B,4V,5&.Y[Z_O[-73J]G:H&(G*ZY-ZZ6N.:M; M!C)-4WL)I-;\'*:QR/0ER8?_K_$2CC/-6+Q%6A9OI$!.OSG%;X3B+&&PA#:I M@*1L4H<('_=TH<(#@3XB0E=?KGG&PO,__OR+4LRM'KR'7572(\T.HVOE4HY& MF2Q7%7:7$5'VINI1& MBN^ZGBEDYBQ_X5,EU&I%/JNAP7=NC<"(;\UVL$P0]R!4C MGOJ)-'O$#+FT%WNX*"79RW\M#^7&?DKS*Z,&F;C3*)*OG?63'A/+!ZM6+G4U M;_2LQ_([NDVE[S*ZR\F@3J;`%>R!Q_14X:3RG?DPDDMY[Y$46$)^S.+M\G+U M?-7`[$VY0DM2D)9KE7)D)Z6?&+CY;87I*>O9K&M#X7#Y+$X^IK17_J)7D'DH MF;;2X\B`T[.)=#TW7;Q4I34';ME0>;$"EVP=:>:C,0,27X&1?.XF%5K3Q9+Q M'/,X\T_^5V3$-O.X9;+UHWQ`J926FH_+5]"\:2JG3IF]EN[(ZFL6W"?5.5=0 MSR9D9]PY-FDX(\>+\[$/U1_+[R.EY=)_N\RU6/Z4R5=-V^1SXJ77D6%/?<(? MC?1T+.BO[$H^G9+7I*83/G^@WQ0T5V&2>2-*PH3AX'N43A.'AH"8)_3OE:]$ M(H\]8E$>26@Z0JC+O>">+I!_K8-IKK)2\K/M$;TW\2HMDN,5)N,KNC+GCV3L MQ25'E'PA'TM^PJ/6[*']6?4E.DJT-]E:.V(+.Y?BF-E-B. MEKE3>5,+%RSV\>GYTVX3_W/WC69*L#"?6"6,Q2G%3$71!-2 M^9Q(S%A\:08T]Z.)-[^1MR\#(\RTV27[0*PV4;=]Y&1(_B7Y)E;ZY=)4-YU- M.&A:7<`A]]=&\OJ,GR:",.^2"W/WF-U:>C4U+9^^E_9^&&5H2N#28S(3-;,= M1#Y9E[TFFN"C$=E!:;(?-T[L=E=N*'-QW]]%()4U MLV=KJ/#3M_G;:-,D5$T095"'V/?>BW,&(ZN2PV#!8U1>J@S"%3[C'#6* MT90%6[3&GM(5.3.-,\/EY;'"PL(6LX](!KIG:\1_0)Z2!CK^_KV[7MOZV._=M+N# MCV\_MF^R"-L'JV/:'TXOPC8B/0@?%'5+8<6%JY%YFX([8S;V2#,B9_S(2).% MOP'1ZXE\'O6=Y$/&Z'.9J\DS8[-1DSZ,]`#G7PSE.,JK)'9GV__BA?U_\I&5 M3(;_D09BOG)IMPPFE:221RO!5/*D]^3Q388B*C745`U=7>_:Y?'E"&@V9/$L ML#X+P?LA.91,>=Q23>0F35(D+UP:W#P^2Z,9W@5>8;]YV2\AA^.K(-X1L1Q; M%C[(:0.-^$Q=TFQ..7_HPUADS)QIW%_+OY$"2X:/,WL?"]^?L:C4Q.P^AT?1 MHR)/-<&MWMR7[EE8$FI-5P_N+3\TD%%K?V$5UI37S!ZL($JCX?OY-3^]:KU2 MG^,I=XK/+Z>F!\]-QO0G]2E?RE3F81J+Z^*/%6::-ZJRG M&O/3J[;]P[,KIXMKN/F-YH'OZS>DG>C?>?;/;#6EH5H/8/,V$7#T_B+C`:RR@^2A?E"_EZN?!?6#^AU/_6RH']3O&.KW)<^>N)D=?%9)_%?> MMW-:>6^>5JX:LRFK'!`!1`X`$55>L@&SR@/L']IWM\ELG74QKT,MTF0KG8/+`&6`$N`)>!/@"G`%&`*,`68 M`DP!IL#,HQ&Q8?WVBAXR=OPY363I^5$:N)4%C/63J'9DO?6ZU9$K.=7.9!W# ML@>'4KQ3X3D`$`#4>-(!&`*&@"%@"!@"AH`A8`@8`H:8%2+Z=?3MG;+*ESHZ MTEO8Y`F&TV.1HG96.\%%C&UEUL!%#A@!>&'@*'"4SAQ5\4(L6`HLI:O\P%*- M92E$M@8HS(9'*%!.\JAQ9L213ZI4 M`XJZ@"G`%&"*+5:4C);5,_IME'4!3X`GP!/P*,`48`HP!9@"3`&F`%-@[H%P M\!'"P=\2G@@61LP/J:.,WXG`>41@&,M-\$S@F0`FM<)DT#):_0X0`H0`(3`D M@`E@`I@`)H`)_*UFQ4".$@)9C,+TZ6GJ"B\@3"77EQ4?I#$'5AU':H"$SH>$ M3&,PZ(.#`!``!,XL8`*8`":`"6`"F``F@`EF)3H!Y!0B(]V:PB"_)G01^^?5 MMZMRL@B+Z<6^8-F3V.>WWT!&("/8;-ALP*1RF%B#OM&SL)X!B``BL"2`"6`" MF``F@`D<+H1)=`F3R&I+64SD$C$1<`],-$PT8%*GB3:ZW9YAVVV`!"`!2&!+ M`!/`!#`!3``3N%R(BV@5%YFD?N(A*@+N@8F&B09,:H1)O],V+`L&&A`!1&!) M`).S@4E5X@`N@(M3P@4\+(1`CAT"^2WR[F7M59\/A2\#(#@MO`;BL6L@GF=D M=6B,:E']&_H#_8'^0'^@/]`?Z,_1Y0/].?%9B:IX6-VT9'$R$HG8DV44/>YC M918!$<33$3<$3``3P`0P.5;E[IXQP,Y+0`00@24!3``36!(-%FJ'8>2*J!AI M<_HGBT/?<]E_MM1_)QXR^?G#+[^^J^P("/UDV5R.JD.6.G%8#:;^.9&="L\! MAH`A8`@8`H8G`T.S9;1[)A`(!`*!,(2`(6!XIC"$(43D:XV(]XUSW88)]]G- MQV\L%DY*%WD"42]-,AUKI[1C:-UZ=OO+H656O8B:=8K3N1@`;%6Z/?A3D(A(Q`F+9%VU2/CT MCPN2.4SL&;'ES3)I8.P8M4W`%&`*,,7S,C`MT^BW*LN!!DN`)<`2)\<2\"?` M%&`*,,7S,KCH]`W3MJN6Q!P)S56/UZ`44`HHY>4;H&RCVT,!RJ5^GN@V_#HC MS)_#*+GC=X*YPO=(0(_4MLG$2R8B2+!#7\/EKE,O0(+-"-B,`!@>'8;M7@_P M`_P`/UA!P!`P!`P!0\`0,(0SVA#XG6@HK+K`5U:1TEW>%@IZTV.]`AO_ZY-9 M`]<[X(C!$0-3@:GT9RK3L@RKC\*48"FP%%A*5Y:"/P6F`E.!J?1GJHJ39[>5 M%))K06F@-%!:+Q&[YWXJZM$Z+03;9)M0D0"/KH<'-0I/"*V!5J%G6'9-R]QK!'4J5@$\!9X" M3QV6I]I6!UP%K@)7@:LTYZI:S]\"4X&IM!(@F*JY3%7K,L<3HL(Z!V@-M`9: MJTE(?<,:6$8/D\5SJ89=W6K&U]DZQGSU@DT$C]-(J.HD[)+]XO&AYWN))RK; MN`&*1^G]LRN^%X@+L>9MIM6ZX?24[K3)#/G5F:4Z$'U.=U: M#'.3+12*'E0KM`;:J-HC!"=<]@!L!;8"6YW,J@N8"DREE0#!5,UE*OA58"NP M%=BJ&6Q5[^H+2GJ"U^KE-1F5!*G5)K$&,EJ=:R\G['J=?2&,+V%P&6U1S?-& MG5=6E7Z!V.?-M6O8R_:,K)H@'^@/]`?Z`_V!_N@I'^@/]`?Z4Y-\&CHM66A! MU=O:)U.:G`B73<(HN>-W@ODA#V(V%K[+1F'$IO3]*/2]4*.L,+N6K#"P1_7R M.?ILO.9H?H-#6S4L+9Y*^`I,`:8`4X`IP!1@"C#%"V1@]8Q!KP62`$FR/&OX$`@7`>O3MP1; MEZZNO:;&Z<5HSJ52!&`&F`%F@!E@I@W,VD9W@(I'`!A..M''3@$F@,FIP:12 M.W,J`-&Y3U794_O_;Z5B5X[NCN\=/56XYH7 M(ZK8+UR'`)OHE#TKRP-HVO$M%A@2#`F&!$."(;7",!@2#`F&K%:"MF5TNXWWI M[U*_GD@;7FQ@Z9X%J+=($Y5PO(`H+/MJ4^TW`XQ>098'1_`OXE[XS(3Z0?V.IWX6 MU`_J=SSULZ%^4+]CJ-\7D20R6_W&_3V-$WE$R8HD=XVR[EQ"H5>44#`/B=/O#!`!DIU-%,OM1PMWG5>1[65AA\UYL$#X(%SY@&KUS4LE-$'!X`# MSI8#X`N`!\`#X`'P`'@`/``>P)P`$=?M-.5SFJ3<9Z,T<"L+LV)7[[/R.\.C M9M5M;:-G':R\S*G0EGX,!3QI@J?:2ZX#54`54`54`55`%5`%5`%5FJ$*,ZKC MG+%>5UBC`:6CLB/6DY4MAH@?Z1&JKT-^#5#+F@YPVRR_YIY1='C+<1;;SO4@ MMG,[I@VL!]8[VM(H>`^\!]X#[VG/>T>(OH'[P'W@/G`?N`_4ED09F!>[8"@#`U``%``%0`%0`!0`!4`! M4``4``5`H5N`PFQXA`*5)(\:G-Z;29H?7ZZOQPU8'CL5(@4/@`?.A@=LP[)M MH]>RP0)@`;#`F;(`O`'P`'@`/``>``\@Y@@?^6`AQX9''$LP6?/7MX0G@H41 M\T.2`N-W(G`>$9D$]\`BPR(#%7N@8M`W!OTV``%``!`P$T`%4`%4`!5`!9RG M'#&'41U'2(!R3I9R3&,PZ(-Q@`?@`8XI4`%4 M`!5`!5`!5``50`5F%(AAS%M05\3BUX0N8O^\^G95SL!@,;W8%RQ[$OO\]ANX M!]P#BPR+#%2\-$O2&AAV;P!$`!%`!.P$4`%4`!5`!5`![PD1C3HB&K+<31:^ MN$3X`E0#`PP##%3LC`K+Z/5J&^CD)G0IM`75`'5`'U`%U#4&=:1K=065%I``X``Z` M@YD#ZH`ZK5`',W>P(-1A4)B_1=Y3E_SWU;G;,.$^N_GXC<7"2>DB3R!ZI4DJ M81WR:X!*_N70\CNPN+0^,^@YF1U`?XYO4D!L(#80V]&)K6>TK;;1ZG1`;B`W MD!O([93(;="WC%Z_LK*"H#90&Z@-U*8#M1UA]0#T!GK34GZ@MY.CM[[1;O6- MOHUIZ=&7<8Z?2UR=6KT7:N.S=R\8CV.1Q"C)5,.2\AF4)$!)"^@/]`?Z`_V! M_D!_H#_0G_JG'OUCS#T6FJ#V,:HKO$`63+IN3:O``^`!RYZ':-371[SJIXW9O!?@Q_`#^"'I=OLCM%#>3G$95^N.9_#*+GC M=X*YPO=((H_4ULG$2R;T*FSD/<("RYG5+$"E$*3S`G6'1EW;;@-M0!O0!AL' MU`%U0!U0!]0!=?`L&Q.F0@&Z_+:L`)V[O/D)5*?',@+VQ!Y&?@W?$XLM__#D M0&^@MQ.E-YG+V>NA6!.H#=0&:CLI:H/G!GH#O8'>3I3>*LZ\W59J+\K,;8#: M59:V"]K33WX-T#_0W@L3BKN&9?;@T.FUS&.3<-PP'?KB7-=Y(GG(4$2-SY=Y M&$_8B'L1N^=^*NK1U]JD?BY6IB(!ZJ&'-5F2)V2D__:3KM$S:SIW;HU<3L4@ M@(7`0F"AZF32,_JF99A632@:-6;^L;/:MKM+HUG4!]PM[2V9]X\W6V&#!?`F`3 MP>,T$JI^";MDOWA\Z/E>XHG*MH2`P+??W=:PW6O56[-3(1N``J``*``*@`*@ M`"@`"H`"H``H``H$,/90C=*1O?X\3H%S>T$J(!586H`"H``H``J``J``*``* M@`*@`"@:&J@X^8-D<,`W#NO:06W.\+"N&BHFG0K1@@?VDT_MQ<2;SQ,5%/#0 MA$?:W9[1[1^L-!$X!AP#7P.^!G@`/``>:!@/7+1;FV.)UN&`R2RQO? M"\3E6"B1F5;KA])3NM,D,XQ69@_H054ZCTW3@699EEJDVX`:F%KM'V]"&=O: M#R=8([JS*&8+_@/_@?^TY[]:EPC`?>`^,>.*%P74:T%#)]F2O^!(FSY5CV+(?J]LQK/;2 M=HQ+]4V%\Q^_BN4Q\^GEL1W:Q6XF82J+/+-LNHM>K*^&LJ0FB5IB MWKBP7)W`FPA6N_I!N1V3[!G/(?L@(L&\R41BQ:-Q&)'&RU%Y)"@P0:)Q:10= M,1F*B-FFP:R6V;YB\B%,$)'+^]S2:,42Z=YD2E_0]Y,P2NX(3,P/.2%4`5&^ M8$K?C\AJA@JTD:#WTL/D+K/P(:#[.+7)%=2BB2<_#GE,_T\LDK]B&H7WGIM! MF5-KO^<"CTFL4 M>2GY,"]A8TXM]^(DC.3X^8\R&T*02JM+?8^(S%4<][2B%G__[<__]1___F]_V_#X-0]43_AG$`YC$=W+!WT*IFE"/X>!0\U0G9H]FV@PD'#Y M*D8_O?KXGM2@\]_6_]R^?\4\E[[@3G+9M]_WWK7M0?N=_:'ST;+>M\V!W6Z_ M[7;?WWQHV1]?_=<28LL:>^M-:&2_B`?V-9SPS3.3EP"^#.\E=._E7ZUZ'>J; MAZPIP]!WGYT1[>+123TFU)"=E#9*^60L)U+B3*F6I8&3."1MG1VJ23@K4VQF M7CWH6!JVPM2V/9@I@$[8T(%/1S6E(CYDD]BMG% M+^)>^',A$)?-_BYHIA+!Q-Z?1#5!,HYSQOI'&@AFMQ1;K2Z5[?(*)<",^SY2 MT[T@3J(T^)AXQU2A(>>^2<1,[XD=P.&B0ER,R1(0%S M]D=*A$:>ZZ.D)2^^8N_&/+BCD?.RD2G$+0?TL7"OY).ST>=)$GG#E)Q=-N&2 MLN+43^2]2D\67BAO=L@ZO-]# M<><%@=3)_(LI#63H$O>_3Y5#IV3O13&-^UQ7Z%JI'Z6A*EX4*7*7Z)+N"YDO M/A0^^_SV&QM%X82,0LQ^OOU<,F/DKLHO;SY^FW]I%-W,&K/8RU]O;S_)KD9D M'!]XK,!+DTHW,U?42V67@Y`I##&[)`/WV2ZU=_>9MJ#=!3>JM68'>OFA01A- MN+\09S#E-;,'9S3F"-_/K_GI5>N5^DSS9J?X_'*#\>"YR9C^I#[ETW4U(YC& MXKKX8\5>S!M5S@R=3>$':RLY;)%;JMKRTZMV_X=G@P.+88K\1O/`]UEV0QJJ M>0?/OAKFA6+`,(V)Q>.:@N[5;(D^L5T*K4^9'K(?;J:9S:L%]"@9QJMOEVQ,W3:J0P@'Y`/R*<"`9FFT1T,P#TO MX)ZSCP%F%03NN!?$[,(/XUC$K]F%7/.GR]P?TZ#X\S7S`L=/Y?J=%^#$G"/, MY@\^6Z\>K5K8/NA/G?JCEWP:RN\++5!UQ"L,F3E.)&:9!9%PO81EQ"_7P+VB MJCBQ?3AY.J@&G.Z$T],YQ6##'-CHF%95BG,JCB8``H`4`.G9J/L&._V62%QGJ7]]]`O>`>U[*/6U89J`#Z-B`#E1OAX5^F87.\N&E M05[0(K4R::X($4*^G,Z^E,!J[>:3>O? MYJP-T,&O?+%?V>T9=K1I`/#L&01693\+2`0/RLM7-CU%1J"`2/E'QX-L'.ZFK)*2T<\*ZA3,5;@*?`4>*JA%3S.AJ4J/;%V4P-+ M]RQ@$@H7`,9Y8_!-MLG MV70KV]B].N)-R,=5MZ%B%I#RG(Z@U@;L\\OL,TXI`O=4HTV6,;!QA"#P`#QD MM[4K"A@::H2K4PD< MU8,<#NUR.*`_T!\`$V0"6UJI[7B)U^1JO3,P;MRNP&ZE># MX$!P(#AM",XV;+,+=COZZH:&E(?J_*O5^0]76!6EDQ30Q5I;L? MSZ:J-5@(+`06JI"%JMMS>C8<].+*^L7??_LQC2_O.)]>?^1>]"^Y*^1&^6N? M!8_32+B_!E_EN>D1Z5+3 M?UO_<_O^%?-<^H([R66W^_:]^;YK=F[LF^[;WN#=3?>#W6Z_[=(_G7;KXZO_ M6AJV\A`\4XE_W:BOG#NPK`;E,P6L]D+2\/YZ<2L=;AY%C]*7SO;L2#]:D/,\ MX=)M+V_F&2G__"T/OL^VA_7>D,OO!21QCR8#Y*,G4:J6SJ7/O:)<+VPAP26, MK@LH*3FXI`R14H1KJ<19)Z1O/[<*&X_@VD4^2AJ'ZL=[X8C)4$2EOI@;)BR[ M]242"Q,R-9S9W&LHR%I?K?9TA\,RK`V*OF!$S^FP#*N]YVD9=OO0ATFT&G)Z MQ:[W->7X$?3O//O7:T@[]1Z_3;2ZP,QZ98"N%'=?-*;- M$T'^[C3)IA]6-N>@!\T&$>@`.HX\0_I0+%_J.8&;!^!.-^16YU;V$_XKRXUX M2;407;=ZZICHI8TN^ZA#I8M]/+C]TZ#(!_0'^@/]@?Y`?Z`_T)_3UA],"\YF M6M#X*,&^<=)W/!ZKC&TW%6P4A1,VY,'WRLJX-7(;D/JTD@-VR-/`C[_M9[T, M.H;=ZQD6*OO"O![?_0!/@"?`$^`)\$1C>6*V*1)GYH$IP!1@"C`%F`),`:8` M4X`IP!1@"D0ICL$39[\J\DEFGHHXN1R2!&4:N2NF8>R]Z'@;79<3*X=1UVCW MM]Z>?"X0T@\MVIG:LP$(/%+`!#"!'0%``!#8$<`$,`%,`!/`!.Z6=@`Y^\C7 M1^&*B/MLE`9N+/>]/[TA_$RQ8QE]LV6T6I4=;7DJ^-$/*C`P\,,`$\!$6YB0 M+6D-C,&@LBIM``E`GJ5'9]^*NC1#R@P,(%UC8/<-:_N3O`$2@.3<0#(P^X8]P"0%$`%$$.X"3``33-H1 M\*HVX/7S[6<$O)[+C^P.#!/YD3`P,##PPP`3P&0/6V*;`Z-M84X/D``D&T#2 MZ7>-;@^184`$$(&[!9@`)KN[6X-6US!;)D""L-=BGI=[SP,'`:^UP6+3:/<' MAME!Q`NV!;8%+AA@`ICL84PZ)LWG6S90`I0`)3`F@`E@`I@`)H`)?"[$O0X< M]_H<1LD=OQ/,#WD0L['P738*(S:E[T>A[X4&"T0"4*W9,6RT.I8QZ"&6#,L# MRP,'#3`!3':W)9;9P5G;``E``EL"F``F@`E@`IC`Y4)([/`AL;>_OLVB80A] M;<".:1HM"\E@L"ZP+G#"`!/`!#`!3``3^%M`"!`"0P*8`"9ZP@2&!!&O-;?= M.$Z4"I=Y02(B$2,\;.FPUVI\:S(`#]L`X3"5``%``% M0`%0`!0`!4`!4``4``5``5`T&!2-C[3MGX@V#6/O1?EG]2)#GP6-OU0MD^I% M4']\OM01,`:8`4VSI3W11`!DL`98`2\"?`%.` M*<`48`HP!9@"3(&9!Q9`#KX`XL5.F-)M09@(;,-?@YRV:;2ZIF%:``],+);4 MX8D")H#)7L;$-CIMK"D#)4`)C`E@`I@`)H`)8`*?"]&O0T>_WH:!BZ#7.LST MC$[',@;M'C`#RP++`@<,,`%,=CXPXODK?%Z72# M)$E2;WPO$)?C3%=-J_5#Z2G=::(>+DK$P?3!]&^$Q M`#P`#\`#$RC`!#`!3``3P`0P`4P`$\Q)](''V<7A;APG2H7+O"`1D8@3-N6/ M*A*'V%MS@&RV;*/7-0%FV#K8.KB$@`E@LH\EZ:"H`"`"B,"2`":`"6`"F``F M<+@:$(<;AI$KHF*DS>F?+`Y]SV7_V5+_G=0FT??TPSU/O'O!_/DAQG4@K`ZI MZH3`KFW8O4Y5`'Q.6J<"T.9AL;DV[M016(.K"!@"AH#ARV!H]]M&I[J"HH`@ M(`@(PA("AH!APV!X85NF8;8KRX[:5EYS/7JIP/0YU^`U``O`(H;3!)-9"K+^ MF,BDO[77E_XN]6LE<6^YHXLJU2:%45=X`2$GN;Y4WU07#MU)%"_ISB;YEYZQ MT./64H?EY_)+@C":<'\!9Z:\9O;@)-L/+7P_O^:G5ZU7ZC-IFU-\7B.E6V\B M8O9%/+"OX82OL-2#YR9C^I/ZF.LY*;#/I[&X+OY8Z?R\4=%:]FFOY8(MPOFJ M,3^]LML_/(NI1?SF-YH[WCU$_\ZS?[V&M%-O?FG(9@6-W69; M;[_9$7)71J4">R\<,1F*B-FFP:R6N76X%RORS[B@%U[`DG&8QCQPXY?,@F<- M/H8V/B/-%^KG'C)18_4P&T=^<.V[E_<3P4"'H=G[K.&BKKM%W$O M?%;9GB\H'Y3OIS&_3V-DRN-MLE; MNVZ3UVU$@8XFHF/##.E#G'@3G@A7SPG<1^Y%[$6SN(8$W6I==YRCY(3_NHEC MD<37=1#!P8%>IPI49&A@2*`_T!_H#_0'^@/]@?Y`?Z`_T)\3FG?N&WE[Q^,Q MXX'+W%2P411.V)`'WU^RY;UR4>DAF+]4+8+J>UQA`KBZS3+:'=,P;92\A)4Y MNA4&"X`%P`)@`;#`45@`A>;``^`!\`!X`#P`'@`/@`?``^`!\`"B`UA)6*\9 MG_*SKBZ')$&9S.N*:1A[22WE<_?FC,.BIFOT^CC('783!=OA30(50`6L!/`` M/,!*`!5`!5`!5``5\)T0DZH^)O51N"+B/ANE@1O+?<%/;Y@]#ZBTC4Z_8[1: M+<`%Y@/F`TX54`%4;+04;6/0QV(?,`%,P%(`%4`%4`%4`!7PGQ"8VD,-PPN5M\T6F878($!@0')#4C/@O$`'H"'W$+TNH8UJ.Q(0B`" MB&@X(C#Q!BJ`"J`"J``J,+]&,&H7O;CY^`V!J/)M?:/=ZAM]&Q,-&`\8C^PV MTQ@,^L`#\``\J-MZ1MMJ&ZT.;`0P`4QDMPWZ%K9A`!%`!`)10`50@?DU0E$O MU(R?;S\C%%6^S3:LMMS;BJDWS`?,!YPJH`*HV%29L]MJ&5T;E@*8`":RV[K] MCC%H#8`((`*(@.\$5``5FV;9_:[1:?>`"02D%G.CW'L>.`A%26?*5F%;&TO> ML!RP'/"G@`J@X@E3T3.-5@_!*(`"H("I`"J`"J`"J``JX$`A(K67:GP.H^2. MWPGFASR(V5CX+AN%$9O2]Z/0]T*#!2(!AM[8AFG9AFVW`2'8%=@5>%M`!5"Q MP5+8IF68?91&`":`"5@*H`*H`"J`"J`"_A."5?MHQMM?WV9Q*@2ELMM,T^AT MD68(VP';`8\*J``J@`J@`JB`\P1``!`P$T`%4`$S@5A4+5OY'"=*A!R+!,6FDC=VU[!,Q'!A.V`[X%$!%4#%IJ4^T^CU M<.(8$`%$P$X`%4#%>E1<]#I&I[K"M:NC_M+N'VVR^1IH`5HP^3['.%6E*#F+ MOW[Q^-#SU5F$U[OP@ET#+SRC'0J0'N@/=`>:`^T!]H#[8'V M0'L.J3UZR:?QD\_]DR2F8>R]*#>BWI#,T23QEZI%4'V/*R^'WC8-L]]"1`I& MY=A&%QQP)`[`PB9X`#P`'LA\`1L<``X`!YPI!\`7``^`!\`#X`'P`'@`/(`Y M`18-UBX:>+$3IG1;$"8"VRJ3-W;/:'7ZAFGB7%'82Z0[PXL$*H"*)TS%P+#; MV`@`4``4,!5`!5`!5``50`4<*,2E]E*-MV'@(AR5O&G;1L]L&QT3J9VP&[`; M\*:`"J!BHZGH]TUCT#$!"H`"H("I`"J`"J`"J``JX$"=0SBJ.E7XS`.7)V%$ ME[%(N$),Y"&(S.%3+^$^/2QTOK,5Z>W"Q'1;G$XW2)(D]<;W`G$Y%DH@IM7Z MH?24[C11#[DPLYJ%]*`74MVI0KG3[P+#,&PP;.JV7JNRNJY``]#0<#1@\@-4 M`!5`!5`!5``50`50@?D$(F0OU8$;QXE2X3(O2$0DXH1-^:.*D2$JIBUNS99M MF(ANPY+!DL&_`RJ`BB?L1,O&F9%`!!`!.P%4`!5`!5`!5,![.G2$;!A&KHB* M@36G?[(X]#V7_6=+_7=26Q[?TP_W//'N!?/GIRK6`:@ZI'K49"]CT&U7A;?G MA',J>&P>])IKP4X,<#7X?4`=4`?4/;T]H=LSNOW*5EZ!."`.B(.=`^J`.JU0 M=]%N]8V>55F:PK;BF:O-2^5SM)#!:\`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` M874ZC<)IY-&PJ3=DOTQ$,@[=^$K:GWC.]`3OB-[*8WH7714)1R(T?S+9'ZX> M&5(;".>2%P/Y^$K9^TA;IFUE9AG#P)4B_$<:B#F! MV2V#2>CN^_;,6,O.'ZH?[TGVDZ&(2GTQ55]6??U=^G+%V(U/.I#>C0O_@NA8 M6HK"B*B!&PK?$_ M^214Z0(Q)XVB$E22B`*@RC8Y'$ZZB$05LEP3YC/4$)6_3>NF8.SR*'B7+YM0J<_QE#O%YY=[I`^>FXSI3^I3'B52SO\T M%M?%'RL(G3>JG%(V#]6UUP;.MLA*4XWYZ97=_N'9B-1B]"N_T=SUOM:A7WC@ M^_H-:2?Z=Y[]ZS6DG7J/WR9:76#F0R?(K[&,)7LB9Z(BJC>^,8]JL&_IA-SN M1W:K%@>>#$8UKLK`DU(]]NJ=K??R70T"DTXZV^B;(UU_MV#YA?+BPS2F>4K\ MDH7X68./H8G54N0>,EQ]K'K0NWQ&O.UTZ+"M4]3]@J'6;7@;FW-QUE!1M_TB M[H7/#IX4!>6#\A7*5]F61B@?E.^ERF=#^:!\AU>^+WFFRXTK$R#6A.EW>*:\ MK8K\']66EU>WTVU$@8XFHF/##&F6P:/G!&X>@#O=D%OUN=!SE)SP7S=Q+))G M\H^;4<#D2+SXI`BTT64?=7UTL8\'MW]U,B/T!_H#_8'^0'^@/]`?Z`^F!>*2`"6`".P*``""P(X`)8`*8`":`"=PM M[0!R]I&OC$5AW:,TL"-Y;[WIS>$GREV+*-OMHQ6JP7\P,#`P,`/`TP`D]UM M26M@#`:556D#2`"24P,);`E@`I@`)H`)8`*7"^&ONL)?MQ&7[6*Q<%*ZQ!/( M^%J#'[M+Z.EU@1Z8&)B8]1#I&)8]`$``$`!DDPUI&SV[!X@`(H`(9O.`"6`" MF``F@`DF[0AY'3+D=?/Q&\)=3R*G9_0[?:/;PGP>Y@7F90-(3&,PZ`,@``@` MLAX@76-@]PUK^Y.\`1*`Y-Q`,C#[ACW`)`40`400[@),`!-,VA'PJC;@]?/M M9P2\GLN/[`X,$_F1,#`P,/##`!/`9`];8IL#HVUA3@^0`"0;0-+I=XUN#Y%A M0`00@;L%F``FN[M;@U;7,%LF0(*PUV*>EWO/`P&V4'$"[8% MM@4N&&`"F.QA3#HFS>=;-E`"E``E,":`"6`"F``F@`E\+L2]#ASW^AQ&R1V_ M$\P/>1"SL?!=-@HC-J7O1Z'OA08+1`)0K=DQ;+0ZEC'H(98,RP/+`P<-,`%, M=K@CE1)V!G8&[AA@`IC`D``A0`@,"6`"F``F M@`E@HB=,X&\A_+7FMO?TPSU/O'O!>!R+!$7`UAW0U48!,%@76!*D\CCH^:U\`3\(0I M/L)C5-#SU='7%XSQLZ;#7:GQK,@`/VP#A,)4``4``5``5``%``% M0`%0`!0`!4`!4#08%(V/M.V?B#8-8^]%^6?U(D.?!8V_5"V3ZD50?WR^US+L M3A^T`5M:I?D`2YP42R!Y!$P!I@!3;.E/=%$`&2P!E@!+P)\`4X`IP!1@"C`% MF`),@9D'%D`.O@#BQ4Z8TFU!F`ALPU^#G+9IM+JF85H`#TPLEM3AB0(F@,E> MQL0V.FVL*0,E0`F,"6`"F``F@`E@`I\+T:]#1[_>AH&+H- M,`/+`LL"!PPP`4QV-R8]TS+:[190`I0`)3`F@`E@`I@`)H`)?"X$O=:*L+H@ MUV<>N#P)([J,1<(58B*/&68.GWH)]^EAH?-]M1[C#B^2M\7I=(,D25)O?"\0 ME^-,5TVK]4/I*=UIHAYR86:5=.E!+^2^L\%VIXN2L3!],'T;X3$`/``/P`,3 M*,`$,`%,`!/`!#`!3``3S$GT@%N'"=*A\'\^2'&=2"L#JGJA,"N;=B] M3E4`?$Y:IP+0YF&QN3;NU!%8@ZL(&`*&@.'+8&CWVT:GNH*B@"`@"`C"$@*& M@&'#8'AA6Z9AMBO+CMI67G,]>JG`]#G7X#4`"\`BAM,$DUD*LOZ8R*2_M=>7 M_B[U:R5Q;[FCBRK5)H515W@!(2>YOE3?5!<.W4D4+^G.)OF7GK'0X]92A^7G M\DN",)IP?P%GIKQF]N`DVP\M?#^_YJ=7K5?J,VF;4WQ>(Z5;;R)B]D4\L*_A MA*^PU(/G)F/ZD_J8ZSDIL,^GL;@N_ECI_+Q1T5KV::_E@BW"^:HQ/[VRVS\\ MBZE%_.8WFCO>-SCP^PY]7[\A[43_SK-_O8:T4V]^:,EQ]K'K0.QY%C]3`;1WYP[;N7]Q/!0(>AV?NLX:*NNT7<2]\5MF>+R@? ME.^ERE=9P2\H'Y3OI!.>"%?/"=Q'[D7L1;.XA@3=:EUWG*/DA/^ZB6.1Q-=U$,'! M@5ZG"E1D:&!(H#_0'^@/]`?Z`_V!_D!_H#_0GQ.:=^X;>7O'XS'C@``^`!\`#X`'P`*(#6$E8KQF?\K.N+H5S]^:,PZ*F:_3Z.,@==A,%V^%-`A5`!:P$\``\P$H`%4`% M4`%4`!7PG1"3JCXF]5&X(N(^&Z6!&\M]P4]OF#T/J+2-3K]CM%HMP`7F`^8# M3A50`51LM!1M8]#'8A\P`4S`4@`50`50`50`%?"?$)C:1S-N(R[;Q6+AI%%M MAXPW#"Y6WS1:9A=@@0&!`@(?<0O2ZAC6H[$A"(`*(:#@B,/$& M*H`*H`*H`"HPOT8P:A>]N/GX#8&H\FU]H]WJ&WT;$PT8#QB/[#;3&`SZP`/P M`#RHVWI&VVH;K0YL!#`!3&2W#?H6MF$`$4`$`E%`!5"!^35"42_4C)]O/R,4 M5;[--JRVW-N*J3?,!\P'G"J@`JC85)FSVVH971N6`I@`)K+;NOV.,6@-@`@@ M`HB`[P14`!6;9MG]KM%I]X`)!*06QXX"$5)9\I685L;2]ZP'+`<\*>` M"J#B"5/1,XU6#\$H@`*@@*D`*H`*H`*H`"K@0"$BM9=J?`ZCY([?">:'/(C9 M6/@N&X41F]+WH]#W0H,%(@&&WMB&:=F&;;\%X'(L$Q::2-W;7L$S$<&$[8#O@40$50,6FI3[3Z/5PXA@0`43` M3@`50,5Z5%ST.D:GNL*UJZ/^TNX?;;+Y&F@!6C#Y/LZ`]T!YH#[0'V@/M@?9`>PZI/7K) MI_&3S_V3)*9A[+TH-Z+>D,S1)/&7JD50?8\K+X?>-@VSWT)$"D;EV$87''`D M#L#")G@`/``>R'P!&QP`#@`'G"D'P!<`#X`'P`/@`?``>``\@#D!%@W6+AIX ML1.F=%L0)@+;*I,W=L]H=?J&:>)<4=A+I#O#BP0J@(HG3,7`L-O8"`!0`!0P M%4`%4`%4`!5`!1PHQ*7V4HVW8>`B')6\:=M&SVP;'1.IG;`;L!OPIH`*H&*C MJ>CW36/0,0$*@`*@@*D`*H`*H`*H`"K@0)U#.*HZ5?C,`YJ[*ZKD`#T-!P-&#R`U0`%4`%4`%4 M`!5`!5"!^00B9"_5@1O'B5+A,B](1"3BA$WYHXJ1(2JF+6[-EFV8B&[#DL&2 MP;\#*H"*)^Q$R\:9D4`$$`$[`50`%4`%4`%4P'LZ=(1L&$:NB(J!-:=_LCCT M/9?]9TO]=U);'M_3#_<\\>X%\^>G*M8!J#JD>M1D+V/0;5>%M^>$Z+$:YY`HGC'CBA<%U&I`JR/9DK_@B3R"XKJ(?2AL6 M8=8F$*DK/'IID%Q?JF\J=!7]`V0L[M`N=CL63-"P3G@B7#;B7L3NN9\*QB?J MW(=1&+&$KIELL^-9]H%YB9@P+W#\U!4QXWD>*`V-1Y*=)X2^H<=Z M!5D6CM17@4@2DA==^$?J16(BY%W)F">,^V2SU35O>?"=)2&+Z5H:-74VN5S; M(#V;V]]`W&4K'MG/81#+W^DI<4BJ%X^E!?!)0R)2P;'P74;*,?6Y0WHQ?)R_ MYL%+QNI3S"B^+N4KUZIN'K"G#T'>S1W^4*/^70OG/'HUIY(P?K]@^&>/S9DN>*['(N'B^ M9)XT)GTA59Q&'A%<0C16.6B,":MC4F/,^4L+3YI=N(Z#(YW]+2',E-B1LWH6!JS3\2E%R_FY.[Q/R)L6"2O4)9/=2WWWF MBWOAS_BP]/R\I>K1U#U7D%Y/:/!=^6SZ8O$!DH0#>J&[!.()C[X+:MLP%M%] MUJ7'XK<-+YMQLY2&Q&(A"QI&[;6TV1A[6LGGFAUOJ=ID5D.Z-!*"#:.0NYFR M5.A_-6K4%AP`N[7D`+3[-6CA/HSWC"?]BQS*N9$UV2>E#I7P++MD_YV&DJU( MYQQ2MXLTX*Z<.0CWM2((Z08JAZ8@S1)/2,[T`LE'W%%V/RMU]C06DI)),T>* M]\>"IDLODY17M8*9N;]+K%I84'_&NYOMI,&$IY[ODM_L)#39DH@)BD]7[--H MPYULS,F0LW@J'&\D?8X+A[H1$8Y2[K]FT@4PZ/>L=5;6$C8A7++A0A-EV^)T M&"><`$9>0N9&CU+R%^0S"@]@G8E?>'9/4$.96:(WS":Z3SUO#G=;//P_*GSP0O"I'BC&@GV,/:<,=VF9BU>0*^8 M9&Z3)R=&A%1I4Z?ID-Q<_Y%:9Y=:YSVC0>M49K.NL`MQ=7=ES&?`A`J1^:"/ MGIP,.6ETO^&I](T33B9A0..;MT$]AHQ_;*A'>!.:UM'7]R%-L'()O7ZC?KIH MOR[&>/9L5V:G93T)'&^J%$=-Y-74*HK"H01M-B\KM2/G=^)I+G^15PH_=T.C M7%!$Z$&%$[)F^X\GS=AVQ8S]S^`EW+N[BC5*@VJ?@:B02R3N/?%`G"I%OFY* MXO@T`F2ILDFG\MXX41&/B(6(.X8\]N(K]HY(\BZC9CEH:R>CV?Q847`VQ!,N M8Y1QZB?*7M#?BR^3-SHB2KC\=9TE4'/P6*S)_R+BII&(9`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`P/Y:SO"R3@%H_6_1*(NY* MGG`%]XD,BBDK?>/%<4K?9/-&^CQ_R'RR2M]Z\K=PI%:TYJ223RF+F:%,"+AB MWZB9:NO!H](/-U0-52W(U@M=[A5KA48>Y5D5Z$SF"^D::FV-II?S5F:SUE*[ M\[4[W_LN%KI`?R=AQ.ZB,)U*?57=H,=&WI^S!JS,[DZ2<,?=]$=S)-X0J#\X+LAQX]2Z9YRME-ULD M59HH5Q]'Y(CX7J)<'YJZAWY:K(U.PT04R3\BBHCT,GU4' M0[3^_7P!^)$Z4.)))PS-K30*BGAJ5!B9IR(+%'?9B0EA7#'([<0E8I-!02VO)59 M`KS\*8^Q980PZR`BM-7E@?PU+DDX$)&.%V?:@N(A]9IQ6[(C@ MI&>NQX/7L>,RW"_21^F;D<*59<>A.7NRCNL@1Z)YR0'9:A5E>,N$P\45=?R17PQ<0^ MLM9>GA,Y;\T%?>U[!,+7ZJ(X'?Y.)D8^>)1&RCQRTM]'LG+LXDG+;:B6D*V/ MI;C#HLVDVG+WG6)LF2_M9EM-U,KMW&.9#Y0,Z]*-QKJ\S`6+E6V=DN'IH9?1 MQ[);\'K1$LI@N8U9`-7,DGY ML!7B>KVT+D1M&8KGWJD(*,\W*KU6?2Z]-3/7RDFC1[R>;23BF3Z//"G?[-*( MSS,^Y6]+2O)I9!3)Z]D+Z#K76.B(Y"X"S:10I46)S-5':@BID,S/E`8^TX_9 M?KUL+]U"9V=D.4P$TT)*);FL7+RAY]2W0+D@#E>68UDPI-F=B6 M>K.X!BE=M3FJPJS=Q<#E[>?RIMB)O*&4X)!,4QU[#RNP1]L51=#.`I6="%$> MLY**S=A*CI%TB5:\E=G<-$_PVW?JZ)#W%%T750V6LV2EM<]Z(3/R2OFQE:;F M2<#(J#\9`G*[`CEU2&.U+S:897]GB>0DF>2*_1K,LB;+1F#N@^8+XVJGXM(3 ML@=O7.-BH+9B3;4?JE\UW2XS(=S9>[\,02N6)K/%5#2;?Y:"6+/MTO.I:,P$$5#X.`]3/!&<6TQ,4!66 MN?-=+0AY-(^(8FF^^23,V[TH57+`C,SOE+V7*0W2RX@7TKR+G.["4/I1QQ!:]\0V06O'?9).M"EB0I,3\LP)OO1LPQFEL'Z-4A].K&O5?FI[9, MR-GL.%[F\6T2=L6?T\S/7\G:G;O[O.C"#GF\,AI)+U/9B&%1;4`NI"C[EC^Y ME.E;O&M=DF]Y<6XUPK$8W9@]IT@FSO)4U'*4W+(]VX'[*(UQ.IDJ6*^V()QF M;H+:1IXEXE:E2(%XR,R\7,)5'K-,\I@__N_?/L2S8':NI@$KZGJH1[B>7-(5A>M+ MN)N&@5PKE0&&+*I`SCE9)[(^A2!Z$F+O\LVR#WIN830H9^DJ&Y)[MXM7J.:.:7S(^,S7C&3CU,79AN3';(5+3/EC!O89SO)USUED MF68W8>"J-7DE12Q\:@*YXL#IV8ZHKVHBDU4[D'L1L_*`]0(O7Q+X,UM5P+:X M8RE#Z:RD&S5__?&7TN[NNMP;R;/+GDV>5EHT9YVS()EY@9)72F>J(UPFC)5<^\H](-F7,T M"]MFH5R5+\`C=]WR;CQ+KBD#2DR?+Z'F!26+E6;V>^K>*8*?9P@L!@;DLN"\^\T"R@LQ#O(DLGK9P&+N04EB7V/ M][`]8).5=2(O+B^\E^0L\4G?H\R6IB=3/ME?3T&RH]3RL2E.?(/?J>ZB90Z.=J MQX4:#M5]D!#(1_-BQ\4;%YS'?/9D-"F)1=9(K'?ONY"\+:I1?DN:U&R*12[-L665(G.XZ-?E%1_TF&HE M$6"<9)YVH7QP2;2*4',)TK7T1%5.*>HDQ<7.8D.5/`A=\R+TBC<+ZI`W(EW4 M\34=2%-/O&A$TM(+"A*<=#%@X3V+@A*O,;$7"S>$TOC!PM*8S*@7Z5L&,NEJ M6`;%K-?I$_EF^&/E,.B2P[,69P4&>J)=;KYC=;FW=YC[\C]G;;ZEKB^U@*9) M=6-5"?7S?)U+Y(966/:)E>A\]+L.8FK3> MR(WV4A2C[T+"E[S>+V*/I!@%<<^(_U`[AD^^?/K^5BW*/&^@=-\?#"P`"TO7 M423[(')YBUU<%C!1V#M_*3'P?.X)(``(&@:"?ZQ;9B^L@7Y6SJY:3%6U"%GK MVCPAO`B@0DHXJX96P6A:F[:Z#INEO]52_@O9BT%QC:.XF8!>84%?3WK+[#0 M;E'6>Z0ANHCN\VHMF=PB1]OUTK/>7JY#`K/IM)A^\>5"U3&5W?UCJ6BID#J- MUM1.("U84^E$UD"X_,FNJ0@TZP6\:S-7)XCB0CUUBAJ\M%#C%,=;:)'%;@-9Z.Z/YNKHB_.,M]/Y@K*K^I=I MT487#_W9J@#YR5'+Y#K+NH>E-<4J$Q#E7?2>+U%^\MZ;ERS+5_ER+6\5A[++ MB3RP,NOJH0819IL?Z$73TIULX$9A^^EBL\OTO60;`CO*&N'*50NU`[Y0Y"JV MKXW2W6;JK$SZ:MKL*.U3E05X2T=GDON?+F=D!XND7Y@?NJED?<=]N5K]N+@A M-MNM5ORZ_(/:F1H9;.)&XFQF)]W\I<[>36EMXLYD_R917L!^^?XQ[>`DQ;U< MS9KOB0*_U5,G7CA5^]O\5.W+]%3M[^)4[8I+Q07^%P[Q+A1!98=^JR._4U03 M,.9Z*C?+V]F]9EX2%9;51^F9WU&V7Y#^(!^X#[ M(X%^*BIX@F#&PQ3MDG[$*CW@48_YSW,LI6]0(VT8NS_X2*U@BCT&Q91.L2Q6 M&AY7],A2WF6^T2'?OY!O-E55:D_7?ZHG")66OS^;%UC)G1>1*JLE2^-Q58DJ MT*DJH]1VZS'G:5E6XMMBAP2]WTC\-NO8HBZ<7_>_T5(8E=;#ID[&\@%=R^4G M2]O""Q+*5NOG-:D+.Y)D:<_*2XB&".Y4@#IT58G?:Z=5@[VSI9QQM>E[7)$= MG][RL/`NIGP7'([5(&+[GI6GI^7B>85[V33WL=C99K7`1_0+\!UW?A;S MW''.BNQ7.K)L7'0?55!U7]BS%7=.:Q5"K"[$E5%?A+IH]4,59J=Q9WISGS]@VB&4=*K%R6V6:]$-8UC\DB MD7DW&=5Y+G(XW5D(1/I_Z?U\GB8^\OKAK&PYK_*;BJ:LJA]"WGS/(?&Z\D`2 MZ?KA#%<]V$=NSO^':KO\;"UT"8%&=NXSD\G[*$MN&/-^CO,C0:7[9*RO0WV" MG_("P[2H6[8F*7)<>OXG.6B21%2SPODO9.M@\2WA!GT7S7`54Y$67U)D[*KH MY/5N2B-\D%H- M>W*/!2EXL;EC[FXK&U:^1U6X9F&A:_DP:/&Y>%-?[$+R\L6Q.)B)&Q?634M; MJ5X:N5J+-EOT3K=!2('4J2R8GT7\7?;#"D>N7]S.UU$M6J[GO5F/V4UJ9:,UV;0CU_H/W+)4<-@6+I-4TGJI]E M$E%8$;TM"XQ5Z->A@K6]!ZR^(,O:T:NZ2II0/ZC?_M3/@OI!_?:G?FVH']1O M'^KW>]KXX3POQ"LE_RNNBY+9,SLGGLF#]F>Q`J#*="YGP7YF(.J@#U/< MK3QE$:W`Q*[AFW^<%QNS@69*HYEJJ64?^2[Y::6?P)_*EDGY(BB1:=?+(&]6 M8(%[P11@"C#%4S)H]SI&O]T'2X`EP!)@"?@38`HP!9@"3`&F`%.`*1!Y-"(W MK-]>T3ISQY^3.+$]-D[\46D)8_TDJAU9;[QNM>=.3I4S6=>PVL.Z%.]0>`X` M!``U#CH`0\`0,`0,`4/`$#`$#`%#P!!1(;)?>]_>*;I\R3,FW85-GF`X/18I M*F>U`US$V%1F#5SD@!&`%P:.`D?IS%$E+\2"I0'IFHL4[5[0V/8[X&ECJ)]0WF+$.?7W]%?$KU@MM`8]((!*``* M@`*@`"@`"H`"H``H``J``J#0,T%A-CQ#@7:2>\TS(X]\4*T:T-0%3`&F`%-L ML*)DM*R^,>B@K0MX`CP!GH!'`:8`4X`IP!1@"C`%F`*Q!]+!>T@'?X_MF+,@ M9%Y`+\KL.^X[CT@,8[D)G@D\$\"D4I@,6T9KT`5"@!`@!(8$,`%,`!/`!#"! MO]6L',A>4B"+69@!W4U^P_4)4_&[TY(/TI@#JXHC-4!"QT-"IC$<#L!!``@` M`F<6,`%,`!/`!#`!3``3P`11B4X`.83,2*^B-,B7F+[$_G[V_:Q8+,(B>K#' MF;H3^WSQ'60$,H+-ALT&3$J'B34<&'T+ZQF`""`"2P*8`":`"6`"F,#A0II$ MES2)Z+:DV"B8:(!DRI-M-'K]8UVNP.0`"0`"6P)8`*8`":`"6`" MEPMY$:WR(M/$BUUD1<`],-$PT8!)A3`9=#N&9<%``R*`""P)8'(T,"E+',`% M<'%(N("'A13(OE,@7T/W7O1>]>Q;[HD$"$X+KX!XVA40SPNRJANC6G3_AOY` M?Z`_T!_H#_0'^K-W^4!_#CPJD1T/RPM+%H.1D$>N:*/HVAY69I$003X=>4/` M!#`!3`"3?77N[AM#[+P$1``16!+`!#"!)=%@H?8V"$<\S&;:G/U@4>"Y(_;_ M:\G_'7C*Y->/OWVY+.T("/UDV5R.JD*6.G%8!:;^)9$="L\!AH`A8`@8`H8' M`T.S973Z)A`(!`*!,(2`(6!XI#"$(43F:XV(7YOGN@EBVV/GU]]9Q)V$ON1R M9+TTJ72LG-+VH77KV>U/='0J?`!0`!4`!4``4 M``5``5``%``%0`%0'&&.8G%[L%7J]N!/?LQ#'L4L%'W50N[1?T8@F7IRS\@M M/RV3!N:.T=L$3`&F`%.\+`/3,HU!J[0::+`$6`(L<7`L`7\"3`&F`%.\+(.3 M[L`PV^VR)3%'0G/5XRTH!90"2ME^`U3;Z/71@'+I/0]T&WZ5&>;/01C?V7>< MC;CGDH`>:6S3J1M/N1]CA[Z&RUV'WH`$FQ&P&0$PW#L,._T^X`?X`7ZP@H`A M8`@8`H:`(6`(9[0A\#O05%AYB2_5D7*TO"T4]*;'>@4V_ER8C6TW9/>VE_!J MM$X+P3;9)I0DP+WK8:U&X1FA-=`J]`VK7=$R]QI!'8I5`$^!I\!3]?)4Q^J" MJ\!5X"IPE>9<5>GY6V`J,)56`@13-9>I*EWF>$946.<`K8'60&L5"6E@6$/+ MZ"-8/)9NV.6M9GS+US'FJQ=LRNTH";GL3L).V6^N?>MZ;NSRTC9N@.+1>O_H M&B[-\Q0X=QRD`E*!I04H M``J``J``*``*@`*@`"@`"H"B,8D*_;;$'\RYY/J)5CN2JEU^>\^HR4_H-H!6 M3SJY2V`J_>0'IFHL4[4'':-K=6,DITH^J<;BVFN5U:6?H'8 MY\-M5["7[059-4$^T!_H#_0'^@/]T5,^T!_H#_2G(ODT-"Q9&$'9V]JG,PI. M^(A-@S"^L^\X\P+;C]B$>R,V#D(VH]^/`\\--*H*:U=2%0;V*%\^>X_&*\[F M-SBU5<'2XJ&DK\`48`HP!9@"3`&F`%-L(0.K;PS[+9`$2.(P2.)5TC@8FJA` M"G`IP!8'QQ9P*>!2U$02R&2O7/:-VQ[C42S:LP8//A\A87WXEF#CUM65]]0X MO!S-L72*`,P`,\`,,`/,M(%9Q^@-T?$(`,-))_K8*<`$,#DTF)1J9PX%(#IW MSDL?(ZZIRI"7TV;/7]@`9LMM7B]UV=-[OV]IHM>.[NJ7KMYJ7/%B1!G[A:L0 M8!.=LA=E68.F[=]B@2'!D&!(,"084BL,@R'!D&#(K[Z&-"!'D"/( M$>38#'*$^PB&/"2&K*P?X7'28UG-"AO)C7`<*UTI^SFVZ?77?K_P<^&]GBD; M7AQ@X9H%J+=($Z5P7)\H3'TNWM0/PJGM+>BS*;Z3WUB.F#G<\]+O?'C3>B,_ MTW0XV>".X@G]2.^4:@'-L&?/(OXN^^']\JS. M!U5<<9RO0YMK5XTW6+24@_GPIM/^Z46E6U3_]$*SYNLDGWN\XW\]L-66@ M6D]@\_;O.&1C>*BKIXS:K16;:0[U+B*N0*&NN,.GMSQD;=-@5LO<^(2GYL&Q M=%_XQ/59/`F2R/9'$8Z"W@-@7^K8N`=9UH[@W_@]]Y@)]8/Z[4_]+*@?U&]_ MZM>&^D']]J%^O_,X%M7JYZ-_)5$LCBA9D>2N6=:=6RCTLQ8*9@TGP0,B@,CS M$I2;.QH05>J]P"``\`!Y`3(",ZV::\CF)$]MCX\0?E99FQ:[>%^5WA$?-RLLZ M1M^JK;W,H="6?@P%/&F"I\I;K@-50!50!50!54`54`54`56:H0H1U7[.6*\J MK=&`UE'JB/5X98LA\D=ZI.JKD%\#U+*B`]R>EE]SSRBJWW(`^^!]\![VO/>'K)OX#YP'[@/W`?N`_>!^\!]X+Y]Q+L#TVB9 M/?#>OI>/]E]'7)Y2G5]_1VM)M('9V@5#&QB``J``*``*@`*@`"@`"H`"H``H M``K=$A1FPS,4Z"2YU^3TJYFD^?GEZMZX`K,R#(^8PJN(("5#.P5*.:0R'`S`.\``\P#$%*H`*H`*H M`"J`"J`"J$!$@1S&?`1592R^Q/0E]O>S[V?%"@P6T8,]SM2=V.>+[^`><`\L M,BPR4+%ME:0U--K](1`!1``1L!-`!5`!5``50`6\)V0TJLAHB'8W*GUQBO0% MJ`8&&`88J-@9%98Q&%B&V;.`"6`"F("E`"J`"J`"J``JX#\AA5%="F.:>+&+ M!`:H!@88!ABHV!D5@_[0&%A](`*(`")@)X`*H`*H`"J`"GA/1Y>\*$\OOH;N MO>CBZ=FWW!/Y"1Q\7`&9M"L@DQ=D53<0M6BL#OV!_D!_H#_0'^@/]&?O\CDF M_3G.0&1A!+(]7U6A2<@C5_3\2`1B$0@4`%4`!5`10FH&/9-HS7` M`5A`!!`!.P%4`!6P$\A>O$93?OWXVY?+TLX.N`W"$0\S29BS'RP*/'?$_G\M M^3]0SA:44X4L#\M0OR2A0Z$MH`ZH`^J`.J"N(:@S3:,W+*V)%``'P`%P,'-` M'5"G%>I@YFI+0M6#PO0IXIJJY/]:G;L)8MMCY]??6<2=A+[DR>VOM&Q.D:KVP6Y@=Q`;B"W M0R*WX<`R^H/2V@J"VD!MH#90FP[4MH?5`]`;Z$U+^8'>#H[>!D:G-3`&;82E M>U_&V7\M<7EJ=<7EQF?WGC,[BG@\`!XX&AXP#1-H]TNK3`3'``.``\JN>-F?RWX`?P`_AAZ;)VU^BCO1SRLMMKSN<@C._L.\Y& MW'-)(H\TUNG4C:?T*&SDW<,"RY'U+$"G$)3S`G5UHZ[3[@!M0!O0!AL'U`%U M0!U0!]0!=?`L&Y.F0@.Z]#+5@&ZTO/D)5*?',@+VQ-8COX;OB<66?WARH#?0 MVX'2FZCE[/?1K`G4!FH#M1T4M<%S`[V!WD!O!TIO)5?>;BJUK2IS&Z!VI97M M@O;TDU\#]`^TMV5!<<^PS#X<.KV6>=HDG%&0W'K\6-=Y0G'(4$B#3Y=YF!VS ML>V&[-[V$EZ-OE8F]6.Q,B4)4`\]K,B2/",C_;>?](R^6=&Y3OC$P+<.T*EIF`1.!B;02()A(5R:J]&P>\!!X2"L!@H=TY:%*%R^> MDMG`Z%L]H]6KZ`3J`_:6CO[$FV_Y8L!\"8!-N1TE M(9?]2]@I^\VU;UW/C5U>VI80$/CFN]L:MGNM?&MV*&0#4``4``5``5``%``% M0`%0`!0`!4"!!,8K5*-P9*\WSU/@W%Z0"D@%EA:@`"@`"H`"H``H``J``J`` M*`"*AB8J#OX@&1SPC<.Z=E";(SRLJX*.28="M."!U\FG\F;BS>>)$AIX:,(C MG5[?Z`UJ:TT$C@''P->`KP$>``^`!QK&`R>=EMAH8Y;]YL>\TP\$`8(X&(+H M#HQAK[2CFP[%1SB*GGWE*=%RC[Y"4=MBHSZV,@&[^+9T693,GI@,DLM[S_7Y MZ81+D9E6ZZ?"77JS6!E&2]D#NE&9SF/3=*!9EJ42Z3:@!Z96^\>;T,:V\L,) MUHCN*)K9@O_`?^`_[?FOTB4"]8C?@_BE=@P;OL?J=@RKL[0= MXU3^IL3XQRMC>&*_2FA[;,*]$0M"-O-LAX_8[>/\,0]N/)&? M(GO*%5;$\.P[\0YTPY_I,D>\&P]G=BA6/<]*TQW=].*%9=-=]&)]-Y0E-8GE M$O.3"\OE";R)8&V7/RDW$Y(]LU/(/O"0,WJ?JDO-_?$['*M%NCX3QB>3[T9_2PH41/?/! M#@N/D>0EY?T+T&S1[$NU]`,6AZ0X8QY&[);'#YS[[#=^S[UH;@E,0>T6&R62N<74 MC=TPHL>Z/TC__'@B59+4MBN_*-2W,;*H"Q/O8 M\_F.5\6H#%W^T)^[_('90@*$IZXY"^&SN21$$>3)`6I?$NI M2_].R,90,/$H+`7I$KNC>)A1_L*DM MK$B4>+&X5NK)P@/%Q0XY##;]=>SZ-NF0G>L-O6M!;<[8]\29K-PADII$CA99 M6B&(J,"DKO]SD,1+VI6^0_J.XN/#Q'64<^RD[QDX!"9#RGU^M^7GI.]]R^]< MWQPUU6`6W_++S872>HN3"-0N>;6M-4X#B3?T@G-K>0NK'%-_);ZQHS.&>EW[G MPYO6&_DYFME.]GD-6F_<*6G)[_R!?0NF]DIV\<$=Q1/ZD=XIS:#((&T6\7?9 M#RL&:CZH8K%NGE49KFVNL4&YKQS+AS>=P4\OYFL6,T?IA6;-UUGMA@Q4\Q<\ M^@:E)Y(!@R0B%H\J6@L,AN&<+[CGZ M'*!JZG!GNW[$3KP@BGCTEIV(,@SZVNCGQ,]^?,MOEHU<+V07^JU!^]Y--0?E\8@6SM7F+*S'%"GE<6A'SDQDP1OU@#=[-&[\3V MP?3YI!IPNA-.#^=@B2=B8*-K6F4ISJ$XF@`(`)(!I-]&*S[8Z9?L].]9*B_7'X"]X![MN6>#BPST`%T/($.--2'A=[.0JMZ>&&0%[=G MR`IRF&J0T>YD=&(:9K=?MN8TJZ?_>LF@R3_@M`.<`*570`GV?^6ROR]'Y_D" M*AP`,%8)C-4WNMW2"NN/DK4`)\`IAU.G5UKRZRC!U%`7H#R#_S4)*=XG"V\P M-XH246Y//T:V)_XCML*K/E6R\0!*I`ZVQ`4E4M"?P]&?$EB]U6Q:_SYG;8`. M?N76?F6O;[1[`[B6B-.`IW+6/3KE;6,Y2C@=?:1VD_;C$C7.,A,;B>9_JKF> M;!(F&H3%@4C0@J)`4=L"L5VFP3^4"A$`I+$`*4LOJ:J*XQ M92E8TV2L'9W5+UV]]76]LX`C?%XKP6&K;PPM''1;J[L&=@0[@AT;P(YFR^CT MZSL(\BC(46>??>]`5ADVV3@F/1HG&*<5D-G!$6E3_?3\"]DS)F\>PVA.Q&D` M47X,@FPR'P>%`P;$UU8W/X99HX*0>[8\/(PN>N((C2AVO?2\KWGD4&6K6BWF M&T9P__!H@)W3U925VCKB14$=BK$"3X&GP%,-[>!Q-"Q5ZB'"3PVP<,T")G$0 M$@Y"PD%(6^K#%KREPSD=."CIX+PRG'2B_TDG."AIJ]-.*G(<01^@CT;2!PY* M*I\ZCK[\%V0R\OD MTC$Z5FD;+(Z"68[>Y\-)1OMF;K19@/Y`?_1MT[$/?E\8`4XR.BR<:K:+\;7Z MU#-:@]+Z+1^*7PD\'"\>>J4=9'TH:(`57KELZ9RB8@]DM#\&VVQ>9-,K;6/W MZHPWH1Y77H:.64#*2SJ"7ANPS]O99YQ2!.XI1YLL8]C&$8+``_"@+NN4YK0> M"AA@@E"A@::H3+4PD@Z7C19!J#WI&?V[,= MF'3N,MJ`75.-/QF@T316OP`;H)):=<]KQ$X_H]7M&\-.:78#_:M!<"`X$)PV M!-[\]?76!6EDQ30Q5J;L?CZ:K-5@( M+`06*I&%RMMS>C0SG/_^<1*=WMCU[=VV[X3_$KI`K-W+(C4O(-;RA M5[[P`N>/O_S/?__7GU>^^9G;XFMB+?8K11G.H_IW?A4)U!=2^\;'']Y<7XF# ME_YF_?/FZ@US1_0+VXE/NZWKWF#X\;IUU6I9P^O.Y7G_O-WI7/1Z'[NM7GOP MYB]+LU"4Z`N-]==-XLHQ`LNS6CPBP.HLU`"_:IK51_'U=RXYYJZC?K-RKH00 M+I/29;^Z/+1#9_)XQMB*(NRB93?DOA=V_TRR^S,W8DE$;CQYZS.*"^AZNE!Z M^ZX_2^+Y7Z=JQHMW41%%$/&G''W'#D.72R]_<>N1N/_WV(ZE`HD0Y3+P1Z[H MYG'&;N;/MNEY7%QDBSA%W-WVF;!@-L4/'K_G7A[5%.X_G>NF>+T1CWDXI>:'6VHVJXO8]Z0U_$U,Y]U5-]DFJ0RD\RT[9 MWY)`L!7IG$/J=I+X]NA?212+UG."(%2[?$5X-3F5Y&?1:%[VV2M9K M=3<6D)(),T>*]^\%37]PXPDIKQP%,Y7."@.>65`OY]VG[:3!N"OO/W)#[L3> MH_BKL,WJTQG[-'[B2C:QR9"S:,8==RQ\CA/A@8:$H\3VWC+A`ACT=S4Z2XV$ M30F7['9AB&)L47(;Q;8\U()&(`U^0OZ"N$?F`:PS\0OWCK*TJKH^\"CF)E5[ MQT[,M_,Y6I2@?+9+O9^<[K9Y.;I7>>3YP=Q]D0Y$^QA MXCH3NDQ48M+GL3@Z2[I-KDS]$OF(YU.DY3K>(XVN71B=^X(&K5.9IW6%G?"S MNS-CWNJ-4,&5#_KHBMRRDX3W3]R5?N,$TVG@T_RF8Y"W(>.?[A!PIS-/J-%] M(-+92D)OW\L_G73>9G.VH_T_"CQ8FDOZ.?%A\F&F3R,;?'7=99`QN`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`3K2I%[K[* M^#T/C27J'@4R;\A_N)%:%*4(AUSLQ]GR8XF]\KCK3*P!1^3LT`>//(7QDJNN MO*/"!"H$!7'W)GX[K_%?:*$PDX*43,'C"[+O35" MH^T]1JZB=(="%3MT(\&TY"-E@ED8[\?TV<*HW7,OF.6C4&.=\G@2I'%$RO11 M2X$-^1X.7+T)**P-O^BT])!8Q=C9\Z5&JZEYI M?FAP*LQ>\4"-HI=&7UB3*U76PQ.C4JF!)>]4I3@%?=#LTF\\D5P8B^]GLUZP MH"2Q/Z)7V!ZPR4HFR8TRK1&*6)"SP"=Q!TU)2"%K$W>D5AU&W*/OA1(W3N!ECZ%OS1>95%4`(5"% M4JH89O'&!>M]>5;\1Q@%&S*^JQT2E>>=L:D0R^5 MGJXJO.];&SF.C,@]`U+T*O>+.@#GF!T**.KZD, M2CWQHA$1*D1O24&"DR[/++QG45#B-<0#"R&,5!H_*$2RI'.DG`OT+0,9L40O MW/,4BED-TOI*(OACI5<#Y6'8"LX*#/1$&5NVDFNGOOSZI M7/#V;>%3J*$]XS_*Q6(>9Q@2*B/9_XXK+^5G0L$RN&9)*)JSY7DMR;Z16@X9 M,VZ3M_/4I.76)>?ZK#8@RL>A7"0U-"(<5PQ4LN"C_%6VMJ%6,NQT+>0]<\=T M@SM;?=O&^EC9F'S>^5[-2JYR^/H`@B7"SQ4E?LHO/5U=_#Q97K97;L&\"$!! MQQY39?REL8E;QZE=1^O*!MLE.HL M;L;HK-2'51IQRSME6993$;NHK8A\]+STU0Y'AWM>.OP/;UIOY.=H9CO9YPV6 M\-A3K[9NE^J#.XHGJE[AQ8T(B[L>-O_R=AMEXV"VS9:(ES1U51=*V%HTL*S> M\^JZR0X1>M.M=G_46LM[58R^"PE?\GJ_T'OX8A3$/2/^@WU_L&?LY,NG[V_5 MHLP+R^<;;!D!%H`%C;!`D>R#R.4M9*T6,:'6)"42+B4&GL\]`00`0<-`$]U MR^R%-=#/RME5BZFJ%B$K*,TZ;);^5DOY+V0G M-L'8<$<4)3H+,Y:`XTIQ'-W03L@K-SWR?G M5]0UG-Q6W+$%OIM76-#7H[02?UY@\IC6>Z0ANHCN\VHMF=PB M1]OU"J&FAQBF.-YB/E]T&LM"=[&*NCGX@U'$KG2\HNZI_F19M='$S MWE8%R$^.6B;7V>47==.TIEAE`B*1"=B@1/G)>V]>LBQ?YKU8_Y-D=Y M.^%\%9\KOB[_,.*VQ\/(8!,WBH-0[C[-OISM;XPF[BPRY/(EZ=0OWS^J+1A1 M>CS38C6K6J?!&EQM=>*BB$[,'$WY-S[B?"JUY=*>B_/Y@56-.4_+LA+?%CLD7-$:EGZ;VJOT MPOEU_QLMA5%I/6SJ9"QOG%TN/RG6A4@PY!+*5NOG-:D+.Y)D:<_*2SR0J76G M`M2AJTK\7CNM3N`%X;NLU]SR-G"!"37SHOEM80.XZH+;+46IY+O6]1Y79,>G MMSPLO(OY1$??7=X%Q%8+L7W/RM/3!FD!SF9%]U$%5?>%/5O1C,L*LWSGEC$/G)Y:ES%$O5KD M"I^+XC+5B/NY)9UY+)6*,'M2507^DNDC58R5VIW%W6GT`$]4RPJ9LYQ8N2RS MS3I5%>:\33K@1Y M=R"'Q.OZLCN"H_RE5@16Y="Q&,*^\OQ,8AV259I];T;CD[3RMXTVK\G/RP(U^P7>#MT@$:\LV(C',@<@LEM1VJ'4X?/]M5DU9[;Q(OUBL1^3E%EVTS3;D=9S MTZ,-1L0J8S6Y#T-2Z#OB$-^9".I3J2N9I4A;GJ@C M<)/Y&A;]UA5_"\:R98J@U;3%D\J7I?6*LAW4&?ON"E]>;IT3^I%NJI,C4-UB MU.X)V2G&2#-TJP+-9;[0K"NS:?-1JOQ<8=RI?!_5X'2+H/%3G]Q0%B4^]A$P]9( M$&G>Q+?X!%NZ3?.S3F3DZXDLJ@Q,EY]DBRTZ=\JM$MM!$U%[1GH]MD5G)?GM MO/?`O,=<(6BMP2UA<9KZWBV!WQ[)%LWI= MV5M99"/BPA72ART$]I\6KC@1(PE$.DZ*14U<`77IM&7B>KO44B+=S?7\,PV5 M09?;L`J/E9\+3[6CHE?\-N^4G88"(D9)U5,XTGE+0[72MZ`DG\9&YO.J!]#W M1L;"BXAD#H%FFJG2HD3FZB,TA%1(-"`4'*;T(T^;J'3@PLOF(<#"F+*TS*V( M(#(I%>2R\N4GWEQMTR28.F*/N;$BF`TW=*0=+%+8"XV8(W^^84IFFN:[/)?1 MMH8%5(?O-5PP?U6U[]$/%E]Y'CDMOU?6@'X\[UVH'OU]ZZIU<=T]F!YGRIN] M#A:V^*_O7U]PT+,N?TL:76V7O^QD+KY=I[^5G,IRS[_OPB?5?O-@X?<-F M?RG$\KLM/^>I-H+J^+*=,?0L(A9!Q$=B->E7LD:BS$A,>-:)[$8XJ=O@Z/S\ MXN)ZV+VX_GA^T1]VK_O7YVFOP.O>X/+BZK!P=%/L>,Q4H6F43"FJD-OS\F0\ M,>B)^Y8]BBR.6N_/&C:+@$+1O-P\_2,6U0B>[&>N6O"Z&U\7^+(,4N;2U/8! M<0WR^P>>WR]:.YZ7:_N M!^(%\8(ZON!.I]SJ=(AM"0L>NQPGF`^W_^9Y62T>$+=Z7/*K3Q9\7EJ.[&)4 MJKS^F?I#EP5_Z//<']K4Q%8[R-^%4W8IG+DK\L:VF-C:)_/`SMG<*S#2>\I+ M7CB97#?8,*6QA3!B&\4MX;!R';2Y2IH_D2F#((DHGHG>[J+1[3UH]*H\TZ?( MB$$S%2\>L;X:?()S*^=<:.A+;4_2_`)[,JV@M9:F3U&_>$&V4.(R1/V$*Z&Q MBH.$H;_-(.$-DKQENKN'YJ44P[[8C[5P1A&VC>?L0G M/ZY4A?ZI;)'5+"&IH=6*J&T9W8YIM(9FR69%6U79O2"Z8HP=F.T\.@X"Y:R] MSAH:[4'+Z`W*=ESU5H1F,,PA!Y]'1T!P@G9U@DQC8':,+IP@#2D*'-0D#@+E MK+V.&,;L=>`$;!(&R=V$68N_WR9/E+^6]4)^L^** MEAILO&D9PV[?:%N]LA"HBX;`C->W#G!(.)'7]8U^MV-T^FV@`JC0"16EE7W5 M8UL&70NV!2C2#45[M2T]8]#I&4/8%H0USX0UR^%+'M>T$==L8GNZAF4-R/8, M@#+8'MB>.'?)^KV.T>X`%H"%5K!H5,\QN"\8%*-(-1?LV+F9_".."R.;9 MR&8Y@,DCFPXBFPV,3\_HM]MD?_H`&6P/;$]Z'9F=GFGTVC`]0(56J&A27-,S M>KT!3`M`I!N(]FQ:6L,N3`NBFF>CFN7@)8]JNHAJ-C`]EM'O]HV!"=,#TP/3 MD]='&^U^VQ@.AD`%4*$3*IH4U0C38AEMF!:`2"\0[=NT4*S?@6DI):K1KVE0 ME2*^$8=\R+"G"BCMN8UL'?4#1JMC&KU^;3VK=%$<6"Q]+-8AP4Q>UQFVC(%5 M6E4U,`5,Z8"I)H5:9-@L&+8*0*B??PF0ZF/X^C!\^PGTVB2<49"(%O8'&ND% ML3BKT4[/HJM&Q4J2HNZM/]:;S-*:PFPLTR9WC5DOP[YI6-VAT1Y6U.-\C3!U M5[8]>"65D6%ILM;.9P%)KKT.G+C]IO*V85I=8]@MK=<"*!`4>,@4^.KC+N!% M-I4QX44>(86")>$H'C?MP5&L)YOXLSS0?.WWG_BY\([%\;YPOODZ$:V]AUZ7SL29X>NR'W+\9`F!>&[3,OD6X^X$]##WFIP\1VD0:S_5%M[['%25.[O,O9LSAX3@$W4-H%^]0BG2PJJ?A8:_?XK&6 MAQ\W3(;:Q2B:G0J)HTFAA'K)LG8EW/D(:.SL?7_M_N"C4Q&K%/10_C2P3/,] M$YKOBU&7!6Z`MWSYZ)YYJ#B9?PA)J_4BL@S3'!B65=J>/MTU!:7>#:4@772G M3E+1@3=2FFB9EF&U6V6]O"ZS^5HF@(/WHH,G,M/OP*SU1V;U1%[:R0?Z`_W9 M63X-Y?.%$9A6R:N1HCF7ZZ\<$!F$S./1-GVX-).B7JIWJ%TRG@@\6\:0_NGW MT`T0.`%.\D"+(-%I&=T68%&&9=9OH:=>R[U3@YF&2;2Y['1(&ZC76WFS972& M;:-;WAF-Q[*I&C@$#G<6U]`PS9[1[E2T`>-P45="^#]H>CY7M2H8S[.ZB%L0 MMVQM^=MD]=N6T45\#YP`)_EU;=,8](9&:V`!%J6;WJ9;WG_8H2OV7$BSBR53 M+'G5)1_H#_0'2Z9EBA%+IG`52^^K85A=RV@-2]MPKHO?@X@*,-E9'#VC9_6- M80>GTI1AE_5;5L""*1=_H6SUC8%74L^YP:0XX!`YW%E=; M-,0EV/51CX6C98[Z:)D#H[3Z!:B!TJUW+;3J(*Q#WX0GUG#J[XVN@DA0%VT#_RT=O&L_B;FNBA$B:XI^I2OZU,>T]\N;/^/O!=,_WTT;TX^"\*8 MKG0#=OO(5&W,F+3!CT/;B1-R:*=VG-!C']'&?*?W0!OSG+&:T\;<[+ZRCWG' M:DJ;[\;T(V\W9:"8B5(>V-!RUC*M^LE(\%N1>-?+Y@R2/J?6[?LN(5=J9?Z9AWV4A[/NHC? MGT^#Q"_M+`)HW^;:MX^R`-VT[__)G`8?L7.2@7W'V:?LL+]OC2L:.PIW"919 M-F6"$D&)Y5/B=MXXB>?`7&WL1]9AA?T5P;&V!^K(CSAZ::>M7M;0-%I#LV2_ M3EM5J:4,"!S4#`ZJ`6&MLVYIV%I5D8/E[I_T@N(AQY&-0*J^M7B'0%WR.FMH MM`TE,;T5HAB]0FBA!/WJ@K776*:W]YD'Z!=NY`&Z$> M+/#K0[V>[$?8MG!Z$G`"F_Q,J#>$UXI0#X9F4Z?6,OJ]CM'NP*[`KL"NS&.] MS??U'0L@$.MEL=YR2)?'>AW$>C#!K_9A>T:_W3;,+@ZP`4Q@DI\+]4H[$P4( M0:AWP'9&7C6`+H_TNHCT8(%?[<): M1K_;-P8F(CW`!"89]9O:(0217L/LC+RN;;3[;6,(T,"LP*P4(SVLZ;TZTM.O M@6&E1ZF5?OH[*.8XSWU<[]F:1JMC&KU^;8VO=0$6+/E^+7GET-(J@+3.>J55 MA0)A"#!AYYX75V?8,@86((#D\0K;C=_@%VZ M]NI8;"[6O;O]59^MO?K^C>CC=1ANRN'"6V-(:Q75M\[Z%9U2_;18#ZJKWWJQ MEM;M5XM390Z7)N`%K+VNZA/L8?21FX!=+U&6,.-E2/&@F_,NC,`4=RM3=%=N MY(@#RUC@L_-?OS)[=&_[#D=-=T-J[;3T1=;[UB?MTFKR#I+*UDL-)\TW!(DO MR*INEU>+^D>L>1\VT2M>[Y7FPAXDKX/&FX2S[6E<+_D@Q%D)I*B!34.LTFA((59!K'*`C*T(>F#T6J4U MQVHJ08./FP28XPLZ]%LRK34/C2-5@_;YE'%=U28._8@J4U2'`7)K<6N,C$>;K5]_=+50"77AU-_JEULFN^_7B^FOFET!D/# M[);67_I%>6F@,GMP4\!F=3DQ]9C?Q@>N]:KG\>U\.TI;#-/[W):_3FM@M+L5 MY0-@:74*O[2CHZ894[T$6$@)_!S;)(VUWU_S\Y]_3J+3.]N>O;OF)%;;^S68 M\M\"V[^P_3_.TSU<-^*.-P3`"R]P_OC+__SW?_UYDZNR"VAN?0'?;WS\XE<]/J=R_:P MWW_SER7Q%T5YXTYYQ'[G#^Q;,+6?GHK"Y9[K\].)"C9,J_73^P*]B'54=_Q8 MO(VUXXQ:3\8UYYMLCWMNP'OGOPVE*"KCZ*+[^SHWI>8ZZ MTR_<%TK);G@XC(VHH)X:L<)/=7ED<%L6OY].+S(G:GI.`]LHE] MSPO/D8,6-0/C,)BRUXJ'B#L(WV7D*V=ZQ)V`QD+#>R>424F0?F`C^[&T9_R3>^[=/%U^^L2!D`=TDI#]PQQV[ M]!5B&I>$NHI\D.NVHS^/:U.OOR8^GWL^[9;!A*=0#E\(PJSK/:ZXPZ>W/"R\ MBRG?9;6!VF[`B3-3-"$YJMP7=;4'_K-,J9]1G3,Y,E-Q&[HC^-&(>N<^18G\=)L@Z:Y7TJG5.4/>L M6]8$5<+/9MG\O&&HJ(T]$6[T./`HD&[/91^B'"ZQ:1I?",$_+V4Y^)G(5(_`EF2RNS5;XS5KAF(>73(I4M MZK#X7+RI'X13VUO("IGB._F-E58ZW//2[WQXTWHC/T\]Q>=VV>:H-B$3F8#V\ZUD\OI@T7$W7I MA6;=U]7^P%VO:S=EH)B)4AZX73G6WLJ^JUQ`.1D)_@HC\ES)B@=)1(8KPJ:Q M"E9'>GK7*#M95VIE_IF'?92'L^YR&?0OOJU[YF M[!VI5OO^G\QI\!$[)QG8=YQ]RG+'W^RXF6<-';:[!,HLFS)!B:#$\BFQB>T/ M2PUC$K$.R)%3#7KAVRY`[]H>E M=8W4755JJ1!(%7?'7N'0%VJ/&]H MM`TE,;T5HAB]PI)N&=:&?*D[7ZY36?^(@_8+MW`#D5CBSQS$/5](K M\20,DKL)LQ9_CWS+'G*E%9?*U!#.F&UCT.H;;:NT6( M+@_UV@CU8(%?'^KUC)XUH%"OM`,Z=($0;#)L*T(]&)I-G5K+Z/LLA71[K=1#KP02_VH?M&?UVVS"[?3`0 M8`*3_$RH5]KIW4`(0KT#MC/RNJ'1[IE&KXU(#V8%9F5>^CG`JAXBO26` M+H_TNHCT8(%?[<):1K_;-P8F(CW`!"89]9O:(0217L/LC+RN;;3[;6,(T,"L MP*P4(SVLZ;TZTM.O@6&5\KT19UC)4!`44[_AW7.SZSK*.HU6QS1Z_=H:7^L" M+%CR_5KRRJ&E50!IG?5*JPH%PA!@PLX]+Z[.L&4,+$"NTG/F=?"]M&D-:JZB^==8OK?'5IF(]J*Y^Z\5:6K=?+4Z5 M.5R:@!>P]KI>VS"MKC'LUL8-NL/\@(Q^HP&K,4CWNRX/,_YZ*1YT<]Z%$9CB M;F6*[LJ-''%@&0M\=O[K5V:/[FW?X:CI;DBMG9:^R'K?^J1=6DW>05+9>JGA MI/F&(/$%6=7M\FI1_X@U[\,F>L7KO=)D9WL-^#%#6P:8A5&@TIQ"J(50Z0L15! M#XQ>J[3F6$TE:/!QDP!S?$&'?DNF]08EO_+1'=V=V:-_)5$L8A+$(P=2'J)7 MO&*U>T:[7UK?NV.IC@?(]`89(AA$,$?(\8K2AZ;1ZF';/*KXC@ISQQXDM4F* MHR"Y];A&45*9(E4[[FZ#X(\JM]Q5)L;#K;:O7[H:J.3Z<.I/M8M-\_W7Z\74 M-XW.8&B8W=+Z2[\H+PU49@]N"MBL+B>F'O/;^,"U7O4\OIUO1VF+87J?V_+7 M:0V,=K>B?``LK4[AEW9TU#1CJI<`"RF!GV.;I+'N^[5!HR`FS_7YZ41Y]:;5 M^FG_N'UN<,LD(S^[/LTO*46GY)7;FPEG%[;_![.]*&#!>,S#B&#@2[47"IUM MH3MCEVM^2Y>1^K$XNTL<9!,;^WX3[S(VB1"PHKQN),7_8!;/8#?Q(/=%F M4SZ]Y2%]WXZ?&:GXW=C]P4>GW4#O_@ MZ4L%8?8JA?=31]`(B=R%G)Z3S`*?>8'S1T!CGM'D!*,S=K[N;9ECAZ$K!$W? M?Z";+(J0WHQN2A=.9W8HQSFUZ8EN_+CNC1[<>"*>*,]',QX0+[N^+13LC(GAK2!\2P"2M0G"=YG% MD#`?<2<(Y2/>"291&/UKXO,Y&[=;!K-:YJJ#M`O\22='M;W'%7?1K?>8M&]JPU*$9 MC'`^XT[LWG/O\0PVNCP;G9EG4FO;]>=:36RG+%VD3%U):FU9)C?':@RS,+AW M1[QH4SF3CJJ1LKBT:43B!=)4UICQ'SQT7*+JD>!<0YI>LL;R%IEIFA&EA_)% M4OM5#DPRB^?ZPE8+U!>VS8@'RJ%*N,I=-.PDY/1\WRZRQMM5)7Z]0-DG9=2D M)%)!N5$NJY&`T()I%>? MZ2'"PA0(]9;?D:,A]4]\:=$K6B,R)M5SY,K76C3&:[Y=CCFMVE8NV9=RV+=S MUBW7,)!5JU;"]5GQD3MBY$JGKJ;_N&"]&ZM&Y9GN/71W4Z M_+KSAR8A6_G10>&:A11LBW2]J/SB<_&F?A!.;6\A2VN*[^0W5NKL<,]+O_/A M3>N-_!S-;"?[O.;];]PIZ?SO_(%]"Z;V2H[VP1W%$_J1WBE-*M/<>/8LXN^R M'U90/!]4L?)JGFOOKG%-/YBXCR]T-SUNE[=#\0+X@5U M?,'MRBKWMGU#NRJ.?+A]O>OG'2X2X:7*ZY^I/W19\(<^S_VA34ULM8/\73AE ME\*9NR)O;(N)U:TPN[%+VOL`1GI/M>GT-7V^ZH<-4QI;"".V4=R=:%P_;:Z2 MYD]_OS(;>UV+915BN["E1<1*'LR>`3G%LYYT)#-TQALB?3 M"EIKZ5'L2-5*B9]P)316<9`P]+<9)+Q!DK=,=_>PW-FK1!2Y,7,N1+5.$3*/ M1WOMAJ-[1V'YL;JMB7N24`W;$MN6T>V81FM86@-/W56EEHT2L)W'QT&@G+77 M64.C/6@9O4'9CJO>BM`,ACGDX//H"`A.T*Y.D&D,S([1A1.D(46!@YK$0:"< MM=<1PYB]#IR@+1D&.2&9$U);/Y?30O$D#)*[";,6?[]-GN@@>]ZOM_&F90R[ M?:-ME78TERX:`C->WSK`(>%$7MFW@0J@0B=4E%;V58]M&70MV!:@ M2#<4[=6V](Q!IV<,85L0UCP3UBR'+WEC6R6 M`Y@\LND@LMG`^/2,?KM-]J-62_#OFE8W:'1'E;4XWR-,'57MCUX M)96186FRULYG`4FNO0Z-^W!4:PGF_BS/-!\W?=K&UA!:!N?[Z[%X):GN'BPO-4AE)7I M`LBOOW-C>I[SA%/P21P)Q:.8?;-CSK[:CU,:";OAX30Z>X;)7V<8;B:',4V?X$GSV3;12[,]D>UO<<6!W;M\BYGI:.V M<,V"F6\15HK@$9^+-_6#<&I["W;-%-_);ZS4SN&>EW[GPYO6&_F9&-K)/J]Y M_QMW2NKW.W]@WX*IO>(\R;/;Z4=ZI]0PT-QX]BSB[[(?5EA@/JCB0DUN+(9K ME]\V6.I)SY'O=NL^\7['ZZRZ'UC[=8-:'H@:S^K.D&Z8#+4+]30[7!,GO$() M]9)E[4JX\TG:V"#]_MK]P4>G(E8IZ*'\:6"9YGLF--\7HRX+W`!O^?+1/8%3 M\9K((>3^UHO(,DQS8%A6:5LC==<45,PWE()TT9TZ244'WDAIHF5:AM5NE?7R MNLSF:YD`#MZ+#I[(3+\#L]8?F=43>6DG'^@/]&=G^324SQ=&8%KEK9*J]$?" MF>NOG+,9A,SCT3;MS#23HEZJ=ZC-1IX(/%O&D/[I]]!4$3@!3O)`BR#1:1G= M%F!1AF76;Z&G7LN]4Y^>ADFTN>QT2/O0UUMYLV5TAFVC6]Y1E\>R-QTX!`YW M%M?0,,V>T>Y4M(_E<%%70O@_:'H^5W5\&,^SNHA;$+=L;?G;9/7;EM%%?`^< M`"?Y=6W3&/2&1FM@`1:EF]ZF6]Y_V*$K]EQ(LXLE4RQYU24?Z`_T!TNF98H1 M2Z9P%4MO3V)87 M`Z.T^@6H@=*M=RVT:L2L0]^$)]9PZF\QKX'*[,$%`V'I(4!=M`_\M';QK/Y> M\+HH1(FN*=J][SXXW=J]7X9\Y,;LFQO]P3[^F`51$G+9?_P[=Q*Z[V/6^GWY MA7>1)A-]WB]L_X^\7T[_?<1F04QO[Y)3[ZC!A&(PXS"8SGN[NQ%!QQ>M+D4V M<21JC9Q@.N6A(ZZ[I5M&73&S@^E,[S!XE2";&*/ MYN*I\>W^U+7.NNS6]3SZ?3E:$21Q%-/LN:+W?\#<.&)C]YXSSP[O1.-_XECB M4!Y&!GN8N,Z$A7P6\DCT/:VO3WZ_?=;_J:3W'=-KBB!V/G]S"9RQ+V,QRQ&O M[=6$L$M2S]J&'"2K%0L[38;`45$!TSDA3O'4W,03.V:D?9QQFW2/F(?_H-_7 M"CJS5:+J$8,H]9L%83P.",>,WO``V/%L]25T,\O-=BKD=?4:TXJ/)]'!H'9Z M9[WC-*@#&%1=#&H\"7DY8W[9HL*$:LV)NQ_9=#!6]%\)A8_CQVI?X#OG['>* M?=E`GF/F^F-Q0I68:^)C3X:Y1-Z9??I?"G#%`6D22N+[:;#L!5'$U\3G"VF< M].<__YQ$IW>V/7MWS4<\M+U?@RG_+;!]\8#SE#MOZ)TOO,#YXR__\]__]>?\ M`M<7?Q5?/O='OW$[XM](#=U[D0J*?N7>Z#H(/_GW9%[$^6SGV5#IR[\'_HR' MXN6(#<0-HORO7PDZSJ,([86DO_'QAS?75\(?_)OUSYNK-\P=T2]L)SZU!KTK MZZ)S_O'Z\NJZ:UU=#ZQ^N].YZ/4[[:O.Q_,W?UF:W>(DO'`^U[I,G/9YF\]$ M/'?VW:LI>_W=7TUEF[Z&5(=R>+FN(9^R7^09'D+-3W])[-`FY26L$B0_^2)] M-CICKQY,5IRO7%-7XDH:SKOYL^\6GNVJ9Q<:F;!IJB/$$21E%HF,'GWC]I$1 M69[&P:F(HID:"%%.Y([2/-PL#&8BVTV\4GS9P@.7;FU3=!Q/@HCGPZ`1%;Y. MCQ0\EK(.^S5((N$9G(^($MPH5A:.G5S_>O[68%=\9H>2182M_0>/Z1IZQOEX M;+MAQ$[^(;XD;O+&DV^_?G^;6>G%>YW?A:Z3>'&:X_R9!DDC MRVX@\H=_#V]MGZZZYUXPDY>=_/KWJ[=G[-Q_3*E692:CA-SF^ETF`^4ZI(Y;=8J/F@-@)&!*:%;J:=,?'Z,L>>;ZCI>,I#H+ MCDG13G@4)<($/C:R8YL%MT*AY=\B!08[8C.;D)!Z#V(,!B,."P4N%WXIQE'P MQ9V)+6!#KT5NG$-1KCQG4_"(=YJY5BO?H?DDV(6/*;E"A)6,8N*BQ-:@+I5%](Z=F&^))^Y=+L^\I6L6*'B9 M8&-Y9QJC>^^.$O$%D@P/Y2J(JPC.$ZSUGIU8Q?M&Q$ON6*Q;$H.HNX]=/BI* M9,1G7.IR^BSIC$YG1+;BMN\SICQIOYT''/,'3()I<,=]+N9Q%@2>#.J>?A/D MZ.H8_=IUMN?4,K;_D,I)YFL1I4+K+C\2%*/`<25P'MQXLL@"2[J:T$N%\D)B M(O8U#.Y">WK&OA_AN[4)K#F5"A]+WG= MR=?/G\A#^)[,9I[$I>#$-5_[+K\F_P#\'"4T[VC%SIJ52H#%@R_TM7S@)"-I/; M?-.$K_CMU^M/PDT,^;\3-QV'?+-<$?/X8V8_1ODE-AMS,KFVM+X4ZA0[F[V"I$PP(1$^Y$&2'=(9V=) MPJ=2PCF0U2OD'[,!VFQ$+^R0O;XE=5M@'_F"RM[138DAZ"UEBH+,X4@.*W6^ MZ8N*.\0],P>G\):G2@HDJBB5CD,WI(<+^IQP;T7<3ZC0R9*:T+CM62R=6V/(\NLZ^)>\I?A1_GK,YA;)TI1M-TN^F[_\DJ9+$I=#(_17:D+XV MC>,C>6Y3*;'\%@XI0:8REQ])J<;B10V)T9S.TRD4\EWG**_+G!U(=FDQK3`A M?2I.AH!1;IBFG*+64>`%=X]REN3B=XJ2-24\F>L=\3MA4";J=6H6M:;_8UU8KRDW9/+&'LE%*<6T`" M-BEF)&E2K?RDZLVSFKF3F\N/;[/UU"S*RQR:[S.U429\_HFP12:0X6")=^3T%C&K_;N7_CTD-3 MLEVF9`GV;)78*+P.V0K_+A`,JR)`\3H+7UZ@A;%<-)"5?5G4+-]/5O,EPCIE MT41NH,2?/:X6#J7I=84/%J2CE96!J?47HO:R5449HA?'\;\1\WGZ-K983Y%[ MD5D4)*%R0 M^>M;<@7O2#'\T6FZD#B6_TL=WE]_DZRMQ5!5'0GIM)CM=&6)G9/".B(/?9=X M=II@68T9T_=@XNK4U8GFDT;3%=S&MJP.+?H\RF]//9\EPZ2<1)[[$G)766;I M"K+SU!ZKOM.8G*/(G\&(6FCT)G"_=75"FJ5PUA%">V M&SJ)8(34'7QB7`4WG523SV+QK&A"II*'4A)NOBBGABUST,8S*1J#X@>B&G>1 MC4).7Q0\$?-\>5*X?+$,18KC6<#3)7%;X@L?\#HG@T^%XEQVMC`L]/C`(>IY\.?^HZ(:%7T)%1#3K#QN(9DT M8K$7!GQ&\IA371B*8$?RO@PC[L67539.W%7&,AF?93KU[\06'K7Q)+VD:5HQ8JFK90PNZ):*7%`'Y[-*SA="36S6=RX$&.64SQGUU M8Q%0+,-"+&^X?L)3(U18G[)']"@[7M1S]ED:X6*F50[MEO2&9C,-U56E3VXZ M^'A,485+D_V8&O'U'BS!8::^N%J%OD(8VGMCS?8EY747,GZ6&%"ID55USQ() M$GT%T\U=R5@REA$Q;`I/TK*02TJ<31XC851(36306KA9T16A/]SY2_%X$"Z: MG?F]%S+M(]))$=NO?5*H%O8";\U#EYXEG`\G(?(9N9*C?B58WHN7]8-8N!]Y MD=4:^10D8GL/,H4CL[Q/#F5N'E@2*1(KC,R58WV43)UD03TDD.R/;PG[;B#O)S,V)!3)WJ:+Q5Z:QLD> MKC+K\@D/+K&<<"-(NX3)].P'R>QB=F0T+-_MEDB:5$.DILCOI7B?+A>C27V) M4'TK(UXUCBS/8JOG9A,D3/"R4,&$=8S^[ZHZ01JD-*V8Q7H%B,_72&3&UWY4 M'I_PFA860%G\..-1Z@UE.ZH$%\CEP]3EVSB:4Y9;+$LZ-CEGA?`V\U1$(EBR MV+(1/3^(/0=+!>0IN&5N-Y>X\,Q2)CF]?3Q-"8=FDAQ&&4/:*2`7"F.%T(IE MM/1VY$Q)7S<7,@!8:\(T( M/+I;D7&(XI"^2&90[#(]N;GZ%KU%O73]X4`!3-+;L>>^HU$T-SEIYA'A@BV< M_W*:QY;K,CFJGLE59E,\/^29A9VXDX[0U#AEH"%O0>_4,S^&[W(%W]^ MM_DVA:=V#_Q?>OG_K;W\XO&2..".D'O^PXWR[]Z$MH#7N:J^.)?YS<]R5@N; M$2X'O:MS^I=Y<=6[^CAL]_N=*[49P;1ZUI5U,)L128C&AD%)..4L':3$(11CANL[U.S/%O`8G-?D$O4@M&Y)N6\8V@,-"6Z86:7M1_<7GXD-\D0OW%IH4F>([^8V50CO< M\]+O?'C3>B,_1R*1E7[>'L@/[BB>T(_TCFF/(.EWS"+^+OMAY>7G@RHV?YSW M#.JL;>NY0?](.9@/;SK#GUYL1[38^RB]T-SUNITOQ$!+OJZ%@1[`*6ZE!H2O MZFKZ4[J9^ M!WI$5IDR/G%%@BE((G*RH[>[Z.5+9Z;6(\_T*=+??;Y=>NUJO#80@F!+$6QM M'?=AB:"80+P&@MT8\0V->%;/ORRF>TY+/Q'S=QZSQ!?5KO3[T6;)3;4$)7>Y MN<'HE)RSLFBXH2W(YZ/CESV;[*U9YLG['G;:)=WGLA. MYKR9N@5;#UN_K43,GM$9;I-+@+$_T*3_/O("2UF!P"\F`4A`HY^GMNK-,I(5 MPFHKADP*[)+^.J:#8]>;B+P6URK-=SN6HV2/59&@-SCY6Y>%H6/"'0@ M\`85'=!YN.J"H^,W\^$W6="K1O<.YX3ABG.%AW+D<"WK?QL+"PN$1X%-0+'6 MA<+#/_B[@3Z$=A'A43(1O`1M5A7A)`":4N% MX?!LT.KT!OUNB9T5^J_MK-"8[?564P:*%\0+5OG`YNV'JF`#F1ZUT0>6[9D/ MMZOWNFT%"K6A-W=F^-6LY#RR/YA%9TK32,/!//U]\?X>HNGXLUXY5/3IS0G^@ M/]`?Z`_T!_K3./W9SM,D01Q85O>7[Q\KV'\"U)4O'PTT1GY$=[VU4C!-HU-> MW:P&DUU+#3^(`D1Q;$31[8,EP!)@";!$O?TK-)AQL`78`FQ12?#1,TO;V:_! M9)="%-OG=O1;V:Y2OM]C<8I\$#(O(#$P^X[[SB,+;NEI4\>E M)\BLWS7ZEE67\NF"QJK=(H`0(-PXO3#BL-O@IC";U]5[B(+BBPHLJ"[T>^@;YC]TN(6 M#68;ZR5@"C!%^5(8]DH[RDF#F09+@"7`$MJG8)!B`;&`6$`L8H6S8U@#U&L@ M#[3AKF[LZ,:.N";;(^@/]`?Z`_V!_ARB_N@EG^:UURT==%]B^AO[^]GWLV(U M+XMHM!Y/;\"PUJ@U96F@2PCAGUE!Z+>-86?UA(4C#^'!%&`*,,6"%'I&I[S- M#!K,-7@"/`&>J&*UL6PQ8*$1G`)..69.&0Y:1ANU3D@1K5PG^_XA'[3_73&O M9MV]DTR[,S"Z;50S`"0`R3-9@)8%.PR(`")/!\!=1,"(@(>ORR;L?HMM!L M%,'?NN!OFGBQB]`/%/,:BNGW6X8)B@%(`)*G0=(AC/10*0*,`"-/8@3MK@$4 M`&4#H`S,EF'U2TN4'`I(T.KY>?E^#=U[T>S9LV^YQT(>N036(C587$`0$`<$]+GL:@U9II0'H\PS(`K*5 MNZX]H]>O#;,:P`]!>@WR57V@$9#7R6K[93*=;&EI.R8VE5HC=U181F]@&2VS MM/6\8R%_EP+KEE9%B!28-K@$ MKX'7CIC7+*/?-HV!B:-4:\X4MDDRHR"Y]?A!IPI_O?G,(NXD]"V75W1:NQ:B M;+(E*$F`Z4W%-[3$?:UVXAF9UBS"6JS(H#1>E*7NNK:'.!\TJ(<` M-="^!C"=OF36[1D]JU>;K#10%Y`5R`IDU4BR.C&'1M^L*#'YC+"0F02Y@=Q` M;A6'E<-6SS!;%2T0'[`S5LA._AS;](9KOU_XN?!>XDR_TXF:"]-J_?3D``O7 M+*"S14HEA>/Z8@N?_%R\J1^$4]M;4$U3?">_L1PQ<[CGI=_Y\*;U1GZFZ7"R MSVM$>N-.><1^YP_L6S"U5SCOP1W%DW?#X=F@U>D-^MV?,H6@B?;L6<3?93^\ M7Y[<^=B*R=ZY@O37EO]ND"^68_KPIM/ZZ47=6U3T]$*S[NNLI@P4+X@7K/*! MS>O2Y1`;\[!1GB`6^=?(;S[":YL&L[8H=]X)M_II M997NYXGKLW@2))'MCR*4[^P!V2\=F[D'6=8.]?-I0*_^'SYBET$4,Z@AU'`? M:OA+&$01^[L?PFOU!TO1U2Z%Q')VXZX$X3R>.QWB4_#%9E4=``[96`9SY`RX`%QP[ M%U!8T+':H('7YE3T6U&N4K[?8W&F41`R+R`Q,/N.^\XC"V[I:7)-#POU>TB. M'E-[>,5=@X[1,2OJSJ'ETGDM/@XP!\P]C3FCC1;<0!P05QOB3LRNT>G@G*)- M9(5-'4!D#3:PWS*L`?J[5QY4'U;0K%J'^JJ\%0E)?1.2NA=0UYZMU+Y_IZ+E M8=_H=$O+939""ZJ.3$`OH!?02YKYZ`W+[I^IMPZ`7$`N()H M/WK)IWG-=DL'W9>8_L;^?O;]K%@_S"(:K%D^7F00+@`7``ENK`'9W@PO`!^/>36KULTJ';-O6.6=SJL+(.!=`!,[BX,08956 M'0Q$`!&-1\2):0[*5I3CWI0,N!PP7#I6QVA;I56`ZZ+\"-1*"=2FB1>["-/` M*-LL!YD#HX5E86`"F)A;V;;1:2,;"D@`$E@O!"Z`BV?LD MH=KEUXB62:55T&\JP<8WUA)'+@^-=KNVPQL:H4<(6T!P6BHF"&YKG]8R^KW2 M*DS`;F`WL!O831=V.QD:5K>T@+V2@[<:H7G(GX'[P'W-XKZV8;8L8]`I^SB= MXW;N7IOL;)-D1D%RZ_&#SG;^>O.91=Q)Z%LNK^@L<2U$V63S49(`&X'[BNS' M,R(\``-B=7I&?U!:`>6+HFN$)M6;'@#)Z2%`7;1/*Q[3AJIZ':/3J\C172,: M790!5`0J`A7I144G5J>"HYA>E@WJ\L!4N@E0%S4#4ST1WPUZ1K=3T>KO`?M- MA23@S[%-;[CN^[4-K"`T<8;;Z81+OC*MUD_OEZ6XB.(.J:/\ANN++6[O3N5O MY@,;[B;HX>ODG/[\YY^3Z/3.MF?O?N7>Z";X;,,O M__/?__7G[-N?IC/;#?GHVO5MWZ&7_<8=[MZ+:8INQ+_SRT@#??'ZW_CXPYOK M*ZME=O]F_?/FZ@US1_0+VXE/+P:]RZ[9OK:NSR^O^MWNT.KUVYW.1:_?H?\, M!F_^LC0#1L=_Y`_L63.VG+<`V$UB+_YU$\I2^P8$R?Z#7<46)[WB-STSE@7F#[ M$;/]$5WFV;&\*N9TVYA^<(*INMV=3^,8G3'Q_`O;_T/\S4O$,\2#G[US))XM MOC426S8#GSU,7&SFL(60#I;:$?&\*.3+@`C(C]W`%TU2OEZKA1U`7H_TXC'N-Y,?'Y2!N@V\ M$3:@E23"7L-3GD- M[<%N8#>P&]A-%W9K]UJ@MKTU46D,WZ6+&E:KY++\9G#?`FH3`=6FH`5;#J"1NJED6!O8`58J8N]-0YJ&E'`@$U'.B"#$?X"O.2%&?Q+?? MN3%)S5&G*(S$$HHMDI/O$I_F13Q\_H@MSDW9_"24Q0-4\I6;Z-*SH\@=NWQT M\7A)SPUM)TYL+SN*YO/_^\5V_=^"*/KB%QY#-Z<[W07AX_D/ M-\J_>WYONYZX_3@((]OC\Y-?/O/I+0^+Y[2T>A<7_5;OZJK?&;8N.^>#CV9Z M3DO'NC3-@SFG955GUH=]W_B(3V="B>9&[(:'T^AL18E>9QG%F2WV-"#:^0\7 MZSQ1+(][&9/FL7O;2[@XH.7\^GOA.'!V^RCU)-4F-DW5*3W-I90!BEJQ^2"? MK%K^*@\8&G.^1G.W9^LG M`;W@>&E[6(\ZB6I5+*/!BJGM\JE]Y27Z+;1)@M#V)/11_/*T'8T,!5(]Y_<#D6`E25- M@/CZ$8^JT_C]>9ZDN0RBU:)L:"&TL`8MO!9YP7^(O"`T\%@U4&=?""P)'6TB M2V[GBHO]4H>5R+E*.'-]%E!H_2@=[I!Y/"IM2P<`6KY\-%"=]6NGI=6J5">$ M&@J'S6'7&`Y+JT'18+9KJ9`#4X`ICI$I^F`*,,7>F>+YT+(1=8YU*M-;"T`^C24?O14+]+)*+Y;1&I1]-)O>6O!:>D&ZB3-['/-PGG&* M)V&0W$W8V+U7OT'RJ8+LL/5"=KCB/Z?(P+^8^HCQPS*[N:V_0-KKE]274!3(PQ`!)B2`9#HUV>0L_``E`&65]/0%U@6+7I!P@!PFU`V#.ZG=)\"8`0(&P""#6. M>*WAP.CURJ[>`R*!2*T1N5?,R8K9\M9+CP5SQ[Z>NM0%F/]PO$0,E7V^^(Y, M'C)YV[OC;<-L]8S>T$1R#S`!3)Z!B3DTANW23@(#3``3G;;KUNX`&VW+,LQN MV=G8P]XT5@_:2A/E44)13["U.T8/&\`K##:US?I4*6*$G4B'5>)O$UNU^T:G M7UMW=UT0U0P/`3`[%)CUVP.CUZ_M"%C`##`[\N76CC'L#HU^>=W>@#E@3@?, M[1557:/5[QAFM[0$[;&@ZK5%S&V2S"A(Q&F-AQGCW@2Q[2V=OUJ-DE4FRL-- MZ-4O7=U37^L=_8H.CW]&IDUN:K=>AGVCWR$3T^O5)DO==6T/=73@2'`D.%)C MCAR(_DBMBA)*X$APY&%Q)/JL'PMARNL&AC4PC:%5T?XG\"/X\;#X46^]!0/N MP("=UL`8M"M:V3]6!BRD<7^.;7K]M=]?\_.??TZBTSO;GKW[Y-_S*)YR/XXN M/3N*W+'+1Q>/E_3PT';BQ/:R`[BO[)C?B(?B)0B?=CW/'W[61[6_H:Y(WH&C>BT?_5QV!I:UQUST.U:UL6%^;'= M[G0N>KV/5\-AJ__F+TNJ4)S6&W?*(_8[?V#?Z%E/DW7AE$!4^FU?KI M_;)JR<^N3]Q/A-DA<)<9MI[S1!SWC8_X=!:[@3\W%S<\G$9G*PKY M.AMT,^',SD^,=8(H9K8_8F-Q?.>].+Y3'/S^Z\WGXK:GVT>I):DNL6Q^F1V) M+[]V@,0!0?@NXPUQQ M1\*A\"ZF?)=5'W6W=PDYFX4\$F>\CM@M)[?FC'W\,>..^)Q.GIA6FKLHF/+B M3#^XGL=&[G@L.HB&P73=O$N-X(Z=1)P1U1.=\S"B/SZRB7TO&L]P)JT8BP-& MQL,3!YO2>&;TA>"6$"?E(1X53\2?Q'^#)%[ZJF`9-N9\C?X72?4YB&]`"PM^ M4HM07Z0!\;EX4S\(I[:WX!B8XCOYC:498`[WO/0[']ZTWLC/9..<[//VA/;@ MCN()_4COE)I64C7/GD7\7?;#"I_-!U5<8YR;V_[:Q>,-EBGE8#Z\Z;1^>M&2 M+_H4Z85FW==931DH7A`O6.4#=RJO/ZS2@A/79\+:1&3OH[=E!42H@YH/MZ]W M'50%!]\+MY0]Z8VBE\E!JEQIY:X5*&067[`GPXJCV7]5@73_*0[.H\@IRZ@` M\?4COKT'Q+\@R]KU\#S/X5P&40PMA!;N0PNO1=KP'R)M"`T\5@W4V1<"2T)' MF\B21]QW;WGA)/%)/T0>7MWQ]\`__7SQ_1V2-_5CM78LEK_J7WHM#O0'^@/] M:9+^E.:O0KN@70UGIR/V,U6N7)V8%/CJK%Q1?^+Q"`?D:DQ/&JB._%C==K;J MA%##AC33-#K=TG;L:C#9M>R7`%&`*(Z/*'IF&T0!HM@W46P1$!["UJ>&L(8B MB;;1ZI36N$V7J01)-(\D=-&=8Z6!C@5?`2-/8YY.,_?Q),P2.XF;.S> M\W)/O@:G'M/Q0TH^`\NT2C,ZNJ`&S@>``J``*`(>`%>&FR M84D1T>[A2%0$>$\$>/-X+@_Q8NXCP@._[.JX]EJ&.2SM/'A=$`,;#(R4AY'N MP.CWD78%1K3"B,9QG64:@Q:,"@"C%6#V"PG+L'JP(:^.[/3;? M()O+1H=TJMUZ%]@TNT;7PJG(E?:'!P@!PF=!V&H;@_*2-0`A0-@$$&H%%<0BZE;R6SK+@?]PO$0,E7V^^(X,'C)X.[CC M@[YA]@?(Z0$D`,F3(.EW#&N`Q#=`HA5(=(XIAWVCTP5B@!BM$+-?3`S:1K]5 MVN&UAX*)PSNIH'01EQC=Z2>XYC+0(66EUCN^EM$;6,86QXX@4048`H;EP[#? M-HV!65J:!C`$#)L`0XTC7-',:&BTJSJ*'9@$)O7$Y)Y19[8L8]`I+;-T+*A[ M;9%RFR0S"A)Q*/9AQM@W06Q[;'&!M1HETT*4VG%:_0+40//6N_NEM87;6&R: M]XU[*BH:](:&.2RMI>2+XM)`8_;@@H&O]!"@!MH'OGH57PU;/?)?2VN-`KX" M7VDLP"-KQ7THY)7&V5:G9_0'%668*-!S^AV*MHO<_?)O^=1/.5^'%UZ=A2Y8Y>/+AXOZ>&A M[<2)[7VV8Y$P>[RR8WXC'G)#$KGP`N>/O_S/?__7G[,;_1;8?G3NCW[C=L2C M;]SA[KWXMCA,61X/_)41I.T+D7[CXP]OKJ^LEMG]F_7/FZLWS!W1+^B1 MI_W6=?OBXGS0;@\[_]WM70O+SX^.8O2U-4%/>-.^41^YT_ ML&_!U'Z:[0J7BQ.+3R?*GS>MUD_OEZ=V0?[Z7\^(A]#L+XSK[C3$KZ;$5'=E%`QFXFG%W8_A\"!?.G M\O2IHHB&7=(.1UF MQW'HWB8Q9R,[M@UFSV:>V"XC;QSQ>YYNG[']$7-])PAGXGSJ]%4N/T8L&,L? M/W^]9E_#X"ZTI_*[7S]_.E/RF(7!K7WK>J3TXLLC/K83+Y9?D@^Y(R'Y\U^' MG-V2SH]8X,L;*]@PTSJ=DL@G;.)&<1`*FF(S,L5!.)4R28_4R=PT=-M[C%R20<`<$L8= MC8=+22Q)_L1)PI`FT&#M%LGW,6(S.XK9*.$&ZZW\1DADN/3;M_,1KQ'6\F@S MN86<]/\_7`F81D83)P:2RS2R/;XR7*FS]#8A/4MX.?*;LY#?NT)338M)^0L1 M_B('(?Z<:J$<@YL>7,[X#YH8E].L2`&2)M"M29E]$I+!B!_=J83@."$JI'MX MMCNE%WZ4M,G&83`5]X[X_"HVL>])+3@7KS9*Q(V%L,:D&X%X+=>GF9C?6+Z- M>O54!T,>D;S$+!:_)64C%"Z[*8TV4^M,F>3;.+&DG"]()35YH+9M^%G,N?;GG\P%/Y MRA&(&X@/7Z\%I'[+IE3L:.-1#L!L`/E?VQ MVSZW+J_..^>=C]:E`SD&@MNDT\JB"7GCRG1.@X3N M*8A^+F=!=JF@B9:DI.FI0KBWCT7V2L\%'LOO3V?*\,7EZ.I?$Y_/@]UVRV!B M*LOQP01;EG*G*]+@Z2T/"P,UY4!7"WQWN?VJR[DIJ6V@E0MA?8N4KJB%XG/Q MIK[PH;R%(-<4W\EOK/3*X9Z7?N?#F]8;^9DB/2?[O#V>'MQ1/*$?Z9W2(%.Z M(+.(O\M^6('3?%#%RHP\Z!RNK;C9H+9#CN7#FV[_IQ?#V<78.;W0VO$Z<]?K M!G4_\#!?$#MJ7F2J$UE2E#X#.Q)5P%*""6L00DSGY`]Z0JB&<]ZP24B,\',N0JJ\")D'H]PDDE- MRX&OJ$R048&.A0GR8W5E5GN24#-/,-1=5VHI6@`)'1\)@7.>41Y0#%HW;N\M MJE,0EAW&[!`\:_'W\"`K"/@.J:E0;2Z0+A""EP.@Z&2W#P47,,V9:5XVP;EM M;L,V@W)@FV&;`1389MCF?=CF91.348[.737-NL[L5V6S]!-U/'TD\00`00=Q97=]`#WM"_ MLU0!R_Z=U6B5%K+3CK[J%Z#N=3+KG0RM6KIH7V-5>7+F12GJKF5[<-]`@'H( M4!?MTXK2=&"M:KU:]*=ZW2;R^EYLI8'$ELT@%AM)I%TM9!.*+_XW;GL?H]B. M^<6C^-65&SE>$"7A=KTDVE>]SM5EYZ)[WFNW+R\M:WBM>DE\[/7ZU^TZ>TG\ M*XEB=_Q8O(VUX[Q93[H.2YU)V*_<&\D.(5^SSE3/3JG6^J9-SXZ_TWW#Y9Y9 MQKS=CRM[R,D./XN]6@SV,'&="7-C-DM"9R+:K*AV26XL.D8)^IJ$;%'7K+,&:YC(S MFF;9INO6]L2TDX;)#E0K;[3+`W5O"T.N0Q"^R]P**?L1=]*V9^_$]-;2.69= MC[])QM1Y#T'TE]&QOTROU93V*[LVPFE,?YEZ7A#]9=!?1M>D#%I[+#D?Z"\# M)3R&_C)[JTDL4U;7[@\^.A7-J,D'%H/FX92)0-?CZ>6YDQR5$Y^(ZZ)D]LPZ M\C.^='\6*VMG*A-'-]HF^:??7&K')-76E![D,FE#E@S62\$R>JV6T1J4=M*% M!O.-6G1PA1[+C0VAAHP).BVCUR[MI&M=9O.U3'`@V8>*W,8I'[G)],@=1_UF M6SMC<93%Q^M]KO:@:[2LBDYE10D90`@0KES7,?O&H-T"YFKP?0YK9476^8N2 M"";.!.*('^MGHR:QS5-IEB$9?;-5VO'&NJ`#:1;`9&=QM(U6=V!T>D@YE&YV MS<;;W:\AG[K)%-UUP"2[;.!J&:T^K"TP`HSDVX5,P]J\&.)8(`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`[N'/,+V_GC+@P2FKI/ M\^D'\DJIRQ:H,9C-QIRL`R'CD3D3.XRY2)H[03A+:XD-43%/KU=&9?6F1*0]>)V;5Z1_9K,.5,X%.^?<1.KG_]3?[T]HRQKR&_=X,D\A[E M*>XA9P_B7Z4,Q5S-(N_T1MEXW[-)\,#)(3`$U7VV'[-:GJXZ@3[]GIBT[]R. M8T^\9$Z97WI*U?$#)\#TLB(Q'`S_ULD3WN_FZ^O1#-BJD!HB*Q*FA'7 MTJ4GOWS_&+U5Q\.+H^6YJNTG)\1U1&V^ZQ/5VO+L>O$'^]YV/?O6]=SX43P] MY6%!R>L.GU?4[033:>*+*T;TVEXP$^,Y8YDBLUD8W-.E8D<'/6LD#G])G^-Q M@SC^X=0)(AI>D(2.U.4QL4HD+(@;1R0;60_E^D1J<2+YN'!O5]S5"0+%U?=T MOX>)ZTSH*F%8Y&L[21C2@-(;$6`>?.83-8AA>)YXGGCSQ?T+,[$_B#2`;$/V M!?&X,V$*:7J]D;S1_`\JRL>?$4>P@.]OL&^QJ]B;NC'!PF6O*]_E4 M4!9V5C'0H2A$"%,Y+03#W*"],1B(\.D0L13/KN M8@`4(%`0P,9A,"UHX?^;N#2FA<')[QGRUB^,1[R<'Q3P,%=C<:$AMNI$B3,Q M\F^&_-^)&RJG3BC_DCHVPZXVVRL0O)--V)3\.Z+PD'R"B*X9/S,6.-4>W0M.B(CP>1RG>J?,BR'O).U2SC&WMB%`HA!Q',I2F.[Q/2%\=(#^0]'D%N=SE7KIW)\$8%I MN:3S]`M*1LO#M1FYEZ[P,;+`;YZ*,RT*`6_(DD1BL@6C2M%]2Z_\JJZ4)"T2 M/VG];2$F!$'4%#;,76E%^DMV^&3Q\UN!?H$8,:09E^.:&Z/,+&3NID+4U(TB M82JS/RX^P)5.6^KN,3X><\$.1%$)N6?W;B1#EH+!%;#/#%1^9W)H(R'#Y0&D MMYZ*I(3R2")[S&-E0R,1B`I7Q!`/$[M25WP:R59C4LJ1W&R8_EEQ3W:-+>RG M^*LTH"XQVFA.-5,[_(.37\L^VN1'Y"ZZ]#R%616>:,0)2,(""YZBL4FD""]6 M.)T4VM-]!$,:C$]G7O#(4U?M5CB`XH5'1*$.2;_HXHX"^I8PPX+)1()067CA MGX]/,YZ,)L+!B&9<^#^G9!QF@NOD*`0XQ7R*N$G<8Y30@(#).HQVE($A=_77 M1[OLG`+A+.`5']X:8LJ>]*.-]8''B-_&,E`*$VF'!=C&/$P]-SLJ:A"I&\6` M=RK!I5P]<<]_4:@9*TR($)9&6OB:T%`1,BW`4N(JO9KL-Z'D<264$[9AA4Q( M/]5?Q=7J2A$:)I$:;D8C<\ISU/UQJ]%AF]RZ*XOA3D$RM4T'ZE_'850+(YO#DR_5;%:TJ M$0?Y-Q:DR24!N01G*82Q[8A8W%:<1]='24YF(IQWQ>;H["9/S>[*0Z2[)20L MV$K=3-R9IW>9WLI`[M^)3#EYBF%MWT_H5>?Q)EU,TY#KA&D69I?",AF,TJ0I MVE'A"8TU4H2[Z);(A\LA95.93;ZZ6JK)0D(A4Q8UB]*,Y>HD`JP)#2WM*3&? MYZ)6*7(GBB[<5@9<>;)B3=XA]1GI7;C(MDB#J6:!2\-#9L$67Q)H$/[26.2` MA)7Z@_.9=(+EM(F4CTR1(%M:BMMC._)X@DS`RRHJ?C\C7#C2$!:"7<*+P*U0 MB[^??3]COW`_S;:>.PZ?"12=SV_]5<4FGDRJG9]_I1CC:ZC,?<$C2GP[(;5: MR,S(F%QI(.EF^M3<.Q#WRJ*GJ.`C2#C8?W!!":3N<>HJ4`263&=*'65FP99N MEGRX>E_1/44&?PJ;(F*+4H=&9?9 MUQV[BHT*"B*9,4TD$F]&]-^4[V\64GMJ2OS'PKV7$)I!%G_SB=S*6R1/I_KK\%2B8HI7D?=DFN^<;%O MFUC^DW(["E_\/L\`RW5-N8["%=*?WZBRC4&$]5[;BVW]3%^3!\\?@O`/"?+S MD4@/<)J\2T6>CV+:Y$*_P;Y(9U$L]S.UWL^^/)`CJSQ.]< MMNBB/8J!G9Q?9`-AZN&+HWR;+;J)\&8VH[FTTU6):XH:7`K&;"[>@).5%A^< MW"M83"ZMOOX\&HK8'?GK7*AK%GY)$;!%(RHLTSV%!D$2I9Z+48@61%"85IS$ MA70Y.Y\&(HJ2HBGFL0UEY5;'E;MKTMS/';I[(>LLG2IA>/,V;,K#%"T*Y813K$)F)WXT9%<$E9199`32<=..(N2 M&S,K[C]FZ[G7@7GSUGT/$Z[LIQJX7!2+ MF#EHD3/X*'(0-$?_3E22ZX=PHZ5)SU:^A&I)]\IQ0R>9"IDXPJ/.@B?EW5'0 M%GCW\U/NT1J`;;:_U47`L@3TJ% M7GR4AHQ+ZB.COTAZ8_/TY5]M"GUI^E-'0H2W29BMF(_=,(JS6%G^?9Z5"L7\",G6MYK50'%_X5W;'M.EDQ-U2-?JWMF0D59 M0@8%(1W2<4<:SB77J!!898-/'7/E19&`W6GNIMY2^#1VXZ7*K\7:,9GQ2BO' M"#F?[9"FO9T+=JNJLVD0\FJ6&6"@B^'UJO;)1$F!`U-M%Q'3Q`[O^&DP'B]S M8,X8A1!K'?&<%15U_>,S$E'T:S"W$--'R6W$)?UXCUE!!:E+(@H]0K7*)35H4PHT1%./1"I,)<1-]B'2ZE]&)$'.6@+E"+/0IF*8T5I5X@ ML'2$J_*CARY26I\SL2`C;EJ8L+4W?B+YO%C`*:=:E6]F@:L*8^<43G(@ M6S$E3TCF!5*78)Y=$[0CQ!VJF"U+XV4<-;^+E.4\Q;XZ)09QJ;0)-)O$=4*T M3EJCJJ)^,:52EFK*5JTD.[G\2&Z.>#/EZN3S(*Z^\PDU8E8O/[(QYZG>"1)/ MT\'SQ?A4)!3J>K(]ZF)0+Z4V[ZGZX)+:$MM*YO5DBD)\.2)7\%GK0#*9_SF] M]3 M"6(3!7M:C0NY455H(TI`A4R[.KZ?`*SF!.KS:]IW(@/93XH`9D0<1*)B]EW(>59,6GPU:3MR M_SS+_LF'W/([EX).$O&2C9/BS`@D)8RU^51PQ+Y'OSE'W'.?(F.9]"?4Q\*F MI<'A)06^%)F&:R9K5Y2+4N[U"!<>9%1$NBJ85J-+09>EQ!?T6!C(M`0[+=,- ML^IKVPF%YTCB342E/`&5_!NU.BG3]FD:P9"7A9SX)!)@6/-4BI0H*EWX/&\:DS";^&>Y(;9 M,E4_7WL23'1GAZGK]Y+XLK23O.LMWY81!G+[A&"#HD.8^11B<1DDH?'H-R>) MK/;C-`Y./XOU&@&O8D&CP>9?RJK(\U*%?+O8:WED_?#6;6][M204995"?,*[ M$8V17W!M*"1)RTH7%^3E9KZ\@#<7S$P>BGH*8T6SI,[ ML1'A!6(@DRJ2/+'8U20J>V-1M)5G'Q0_K+QJQAA+9?ZWMO.'RO/8A9UO+.\L MJ%YV7'S9OR_]1HUTX;[/QE^%DMYL?2C+[11"KYQ2YHF>^0I)NK3S9-8IW]N3 MOD<0'FRX`P;8@@%^"<2T7HI(/%S=6%V*\U%>;+09&2B#DQL[$8WD)>JB.).' MLMY*K"NEE46%TE.QGAM%\_HCL04@"Y94L19Y'`E7^?4[*3Q'"4]"1NR3EO5! M.=ZRXK6\JC:_K*% MQ3G%'6H#P6*&?:.733.M**8G5HM(RMH#]-*65$Q&(21K%\(_#O27Y\K)1]Q41M.,ROR ML-*L$^6(?$.Z/E1XT-+RR#R7FR(P4DD0E=+(?85BB6@6)7POED]^4K6OLGN* M>).T<#04"==XPA(_B23GR7W[6;D%OGH99XQ[F-95VRU*=+4=!7HH^>%:&^;(77%O>D M1BW=9I@-4E4=2C]4[5ZEOV>U+;FKG2UARDM3>[BPG2#7;D,!-XJ5@TJV4%XC MO&JY?Z-4S!$KR(([N803AT'F]7N/:U=JE$F4E6\KVS?D[MTU@I$B6*BZ)4D^ MN;%PL?YNP6.XG$LHK[9=7KRXY7F*$BS17):X]()$E#%,9XFJS0Y#49WY1)15 M`QVHP@5A*1?+=E65D?J.3=\2PW;R8=OS81=R;"NY:YN1)$2MF]H31NKKV]YI M(EJ;!./X0>Y0)3=T-@O2G<%VMNDR7\I<;`B5[M.B6#=S$E*VS;+VZ>ZEY77$ M7:DDW3V6,`P\;B\(8[$U]T=24LAL*TY2M0GZ9B);YL1&8+;2\#4FP, M)4LBBN=D+79A.&H#@-J[;XO"`@DK^OW:?4Z7P2@W8<6EN!3Q<]LF[K!0WE#, M<\F2@'Q#H2^2SO[I_#>%30Q3&E`2SM-H&Z:Y96)_8??[0AWZ?"M^81\K_4'6 MDIMM=BHJQ605Y8A=B\'\0U7>BV=L--1\-)'[@TUI^B91NL]PX=38;,MCMM=4 M;ODLE,AOLD]Q62I/Y_#7NP=;[V`L88OBPI['+^.QV.-.WU0.SXT(NK;9S=@= MMC^VKRWK\KK;[5P->JV+*TOM9KQJ]=N7Y_7L9MQCYK\40LDM8NJVBZTYH7LO MNR0N-PE1SKEC1Z*[059+6:2#+(TLD"?V5RE:F-JB55_>N'`D2^P]/KK+%L^R MIG.B3Y@3)A*M:>PM*H*8SV/1?\R5M4W2&$D"41O/_='/=#_Q!^DOA*)X_U$5 M3KJQ+$><1"3I>J\QS7[K-9+2C;QD\71 M8=I`3WU<]_BB\(H!T%R\M-[(SQ'15_9Y>]P^N*-X0C_2.Z4] MTZ4D9Q%_E_VPXH/,!U4\]B?OHSY<>UC3!@<'R;%\>-,=_/1BA_;%7O'IA6;= MUS5FH'J_8$..V-;N@(Y\N`,<\/[^:FY:E'NTJ2!QVNB+LCV1Z;,@B'O,=`C+/#PH'!$'A>L@'^@,*WU!H M)?]TX68+._/5HXV3>_I-@EZ:6X5\-%#)];'572YE"5G4!A9,MLT*OXMF* MZMC;A1U6*!S`PF]CL^+0G^/1GX8&=[HDDU%"H($.'U=P>-+K&M:@-%]W51&: ML6ZZ7CBE;0T#I@X34PI"PQY!J'?L$-H.,5B7KLN5P`IU(VCOD%;'UEO3OF%V M:]O*J@V&*\Y2`X*`X)/BLEI&OVT":RJ[:%RFN56^?U$9LA=AJAWQ%=V"8 M[?:Q!UO(5S0:4_JN?9_TNT:W/#=])WPU8L&\VDS'8:V)_,[CW$&PQ[$\8&?% M1\`B-Q8IZY(/]`?Z@T7N?6>FL;1]8&ZM7J&B:?2[I26_M$%>Q?ED0.0P(2*O M$^O4&[=I/!9$8"4:*]&@M0-=!EOO&?1,8VB51H3'LBX&#`*#.XO+&AJ=(=H3 M8+-T^9NE_4VRRXB/$!_MX"BTC5Z_M,6P0V$E8&2_&-%W];C=-?J#THHS&K$. MO'\37T]Z8?615>Z4GH/NB:,R7CI7\=WJ>.4NS/8E53 M8:IB`;H1:!;KE%CGUD8^T)\#L$QZ);ZQ@-U@SUJOZ+/3[R/T!$``D/2Z3AN+ MUV78:"Q>8Z'Z$`CLD!;)UGL`2GX#R[1*LY#'LG0&(`*(KQ07<'?`^6R]/(X= ML]P(FQ`V(:^`O`(`@KR"9E:\\49<%9?-4P#,CB(.DXO5M]KD`_V!_F"7` M7(RD\7T'Q;R61#&Y%"X/HLGG'V/[5BNWHI>V9>!/W)C M-_`1&2$RVL%%Z!AFUT*L!(SHA!&-]R?W#,LLK?@!^Y/U05BE[:L#_W3I\`JR MZ@XG.S]B0)RL\:7ML]NN;#H MDN`IA%,4#U@"EJ!U+>0#_0&MHW-#8S3RN/)R%>P?TP972,X!*+N*XZ37[I6M M*$T[NE%>5^WIMEZ5'BTPAZ.Z3R@MK\A&,I.@`0`<17B@NXPWK@Z\"6 MKPQ>/K\R>,J>RBBOMBE&W(2X"0D&)!B:"A1]JW_VGGUH1,$0#K;?[F#[Q(^X MDXAT@CJ$"+4_6.2K2S[0'^@/%HGK3!UCD;C!KJE>,1PZ/P`B@,ABYX?6`+N9 M8*:U7N$%`QTF`ZTWTN4V8=`&4+#2VF#DX!97T41A3PV>VB2<49#<>KSD*H=& MY*WGA\$O9V2K447]I:T=)]8O7=TU=[W3\:?:95JS"!O7&N-%0>JN:'NHN0-! M@B#+D27XU!Q#E. MY[)!V(VXS0V]\X47.'_\Y7_^^[_^O/K5WUS[UO7Y8EY?6A=FS+B^L=J=ST>M=7K?- MWL6;ORQ-0%&8-^Z41^QW_L"^!5/[:7XL7.ZY/C^=*&-L6JV?WF\ZH85[+/!8 MBR`G[^'Z1-'J<_$A?A!.;6\!N*;X3GYC.5/,X9Z7?N?#F]8;^9G4T,D^;__V M#^XHGM"/](ZI]LOV,+.(O\M^6'GY^:"*(5Z.B.':N'V#(%&.Y<.;[N"G%[&V MB/KT0K/NZQHS4+U?L"%K`]KY6?EP!WM(SFU?-U*@$8E2K!P]F#!TM28 MM])A)[/P9))'MCZ*-RRN;)T-]8?Y2^5<]LBRK,KH"#OAKXG/6;AE, M^)#04&BH=AIZQ1T^O>4A:YM22S=>DVV(CU2E`7KB=.'G3A9&%3NJD+7(>D)_ MH#^@]V>%]DL81.*<`2>X\^DOV(@$"(+"]9(/]`<4CJ-J#Q'9U=8_'V154G5" MJ&/7EM4VNE9I*^L:S#8JPL$4>I3G-(08%`\,VL:P7UJ9NRYS^5H>P#G%U3I[ M:%VJ11AW3)MZUOM!9L\T6JUV7KRC MV:2SH['?3X)A80B]V>JFES*%K"H&E"V/6##.2\#LT;^2*%;E8;9/P%L\]A@E M!5@2;FRZ'/IS//J#D*_"D@(4%QR$WZM7<'A"HC',SM$?#[A>.J7M&@.H#A-4 M"D.6U35*W,#55`QM!QDL6=?E3&#QNA&\=TCK9D\Z&[6N7C>52"MV1@!:@/9I M9Z;FU>ZF8K0&9T<#9Z;6]/@N:^3;)],1TB&DV\%U:5NF879**SQN*NTA3P)0 M[>Q:=%H#HU_>)IZF8JANUZ'Q:1!QWF=FZ.TQ6?%UMAZ+Y%CDK$L^T!_H#Q;) M]YW7QM(XO-,*@YI>VVCW2UO4TP9Z'LJF@9$=Q=$=&,,>=A*48="QDHV5[$/E MM4-:%%OO&RCY#2S3*LUP'LNV4``10'REN(`[;,>NQPF9GVZZF'\.\E.BBBEH MQ%"(H9!G0)X!&$&>`1:\"A$J>SP/_YFW_=%9^DE,7V;!^AWT!_J#]=^]!V)8 M"=9*AP_5^T2$A@@-&$&$AI5@S6T_5H(;P6N'M`"UWC?`BA16@@%$K`0W"'=( M0#R;1V:V:+T]"\*8_`O79_&$L^^Q'\OI$(XZ/6A>GE:5D39.S=FQ6OW1UU]GU[L*?:I=I MS2)LG,OUHB!U5[0]K).#($&0Y<@2?+AG]QKTM^2<_QS;]/IKOU_XN?!>GNOS MTXDR4J;5^NG]TR\ZW.T]AYDIE-]^Y\9T4@ MYB\T+-WF)189J#-;;--^*G]3RHOFET7)[`G5)5U\OS+@^5UZLUC>Y,1\JY9Q MZ$YKE6&'@7WCLY!'LN][(77(XHD=,SODS`_HCLGMO[@3LSA@ML^X/PY"APNE MFK>4O0NY*O4XX6=W9P:;!F%\9]]QNJE'-PP?"4O3J5OL,$\BL%V?N7[,:03Q M*L#2;>DE?:%%W_CXPYOK*ZME=O]F_?/FZ@US1_0+VXE/ MK[K]5J?='PQ[UZW^U:#;Z0[/VYW.1:]O6OWSX?#-7Y84N3B/-^Z49/,[?V#? M@JG]M!.P#0Z*6K^D]"64#$UH2@./_!:A)9*(6*YOHD8HI#^F$RVJA,2OLJ81 M(1">7(NZ*_99+!1$LJ[3T1%TIAG]Y&!M1L_"D5B#Q/7 MF3";B0HEXI;L.^K&$SN\HUL^V`NW)=T\_W+Y25XNOAM/2,>EZKX"=W/11.X/ M0HD?3R)"U(B>]]?$YZS=,IBU[EBT71Y1WF!I2*L&>I<;K6*YH*L+E-R:K1Z< M451F/PBGMK?@!9GB.[F^*FUSN.>EW_GPIO5&?B:;[F2?MT?9@SN*)_0C82EU M)>0Y&;.(O\M^6`'9?%#%3-G:NU[7 MJON!&.AQ#;0AZ\#:Q>7Y<'MZ5[<[7#A^)7L;PD*O-:H0X"8"_/Z43[)#V+D! M:$78H]]^E2K#^A-9&A\D$7EFT38'`&U<,E2//#?/H=2NPVN]9PBV%,%NDZ2# M8*&Q^Q?LQAJ[O>4Z+,MTP>]<7Z2TV*WMV;[#M]#(TEURW5/T%2^%'\+*SGH1 M68.V,33+/B=76SW1MO2P$8(#GI:O:[<&AM5J`3Y[AH\&LMF_"=(!%4]8F6'+ M&+91PWX<2#A*Q5?FP.P8EH7"]`,(Y19&(/N5E2G1\Y'JO;'5>;_8I0CY')!\ M:MJP"?F4(I^&K/X^2^/MWG)18>G$?KE0$S4O=))U3:*>293OS4)^[P9)Y#T6 MRIMV4=1#VMBW/G+H#-KPIHY#`0K$5&I#/,R[WO,.X!^Y`@#X")^WD^@W/DH< MQ,^''?]`/DV*#R&?PX^?2]^-]%WM"!+MBB/R_.3VF*D=R_8;A4U$,[I!L!H@ M[VJ+=][VUT^W_9YH6YOLXYAO`AR(4 MEL%+JR<\E.FN_DBM_7N'-:RN?/*=D-MB9<7UF6-'$R8"Q(CQ'S/NI%O3;[EX M"4]]/K$=ND+\9$=Y8P/ZP0FFG(D`4^UYYU/;E:76GNRUD.U[G\T\FA6Q:3G* M'=6=]@@=$L+74_U)WS`[@[)@OZJES:A\6B^;2E3FX(Y".ND:@Z%9E@9M*IZF M:1@4ZA4<978,L]>'BH'$*B,QTS0&[2%4K$P6>^T>]LIZ2>HBR8^^&%C9^P2/ MLF7D>O)##\D2]H#T^X;5K"D$WL>Y$*";GM3.A+8]>W/552)AI/ MK]24&;+D3+0;Y^,@Y&F#=>8%_AVGFW&ZZ>VC_/Z%[?_![%C^S/V\-[:ZS?,- MT;>9^G*G=7NDCE9ZMY?6BWVAQ?M7.XJO$GY-\^.+UL]T.7?OQ?>W[^#>M:ZO MKOKTET&_U^M;0^OZPE(=W#OM7J_[\6`ZN*_RTGHG,-V$^+>$OD-:_\D?$:#C M((Q6]707&\#^/_Z8-7__=_H,-W^&W/28GS8@X'7QY8(09?MB!=[QDA&7R)FZ M=XI,!91FI`Z$3JZ^9Q`&?;%R3S?/?I/=@,W"P.&17*07D'6\($I"KH#L2M4D MW,MO[X[*#91@@:./JC5Z_Y6MT3O]IO35KOV!>,%RKQLT9)R:3^"!5J^5NO"[ M:Q_IALE0WTU99E?O8H,*VNF*9O!SH3UY4LUAUZ26*5`1Q(0C>=30/8_DV5CO MRCFOYU5!=G_#(!LLL_>MC7N09>VTU5&@T< M5@S_-4M"MUNGW2$;V8^E01?0K'@#W$'6,36D(&*]%#HMH]5%#S<0!8@"1/&< M%,R.,1BB4PB(`D0!HGC6HRAM7Z4&$PV2`$F`),J70K=C#(S.[W6 MZ0#9G:H2KX??ZFA@6(/2FHCH@@YX(H!(>1!I&_TV(`*(`")/0@2]40$4`&63 M]+!EM'"D:BD!G7X%)+4$?,.6C/:8VI=647\L':397)HZI$:`3[C$IM'KU];> M5!<,5NT*`(/`X!:Y8<,L;PT)$`0$`<'MO7G@#_@#_O;FAO:,01L8U"[:-AL? M;LO=!DN-7,!QM7'Y2ZL&;`DF!I$!2.I.4V6H;@VX+3%7W_HE#2?`Y21AR MNKC4_!Z(_)@J^BRC;YG&L(WF$(`)8/(T3#I#HST`2``2@.2YZO!!"Q@!1H"1 M9_RMX:!CF";:9Y01U6UWV-_N85\C3E94,6&%M1Z5G=U>FGBU8[;ZI:N[JM:: M,#RNXV;)^Z)0OE/:_CP<.`N.!$>"(P^)(_MMPZQJ<1@,"88$0X(A&\V0(HG7 M@PL)@@1!@B!!D.OZJ;4&?6/8JVCS^K%R)+JBOO\2T]_8B'NN_^^$^\XCW<". MW8A>/'I7EK9AN6GS@ZDJD%7=J-2B33?T!_H#_8'^0'^@/U7+IR%^9)E"^N2S M61@X/(I8,&;C(.2.%XCS=B.#N;[C)>(4=?N6]%BG\].M2LY/!SU47$%UD.F, M1F\CLKI&OXVFO"`*$`6(XL6]/N`)\`1X`CSQC!1P'`;8`FP!MMC0JQ@8G6X7 M1''T::CO])<@B186,$,[UBKIU$;2"5OX7ELA=U9:$+6J!$VVAS\!3\#3+G@J MK90*>`*>CAY/+=@GX`EX*M$^E79&QY'BJ2'!\#X.P*3[N)[';,<)$QHY<_V8 MASR*055(2"(AB>4++%^`+<`6%4JAU'-(-9AK\`1X`CP!KP)L`;8`6\"KT(@G MJC^YM7$U$[^);ITL\!E)4^:`;(^)3=])I%/51*>2J@G]9K999@,G"N%$H>7> M)&1WNCB?$4>?@:A`5#H35071--@*;*6K_#30/;#5*RI`^J55@("EP%*ZRD\# MW0-+O2KX:[=QFNSN2--Z(S^3KCC9YS5BN7&G/&*_ M\P?V+9C:*U3\X([B"?U([Y1J*:F?9\\B_B[[X?VRRLT'5=_D\O(F(1?>F%9MW7U?Y`O&"YUPT:,D[-)_!`5J.JM*TGKL_B29!$ MMC^*WNKLNAZ8ZS\?;O>%[165QP'/JYS#1;UZJ0*[X@Z?WO*0M4V#62USX\YF M!P+H,F7YC3OB_4;,]>]Y%$^%&Z?3PK*)A>4]$\Q++63W(,O:&>0`0>A.R3+WKZCE;Y&XH) MQ:Q!,2^^7(`9H8#[4T!YP'FET_YGN-VZ[0[E-N.RX(NH'F0)?WEKK8U M9#5-7M=M&;U!:8MGNDREN`X[>T`#H($-7]H<&E:[M`)J7:82-``:``UL0P,6 MSE,!!X`#CID#^BVCU2FM[E>7J7PM#2"M,D^K]%JG`Z15T%AR4Z?"-`8=G+\$ M2``2V74]HX63"X$((&+N=;8!!\`!<,A\IKXQ["`?6T80IE^UQ3[Z;9>E2OI) ML[FLM.<:]O)9JV,:PT%IAOQ8=F("4[ M6QVCVT(@`]<*/`0>VA\/M2W#&O9`0Z`AT!!H:&\T9+40\H*#P$'@H#V&9.V^ MT0(/(?565>K-2<*0T\7(O&$QH2:WRNAWVT:GAP`/SA505QOJNCVCUP+F@#E@ MKC[GW6B;J,0$Y`"YVI8.C)9%J!L@8JX_8FZ3<$9!(HY=.>B0N<)0^241'B>= MU2]`712NHISH,U)J0E+4,@;=OC'L5W3/'I7ED*!M#<_X:<"6=6-2BV: M*D-_H#_0'^@/]`?Z4[5\&N)'EBFD3SZ;A8'#HX@%8S8.0NYX@3BX-#*8ZSM> M(HZCMF])CW4ZB-JJY"!JT$/Y\M$E/CK*,S&LGC$99:1U4C@,M#0E"]W$8(-W']3QF.TZ8T,B9Z\<\Y%$, M(D*:#VD^I/R1'@(7@`OJ.'%1EYD$"X`%P`+P",`%X`)P`3R"U[-`]7WP&U[%]IC87)Q$.E4)="JI$M!O9IME%'#\2HE":H)1Z72-8:NB M#A:'VTL6-`0:`@WI'>>"B\!%NLI/%]T#%ZVY#J=B@H/`0>"@O89E/<,$#;TB M&?AS;-]Z?.WW"S\7WNN9G-5PM_<2EZE/XMOOW)BDYKR7\AMQ)PCMV`W\=XE/ M4R,>KA[Q>Q#S%QH`/C?HY=E9)(8.J;C\ADL/]>-WI_(WI;SHZS.#O2PS:+YE MSZ8&=QC8S82S4,A<=,=Q_7L>Q5-Q)JCK,UN>=L+CZCCNS M/79K>[;O<-%L1_Q=?-=@]NA?2133K<8!:>O$#N_X:3`>RY8\=&MW:HL_>D$4 MB;8\,@+]SXY:(U]H7[3#N-@GU:LI4F?ML`?Z)I<:1M3@ M1D+VB^V=Q.Q'+MW6#FE62)%\FJ%[SJ+$F3`[8K,DC!)73N&(\Q')\]1S><(F M]+=;SGV:^AEI%!^=,;4^X#[52(K9]$_>2DI\+2OO%/I9/$R7GC3C.C1/]EW.9'%^TA,3BC$FAR`@RVM'!SQA+ZPY[3)AOW"?AT23CP)@)'') MP(*[[X2L4W"[\828W8]#VXG%:MS;K1-^YP]UZX3M&-^/<-S>B%%SA_ M_.5__ON__IQ=]8U[PL)]MOW,^O+JX M>O.7);TKSLV-.R42_9T_L&_!U'XZCMM0;845=<>/Q=M8.WJU5N;^/:A'W0;> M*/5&"B)3RI$*E`F)NOSYH]:BZ5^R_*]_`>'P$*V1!R,0(N.! MS*Y%9$OO?'=,'"*,5Q*3J?*%6T(H5C,Q$[K-IGQZR\/,"7P%,VZ@E@N.46O) M+Q*?BS?U@W!J>PLAK2F^D]]8O:[#/2_]SHT`]N*-X0C_2 M.Z51)86+GCV+^+OLAQ4S,!]4L4(C#S.':S<\;5#C(QBL)Q> M:-9]76,&JO<+'DC-3Y69E!/I'09)1+06O=4Y#7E@:=R-^S67G:U\7L&$\\_# M4L7SU\3GK-TRF/#IH&'0L-(U[(J"$>E_M4VI91L7OV)/[OM/>8*OM(.<@;V# M+*A?'Z,>6X7]>BF8G8'1;I=FW328[5J6^\$4!\D41TD,B@>Z8O,->`!^UO)U MYZ-[F1H$=98?X!Q2E!2"2G>QMR["&%F@%&`%&,F/;-GK]`2!1@J75KX2T2A%?VC.QL9PN M"YP_RM(?_4387"JJO'7'_LVY,1ATRPR?CZ5=!6`(&+XB/.^;':/3+LV//A;4 M;=0DIK:!Z=F!9O<&-*6,^?4+\KT-%^1W&!=;+4`0K1J"\?@T:Q8333B/"2+3 MJ:NV8)2Q<;@,>5:UGUN"O/;-W%$RG=HA?4_U[N'C,7?B*.U%PK['=LQEAQN: MJ$\^S0:G*0E#'LT"M=<[#N07G]WRS>Q;,GIG['RJFNUD7Z9KK_E(M'Y@8P)0 M),AR9,R;.;CJ@326>:L=T0O(G_4S=J-V57>F($>_`O6\T`L ML&BRY^A0@\7>?M/'%6R5OIF$G+,I_642,=&3;<2R_?E0("C0R_+X[OYXG?H@ M5X^F+-KCMJR6&:^39?H4&2<]GV:KG0:V[.4"P6XAV-+.[M--F*"#`]9:T,&^ MZ:`AX7"9XOFTFD:UTXWVV.UW!`Y;Z?(IS9@=;!.F*B141P>%CC'HE+8G3'-4`(=T0/KW6QV@?7>442#MC$8]L`_L-ZPWMM+ MI-`SS`K,R@YFQ1B8L"I'H@(JOC*&_=+2/`E+L&8,.&M4=B0ID M9K"+7L!E>-KZ;2"H4L1?0SZS'^6^<.&#%TL+R](F_03:7--T2'U;UILN);^! M95JE^3['TLKE6!4)>H/&6R!P$/@A`/$H%2F-8%K#TM8*CD5C-NK>=L@-UI8G M9U'M1=NM8JNFTY(:<>G?E>TZ;905RTX8HL]6&;>-GFJ+P-9NC=SA"<:\U9CK M.UXR$EW*_#BTG3BQO=6&8N-2WNM/_<%9C]&W/%+04N1?EL3_9';-LTZ90S.8 MS^.Y(",>QYYL#!>ISFNA>T\XO9<3P,:V&[)[VTLXF_#17=H=CD823=Q95)KX M3]KML]Y;/2?@I-<_:Y4_MC@0?:KM:4",\1\I4B'-6SMR(V:/_I6D/?+*$W'K MS"KC+>:46:*(6R7/_MD^^&^U_JM!_#<\,_6$G]FSSOH'SW^=SME`5_X;ML^Z M!\%_%;Q%.4.SRJ:_G=WIU[O&KXQM-O3UA7ZXX\?ZF^RFI*Q:[(J-`D3,[KT; M/PI%?:I];BD-CQ??IW#-0LAS5,UI.Z]M3ML_S(ZAQS30@W]!-)FMK0U1M5TP M]YRQ19O5IJ\M'9^"H0UK]4L0.[=A17N[346,OH$:]`W4`_5H(ZJ=H$$'!R38 M0VLC6J7EOY$IV*S;!;L/O&3*V2P)G8D=\=$^77C=NZ_(CVAQM;V(ND:GC0Y[ M^;L"7NAPM<5^^M*/-]5;`W2$SH$EEXZ.6F"Y=Q21V%.Z3=@"^CE&>`%-:Z\S MC;:%UI3;@*>)YY*C9F;S@ZFS>IE"#8U+7WAPXPF[_O6W"]O_0WSE@ M@`8%-"C;T.HZ#+3A^604T.R]O@$%-%`P%-`T?!D-!318,6^P8%%`HYN9@M:" M#O2G@^8%/*5;_N\\O'=%2D?TSF/\QXS[$=^GXZY[9AB+;SN*R!J4;::UU1$L MO;U&<,#2BDWKH&AFW]`YL(32T5$+[/:NY:Y=D,^^R:<1@@.65HI=^Z4=Z](( M#7@M="IJ!8FJB>4LTO"511/=05-6SALS4+U?$&MHU:VA-4R&VH4RI>?&M5T* M?[Y5+30,&O9:\5QQ1[9[8VWSB8:@6$IY2G:?TGZ^6NPV#*8G?*61S(_QIR1YST;J?V(R/%)>5D8_&U(&0>EVW3 M64!?"C,W6)W8R:))$,:GY$)/6>++Q";]3._Q'_*:94_U,W:52+]:/&%%/%N. MGAX0A.\R""V?[R.F0;U@9\L?@MCQ\X]^>Z(5YY40D.O^%[]6C\GMS^2^Q+)81-$W'8AO?([+N0 MD]HF,P*9`%=D"+@%CD.0"GR#9B(/1P5@X]#VHS'-BXA;9Z$[M<-'"F1O8Q;< MTENH@R/$`VQ_8?X,]D"1[(1F6ASJH7;)9I?+*TDM`J4`V2-"&I:\LQP;73;S M>':(0O%[P+V6N!?_(N!GLR2/N9#3N1;L2^JR.]IK!52SZ6"-<;;3XQS$9-'; M+$#_EA-A_SMQ!2YO'Q>^NCQ[[/]-:(*CA`!/_"&OBER%7<=)PDAY`?%#,+?Q MX@F2B^1@,I:QX^+Y-.(BT<((=37SMC- M_$OID[TH*#Q^,N\1*+4SLCVNWO,Q/_U"')8C[NGZ41PFXB07=5_YY(D]$LJO M))!9N1%H2AN:@COQ^M&?4^@MYL?VV,B-G"2*I/$/^9T=2O]N\:`8"6H!!O$E MAWCA5O312$A[7)^)(S*9.2)9_3A&Q]_>'-])<#X-^N?-U=OF#NB7]`@3OO#]L7%L-7IM$QS M>-6RNM;'=KO3N>CU+GL7K8OAF[\L*4-QVEXH&5D7^N_?DBY,&\IP/KRQ7MN\ MI-VNN=SDT,MI\'YZC'/7ZX8-&2?>;Y_ZB6JVH^D(\9IRFE<<(2\O^YW'[.]^ MR-,D]B\VA9(GPE?DT5N1##N__KZ%8'439M,69J&8<\4,_%,GY!2"L2\W-Y^@ MF=#,IFCFKS>?H9G03#V,.5O0S#1??)YW@H6B0E'K5]2O(C,I*BK\$?L:1/'I M-QZ[H4RMLJ^>[4,MH99[4$MY4M>FHM,X0&]$*=YG.W0F6^_AV(>`&R'.TJI; M2]@?U(SJUY.^,>RVZQ;;'*6'HGD-VT=ZN)TM08P@QC(DUA\:K=(W'3TIMD8H MD;BNRDU)H#Y0'ZAO_]2GE&]@F59MVM<(30+_@?_`?X?/?]:@#]X#[X'WP'M' MQ7LGIM'JE=T($[E`O;`+8@0Q@ABWS`6VC':W!9^PFAXBQ]J&3FY2D]OI\UUJ MS)7;U-B)%T316W;+QT'X_"$_=4WWG'[SGT+N>'84N6.:*+D[=`N`;%QO44\] M1;,L%^IUH#_0'^@/]`?ZHZE\H#_0'^@/]&7G\MIMXS>L%<6%>DRWZ]-Q^B'#KTHY:`A8?:,+B`!2``259;``1?` M!7`!7``7P`5P`5PBJW%@[%J*!1Q M)PFW[#[`3P`5P`5P`%\`%<`%<`!>( M*Y"U*DN$WY:VO$3JP-POEY_$>5D^C],-/-@*@U+0VCD8^@/]@?Y`?Z`_6LD' M^@/]@?Y`?[`59C\QV_DTH)?\CZU./??SX\+M78Y_.=R$!Q*!(&$D`H$+X`*X M`"Z`"^!B-W&@(?&XP%V`K@`+M;9B;+59*M&RKI@:&-CB4S6PH&Q M,W%@;)@?&%L%I*IHD'QHIN@E&>FB.C!5^I@JX`JX`J[@`B(T`BZ`"^`"N(`? M5DZSC=J.*`&<`*?&FYGRX'(H<-@IQ[;(%6WBBE&0W'I"`\&!X$"-.=`:E':4#;@/W`?N`_ZRE(W^4$OH9?02^BEKK+437[0 M2^CEH03I5>9!/MNA,V%M4Y9N5Y0C*D>&NJ>5Y,<'I?NW@3>J-%_YM$B;G*Y< M+\)NQQAV!G7)47Y`?R`_F!_'0FOQ/+Z/5JRP`>9'7W M>L%65.X-NM1!?LU42=#EJT5H=H9&JUO1;L`C]1?1AO_]EYC^1L^?SD(^$2WY M[SES??K,V8D71-%;=LO'0'47NF"9*'(KY;@N`X+#5 M5Q`(C#_T!_H#_8'^0'\TE0_T!_H#_8'^-*=,^;!BR]]YS!(_Y'3[__`1N[-= M/U)1)8^V25(>9-?VIY+B':/?+:UD>Z>LMP;J4W%B&]Q]5)@:&NU^::66@!0@ M=?20JJ!Z3P.(U%*#`J``*``*@`*@`"@`"H"R=333[ABFU4W?B6U3;&R[(;NW MO82S8*SR:A%W$KK8Y1'@!7C!#L$.[9Y/&Y37+P;Y-$#JZ"$%VP.@`"@`"H`" MH``H``J`@FBF2=$,\F_OORWU_XG8.`RF[,OE)Q8'S.=QVLT(?8'*HRG-U$L[ M^4!_H#_0'^@/]$=/^4!_H#_0'^C/7N2#F*VP\TCTG0U\3K?(RB74-B3D3)!< M1'(1R44`!4`!4+!'3^LL/"`%2,'V`"@`"H`"H``H<-(T=-*0=GM_/@WH)?\C MRR08_7_"1W5COLJ3EL/?&;[(S8+HO@TY+$;\BDGX58`RBJ$ MJQ=H*[!N+PE-%UV"]=/'^@%H`!J`!C<3\1B`H@=08)%@D0`T`*T$H`U*.T<9 M^`*^CL_C*P\_AX*/$C*%;2*/49#<>KSD5&'Z&'&-O@3UU\3GK-TRF-4RN]6P MQQ&+ZLSH"/1)GH)^+LY?&02A_O_*"NSP_)S\2%^$$YM;\&B,_$Q4ZV>5EY\/JEC3,R_TZJPMR]J@+$@.YL.;=ONG%PE_T?2D%YH[7C>H^7EU M7X?WTV.=D(,23X(D(GL?;9.UT.Q,FX*$ M''(6>%BBC'[G,?N['W*Z_7_(V?K%=OWHY#=Y+LM;T3?R_/I[62$?BM^/2K$" M_S0]^$>>]0/-@F;5I%F_WGR&9D&SRC&&;$&STB[*Y[MT48:B0='6M`/Z*MH! M?W/&1M4^:F*]KQ5(Z, M&R'1BI9IGY9@DU=I58:C;1F=@5FWW`ZJR*7*FA;M"5([:PUF!#.6(;%^W^AU M:NM?T@@E$M?55QX-Z@/U@?KV07U[Z(_6"$T"_X'_P'^'SW_6H*(J9?`>>`^\ M!][3E/=.3,-L#9`+1"X0Q`AB!#'FUW4Z1KM34:^$(_4)&U];_'H1?HGI;_3\ MZ2SD$U'/<<^9Z]-GSDZ\((K>LEL^#D+^E*@9"[GCV5'DCDE4XISV=UNHJ&95 M#;[M0D1_="A%Z4<-"3,GM&R2JO"!B0`B<9#HH(B-.`" MN``N@`O@`K@`+H"+H\!%WS2L3FDG?1X*))"@D@DJU8A5]&$=VV[([FTOX2P8 MJ[8X$7>2<-L>)8<+)!@8&!@8F-7K+&/8QSGE0`00`4L!7``7P`5P`5P`%\`% M<('(`IFK\D7X;6G;2\3&83!EXB2A.&`^C]-M--@.@W+0VED8^@/]@?Y`?Z`_ M6LD'^@/]@?Y`?[`=9C\QV_DTH)?\CXS7Q$$HD_0@%'N7@U`.-^6!5"!(&*E` MX`*X`"Z`"^`"N-A-'">E;:9%60HZS3<(9!LW3*8 MU3)+Z_-6SGQ'-89?T@JA`5""JFJDTZ>(:_2M MC[WB#I_>\I"US2KK-\N1L>X2E1\?%#9N`V]4:5;L:9'6+,%2,V;K1=BVC$ZO M59<<=5>S/2Q):L^135X%`#F"'%\APF''Z'1+:UT$<@0Y@AQ!C@="CGO8V*^[ MKH$AP9!@2#!D*D*KO#,WP8Q@1C`CF/%`F/'$,OK=VK*..Q48-U,W*RI'!I>" M2\&E>G*I:76,3KNBYAY'ZFDVI$"Z2A%^B>EO]/SI+.03T6O]GJ>'P;,3+XBB MM^R6CX.0/R5JQL*EP^5QB/S15/SL73[0'^@/]`?Z`_W14S[0'^@/]`?ZTYS* MYL.*[G[G,4O\D-/M_\-'[,YV_4C%=3S:)H=XD$?6/9FSMGK]LCFJ:4TO*DX[ M@[J/"E(#HV4"4H`4(%66VE10E:1AC-(SKW_/?"=D(_TE^`/Q@J&"H8JIT- ME=&R2FLU?Z1V"I`"I`I%N&4B2@-PP.H`(G#/`!0`!4`!4``4`*590$$639:X M.1/;OQ/[EMC8=D-V;WL)9\%8Y=4B[B1TLY$/8K;"SB/1^#7P M.=TB*Y=0VY"0,T%R$/:VS$`4(`7;`Z``*``*@`*@P$G3 MT$E#VNW]^32@E_R/+)-@]/$']W12)GMQ.X]=BC!4,%0P5`!*``*@`*@`"@` MROZ!8'A@>``4&)[F&)Z=$FXO'0M_6`FYK^+`\\!GMC]BLR"* M3T,>NR&?J$\OH#DIK3K"QK(ZLF!KV?;LW7=GPD>)Q[^,SQTGF2:>'?/1EYC& M?!E,9R&?B*T3]_R3/-OEMR"*;L1S;D@H%U[@_/&7__GO__KSFGO=VZXGOG@= MA-]MCW_/SV;^QIW`=US/E=U1%F]&,^$+<7_CXP]OKJ_$^N+?K'_>7/U?^H#_ M^\5V?3&&+_XG_YY'L=C`$5T\7M*8[X+P\?R'&^7?S8FE=?>QUV^>]0=NZLJX[E];%L-WI7/3ZG]HHZ[/%8L&\_-R9/KQ[O<6N[K M*>5.5]R1RE$8J"D'NEI)L\]#L?WK3>R,_$E4[V>7L\/+BC>$(_TCNE-$WTZ]FSB+_+ M?EB!PWQ0Q9J,>:5/:VW=S09E'7(P']ZTNS^]:!$6S4]ZH;GC=<.:GU?W=8?^ M?J;5E('B!?>IH>0L>#A_F/(^8"'>M=Q5B"PG0KLL`O\1;F>N#Z+)T$2 MD;L8;9,1VOB8G3W(LT[M7+VQO%/:[I*/V&40Q:]VQ)]XBKA3E,R>F``2X/MG MG.;^+%8J8*IYIQMM$VU6Q[))'(C=[Y$$E'5N3A:5VLP60`3 MP+1W=^F7,(@B]G<_Y/0(@1V1)=RFP[)N$H0V'I(V_K;M.7NZB1#JV&!UO+;= MD/W#]A)>32`I7(6#B1+E;4?DA(5R<>I=XI-^"$=(W?'WP#_]?/']716Z6+NN ME;^6B0-^#_Z`7^@/]`?Z`_V!_D!_H#^OE4_S5@=+%]KG)$YLCXW)TRXM1$8! MZ7-2:69]J#$LKP^$!G-=2O&G?DRAG?D!3QP73^#4#;`%V`)LL9D42FM>IL$\ M@R/`$>`(>!1@"[`%V&*?>8H!>.(U:4X]"@H61F"*NQ4WTYW*WY0IXU^^?Y2; M&&_^<PX%:;#(@`E<5P`%0-G.:QL8 MG?*:CP`CP,CA8>3$,JQ6:0[7JAXT.?8MK;D8('5,D*(PQNH;@PXLSZL3!OKM MBJE2OM]C.^8L")D7D!B8?<=]Y['JM,'A'Y'7<&D;9K>BCLA/RPL)&4`6"9NG`L26T1J@ M:/35V9K#RL;<\D)UE970$(@(9"03B1D#HSNL.RCZK15$_`/^`?\HQ/_G'2- M=GFYTYURH\W4+52R@:Y`5WO(#)E#8UC>?B;=-05YY]?)[X4^Q>A1K#>1'YBA M@_Y`?Z`_T!_H#_0'^G-@^H,>Q>^_Q/0W]O>S[V?%/38LHM%ZG*D;,-1^[#_\ MUS?"MX8#PQJ45E&MP6QCT:.AQEL#W0%3H&D+V`)L`;9XK10Z0_@48`FP!%CB M^7*(TLY.V:D60EOU0+D#2`6DLGM*HV]A-QSRI3(=TC&Z5FE]'I$1 M`:2.'E(4QO3Z1KN-U0BD`]:E`Z:)%[M(!KR`HD&G:PS,TO9-ZZ(`\-Y@:EXI M#D3^P`5P\7SDWS(Z?1PE`8P`(T]'_I;1Z@T1^2/R!Z3*BEFZ'<.R$/>_*NX_ MJ.8$\KJOH7LO#BGR[%ON,30DT+O4ZE#I%_H#_8'^0'^@/]`?Z,]AZ$\3/>N% M$9CB;M7YVB&/7-+BV+6]+9L2'%/4:G6-H8GB=7`S4CM/9TO;1JN\PZF1+06D MCAY2@Z[1;L'L`"/`R#.+=!T4Y\+H`%!EJ&V*G[^D2"?J?!UIMH^/7C M;U\NHRI`=OC'.0^,3GF;?'&B>G5J%+:R:LX31UP!5RK+F@VAL/2 M=C+#8@*"@*`&;3<`1``1*9JUFW=*%[AVALAZEM*7!2G(XNA^\B@0/P-X,L`_ZAC4L MK?CL)6'JCEN8:J"W2>@MLX8'AAJ&&E#7%NI#+@TH$!2(5&VC=1,1 M(.A2,Y4$7;Z^_,,T#;-;V_8`W?4,_B((4$O%!`%6Y2_VC,$0_B+\1=`EZ!)T M^7*&L=\>&+U^::W,X3&6L.K2)LF,@N36XP>][')^_9U%W$GH6R[?9C?X%AI8 MDB@U$%RM'/B,V!IYQGS?Z'3_3GP%?BJXF6/ M9V2%-@/@-G`;N*W:-0IK2-X8/#%X8F`KL)7N;'5B6H;5K:@"#ZX8R`WD!G+; M7UILT!T8O59%Z?\#=L8**?Z?8YO><.WW"S\7WLMS?7XZ47-A6JV?GAQ@X9H% M=+9(J:1P7%\N%,>L=_Y`_L63.T5SGMP1_&$?J1W2C6!9MBS9Q%_E_WP?GE6YX,J+I7, M-TVUUNY2VF"U10[FPYMV]Z<7E6Y1P],+S1VO&];\O+JO._3W,ZVF#!0ON$\- MW6Z5-S60>UW'=!?8_$,$ID`685M1=F>D` M:=/,=M!I9YO,'.Q'169B[+V3NNFWV*I.H^XT3DG9ST9%F/:* M;5S/C>LD'D">36KH8L-52Q>#3`CCO[Q'WF=%218$J^8ILJ5B-%RS2F:-X>P- MRTFX9CSNHJ%MS/GVX4B[Z`,PM%:[O]S93=IQ62!%5=?'G_46\PF0`3 MP'1PD^GG/"L*\GN:<_$(B9V?PSBM:;T@M!':N*4V?A+?ZUJ^"G6$.JZ7X%48 MY^2/,!GQ>AQ)/>J>J[3->L((R\,RSM+S42KT0QI"XQ8_9^G9K^^NS^O0Q<9U M37W*1'E.$EP&_8'^0'^@/]`?Z`_TIVOZT[X,H7*A_3HJ1V%"[H2EK^KP0*=8H(8:D+J,)[@`7``NV.*E ME>VGT644P0!@`#``K`%P`;@`7+!#?$#982>ZC.2^+-#&-/U<#YAL;7:;VEGU MBTH9_WS]@81IC]S\<4&R6]&/*JV_3:"QDZ7AJ_LL:IJ,.C8";YA>:RM9USI4 MP.P$+H"+)2:81UV7`1*`!"#QN)O0H8ZA#!*+P]XBKU39,3X`3( M`8]C;U=>OUT@=1I]K]NA/_#1`NKA%_C498V5S]9% M=^HV\?1#8GMGM,Y!KH9H`G`'W`%W+XC+'8.K@)3RY0!SA=L-%\%*5;49)QT;QT?$;!(0.RK:CAV.1"*NV+?T[" MLY9I4J;<=-9;#^JVF]5PC#)1:C=+@WW`/O6&RO36!/`/^`?\J* MFGHK`:@'U`/J.3SUG#K4]Y7M>-TI/MH*S=%LE1F(J5OJ!6):$A&R;.JJXZ96 MZ`'BT#O+[X7S6Z.9?K4\SU5KZ[+6.[KH.O'$MI-/>"! M+O$`#C4!%X`+P`7R/B=0MKY3EW$$!X`#P`&P!\`%X`)PP=8Q@H!:7@`>0'CQ MV7WR\-QQ+/%L&DLD6RA*=S=@FM1W`^H[*%.!Z1/;DF%6`A?`Q9JM)2ZU+1QZ M"$@`$D];'FS*3&5G$>ZTY4$7'&FVJP&`T1(PPN/P3CI(SA MIL_?YWLF=0S$MC"18"*!DPY<`!=KSM2C#D-]&R`"B'CRT86_$2@+6\%'!V`Z M#AC?"ZAO8KG]7AYZI_;#5_?]EL??9/V:)+SE"6GW'GCMV`1L"_V!_D!_H#]Z MR@?Z`_V!MW"(V(PNYN\QN@]S/6"RM?H\BF(M@+N"R83Y0[O$P,(,`$H#$4T(P4`8(S""`2\?A$GB, M&C[V?>SMS^M7Z[19?_\?'SY]>5_4@:G.%2(.J&FK/JU^I72Z@DC4&FYN%NL< MXFI83PS<`7?`W8L;PFQ'60EP(`Z(`^(PTP%WP)UVN&.,NH&R39S'`KDNAEE4 MROOI-!\:#HZ&5?0*"`\$A'JJ+ MWL$S`_.!^=K%?,QDU'<:"TNU0HM@V('>M%1,T-O6AIU+776E`&#::8E=#025\5\FUW,6VB@(E&V M0FUKHK\U(FP]__G4]!D-S)J61RT172LTJ5GO5@NZ:[.)!Y(#R1TD<[%&:O!O MP7Y@/[#?P=F/V08U71\&'@P\4%P+5!,4M[V!QTQJ!\WYL+#Q0(`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`B1U%) MTY*BU'3RDD=\<,OSF8ZRJJ.+/NHNS>].CALHY-S,:SR;>.7WV4;3+!^$R9PA MS>0U3PV/52KB23*YYNV)<5)]%S9A]/A]>R@]Q+VR?QX$KWW#=GW/>?5HD4O7I[8GMOWK1`)XWQ2NDRDW:')<#VN?$FAH4<@NK7NG6WBQO:% M<)2;UE_7IV#6)^=1FWDGH':N-K/Z**`N\)#WU;GF&[#H)BRJKP_C?.=MEO2` M$^!$9YPH\RDPN0`TQP(:P$)+6.SOU;'VNW5Q\>?9;5C(1G`:%&V'?8XT`(/\]'#7#R%!XP#QMG> MZ+.HYS+J>`AF`2:`"7+$@$F[8**Q+VA1V_2HX6,-%C"C%68.C`ID#^';K9#A M)RY>,[SGR!>"3W8U51V$8)'?`)Z4J8W[6ME4#3P!3_`19^_#9`4LM0I+!T4+ MIJ(F\H5;';G5(9]3<1X1I\"I8ZH#GPG>2(+%,Q@-O)KJM^N[E:KN8#)@"!AN MX>Q2VS2H;]9411PP!`SUA*'&/K)<>V!1WZFI[#4P"4SJB#BTC4N'DGLA]8*<)D+PO/@[R5+2>QJ1YWAE:*?8SO-2VLRPU!84]-J74W- MUE1(1$?;V5$4+-C3]G3UMCUKJ(AQT\\Y)P/QEWY!N)@V>N2QB"($N(D`K^/_ MVT]\*/#W7K`U5:<5 M;]NX^`XX;5W.Q!1ZO!#/"&7H("R>H@OQ-!"T32FMC76Y!C.@5;%DR&>]?#JW M;@UE+S#L&/;N>Y?S/5"=4?@H;2I>5(=II]N/9P+*I M8RE+,1[';`!G:R-GJSKNY-CC%BM\#64EGW4!#^)6ZVKL,%@21S+>R_'.7&5K M3J$`>BO`A-\QWC":MC6:HNT"U)V$SW+^/'7-HZ_+L5PR.YUSTB6%F00U:>## MBX5"K&:00%V%R[;J!QAD72",.C8[=@U!'&QOZ7WF)8D?S;J"EV4R/OGUV%&V M,LN"6-BQJ$!UGT>9A5K31S+BRT$?T(!!!8Y$!<;Q3VE=!1CR3MA/*D7X:Y:7 M][+87X\GL7CA[_(8_D%Z[()U/*4!;9.58;*L&&;.D^HX ML3*;*XJYT6%C36ER2WF MP"_FM,YA#=!:?T"H45.Z^6@GM1EO^4T9BO=?>OV2SS^^&15G]V$X/+^.A*,X M2OB7NVEYIX_3K.K/PL_\))S,C^EU&9;5IM,O=U=Q&J91'":_\?PNRP?B"[\1 M\GB79-&?/_WMKW_Y<^('X>J>N9[AF^]\=N7Y5^],Z_U[\X-KV?8[U[UTG0]7[T]^ M>C:0LX-R$P^$F_R9/Y"OF7BKE8,ZW/)]Y%U:]RV*D?9=W>;V6$]8IY`9*/#??&L^6?\COLXVF M$O')')\R>2:MR?&2?5=\>^'U[^#W$O;(O/HIWFO"_&)LD M'!;\_/'#`OJFG9J-)DZIW5JZ_FJ#@&35F;D#*:\(T+R%]*TGD'D&7C,/_\Z&Q=#+*1N%WX43-5DZ&5T,I#:.54 M!!VJ>`!6`!6``6@`5@T=2V<&F:ZNL:RVCK)UKM..H8=S)57[%E<";T7B<=NE8[;,R@IFM3"Z6R0!8@"Y#%^L-#+&IMOL4' M1`&B`%$<)5'8%C4LE&*$+[>U+U=%>,&\ZH,K75JZN<(Z<:AA&"`=8`086>WN MH[H\``*`K`3(6#Z^R4QE"M05H,!\76^^1LA$@'1V(AT/IBM``I"\L+20NA:, M5T`$$('Q"N-U?XG^FN7E?7C/28\GL7C_[Z)W@T%<*BT]#/XY)OZ1^6&D?8`1 M8&1-:M0#0``0``1&;'?.9)D\I:J;H.T>O9NL#).YFJ(;[313I8,M&PGM&+!Q MX>JNU,O94Z=MRG5(L(D<.9.+UZAG^DW)4G=5:\3*`T&"($&0;2!(TZ..K2Q; M"7($.8(<08X=(4>U6Q]`CCN%/0Z?NZLW]&IXGV%@1?,16XU!7_?%O9LJ47Y:6!RB`EI`$?@6XZ MMZ>6F28U?>R^!U.`*<`4:U=*^S9U3!M,L:\;J=\!T77*]_.C-SEU'\>>95CT M9]S+!7'O.I;%:+A&]DF<\K/^6+69:;R::<8;EE4CIVQ<%5DTU+Y8:ZMGE/:6 M`-7@2$?H7W/+X6H_HO[@D_VIXU-F64TKWU21VFPO_AV8!68/@%G+9)35%18$ M:'&J MQR3B23*YYNV)<5)]%\,1/7Y?(M*;>"`K_@3@&G@R:1(RZ/L-3U=1K+L&XV*L*T5R`;IGWX5(,5%#4@_',FH_=A0BX&\@P. MDMV1F8K0T$IHY6'FG:>DV$65*H,B0A$/K(B?IMG9>JR@[NV>G)E)7C[MZ1P^ MBWH,=^G,NII<7%W`(N_#;AS``K``+``+P`([LO0ZM'^Q8"J\4DU`67O@_8!` MU^E<*!U6;%3W629E@4M=M[%U_+JH0]WF$*A(/_GIHGN@HB7W^38UC9K6BH&& M0$/ZR$\7W0,-+;G/9C;UW,9.!M9%%YIW@P_OYM:5H=FH)@>R-`?(M#:>26W! M-CWH#_0'^@/]J4L^;;0,6AL`!QAK3KQUP5UKDSO&&`TLCP:^L@"U+L-9=^0' M5``JZ!05F(Q:@0L:``V`!HZ8!AR3!B:.D(>7M;675<5>P:OJPQZ=6^YH.M0P ME.6`NL(Q@,010T(8WTS9L6-`!!#1>D2,Q>&;S%2F+UW!!:S1]=9HA)`_.&83 M<;@>+%%@`IB86Z%';<1_@`@@`I8H+-'M)?IKEI?WX3TG/9[$XOV_B]X-!C%J MK8-N-@T%^=0R?#`-(`%(/-JD%DK5`@_``RS2UAX8,GE*=9Z_MMO4;K(R3&9* MO6VXV4J5#K9L)+0C/.4DUPJE;7*95AT"J<&#,*GKN-0,/,7(U%L1ZC:I0$\M M.PF@%5JKTS$![:`WTZ..JYK:5HJM%4H$Z@/U@?JZ3WUJ5^>#^G8*&!P^A56O MSW_+[[*Z^SX_NX=0?'+N*8=&?\1<7Q+GK6!6CX1K9)G'*S_J\DA(SC57NRG:=9D%(,BVC+*X@.1]F>?DNA3FK31Z27:W=I!JZO\,:SQ]>I^EO5@NRE2%G;8IB+XTO5V-<@TD MW7JS6CN)MDUWD9%$1E*-R"R7FJRF]7K(1H+^0'^@/XWIS_%IX"K;OPKZ>^;O MOBE#\?I+KU_NABVD"E:_:+#;>\K;QM_DU>=Q*1J/QH_I\2C+JYUSYZ-4C)/L MS"2?DI5\?=6R;=YAGH!L`9;JBE@\,RW/SZI?E+SG_OD9=\/\S`[](A<#N6&Q M&^5S\]+G;,^7]&<<['Z:RR'Y8D3,2T5%WS+DS_ M)&5&"G&M`-PP*^)Q`"'M3:>8E-^/`PCC/V?I.+(0)D7V/#56_:':2,E[\<$MSXG%JI;M12W(Q25"057J@:Y:P-AK M'TH@E$#9O#([BSR;1`YE%4P^__AF5)S=A^'P_#KJ\]XHX5_^G[UK[6W;V+:? M6Z#_86#<`"XP=OA^V'4`.[937Z1)&^OTH)\*6AI9/*%(79)*ZO/K[PSUMIZV MAM106A\"2`XY(O?LM?9C]NQI3[*\=W&6I_V"UN_BN14_'4+XS'SZ9_@`WWJ^IQ^]6Y2&'LY&(^RRC'QBW\F7A#_: MTEE11D4:W`*V$V&2A?4K7+^,#&T[)0]/)'_J,6'4BXX%W)SRB:"%W7P,0FZ+ MCZ,DRUCVL\CC3^]Y$+`15XW,\=3MF6B`T.:S3;Z)Z2[^:ZX%PGB`L-OCLS)P M*Y*,S?S(<.U`^!'C#A[N>2:>XZ"VH8[@7E[";EJ>51Y`88FO'. MM6?.N?@^_2.Q8(UH)A[6Q37C@0L4D":+HN$U%T?:4?&=1W?-T?>7H_][V,H[ M_"-_QV%067@1O8R=C3[,O?SDH::7(2>!IKMPE6&#E MWJA7?9]1EP?%"^(%R_Q!";4)96TX5R4==AP*SR#I9]QT9M+JI-23H7)9_ES=ILU!5G&+*M93T3HYA[HYOS`Q4@WA5J*C-3U;"Y* MJ/'XX*2[0=IIVUS*DF<0(^UJ`]>KXH^=QA=&D6!\04X0NS:V)JJ] MV[4AO\1*E=!>TVYM%09Q5!"U80"XCE=5*0>.2H`C,-]P,L`98HP?VP/&HZ'MR/K=P/9)$6 MW/<^B8OM"D5_BN2!_^R@_<3S5M">H>OGY"&)6T@X(9G]&@XS/>J:&C@,(10P M)4EM!*1&+-6B0,.GANU7I7O*X+=D-P(8!`9?D!XR7*I5!T*D MCX!98'9;NTD-35I"%V83$`0$7[XR3$UYBRJPFK4[!UD!Z1;W-9(\B,K10R5D MIQP)5B]`!51M,9"5.CY0W2HBVZ2&4Y*M6"`K!=1E!PX;R$H-`2J@?2"K;1Q; M6Z.6):WD<6-A'9AK"W(#N8';H!1PR.&+@*7*4X5_G4-J25T!T,5]5O MKTFEQP/_P:"NDT]>=M*E0$A'"1@ M1)YOP$&B&VA^CM0$,"4M*K=@=``0`&2Y8V:8U#.Q0[5-;0; M1+M!D!7(2G6R.O8,ZFK5-1P\4+\7Y`9R`[E536XF-7T7CA@<,7`5N$IQKC(T MZNHEK9SO,5E-)13?Y@%_PX773WV>>B_1'_FD,Y@(W=#>+'W`J7MFH*EQC2J$ M$\:<=0;?IP>-D[0;1#-ZJ8MKQ@,73TR:+(J&UUP<:4?%=SX=S='W!2)MA%V6 MD4_L._F2=(,YPOL>MO(._\C?::@)?(:CH)>QL]&'\^>S.GFHZ<3L1#/GZ M#7*[Q<-<'%G:F[5*-ZOAPQOUJN\SZO*@>$&\8)D_B-+-M?;K.(Q)WDGZ61"W M,A2/[&#E>ET_N1W(QGDL3DFE_[+'[:'O'B M/5^11G%[^;`D?>`:\X%>F=RI27.22D_U:G12QI:?ZR4MF0BB0O=JZ`_T!_H# M_5%4/M`?Z,^AG;XP\P2Z&$VF&'&6%]`(-E=3/M`?Z`_T!_H#_5%0/OO@31J6 M9&\2YW*I3U*JE-0<6GO[XC[=H(XCK6>/*E,I[D.#3=``:&##ES[F/&"Z!W^H M17$?^E2#)<`2B^XS?&EK^ZK,(SP%<``XX"6>@NU01U[CAL/P%)";67`?3JY2 M(I>Z3P*BWL@ M\E:@<%H-$`?$K5WMT4T80!A`P%$-.!K4\W4`WHON?AU4*+X.&!X!1531#(^M.X#2X`E%MVG4\V2MB]M(82A6R@:L"3&QAMC6/.KH& MLXT8'Y#9,-YU71@1(`*(F#A6)K4M''LD([A3KP]2S M*FL(#K<:B`0B5SLAKLQCYM"A'Y`#Y-8904_>6:>P@(`CX+AEN1:UY%5K`9"2 M8G@E>ONA"?\>45SU`E1%U91J?:A,[8UN&]302SHM$%WXP45*";`6G3*5(JJ: M]&C5;8T:OK12!/1I513`8$`P(!APD1]'?:,Z+ZX66@07#P2GJ&J"X%ZQ8$`] MKZ0S1.'@KF&]N9\^1OYKWLA<=O@F[CZ M+,SYX,UU[?$_)?F:WHHO>8?YK2S%%2'_S3@_.WFVN66+]QS?EO5[2_2:Z]SY MW`-/1G%Z^3!0&DP_'VBA*7S%0=A"FY%L0]1GIB`:8)&718+M.)^QE9#BLZ(L9%T./ MAPWC9M)E;]D_/19GC(CW'O3.3-K%A?RB'FN*WQD,/.BL>4H:'3XB";I)7SQ0 M*R%Q4@P6]5N,R)#%_VBG/N$71?PE9(Q'@K@EY\&L4UOJ@[63M!!UQK'&G_'_ M^D'*)T><,F$7#RV.FZ!3$Q$]47DO8Z@J9>]4*T7*,@;+5AT-,K_T]UHY+IIX M#DL..LY7_RW@_39H-E,F/HT`^Q!D84:"UG_Z62[88L`$_!GSA+3"C*M8'L9] M_OT997#VG26-4VGDOOM(9/CYE[?][.0Q"'IG]TW^SOV(?6[?-?OK#V MQ='MM5"Q/XR_&M=')&SQ/P3-_,2U?2;$N6ACZV`+*TGZ>99S](FA'Y[($]C1SPY[ZA MP.'@QZY9DW4?6#KU+OJ2$Y->\RZO)Z4-M'K&"=6>^:#B^_2@L2"!:":4T<4U MXX$'>MED432\YN)(.RJ^\VBE.?K^C#W-P MG#S4=/7$)'"R%U;,;%"`43S,Q9'EO%D;D\V&E,,;]:KOT^KRH$9='A0S(>4' M:]J#HDYI411J+I#?^'$=M0LUY9[]./:YED=M2JO<\%<&?]@N00J-5$HT[_!F6K,_8E/&6-+"MGFLLB10V$M M6GD0KA@H$Y0)RJP_9;XL3A"5$/N58KKNB]H'HD_T<;#`DY*(9>A?6E%:;A^+ M$8NOWP=K0P])U))+1:0[U-!]ZDG?,ZVLJE124@T.DB\?=4&DG3H' MW_-]L63>`%#J`FK(U(.3X.>HNA8\#@L_OP^>:J9)+5OV'E*U%0$&O;;\HSJ@ M3K7==H:O!?XV-O3(@3`2M,46@^=ID+R3)OW'#C%F_XZ\R`YRFB47+U01V&O4 M]73JXZP7X&3WIEX%:[X$)Z>&-/,.A!P,0DJU)*L#\YWVU_2IJ3O4U(CV/>KI)77DKN*H@""89)EEFH&?# M1@,A2AD2A0,]FYJ60VUY6_.`F8/!S%Y:E:$1<:2==[D1LPW7Y1 M9=M\@%`]^:G@,RP&H24Q"0P$`H%U,(,*1[JF85-37HL9(!*(5%5^*MC$H0G< M_+Q#`$Y.G&URR;22OCBI?#\#[4:2!Q'I!2GY%D3]DHX64T**=68R20)40.D6 M>_?2FL1O+#;%"7])$.12B__3'*2F@,COPO$!8:@A0^?[S2S*&IX97N5SW MJF/]8KE*.ZL&:%=1@#CM1JXCHSQ[#IP:DSJ:075YVYO7RJX6J@2/YX`Y4'', MZJ<6')SMQ?B:(WG>Y@$7SL+K%WS^Y6T_.WD,@M[9?;/#6OV(?6[_%N1]_D0A MRSZW/R;Q8X.EW6OVD#?$P`W^NE=1TOSZ[JBA]]CY^SK,FN+L\$^B MR.,WUGU@Z1$)6WRHH)F?N)9[K3GNC7'KW[C7U]?:K7=C6M:5XVJ^<75[>_3N MV91-B[\1=EE&/K'OY$O2#993RM3M41BSD\[`]]0-[YX)T1?:'8C#KY,' M_IA!'B8Q:0V%.BB=(4%&DC:94[C7/.+_]F,VH5-3HT1,N)2A21"WMGY(#N@D M/1N!O9BM%FLF:2&7,V%)A]T"6+/0M:EWT8MWF4^SO^9=3E>B>Y7";:"D,[9% MXSHXK93B^_2@<9)V@VB&-G5QS7C@@9HU610-K[DXTHZ*[YP9FZ/O+X?7]["5 M=_A'_DY#0N9S$P6]C)V-/LRA:_)0TPG[,4G["]<]-TCY%\]R<>08;];2_ZSU M&MZH5WV?4Y<'5?L%7[8$I.Q";)E^R'%+@#'-2!AS&Y/T,\["V<_E.'@JR%*Y M.&/\N.8.RDS6R'*U+C:YO6&I5`D*]X(L]2J@A%#""I1PY!N2I2XA=F8OO.\J M2;[*K24`-.7+1_7TR.+U'YPEO[Y$0*>:HU/=D%TJIJRJ5)(L!P<='@>!WG,'YS%)GXJRP]&UE]^",!+#MY,T"R)VSYK#PLBY M&L3;FUO/M:YOC)O+2^>];1CNS>V@!M$RWU\[SM[7(&8DZW>[0YAW2'\\BB?@4'%;18245A43,S`(QIXP$CX\I>RR*0!^>2#?X3Y*. M)NB)Y$\]5KQEQ.)'/E-\4G*NE'PF@YQ'`5SQPE8_B*9GM,.#!/+`6"R*@H(" M=V'<3_K9\]\GO20+167EZ;P,4;#(#;.U9<6BX5=?$^^'] M%*O[W>F:F]PRML6Q^99!YBY*`W=?C;J!WRDS"PTE7*F$;GE-Y3=UA6MZ$HUK.JM M)Y2ZJ^NUN[D4VPBBL,K>!F%*_BRO<>+N15I;\H3NKA'O9,V%?"S2R%!AJ'"] M5!CT"]VMJ^Z"?J'"-5=AT"]TMZZZ.T>_]2]_KM]:@\R4Q_,V7_V8JYX0]F#$ M3TE\\MO5_5D98"I!AA6GBM38$+ROI;G0'^@/]`?Z`_V!_D!_H#_0'^A/'=N! MS#R!+D:;KN$_*?XB4ZH?[F^*30N-/R^G&EOOM`Y%@4"W^+K3UF@JM"):+`6= M:I9-7<.7)0T%YGM\'YJ$U,N<*Z`[X(KE4CC6J>>:LD51MQW"BV4CK?`6\ M"`&->2=NWR@/@BV(JXEH_M<-)A-4A(E7!(D>&1Q\^F5:SH'V?%P ML8JZ#K4M:2G,=?)219G*]@/4@Z9R?@(P.&U"?7G9OGUM1%IRF`_(`K(OR-!3 MSZJL=;`"X(/5!`05@^`Q%QUL)FPF`%L3P'H:-3V$FC":P.`.UXNI;B/45#"; MNU_9VJ(1'XD'.Z9E+PY@]6AO5H_$,>,&-5Q#EC04F&^L--=TI5GU0Z1W3R3* M'R^^Q.NQJ.?N=HVZGKJ%(CK0%>BJ^O)_E]JF["A-63V!OP0"`@&I1$#'EK?; M707UU"QX2R`KD%7U*23+\*FG26O8H+JFP%\"!8&"5**@8YN:\E;5X#'-R^RP ME]36-"9&4V*U>7_/["+T!_H#_8'^0'^@/]`?Z`_T!_J#0&URW^><_Q_YU^G] MZ?3V=)+QIXT8&0Q`4!:Y^VR3N@DE7;.HZZ(%,8S3SHVW`KH#IEB5>D;_X>U2 MRR`5D`I(948*`R7Q#-V0IB4*S#A<$+`%V`)L`;8`6X`MD-H`4X`I=JT[8`JD M-E`U5R(OBP,@!RLO)Y.5%_("O=JX>PK` M`W8'()%O=VQ#6D;@0.T.TG!%&J[;C_(02;BU23B?^CZ2<#!+,$LKDG!46(1N MKH3_0'^@/]`?Z`_V!_D!_H#_0GYH&9C-/H(O12@O52,JRD"MR M'@;1"YO"'5"6Q/:HIN&,6+`S,HFK,HF>92&3B)H(0$J2VN@N-SLZS`XP`HPL MKQ"WI2$$1@>`.GA`N38W.M(ZGRB`#A@=8$2VT3&IX=LP.]5730S/&1P*8OZH MP7U/WOUZ\_'S^PRH7!@N41/=@V"X8+A6&"[$2HB5`"=9:H.]&``*@`*@`"@` M"F(80`0000RC?@RSIXDWF1AL)'D0D=Y,I9Q"U7'#R1!7S,^$6FBU?6JZFBS$ M;O[B,'=KH"9-E(=E"VL$O:(B;[>K5*KCM1;90"!UWY$JM]!/==#!2`)ZRD!O MY_6#JJ,5)A(X50"GKL/C2)A(F$A`;R?5CKL]_$-UO"(C6TU&]F4YV,K%5T\U ME7;!2I?057+JU"`W=IIXONZ`"GB;8$>P(=JP[.QY;U-6DG:D*3Q.> M)KBTEOH*+MU^Q=4WJ*$AIPE/$^P(=@0[/O,T?>I;TA;%X6GN9-'(2P&-V8$OJ`15U=G? M`U^!KX3?IFM4UTI:C%XAK`/;8PYR`[F!W"HO0S1,:AEPQ>"*@:W`5JJSU?'_ MLW>U38WCZ/;S;M7^!Q5UNXJI$K1?8R=,3Q4T3<_L[9?9AIFM_;1E'$&\X]B, M7YK+_OHK*0EQB"$$9$=.SB>28,G2HW..'KT^+C7[RB(&P1/3B)K0-FC;3FN; M12W+HH;9GKQI@!CX8M`KZ%4G]6K?=*FM+NP/G+&5:Y9OBX`;I/;YRN=*C>(H M80>CR:M-RWCS:)4J:1:H;'`32K-$B8CX*[]7,TW2;!S$"PUABF?N,Y8E)B&+ MX^DS[_:,/?F=-T0X^UYCS(MHS'+RA=V2;^DX6!+(VVA8C/A'7JJ.K:[_S(OEM[AOX9R\>R,._V;./-2K@M$F*:T&PY7;\CY43] M=K-^?D?*B?IM$I\OVLRST;TZ(>]"6=:L7Z'>^-T$WL>,!3Q/8`_8:QU[:^U1QTUY*^VY'R6W@\";& M%2MLV3JKSX(H([\'<%.3?-(&W`;'CVQQ<>[*:8;M29#>I[1 M?6MOY?J-RGD1F>V0A6D6%%&:#,J$XUP8>Y+CES0Y^'QR/L`B3ON:TXZF:&]P:P86&]^)+M0`E/D5CV*%=$\L^^IE5.\&>7R^C]TGN M)I907*^UB'BZ4*]I%PB,`^.>F'UHZ'YI11$H=2$I;D$`&UOH_TQJ^ZW%R]:% M6^@`0;G-=8"VIVRE'CT@Z`@ZOJX'M&B_IVQZ"ST@*`?*K>P!?8P!-S_?O%WS MR?)*1I),CL6K0A=D2KU]IHR5H5JT[1_;7.EKPB#-'#9PJ.?YBI5;;QPT[2>I M$1AEIH3Z:($ZJ$_=`0=U<7=?Y!1V`CG8T`CM@?8H/C=A.]10ODM`;Q1TP^^! MO$!>.B\O^R9UU)W*@FL#[8'V0'N>9Q&+FJ9/?5?U=+S>.(!S`X&!P+3CW+C4 M5[>_#,[-CJ_TK;@4&Q=BXT*_+G=RP`_P`_P`/\`/\`/\;-P^P`_P`_QH<2'V MM@UD93IQWW7.BQ:SZ=.$#V"7(WF!@-H(E"[(V5Z:%IP% M.`L0"8C$H\Z"X]%>#Q&TH`/0@5W6`>DL*#OCM1O.`I9PY!+.N(R+"`LX&[TC MZ=5ZV[;>F"ZU+;@=H`0H,3$:6SVA@==6(31.NCRC![$=ZGI(CX3.`%.W'A;UU&U:PK0.=`8Z`YU9=G4\:GJJHT7! MV8$(080@0L\UBNOVJ.'!V8&S`YV!SC3J[#@>-J_HMFYG<],-T_(R9MN\<-<, M[!JSG;(HBUWN$Q19MQ,1*QOJ,9XP8>>#H9K4]WQJN`TM%M28KA-(:MJOA0)" M`:&`6BC@OD-[_88\ZB?LML/QHB&.$$>(8R?$T>OWJ-]3=GL1G$/H'_0/^M<9 M_=OW::^G["HJ.(>:TA?B"'&$.*YK,HOV/(?V+65AS>`>0@&A@%#`SBC@OFE3 M6UU81_B':RW6ORT";IS:YRN?*Q6(HX0=C)@TGFD9;XX>KU'_9142R2;?Q-.# MJ."9AY/7#%F89D$1I74^_FBPO;Q[!-FL3)&@NOKC%USJ@S)Y1T9!_])LUDSWY'B M[H9)0\0LN>;M+;2#0YOC(2BXP'#X1D,A:Q50:M%GHEXT&G)+Y7,TW2;!S$"[Z-*9ZYSU@2@X0LCJ?/ MO-LS]N1W[KZ$L^_K"$M-"Q&_".OT]1KXLB)@YN<#68?EO1@7JCJWL'YS3)N M[3TOS]A^*`O#,_#?K'32%GW,:4*SY73]CI03]4/]="XGZK?)^G4O@&C(NU"6 M:3ZMAH,\%9?`UONVN08`)08(Y-%QP=;$\@45.T9%;^>8^(GQ(1\?-R;$M,AG M_L`H5P4L_:XR!/#T`=['C`4\3V`/V&L=>VN=7L0UKJO7/>6B1EKF03+,<4G\ M!CB\B2'$"ENVSNJS(,K([T%<,B`0"-P$`I<7?@%$`!%2"`1NVI:00@!1"UM" M"H'`'4/@BZ6P>PL>*F<65NZ230X^GYP_O5$6RR"-L+9U5JH_E(-E-.`'^`%^ M@!_@!_@!?H`?X`?X:=`^NSV8E>G.BZ!@),U(G/*:DN":)>$=22_YV^005]D< M*;BHWCX:@$A^O9V^E""4R1VT)T#OF+2L-^+?C_R&^'YX?5?:` M(^`(^ARM9Q[UBXC5I&3]FD7?Q47.<7#)8I*Q/!*;]:,@5CE#J9])NZMK&PY@ MWH9OX/2H[;EM@4\7)C;M/("$(.$ZJY[<07?:QMZ.^2>@+"BK#G:68=&>W4>_ MB7X3)-Q8O^E0SU8V;D>_"'M`,2+6P79<[($4&U`!JK78R3YBMD_`VMV-=84G>DP6_<61'4`'T=T#E]I6S?]&G/:6A]797[IRW(X.%!W"!NVHJ; MX[O4N<]8EIB$ M+(ZGS[S;,_;D=]X0X>Q[C3$OHC'+R1=V2[ZEXV!)(&^C83'B'WF=IL#A;1L' M-SD;S#X:&JR_SSRRCA;),-=W'C`4\3V`/V&L= M>VL=-L#=CBOMN1\EG,=IF0?),,!/#B!6V;)W59T&4D=^#N&1`(!"X M"03^EG"G)N:_#EI!"`%$+6T(*@<`=0^"+I;!["QXJ M9Q9DMD,6IEE01&DR*!..%+$U:)+CES0Y^'QR/L`R2/NL;9V5ZC<$8QD-^`%^ M@!_@!_@!?H`?X`?X`7X:M,]N#V9ENO,B*!A),Q*GO*8DN&9)>$?22_XV.<15 M-D<*+JJWCRX@4G9VL+DZ*ST:*-/9U.XIB_VN2TN*=$T>2H8*0`6V2@7V766Q MY)=QWJ'&5[;##@H!A=@JA3#-'G5\'YX"=``ZL,,ZL&^ZU.XK&S'`6X!*0"6V M3B5,LT]]1]EM:+JT);P%Z`!T8$UOP7&4W?B_&][";J_GK-BT$U'"Q]Q`R`!G891G8 M-TUE(K`;6PD@$9"(G9((>`J0`23BJD9!K')-1S^3:B?5\Q!O>H=7:<"[\5W:\^RVL*8+\9IV?\`Y<.X) M5X):ZLX[/M<\V^UL@)`@Y(O-9=DVM7P/G2`Z07"NK4[0H[YKH!-$)PA":D%( MQ_1IO]<:(W4A%SI!<&YSG6"?F@Y&@IAV;M>6,J0RC@VTM]K7N'!MPVK@\IV^0)9PDB!9&"2*E>IK,-:JC;B@YG"3JDJ_UTP1YTJ'[ITG*57<:B'RT")MT`F3ML[%5A2=,L]TN*H0*0@6A M4FL5NV=0WVYHLQB<)FB15@;4!7W0HEJGR;*IW=2\'KPF*!64"DJEQ"JNTZ=^ MKZ%#^_":H$5:&5`7]$&+ZKTFAWI&>]/>N^$U599#WQ8!KW_M\S6??WQ;Y@?7 M07`S.`]';%C&[.O5;TG&>(7^RX:?TCS_FOR2?&=Y,69)D5^(O"]XC4_B-/SC MI[_]]2\_WJ'X8,0D1$S+>'-4:=3_E'D17=U5 ML[%>V*XBG?QZ.WG5);?6)*/WP4VT:K'VJ?)NO-=<:7OZ'A04I4K)4V#7SYIQ/L\%,1!Z&Q19&F;R^&&6,O?9E,B<2 M3C!`,L;9DS')-R(#<).(?PK++.,_D2E4R*]QD/!W9&58<':1(!F2@MOB+$J" M)&3D^)HEX1W).*-S^<^,79>Q+'X^(/OF#_/>/(OR/PXN@YP-9V4X(OM6Y8$B MG91+9I!F=_/'1,;[=N71F'&=#J[9[)%#\FTI&9=H7J8D+4B4A'$YY(7]^OX7 M2"\$Y).2<,3)D11#%N2ACD`DU%[;( MV:(M9R82<+D/<.,=Y8LFC1(BA&M>);,G`"42!N4P*KB5KJ2-(UF&H)CFSM/5 M9L[US2%G:3:NY&@<_"\O^''Q:IA*Y/R]3"K%M0TJWKF\FO.2K.E]GE3'R533RS"78'H.W2,O^/;?4/>X0_%W/%5&,&42LUA;/ZQJ&CN'#ZBY$Z`YZR4**G4E!3 M%G1Y7/(RUEE\MX#;AZ"6LJH(L8=&OT>:B@L'Q#:%V.[T M>%=I'*>WTN&3SN&0C;F#6W`_G7^X?1\SWTSF\;BH\XXN,G98/9AB5#SLE5WO<]GJ+S:2]J>L7%> MENG=GN._63GYM3@]-TUHMIW.Z$I!44%4L,D7ON@HS$9/NH1]5;Y@W MX!/X]!(^]<`G\*G#?-)XW1^=%;C4*2YMF"W*CL/N!ELPPIR-,)=OX8'B0''6 M=_ILZO5,ZGJ8S`)-0!.L$8,FW:*)QF-!FSJ61PT?>[#`&:TXLV%68/408[M' M;/AI%A$`ZX70DQ>ZJBZF8+&^`3XI@TWO4%E7#3Z!3Q@C5M.ALP*7.L6EC;(% M75$;ZX5K7;FU16-.Q>N(N`5.G5)M^$[P5A98/,.D?4_99/$JD^E"OZ8GDT%# MT'"-P2YU+(/ZEC(_`S0$#;M`0XW'R&+O@4U]MZ$X\.`D.*DG)S<[,T5]TZ<] M=3?([`KK*F/NMS(H8-WSK16L8K1GQTC4HG"M1@?]YXA-(K*?R6CMC!Q?LR2\ M(]'X)I9W2K-)-/B;+!W?%!R<63:)?RHC]*:)^,?W*.>?9-1J\>C/:9ES/LM0 MFQ_"-$G'44B^L5!(W!TY#@OQH&48/MF?/?97V[BO/_YD5+".,EW!(/@=9."+3 M>$8N+^7Q?9,,>2:3SQ$W7<0A=UTIL@B%SLM95W1>QL<*G;'K(!/"+6/#UK?3 M(R5=HL9+D-M@E%CUP5=W2E@F7\7C`XG9\)$AY_LI9MZGB8@MD$VHO6S\U_D\ M-?&/O)&,9#8R,>)GX?R5?7OMZWG^GV6#6MTL;#[GX36HW$,TX*:%I M+$]FOZ2FA%-LG&9LQO6E4,Y%]6("(N.I'C(TG M\7P7GT_+@DMS(E,$2NS4-(D1ZEFD6?"^-0_U;!J&NAC/_BM#/-OV"\/2VJW' MAK:Z$NGWI29M(=*O?C,"B-"X"[,K/;UG5W2)":PQIZ=OD9WEJZ9V5!KY\\2O M5>-*\W1Y>?.(K7F]CYYP3+R;8J(XYD1>>$:8R-V,U"#@W'S(>2Y&-0#A;JPF MZ`;"-V+X+"]S:+3[TZQ[:]*?_?7+>SGO04JKJZE]_(RE2 MMJO2IJVD9$J.00-3MA54,!CG1$1F9'"^@-M8E<-W;TBX2_Y4NSXU-4F%J-JD0ZIH8J.PI])B9:RJ&<9RR`P?!_?.%_O!&> MLG?XQAF,RE^M8%[G==NW]<_?PC8J8U#&H.P>E/V)9#CF$$&"01F#\FY!^>&V M?VQI&T%+F[]K2YO$EC9L:1MW7HPM;6-)E5]?2UO7(.X]V!=^?&UMV+F&G6MC M892^SK53:`K:2V<:.M%^5W#&YD1'U5DVELP1F\>.=9UH[#T(V"MFE5,RF'!L M#1OA,O1@ID3N&0?4F'KAP;%'`4[L"L.NL)'RUDEN0&_WF[48+`L8"SZ.(]`? M-29.,S[.CHZ?5.SN0!FQ`Q&(.]EKF9B+G] MI@1[Q]F+I@STG4;`O6#'VL,WJG>[3]UU'S:?[D8H?CE(L)E*:I39?,7/Y:KX M_M'[/_@]N&_!![=;\)N&@(?VX'=0+"LW*QCM",CZ>G;CW:RKF[(NZDD[\G:V MG,YN\KEW,\^GS7S%?KZNIZXOT*O]KY>;PX M6)[C+"\]1O2G.P,LW]\.L+RWH3[,4%$OS:?7W;J1HI?-M-P9*#!;UJO9:KV96VR&4H+S+.`3K>-YY:>EE\_GW?S.JI@7'W-0 MKOV>/]?P3?6ZN&AD[\[AO#>B\YWWVW5>%682[](,\STOC#M/365P84:$`I-? M>,7OT^+&_&WUJ2C@6Y?;FS'7-G-\.Z7R5:-,W5SSSP<;BOH-)5^GCSL]*G@J M&^V]F[SR/N;S=3$QDTLWXT[!)N>?O>+.X_SS[0QC@/MR]Z&SVKFM<$U.\\ M+X4XMVBX%1AF!I1Q`<%M^:0!TQ`[9\#%GXK*!,"IJ4,N#%O/3(M44:\@\OP^7A\T.O. M*#(`P)'I^SA?IAW/ETER+*>VCN9XV;AO$-MA1K*!?6*K^5MUY;AWT/;0P?_; M0U%TA[5MW"ZWRYWA$=&1'^@:V^3^@]/`<]Z-@(Z)CGE(Q]S3Z6:S%WA:<2;* MY^:%B1/OO+B:+9>F(&_W>#9K;I@QCC>C'H$/-3^^Z.CQ,32YV*T@5#"4'4;P MI+%Q_$A9XBA.-^$!U*^.G@S=HCIN!W!EEM>>Q\7/V@6NBNX=V.9-VN;EV?>V M9AYOTD,^WTO9=O#9'KC.C/YSY/Z#FSMWC?;HOY)U8<*!Z?^YJ/)/^;SVSC8O M6"],1V5U553#K3,C;D_S4+2]T-W81S'*!B/^T:`+"UX$RJ[F4!,?9]4/$K+' MMSVT3Q/_7*SN%&O?545W2,(LS3^EM6[@E8,1F?UXV>N4#E+;TX`S-MAK!YYJ MK&>->1H!O.V&P_8.Q.O^LY$S,1%RL'3D5!'Z/$`^?]7YOMTXV.VB7)L`?IJI MS+:]H##G0B\';BH8H3%'1WB'-^#8]YOL07BP'<@GV_28MRCM-A3!GN*+Q8IC M][*#+!\A`8[1@&/QOE%1VAA8:],=.E%Z3^._+)89BR\,N&SW\#BB@RF& M-+JB-BGW5[KN"/.W<<%5 M(UY]*@>Y]7MC=R8>7-\\L';,0-YNRS;S=,SO+V;UJII-5YLY.#60R;*>`?L8 M0Y1FED[N@8J;X3CO/,\?A%&DVU#>M!'=#JIJ-)C5][[\TVP^-VJO9LO-;G2C M=#N,J&T[;_2!+Y[-FQ]O]ZN[(1#-G2]NY@5X`,X'>*'Y`/4U1+7F`6VF`3QU M9\),-#(.4.73U1I^V4SY`-D[O6DY#MP9P?R,AQP(9Q"XSR`0N[ZJ]N`C`=2Q MS!(8]PWBGC>>=Q[K\LC(CI6^[,G1Q\WS]@W<^S;77AH\25:P\?N*]@WCB1T!'MZI\`Y2#%X M8MHI6\PO(7G_*F%<75?E^NK:8_=_CQGD"[3A'E.;[<%2H+%`"+,:OPS!V]C,,38CY6!LQMB,0,'8C+'Y)6+SER%X&YM]C,U(.<## M1&/!#L9D!`C&Y#'$Y/'UY!PF9G\9FK-RI*&P-K[3>K?>US7G`4R[.3X>O"-NN@.?1: MM#,5\G-@5#/>PORJG9=H_GDY^UB\;83O2+;#,,S4$_.9I\Q>>.?]$^YN\_EL MMFRFIH17Q7)J1*[6\V;*2=W,-FB4*JI%?7O%C!US7?-@7U M9ZN)MX!K7>57A36E.?&U MR%?KRGQ?>P-Y79?366ZFQK3:F4_=UVW2CEY9Y)\]<`;S",Z+SR7\GWD$S?.K MAY^H\*K`L/G1?/Q[XSJSZ0/Y90(/!+[\8N-"[XM5#AI?>&E>F5>4PE-X.#_8 MQ9YI#H\]^]L_&I\$'ZN*?Z]G[6"=9ES)['R]*@XV7PB>R""WU,7?Z[W5>F=T`N+L<[G4S5@CNMNKL7+1V]L[>OT^_!8!,FR$OMV-YNJE+ M#;KRU?838#?S9AGX#;AF[3[)Y:D6H\,9K+F?UA>`\G)("`P-W;GC&'8S#\GPF9F#]#&? MS1M&@Z<"/.9==!!XYWGA^&?B3"S>\ZFHW$&S27"5\-\I#SXW!^L.I/#F]4?F M*0ZCHZ3\'1M41^-MZ^6C"!UL%-$WU*?O@L'5!S_'F#E,`OE%TF9&NMVX M19._F;<\7JV!C,RGVI2H93(3TTR&9R9XE=O,#=)&X+8%:-SXT5?>U9#5[24O M("9.(9X4=\.E"2)U7=20HVUI/U\N(0[,/V]F^^47)BQ,/W?AR$(4)BGLYMDU M!.I=0SJ5=/BV4.N>"7.D,X M*@UCF\>W2:WO?4^]X?M[=U1?E^OY!0`//K3*_]4,%=C<8F.^+^ZHRV6W>Y?R M!\LM;K3J_QS<)V1%GYM[ZY[2]ML6A>$!;PU1&+P#OAE2E>Y&$60#]$ELL\Z; M?'9A9M5M"Y4<7/#.6U6C,J^@DKBYJ:JN&\V$B"PQ2SIK:X7R.5YA?U M]0\>/#E3K4UO0=)\BX%TW`R\TO31I4WQ3F@X5Y9IMD[_89-"G1>5Z;;'&Y$;F&J@.HC&_'^QJ'G MKG+Z2/3$^WM)_\2)J?N;F'I"PQ;U;D;8=BQ&?/8^C?0,6\=LUR^W>R$>K]\^/`C>B9ZYK%XYM\^_(2> MB9XYCF#NW?/,XN+*+.6$FV6\68&GW-!17\!1?RV6=?.FF^6%]VM9K]Z^+U:S M:K,-9SJKT"W1+5_`+9]U8&?$!?I1G!?X*:^FU\^>\/\2!CX*<^ZI`?YA"Q[S MD9[-\I&<:,$/;;9;E)Z*YQW9NXH&L^GH(CD2(Q+C$!:3>D+4P5[^=!1.9.2. M?S8%4A]2'U+?R[Q*`_D/^0_Y#_EOW/S'E$3>0]Y#WD/>>U6\=T8G)-"X%HAK M@4B,2(Q(C+=K@63"!<&<<#\#AIZ^<7Q:G=N_;$Z&EHN;JK@VO2!F[,]F/,?9 MO*SK;[WSXK*LBD=->JC'?4N_VW]5Q72>U_7L$AY4,X?C&0!Y("\0%X@)Q M@;A`7+P*7/ARPO1@[X@[%4C@`E6S0+49FVNFYE[FL\K[F,_7S8LUFH%"=3$U M;^YYWG26TP42!A@,,!A@OI;38K"I&8@'Q,/1XP'C!.("<8&X0%P@+A`7B`O$ M!=85N&HUE`G??W'DI?8NJW+AF7<^K?CONGW]2[[+ZU].=\$#%P*1A'$A M$'&!N$!<("X0%XB+WV.#&TFSQKD/)8,/3D M8(DK6?=>&'MC7AA;;5\8NP]([6-`\JF%HCX;C<5U,%2-)U0AKA!7B"M,`;$T M0EP@+A`7B`O,PX89MG&P5Y0@G!!.1Q]FAH/+J5/6+"HW]5&6,3Z?.#V>THW&C? M6<*Q,>#H<@RD/Z2_@8YM!Y.`"Z0_I#^D/Z2_5T=_>]^)0PY$#D0.1`X<,0)C.FV';+JZ+YC*^@.N\.`4^><+-"]CUV&PY-ONA7Z)?HE^B7X[5EF.S M'_HE^B7Z)?KE6&TY-ONA7Z)?GDJ1OL]UD)_R:GKM<=JT;N]IC6@8&XY]6:GY M\=/&]\_+^<5>URL?-NDQ+U?:32C\B?;5H>PX=C=[@:WM,7#@,>_/(/\A_SF8 M4`<300=[ESSR'_(?\A_RW_'PWPN,61J[KR$)(@F.TC&1!/=D0A;LZ5P]DA^2 M'Y(?DM^8R>^,38+@8"N`)]G=;3?LGMJ]D2['8+_C=$FD2V<34E]/B-C3:5@5<_H_BPKO*9\MZ4U46]7,6*4]R:OM#B^+^1(K! M6K9W6O4>@?OL>6$;N?M584I/N!RLU1(AA9!Z]9#:0_?>""!RD!X4!`H"!8&" M0$&@(%`0*`B49UD!'A)1(P`'1AV$"*9G M"!0$"@(%@8)`0:`<%U!P%:WI<9M>Y\LKQ`H"!0$"@(%@8)`0:`@4+": M.:9J!M???GC_Q?R?VKNLRH7W2_RCMRJ]9;%JIQGA7*#A:&ID[C4Z^Z#_H/^@ M_Z#_H/^,TS[H/^@_Z#_H/R]B'ZS9[IP\,G-GRV4!E^C:)3;'D'#-!!<7<7$1 M%Q<1*`@4!`J>T1OU*CQ""B&%L0>!@D!!H"!0$"B8I(TP2<-EMQ_"10DW^4?3 M)N'!?]?%Q15HZN73U>PCGE#"0(6!"@,5`@6!@D!!H"!0$"@O#Y0S[!#'M6F$ M$\8=C#L(%(P[QQ-W=EINZWLG_6DMQ_UJWK9>+KU\>>'=E/7J;56L9E6Q*,"X M>P#E/HP[+M#N(;KU&6TLOH31;SS1#X&&0$.@89J)]1@"91Q`P8B$$0F!AD`; M`&AJL/"CP%6"CF0QT6Y/I\7`R\5ME]C9,9+4']?+PN/ MDXG'"!7[8>>!##QV<]HA^\W!;7I@$QZ`]L`]J>8',^38'>T@B<6Q<>3HTA(D M2"3(@^6%_H0)@@2)!(D$B02)!'GX%5YD261)9$EDR:-F219@#HGLB.R([(CL M:.GJ9A.A!AND\&1#/JOU^SB]<[#S2,BGR*?(IT?"IY2R":42,\X][8=_M\KA M]FV?/YAB=XPVGRV+M]<;'Z",_.F'+ZW8_#Q;`@T"=_C@UB]N5M1^$.T_7!?> M93F',`>\Y35.Z=7KQ2*OX'.UMX(_;UZ!7IMWH(?FW4N79=7\_JL;W.7[Z]GO MW@)^?UU[!=SBA?=XR\,N7]&\&>R0//8$[U[@7;@D\M;N/T?Q\]TN6 M9;7(Y_?""36?V5YX\V"FQ7S>?N8O;\B;YF>@PFGWL\4P'V8+>'0_%Y^\]^4B M_RJ)^32[6%W#/^$>6P8&=IWG-W7Q??>/KV[^5JF[/3VWC5Z^M2WK"6U!C3)_ M>TC^/?@JBWBV7V8J= M08*RNB[7-<3[^CFK%B-[I\T="TTA62BJ`6WT<['R_KFL"KC\'Y!L_36?+>NS M?S3O9?G6S(T,L]^&*OFP^?U5.5:Y?-N^^*=YUP]Z%GK6@3SK;Q]^0L]"SQHF M&'KW/*N=HASN,D49'0T=S3(.Z%H(<7;1&9D1F',)B4DX"_V#S2X["B8S0]Y#WALI[YW1"24*UP)Q+1")$8D1 MB7$KY_L3[N]I5L(KS0F/OK?8W82_K.!O\/V+FZJX-OT<'PMOMH2?"^]L7M;U MM]YY<5E6Q4.F]KRJF,[SNIY=@JG,>]J_?X:+CJRKX;AB!W;%H/^@_Z#_H/^@ M_XS4/N@_Z#_H/^@_+V(?K.Z:HR#KVZ,@5\U1D%W\ZY1><]/("3%A;+!79H_E M>;LNB(P/'>.BE).&!`TFA`W6A8V00$@>;D9BU,7TW7UW!DE MIPLD##`88##`?"W')EKB>\H1$8@(C!2("\0%X@)Q@;A`7"`N$!=86>#*U?`F M?/_%L9?:NZS*A6?>)+0JO66Q:H_1X'$8;`<].`NC_Z#_H/^@_Z#_C,H^Z#_H M/^@_Z#]X'.9E:K9P4<)-_M'4:^9%*-?MBU#R75Z$^^G,(D2P7+"8,$@@KA`7&`0<0TB(WXAY%AL M>?>]K3?FO:W5]KVM^X#X0 M=X@[Q!WB#G&'N'O*M!*-<$.X(=P0;B.%VP!KG!R,&-LH?SGVPB?7XPTXS%&0Z;$8R"C4:7$B`5 M(17=E=/!)."#35%$*D(J&K$!Q^)]2$4OLC2)?(1\-"H#CL7[D(^L59H*D(>0 MAY"'D(=>E(?.Z(2P/:UG/V*:TV[I1:)"HD*B&M8JE"I<3#K=R8=?\L]UT5S& M%W"=%^>BD8]I&96MT*_0K]"OT*^.Q5;H5^A7Z%?H5\=B*_0K]*MQC%H\3(]T M^RU&9KS]L4DQ+1;G1>5QNL_^S6%L/':+-C]^VF#CO)Q?['55[&&3'MB"@ZZ8 MV4W(V<0/R*'L.'8W>X$MR=%SY#'O`B`Y(CDZF%#[$U\,-KH(R1')$0(9$AD2&1(5L3LN'>N8G,B,R(S(C,>"+,>,8F4AQLU7&G!N/C M],T]M2,CER*7(I>.DTLI\R<^W]-PCU>::1Y)@_0^3?C+"OX&W[^XJ8IK,VO] M8]&^#-X[FY=U_:UW7ER65?&0J3VO^N+E\O@2^5?3\?/B]D'_0?]!_T'_0?\9 MIWW0?]!_T'_0?XZGL_FTJKN?BY6W7E8%7/Z/XL*[RF?+>E/7%?5SUA!/\I5U M#ZY9LT`.S5''-O1BS\O.2-VO"E)J0BA""B&%D!K*;?;0E3<"B!RD?02!@D!! MH"!0$"@(%`0*`N79U0PE$Z8&.^;]2LL97)S[X>=R.:V*B]G*^^7#AQ^]S:J< MMZKR97U95/`7Q!\&*@Q4&*AV#E03P@8;-?]*XQ1""B%UIPEW2$2-`!P8=1`B MF)XA4!`H"!0$"@(%@7)<0,%5M*;%;7J=+Z_,N27O,I]5WL=\OBZ\\G*SKE87 MTS4(SXH:X87PPCB$<6CW]30J%*ZGX7H:0@IC#\8>!`H"!8&"0$&@(%`0*,<& M%*QFL(MM")R]_V+\3^U=5N7"^R7^T5N5WK)8M>.$<"S0<#0U,O<:G7W0?]!_ MT'_0?]!_QFD?]!_T'_0?])\7L0_6;'=.'IG!K^6R@$MT[1*;8TBX9H*+B[BX MB(N+"!0$"@(%S^B->A4>(860PMB#0$&@(%`0*`@43-)&F*3ALML/X:*$F_RC M:9/PX+_KXN(*-/7RZ6KV$4\H8:#"0(6!"H&"0$&@(%`0*`B4EP?*&658]^#B M-.()`P\&'@0*!I[C"3P[+;CUO1;^M!;D?C4O/"^77KZ\\&[*>O6V*E:SJE@4 M8-P]H'(?QAT7:O<0WOJ,-A9?VG?X&Q\RCS<\(A`1B`A$!"("$8&(0$0@(A`1 MB`C$`P&1!H.].PT!B`!$`"(`QSEG_;YQ.!CGHER?SXL374S]^WI9>)Q,/$:H MV(^##63#$5C,CLQO#FZVX:UT``(#)Z.:'\Q6(W"7%\@B1L%7HTLCD*R0K)YG M)N5/F"!(5DA6KX"LVHN:3XRR&#@")MN'"4]A>=5BS;%[&Q+AJR7"$7C?$7#= M>.F,!9BR(5,A4R%3C9VISMA$J,&&$SS95J^LF1JY#;D-N>W@.Y6432B5F(GM MOEWYW2J'.[1^WO+O__AN7;^]RO.;[W];E=-_7<.3**HZ_?=ZMOK\<[DJDED] MG9?UNBH^P.U'<_C,?_ZO__D__J.3^E#EQKM^V[YR.5Q>Q/`L\MFR_5-8U\6J MWDJ#D9?&DN^+R[^\R1*S=?A_V/_]D+SQ9A?PBWRZ>JMB'23:IYE67*HLB#)? M<]^/`DEYHM+HS7]^\63N6OG#;%'4WL_%)^]]N<@?)L$[XO/9LGA[O7%%RLB? M?OCR23<_SY;`J4!$/@!HR$?_X;KP+LLY\#88RVL>GG=3%35\6>VM-C:\\TIK M+Z_-Y.:O'&.7KS8;N+?$_N!.[BZ7;D[8#'*EI)@6B_.BNJ,H;13]NJ=AE\N_ M>Q1BS_&2)WC:O9!&P)'N>I;Y^>Z7+,MJD<_O\3DUG]E>>.,KTV(^;S_SES?D M3?,SL-BT^_GY&/DTNUA=PS_A'EL"!6*PY^,VG`)O%=7@345/B$EHS6<%3^_!F#E(_QM8Y'3`W%SVHIB653.W M[_LUA.?*!.;-%7\NEV]_BG[#MQONH547[8-(_%+NI_5JG<^]2X#A6CGKE2$P8UT-98@3/^B`;=$>*@U?I]HV[1LC759C^];>T M68[[4"R715T7A?=?^7Q>?/;"-=2K(/79._OP7^&W7GD."FS>Z;U+]H8'K7@` M`.5[VKXXZ8ZW5^E$F\8C&4R8WM/YJ=/U&5?2'\6._3X-_*%!5NU@]M MMI'GG@]%.SW1\G"=2"/PE^-MFQR+\1!;UB1`T0FA"*47Z'MY=@=+T_\RGRW_ M]?UE6:Z6Y:KX!_S@_=[\JBK-[5^O5C???_?=IT^?WOU^7LW?E=75=XP0_IWY M\W?F@V_:SZ\^W\#GX=+%\J*X>&.NW5XF7^=],;0TB8LC31J>F< MB;D*618UO3%!&J>!"+KKSO/S8M[VT_3)_+_Y^?R^/O#=^:JLWGC?]2O$"=&2 MQEE,4QK0,$J"<-.LPW7D2]^J4(^,HT),!1GSA8ZDXE&QG%"PO_)`PT5X\8G$46Q7JD7%3*-4LIC%-E`@C&@OX*=M(R:16$;,IU"?CIA#EB@8R\;,D37T:*E\D+6)"RK@597TR;@HQ$:9P(:D` M(+%@'-RT==`DY"JR*M0CXZA0RCF7G$0!3Q-%!=&L,[\(?:M3]\FX*<3#"/ZG M*.&4J!!@PC;^((D2OB96A7IDW!3RA80;9$D<:":HS.(X[LROHH!:%>J1<5-( M)41$,I1AH$,5!^`607NW5`0JL2K4(^.F4`1WZJ^#[XAU,9!)F0<%?(A]V,J86!_ MYL<9BW1[MQED$J%=H<=EG!1B+,H(\P-@-DJ5$C%CLKLX2T-A4ZA/QDTA`9=7 MW(^$"""_8:FONW0TC;D]_>B3<5,HX%(S:CKQ&,\4^(1*VU0B9D)94]@^&5>% M0D(U)#0IL`N4-BQC7<*>IL%#"CTJXZ:09IE,2`89>Y@Q>`"AWR9;$,N5MC^R M'AE'A41".8^X%!1NG&N:JO;BOD^U-:?NDW%4*(@A[U,^I[%/,P+UP^;B00)% M'Y=VA1Z7<5,HHB1)8PC2$5RQ!KM^V3<%$K\(,FTE+$.>,`@ M<^=^&RB)8,K.0STR;@JE8>)#FA=("4$@D3$+NH0]%G%DK3KZ9!P5BJ2(8TA% MF?`5)!8!;<-`"B$JL?M0CXR30IQ)/V"`C4@+$C(2A\&VZ$OBT!KM^V0<%0KA M/N%Z1*1<0!$*%7(7!G086F'?)^.F4"`BYH$1-K3CSX95X4BKC)A7$'P)(X9[;(_S6EHC65] M,FX*:<&@Z/,#E7$>!@FP?Y?;J)0$W*I0CXR;0A$3@F6*21V%-$RD3$17]%'( M+ZP*]^B)J*G7;';B5EUGRH3\91H3@.,B$#/Y92^$((W2T^I22C5A_JDW%3*`@$ MA[(FC4@(&7NL0I[>QB5BS8?Z9!P52GG(3,[N!R%F0<%8H82PF4$2)@24AYFG7[IUQ*90\=/3). M"@FF=4"E\OTDB=(DH$'4+6`RS0)K<.V3<5-(R!1<0$H_\460Q`GIEE88`%I9 M>:A/QDTA322GRL]2S11C-/,U@;@$X&4>%(B$5U*&49$)$H8C:+>\@C8%_4[M"C\LX*A13XF<15#.1 MBHD,?P/E0I*\;=]BS-KRU2?CIE"JH:K*I(!,-$AD$BN?=HM/FH9V M'^J1<50HC%/3<0/I#21\F2F.NZ8`E=E7\OMDW!3*1`19>D`"D3`B$JW;[!P3\%(=!AK*F&ZKB:9*6XFQ3\9-(2TB*/:$A&3=IR&A&8V[H@^BIC6G M[I-Q4\BL8U`2AIH+Y@<,*G72(@;R/V&M7/MDW!1*."4LR?R,4%XAA*8RA&B6FTUY&. M>)?;^*$]_>B3<5,HY901LRHG%#4[!#1H[]:'7-F^U]$GXZ80,*[6C`E(N#0) M"%5ANSR70"5([+&L1\9)(;,)R'F<14&2A8&O>,:[%=4T58GUD?7)N"G$%(M3 MJ7D^M&_WH1X91X4@7B=11)E.*9 M9(R`\>%.DSCJ6)=0%,FTV4"G/*,V@J*$BNFUP2WR[A7ID MG!12#`@NCIE6O@_@#:'^4UTJP;D=]GTR;@KQ3`0A46DF*!>^SQ.U;7#C<6I7 MJ$?&32$_CB!+CT@,*$Z9#(3N]BV@'HRMCZQ/QDTA2"5,+X#I3VCB`(M5E]M$ MB;8KU"/CII"*51KY4C`9ASK.*.NZ-M-$)/:3P'TR;@J%)*.0F6L.Z8T/-82B M8;=PH++,;J$>&4>%@-H2$ODLB#1).--AW$$XXZ%UC;%/QDVAR*?@HS*`8A0* MXS"*NLTXWAQ;MRK4(^.F4*(YH`2>?I*P.`/V#[N..TIU:LT8^V3<%$HUI!$0 MC@`Y$>1[D()FG?DA*EA7\OMD'!6"S,\4?LK7(3-]P"GI&DN@FK"CK$?&4:%, M^AEA8:))G!*H`>6V)]$/[85BGXR;0EFH6482!M]`XS15=-LD2=,'%AOZ9)P4 MTB124:!#&M*,"JV@.-\VN&G?'ES[9-P4@C*=!$#Y849""JCQVX$0`?RL8ZM3 M]\FX*>1#PD!-O<<5BU+&_*#E%`J_RZRE=)^,FT(2:A"7QHR%0G80AFHBM1-CCXRC0CZ1 M&1`=)QG1BOJ0A7;-25%L+Z7[9!P5"LR9-<4T7#KP14J2-OM+TS")[<38(^.F M4)*0F`##@?G3)-)!UC4G0?B4]MV@/ADGA4)"@H1F4(I"'>RK6`C:K%-/'34$1<2)_P M-*5AMDW826*W4(^,FT)@=:FI5(F*`S,R(R+;"@**4^O60I^,FT(!B;29K);* M2"8"PGBWHLI5$-I3V#X91X52@"Z'ZT0ZI3+):-BMRL._[!.:^F3<%))!!&E? MJJ2`6EWI*&RKT"`V)S6MP;5/QE$AD$"A$4, MI7&WH1M2>T[=)^.D4$0X\W5D-KYCKB$P9;K+_H!A[&N,?3)N"D%\#E,9A"&- MS<1907EWF-_4$4$IHUU)(_0#ZT-],HX*T5`'80I\!CD7@92TFV!*F2#"6G7TR3@JQ(,X MT#)*!%$L24.VG24$]4-@3=#Z9!P52B'O$ZG(2,I\%LMX2W(I4=P:[?MDW!2" M,CT6<4BA^DP(5,*TG35MY@1+^PF\/AE'A6(?ZCR?98F?$1TK,\]P@YB,A/;5 MCSX9-X4$#Y69"0QX49GB:4RVLX2"E%AC69^,HT(RDT2%D/>).`E"2'*ZW(9" MUF.'?8^,FT(!%U%&X49-MW@4:LAPVKB4)*G]C&*?C)M"9@DE5'%$(3]7`JR? M='%)$68_"=PGXZB0X1/?][.@687W=99UD3OE]@2M3\9-(<5T%$-4(A"'%.03 MVVGK(/HBD3\95(?;?W%W+KBVY M;?V5(/.X1;T5(`.*HOXC<>QD8.<&%PTXGY_%DZUJYZ)JE]$%X[3.K+O1W(1:$A_>"8C#2%53H)J//L%*=0!9XA'^&A0`>@'>K-8:.1P2H/N M9!XJ5%M!!"KP^919P/K"NE&-.L\1XXW,,X5P>+NZPM,5E9FJE%]>F"F?.\8; MF6<*C3IM!7R0[KW=\AX;=(9VWICM3N:90JHLP^%PS`[\F4E6:V>*>833YZD[ MF6<*67V/+S@RRC-:GD(Y+C"+/W^WOY-YI)"0%?/"T7:)+8PR9EB54,Z7\^JI M.YFG"O594L=)Z=HF$'$XBM=Z/V]4>R?S3"%/T4>-J<1U.1(O&4 M*-[)/%,HN5EQC+F-1%8ZXBMX0 MZ4[FF4(`HV,0IZ@9X!W\QNNL+<\(:N'/.^?>R3Q3Z".IA!W.:_5)MYV[$[FF4(-X9I[`@VM=OT=FEM=WRKBY^G]T)W,,X68B^04W(PTO=/`S5V_+;.#=03[*:1@OYEZJCE.,%#"IES7 M<\U=?*$;F4<*#7O9AEOIHXOFTDAET6+\TS@]]GP=S+/%/(^`\TP-D,!MPDEQ?485PAP\%2A&YF'"C&\&TX+::0588V!*"(39J\PN<=0XDH^5,:="?S3"%+E(@$S%6U^EKA M6XY^5&F>YW[2?S3"&@F>Y9`+=LDAR@ MS9HCA4TK*03&A^-!-360A^'P9U;/^PIC3SWUG!2*"IK[[[, MBM.SLC:!<\ZG<]W)/%1H2L_>,SNX_TQ^C(7^U`'EG"OT7N:90OC&ZJ5%A[_A MP-'=6"?&7L#//?6-S&.%IFLM-"4N,?=!?:$_TO/:>X.YEG"EE'Z4&N9NM&U1/!D_R?M<`6@TXA[)W,,X4"B0RQ3H\* M-M$1BY9/J9/..Z/`6=>MV'POR.?@OP[F8<*-<[1 M7BR957!XUU.3,0@>IZ]!=S+/%&*/7X&'31Q"RYD=N0/]:3Y7Z$;FH4(CX53Y*;N1>:90'R#HBABMENP?P(^/<;JEG_.R.YEG"@&Q@V$Y M[(K0V=?I%D^7D4HY#:YW,@\5JLX;+M;H0-FS\885*&WRUKE"[V6>*L0]M8P( M:8\I2FTFR5,`& M\RS#FX5'IQQR=-X`X$[FF4*DH#-%-!BA*>S\*^'_(UOJ//7T3N:90CY/ZUR* M(P,4R.9?5F,:_,EZ_H5N9)XI9',&$2C9BC*!:@00'"PSF&!K;TBKU:&-DZWS-,WUSN9IPKY MWEVS4)`L#)"X%09^I.YIE" MK43+*W&16U*GR?C-:X.Z.DY#QYW,0X5ZR#Q+'@&;P@8"]97'$09PQKE"[V4> M*C3:Z))H]@HZFK`0*TLAC'1^@W8G\TPA"4#&HXE&::YS7B-WLNJ(YUTM[F0> M*H1S&AM'L9)^Y=QUY9,I/L)Y++N1>:B0-;FOV`;X^CZ"\QU9FZ75\QNT.YEG M"@T?.,\8@-M;Z-UPZ#HQ,_7S4W8C\TPAC5DY%)#C^I';\LN4),XLYU_H1N:A M0HR(3;'AQT.N7LFMFM7J2CF/93?_^O;S'_C[[__AV_=__\/W M?_G'@^3\Z_???__V)TC^Y\\___<___337_[RE]_]S[]]_]/OOGW_CY_`+\)/ MK__CIS^:1NNGEO@?OW_[\TM9XR)>1]/A'0%A@^2N$VC#C_[_AO\&H==/_5.A M*3[D,F;BXNUJEUY6)NUQG%@)E3[%PF#M@DFF6'X;694$K\#9XP_OJ7]M(0^N MP<$P;'0@I3[JJSM)2?BML[;>GV:AKX#@,;5>:N@?'9,61>GLYJ6%0XOOTTJ- M$T_-UB?'+PNC/_-VGV4AJ,Z<0^(DFTP:07J.3G[^1ZSQUQ8Z;2,AMBA)G5,I MR;KO3PWP[B3`?):%VKR0T*B)`1926_E95F*@/S0M^VL+X]`,/AC2Z%:;%$-? M&1Y6]J(G;SZ?9B%7]3ZY+KW-3OG(IH["4JX]C9LV+,\9\791(U-[]4C&+G6_ M)4]#T";@&*GML@ZNYX[W0,3J[J_/8?#V3H_3-X+-;B[:CW-HW9A_.Q92J`2? M'^=0C63-6L:*M38#:O]=2CZQPIIBL\?$ALOXE70W@,/Z_IZ&O(80BG5D#3HJ M)??J@8Y=FCA>>YI]=FE@X-)>R05RE>%`C]>>FN(/S^![6AA3P;+Y(;GY1`4L M8:7UC=HS?8%=6H=+O7#AW-C>HZFOOJN4\@]-&O9KU+NW9JX)5V#2?D8.$LE[8[;HTG[S;?)J% MJ7W,%&_=(>#7T%:IB./9W'6TL,8LB)@@A[:[K:9T+>?O4F[L^AS)9^HQ::A('Z%:S M+\X34_AO"I3,6$E^'QT'T M4:;O*QUB@A[R_K[4^SZ=CQE`AJABQWF_>M%/.,MT:2'BX&#$4@]B6-U'%^FZ M=FD^K6C\+`L3;(1J/26P'D2`V-8]C4IXPP^W.8>_VL)MSJ'/H31/'BC4AUGA M;>HQ%LVG>GT3M0UJ@X7LR)J2*-#-:.JG7[>)"A9_:2&Q=09%Q"]6*"OP-[,M MCI_"K^7X?X]=^FLMW&>7-C_+<%/B9&C:A>/J,>,L.6)_7.JQ?!1"#SA36,[0 M2%].GV*D=GV;6">PP10PD:DU#<7BZ8J',Y\U_?PT"[.0]4,.))&FDQG6[-[6 MXP_=N+9\M_"=W%`!V>UBV6\DN.O1/.Q[O%$/X"MQC! M,U8/NKFD(96/E@,+ES;FZV@A):4B$3$?'HJM#_*K?0LP3>UG&<2?96%.W4<6 M;RV1O2AGO[+3?>)^?>>]C2\-A2J<#4\&RQOF%.?18LR5-PQX&]0&"WNH,]D1 M3&&(-1%YG<,6B*]QZ3:8)K3D70/)KS-8OWL:6'W*7GX]](Z M$X]2QM$SC$`:]X_X-NIIE*BAS&G)&`C@QT2$OP%W@^#C`&%L-VP*5.#JU_- M#!4!(+1+"[>Y$0YCZ$>W:)B9),'O]%>O&QPFK=>89K9<>`[+]O?1=1;+(W^M MX92S3@>?9>&T%N8^.#^$*J&*E\WPEB(-QE#V]RU_6H+MXF'D7``!8::2HY228DII#0XB=9.N/7RL>8/ZM8L&R`86()&U%NG<]#8[%^G$U)]?18IMW M_%A]`TL?"C/SQ'FBL3J+V72.ZS?@?-A$9FK,]-&A&$[G]?:4$1]=^`H1O]M( M^1C:)#5D6976G7=Q\NY6?Y?;1.NQHCFU8301[A\VOEZY([DF7V$-Q7#7Y-FZ ME^G2S'7QPU8373/@?2S4(#UY-^#_FJ4.Y7@T/N#JK^/A/A$?8)RVK+=(OK5,I<8X1M>1*1_3"7WS^0L@;^`LQ=$K)8Z8LO6;6^^' M/MF(ZOW94VJN!*IQ:H/G]S1C<\"E@*N6P-^O;_6WP:6)0Y:IA"63:N/S`'". MVC4`T_U?2!/W5*IKGAQ6H'/JKZJ@K`)THY<6;I.ID%C(Q=DEE5[%%8[KVC/2 M&/DZ'FX3+6#A'+6V"4MCG@';[F@_RMU=KV'%'K6VP-G6G)>UAN1_2[Z4 M9X638.I`H5@W93WB89WC^@UXGS7$S@1JDS(=@0WW,,)A8:SM>@WW\3227*\J M(P[$MV)\_YA'+#Y#CX(Q4* MWA[;$H`FSV/(-1#KFVKU;5";-AWPB3],,W4/55U.PYJ; MM?;*9,^S%'I3C;`-`TYSL+/KBD+%.NMZQRN_E(.^X8?;K&%V#5^_EARLJ5EA M#8W6$)[,R]MIZN+=SF1CCC\[LRA@8'@A\! M4U>FPJBMNS>9"KN\6`9@;U52L(2:Q(;#5++@`AG^!:O5L+T_DF%M(/D+KU?4SVTC:]*:+ MTBXWPGD$BJ4A+`>6F5+\9Z6>W+, M.,^UENN,H7UVJ>68".44JTU=$.C=%WO*_PF'NA-IFIO,$TV]QY%\7>'.`_-A7%RY"^,(TC:]NZ?P9MT0R? M`?@]?"+M+J1\]/,NB`-?@%OH'(`S6EC*1.#05LKRI2##;ZIDMXD6LUFB-X4) MCIX0#U/_I99[Q.LUW(8]P=L[%;'W^(@XP5137>PIA#?18IL;X1IFRNRJSD0A MQ1A&/6JY@^BUA=M$BQJE.ZK="0*&^I)36WEM>0#@[!\M*MB3%9)8MI5:KV6)(O1A4F^=4U0D<:;V8C;.-+*[M)K<0&&"V1TZC$ZV4& MO.]Z#667'D.5$>>'Z]'GWARV7GL=IX]9Z?P%NIG9S-7XT7V46L+Z];XR:,/' M1);]N44=+ISCW/M4H"X+]"? MIAJ_MUOA&AM[Z^6B:VAPF_,-+MT'T^@L<9J6S8DZFSU\U.-'?G,CO$\\G-S\ M=,/#3!+52D?'`=)W+S/;\,/F>NVY,3%-2JUFWXY*YQ;?(.]M(GY#%',9"(VG M8X(_C:^PEO'O3:X]S3;G$)`YV!#%8(5J7;V/^14/"?]M?H%;_5:RE`2&D7IF MKE2/G"B;AC2N?>DVT:*5H1T,L?JI;3BO&CA]F*$(X1:^J3`$M3`@*&GU054#%FO#/A$PL2!`CF3 MJB%/(ZA#]$C$GTRT\-1&B1.'\@$X5,ITZ(3E^$CWENE@&E\9<"99,?(L"K$_ M'\[+%EJ.G%$RE9PWPIAG/"K0BHH6!(T>>GV5$MS_]`@GL]_"AM*"4UCH5E#9+IC*@O6&;6<"G"$"VB#R-9_%=%4UJ,KY(J ML;CG^/"4,9R.^-/QI3&RP!#NH:4I>EOE88J4VR.979D4V9R,UAEZP(ZG2=]V2BA0.5R&`7&11* M2Z=%/'1OB5+)"]C+[207,1I#G162U506-?2"9B[RT[48D_$T3EHF$X*VH(WF M(B7N\B$3Q>(%G+0**J&UY=I$$RK"FIX=+RLCIF[H28*_[J$LV2=KCS(?3):".>%Q*NN'F">,1-BD6<6U2,[RP[J%-NH"4)LS(E<\1R!PI7GV90B'M2?O M\@748C@K932.>RV<\+RDMJP#`P;EOX"N\\YYV_75-U8!NLE2[][X2)YF,FM/GE'=G:<]"0':IE2V`\='=!Q9QY\, MQ_=@$"[IRCF\LH]053&+IB:#)[2#V/)=`H!J0SER'8<#C!0T?A+P!Y M^Y)1/2A5D_*2*/ M,#LGG51)!SI4T$3.-1M&R#7_Z>SL`D%RX`()\`54GYEDU9!K`Q]2(^?3#STF`GM55*9I5*608<#IDG,B`M@3UXR M'51P/.<867(14;!_45F"48UT')C*B5;/'N%DND8`ADINHBQSE$`B@"EVB(>9 MN4M8/_1*.(/H;A$K#.8E!78XI;-*[#2WF`Q[0BC,FE'<+E6(E0/9'S@^!_L? M.0]X,JBM$LIGCNFCOE#>63#]/;>(,8WT@I[,GAE/*Z'.!,]!#HR"DL:!6QA6 MCO75GXP=:HKV4DJJA@5*DS;G@1\F,9+%F`ZF,:7U`M:J%/ M1_S)9!.]K9C-,E:FY"ID*.FA:T2R_A).)<,(RY*%4LNH3%*"FVK()AIGQOH( M3\8./6@]=U%TQSW9$O'"#.L6THD+.-/9>V,U,+8&1..5"V7>A[4J)9GR!73@ M\8@3/C$X#:93R,H$_;C?@E)@L[QU%Q8,8*O=D!=YP`9B&>EZ6&LXTN2QIYY,^5)OH_M!>#24')9RB1S MKH)%0`2\,4-/=CHN8?HUPC!`!^-3NE1P&D"BY;".GZ3*_C1JF\SI\4%$GCP' MI6"E8E$$,W2=9U[KDC*,I;<.L.ZK@QFB!;54\C^ MHXY0^Q@C=XJ.2J^$<*9,V=@J2Z5SZ4YKZ6169D*W]]`Q216%*E5*'[I&P(V, MG.D\'4QC09F<5[+,ABK:A&7#R>,&E.,"5KF#::#`%PX=&_1:02U M32;7%KSAM&V&MN.[R@KNV;YQ`*)'UJ?CX72B1>+>5MPK4Q&.YAS>9:C%L&QD M#B=33Q-I:PQ"HH\^I`K()(5AW0+_BJ>C19A*%73D-ME2^Y!3KD2*<#5R6.46 M0HV1I4)`&#@AX:KNDO/66^9SP2U<..YV%9EF5%9!BK&%`;IO`TIIG.'`:$0RZ32]Z7.AOXU:'S M![BBO8#]AS'D`(4KG6-`:Y04C`/'3PQ,+TO.`<43!?@Y!IT!J M+V`.!0\A!A6,34&5'EATB(63^< M3+1(BE>>RO:$2`;!VX,`#^Q)BK'="%/A^`G.Q44&5E$:6C5D:4!MC(>L+^`T M)#H]#FQ"P'5*;;2W4H=AEZQ6([N"IC.'EE/36<]+[AE"!RCA/MT"=!.KTYFH MR3#@9*VK))5Z.Y<"//]07TJY-A$49M@%Y2SZR0CJ9 MG#=&Z#R0)"`WU2.2,CYPS,YE\:>8)R$0'6)2V28,+[?NU=3N=1WJ;3(8! MY[+*)2WD6@>N[R@V#N_@-/C,R5C!!WE+!Q,2SJ7!VZ1KET[%`K+77TTH#41RZBSB9-AP-GDTGHZ5(8YR51R M2AVZ7?/@+V#?$]R)I*UK3#H+R2.B5<,9)9F9.%)].9EX:+VH7-95%#!&J*SP MP\XN$?'ZI]D3%3/ZD"`+Y[0S(!GFH*56_Y3F,-KH@^(9?`^4$/HZ[`H248VL M`4_'#H-03D0;$E`T\ZXR?HCX*$_IB\&79N5'LOI3 M.>\I)UDE)W1,TG3[\?*0%,3`7;B`#CPY.7`*+BU&*"I3)LZ&KO.&:7T:E_X+ M\Z7[JQ;U3;-XIAW\`VGTHG@BA?ZMULUFM5O/Z-/[!=YA>?O?/VN6;__\?S_[ MGS^MMO6BV"W73;UH_];,B\5JLVDV1?/]#I]O[YIBL[LO5N^*7_PG;XH_-;'6[["YOEX7[??BV^Y9_4]3+^7#E;]:X4_'GQSM_U]UYN!(_I+N_ M:]>;;;']L"JV]^7OZU MN&_N;YKUYJY]*!YVZX<5A'#5C?UAW2YG[0/D_+"H9PT-_6:W:9<-Y/8.O_[# M[T)WAZOB=]?NNH!0_M!NMYN;W?KV[JKX@WN^<,Z!0:\BG&^7L\5NCNE^`Z)Q MS8K[=K%H5\M.?]X8<DM?W:R6\TWQX:Z= MW14?FG53W#7S6USRH=W>%?5FLYJUW4_:Y1;?0LW6^+/8?*@?-D6]+?YWMVQ^ M\7->L6\$NRI*QE7W^-C,N@G;?\6[K^15@3L\-+-M^[Y9?'R!Y,\H#7H5R<=F MW;ZO:1C%HJUOVD6[;3$/Z^8!/VJ6VTXSMYU7./X>\GI7M^OB?;W8-2\9_C_? M6_!5AO]&79OBYE&W,-H-)-%LH2*=\YFMFWF[+>YJ"*A>+LD+KIME\X'D@1OM MZEN(YZ[>7D'#X"R7M_3_FQ4T[J%>]Z*Z73?-5?'0K._;7IS][8_NOET5-TU_ M7^@GV7H-W9_C*[P6GO2QJ==[-2[NZQ_:>_C@X2UPWW8UIYNI[KK-"V;CC+6D M5YF-/PY:MR$!M/:[AC[8!\&']6I&3A]S"EUH9HC!.US9_$#2V4`B4+&:)GX&49$" M]HH[F"F>5SRLUMMW<)*K8K:`ZWN^^,[)^K^.^#ZS19+BZMV[MS==L^@]SZ/F4/0CM$8WHTBY^K`DW<,KS9LM>3/Z\Z8FA83SW#\" MNON^I1>[^0@=!71;SSM/^/&_**ALZW;QMO^)^__?]J_:@:)Z_I?=9KOI1H=O M^KL5@I]WTNGZ+PR7KS=;%?K=E8O%A_QA%F#4-9=NFB_WQ%(@`M] MOD*\',QJQ]:<@J0T>RO$,D2^K1M M[N%I]H"KGLW6.]QYWM*T+1_1T3<][AZ$#0KP0_<3O`2H5/?,+[[7\$+#C0]H MZZ'^V+W2X26>/ROG-*!X[4`%8>]FI&3TST4G#83S33/;K7NH!*PZ)^<."-$" M'L"B9G/Q+K(_U8M.\.(7^O9R]@(.ON(RXLED$!O07#LZ^9^+T3"58O%ZL.C+73VM]W"UX!=MQVW@2WU!&[9 MW/9LI_^*S);LK%YL`)7JS1UPQ(*L>`WC[`-@;].?N;/.`BE>$E??D\QN1NI[ MN-T%(C2]*P(L!H0;?8U+9S309KTG!M=%>/(\O!(]Z@.BVINR4M?5ISQ82'5, MC?\A8SV"!$^?=(B3_;.>/HESL*+G/.C96GC.1JY7T4+*+_WJ*_[+XCLXV+<$ M;RCFS9MW'+Z&VN-TOHS?R06=@0L3F""%U>IK16? M6-:7'D!Q@4![^[=.;%^31VJ._2-`,@&V#DG3+!SCD7F[P5#@/G>?HC626.]3 MCR;C^?IYSEK<:P43DA`&.5MMMD=KVTZ6-C[36*O\,%7=,G[=K7;?!;@ MH?;P$4M,QN9JN/]G-H/7H1?H(LOCB%XP7V?L8W]=C->ST`\$=[N)F3>S=K,7 MZW$2!%+9M+`H$.!Z`:-<]M%\LYM1CI=#.L+YJKF^OKQXS$"2L]\WZXW$.IW.#LV:]K=OE(1:\[3+V[W;@3$T7 M3?$4R@]L?OD"Z9[1[/[5%H:Z[-T=Y-,->SQ`7!7[Q-?F$,W(M:_KV9:RTT_B M)FGU&VT^0WB*7\OAHZM_81RGQWTEQ'7URT\?^%6EK]FGG_7IRJ<^]&D4V]^2 M79=/[\B.'G)=G"E&^1PQVJ.%J%Z,57FM7TV,4EZ;IX.VXEJ]2(SJZ1W+8S$^ MVXS.61M_M409A=-U[ZX/41RRKON<>-MCUMWRH6[G1ZNM0QYY#Z/HVJN]Y/:K M,4>I![KJ,>_5KXY??<8.>U4`&6C6Z^XR//Y=T_LL@ASXR6Y9'[#*@!OH:WS> M88XN)W>$-SZ9RW=?``>;/IWZ11EL.A]-[]2AG(_=[WI=Z;@SC?\%]8`;.V(WY.O295F".K*3#!H>$S'S5]!I()*X'"22!]QV= M7J]VMW=%2/ND!&&&YPOBG)+5_[!LUI.$U7'R^!G)J^?/T!F-%E]EAG[3+$D> MW3K)`=<^60WK!'(,!QZC1;=,^[BDT<^;9?U\?'EEEZ:$M+^+$B38X08OD.(9 MC7%?18KIA\''/M"2'RW30Y&;;@UOA8"SV0U`G?C/<@YU^[RJ@B!)R>33@A\N MJ[/RC^>6YCSYZ#O\@8]__37)I?T5_1=__AU02P,$%`````@`*58&1V"%VT'Z M.```RX,"`!@`'`!F:&QB<&=H+3(P,34P-C,P7V-A;"YX;6Q55`D``^USPU7M M<\-5=7@+``$$)0X```0Y`0``[%U;<_^/0^:XR$$#`Q?KSJ]^/R=[QZX.#5W_]W__^KY_^AY!_ M[A^]WWE3Z>4"RG;G=0VR!;/S.6_/=OYAH/FT8^MJL?./JOZ47TA"KDOM7'TJ M\O*3D@WL?&GR'QM]!@OYOM*R[6H^:]OS'W=W/W_^_,,751<_5/7I+@N"V MU)-/N/_(S6/$?44H(R']X4MC7NV@?6730_[UDS]^<5\\>/YSV#U-TS3=[7Z] M?;3)'WL0Q=+=?WYX?]R92/*R:66IX15BL+/S4UT5<`1VQ_W]_>C@@0![5BAR M?GKV@ZX6N^Z!W3VMJV798FOLF7\MF];AWKP^D^4I-`?EW:^_U7FI\_,"]DIS M!!J?*BX/FF8)YNZ98U3#R-HT^,Q!V4)]7D/;P=^@1/>JS]YN_^Y?^!K`_M MZZIL:ZG;I2P^R'99Y^WE8?T1OK2O95&\P?YT_5]58J]LTIR:/N'V5=(UTO1C3+4T4]:O=;5;>V M*O+JF:8?KO@(J1YM.I%(R"'J/BS@0Y.BJ#X[T>^J&AV?R=OW5=/TTVE%T0FU M>^K[`>V_GN0);;OZ_#?D'U+OH#0YQA)5[<&T?H(GM,S5>9$;5*"X?'LABZ4+ MLPX6YS+'A]Y7LO1@Y.`Z)K1WS'@Z4-2$VO#_0^Y:?6TT.PXT'\U%:.Z<9CY$UM!TY; M*IS#%'G'Z4/[]<-W3QZV;>XZ@B>#UZYX>F0,+,Z=S M4./XYLFR/K(GMV^Y6,CZ\CDV^;)V<$VSV7[WU3_R]NSWL@8,[O[M`IV!T;#_ MVJ;&H']XTE^*!YWWI?YT6E=+MP)DJWK1#7D]M'RVW%1Z]2=(G^(>M'PMS_-6 M%CT4^NI)?W7O:;U<+`LW;3ALSZ!^72W.:SB#LD&/?5#BXS#,-:XEUY]=-W_0 M$X-;X1@8*0^0XEWG(_ACB=.W;FEVK,;/R/"G[QLW]82R6P`^J\N'3A"RS<^'C]VW%;Z4_[E_<6R*Y6S.[BG,$V>JUN M1A3\&SJ9+;W]Y*//^]"C6BSRJWT59+)K3F0PX'R@GU:K2T^KXX"F[BUD6HW[ MMWA?&5[T+9NJR$WG_U21G_;>H5M1?\21^(BASX;4$,(-*,> M&\'M(\8-J(XCEV/<]<I5X]Q8O,F;;L_X8]4.&V`\U3&IO5^S<."2RGJ" MI[-L_;7.]01/9]D`?]&CO`<]WT"=7W0KI,XO_0KFU*5G:/RB[^IX3PG3ZWKO MYX/RN$7D7/MVH[7)AX7,GFO:'MMQ4-9L/@`>5+3,. M3,Z(OC5O&IN9@)C=ZJOETB/0A6R:W.9@3JJ]2N?>[.U9P?26CM@Y&REQ>EL. MK6V@[1(%$=TA"U'K"9[3LO>Y5'DQ<._$@_3I;>P=XPR2XT/OZZQCK.PMSK]= M8LZ0;8,^Q3UH^;9I\X4+^][)O/Z[+):]L'RFU#0ZO<;1X1+;J_L/(;G]Y="^ MRTM9ZEP6!V73ULN!:\G>ZYK&_MM/'T`VRQJC]/+(;775CL.EP;EP??/OOFSR M]0!8L[)I$'@/%U"$#Q,.UK*RA\!I+.D]8JTL.XU^?^]RZ[KD!GU6YG\LA_B, M4?(\V/$K%!@+W2P@_-HN!N5<]2@]K8[KKT&L+WQ:"^\V=UIOACTOPK.\5[7=/:WWOD[BW#@[X?JKH]E:?0I4"[BM]5]>W9AQZZ M]BH_M9ZOJ\(E4-2R.*Q_6\R)_:3D_FS*QU;]X/D.)!YR[; MYN1,8F"Q.*]J'"VNC@,X!]=#V3[%)]9RQ#+*&'$36^%R>\?XO=$R)[;G"`<+ MG&M_EO6`M-IQ`B>VI'?'[2_$@\;'^6G9G<`HVWO'<'&([L;<,S_K>;)6LH^^S,GSJV]P#9XB.CY7S MK=?-`?+^":U]BOO6\ML4U*&*/BW!NZ[7M!JLX5?E/.LU"C;O2)W4TEUM,6@U MX\DR4^C3WT.N*CJ%=A^A_47FY?7&V6'I4_VALJ>PK[>#7U'2CVYE(W67..)F MZD?0I<2CL^A/VQX")M=T_W)?%N[DZ/$98`O7U?(<@1O$DW6E3V[C-UOE;ZT% M/63?Q(O\R>TZZ]^[8+S=RA$EI^\-=&02AZU&&,_[4Z]H(#W^-#U MH\Z\[;HBZ$IY^-)":7ZZ^P=&+?B]FMW`$J6^\BLV\M9 MY-7FT(U>A510_/P*]<@&E,XL*)M*(4@*H2`\3D,2BA@5$2IB.E6A8N:AZ475 MW8UQTTR;L+U_8O=!Z?YSJP=(]9//4%S`!RQSUHR#S4/%6:2$DC(5!&@B2``@ MB`P-(V&<*&JQ[BBFJQ"_US7V:KU3U:CQSZ^PV&?(3\_:[N.5!%GK;WK,P]O0 MKI_8;=QV@9-(T1]1?*:%1OI+M;I\9,A&&D(FY) M`DE(.+U5]Q?)J_?5UK8&9:1^7ZW:Y&#S+O\" MQK73..-OBV<*(;0LD2,GK!OGRCAN$8\\N,0GI&5"A*E,%<*.HSFQ)@QP((\U";@.M+'6 MID:_U+!K=/N/X]B:N&X1WSRXQR>D93H(8H6VD\B")#2*.0FLU!BF"F9X0A,3 MC_20&Q_/YN;;FKC.L-[S_,$D_[E3H]_]M/FUIG'=+`N%39)041*G%F=X:0PD M-@D0X`D&1HQ&2;HR+^<_>5UM2UW7L';M/WRL@=V&W=-U][T[(>XY2:Z__(SR MF$**B&G.%$'4#$Y].,-/&A(N<-(;B1?*NZE#\DE1WCZ&^LAL6RDV8R9&UP66 M&.NRJ(#%!)2P1"%0@@8XDD0C0_B-AU0;X./:X&XW#<>GH_40G#'.$Z,=/%%$ MB0#C-AQ50C0S%'U8&`%U]]3Q6;$=WM9N+H!)G5WS4CNMO&1'_96KU$9V!4J#5EA&O$*0$WM^22$,"5O7BUQ6.Y9BVWISKW^6BV;[C1F=5K+Q3@^KI:;Q99&$G1$DIAS M$@ET)(F%A'`)L8V%C40R,D/PWN2%_+E6<2:!=4LHN![1,HOV:BMCHD.)<7&< M1$0J2TG*`TX3EG"6KC\!^9/2:01X&R;-[16S]TZ4OZOJ)U\/,HQ4?:5G)K0V MDE82EJ(%E$J,@V,))(I"PR.J1*)'GB#<^%1C*LY-B.T,^UJ/70SA<3?KB7?8 MSUW?4]]O<@>M>_F5NQ4BOW!M\$N-&CW3NQ][/*-4B$!90Y"$89GD24"9[,D M3A*JF,;9:[*I?.RK>^;+TSN5#TKC7ANZE$5Q^?:BZS7@KM?\]L[*QP:W,?(R M+F-CJ:3$!H$BTJ0<'8*+'3!T""&`*$C";=[?6+_1OQ['9H)Q%F_ZK2WNDEQP M(R[XH=AJ>5EH4BUCP)F9%HJ`1E45PQ@UTH'!Z5D"2HP,T^;9LIB#8I/`.*5S M?,)=7'W^&W:5[FTF)N\:\KL7F;.+N]==8/\P!^4%7$5;O\FF??-\"L8`,5E* M96R-6X`#AA&BT)JXR)&D6L1&"L4I&]FA_SP^PR=Z&W(5WYKP>EG7@SW$DV(R M+A#52#"24@XDM$J1D*/[%#C_A-!2+73TG^X8?**W`7_P:.ATY=3, M)2M3BV;'Q5TC^+&ZOF;PMM5]HC6DABS5+&)&22(2'$>-D'3RA5)?Z5DH4T-CG'T;IC3AS%(T@QJ2R%1%B08;Z:U.0I^0*>MZ&B]H M;Z&7\9EZ&38+V! M"=ALI[*>J'\SNVZ]0=T]X5,;?X'2G:&HQK$L8,\V3[V88Z9*QUV^ M-*U.LU'Q.24>O@OXT'[]\-V3[NUDCDV;U?;FY:<;OSKK::#V%E7=NK=UOJZ: MY[Q;3PF9U50+GC"B=""(YJDA-K)`0I6"@#!6J5ZY)3DW!F]`M7?Y@D\<5K?Q\/9GD0K)8!&B-"7!.+("D ML6#H\M*4B\#BV##R3L=Y$F.WD,+>$=\L>T=1,4.S8B%#[)Z2,V*$L$0RR0F& M59$&[+=I)O`T"?'%U=21:D.DBL`B)#94D42T4"EG#"N>0Q M#G*4I5N=$;1AEDZ"$;R]$%H-Q%-'Z\CP]ZM:4P3MR=E2!A)2;1FBO"8:T.Y M,#8:><9[T\'ZW"SU!O`6DO1^\#8!/Q\5GT61B6+#8A*&&)>F::"Q)=$7!5(E M@878Q'RK3Z=M!S5]83OE?M]SVP;WW@#NW@!LH:[!;'(?X_H`_7/;+=_W-K9U M;V-ST[;MG'#,L1PP`K[-NL`]K9>+997!_U[6(`N'DMM#W0=;U7`BOXSK M0OUD9RQ*-*<8+#`5I"1EH2+&IC'1*A%@>6+3\(7.'N:@W'0H;RLS?Y%Y.14S M'\AVB4K*712#'9EAU.!,D#RU!&P8Q\##)*'KSQBFO*EB6ZFY+LRS4/-.^\/V M#.K7U>*\AC,H&YR9'Y2ZNS&A:;K?3LYD>0*+\ZIV]U_='O[\6+5WZ4T?H3VT M:.XM7FA^@WBY4+:?U]Z(0AE+.+;FLEE\YU]^J)N\H?=?Z[Y\_I>RMCDQ1 M$PAJ*8DT2XGE8(G5Z-T%TH$ED=5,K,RCV#8@9F>*0X*P!3$"X<>>P8B,(2U3`4JL`L7^9$[27T0?\M\]V M]X'UEMU[2\]T&$5I8'#$8$E(&(TUH<`,49$(-"AF4K-RX6';L+L9+_UE+*Q5 M8X8]0G##)#%IR$CDT-:*NJD>UW$0ZE3KK7ZU\.P\\^XY?;7+=H\9]ZV\&2>G MY?VS-68JC&6B+"=&!YQ(YRET@%-*'=%0,TNCP&[U[5DOE_>^VV534^9IC^#M M2_WIM*Z6I3DH;55?<6+6RB;>V'PMS_-6%A.+[[GP,X^M-W^J4H-[I]X<9R@? M5GT$?RSS&KJK8N>I^(V[IPA%-GNE.7(UEF#>RKK,R].9-/@@2^,&[KRX=.?^ M8-%=#'CUVW%;Z4_[E_=><7CUSL.[`X*;7/$Z/I.U6YI3_P+=GE0WAES>:7<, M;5O`[3'4O<6*Z[]'2LS"0*66TI1PS6+"0RH(<(KS*F9%$G!C9;BI5R1>G3.7 MQ4'9M/6R8_9S]MU1P*UOYF6/-[3ZJ2%+8F&L#M$"!@D!4(HD,49T410`#T0L M5#IRLVJ>2'L6[CQ^<]L&L)_Q(\'_(SBU]JEG*2*J&)THDDD`221#*` MB%.<2+"1&5+SI!&_2,Z.1/XEL';5&_8\B,\"R@/`;DW^G[TK:VXKQ]6_"%7< ME\>LTZY*QZDD\WP*W!+=MJ6,)&/($`0 M0`I!0)%:@HS207)H.#HAC6F9O6X8'_YSY&Q+X)\%90]4/^N@^298GPN/'K+F M"4+0!GB1'CQ3L93"O#Z<9G7,BGS/DK+M@._QA.Q8&WL84[_?([E7B\O+V;;, MSHMYVAYS?LDTGZ-T.>;!Q.UQ;2U[=;%872WS>2EAFQ;TT]>7C8WWS][?9DN;NT*%#MQTTRM8TL$AS:%(&M+QF30\: MI%(AVIR"MBTK`PYSYC`4)Q8307^_YDL+0/IACE0>&Z$/!'\/C6'Q[>VOK?Q^6IQ,4L;GU"XF'W9^F$& M[N[AKU\NYFGU\L<;7%[,:-[*CF/B.IKRQ_FR)DUXA1<7K^G9OO6J)P_^_6). MO6VL1RW.C]=D>I&Y:SW!"I&/P46YV_;+*RK\W*;GOYL7E?([C6# M/5KG2>TV@0N9H@Y0C*JEJD6&DF4&6[P()%%Y$).\/77BS"_&Q7"((Y@GO=/] M!"%=L>U^JTV*V2<4'#1F!>B4!9N,`IDM1M:GD'TZ[F8"-G:03A5LMWF).J!\<6[^X;0[%<<33E7WG'0\-/HS,M3_O@Y; MIX'OL;E/:[A1@3FKO(`B4`#W!`=W3FRGP"06G&UY,5T?2"T+I4(A+O\KHW5!OG7?GY>[+S0"W MOKKMJ%]\P=E\M7Y%*@\1;GD7&?6`,GIRVXTCE0G)/@2AK`:,TH*N5XVUR\I9 M&1VI]^,<]/_T&OO.[G_^4[*!>;8V9/"1]G(M@Z=/Z"%P9@(KI#>*@VD@Q[SN M,/"\+CJ'\P1-^Z?>W^?U+0;;5]ZZLN]6>/J_JT:..5X\G$`$HI#H8$ M!O"LX_7E#6^B:IM;;F@NM9G-Q8@X#G%4<,Q*.U$`-V10F,RL!Y&,`$\@0!1* M@W(NJA`D&C5QY^`PD_ZH&.H4VV%9M1GE[?@WEN[M32#27.Y,JL^+CYDLU?DK M7'W=0GG\AM>N_88VB!R%)AF0@@'FA`8O1`&5O2[&^I#8Z:D/^LB:.1EB#HO^ M",Q]OUCOW$M?$9KOKZ$D/7_^)1\HN-VBM08)_VB<`Y9)?4F%MJ>H,\T,=VBR M1M33+CS8R7X[+("=:&MWRN>OM-])EO$5UZ]P_C)_6ERD\^7'_.V"C+<[=_M> MW>VT+AK'K9$*,TA:7L"K3JRLO#YA#,+9$*8I[\8U"R8P#ST>MQY]DG`CV%N' M7!RYCM[A;+N!=&WYM&FX<9:A4\*",3R`E;R`H\G;SI5GSC!_,*GP*)K[,9$F MQS;1V)(,TMH!83R#X`+)52T+>"UC8%JG-,V4#6.0X&E:_"D8#ZL/W8[TOKZW M%;KS]+%.8A6"\0)GET_4XENVW2@E.%,Q04S%`E.$'L80@3&&,FI;8FD9UC.X M!C\B,8=#?[Q]K&>'W2)N@EBIYS?S-2$Y0*ZR-ZOU[+*Z)6]GK;?7>Z"K5[A< M_B"$MS2=IQWA]E!P;\_ND`<&>/OISXPU3"B=SS]6U6P3##1/[Q?SY_!)W_DBU3M MQ6V`R1_KRU^K6`S8Y4@7&?:,Z"[.?MT^^*8;=>/^*!^I@+$MR+*O1L4>I:.C M'AHM60A&&LB&1]#6)\@L,6#9.9>-Y61+CF,8U#=<+RY_><.C*@X?6Y"NNTY( MC9"8---0F'#T,E&0!D&*;XR&91V,L*GEG>=A'$RC,&HQH>D8P@XY[@4_/E:@ MN%M:']=-4U`8Z4@USN@5F%KP)CBO(224J)3.^?#9P9@GN<^'V+U-R"2I?:^J M<6_,?KR7AEN2!<@)1V')["PA@,Y6@G/!.JV"LKEEG8UA,LL]2V)W.A^3X_7F MC(->K+YIQTK(P1Z:R)`FC^1"2MP#%I4A2:/!\5C02!U*:GF\.4S6N6?'YT[G M8B@N/X3P,94;#C[;<)^9Y@K!68\@L]"02W;@-:*4R5LL!V-,AWWOH_3*4\!Y M6@=-(@W5)$/ZJBT)%'O:7R]\/3A M'AJC.=/12U(E(VF1+`?`7#R8D)/7L;`L6UY!&E>_'XFFG:$\.9;>T^,Z9^C# MK3<&M8@^,I`&+6CGZE&59.!9#(+EB,@GG2-Z0NSL#.$>';M['!>WQ9H??^G_ MN3*>NRMCVF;7%(V&HX)\N2?^%LWGG)*V--M[8Q,F" M`E\34V1='!3G,S"M0T12&9QMZ="2PUP@?[XL;8G_R'K9W5`8K@@?!BS!68%1EI#*#;=^M;;GO7OIKG"RV&.$@ MU+1=3"L%6CD+:$PLM)R]<"TSGXVK^?7$L",EV-!S,N86W%>9[U[Z:XQVUHA< MTVYF"]RA`JM5`>NDTR;;J'U+A_VXVN6T^=[UG$R9[SO:2TLCZ8D]-#DZ2[*! M4`O,0\R>D"3U"$0T1:3B7!(3*Q^YN+Z7USNF!WILR!I2V3M.&*,`$V4F MA;-H,!E)'GN5F)ETV9Q1N-;Q;MG=W$Q9?MR\Y8V<[)_[!WIL=&0N29ISX4@I M29XEVBR2!B^]0.5B9.I@9JCGN&=.@?O=S\TXAG"_P35_+I;K+_@EOUO@?%5' M\7:Q_$#?E<7%;#%*ISN!\$2Y^N@YNV3NH,8\9-@-Z,4_O,FZS M%>;9]TU)R,6W@Q\CWP[M@E:J#'Q8F@5V$`;@JZ9@9W*H*20CC&N?'ER MJ/K>F/W'1O;O^3>E52" MM70`#Z.5]#.CBX$Q/2%IRN-CPYN#V`_+?#F[NMQ7K>D)K30.;;$).21G+*"V M&NJN=IU<&4-POF5"Q&$V\Y$ITP6@_?+EIIC9B82Y;:;1-@MF8ZS+`$$[+!!K MO<)M@BRGN(@MAJ98^LF%N)XU*F\XP[5'=WZMK]JOP'W-/:,@^A\IVO6\,Y^OU M[-@+7[T.I%ZI*XOE?W&91AQ%OP3\-/LRGY59)+N.3/(JU6FU?B#BUVJU-__V MUOE.3G]4UCNABBXYMB`L-VO-IYY5'LV/=Y70?P8;GX M/J/>7O[X]RJGL_GU.0Z1X/Q;7F[><-]1W1-::02BL;+N++;0'J.C`B^DA.(2 M%L--I%^/<[S_R%M1%CZ@.P9WK+$2KJL@N%S'GM'I+@%9E M/#\`V!Y"/;&EIBB5M`H%D'D-.M7K'BP3UD8EQF4TRIY>RK=/(WM$FO6/]2#< MVQGZ1J_]])5LJ9O">/NHMO?!QGJTF_7%;4G@T7C0L7J(Z,6U<%;IT+(NW#`A M;&,2JVMDA^;1V6IU50^US\MF^+N5%H\DU)X6FI*U3++6E^4U.ZO0HD9($;Z" M:^$UIW4TZ?"SB3"K6XB'H-AN;19`IN%HG&RWC MP4O?,BA<_^,WP+R\O%_--Z$?]Z\EZW\VSCHF%.20.%67IGSTA;1)8@E.2X M1\>0BW9LZK>N[@3(U`>X0XNE/W&>ZFS^J+EA\^7&`83?9FN\^#5W[@%)=4Q3 M34E"RRPY6-0UWZ31$(NLU8F2,:P8D7C+/=#]5L*K)[`'/H6@-[I:QJ^X.EZ@ M'7RX45%D9[,&52/H@M2!T"4+)DL,.A`BEK5,\N;_\13K!=XA275>7L\J:O.T M>AJA'GZP"22X?=`(T5H#:(L#%J0"C:'8PI/DL6W.8O;;L*DS;(=@TB-XGWWZ@WEH&V!' M1I_=UH]_F;%6N+AQ0)S-7^+\K[TG^.U:;"P+T9F@(007`(.)X.IAL^),7GQ'6<7U="A-5-_ M>92!VK+%AGOG:\03B,(T:3P$4E*%]-V8'2_>96Q;<&Q4M]+08JY?R([WB/+H(?"S,LJT`?*R]IGA1O#<&DBT"BBP94H@(#%,,@A9DR2VOF.G?6OQU M"/C09+Q6(?Y87&YNQ%?5]$7Z7L^\CZ7?GA8:C"E9P1/PP@I(FQ%<(L0-9P6U ME*A!')S?1L#NNE/G]&*7K0)\MK`?R\I[:=%-8O9^`D@2^5H`J1?I$ MBS/YG,DN$UZ9EJ?+[G>2>@-A/XJYL1M]=APICVNAD3+&XE(&Q8L!S00#4C,R MF5L\ZF(YSZFEA3NNFVP4,Z,SC,'FY1#**@B M^&(-*-S$C4M!AE4]<_*.8]M[;KL^LW\HL_J`=QQ2T3?IJB*56Y#JYX>;[$2( M2=("4M%"=@1O"4E`ML7)S:7VUCGRX42FC;($=P#NB>_\:E>[=^T3:/&YMZM7JQ7B]GX6I=3ZT_ M+[;QY_0'I`D\8'O7].JKS4+<3\V3FV^T#TX9(R'7>U^1<02),4.]WRHS8P)] MRT"K4???7HCS*V?'P'\(YK[.WT@]G6VG=)L):/MYGE[$N,SU,[W='G(>V4(3 M7"PR)PXZD+WNO#,D.4(!8QBWDELEU*1+*H[(O_X@'H)B=YE#:VV,NH3.YZ_S M//WMSQ?[4LS^^@S MC4-?0J&7(I05**DYF&0":"TSEP9].ER,9HKQJ8-QK2-4Q[F]^7F)M?[449=* MCGBZ,=I+K54`A@+!)A;`".XA*$V_RL'(U))-XX:I#L&F?O`=AU=5P[RJP&WO M.-_E@-R_ASZMH<;(8".W&I`;`[7X=[W,Q2!@+L)P;E1J&1TQKGM_'+9U#/4X MQ-N(Y#O\#IT7']=`8ZP@F4WB/#BK`$VI5[9\@9!N#);N[I@W+M?`&5E>Q!I>UCAJ#U;)E,+[_IRO[ M/>$[!='U;H9A=O%TG>S15FI$D4S,,>!6>6!.)TB1=%+!A(O,IL!*R\MPXWKH MIR#$3L-YAV]=Y[.^EV26K.(OU?Z]3AIP?Q`]);9=7'Y;YJ]D%,V^YZV-]$BW M_2ZW!\913P...(-_Z.A^SXKLMJ/&#SI@ M_N>^>J[NJS')]/NXLS:B_!&HM^7"/^/?UT>%3Y0&IS;=B)R8#,P`\PI!.%U` M\,S!.N9),[;:M;VN,HP#;$(,'F$NQF3OG:]FI\C\UF6S4Y9^.5O5X/.K&H+^ M(2]GBW0+10M:G]QG$YET,O@$2%H:&%YO$OG_;^_:FMO(C?4OZ@KNEZJ\R)9] MUE6[L4*1"4DDVOSX-4I0E61I2PQEP7.>\N"1K@,%\_0'=#32Z M:Y0V$=R*Q*7N&Z#<9L5N2[(C&7X.L713O[.X3Q>&AX]W7K[\>51!H/%?[DPA M-;.#KCMH$;P4"711=P5O-'H)6O;<)&\4@7@6DD]:0),[QOZM?,^3@G'5RE1)?\JA^S3E/8*^JOM5VRV7V>(]@O%7 M/[_=)\1^`:O.<]@Q7^>(5H$8;D'6^@$V:`DY\KL*H3H8)>+I?L88.FGB,V1B M0CN;5?:H<'8#0^R%]SF6+!4Y*T!A61#1$]"2I+T,8XJD9V15H^B_G]CV&DXF MDS.W[@"_.Q8X03R/E=U1<3G3&J@+VHAD@H]G:1%7_.#//UY5?K$M>H0'ZP,K\P2(X98-LQ-'4"U8^ M187L\EQ!5G5OU-K*.&.4)$1DVS-(Y:9,7X[G/2#K00!E??'S[X=$M M@5/FSRFO<\F0&)+,D&5@4(+F0!A'(YYD1E5!8/NF*&B48V^2F\N-17).LE_F M,EOD]"8O\(?-IWG--7/_I2.=%)[\3D>+4:34+"0I<+":2V`>U3?E6?F45&!I MVA6H)DG[<\BE59S0O@SV62)U'H1272S2MFC`U7*.?%N_^\IOO_1+7DO5F%CND_O119SD-),0"Q00" MN(192*$D*#PQAJ:NT:1O)&=KT;]..C]><3X5F#:AOL]E^G\`PA$<.+H/9U2J MQ7H$T%@X*&,RF$SM=MK05(.=S:0C*$X3Z@]QN^/!UB1'R'(Q&X`]K^G&R6BY M*:J`CHI#4B8!284"%21J4;(T?8M]M`DY&Y1`(R/7@D//A-FAA;=>SF<);;[T M,#Y376'3TYG#]":(UV;>:@$1`B2ZFQGU/FSU#::53(ID6< MR]DZ+F\7F[\L-YWV:\\>71964W*$"\,,>N:,H=9(V5)0T1A(G`5-6OOR^A'10YW-@5+GRFM]*@3;V=X?8-AT&GV5GD<4)_^JA+&NUY(S-$GP5XK000SBAX M9#B)4I=`>AH4^J>2]P#`-+%$7W/6]-F:JC?`*E9#%: M<]1NDW9;1CT1&@2O%BQX4"Q]R]M=2/CM9KU!.QA55@3#08$Y>I:A9C&22UV"&$N)R=+Q:,.1SWO@:>[!/57D1X^UU%4E.-2HA MSKH&$$(3K0DB=]YWQ@EHR"V#EX\OO"W]RL MEC>K61W[*SCRN*%+0E>MF\!$PB!:4FM)ZP!2*TL]03M)3SKR8&B!'N#+R>B= M94WIQY2'S9Q*6A'M+4@E&"1.+)3(<-(97ZQ)47#=L]!=FW6D,4].Q*[)/L5W M!`X'Y?5._3/@6QSQ'`%,J1YMU!)LF8%B-LTM]URKVNRI#JS+S@MM M$XH>2OFY+U142J0B%2A),\CH^P-^K@4E,DY<&BP-\1`Q1G(`_/H*_9_+VUR# MIROJ79_SS-,NJ"BT%`J$4!&*KP$/L=:.L]9;'H-GMF^-JR:D[R.BIZ;](+"< M+SIL_6%Q2/+=#9T@@EE9`L(E"@@6!*AD-"C)E(])1,IZGIFWT;X#D&!PA!H> M>[^_7:3U%USX#Y]KWS_JM"0T\NC!VVHP$,J!B8#V`U71EJ"-3CWSW;71=@/( M?`!,6DCY-[_Z>][>!SCJCN]SC[M"2Q3>,A"$9N"ZIB)@R8`L+*04F=+Q]/M, MTY;V0+BTD/AK2BW\F/B?%X50E`BJUFHDG@40-*/KF&A01=MWP\^B@\O-7$I6H\JS`#E3-8*O@FX5P)X5DD$_#P[;84_.!L&1.I,,8X7 MZ9]^$5\;1KMOY;@JQO!`0=O"05B=02>3(0MC?&%4&GMZ/:=I&P7#PM."!G68 M]W8?+N8A8$>6*"3`$/2""BR$H&KPQ(1-I M>IX"M@D#&8`B8X)U:HXMO_V\@*Q%^V:Y"#50*:_7\^4VD<26VE=([?I[?6B] M>+8$R:E=(KQ>\I0-Z*(C2.'1DBI$[?)FV$S1J.H93=`F>.0$EIP!NY8[3=_I M?L3NTO>''2LRLEK,/1O\)TI?[](7M*YX1%6J<%6-IU=!FB8C!D6EA:P_K98W M>;7YHR8FJ"&P]>S@YGJ7IK]#ZEW-G(Z9:H/V,Q,2T?.Z+HJ>@I1,$>N5EK+G MBM"F4-$`\A\8G[:AHP>/1IX^ZDJB]6PZ@XT6W28>+/[D+01*5"#%*,VF73)H M`)$/`$JS.-&#$G[PE`N<6&+1.T;**M!$)@@,Z5JH946)DFE?3X'^-,=$I^'1 M*!_+&?W;;+&L.Q=[0P-US.-> M=D$`O^7-U3(]2/O8:\3=V> MD#\6FINPL,YY%^K(V*'#K9TJ1?@846,7ZX&JFNJ#10U!L62Y3BSUS5#;J/[& MV5DZ#LJ-$ZK;^"RS[)H7VI\*H',\66:XZI`"0W!)BUL+)->PD\4 MVM.=PJ%0:N8$O%UN=<#=2.]+E![R"EYHYCPQTAO#@5HTKPOE$?4%NK8T".8# MR2GXGCY@FP/'@?DP,%9-6%'*+&94"+-%/01YL$AOOV/[:TX?%\\HC"[2]._5 M"4]2R%:#H-J"S`JQE]:"]U1I:SG#OT[YV')H3C6%LLUU@F]5-LO5'3PG,>WU MG3FFI&*&%$A49T@J*&`V)^"9QQQI$:)O+O0VH5$#$ZP)@BV/,';F[]W77!3\ MSVU5\#4B^WZYJA]13>,CCC>.Z\A)'T7D-"(:F8#(00(+1H&55"LE:"KDX%66 MAHAT;_*_U,1)IB-E44#RE@+U-2.Q*:3N<>K"(@G43+)T1PNAOG`0-`"&+>=- M#8F?_7.6\GZ/X!CS\'!C1P3CAFH!)!$%@AB"RQ310&PRAD:OLYUT>.(PXGR! M(X/BUGZ5[1>C='0?KF;=J*G^P="20/M0T&B."60JM02`5K1,>L]P:#%WKC3# M`MGF)#K?^#^VM2!R7G]<[(=[Z"#ZQ58.[9\85+`0K:@7)&6%E'*0$==S1#.& MPUGOR]2?; M.*9-"3B=U47[/@ON[CQ]7/V6_?IVE=/%YKYHG4CH(`NA@8E,<4:AL\SP M_X"HH#*U*(W<<\UJ$R_>B&WMX)T('9_>O#J-@D][<\30W?5L4O-+Q*@\))X\ MJ*B-SS538]]D96T"T,]/NP$@G0C5'E_K.HUHC_MR5%*U30',BN1`B[6U`AMJ M`^HEY5(3J7IF*6H3U7Y^FIT,:&.2H5N\#Y_QBW5-67][G5>?LY^_6]>PR^/H M=:@7A\@&4[P!E5FMYDIJCB^NH`B<>-%L;9`IA\NW(]8(4+:DU.%0FR=/.I.X M]$G2"%[L#EX$%(;D(D'PX/G(:I)1Z"-NE_>'Z4S2'T;#_+E:KG:EB)XLURM MEO^JV=R.9\-+/3@=DN:E%"1\2\FSFQL# M8G8NSORZ7'RK@[_,X9C#VI>:ND30@A,6IQCQ$D+P`6SP`K(AVOKH$^L;I[,MMWA'H$>0X!U!GKLRPWNM^./9\?3EL[K^F5"@[%2@U+60,0U$K@*0I"D MT"^<=)C4B.08`*MS:997:A.'_IBBH>X%2"/!2,%JI4P//'$J>.82%>K/L)L\ ME@;I`5"C*]X_Q#3E]=W`NPX7NALZ942)O-Y^I%J!#O4$9,"/BD=4$T&-*)^ M/N=DG#"PP:%L?`?F\=72[BLPNV==-#8D0>H4B.CS%U^K(T@&.M.:,M-S&@[: MFR/>?OAZY1=?\_7-VW3^@[H-P^Y[C\MIC])Z_(O]W M%0^_UU(]@C6=[9T5MO"::E-*$8#I6C81[1]@21DF*2G43#HA\3B4&1JS%GRI MD:,7BU0+9,W6U;Y='_(L7VCA:)&$%\[0;2X2:"U\$P@J8\FET`8A9+%GL&X; MYW)83@R'TEDU@[X__7N\\/-?>!9ZU$1F_G9`(F>&RR4TD$)A"S]ID2>S! M2ASG#"\:EB%C839BKJ(7,YL_256T?_UP+[JL)93F[=Z':KZNZNN=,_)Q\WM13()S3BEL_MD8WV M+L>42%Q;`Y8B2':;,:(F&MOF!%56$)M[QAFU.Z M0LRW*\1RL=E]SOI^E%=YGOSF9CLT7!4Z*/C:KIQ5YMV%(9=,$*7HA:64O'WS M_MU;>\G,A;*74W;T&[%K9$Q;*MFO-;!S3-6W6/NXO=93[_O<.3&?_&ID!=_Q MUC=_O/'S>I7MRU5&1;Q:WMYLJSJ-;0-T#.D^3>,^2^.[4G+<-#!,.@9U3F8\ M_>O6>GV/G=34V$>@\N<_U3\%O\[XRW\!4$L#!!0````(`"E6!D>B/LMT=\P` M`+^:"@`8`!P`9FAL8G!G:"TR,#$U,#8S,%]D968N>&UL550)``/M<\-5[7/# M575X"P`!!"4.```$.0$``.Q=WW/;MI9^WYG]'[RYSZX!D"#(3K-W\(NM9Y(X M-T[;NT\<1J)M;BG2)2DGWK]^`4J4[4262`J@Z+1/EB7@X)P/'X`#X`#XZ9]? M%MG)75)6:9&_?@5_`*].DGQ6S-/\^O6K7R]/Z24_/W_US__^S__XZ;].3__- M/KPY$<5LN4CR^H2725PG\Y//:7US\OL\J?XXN2J+QA>?GJYSG:P^ M96G^QZ>X2DZ^5.F/U>PF6<1OBEE<-R7?U/7MCV=GGS]__N'+IS+[H2BOSQ`` MSMDFU[,I]'^G;;)3_=4I1*<._.%+-7]UHNS+JP[RURE_U+_.ZTV&QXGQV>K' M35*=]XGHSTZ3%@9!<-;\NDE:I=L2*J'P[-]OWUPV:)RF>57'^2QYI>`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`Z1*OHR56WE5728S M/=RDW4#ODM^VG@:<'0/B;5LYI!D/D6?;#C5M*=0<)DL;3E]5%7:>Z M(1@R^.""[2,S3Q:W6CF3]-TMU;9-#Y\^EFK4NTI*U;\9LJR+;.OV+1>+N+S? MQ293UO8N:33;'[[Z/:UO?LW+1#EW_Z<=G9[>L/G2;&/0W3WI+L6`SBR>_7%= M%DN]`G15E(NFR^N@Y/;M(ZS#@I]E=)-Q(E>X>CI*?>08ESG#\F? M2S5]:Y9FAVJ\0X8Y?86>>B9YLP#\01>2)W,9EWF:7_=7O(P/=O]H@6RU8O;@Y_2VT6AQ(Z)@WE!KMG0>)[>F-Z%' ML5BDJWT5Q61=G8K!B9H/=--J?VZ[.O:HZLY"[&K8=N3TY[NFW_FA6J2V;WJB?.TJ3+!E0?`HVHQU%P>Z?\!J6.)I=FW/JC M380ZE3@V%B*MFCWC=T7=KX,Q5(95>[]F8<\EE<,$V[/L\+7.PP3;LZS'>-$A MOP$]15*F=\T*J1Z7?DGFUSH\8Z:^Z+HZWE&"?5T?_7R>7]8*.5V_36\]3_NY MS(9+.I[MJ\FNCI%9W*H6?9&W+<`Z%EU+/C8V(P$QNM6KA<(/R2R+JRJ]2I/Y MQX(6L]28O1T+L&_I@#VC@1+MVW)Q=54E=1,BI]#MLP1SF.`Q+7N3QI_2K.>N M@0'I]FWL/+KWDF-"[W5HKBI,JIFG#DGILV#>);L!+655IPOM\(1Q6OX69\M. M6.[(94U5?S7\*DLTO%U=AFL=J3A]GYWE5E\N>JZC&R[)C_^;3VR2N MEJ7R3_,/>I.GU!S.YVH66+;_LKA*#P/@P,+L(/`FN4LRY^E6^T%6=A!HQY+. M/=;>O';T^ZV)*FNV]6?KGLL^8,4B>`3M^23+E"[53YU_J1:]HHPZY[>IX M^.S[<.%V+7S8UJB-&;9;IEU[-E$#3],,BEEW[._?O(BTZ$#99Q=E#\OXS)6+3KYJ`KM MSB4C\FW;:4@SHW,29?+R)E6.QN"U*U5NL`N'U`-=!V2[9+6LY M8!EEB#C+5NBHUB'CWF"9ENWYH#H+-=?^')<]`DJ'";1L2>>&VUV(`8TOT^N\ M.7N0UX\.H*HN0N_,MW\[*-U+C@F]'^TZQ-5-F!6?J_=QJ;ZX26JE1I>XOLXR M#.O;[I(G>X>RMDENVDMOPV^[*OH\Q*,Z[JF M56\-O\IG6*]!L!E'ZF,9Z_L?>JUF/)O'AC[=1\A]66UH]RZI?X[3?+UQ=I&; M5+^O;!OV=1[@]^0THUM>Q;,F9$+/U#\D33"X&BRZT[:#`.N:LGL69_K,Y.5- MHFJX+):W"KA>/#E4NG4;O]DJEU=7R:S/OHD1^=;M[-,\.HNQK_57OS;.>:B$ MQ/D?QJJH3R%;+8[+66OT^N-CNS=W]:1Y?39/%V?K-&=Q]I7/],QM0.T%/_H2 M(=S8\RBG28749^WE%/GI/+F*EUD]4+UGY5A2MEBHP>=P79^(,:IJ(_ETD2P^ M)>50/;?),*GDC9)5SI:?DM,-)`-5W2%IJ\**)&G>^*]O5)IU2JW3M*Z66NF> M?*F3?)[,#]=^ZXU-QL5;O$7)N*Z]=N>,E[Y[R7!37%.8*BXK9MN:1],TKN+J M4],^EM7I=1S?GNG1Z"S)ZJK]IAF?3@%<7PCWC_7749C,]=+\+\T9P3AG:@AJ M]5-6)>?*E]@HEL6?DNSU*Z5(U"=[%+I!*`))?4D]B:'GP!"&8<`HHAX&OO_4 M\*QH+H]I8=YB^=8A=_UE].0ZHRV:;TT7>0%`OL^!8![V$?-]/W#6*F+'(V"? MB@])O]0R:QQ3U1\GUZN5_F>KV#JY+YJ]:_HE'=91[M7;#*G;OLPY"+^_%H?&Y\X3RUXJ=29%F4?N M[\J(MT_F7?W8\XRP""(LO8"&2+AAX+HR(%BTB/#`&VN@VCJS',"BOO71CY'WL9CY!SCD6K_"#[O4`Q&J\.]+?U1JB@0KA"< M\3#T,/5((#EM>>A1)MAT_=,!];"M)@_"X676Z>3\Q7&KROQ M2;H(X!"P$`A)U%A$`?%]@C6N#:J`P9_\H]1A_Z5:/C]-%B"'H M`4`#%V$?"S=P'=K:@:#'5R:IBCW.:.7!!@3B&2 ME+J4^H@PU$X4/)\Y:%IMU\K"LCVXCDR1=A?K?5*FQ3Q,OR1SO7\TC#'/"%.= M'V`$NPYW(!0N#)GT-HA@3";6:1R+0&;0FQ2??HO+5,]/3%'JL;P(.:Y+/(^C M$)"`2.(29].AN\)U!K'*^;Y9=0"`1R;6X]WM851Z+"$2W`5,>0%04"`APAQ+ MU-H>4BIU=7JHHT\7\IEE43U%)K0Z!Q M/G#S=%!1D2L%(;YDW&-4$DA<`=V-(QE0.8B`^'LFH"UL=S-U9WC&#LW#]"YY M$Y?72GE6E&7Q.2DKNM#Q4A?+6K\(J*.H=T1T'"HZDF'@8I1PKF"3^\4 M22H@8!OS'3%LDN:_2)J,":0='FUT:R+R'WJR5;KFW$CU<_/2[_JP;KXV8AB] M!A<7!6&`$".^+P/E4GJJHC!OP9*(#%M;"KXWUHV%[R,R_G3V-"+83)3PX%=$ MC<L`F/I1#V,;GU];++$<`> M956PBUW/6[4_TMF$_,CE2%(N9"`8IBX)(1(;W)`/@NG&*HW,FR&LM83^W^SM MBM_DHK+^"J0=GZQ-:'FNJS'.]%QT;S#1]@R1U^Q$`NHBB4,H()(^V."*X&A! M?AU7`<:MS<("A`>L.NEU"67/1<[T%DQ25R[,UWR5;1"&D(?$D]45(B701 M>W!AN!##MO+M!8@I"PQV]1F<9 M$1-<0E<$`0^;DRT2(:>UWR5R^AV)O=FK+1#'(%%#\5;A:@M:.\BS-V]$.2.0 M\Y#[@`!7`AI0V=H+*=J['#0N:2S48V$7L>-W,[^7:9T45U?ZJK7!_H_&FR:B>L.&XVL12C:)XE1N(XT&7]N@#[/Y_H= M\F6<9??RKGFI)-&WEC]^/29-#.!E+]#MN9&Y^?PO MU6$V+[#.TZ:^IA:)]>TR]L`8K!V"(L:)"$,_$(@QC!%2K74]>X0^=H*]>X=' MB+[:LKR_M3X/BL;J54A$0XZ19!)+/Y`^=@F'X1I%$C(PK'^P'YUEA!A]XK)L MHCK9.*UF!?<\7[VY^_!.W9S=_US<)67>O`>]K&^*U1,.>Z*R!DB+*$>2`-S4E[`%DA(R;`7BF#%8EGBT;>G=*M2C;==TMV)OS,H@>9'G(N8RS'PL M0DQ\A`,6M+@$#I+3C;"RRH+#&'<0MG]SK\5GKR/JUHL M!T37?YL_0D!@Z%`L.0,4<>@+#A_A/&Q]RM)EF!/RW&R`.PE2#8DHWB8A\GPU MM0N4&B%!'A(0A>U11$@(%U.^/=YLW?9ESD'X_;4X-#F_ZF509QJ4<<#'`@(,!Q,/&M3%#0P^KV0[,,8/W]@]GSC)3(A[YD3/WB"9\21Z]->AMO4(1C>4439H\9Y([%'OFG\@8_%H\N M40C`H5SJ)#/R]%,A`:`8L@S\9TA[]_&F@\/$8X,I7AI"S,`3M M'@'`M+6,4W\T.HUY>K9S;78[/=T/PHF=GO8)]9U0,"PQ%:Z4#GKIO_5L`=.BPM183880=XKNNYWH^<7P`2+!I"P$3$WNJ9Z08 M,XL(3H9'?%F6O2/>GQ43(<)\"@,&*`?2#9`(O$T3Y=B=_B&TH_%H&((O);)= MQV?[G#M>$&+"`:>SP='O+BD(=C4-"#KW0=S!S/)=L M%GX%Q,/;(5H`R^K-,LH[-9N4RWOJ]A3GCDAR1TI4\$ MXS)T84C43K:`Z.25PGP\1W11YK$^+LLH[KY<$[-U_+BP0/ MD7!"J%MJ2/1[DVA]=!L&@>-,[2&/"?'M0"A'/RVX]7CUZLCK^HVCB1T<'/T* M=P`"'#HN%B'SE(LL,6@K$`#]Y-.^MG"$0X1'N,+=IIB`C$G)`!8;(8PB<9R-4?=A.Y%!@*KFD7AM'"0!PY+#G(R<>A-"W_BT`.487T2X\;`&B M?9_Y/)\5BX2NUEC>)O5-L>O:W&$"(^D#RJ3G$4J]P&4L`,)KD7%#"2??Q=B; MUXZ"Z)&Y]FT#I9^JYO'(851[7EZ$H!]R&?HNJZ0?);ZX;1KJOT2#)"N6J$JI("Y+G`0WA30P1\_8K] ML;L[R[SHSD)+^$Z`DS89V0$O71_,=4/B$<_WD2`AX2U>D+O#X@*M=8J3XJ-Q M="KIRWX.09!74" M@^JWKL)V"TTZ>]M+B#BAP($^"3F3'&`'HO:DO+),@?EB'#Y3'#G4Z3."\P0X M:INA'7%3/C+SJ!<`%SD^\8%#T08W#_K#GC,ZA@-X''Y:07F2P[;)X3HBOJ// MBE)]J[\C0^$2T*Z*0TZ"8:M^QW`(QV>=$42//M5XVFJ&3C2>2HF$ZP8>YX$' M0^4-^T3]TT9<0`#HL%C*:3WW8F6%[R`81X^C?!>79:P?#_FKATL&(0NYH(AX M&%''5WT-6LT%H00!%WO7$O\:X9+`%Y)SR`(/"Y])B9PUFZ$(?8+'"HDP'R[9 MN?K-A4OVP_+O<,F#@EH80/_/WI4MMXUC[5?"OEQBG>FJ3IR*W5/U7['4-NUH M1A8SDIQNS]/_H"TRWB22$$%!=JXZU19!X#L?@;.#%!?F;F]IRML0K6J^][3)7OS M)DGF61SZO]C;%[]WFBZ9-VFSSHC30ANG"*9:"H0$YU:@9O*"@CAW6>89D;T% M-B0C;AB0IY0TZXRR7&HN%14,0H3AUN<35D:]B$N:S3QI(M`P&T[6M3^AM&FIBCH35`0)]7(=; M?JO755/7E^5;IMK>WQ>$$01X,#LD!%1`H2E#/]?-XO2"O%(%8T4[!F!3[.9? MR]G"K3>S3:DN_WM7NSXOOJVJNYMO3UJJ[-G;^SQ>:,>]`5H33:P"ML[T%^VN M)T'GI::;P-K*+A5%R*H-@?/=R;_&/YUX>AN4O]_)!3@"".7&$ MJF!_*:6HAK`)&&,)+)\J$WTJ]W)O;B5Q+P\#^Y>#KK$KL0'$00GKWF4",7UFEXZ*967"" M!\4&4$:,D11HQBT6M/WPB(_+&,C<\SR4"@F`G&(/V:75GAOG4.4"@I$P,8B[U`#E([M=I27FWXH M`;-!>XI-<=MK^*`=L/<8!73,>HHYK?MK6(`X]:X]:9C,K(AUTNTN%8@'[&T[ MN^UNF^W6/8/GZ\W\4M]_6557=Y>;W\L?Y:+W=C;*^`5E2%.+(??`4VV0%;15 M-[47[Z%B(78'.P;`1RZ+Z;]K]1^D0$H$#(2B4@E.H:PCM.T79V!*$5Y-9X(NK65H0CIK9E M4-`##40GJ5/')O#Q#G MSECCR%B=4FSQI2=K>/3PK1$*I37PR'G@J*;8:$>@:@!S4L1UTI@L/C@>'[J= MU"/`=Z28R!":3=47[P1.O^3@9D/*H^<3 M.(NT!U(Q$NQ;JX!CVZNL`VX>:W529VI*WB1)+(A#_Q=[^^)W"J?XNR-MUOD, M=4D)ADX+A[U`V`G?U@AZB/R[3&WI+;`A^0S#@#RE8DOB.0?.>`2%-IP255\P MN5V9Y3#_$/`$%!D5PFG(L:A;4JUFBPY=__D/"TT94!A*:PV&P:X2]BG:K(RY\62@`KB.*>>F4#>[WGNG$=6RTS]C/%BF6G=`]" MY-3EG)WV>"SQ'D&L.P^LBS"'LVM=K5;57^6J:S,?,$RA*!>`$H@P,>'L(LS: M%@49SK*)$B>RV^K389@3D[JWCT$#%4)*QCSPD$)5M^E%R/H6B?#!97R()!%X M)*L.0O,C\RN_P^L$:955*I?Z$8[LF]'N5-DY7"&4=)0[)37FA`O%Q/9^R1H5 M".("%5/Z2,;+!ID`OR.S:M*;&0$5S""I&;,264ND=;)!1N#([*(I72N3,&L\ M!(\4*7B6-SAHOQH^6,&-])@Z1@0G3#@#.&J_-D40C^+4E#GTXW$J.7KIDE!_ MS.:+>KZ^6IW/PN9ZO3XO+^]68:B=[7*:B21Y9_,-?@V&\I?9?8W51;FZ/6H6 M[$]C[^74?\[[]Q[IL(/&*:RTS`AGM>86ZT`/`!ZK(3%'VOJCY\7N7D/_M-B. M,0KC&?4(2N8,QA8#H[;9X`$#[GAO[ MIW^H;88='J:H<0H!=-A6)<)!0W0:2`(&F9,0\VCB M]?._:\WWYR0Z$TEV/%%@JS`68;%2`NK#=F>=;:8,B,S$/S(6[J_Z\(X!R@%R M_-=L-:^/F_EV#JLPA\Y/=?=#A8<"(0VEQ!@JX:!FN#VU@@$69S^.[I-(),W1 M<)G"T_!I]N]J52]Z?79MRS\W:GGE_GLWW]S_5$0ZXH$]1RB8(]`"BA'#PFE* M--4MG%[YN+L$)TO5'EM/2XM>)LSIC,_T'J-P0$&I#+!(60J(<6)[%T98?_@: M:7X*7S()#V?001A^/"YEHTR>'H5&TTC.-M_*U<6WV?)3M=KP,+XG259)&Y!**JIL!MDEUD*%7Z/5AX MK@#73!HAJ"'`621=J[5!G]E-,>D8D@2N*8BQ6WE3MV$M\_^55Z9:[XNA]1RA M<.&C,`+KL$P)M/&:F192$3;FO#:3:=S;:;`[3M@LBTN-CQ.SD@P3887E4C+* M!`-NVQ(,,\19=[SF/<2L:""_P$Y!AB$RA&,MV18#&#:YJ>Z2&C%FU5NJT3&K M89AEV]&E/DJW2[OO\(B\_&F!/60(8^Z`"8>C$AP*T$+@(Q6(;$)4O05S2`\S15]H7X));&@!SP!O$A#%8-5\>!-#FZ]&(%UR'W3D21N^=&=GY)_(A MQ/1$>-*K/MK^[#U&031S3"M.)2?AK,9QZM!#$24.L1Q!*4-^I`YQN5JL$S$S_RT#JNWS1 MXP`\!9UL+;+R2I?+\(_-E\5LN;;S]?9NYO4;?^WT3D6,5S#KO%#<(PRIX4Q: MQV2#BX8DKCW]9#U;TKFPTF-Y+(YUG9X[GRF\!01#X[!"S"A$ERCA7 M)[$\>[#G$`3?'U.RTY-.A2#3$^/\[OOWQYC,;.%NOR^J^[+\6F[FJX?_5\_] M^6HZ=:&X`0LIN-4>`6(!M-9A;R1O'3X@TNF13$,:0<(O`W-3P)9)3N!(FQU3?_O/LS\7\YL'7/\AH M?_5T0>JT<2^D59!#2QDWIMG5,9%HJM8+2;*=8Q,CQ\?M@"J:W0O]8SEKDJ]K M!T9U%VS#8"+.[VX_EV\EPA\X8@&=P$QA1"1DSN(ZE;S)",)0HLRZE*6ERK18 M9A^]??+WL^7S-*%_EHM]'?-2OK9@E#)ML-=*<06EI1XT'A&L/9<313RR8&R& M@(]16QBQBJ970-U!L'P0[M6_[W:VX$O\QD(Q3P5#QM0`,0?*%C*O9%S# MVF3WDD^SJ^:!]0'T_'Q7P[C7L;>:+=?7Y:IN=1E0KK^>B^K3;/.0I_&ZQ]\; MA!SM'85`SA%),!:4>"F%DZ(QK[#C)LYYFNS>\FDH>"QT#R#=KAD\F>A%M7L] M-OQW>?.E7,VKJV=5?7JVWMOK+>E["\VH%08"9BP1TA'J;6.4">)P'#G9:9,S M)\3S(.R^$^/I*1%.A;O;N_J:C\='3'7[?55^JUVE/\K'QL+3,'W$"1<*6Z8I MQ5Q;H#74$.%FAQ$"FKC:-/[K$SFZJ/+XMGQ8Z[]FB[N)OHSV=86$!''-#;': M,*2HT<:T&Q'B<0EKXA>O#P3Z.&7[]9>VO)POY@_^MWT@GVTV\]H^B*OOW_M5 M/9_$0W"^NE;^7)V9WUK9[OE,>CU?$"4EA5Q8+["%8:\P<-N6184]`PUN+1V] MI%U5][V?+3`TR`,E@J;+!-66M?N=TA#0J9IIO%EMGT@H55J,LJVN/]^$DZ]^ MTV,XIS[]JF6=[]V1XK/WN2*@$71108+FZ14"##%M&W"DX5FUADX@\I>982-B M-853^<4T.],LWOQ]6)=V$@GN&(46$RH`-15I4/I_;`@N\2: MG(0_O=!?6D,[#*CN>JHAXQ3$ADT5,J:1H4A!XSD$#0X@-N*3+)Q]H"Q?%D8E M1.J0`':W65QKZ_NF_+EZXO;7=>%7^=.K_[G^GX&Q0!`*5JQ6Y-9^_2T2O-)BN2`;^2/Y:J<+6HWTC\"^.LFPOIE M5?Z85W?KQ?VNE997N^W@/91/\K["$J&I@%`HH"A4').F:Z0R2*BIVH-GP>`< M$#[&,7_HE_KJR]Q6^7;NYL>=4`&DD$QXS#21#'M0M]=L)&.`C%N.U(.6: M4L@ MTU2I5B18P*GZW":JB.Q-A\B*R&'HO;\J-F"Y4!01*J$1C@&G'6K63[3T^;I< M1Y=P=#E;'(8?CTO9.6Y/AT+CYU,GOZN%>2&!1`0+ZCG0WDK3[MQ(3]<9=^QJ MM=ZBBKRK91ANIUPP/J&O19)3UU#>L:A#$D"UZ3=\UZG M'P6`MKE++^\.47_6URQ>QMW@TF/4D\`)R28,-)H M2BG>^ML$451F=HW91-R)9&PJU'-B\79]_U?.5A=_51??5M7=S3<__U$FX?&` MMQ6>0L2@X@@)PCQ5!%G18"H-B>MQFNP(SYO)Z7#/E,OG\[^WJ[PHEZFIW/&R M@A&OF'98A(-5($!4T-\:1+U&<3'-9"7$)\/D<6'/D,CJ>E.N'K[9M!S>_Y[" M4@/HBT M85ZV:]<BF1/;=AAZ^XH6QWY%P3E$B!)FF?-$.,*$DZVV@G%F#8LG M8,FX1GLLT#G1=*<5-R91NU]2&$$`5,("P[%S!C)#6P2UQR2O;3-?JHX.=:9D M?6:H)>+JV^\H('5*,:"@4-PQ0J@&N'7,!=WH-$WOHU)U%*0S9.I3FRP!2=\< MON`44^$AA4X;9+CC[*>/`EL6IX$>W;8^&C_'`/FXU(PB7*$Q%U1B2KE&&E@2 M/L;VF+!>QF6.']UHGH)&`Z$[3L;WFRTZ/E[>-_+.42$@TM(BXCR4=%OQ+BRG M?G!/BU/,^[:.($6@`()13AWCC#?1&0NMF*HX=<2\[]Y2C<[['H;9K[SO@AM# MC948&B\)P9#`-IQMZXKST\[[[DV'R+SO8>B]OUQ=S@0"3FAD"`.20(>0;=;O MJ^S/#^:-16,7N$%Q=PZ)R`E2M)M\Q:- M/20?HHI6,:&H)E`#BF#X7H+QWV"`$$1QD8RC6E.]I1IM30W#+%]K:KOA_5[- MENNSY==RMG#KNMN6+=>7J_EC?7U8PMGUEU45[)#-?9=Q%35@`9"T*E@DV`8K MQ"F$>./2TG5)V%1QWT2V5F^R[#B.DH(YI<[S:B&?9[=E,_=Z)=U*\["1"A&6 M#94&""'#K74&*=A@(<+FD+$9EECX?;DV*K`?FVSYV6FGS;'IN74^7]Z$;7YV M.U_<=U_:_NK'!3$:4JDPAD@QSYBWJ%T1G\YQW=?@2B6OEVK7H4!-LJV$S6Q^ MW4_RKWY;0*>9PDX+1HC`'&KG:;,>PEAN5XM.)/A#<9I"[D]Z8W4IOR]_6GB! MI0*>4JNE@PPZUC32THBIR":JPZ6>F5I[($S'\.\>X-9]Y9R"VF@&@8/6`(TH M,82WL%%O=]SOGH-*&B^X#O_M2!B]=V9DIS_F0XC\_/A_G/^C^E&NEK4?Y_Q[ MM5Q7J_)J3*]^OQ<4A$C/*$;,.QVV:R6HL>TN[5#F;6+BB3#0M9\$S2EX^+5< MSZ_"I.>S170?F=YC%,93Z0'71&,@M176@A9^1UQF]>C)V)0*L$QBUR-ET%!+ M#6;6,8,)8)PACMO3`%DTU:W1F:F_:=#+A#DC9CT()ASGA,!@"T)I$4"8->N' MBJA\]>31)1R=_A"'XE0:`AU,NF=6$AY%B M<4I,!FDOO445V3EQ&&X'4.'3W>9NMO!WRZMNH;_Z;<&I@D03Z[17CB$LB6VC M_YKBN%8=R>Y_&1W\:EQ\IC@,NHROY[I[ISD3,USA/0#&.J2L0((BZPUK?-@X M6'R9-,M,S9H)(9R&6`]WQZW#GOFE6H2Y7LX6YW=_7LU_S.MCN`^5^@Q0*"DA MT(P0QRCP#@J/1;-R('1<"E6R2TO2DR`Z0,]X%GC>SNG/_V?OVIK;QI'U/]K"O8%'7$]2-1-[ M,]D]CRQ-S#C:<:2L9,V<_/L#2B;M>&Q1`DD(4E+S,+;#"_KKCT`WT)=G8]I^ M+/_Z[>KWN_GMMLE/OTDRY+$5]5P;3`QM5FG+(XZ(M,(#AL*JZXZER>7)$/QY M5O"XN^T18408PI023!#CL.]F9.Q]6H_HR:,41N+>2;$L@84Y,T]`DF`IQ\0B MA2Q'''7G*%2YD'8J-5E)DA,Q;23T!BR0>KVN[Y\/;_>[^?9F^:7>&0;;.*'= MV%[=M!OZR,J3)A`L?CE:'-ST:INYHMGBEBE1#1S@@8"$;> M=%,(EVG10H74[4QF]3FHXL23ZR-$_[.*(G[?7WG7WSM*G#;M'O;L2CNMG`\@ MC%,!*Z1P6V[(L/BW-!]W,NOOY!/R)*B6RL+'+O/CL_"[9U=<"B64=%C2:#Y[ MC25NTUA8-)?2)M#)#,IR63@$U=.R,(E>E59&:B>X\YB`-4AZV]KN#$ABU83) MZLR=FC='PG7BV@B/?_K?^?WG[SG^(]9'<)J9H+QW6D2OE,D`;9DH#4CCWAW! MTV$Q8GT$H%PKQH@.CD@:OQ!X:%"@>?PHSK#+^,%:3:^/ M'\$+!T1Y$`IQC9MX0-Q-E-(D[J244Q\AT:P="-.Y9\%KHBP)X+"1'@%2SK9! MA5I8AGVY)FFZXHY-AT_#Z-*949S]6`XARHLV*R7FD3(E.6$.6RD-9L1Y`BUR MAI#"D\'2B3!-U.-Q:%Y>?00>&%`%E"&C`W$.+&>M_-K@M$33T]5'2&735(`5 MDID\4GT$;RD"J1W0Z+LAYI0RJ)6=0<@5!E&8^3L->H4P9\2<=@I46NFU0BYZ ME2"Q5:TM(:BVH5P[>70-)R>WIV'XXW&I.,OZ?"@T6BQ^OOH(8`D@3P.2TAK7 M1(<'UXJ$(H)EF\0CJ"JQ/L)QN/THB?6$4NN9MX93C+`$Y*QJ40&#"V'39+H> M(['^.`@O*;'>-6ETP$F0P"ERFA$26LD)L85T6<]'G@E`N[#\:8.5)#BN]\98 MRTCT+)GN'$KMT]HV%I!KG[IX903SG$LT6"YEG&6#XI82`\09UAZL"8]-:0FI MD]%F$KA^[C<_[I`*+G!HXJJY=(.30V#:;9;3X.RQ)8F#/' M7I'@0YS!&4$<1T`P(/%H!IBT.FBGJN8P%=-&0N]2JO9,)NO_CV[V]3Z M]_7]:O8Q+4/_Z+=4B$K,A*?1;$&".R2\H1V&6&2KX3I%VE5J0L;I\"V;H[_4 MZ_4VO_NO^N[/^M=X]>=U)_$D?-W[QLKB@+T&;36R*OKDGD!KJ$"(?R^+NR=A MU6C,'E,39;/\J817JU^6B]MZ-2W+][ZQB@)BC1V-!IGUW#(G=+M;`)Z&PH)X MSYOE8VJB;)9/R^A'S!"3S&+!%%,J$.,,[NJ;Z/'LPF3W6KRI-!'<]FDUO(K[ZP(,Q(H9]I0IH5FQ.O.7U8JD<4%VLN#^36ZU3R. M1LIF?"MC:S?E8'S/.RLC&4%"<@@^KKXN$!W::$D@/ENKV!^(\>-JI&S&YV#X M<_R$`6"22$6M%I[YH&EG56HITV(*"[2GRV'T,`V:*HM1&\ME).6F=Z(_'1;C5522!`)CE*EF'I4NPM%N3QBP*%M!WA$K*AVL MU>2*2L=A5FQ%I:9DY;8$Z^+MXL]Z?=^\=&V^V3AIW2Y7?1GD!]Q=(6F0)1@Y M0[6D(+MHMG+>+EYH7_&L>T4O'4\ZGBI^V!0A)#280"7B$OFV M^+M4*+&B02&GC\=R^)PTD7?N_7[W\CN9$Z;;@Y]62>#2*6N$9R`-BS"P#I/X M\UFW'1D^PTZ%8PYN/1FKO9NMU_-/\R8DN]DP;_;B-[.[7V?WVS)<+GY"!Y-L MR&,K9KUR$C$>`N<2@[&^;:4@O4Z<"PMI+Y+*MHR`#DEK[;!XVZ0.Q!&_CZ.Y MGGUK!OZA7GU91VB.F;3&>7`E#7@O':;:>F(8`B.@F]-!IF5G%-)X)'5US0KI M9$=D30[)[6JY:?RWZ$U]V9H*KQR*M0,8]5UIG4WV?D7OFB\YZN7J:[W:)17O M.TP[X*Z*:!_U992#H*P#);1ZB-VV'@0]^NCLR.&_=O[555$B<,#8:DHX1@HH";*3P7!7 M[HE-@AY>TN0@',Y3I\6=0>1597X5_AKA_++YTI\D__2Z"G'*M1`:*((0[3I' MF&_E\(ZDN5Z3;:4F:>!YFOL`^0=X2N\VS?NN/H4Z0C2[>[/MKSM;F-GBC[U& MWI[;XN"M<`9Y@I#3@F"MVXJP-D@.A1S23&HXC0?/H!WM[7;C]:SI9;&:+=;1 M0=]Z"BV\5Y^>7F)G7^?WL[O?[J-;=1UMC*T)MF=[>NC#*\F5)L0@[;@'%:3W M]A$(`X64MYB2)]E!G,S_?1C:1![OP],/;`Y^RB:?!PYQGR.=^JC*:.#8:.6: M?JW:1^L!=O'*R"LB](E:?1XH1E]LZC&/J0P(130XY9'FP(4`)Q^0`&Y&ITZGW^2G_=,@5Z]H/Z6D4-*)>4LDL#50)0JFS'03!Y[(]CPH_G4;'?6V- MCD,JB[Q][[JF"#(E("9\@HT)(QK#LY-4X[H)VX M;646/V-,V'+0X]DP>ZVG%Z^O6#"2B4AWRWW\"7%@W?=DF13E6O4CZ6LY'4J7 MPX+B[-^2E'_2;:N-(EQU'@4" MD2L4]D!#9*!&7]_)G`*L4^R`OV*D';T+OO(FJN7L]O%UO!5O_'Q%;*>`DAP8)#%6(BFT=T#:B::\IF,VE/S*Q>`F6FW#8FK;TR]B#_< M7]_-%FM]\Y_-;L8]AF`'/*C2C!I`5F)JF>(D_B!I=P9%95IUN\D2/R>CTOA0 M7=[YKM'22$LQ!0ZJV9SBTK4[2(J`24BX@UZ2!VAF6K97Q@[Y/"Y_8G:OY.OZ3B[\N;J_KU7QY8YHIM]Y/OLG>67$''A2%Z(7P."L( MHNVC#8Q9(2G4V6E:"N"GCL+=15@]B:"Z7JX:9;]='/+U/ERL[^]7\]\WVTK5 M'Y;7L]7+A0%..I[*,0661HZ@@(2@8(ETW9(H1=J',%VOJJP?0N'*..6LO]W8 M;`HO?*I76^>K,9$^+-L:EA^6KU<^/,#HF/"ME122<^ZL(\%+CX/#KLV34EHD M-LF9[(SJY#-_?L@O=NY_S8LH;4UX;9R5G>S, M[K+7BI&4=)X?6V=6EF)I'3*@"@(13A.@&JSAH*63[5:2]H2DF5KBY^>30QL# MCK5>&VG\R.WGI@#>?!&BN/^>W6WJ_3T2]BX94[ZND@#4.P_84AHG%6L%F!8L M@A.S\>%LJ5L0UI<[@1=A+@T9:"4L`XTQ(Q1SI3DA1K2G3%KBQ*KU\FR_FHO0 MTJF=[O?UQX?V$1^WAQ^/@86-"!6 M!T94\(I9K07;P'1,EMMMZ,Z@J1I]'F:_"B`9*F?\/>1]J9'OWI/U93/LC?_9IV8C1=9^?AFGE>^7DH)%EKY6P;4UY]VK9).+1. MSO-[*N.=8IAIIY0Q)E`N/6GEHSQ;NOH)%O>1(,FA\J=#[)W+_WYQ91EPL$II M%1U$H+XIC-=)9*DN>$$?KJ7E1/!<@N++6[U+T/=H9XEQA=KN$1K\ZFK\VJ45 M#J*)3S>!8!\0TEPCTPY2(MS;0S3O6CP$Y>>-KBTXD0V#:Z< MX=H*;&W`NJ.GA<0FVI-%*$^AKC0DLLRB3W<"W\_7?YAOIEY\_/QEMNHSG/IN MK;S4PEKIM`]46RZM]JWY$7%CN?1D;F-#QH!]R_MO;<6N$FTXPZ%5RD M/R(ZBMNQ7EI;<''!\139RY!1,+MTIA1GDY5+D-%6_J<=!Z_^6M2K]>?Y5_/M MP^?Y:M>2L-<@./`)E0W`D6:>NR!!,_!602N2H"I;#YT#[831-/3RBO;5;WS1Y^-O'<=./@950@X2HF#\B8@QX612C_*+VW)IL,0 M=3[O[STQ8#\><0JT)(KDRVAFQ/7B8]/[^IWN-1>>75DI$1!G3$#TO[$G2G$. M;>2"4XR7919,`/UR3'R&[`'-%O>S181O^_I_Z'_T;P6]?$<5'(>FK*"ST6:A MR`;[('HM<3J+4OV^DT58*J$TE%N MRY72A)&';NA-M)%C:7$QD^5B3Z_@T:`:H./V!'=]7:]^^SQ;U4T]*;U8;';E M$-[/[O=%P!UP=Q4)R@T)>I1[E%QWZU59+[W@6CJ(T2(&,I,)P3"*JTBSF35MT;3[\BX MY/'$OWQ9+G9;"$UH\RYO:W._;I:9^>)VKU>^_];**\(,$SS.A)03#I1(W$K+ MJ"NLNM9@%DR$RT@[W[W[7U]$U>R9D>B[[-/>5P% M!K#%C`7``05I@V*B%98:%C)MT^2>"C)@-808KVY)QI7IX\LY)P??6WF&`C*6 M(RT=U4H@$SI^"P5IQWFCUTP87^4C`S-`OPVQOGQMQK&K2;5'G<\OK4`$PJ+< MP3$3::<"][;S$H$7DK(_NO8&XI`I'^=]_=_-?%7O.ASNS<9I!S/PO9W)JAE``!9S+YP@!D<;VD]U)5,&>E0Z$!8JS@"> M1^0=30N^(!L*Y'SS)5[+C6" MEOJC2-/@N03%%W>N5(2^QSN"&!`U+!%WRA'A0M#::(&]1]V29VAIX24#4.Z+ M&CX.B1-%#6-.L636$A&=9,Z!.JO:07J=V($M9]3P8'6E(7&B/,K$!&K/)3!C MI>&,>BM,X(!;V3#1N:I7G\!:&@60\TN:!1\B_:461,3)AU)&N_`H1)TI.!AX ML,8.SIY-P^CRN%">,54,!?*K?F@"-0'F&?&8>LTP#PJSMOU,0,PF;D">(('Z M8,WT)U`?!\FYGQLZ1YD1($3PW#D"3J$V71RID*U6RO^3=ZW-;=Q*]A]MX?WX MB.=>;SE6UG;VUGZ:HJ6QS+TRJ:(H.=Y?OP#%H269X@PQ&!#4IBJ5Q"%F@-,] MW8W&07=J!OK8C-E$N(R(QO]C&;#8KLLMOLT6EYN-X8[SLCW/F%T?2GT.?TA# MA%`JK`HX1*SQF"ECNX4))BII]YX]13H90F/8EX_OO/BJ'MI5>+.>W<1Y77Q] MHHAFN;A;WLRO-M76OMS,KQ^K@VW/)J["(_I6YIJ?9@O[^_^\WZV M6A^F>IYP6@WVPF`-M>!"`,^$L(YUX!L&*ND6GUT]SPCS,K3TYZ=?+YJ?7\X/ M%6KL']P(@)04@C%MI:(Z?.UDY^.!Q6F5<\L1)5*]7G9D3J$+?RUFM[>KY>UJ M'N=]A!X\']@`RB5F.EXB9T1HHY%6.Q!)8NV@Y5JA1XB7X?]Y3.IW^&J&>]FEVNPR+^NYVM+K[^(@\5(>7T M3K'(+#9I[$3;#\\=R^&IQ%0$/QJ%=7,Y/\<8THE,>5Q/+5C^;S/L#W*C^ M00U#@!'LA"#"$J@\-V1K4J5QJ-\.%5KE:\2JPP,:P3"42'@90D0.8K-SN@T5 MI&0(I540RD2QRBF8X$GOVH8E1@(PS`*<,`0@GCDNC58ZTF] M!X$)MVNOMOVRQ"VS;Z?-XQ12A242@JO MK(DL%=NM"GB51DR>B&HSD0?-@,LII-U+L=@_H"'2Q1MGVF"BPQJ!`8!W*Z,: MZWI=[#A!]4A]%#IO2?[5N>,:Q'X")[U7S[T(8WF MD70*)`4$.`.5E=N[C3%N(8F%EB,H9A MMKA8S:_GBPU;Z\G!5Z\B]`UMJ-4.,*0I1QHIQ!GGW6>DK86EKNF<4!DR0U1" M(?QR]6.VNNJ.M?O58/^`1FIHC,/"$BPH(XSHG:H;"1./7B8KYC>%\+,`,X+' MXMN`V>SF'YM^Q[-%+"3X"D53+Q=7KPMZU/,:"!#'A$7.,I*`AOC<=ALU`X1, MVUYDIS).H0OA&/Y<[6\NK]<7ZP^M:N'^67?:<2^G\>/(E;!Q`YYBCD05/B= M[;26N4+&Y)2YB@RX%)1VI$]M)WK7N]U\=4QC')&(,8.H`;%,)@!,=^M3VN)Z M,Q+CQ+5?]MD`>GN*4%W6H1+Y9XL6+F[;Q4D!N&J;540/PKY$FL$3M9\B"#,):3`E3D?G>[FC^$*.2A?;>X6Z_N MX]XVEKOL<>Z'AC68>$V98PPX+B0!F)-=Z&*92G/RQX=^IW3R&?$IJP7=9G?0 M`?2A80WE`"JA3`!0628Y11YUJPRZ+^MU^7F$]ZI&9,/JK6I&=3%`?0J1+1S8 MG^U^=W=W'[W7D&QRXI-"#*45501A0!"U#!!+=[Y0X%K:1N25ULN:7Y-"5L(\ MO(OM4MJ[=;SZ]>G'[+8WV;Q_0(,LP5IS8!@'RCB@$/N5+',LC7LZV4E#5F7( MBLR8-.)L_EBE)&:C;I9WFX/5K]LZ`9^^M>W&Y-WY6=@#?8_9*O?W[7P5XJ5_ MSM??YHN+11NOSQW*)V9Y01/K95#(C&2"*V.(Q*3[""QWI!B]+26Q..I^T$EQ M/(5BJ:_ABYA0KYX^O_%,6Q$V]'.E2>;;3 M*4`^<$HXHDT=P,Z6/2E]L,>]O/QI@X`.*V%A_P>1HDP"`KJ[:=8ZFA;T9J\G M,Z'3&(E($29>6&2WAP\V9^.Q/K81L("#7JY6RQ^QR-KL-OR_@\'%<0]J/$$4 M`0X9LQII(:3@W0[1*H4K*48SH6Y,BM<(B[^]7OHKC]-K[5\9T4@H)$;&:.UQ M+#W^@_D["4QI+L!$6.RFP14XHR.&V*SM$#N%>UEOFY?5U-!OX MA,9!HKP6/@955!FM4-?J%D*J>*DF*@>;G4TBII<)^TGPFM5:JR='_0%EH$+0 M&ZR%8Q9YHD4'-60RL?[`Q(W1LHMY2$&"XX`ZIPOIW@'O*#3*>$,5%1AXV:W, M62CJ90*,$]2PF^EIZ+PE^5=WWE^#V,N+^Z_%77MYOXJEFK_TWR+<\^L&:.DE MM5Q;#1PV%G2<];"FL$E/X_R7+DPP6##+W(",22X^\4WZ9Q=@'_#9PP8V1A/) M-)94,"1I<'-`[L`@NM@-P"J\]R2032+S5PWUT*$-]$P@)"0*<3%%%%"\K>(; M]!:&#Z0^EYU;.H.%/@JQ,Q5_-1Z[=JEGD_;P/$HO4>_81S46(J&\53SNE+$U M"$G7+5)@4ED+IWPR6Q;%K51$WV&SG?J\O?O8WLY^;I*7%U__7,T7E_/;V13O3YQS*7UCU_:J.8H`A"89#C(;[7`"G88:0PKZ3/<+4Z-PK- MJC4N3.)PJ?H1SVV<5$Y#1VCP.A9398E@.X^@>%HR=++F8U5K70*>->N=7]X? M+M63_M@&>R5CRU'DL6<24>]V&0T4`$N[;S-9,[*:M2X!SJJ5;OXPA:V+CVT( MQ8);03P6A'G.#=[6Y8RBD21M"SE9][.JE>YX.&M5N@U5?"+->_;L1A.#%70* M:2Z$PY(;LHM(O&5IB+J_9O]3T`-__?_=VJ M\SRX,9(3:A$U7!$82[TI`'8;*Y[8Z&*RMF\E"!%%`1VA47&U_[Y:WATZ"MG] MIE':`>J"NG/L2%!S08CMIF558L"4G6Y74LZIV$S(N#N6B_9AN;B:2V\ID9@J1&!G;]A MEBF6]!F>D'4V6$R)K+/C\'K3K#.(!0+"!E/%`\C:$;Y+O3,N02G5F>3<>K"8 MA[#.C@/JG%A'Q&'G`>`.$`TAL00UL!]*$CIO2?[5G&'7 M)/9S9)V%(-9I+KWAQCHJ)+3&=&MR'I=B&(]LAS-4,`-89\)VEZ*MQU'5+/)ND/RP777:D METOVVV\;3(`10",N%`(2*R8=?3+-RL@\V4!?YL5E3/)\J.Q>3%"RL#CEC65( MY7=B*5O#\9(V8JP8T"I5B"FBH;5D=$O%8`.!."VH[W$(*(6D+>DCFR M5&SJ2%`_:P"1EI+.U%*L$U!?FOKP@,8'6;$@OQ#3(@4`0L(]WLN'P#).>LN\ M3[2ZWQ7Q4+YZR+!&:AZ//12&5CKA&!!.=BNUU)=*,^Q-4N<2TLL.:?GPJ#8) M_7QE_5GHO;]O'-)424HTX5)H;P%6N`-#X&+=](ZJA)Y'NB]5)@,\);)1O\VS M-_OXRHC&"P*LPQP!+"A7G*/NI!6$H$2!^C:TF635)_E1^+PM':AF9UN7Z/,% MU4?U.]O;A4MKYY6$CA*F&4.&HMU4G4:E"I\,S"V/!OQE4#T:D1+?:V*?M0/? M<^(3&RHP%X8QR;CVS`!/,>FP(9:D56(KHRWCH\(RH)50J.>YA5_E0P]HS&M# M&HLIE5Q!";35#DLFB>E6IRBHK+!]9I7(A$IQI__/=G[]+>BL>@@:?=T^K&5X@[PP7@W0&RT5SWLJ=JY1,:*P2G4!E,C,'`Q-/8[;($%Z5V MX_GXA$/%E,HG/`JO:E,Y.?B$E!HC!<*8(B6Y5-!@U$&!H"VU#YB&DS!4S$/X MA,F9IB)VI^*OQV+5+_31!V^#+ZL4*E7'(1$`(*T\$X6'F0OL.)\9\L;*( M$]"NCDPEG`+/D>RZHZ=W7!9XJE9@CQS0@U%K..,#!$77$3..!2-O^5E&ZK(CM&X5FIOBJ=Y+; MV:49OLQO:KCBRBE-%"<0(%57+4NW>:1&NVNQ-6K51`*:E MQ409BPCUX2O37<$WR\-?29I812FSXJ8O`<^BQB_.KY3YZWE78P@G(G:TP\X* M2(34NQM#5O#$P*^*$F;E#&!>C&LV@5,6$-4&:<4=L,B*\+=QBG:WEJW2-*T` M?!5USTH;P`0X2]J_.+U"YJ_G50T61A$)J2=8.(&YTZ[+:UM(8)KUJZ(&6S'K MEQ?BJHW?A(5LG=#`:>H8(-:'@(48L(M6G$J\T"S/41%/`&=1XQ>F5\KX'7Y5 M@QW0WCE,F>$(Q1I`KKO#:B,_.BW1#,Y1Z2K!N%;K5ZZBL@AR8AQXCH4UEFHI M(-Y]N-:D[8+A_Y_3CPR@EK&&SV8XN4$<^K;&>2X,H!P);27@SCNT^UZ1[+]2 MOE__SOH@Y/0PCZE34FF1;R`1,-2S>/#M(#`(\EU4C&7B9A>>Y4G'21"=T,B] MF-@TMFWX2QI.,3:".I6:;S,8",W.N=P45 M@5(PI(&UDAA`D'!JNRS.!3^[NX*#Q91X5_`XO":^*WC77O[;]?(A?-OS:.A) M_)>H4.2)?0]_U+QOKVKW^^+?_6747K^PP8CQY$)49[2C@F`W8YA@4,, MB!+3=KF#VG1 M,"-0YW0;&H9/@CMB%77<0L*,):Q;F1>8U.DORK\;HUB;V\ MN#-TUR&*(DTT\(H;8#W`;.?!&&;G<1M^L&"&=-5?CN\]"S/EVV/._VZNGD^C?:N\?T4#L M/,4AM)%>46485+O-JY`!CCI\=B[<7^[`LX`R0HZ?UNWM7[>]PGOZL\9(!8C4 MW@J%/*`>JR?I>>S2/LG)N$V9)38"B1%B4E?_?YNM+Y>+AW:UOELO'V:K^:"N M6(/&-T)X@I'AP8PX@`P._]%M`H1F(NVL?C+BSA06-C-$Q>@WVA(#E?.$:`/# MUL\*X[II$=U?V[;>&BZI1[RIV)3(7SRO(/[78O;(_&JO_ERUW^?WWP\D,_J& M-K'HD6".8`.I\09!3^3.)%&0%B55P2<^5A,F@NRD"M(U&4C1D&YL8S"G,`2* M8<4D1"+8!$2[]2)@*_/G)U611,Q&VOW_FMW<;TA6C\''ILW`=:<4,5=HIU%R:Q<%:FD8*JH.N.\1W3H%?">`QO M6;+ANA\P)4<^J0E1%R5*$>Z-XEYQ'9SM#@M)TC2I"@YPJF&9%L'2E,]-OOG, MF9T*41T;+"@ M!_7V/`ZI$MX^7U]'+APWVH?X14.BF++`\FYM&KH*ZTIGDM7`!H]I^+PM':CF M$*TNT>?;_8WN[2F\TUXHQQU$5LJP7U6PFZJ4LI),8#;`!_3V/`Z1,4=D.Y=T MX&KQ\^/=IQ>G-O[JTU@-*$5ATZ&\1Q()BQ3HX+&&5':L M6C:&+(]O$7>Q6]^ON\@77W\+G0ZI8NJC&FOD1@A8(&P9=DSKW<6IB0E._GW"THFK3B22)$@!'M/JE+E.`")_KXFT$`WNJO84]C)1Q>:``($ M0$`J(@&%COF7,WLB%'W/B;LGGK5B01I%KPXU_ORH7PN3WJ[K)/BU&+9V_%ZN M<;%?6DCD@4<"8(^`KM,P<-\8*X))VWFDE.\!^GA=O#+8:9?3GZW9BY;/XUT+ M;!VT3C*)@5&2,\^:@F=$8*2&WBM!__]:7FW#5]7;;7NOLS9[FW#DC?$6B7-Y7=T]5M?U<#Z2> M'7^\-FBFR'J?K'^\D&NKS?QQN6M[RI6-=(!*#(NN\]-NC=Q&DQ2+\I5Y00`E2CHH6 M1):;JV0\=;\$/<:&*(5:W(2M2COP3C4XTKK@FDMJPY[3>!D@LPP*U,B$"4N5 MY^-:M(^'),W7WUA#KSKY9;[YH\-T/->M@)3Q,'$&H"02!&"%6*O,$@[,M3U1 M@I>,#FD$UDACT9PA&213Y=#L M:5G$(6DU`3+7X+Q&_6+>7SL5=74Q@>IC0\RAP1@B9QH)@S66RKC(B?O!Z$3* M)F+*/S>KM5^L5NON6+KS'0O$ZHQ(A#-#-<"$!XN[%CQYO,`F]DR"4 MY"+4:OWO$XXCJET1R&#H?B?_L=GXYT)Z>[M]6Z^UC^7CF=L6) ME@5A3C#*/-.*2V`!54V-UR`+0>\C9VAO0E8QP>A/;)-/?[X,Z]>VIA6__%P3 MB@\(W?_VP-RY6=78E@OU?")#1D>/P@LD.;%$&Q>VIPYXS5O=IX8-K)$WO9T7 M(YPE+C9I3^_49E-M6PQV27]VO_JTO%]\FP63)LAR]^V?_ZJ"I;/ZK=R$S^*F MVF[KR+CUNEP^5OLPF!X'?E'>5%#H@]5-$`2&4DFP4KK]!DV`-M>C@IAA4]?% M-*U^?IZ7_YPOYML?/TO9_CJ^GD9]8V$T"V8_L4PC28+Q3P5I.=;*#5OX$IQ] M3*.OU\3VZO-J*Z5:'H3P?UU]J;;?UDM3;IYN'QY"KZ&S:=_G%X@R2"&R,#`8 MS`^BI:?M]VX'[M$3G,DDFT,G0C*+F7,G;I#K2UT[L1;I?E'.GR_4OH'/+KQ6 MTFJDN"&"`X4TYJC]8KT?%H8:_4K&E6?#R"A>8=[K%V6R;UIP:@!386^%A7%6 M"L#(2[X!`['5P\+?H]80FVP:P3A&//*73*B,9-PH12 MPQQ(XKUJS'3(794ECD'2_;Q"(T#"0BD\=UY;+0GPJL$%.#[,'2W?JT9- MA]RUKH>>NJ@9-I>KYRKT^/3\9WF_O5TV3OD\+FZ^AI!M_A84X_-N'W+)#]F(>U5SS@*U2,".@NTL[T# M>CEB`P+]NQ]84,WKV^#7Z-.Z0Y:MOH#V(`&PGO&AZ. MM.]EPU_[%$(;X*`CG@FHG$7>&MK(IQ@'^8:$3$WH\6N)T2#\>*J27?3(N]&0 M:*'%:O:]CJ;K#B7^N6'AO=$.28<\HE!8%C:NIK$R(/?)=-]P#-"_5-`: M`<<(OB[,O=]=0VO(\PHF`2*JWN,B%\Q,!0%!K8WIW;`/>^K;IA'93X%:BNE> M?0_[Z]I(>EBM-^6BNJM+*._VZIV!9%U=B_HJ%4/*``"LUD);I]M]B%,XL\L% M\71D(H!2J(-YJEWXGY;_6*ZK\;URZWZ#3RC)D,?64"E*89. M4..D)A(Q:$F##J;.YK7`3+PW3X3BM76LEJ":U5!]^EFL:JB*G7EB(2`U,-AI M'"/MZX`J)'&#C?4PVXBUY!H6#\04"G;BRPBR50\/57T872VKS>;FK`.C_T,* M837E!!/+@1/>.B5)LSYP`@?6&4D02#:)&DV&VPB3N1G3ZLV8-E^J^]7CLM;U M^?*FCLW<>QWVQTQG;.9A#RS")V*@Q4!X!#G'C`AI&X$I=,/N4B2([HJJ*$DQ M'+,OWA=+W!F#Y7)6WM^OJ_KGU3 M7$*?26VY1"HQ!61YNCK_&_R:/E!#K.$`8VV5%9C!%RU0PGK1N?W+Q67SSOV: ME#`:OD?-+-(<6R/E2V)QQ95!J8[I8O@U>RO4%?V:%Z&=K5\S5FY;*BUTP(%@ MVT&@.*2>@08.`9*=$6?KE^RK+?URW5Z&=D)G4I0]O%)30$%G`"A%1"`:ZDQ7T\=3T2&IZ&2372#4Q)#D-T-`*B@%5&"(D&:Y7PA>I$";#?$43)S%]!Y9" M!*S?4[(20S4'$'%.%$.&+(:Y0R41`$4QF^`#HN@L\T1@*`JLUPF8PGI2%9S&1AI;Q'%2V]NG3$6.G.#:20$5]G@`NK*U-8ZU8R8TFJRS0Q M\N+V)JE?NO/+D+D&YV/3G5OH@\7-K:5:(LO#/UC[J5BD,JGCGI3[P>B,B+V8 M*MVYD%37-S28@Q0AJ^H_C0#!>LXV4BL"O9,@-(+B@\B>NVJ[W7LXNPD^UZV0 M$&M(B.:,8DBU]X(T1Z."43TLA"X@ MQZZ13%.824'Q2>?M*,B,G;.?J]F\7/_XNBZ7FS"(>G-[NWVJULVH^DW@_9Y2 M",VYP8!X$18B9:&M4SLWH@$US&>0(#U5[-E\$K@^8J"V)@(:1!EQQIA@O"(( M6OO%")6JG'?<8,NA45&3X7:M@\;-S6I[MOAG"]YYA1K][")@A*G7AGHAN`Q_ MD:#M.JM`*F=F'GJ6&LZT$]=QZ:KM[^MJ6_[5:]HZ_XB`NP"*4H&!]181YM2K MT>;)P+3:U[Y=,G[2BHK:M8+$:U%V%QX6Y68S?YA7LZ\KM;J?GP\/;T8ZT:!N MRO5Z][]Y!*E_OB@B_57%I)3!V'6*(V6L=9[)9B?+O0*^LW+=U'+UCQ'?.WJP M(-H!8IBV#@JG'(6DD0>#9&4<>@9R#^#AY+HQ1/YL0ZM?Q=(_;LKMMW57N-3Q M#H6CGGI'N`;0$PDU##N\!@Z&3:I\90/=HA=2>E(U1D"2UDR]*9\O\4F]-B\L MQP`@R@U$""),"6U2RW`/@*#OP4LYC*:3K(]&YZ-PG[$?\GJ4YV':[?.R[NIB M[/*&7].8>CN6/B;5R3Z%8($_3$A8V)7FVE-#7R[\!W->D"L95F_'VV5>'6U? MU(E7H!.`*&*YU$RBQL/)@:0NU0G162,K`C.K^%AD:W`='(OV"$X_TKK`V'%. MM!F^_5^NO3Y6I"S56ZT[/\+'F M!;3!V*0TS'C:&(R,L+3980*$6:I=X%X-YR"*`&C%M!N10(-E('`)*5J>ZG`_%-^`E`2JL:.5=EE!(0SPQ6 M'GG#$-)"B`8W8NBP7>%D$\R4RI4.Q1&12&^&>W,PXGW99_40%L4#F&;_^K;9 MGJA"._ZA!86:4%&2MN#>Y>M741 M"TL\,(9QQ@U%#$C7SN)6B6&77">+5ZNELM9K?K+]6?BUTFPUX+ MS;A7%-`)R+P)T*"PX$*L@'BY9LQA`'N823Q9>.R4RTY2('/94>V7UCVLZC%0 ML#FH3CERNW7VV07FCEHI(,2"/D2_\R`1JRS$D%":?N[/=]V*HQC M=3P.UF'1`U1Z%8REO934&XM3U5OHZ?L<1]1)!^A(5#ZP%]1*RRWV1DN,.0[V MED2X!4*"5*G8!GI!A_/:PQ5Z&33OP#5F25AUPL`E1A9PRREPS68H M=KI]9(-P>?]\OPM7:#J:WZT8 M'?+@0C(B&0_H`P5MI0 MC%KOOC]0_U)\=.?CLPJ^*7]YYSM=QOD,1MDI(.P8(@9Q8P#VF/%13MJSJ]Z*3X6X*LX MPD_LFNC+\>?JL5SL83GAA#C2JA`HF+1*&8"L9I()ZZAI157)JMCU&8\HP-[89KS0>I6?#V$4ZF\_TG$PY$]? M-BZ!J["6AJTOU>-\LUV7RVU]^_TL:S\W+3`%VD%;1_A3"\*T8U_"'$^V+50PLKTU,$@A`0$0284: M"3`>Z'N/?M@V&9_CX(A/J/FV7HGFA<6:L>T M@"!H81U1I@`@K].,SN1BP`2T1D)DJD_5SQ?5VH3Q/*[6YS_4GUH6S&'(K4(& M4D^T1T*:=J+A>&!<=O3SJLD^TS%@Q*>RV9O7`0(G.#QL4B"L:W4#3.BP^C-& M*&W'ZS`?MF9&/QF:@+P1*$S'VN_5>KZ:G9]7C[8M@M46K#X,G>'<>!-$X.VZ8$1GSJ$T M(>43DCH.D*EIW:MRG6UN?VVW6S+Y6R^/,5F=\="**LPX=9(X8@'2%+5'*HX.C2I M^6O]B8PYC@[.9+XPM]G.G^N4ZJU?;RK/UY$WF7*]_A'`V(JVOYMO?KV9QA_.]BV%J?95\'J=95H[*,+ M2RQPE`3],8([3I25^\,-H)WDKC,OU=2(_3@F6->UHS[="^.,$0QK9%C8_W,= M4#`ODAN%0:JJBV>GE2.O",`JDATY9!!FP#@/% M&YFPL)GX.F,1LXH-2`J2[YY6Z^W7_@OZT?8%!%)R2R4TC&FAM%>@6?@L`C35 MW:9\5O08,%V%_LXY_42/`C%`F))<&\8ET]X1Y!K9A+4ZWT5])%==S(_"YV/I M0'8+>Q[47T+YV8M$OIK5X=__NWJN/J_*I2Z7?YBPPUTMYK/Z/.@UP]+&SC?W M=0#YS6I;=5=V'O7<0GI%$,"4`"8=L4Q22]L%U(!4@<`]K8#1)*ZNAUV*V>+E M(&7Y^*6ZK^;?ZU4R_%2S,ONT_%[MKSWI'Z8NF]>>+AZV[C`PHCR_-LXI0Z*,\O?)WR&UC@J9%8.8F% M9PUN%F*?KW&46&^&:.U$Z/^_]O;%+SNS[K]!:=,KZY=J,Y^%H<_+Q>_!1GH( M)LSJ;N]VZ#P=ZNQ;,(*#/6L%AAH@0[4G'+3R8I?965%BCE?3HCEBRU';LT&T MVZ7^MIG71>EK([=[1W&N6\&)XB2\2#,'&<+&8$)>]U]RF']HLOP5UU&%"8!, MLN"]VKB_5>7FVWKGOM3E9K[IVA><[UD`IQ&WAD@HG'38`(/;3;LV8%BEF:$ M7N*LHP0:K!"5R"$8_[/U,NF`@Q,^M.Q-NJO2Z!5=9AZ^.;EXW"5-V!Q7FULT M#UQA#($40L:)*2P1AM8'0KNSH>EIQ0-19@"TWN9J,S$5MU>Q#KC,E*=.[6$9 M%;HNW#FEFP"HB1`;SJD1QF-EJ:VM4:<8/)H$I"QY!I'OT\22P\%7@D2U3^[G MZCJ"5.[+V\_5#^KJ_;VU8$.@H8.:`@$<@#+E%A*R5I)<%#RO%3%IX=B3M+, MZ@^WHHQYI`QNG@^AO;+QZ,! M87R[M)JR,39]-HW(HO?+ZYOM9@<(/*H('6@5'(HV+63(2*281,!`+1HD'2MF MKI]H?/4KOWTLZ8S76)Q`69Q`M7<-A'&K%T0*@#VRSD/:C)%;.K%$V>-Q(@^O ML3B!LSB!:]YS13F(6B`V#C'H@<2ZX3U7><;18$FOQ^-$'EX=;AI39G:UG-MH M_T48TKW7PT`?#+0#=X[M.@@>262#/$?:*$H%/0Z* M9@=ZO$\E9*K-5E>S=1RZC9;\9K$]D2+M.PD$)1=00P1$S!+I01Q.XF[6^6\TTJ*'L:1UJT#M!0Y&G<*+'`5-&HJ#>W^9[%&3'13:0T M.?J'LH3.\74]2XDE'JH3']`TGCT;+&.[;5)H*1WPG'!#FO%HF6>'#%8X8;28 M^J[`E2""^CE;7*7#0[]:?YE=5:T8L;]1,`Q$(XL2(;RU'G'">(V5=R9SU1BL M`,)HU.@-P1(<>5==S;^N?IMMTR?>MF+(OB;!"J,10-0:SC!W4A!6ZU(>*)3G M(CE8U?C1^-$3?F.RH\$N@R9-VP`XB)R7C,79X'"<$=*+9L7T+,^4':S8^^3X MD@MDOP%\:OXSH7&B(7-:1R&:[G$N*$:\DDQ@)J%J!BBUR6-*[XG^IJ*O#H-J MB?5FYQS\X'OG+U'N^PM'7FP%! M+;':/)3_VM7:;%=D\.[18)%4C`%,A#52886DIHVN)EUFCK#7V6CV+A4SG6J(XM3RR8VZ'_(`17`GML(_J(4*0I;'!3"&5F.'P]![IC MHEV&I:=<&+1H%0#UU%%H.20,.BUT"KYJ9J+/O$AZ/:?`_6-8@B>[_"!UFK`V M=OK+#8+13A%*-->*$.D1I;`YJH)69E;Q>GT'P;W`5V8!^;9]R*'71:#%PSD5DIFAT*_O(+@?_,HL&BDK^9>;;_^N+K;IK&DY3S*[ M_5S-JQ\[.+Y4V^U=+M^4>VASYX!^<%7)ZC$8H5W<=:'CV@(K/!.TN47!D&9N M2J_O$+D,OOW9[9]FMYV-]OU]!(6,8"3")STF:.%#,SSX(6O M[\2Y--*/F#EX&96G/K#SC\O/Z1(O^9O%$?V^6J[K/^Z"W2=1W>3NM"Y^WJ/9 MW_+[/YQ2ZJ2/]P1H-`<061?%;;SB#(GZM`9QP8[Z.DX7R];%4;J^(P`*!01& M8D(4XA(FY_D[#%7<[VU>?IJA*JB49[/:(E*GVX_=/Z]5UM;XKM7Z`U7D=!IIR4@G&B)66$\J, M)KB&4TE3JFY#7NQO.3*M1@"[A":X=R"IDGO][:WRAY_84Y`N`D$%TH(X((E( M:1EK++2G:KI!PT,+ORW7>@7V;9.M/,F.A!*?.<=&X%9D].+[[,?BZO9HJ."S M9X-66FNF$471/G>0<`3LO5H#J$%YOG*#.28,)JVGK.B(4Y%3^+BAI\.X5H)_ M_G``G@FF$!8*>.VH$I[7_GQ`&Y%WM#68AT`IR7<&JFB<<.]Y1SDGRGL+K:&( M.XB9HO4--8#0YBG%I4H?C:84]XMJ"0:53Q<(`3%4,DXXE<(#KJFOKS%!_,U. M5^OM3;H=L@;FH5=T+1HP.:G@$%"N(9$8,2!,\H^H1T\HGEZ)Q:$H,P!:;W.U MF99:VZ]8!UQFRE-GC.2DDEG)M34$66.H<@ZA!FGO`)X6>0:1;Y?DI*?!5\J9 M[3X2[MAA\M-'@Q5QUGG$"#.>,H<`975R3(`8SG-?*U5[:S2-N".,1 MK9/%N/GX_='G1H2.'\(=:1J@I(`KZ8UWEFD?[498^TT!0SR?KK*;+[BG1RC# M8/3:F3$Y578ZA"A/A$>5B>KS)SV[^$\U?_CV4VI%'>XC2(XQ<900QYEES@G$ M6&,4<%?,RFEY(->;./>7@^H5L#(1R;\673^B;+ST>+`R.21IB;04UGH+%&G4 MIY1Z+(L&I4K_C*9P]`#E&`0YNJ&\W"`@"B-*0EK,O`1$8TT:1=YR.N%2/]T$ M=43JG=!Y3?*?G!HQ!;&/=^]_7$UX\F2P<2%TU@EFL(GCXAP@VD`#93$]L9TR MT%4@>R[E\\`8PT2(&YK[Z^:7A#O'O-;:]1`(]A`:IXASE`)BE5+U'($8V[S4 M`:5*5(SGIC8(NA-AULE6Z-X^`M8>$B1YBC\6C!L';)WO&%(BS'3UB-XE?#J# M.F'X]K@T.9WD?"A4GCI_?/G'ZF>U7J9[RR_7J^5F%9=LEP(!K]>+3?SP7TS^ MH^I-3GW&<_/EHP M^]FS03%-,,0:$\JP83CIBLUG1BUO8MYH@\FZ+X3*K!&[V+ZDWWU:)>7N8G;U MY>;;?/%SD=;?-JM"FPZ",@Q8B[".OSCGT!%6%WJ``+D\;@R6>:;$.C``;!UF M_B\^D_>FV[L3S_B[L_Z-J7VOH-@%S9S]VU']:[<+H-V`GA,O)3`L*AY&L'E@X62 M6=%AL%PYP^M]*?RBW;7WH6;!^&C74DD(E,P0I(%`=2PF=,;A MZ5Y:]".\O8SH#:O7RHS)74%,CQ#EB=`4!(@Z^)>_9]='%=B7&P3#*<68&&PE M]TYH+EBMA'2*L!D"D2-;A:_SU;S^NA'S=:7FX0C%"2"^^H MPA1J;*2U]:$X4AKFW3D.=FTPB,Q[06:\J'6_KOZZJ987QP)S6K0.5L.H($N, M%'`$$,>MKD^\D8CJ52%[]M1,DXGY]_8JQQ81Y#T%H:R5#DA/.&6<**EM?=B'` M>)Y=,WPIIU)4Z8Q88=VW^?'=HEK'=U_>?JA^5E?MU=\#'00#O92:(L*190A# M39IB(0AX4:KTZ?EJP/V!.]HB]'P(68K-WGX")8P"A`$7F(ET0^KXP_1%!IZ% M8MR+H-NL3SW#^'9I-67->?IL&I%%[Y?7-]O-#A#87BMZWBI0"X0CQ'")`%?8 M(HADHP5"FEE&M:0FU(/\]K&D,UYC<0)E<>*^5?!2<4+JH=E^%$'EYC<0)G<>*^54!`&@*Q=YA`9)6S6-9'Z8@:G1^KF?SJ-L_N,T<8,*S9X/E0%)CF=/`$:<@)KB^[\)2HV)G<"?*?]0Z M)5U1+,$*]7.VN-J5H%NMO\RNJE;TV-\H0`&HHPXYHS!`4,7?:\T,,Y3IL#;\ MWC$J3WJ#LZR/R13+O3E.%3.46^RX(>90%EN'K_`]$;:60WX$QK9S`;Y[-%@= M]8@XSSRQ"DD`N;>ULHFA\WE'U,.7`Y\2CTX%L8ANMONP=A6;C[8)!`"'*%72 M&(.XYMHW]80Q`*"4;_A9D:0O-,=1S'*J,Q.DJ==*4X6-`M@QC74S"Y3("PP? MOHSW1):2?"1+,&07%1.QJ.+7MBX%W[YQH!XX;P`U'C)O&(:X_*G=YA[1#XEBI`5;L*4*N_E]7\>_R6G^E;YH?XT;YQ``HXJZ6D2%N!L?&N MB>##!F=&;@]?BGL4?@P&ZR-^#%YX^^Y$-"*T6EY$X';*^(2*:[\@Q)W4_EBN MOFVJ]6Y"[HYV?QW!A]/+:W=]4U#(4.J0`19"PJQWL%8W(I4L.CIUIHSGB26V MN[PE2.:`=H9*A"%&'G(#[H_Z%=-Q02QTC'U*D>URW#E<9KL@[K/)%MHNEJ/4 M2X&ILUTO6B`!"3TW4XZUW"V2DF\S!\>UR:G)?9^5!H5+?J@4(*.7/<(&$(X\H* MA"+(C3XB%2OE?']V6UO_V+Z2\#`@931UB4:2$4!09I['B_$&3HSY/"2Y;U'1LK:8_>%]O1`_R"L>A$^*Y M<(H*9C2J<8CS:\+51?H6=*?0GCP8WRZMIJP-39]-([*HMP"0E*]<&PB]-4`+ MAK!1MAXC]>(,%*$>Y'="`,AI>!76A';[O;F:;8Y=5^QM$S04Q$+/6)Q65A'@ MS(.F%X',2V19K"?E1Q#,+81XGW%\MTZ6DBPHMM M!V8>[#$X`!A4QDL.F`186L2:(0.4Z:1>*LATR@SL$_;SV=7-[.KBYFKWX^?5 MU=5]]M_!=_:77QN,\51XC;EAVBEHL8?W&4:4``B]RN5U*LZ*O8ADK%/"?RVV ME\_&M_EU@+^BL<-JU\V)!XE=7A6$T8ABIZSFJ=:+]920&DV-P51/DD8E5HOC MR8(R.3.&_R/*^<-JLWF_O+BZF5?S]TLW6R_C(QM8AO<'/B`8)0R'FGJ)+'9( M>2;J!4\X:_/\$":NRTQW-O0GJ;.?([O2I6;UXWI=728[/]53N8CZ87IJK&ES MZ)N"]T0[3J%B/&H/CD&(5"T?8TVI&_C_S:3AA=?!BMWW%;]'V^IRMORS6BP; M%#Y^WSW]-?[]U^K']6H]6]^^_W$=_WE73/50JJ0A7Q<(%4YI[@&BR7<'1UDW MXB5.Y"5C*Y4W9%RF3T@N`Y#XC^6ZFETM_K^:U]/OX_+E;U\O.E,X_V7!`6&\ M8-YQAY7ESEMFFMF.0%X87JF$)=,F<#&IG)F"\^EF?7$YVU2;=.*UJU,\6U[$ M/U7;[5T4X49]V^S*/951;MI_3U"$4>:5Y$:F/`#"T[I8JA**^CR#N53FEE>G MV`PFN#.;4(\&7&;&/'IA,$#%+593IIBVUFMDB*^1Y>XK.L[',,O_"BP/0@+BXXVN&(^A0`F-%C31B+L_C9>)' M.SWR?0I"*9EW:.>AN2_%4/T1/;XO_?_.-;2ZN%PN_HI_-:$T1UF9JUX8TH?3 M\Q[U_NK@I8/*82ZA<=H9#;BORR9R0-W1//1GA?B)F9%Z?6T@(MI3R"D/.*;6 MZ(AXG7:.
+M;S3[/U]O;3 M>G$1%^)_1DU_M3YTK];_RX)VSB"IM`&8&NFB7=94IXOK.Y]J-;^I:&^3D]<5YOMYXC*RFM]<51^___KA#U_=Q@P^H9>`/7.<`0@!,IIA))V_RPR-O%&2'JV8 M-18.QXS3ECV$.%(M/&/"0\*=,21N'O?CUUK8O"(X/=N9@\AS50*OR5I_Y5+I M2IY6>TX1XM:Z)`LF:\#B#Z4.,DZR`GLG0V::W-.P*Z&>ETUMR@!`SJ3T#AF^/2Y,S^\Z'0B-09T]0;O+(J.;Z]CZ6UR45 M]WJ]V!R(T^[:92","NFA-1`XP9A'$?,:'<1!*0VJI=4W@-2?\JH,D!W.&?98 M/OKV\3\DC/:H0%G]!&(,C?8GA\XR+`R&Z#[90M1,"?%_R7/LX2..IL;8TR+8.$K`!#4<,HGBU@B)J#_90%\L;?7AO;XOW)^> MR_8"2@OX#4>GZOY&@7E)E)*&J+A)>8=YRNAQ_^&2\/^R M=Z7-;=Q(^R\U;N`CSB152>R*G=K:3U.,-):Y2Y%Y2=$;__L7D#C4$8D<8BZ0 MBJM!77O<9P#:;,W7,:P]Y.ENK,YCD4FO/QHY9G44G"0 M%FMJB&)>[>DI76;GW8%+0P_M@.H(TA3>@0Y.@;\=;4"D0[.C&$MGB(S[F,+[ MC4P36IY=UEUQ1T[_/6%TZ;Z3QZA0P,ZGE#=N!*8".-Z% M6"0S1X(KP_;K7YVK<0#KFH^=$FRSBS2V'*$BR!M/G.=<6Q"$(L?WMXL2H[SE M8;#,G]XY,"Q<4SJ.L]W#.TDY8(,\6,:!:1MK1(C&:HO< MDCQ#1F-,C>T82]!;CZIOX\N3*D?8U>;.U%]6Z_I0X9,#:U5/,U1>$RU4?%,% MB:@!"$_]#CN'6(1_RMOH[/G8:\>W]!@4R8P$&EOUA$ M"X8&_$`/`DXJ<71!/O>@0`#*I#34.XQ=D(X%JW;RVR#E6$>=WH("6^LS,RCP M-+R*#0KLXF4%[Y&G"C,?!-$\W>7S!F(JPEA9%8-X65NK]YB7]320SMV7II`U MF!"O"*'6:&WB3MM(R[2$,_*RME;UDG(\09.LTD$]X:):P( MDG+OC`F/NZ^AA1UO^]-0IM/L-+C.V6F&,1",O31(.*H"B_]2^Y?(XKPR8M-Y M4T\EQB`H=5@1WC*"DK"[W[X\ZAXHVMC#J!56F&JCD*&().HSM2(9'\VQ7&%W$=S#TOP:ST*I"N5\>?/Y?_7B6_U+/!]]?2[D$6]8/Y-4 M,J[%AB@5MWB.,2=<[@HXW+^*?K3;X78!0Z-PY14'V21@ET/7G6#_KF?KS_]; M??ZZ7FUOOH;YM[I?PK:;I@*M0CRS2NV)!)S"Q(1L4`Q&YH6D#A;C5BYE!X&[ M2-)^FO^U$^]SO1R,LV_/4A$>4JB`=RFND3NMN!`-AH[;L0+V+HFRO:%='&/U ME[MXJJJ7238*C,U00SV?W;@``JH$Y#P'V^H.@LYC:>R>(LV%J;TC_G7$P0>[MXCA(EL.R-TY]>P$[D^[8!!4%:R-LB!*- MO#",.-RL#YZ0T2I2MN3@X/S(XF//()=#SS=/>/T1]/@4E9'&\FB&V[B<2+!: M<]:8XY[IS.J$@RV395*T=YB+).FS,]T@''U]ALIKYP"8HL9%%>)@D&UL<8^P MR2MX,5BL<_$4[07EXACZ["S7.SM?'STEJ`-XZD%+I32/?\Q.9X@HD]G-=[#. MC$4SLQ>$IV1E%\X]RHLEYD0$S45(39.<9-PU\C*F\R)5!FN56`JC15, M8$I`4!3M;AV)0TCGN70G#'UNK<_,T.?3\"HV]+F)P?EY-5MN4M'KV<)O[E)) MC'ISM9[?)T*DV)\/7SZN5W_6ZZ,!TGD#5BE5D@&EB%/)M&@J$$$Y_\E7LL+"DW M%'MHY;?E6J_`OF^R%1?=?>8<&Y];G^(!<5&'V>U\\?UH$/#?/UR98,#',P?E M`2'E#$E!SCN)*+6CUFEQ=@1IE68F+V?Q+.\W_[;,5`Q^6;LV5!H?.J,6RI.*VHLC_AJSI%DU$G=F&V>$558([@!])I=,^XTY,9@ M3I>B",A[[;T7@J@47XV`<+K'"R#/F5Q(Z=E<4Z8C2.>>^DZI4CY(%YR5C,?S M`J#]*R1`ZG(ME'S%G9H#GX?1I3.C.'NC'$*,3X3?/_VP^E:OE^ERZM.?J^5F MM:ZOG[2T>2[&4=,B9[@J&.&PL98CQ+610::4B!TJ4N'"LJ/[4_)J=.S&8=2G MY%I*?7@_KE(3WJO9XM/VC^OYMWEZ&]MPJ,T`5:""^1!1CJ@BD$+@(!XM+)RW MS$Q7="&?-0.@=1;E6**M9IV4P$%H0FG@\4/-/]0__^Z<,?B_G-?3?LX[3H,FR%E0B4:&(I5X*G8#!X%)[;O*2= MP0(J!^/*B!A.6<^GZ=!W;$?MW$NQW0058AB"$"&:E$AAI2E2:N^H$CJO8]Y@ MP9>#;563H%D"#\?LXFDL`$+*6$6]4L8!$XT[PR/(S+OA%\>UGO`[YZIE5DD1 M[0#&K.3:!2(PWTL:SPYY]P+B8IB2A=(_"?M/T\@-Y8Y'\Q`0Q]A%Y1#='$X# MA$64/76UO=TNXEI[_?MR75^M;I9)SA]7B^MHC/YPV->8 M/VBEM/5<$@4@N`/'@J*V04A05UA-QDFYUS>8Y=+MY]7FT+U7_J!5*I/A#,,! M"1Z(-Y9H:!#B*!262UHNW3+`//_D/!Y-#!R8I`1'JS-8`\(W\D*T0,OR3DQ) MGES,)DW(>_S5O^9W7Q/I9XM$^<3U]Y:6YU6TI+6U'AN,A0P,],X/C;F'XS7Q MSCTMSX'`X&6@C`JN.$D%UW?RLX`RRUA.F);76I^9:7FGX?5/6MZ15`^5UF.! M$"C'2+3J!&]*/&%&D#SK[B:MJ=)/6MYI4%YVIE2TUP2S!)Q6PD-`B##?8('B MK\L-!AI:^1U3IO*`?=]D*RZ^Z,PY-CZWNJ;E,1.P$EHY#0(D`T(\;R22(K-\ M3C%I>:WU=3PM[S2@"DF-Z"D]*QJGC.KX8FGG$4..BZ89&F8*9X8$%)*>E6T* M#8)=(;SI,:4&<4V-8I@S@@/!DCNY?P45A0M(SVJMX>S9:S!U!.O=<+Z#>.DBU,>,B2:3E3M']THA\P8Z_?,6=FO25A]&E,Z,X ML[8<0ERZ/>'BIAO%Y99P9Y+\TN_M*8WD:-3H*?"TM3JSS8C3`+ND)#]MM7+! M(>)2'JX,SI']];*,A\NR3<_>J#((6A>6XH6D(H$8YI@%X8SQ`?;8"LO&LDZG MHLH$&);@4"DEQ0OSB)K4&"P0&5\_B9N^?I@K*@OKV##80C4)FB7P<$S'G@Q: M,8Z2;T&"U%*YICM??$L9+ZR7PV1N]XWM)B3_> M!*&P9,"^F9*%4@>SZ==MFN_#%_UM-E\DMU-8K3_-%O439]1ZMMQ\J==Q50P1 MG[=\5@=LJ-[FJ(2@J:H(UP9KY+60"N]/'4Z-%V?3?U3ZJ4&K4V,[98:#7<43 MZG*[VFZ>!ZY_7&WN==M'R]63YZAX,)PZ8,AC00D6`G#C6!?"0=X66$1V5VY` M]538ELS-G^O-YCZ#LJDAV'YRO(AX8,`)",DT]"$QI:'"%0`MKBWV^ M[.Y3"R6S>T@F/^)E`6/0+((#1GD'7ENWQ\N9L0K;7CQK[G]'8UE._S%2C`D*5'*6V,]2%!:B492 M1%%A[L+B]/_*D;0WL*?TD7R.)K")4_XWP_NQ_V[EP-IHCJ6P8S#@.+9BUZZ3 M*J/06!;G`#:OC$;I6[4'I?G_I1G+^&]&=Z&-1FC5981CPE25"#L=$0( MX>:]48*@O(#;(N+2NA^.AT)Q#&8]>5:[F&TV\R_S%&*>''C),[B=+1KL7%RN M6U.LR[!5-$@,HR"41R)(8QQQC6FBI&=Y:U81M[^Y7!L1SB[)_W/$7![P`@2A;6(VU( M/DT"Z&#N^F?U!1-8\:$_QM]]62WFJS=<]07"^A*N"/I78MB1K%Y2*O2!X&\CXB_2> MY]8V?_K]BFD=L/;4IT82!$?$*#1@$<95B9<$??.@+^IYU>RIS.N'WOCA4G)_[/*@S/F7BN?!; MJK^S6LX6Z6&/>JA?_T+E*#-`"6544F8EZ-18>R=9`)W7^VO\Y7RF!J3"JPS;21F+F#76'[1&BS,L3>4CH?`JH.J[R?5 MR^N?Z]FFWOQ67]7S;\F`^GWYYVQ^_7$]7U[-_YPMS&PQ6UZ]=HK)&Z@"*U+; M:4JIET9ACI#&C8`^B+SLXPE>^.QSS2BX3>,0N60?!-$8!:V-L@:,90YY1Q[P M9THY<_2&_KQ]$-0ZCX6DV--XNN**8=@M2TQZR_-BE\?W0;168IX/XC24BO5! M_#9;WASS,^P_4R&/%;(H$$8$B3^9X:S!U$LU5JF3(7P)K?7YLCIE)CAC&.[W MSW:$.GCIRI%O`B!>RT4,B8HL*Y!01G!"C[W9^CA-4UVPN$\=5K<.7Q<51;H M@NG'[\NU(XP&QZ6+=F.4V/!&[L#Q6-T(2EJKAP"N",+TYK/3'DN,A&)<6.\E M`Z'W1I.513=LZE>WF%X>*VV_.@SK]>H,>?1"IUWJ8_U5?IYB-S6,( M1TH*3K$;1QV"6>-5!@=J67P\9H.):[F*RWDC+C@ZUDUWSX["UDI\S4$T,(;# M4^:7^GJ^O>V3-"]'K(Q1J0@D4F34<4S]#S M3+E`J30V:`P&=*`4]@<'\'*T/:@WS_.IWJQ1Z+X"NGR]F(4_XZ6Z]G=_-OF>D%!]?R0_.F MK66QVFS7!Z_O,T>J>"05(EAQYPQPIJ@/#[6@L`6JZ=&30&]BOG4[W_J[%0$I M"`>D`"LAJ,&,/J3[81.<-V-=Y+QZ,3^X>E;#HC7`!7TV4_1RMO@>]U;S_9?5 M=;TX<"/48;0*2>*DUQJTES(8I0R&!A^)Q5AA'JWNAP;0^@E\Z@?!#I;PB0_W MIB>_TW@5PE)BE;P#P>BX:5-LW*.XVI=W-S2*I'J"9Y1KYB%;I1/I M1*#(J2"#M5**77IZHK8FMKP-J+OB3NZ9GH71I3.CF'VD/$+T9E'HS::^>]DY M\N'_YON/J]O:_]\V2OLD`>;H)7'ND!6UUFM/,.C`!9&<.D$?3Y69V\9PUW^] MZ7`U"7ZCA;VVCE,G01'0PD2CBSH(%%(7L]WS<^['NMDIQ&S(Q:7,<&:&;`#& MG")$1!F,T<`;&:Q3NEPK($,/!^*:\W`X3YT6MW^/J\H)C+4(Y^WV[3"N5S]7 M2"4DU2'LNE%%.>*_1C/#VFV[61IX:7YUD'\T[';:>L4)E>]-A!_FXV\_:VOK;;]3KM\JO/Z]7VYFNRS#ZN MYU>U_9I$2\%\AXWD=F-45`DF>'#!2,5($JJO55'PFCM`HZH=>R;I*'PZT"+ MC^O5?^JKN_KZQ]5VW;=6S\EW]Z>A56QR?9>;#Q2\QS0"8$/\H845TC00^$#R M"NE,?CW?6K'';CY.@^?L_=O,@"`>L"?*.HVC?2L::9DA!5Z]=U?4[*(<0$CK%Z,[].-=]FBR;J]*5W_KC;K.T8E1?1&F84.T((%80YORO4 MCCU"=K0`K]XN0=JJ\Z6C;2#`.ISO?EI^6:UO9PG:QS9*#V+KY?7#I-(^G_TN\[@_MES\P#KCLYI[N=$[OG%4>1Z$3;BNC5Q>G\^P4ED;9C M6Z(H`J2]VZ>[DS@BQ/KPH5"%*E0=S_T[?[`@I'282<18](PD@YJ8>LE!JL2H M2D.DLRVR`9B-*2>SM+H,%[A5``B-O8480$4EI*X65GLVPIH0.6;V(A)=A.P[ MI]-H+);WPJ+\=HZZG\P7E4Z.TJPGCYNWG31O3CT:$*!&0AW-1&@8X-9I!FII MJ\N(X[!J\DQHF12[(5RC]N;/F2,$HA5Q&DGAE:`08X/KFE$.5E&=MYD2TO4\ M)0UJ(V',V5[UZTM1"*,49YXR@15`2'K9+$5G*!R?[9-LAL]GT$48_M_CTF@, MG[='H0&H\\I1PH?U>EME5WY_C=N^J"CQWJ_FZA>G3=00,F5M]Q1 MH`"1-3J(@Y%U_$TPZZ]47$L,Y#O)E?:>>B$XTU:R*#`#!#8H8\5'VI4CW=SV ME4-]'JX7D.GI:6ET,ZJ6GB<.#5]])F!K`/`8.6TQPPA&;_7A$%1W+/%]?O63 MD9P-]H53W]-[\FCFR%-!4X,MB*1DBC+(M;=U>PD'E5-V?$9MC]/19H(OPNE- M3?5H;,YQSG!^NS+N7]].Y\X_^E0PR&%G#+1Q6Z'1!K?RP?K6R'5K1YSL0*R7 MV2C[0N,2$VZQ4:>-LN9#@2D+%'26::\\XLAYW+R8)Z;;%8=DV9=]3M/%8.18 M=]?;SW>MEM[3#P;-K:,^&I06>$`!,0`VDE#.NAU']UY#,.7JNPB0/BM8S!<' ML^^QI7YVH=E+A@T.68LA(QPSY0VU@@I:9T0*9M]XAGUO^9[I(+V`3P]O4I51 M+K>;8_"<3:L>1@\4060@8%!B0:QC6CM30Z%51V-N-`G\7=F5']E+K(8Z1.?+ MU?5D43Q5R&>SJLMP00#!D?$$>@,CT(3))LT)*:#9N+:L7#3*`&7RS4[5U7I- MN3Y6$+?#:`'K:!58SSG6CFI(H?.P%E5*T2V;L/>JN./.UI8[W0<- MT2)TWCC*!$6.(6-)W=K8(:1(MSA%[R5R1[U_70)HULR?%[7HD[??E8]NDPG4 M^+B"*%/:,B.=;B:`F6ZI\.RMTBL3C,GW-!___._)8GNYS]:,%(1& MT:B#S``M+.4^^KP-ED+A;H8T?ZM,R8-BKGVL#5^Z#1@P<4(BIHCDP"A'/%=U M^ASBPG4[ZQ%OG399P!QB[WI\J?JQSCQCSWIMB&"`_ENM]GX;RR[*R M!#XLW62UG"^_K'\] MW5XBY6NU`Q)\2U!>,"F4QP1HJ"4FV-6%:Z1A)E&/C;@``YXA1#^J$/A--`9DK5'U62^I!"%/FP#>'374) M9@=!Y_M.EO?%OLW4Z8SL9-\9O&/"2((D\9!@#(EPC=+!"O/Q)4XE8U`Y;LS_ MG]M]XSR:3+'W3^FW1>7*T?%[1R<1<1]]0V`&",,&39 MZL/:NL-@/G:^/O[[J^73@X6J_5\J[7OB:P.1(AJ!GEO/((1>`:/K0L)*(#NR M6SS9N=6G=NYW*L9.>#6;[6BQ_KW\N"KNY^5V_;S/9,]L/_J=P40=QBWT#GCK M+$.6UG%+HSP2(ZE$^AZHWN<\]!GJ.P?"Z'Y/=S(\K-+KJ"_90U].?J#A+>2-L:^GD>4 M;N?3R7*CIM-RN]Q$I#Z6B_DTKOKZUT'":==5C_1*_C:QL>&,F'WN'S92.W*R"DUBJ4[&JIY\,`@L'#/:.*6T=8"P.H:/C8AK)U?8T272CS;\TTAU/2V6D]6\/!'L>?'S`7-)0+09?=1<@F"FK>4U&`BC M7#=?S@OM=)S/UVAQ`2!9KK@=7N^/Y?JNF$;]6LQ.GC>_^DS``"(L$,%6(>(9 M-03J>A$1`MAX8R$7SM>S@'*_"+T_)HPN#[-4)H+G/4S\>!7[D//=VZ'IHQ9/CX/( M.__WQ_[_-]%AT''0/X\<@9XS3("20T>AA4Q["*4@AN%:..7SM9-H=^[3@V^7 M`:4<2]W/E]6%U*H*F5K.?BTFZ^)3,2WF][MCFBJHY M+N/^6>52S)=?=F7,FK_=RWU$::3\VD`\@$1;3#P72!O&'?`URI#@7%T*\G%Q MA*CFX.[^-0^"KA\DK>Z)[-)[3M*PY0C!1!N<$0"=Q=)0+P"AC4'NG#^99IXW M7-,CH](`E(,XP`A+'&0B"1P@K$S9Q)T[!>T&Y^ M;._WTE-L-(D@RDJ1J]O]?CF?+#XLUYO5]I'AUH8>QYX/&""*J$02VVCB460Q M%[7JL-HX.$#0VR!-KN$**:*.LD[0Y MVS,=6]WW?H4\)3'ZQ"=9"+L1_.JV":]_G%2-OK\6F_ETLGCZ'F\DB@P,MB3" M&8%%$4P/M-\W(L=6&<5/!MO&%44F1%.^ZQ^@F`1.<(-Q+8T'-%=#J'.CR*TG MX7@4^3SIWWD4>7_W7^.J^:+6R@JE6`T&4>-J>GSI?+:*(I\'R-N+'2JHB)", M2JJAQE(IH%TM'^1FA*7(>YJOUD'$;@B]/R:,-]@P,`'R3_R'Y715'2398O_K MAZ4M[LKU?+.K`+/+&O1%Q'^RJ/IC5&=/>K+\\_@%\DXC1FP\U109(#$46#`* M0(,VPBI;A*JS%=[5B,@#6!:SO%SNKRBT,XM]&6*KPNR.HYP MQ&@K$8V_4U[H&E6).];K2Y:!-S"/1S`#>1*R[E;1.MF!=J@>O__]3(L.._W/DKU20)R#7G\L M5\5D45V1_Z^(>H5:5:&G25T[0JL33P;&M4=4$L>Y%,()PE"S1423?61%9T9% MIWZA';KRQKX6PY,D_U4UK2]59SBNR7K\EN`@4S1."X=.2DL4D8?J)1%#CF"W MBAO)6),/<&42: MI:J@Z)9LDRS_>7PTZP'484*T#2)F" M8P*4XPW*N.N%UF16_R#TZ1&_@;:V:F-^4,W1X#MZQ-MN@."MAY1S@`'F".!H M#K):/!QWM/X^QL)A1P20RBI): M:LQ]MR(XR>SJ0=AR,6ICT"Z_SB>?YXOS#9M71PD``U(U:9EZ/;#L;/B:9#^L! M6;D_%TN8KW'F%P0.N>.0"HV$M4R2B%>=Z2*H[5A1-&?-CY[S-=+B=TEQHA>V M]V>O>H0WG<8)4<4#3@A5&DH7_].0U'ZM,!IG*S5XD1)+-J<_ES1*"&T.G15Q MFQ;%;.TCL-%FW!W7[0K?U(:D+B:K*$Q]\^'#R6LF'4<,AAHK*@VN++22QM\A MT.ASP;,E)K;KUIMHWLLAL!S&Y#\D&_GMEI<]O<.612$=:'Y3JNG_;.>KXO5^U2TLI@ZC!1.]*JFI8WI3UG\_;-B\9-W`+H\5"L?-0>*`9 M$G6!PX@<==W27W*?@F7;0#-"/5I*]DW%`&`TE:/B1P@38A06QN-FJ9)LY8[: M*KP\'.B#>6\'A5_UZ%5SK^'KE[>W>>_E:?BL6Y63Y.;JZD]E]57:WS2%8 MI_&"@%AH03S3#%MB)(@^TD%<&7VE;OGQR4*.`Q^&Y8`XMPY[Z4[408*66NO( M",$#X"2/JU80@CF@%`!8RXX)[U8L.=FA5^+Y/:*?^L,PIX$?3H4QLP`@1A@UO*Z#Y*1R(%=OF'&R)P6$F`4\K2Y^QM%7JW$"=EAJ2G&T M'9P11FK#?+.(-!U9;O'0-GM":+,'?5;SY71^-UE\*NX.8ETMGTKRK!E"V^A/ MAZ&#MPI$52XPL80P4=VU& M"%2Z*+'U&CFO)):H+(R8[N\JO?GJ!+1-1XH:_^?%Q436X7LYL!67GH.90N,?W,+PA&1+<"D6BF@OB/Y0(Z_(!TY,3XM?#XGILT-FX7QY6[_JI$MB>JMQ`C2,^ZC@HSR,&T`EE(TA@$#' M2URY$].3S>DKB>DIH!TF8;A.ZT;')P)UX!QD7\5LR_%"XOJ_,C(:R.%*KO"4N4(J7(>&`"4UGE?\5_: MS7A*GEN>ECII,6F6'VSQ>>6)T4M!PF>$B'BX@': M.6B,L]ZJAQ75,9,D=UIYZMTK.:ZYF;6[57W]M5QMZA=OR:;G#P;"J:ZZAULL MG'%>:Z(;G4R-'UG%XQ13>(0E%^,UG,[9O?IC8,Y6.,]&")93!"SE5#)HI%)$ M/-J_M>AF[J0\1,K)E?Z`RT&:1X'><[>G4X\&@+T@0DGJ#!(41U6-Z^U?(0>Z M!4=SIVKGVI1Z1C,W=\[:BHX_&#""3)"X$N.2XYYZS'5CSE'@1I:ET=_$'6'$ MQ2@-PH>6V\[1YX(6W$#*,'4`0,R4@K"1$U$QLNM%^=AP`4C#62.F_/:M7%YO MCG=P/_EL,)@992'&VM/H[S%`61WV483KD17!':6_TQW.W+KDM\ER5LW?CT_% MK"B^5??G#I6J6EWR.7>H0`V2$0@//'9::"P`:JPT)SL>R>1.5QW";DF`;N;# MORC-=C7].EFWUU4G'P[>Q`W9`*$UAQ81@BEK5#Y6O)L=G#N?)YNRZAO/G`RZ MNK7S"K7E;'T>>UY^,$0W-.[LBF`N1'5(;BQ]\$L%R_)'S M9!'S0"+LAB-/C8'0&Z@DKE,YX^KJF,\AWBGKLF(]("O[H>"+&&!)L(**+ M[;$6)ZV>#PYB*B%Q3``!&!$1V5IN[:0867'='LF1`IXWMWM&Y=/%M7+ M^T7Y_>3 M`)0G\::N(#Z?G:K9_N23P5ANH,7&::.=Q\C`IM&=CEOUR.*3O<_0L^2:2]#) M[%2KVRCXK#H-^%>Y74?5%3>\+ZO)MY9I-*\^'A0A2-IHG$F*X_Y(F'/U48*V MWHRLNVEJ3B2`+`=1;E:3Y?JV6-V4NV/M3\5DX=:5KCS"CE>?"1`1A+%VM*K= MS2S`B-57[C5ENEMH.EV6;V)*](73!=F\K]7ZJ5]M5<2_?KTNFMU6)6@_%JMY M.?.3^>HUHS+EUP4EM38,,07B1'`"HL&EFT6#2;<61.DWO.X@;(VU]=6N^3I9?JLZ3 MAS/LIZ]0_+4IEM%I^R6Q-?W,:CQF.#\W,2FN*A8"38FW&$:GD9G#Y7S+D!0G MJ9M8JIN*(FTDVGTP1`<8JV@M>XDH\IHS8V@MC24@5T/IR6)Q9/E=,`D_V_F7 M2+];(Y4(L\U_[J]3__.7S6JG/`\_+*,1^=?&[77%/W]9%U_V51%R37[EUFY^ MF/+;7;G<^;9_S5NQ^Z7G`B$"&8&X,,Y"1ZVD%M;@$*)RW=_X7_:NK;EM'%G_ MHJW"_?*(ZVZJ9B>I3*;.(TJQF5A[;,DER9G)_OH#2";M.)9$@01(I\[+5)(A M*?;7'X%N].TF/GYS]?"Y^4?\UV:UC<_K094+]7N,)B,`4\/B>_&:=K^MG5#\ MJ]<'[+R0#",AB7,"8`I:Y]DR$)VA$#6Z>+C=55)\I^Y_O/C=$VH?IJ]U.91^ M'1;4U_X/<(Z\]J"O#V@ MV)E/64H,AF<*0EQ,@D?)#("0&,B0H4!@RA74MI-,F9EE@995?!8D-92MKJX> M[AYN$R'WAY`)@$USD\RE;\V[U=7ZKCFK_][/"`Y:K(33QB*!C28&FTY^3'W> M45VQ#T<7U[Z]>;OQ:;R^9YG7Q2,,1"9"3' M6ELMM%>N;>02]TL)\YKRE0LLCG>Z5!:H*JD&-XM-LTTI[7$_+7_7Z>/C?L\(#@..``2,F@1 M,&FL%Y2/DG.@<-Y@OF).1%6*C`W>A+39!QL'L.;'^P/5V$BI8#2EL$,,0]IF M[UKN?68_\6(.R,2D&81=-WKY1*)C'/+C?#'AQ0ZF^2\GU( M\O>MIMQU&[8AF9WHBZ5.UV)855#G3+]S2]B@YP:G'=($,P3C!THDH$;C%B?I M?%X(IUA]V=S)EX-II5#OR]/'W];;Z#3LWG]Y;6C6=MMLMW>'&I?=9OGY89,=N"5(Q+HUWVJ1J/:09!*Z5SN7&J)_&3+]5#HV$5YWDWY_Y_B;S?SFC M!#J"N`12XY1@+0\'>@009,G9C-EYY?\*08RFS%H2?4'EXB9G42N-,;16`M"E M^;^]E7`Z__>?__O'5;-:1.^M;][O\^L#8)Y$Y\XZ`($`QGC[.&\J@B$Q MJS6$>TB^;V]]'J/%`$"J')(\OMZ?J^U]<[6W9\]F>1Z])WBD.")$4$8AI@YB M_YC9$.5SRM,WD.^;IZ^7VA\9H5^/"?/-^9V8`),<0#PY"Z]Y`CT`Y)H7$Z!7@W/'H>'2K&^HD0O1L6]WQ"'*)4>.8E[]8`*]S,LIE'Y-Y$"$[)OZXD M-DJW_:$D5EW_Y^$P%+
+YQ&_#HZ, MSV#P;P;MB4<,2T^E%W$%E`KS%E^O:%ZV4'7>3T>[GM]%;44-Z',1;:75.AVD M7B]W]P>HUE_62:[=S6(5]\KXCXO-]^7=_6*Y2<#>KI,5M5XM7BAA^R38^1EW M!7\U("NALQ`S#J3AB`%,60L=$#QO8&(QVV2RM7U^JJBVG'^*@GUJ!7O7"?;; M7K##1-.]D_`4T;PZM"#I5I?W7WYO,7O4S6'0U^WU+JK]T&'D63.1G]:IWKO` MC%XU:.F`PPH""8&)CC[BO'/3J?5Y_:"+30NKDH';#/'EKG42G3? MKV:YZIKJ/`Z*.(+3R=[Y)7\N4.Z)Y))SKB0DEF!LS"-8%%LYD[9M<^3_C-12 M@,-[P^[LEWV\L]33AYW!Z/%^/`CN%;:$:21IFDTOV]%P$4B*9%Y6^.BE!&^1 MWY,I:9AC\'*7.?U)'H1XOSK69ZV?6U#F-X/6G"AF15P>+-*,(\UUMT@H-[/^ MBG-P"F:AB-FY!(]@O%L-5=&/UEJO@4#S>M%`(KD$-4I)@3R5$`'>K43Q;_-S M!Z9F]!!G8&[JG/+H];AC%#?.']75L[?GD$/9@F\3O-6:@+BK"\2!H(HZ+5J= M,)M9IU?2XYCC)S9KG4WFCOQK=U?5`SGR>T%Y`PT@@CJ)/8<"0=F>0%!#;%XD MN:33,1.*STDK4V='G/B_/N_D4*(\2[M8Z?IL:5L([_^O^SQ>DBB5P`1`0S2B1`)G&>O\=FAU7FU1 MN)7QQ MC0)<$DE0E`1*8;RSK3349\[2*5_"UUL)ITOX+I/^%R_AHRP"F08/<1%W+XF% MIZX%@SB=9RO4+>'KK<]>)7R7`?+V"K M^NI=P96'T*_'A#=2PE>?`!,HOI7DQ>_.Y5*]OJ%`1$`&"7$I(X],A7X M@&[Q0Q3/OUM^KB,W"(Z-6U_:A29&;=%)S:H=^Y>K@D+.2^P@0Q`9Y MSB27'334S"01::A"7GZM@X&HH=QVWKMN%JG*S3;WZ^URMWVW.J?GTS<&[0QD M/F590.6X5,ZI9[8,GDDJ_L@J'Q63&MI_/(7U#ZOK[1_KVU.S+EY>&C0#C"N$ M(%58*JPX1+B51N4NV,6.M4?2\$`4:NCTWXO-_S;[D_->F=U];@N2HJHL]!::`R) M&Q/J#$D':*T!V#TU/(YJUN."4L6Z/IK?>,K2/GI3T!8RRBUC#G-H4_JCXZV$ M7(.9E6(74?MHZ-30_[$LQ1/:/W9+4"19(9!HCRFC4B`(6S=41R\F;U$OMH$7 MT?U(V$RUK5^XG0<$G-",B[BJ66DX@,RQ5BIL:-[77FP;+Z+Q$7"I:)C_D!YQ M_6VQNCJI]!-W!2>E4](HJPT74$*#V]F/7A/%\[[V8FE_XYKK(P!20^GI%;=J M=?U;ZI6=$FB;Y;?$U-^;W<D8H$X!2T<*J$;=YIS;%IK<,Y$1EM&J>YCT1 MN\<)WM/%(:Z&@$>GQTF!M=`\^CBFE<@*DY=LW+/+*U4%9+[Q`$L&X)TB9TNI4 M*Y-&=F:'IB.F*@P'H\Z6>0B[]M#NRTN#)1[@N+C0_2&`\AS#3AHH2*TY0#U5 M.T@?/VV;@Z"8+E?A&0@V>FC;W?+JXK2%5YX1#!7*I6"]YQH:I:CDW:&@-3!S MUEHI*N2KKU<.PW"`:A#D]_5J.0)'+GE,<$A#XHAV(.YN`GLLNPW.8(?S^I85 MVPQ&HTE!C&KN$3W8\/+2@+36%'EN&5!6*PUY.U_>&P1DWEB78G&ST30^$(>) MHB9FO=JN;Y?7T0:Z?O_Y=OEUWXRBCVUP^<."-]X`1P43@D5B6\UDFR]@J,ZT M'HJM!6-:#\7!FA=][')[E:($OZ]WEP;D^CPQ$,,M,%)#9BUU$FC8)1X8[>7, MS-"2RL_FV1!`YT4VO5Y=CT.R_9,"TR[NPHH:+6W\N#T0O`V=&V+QS%:I69(K M!\AYD6H4/@5#)'+6&Z:QY1Y#"4EG`E"$9Y9"-$LJ78AAE<+,FT6TZ_]X^/R? MYFJ7TJ-6UTEOWS]&H>[NTUO_T>QVA]8`GYK-W?9L5D+F$P,U!&*A>?R\N+%8 M2^X[^`G#>5FIQ?@UID%5![&:IS8?%M]3;-4\;/8-CE;7J4_CX2\]SFM.W!TX M!4`RRK%%(@5NM?#M<:8!RN=M:,72VL9DR?CH5`F"*F=O#@XKKI1F!/BXG;HC[ M&12]XMS/K@_(`I6ZE*66991ZXS!]VJESW(_'(]J4>]^*GYY:9!( M$:3C?Y1R$#D!C>V,)"]]7@RU6&+:F-H="$7EB&J_2&H0B%#%L2/.8B"Y`LKB M[D`X=U!9L3RS,=69CT*54N_UW=WR,,\@&A'18]G%/:1979W6[(F[@B>84@RI M%M!K@1403T?_A,$\31?+,1M3T^.A4L7G2TTE;M:W$=]M2HG;?>]Q1'[\ID`A M<$P;Q`FQ$'HGF&RY'6U0-K-Q/J/VY1L)DUK?>_0DTROO]YG#7+>'W787_8AULPB9Z0RN#4TK5`H+TQ6L*''<+6]L@",B%`-/GQL=HO4 MU=HM-JOXAEMU=?5P]W";CJQ2O^NK99\9\?T?$@@`T,?MSW%(HKEJB4?M1V8M M-GGG.P4SJ4;G2#&LIF#+GZO%_?UF?;]9IO>_@"$_WAB77N$VRCN3QXOEM@6JIF$B)J$9ZYC`@W5&\-3[SE*_8 M6C$!*P:@-8^]9=">$FWJ:$EK0CWV#`N*.'6R^PJB9S4OBW,*?@S%K,K9\--+ MGA]A<+J)_*E#Y/%^)<1='_+HORF(-'7,`:=IBR$$,\`/#:0"FHQ(8J8XQX7".B-!S@S*JYB[^:2\=Y M]%;"Z7$>ETF_^+7'>0#*HF=+&;%26BQM_)-KP9`0UJ+"D-;NO?79:YS'98!4 ML9)&'>(`,5/1&Z%1(H_B#A-AZSXBJ+1Z`TW>\_35>YI#'D*_'A/J,R!KG$=] M`DR7YY=Z7B^_+:^CR70PIM['97.1@I\]8@?]'Q*B9QB]$"*5-NE`!!GF<(N` MYIFYH34;QN>:"L4PJLF2PQOGM;GK_8SHL_H4NH<$.PL5`(PCV&V[2N8EA17C M2`G%'N'.V-#5H,Z'37._^+Z?(-VDB>WMJY[K@'3TKL`@,I1X(QD0`CHA!32M MC-B;F36IKT"/\<"JOY:T]:G_L]S=^.4JOO=RJ@L)1;2%@M@8%XLJMB9;_5U96P`ZY/IJ3GLAX?-UJ5.LZ&$J4R<7KTD=J">^/XXH>+_Y M=[/8/FR::[7SB^4ALRS'J^KWY!"1`LA20:,9:*UD'#X&`)*G(C/'?Q2KK:C( MK3J`SH1\+PO'9Y24'%"DWF0:I!$%:F5'13VPR3 MQ6J;2NP?[IK-QV9QZ[;IQ*T?F=$0=O0X$.$?6XUF.W=K`$APR0"#Q$IJL$<"T8[Z&.;U+RD>72A$AJ'P3$"& MMD-J&P;ISX67=P9-K8U@.8"@/1F6J/N'!?""Q: MU1)S[0FBRB,M-.H,86M8WF#MXB?Y)?>""R&90-']=1R\%UP1#01'FB!``+:M M.PRI)'DSMHH?IA=2[X5HU`_0/;[GZ1R38[<$"XC6PJEHM4CC`/#2FHZW<=&: MUTY>P.\;B$B=M*+UMV7*[?3K33K"2K5JS?;QE4\%9$_?&)@$@C!EN7+Q#XX1 MX9XV)X[RLM9KEOWDZGY47";[XM67^(^OB7+I.G#T08%CS8SG7$DO,!;,<4.> MD,`SV^A+KPYCX52#,<^F7QQDZ'$V>/2>H+E#$%GEHF.CXWH839Q./@G)S,+K M(_)@+$BJ+!)W]XOE)LF=B@2_Q5<^5V1^Y([@&)3**4&9QYP[`S"6'9T%F5E[ MDQ%T]/+K'P67&CK?.Q^?;A:K3\W=_7JSV'Q_>O?#KO;L_3^L-TDG[U;GB^`_ M+?Y^O%KM=IOEYX?]0/I/ZP^+,]V0IWFAP*E`UB*#45QZ&234X&=&V]S"%^,S M]DW`/M68M..9ATI*\G9R7[]`I)(R[%-4A`!T4D>$L<1"1&G M#W$YW>CFFI*81D6VD5:((DJ3J)MM!S8-ZHZ#90D^[H/L[L7A/Q:K>G8;'_T? MR]OXT6\!]IY5^_!&*FDM]01HH3%"(E@!(]\@(!Q)8U.V/=WX;,H&50FR-(]V ML;C/F!T/):SNMN0/#'^[JC>SOSJH,K2)REC`>=CD0D`P]>'UD*Y9RR`@9-KF M/]O6;GRB9`*J)$W>U=N41A^6KX(==LGS[TMN#.!(Y_V5$S$)0.BD@@@JHJ5K M=3#$")M8NOI\!!D3I1+LB.?BMNFKZ-0L>[S\3QS1P48UE*&L5$9"I2G M3M,FKA)A,;64]N,S8!QN M\7$A9V&:+)`M5'E\/N1`Z2SL.(8)E>$*2NF4X]HX8P5GH)W_I%5IL1[9(HL+ M6/U(1`I;>'@HZ/,W5<8);J0-NWJL$`4>$@Y;#M/$S.C91OX\>N]IF)2P^JO9 MQ^4J3%#[%4J_H__I&RJE/1*$0$LIE8)8ZVR[$6)43"S<T6@&"A3`88PF]15A1C51K M#IQXA+N$HC+">.T(QQ8`I1'WV+8+`BY=VG8XFP@R:DC45$$N M0?3GZM8.K.;0?W?%'?3(2L`QPT09ZBQJXHRQ4R8MA"&;SC(BL<8'I\C\5F_N MN?Q4<$2X(,SEJ?4_QFB^(I0A*[BU''C@K))2-,X)S`ROKX2U2#O,0Y<4\M2& MB;E!#QOLT\X#P6P2T8CV'P./$G8^*.39)*]HG]G,UI_>SN9=YT2&W%XIX(3' M#FL&E(2:HWB2<=]K*6C:PA>^A*-"&>`Y(,6XE6(>Q3\]_-ZV4$SSY:-]CXVU MW&Z?^[K<&?T_U5=WM_7%]:/'"EN.78#A[H,XO6_6KX:4KTEML\+,2H$08B!6 M3E=`>K,OG6T`-J)W(3\-C'J+X:2T%]X2JJ654`#&M#=*6+XOT:7#VY(85#1V MS9S\EG]41"$_EK.I5N!Y/?MSN?H0GG%]<1U3:40OS%86.`"ANR;/P!8J0"1W MQ/HH(@#HN'+$-^8),T+B#'8T^8ZKTI.7&LL22)98`0UX\MXB+X/;J&+=1PN` M#*L_``0`+JS[F_YSR?5TR_^,;N'C&702AC\?E\ISJ*>`T,NAT#'4B4O4_'$ MU%G9Y),,\"_'1:C$&/#'^]^67^O58ELHZ\MRL5ZNZBL7_1A?5O-UW.Y\W-P# M\BPI3FFNDH9)J.+I%$6(55P@IAI4(-9I(T,VV24?;PJ">)8C81V\>71M99RC M7E,*&5(8`ZG#OJ+IC\=L8L%ZY?=2IR)6@@&VOJY7@;OQZ&V8=&<[^657BOB; MN5M%!T6`Y\UR<;G[I8,A1[=5`1]>/6.X,8X['J.?<8LLE09,:U@ISZ#G]4] M"!+2W\QL4]\L5]]ZY,$!=U?.QY@\!CP!6$LH)`2M69Q(//`R26EP,"6>/2\] M%HIE3]0?//7OB\O;NXC+Z]GJW_4V+.0!=`>7QDHC:A/C;_<=GH@CDIE)1BH#PD$'.IFGT.Y@S3Z4J2HS)K"&LG@_ZO-Z"D#28GI/X,Q#^; MO*(N+Y=WB\UNZNO5YYZ_J0*`A\V<5@888^/&$:)&K<)(L+0"7=D$E\G9_6EY MYG2@SZ+4Q6P0]2KLF1W<;CB>\_U?7FM]7R[DLP MRSF#_PZ>[]O!LP\1\/INK8P$C$,8ZP)J)($7$.QF.6`5UJ`W\CFW3O=,!X*5 M'GPR6*<[HKV*<"PM\1)!B;QQPC4K`&"E5;94-%6G3C>>@9^5X_)!-EDY;EB7 M>U2YX8U4B@5L=!B/.2?8&:ST/6P8@%(1,HGB7!:"/$I)D`G,,@DM[A^Q5TQX M?''%H&=`*NHYAF$/@3&4I.F19%9-5_G*8;8.9IR$UX_`A,DI0-,D0'G#OUW- M%Y?S+[/;B_\NZE6O6O/4Y962!'DGA0W[`0R%H5S;9BIWSB8>=LVUY3G%+(^J MV9R,1IFHVL?:4V<`[>/+*\Y\S+CI*!3<>FF,1[O(U'77V.@$T) MBS]UO/KJ:]P\=AF^XZ[*0R@]C769>"SK)@PW+:LA`.+O3=6CDNN`<$.@<@LD8RXIHQ4R&FTC32 M;&=2LQ%B9)Q.B)2/?(RBW:MZMJ[7[^K+>OXU#E1_++[,YE?M5+47D3K"Z(]K MJ/)6%>'J\",_<40&F*`VS'Z-8,`1T^!7M`4$.)TX. MDW09##;]]WO(49`K%(6S6%^'[4U8U[ZO5U_GES'KY/43'5COCQ\^]5&OGCSF MUU0N&`-"3IT+.!(1PPE8@Z)G&D[7)W$R+QY'Z9P;UE\D34-SE>Z;JN`(THI:167$D,D/&7-=(.D1:6B/@;NNLYCX.^7=./A M6=H)6R2Z0S!(/(+<$>X04\93T2)`$N.(CM?T)[Q4RP;F2_#I0Q?Z8SD./?$4 M,L!YJXL@CH"=[DHJA]GZG?MI>/T(3)C<7"G`N`<4@I!(QI MYTFL$_T[):,[!IME2'3'<6B4L/'O#THDIGG^![=1.8YES&N(!/4:(6:BTWNO MKG&M$C-2GTW[3Q4+[KNDG6'\`Q880,Z^[5NWIVZ];1+S"`,@-: MJ32BV%'+K41`$,*8$LTN$3-$)I9.*SMIQH>L!&W*5#H6@DACO0!<482,QL"U MKTO$_86%E:12)0=8918<]9?9M[AWCR6\+Q;-,/BF[@HVZKBK4M))Y["2.G05 M`>ZE;8+K,-%N8L7ILA%B/(A."#&*I:=B9;6[*-*DKSI.::["+DREVA)&+(92 M(@A-$VJ!'0%IR]'SA9X"V)4]A6OKU?QK&-R^U@?Z7V!W(/YF]E?'X#&T MB2J,CAIK0X6%$')"--"N'2T525NZGB]L)74DR837"[Y,X*0*1W M!)I2[MG3XJ`&&WB4.*CC()ML'%1I%UQ`R"*MN*'<40JH1;21$YUSZ`/P(37K(+ MKB`!1MNS^/`S+'0OKLVG^>7L9ME;G.3I&RJ*!+'"*,M]^(?AG+/&_>B,+Y9S M.=V[-ACQ908\3C#@\_Q\*LW2=@[KR@XV1K-5F!4!A@Q2"PB11'G&V\YCGZAU MGL^Y=NP*]`P89B#0;E/<'JLYF3F=[54.($,H4D)RCC0T"&/3OB\LL7;]^5QK M8U-F3/!.X$K_DOGU5B-`V"UL+2-BO.0H+14 MA>?SM:5RIR2(Y]*POOMTZTW!1D/U2N/:;.QSPH1XH M$&L+AI&8:B0:V+Q0$R_]FX4@Z0K7<6"^!%W#,4&L0E MW04/KC\LU>5_[N:KW5XVUASQR]5])OZN]W98"Q7`@:P"8(,XX))08SQJ^BXE M2#X1,W63D0>N(H>7F^.Z,=*T.W#W^TLK9#1@L>ZK,E)XPHUGS5I MX=OGDR.3=YBGX5+"RDWNLGLYZ'$8UY!<<)WW5]I@KF/I#F&QE0XR+D0+(/=I M$\/Y),94/N0`JUM*_/O?XJ4?9^LZ_/)_4$L#!!0````(`"E6!D>F_=&.*5P! M`&=6$@`8`!P`9FAL8G!G:"TR,#$U,#8S,%]L86(N>&UL550)``/M<\-5[7/# M575X"P`!!"4.```$.0$``-R=:W/C-I:&OV_5_@=LSX?I5%EMW@FDDIGB-7&5 M.^YINR>SE=I2T1)L\CD@"`(_ M_/W;*@$/."_B+/WQG?I!>0=PNLB6<7K[X[LOES/GTCL[>_?WO_WW?_WP/[/9 MO]S/Y\#/%NL53DO@Y3@J\1)\C+.[R*SK-%5%;-WY7E_?>GIU^_?OWP[3I//F3Y[:FF M*/II]ZV]GZ#_FK4?F]%?S51MIJL?OA7+=X`$F195VST::3_^[<7GO^K5IU6$ MT&GUU^ZC1;SK@^2PZNF_/IY?5G'.XK0HHW2!WQ$W`*C]R+,$?\8W@/[_R^>S MO?+0*?W$:8IOJ>6?@/7K2/C;R5.EWA9P_/)L4&\_/$=^6F^+F:W470_]Z+[F.ASKHLRCQ;E M/+0,W0P]T[)UP[(\R_;<(`R1ZRBA86N6-J\.,\?I[,MEVVKUJV&'?<<2\$LO M8J3LFA_,Z._F2EJ4TG_LL>*YZ9EB\&FU1XDM&^0Y>T)]23M3KX`6;[$.>FW MM-^*\L4K;C>?.%UDI!+?E[,GQM/NBR#YF9ASI[:!B-YIP8LS/XQ3TL.(H^2, M]#7RJIM67*ZO_XT7Y57V,4J7U,W'SWB)5_>TST5_(EV3ZP3_2CIQ<7J1XO_% M43Y74&@YENE`W8:A!6W?,-Q6GN=I_KSLJL.KE\U8FE@NMW)/<3MPS?EK#.(4 MJ."1B"$G'DAP4>R_[(Z;GGY`FV)FV$#810"V0@!-#*#,0!<%V(1Q`C:!5#$>I#=$.^V):(\B[/UK=W0*O^.5ZI8,B0[#(A)SEC MEPA2'F@8@,3Q9LI#Y[R4TL">US=?%CA"%E82>.T>KQR0DQ[/#=L*`A\JFF93 M=8YJ*6VM,E5-5T6N5@6J6 M61N8LOMGJ0YL08NN#QR6CU8A0G(9SE65G,VJ"0W-](@<$R&EJUZNHNEC%HA> M@D:K#_JS^F`%88S.,4AEY)&JDP MB,[/T0H#">2M%08B669A8$GMGZ4P,,4LNC"P&]Z[,%S>1>0R.J3F$I=E@JGH M*YRO"F>5K=-RKBN&[]B!$7B*KOL^@DKH=7*"P)J7W=R35UDC2P,3_O=,E3G` MF&IV#2/BI=G=C^I3<'H4D&_"`%4S=WDB3[2F"BFZ5D^AB`9M@Z#UM M'0[8Q'/27M%-2*"+"?Q61=47I<=(<\^>[C0SS%;V1D^NG'ZOL%02:-'V1_[2.\B@M,5ZZCS]E#SA/J2QG7=YE M>5S&I"Q^BXNYXVF!K1BZXK@:M`W+@8':2G%LVV$I.#+:EUQ9*LF@T4QGTF]4 M@^M'L-$-MH23SB&1SEH^I&2G7YTX=F+8"H*Q!_`N,TT3X;C4$+/Q MSGJY9/:S512G<\O07,,U76CZH6E#S40N:L4@76.Z&9"C8)ITKL5+YG/?'$DA MM(3TC,+H5S,S!4K7(L5QFC%9;Y/4K$$.8S67I0)H_:78*>F:BBVQ\N24'`/2=#( M[#[H,!>]Q>1L\OP6%&9O@HNTE74NX/8835&OQO(I*DI_C:ONOJ;XIJH[9N"Y MBJ-Y*O0]=:N`\+PW.K!%R7S>-FWS MMN=;0FG8L\V)\)!O2$&8\8*8*,%S.50\SCA!3_^&D)$Q`V^%C:QAL=*1R[9! M?-25J\Q$?O18-!*:[BKIH1IZ``/5UP+==0Q3,\U.@FH.[C'RMGL<3NH*G9UJ M(D`%;UV_?#?S0O/`C\PQ4B`$F]SNCT;//58R$G1H0B9,T<&A]2"I&/L&T=0B M$N`N"2H,7)?\Q?*A8^N:;856=_/OAX-IRMON<6AJ5=ROIN M.,=E9(>;Z4=.#!O?*V'[W_&X(M^?S-,P=F/9>"XQ<=-EN\R@7^>\=,O%,G^_ MM&8H'!$1EJMXFJ>JJN>&(5'9BM.#D.F]C7$4':&GO_6&K[@G>#*2);`$C)HG M"25@,H_^V*T=6@2$I>XM%0%Q0?,4`<&6]RX"7D8DI'39@BBA,^>:VPS'-2`Y ML!UXNFT@U4(*N>]H6O,R]M=.B`QPTT!$]*09`PUVD"6@E9==2'U M7,FV3-%HGO(M471UAT&("<4(Z'_.5@WDJ6C: M??X4EV5QO.]>N-^!A'[G/L]N\V@%5M'ON``WZW19@.@ABI/J M_JC,P*J*N:`_UOM:@D6]L@;Y!?E^=$^.$"7H%A%20*NVR:NLSS/ON*\6CJI MH)OTSM;W]'T2_.V>.%FM3U?>X1Q?/P*5 M(*/?_AH7F$A_!&E6@FN\4?X!`*?HM"^R)*$KY>7X/GJLQON(2TEU+E:[0)-# M=8*+2E?WU1RO2(O%>G$'HFJ!LTH4_00UEC1S=E-_O0T\+L`Z;105.UUM:+4;4RH#J)RJ[V_T@;_6)/.YPEILUO>KVV._+GV.TH^B%EVZM!Y MOJ-,"[T$K+(<] M+1.YW9$5'<^`#:^)8BG;/!R>FYJIV]`P+,."M@X5Q4;=+1IR_:%S;/@;EDS8 M:E5H<$]G7RS7=>>'$C298^-! M)I^!@I]GKO.<_&^NV2YT5.0JCJ<$!M)\9'7#Z9YI2'ALV;/A48"YJ,7(XV5O MFT4^<)3@L#1>-F*GB,M&VN"'B(SI>$NX9(Z-ZY$@EX&]<4E7'R\V[?^49T4Q MUQS7@YZG6R@T;4_Q',]I%P2%!D0>RT8C7`TPX8]S%Q&0MU=DW)G-"$$^\_K! M3KIO(J!6J1J97KN,.4"I03Y.A$;#8L@$GEB,=&F?"C>K\7S*LP6N)CADY.)+ M,KHZ3[./APU]R[$,175)+]!PH0F##F^68C$M+BFN52Z%;;PL/($]\&B;"00F!9;+/8,;I$%7#3KH\ MQU&QC>E+NO[$NO`Q^>X?:TQ*,?DK?8H[#^FR9';HJ58(==/5+]P389 M3Q2#2O+Q<\$V(>.X.>&;I;'IHN>;]\GJV0MT&SZD@"5]23'+P8K0;#-<3GY! MJB!]Z'^_J80W&^"!]W&Z2-9+>N3M+ST9/CI\B._H/(R<3K)8@HBDQA( M@+?5/BOTB]5M7#-)I'M?:E%-T=YQH];,CA`T+8$YVP?F*L@[4G[VD2U9=EG"3.8I&OR1?G,+1#(X"V[WI!:*BA;81&UUU0[:%+BXB6 M([EL?VHQ\AQ*!54)HD8FN>#)P4E`,@:G!^9+X)#U>*F2-I#]X@UXVD6HX@!M M(%,G0K8NY[X6:KX"I@52*9_?1.1I2#MA-$YNT09>&](>2N>/0<"\2[5 M?FE$WZ@&M>PI\ONYM4.1S9VJMT1I_B!YP#S04HY=;\]6]U&?5^AW0A M+*@8)C(=S5=LQ3*]>J5!-0@MR_/X=K4=W*SLH;*MC4U;K3M??1Z\'^WP!/2C M[Y&\9T.N0-LE[Q3[FHD'X"HA$Q,AJHS(]N[D*MB\(?W8;LVB9LFB>CM"UU5" M+0B5P'1-W7,#0W7:Y@,$M8$]5ZXV)5-SYY7ZYQ]8#'>3_1`@I/*S7>YD";!/)QF9M#@.AT">=65V#@:-;@:(9;BM` MU>U0,!U[MCH1/@I;[XC7?&&,E."['$I.9NFBW0X.(R5C%MX.*UD#8ZR2M!;1MQ`'8<#HV$:+PJG^QYL\`$SC8T##(@8H/#<<.S=#Q M;=,(0[MA4*CX+F+J,C$??$0^\/5^V.UB980$I_@I<9S^RG,S>I&"T;?)L8)5 M_UY:W+C-(CKU_9]I0\4T5$TWO,`+#FCI4$1H0)]E\.Y1B\/$1`&2F9"AVEQ/:*09P?M(][SS<)1CFK[A.[0M\+0L#7+:>;# MD+9=!<*!CPW8&SS"$X.3S=0(L6O@<=C-_:!`KM/#GQ$PFSS6\X$7QK$]&N#W M?2),%!O3ZP\$AAK6FW\'YK,X#SB/;G?,%YQ#!P6F'3C(U6W#AHX%3;]CL:HP M+6(G18!D/C;"=LW*9>2A'/O[\?'HSK/Q\N#,O!/`E1,I^.3Q]0!.I:9I(GB5 M&V,VXGDO#K]GS8MU9^DB6V&GGJ#]$9=WV7*NF-#R-.1:EH\TWS>0'Z!6#=39 MID=+DB`9P:TT4&NK+OO;-/Y_O!1'X$$9&,S@LF:/HV%1-F?Q^),'3(@\#%;QC?QHEKJH=A1&VP/A;H96`:T#0L&GF)K M76UP#,T>.#PPM'G))+[R/P\?!!AL,?>0P)CNBA@@>*)WYXN!QQ\M>,53MK$# M40F:"%QE1OCZN()8,_N_^5=&):8-7-PT*$^77K:ZS_$=3HOX`3>_O2[*/%J4 M\Q#:T(*JC0+/=3T]5"&LV6XHANK!ON_^BFY6WK7>*:7/29Y(;#NXO[4J1W_[ MC,W$`Q>WK'1,Y,J6%M[SE]&DVLA^3=?OO4%H>*YID8Z8ZD(G,#W7U]I6/,]D MFMO#>&C)'9S-MTN,<+<@>#E\VT MD%!S;,TPH&F9*KEQ4?70]=L&`R=D8PIW*R-QY01L2>.=RS;`RYZH&<5&/MRP M.BAI/8\]!ATBT&!3IT*AX8&\6)Q#C#7LO9OS;G:&;9F&&AB:C13DZI9F.GDEMW]SWF.^U@#[IL*4`1'L MZ];PFM%_6R?#:Y1+`1<),#\)Y&\!W8CH'N7E]'<0+H)^E;`W4D@(92[?E2;6T/MJ(9>_\J M`0DX`-Q1\SL11(\;\_/]M,8WO'<9N"CO<+YC^)Y*=3'=H.$J^D;7!XFS=)?T M;I@_L&U+"T/#"#33A*$5(KN[]?9A@%A*P6BB))>#*@ZP>/(\+6[0E%`T?<]8 M)L;+5K]2,,$7%>1`!+*"6B"V5-3CO>85%0F#M2-T9,] MD=HQ?MS9D:\R037$>8CBA`HA$HN([LJR6.=Q&>/"6?Y[74_Y8-+OZ*&++`TJ MCJ*YNNO;NM4]+E(=@VFFVV1$CW!+LDYS'"5T=C*XC>*TJ*L/)EUC2K+P$A1= MD*(JTOBY'U:Q)IUVX16MBW9&(IK1>,$F8+")^&W7/M$YY:B-1SNM)EX[C^=+ MS]IZY,0-KKU?.N3_G"5T8[Z?"/CIU7^1;H62QP7YDT_^F=Y^HGNF+;N8YFYH MA)JEH]!$(30-%3FZW0H.'9-I58_CJ9Q`=15444?(Z+`2.JUD"J^9F_!`$Q^@ M`;:#C"37VR6T#A/4<8(ZT.UJ.I$2.3AG'#5QO/-DXD5P1"-Z5KVQ4]-[TVO" MV928G>-E7-[7U3:[R6@4Y5V4EGA%?AGECW'U+A>MS36"LS1Z5LYBFQ&0YMUL8%-<*".CF8^>GE[N74B]+I1G-XYP;8] M^%LY-_@V$C]\CM`=Q5/0]QRANX"#9^<(SUC"P?V[):9C1P]H2B?!1/8$GX05 MV?2N49[;_2NB[JI5=]:I.Z_4;=ZFI"]8TD7NNC_M($W8Q8IOHQ(OKQ@' M"]Y2C+UXBVK>OK"C/W,W?:^JP]6@E)QN:7&#<[HH!KWLP,]7'[=(RC/X\):\ M9QFS>$MQR1[JJ$IT9P;8N`%J.TZVWNBOW_-_8LG6,P):]CM7NF<$]:E(C)F5 MV:RUACXL./CHX=@C)!,Z0UX;6)F0U-XG\Y3&8]ZD?[N&<=YD(&RC/_N&JT@' MSB/1W^(X#4G8_XR2-;ZX.>3*1O3IAF_HNN?7 M6=^!GZ-(9"D2V]$PW>(DDL9UT,"HF&+2<_!F?8WO7E M>@]+%X:@)?]3L$\EX^[`-BF(_01T*W)>Y'Z;$]N*W'"3$XY8/[HL3E1^FY M/B?8G>)G0P;G:H4.)+FKM08BA([7:L:B*29Z'?":]@P;D:]S%!*[*?YH0V(C MD;NL7Q`XIF]'+O08(SVP'3UP@MYO]&.BN\S7EW+=0J*!`T\S60P%1&M9F;A\ MZ"ZZ>6)ZF MJT[OS,&_A%<*K:_AXG5"+<6*K`%:'U41%4#K:R59_4]7UI/ERKG`&?H-S5[A MS=O2()+G-*?B12@\^NYLLU3$E1GOI9-T-= M[*AVZ4VT::A=2J(@,%7=2US=45W+M^+`[52Q(S_AL=]Y3?D%1W4Z>=%Z[DQT MIR]-1B6@+.DSF:&=N7'Z9^D5W!-LG385:;GP5[G*A9>U)<-6:QEZEDSSOZP0 M$6[/ED+6)4M>?J\?SR:&_"340M5TK=@S$D=S=7><1*+-G^.GSV"^S$RV((M_U M=-?T0ENW$[/WRPQ;#UG3)DO+N4SRX\T^512-`'T&^0.NY?V(=D(A"S' M'[>'CR(\W7>X%=V^0X]XD7=ID)\`M2"AVOE.^AYU_5OY2@SLKF M1K#;1CE>$]D"]ITWFTEB4VY3VH=&K8]MNGULZN;K7Z#!1_9N%5>PYAO&8[TE MF?AFVY)A]ENN_T@^!2X(!.$\N+1I%KM/:>OY?A2JCJ$:N@:7J9KN]O<\69JG M$VW@7$R81:+83=1J=_D6I84O47K?1/,788M;A_N"ZZ>;84AA9UQ&<;6HY/,% M?WTYWXA$"30Q^U\0B>!^OPM2NH:I:J$9Z);IJ7%DVWUUE18%.LUEACY*!K>EZ#ASL2>#;D15'KN:TF_R@,)%K633EY6(D$%P@W@F-IOS+0Q8N'%]> M??P-BT^ZXUNPE"JV#T MY_BN[R&[J*OZ%B<&IW4&V)+0I@C-"!W9V>`Q$614/*99OHUMUXQ])]8B%1V^ M%=B)T3O/IJGIK$1(^/A%">];(]0<3B-%C9Z[!``VBZ/>Q4HX2S42$+(1)7P2 ML@ZM!A/LP@0&,8M\*;-\EQW3P_7W')1_@,=;4&[]4%43U]:UQ##U4(TMQ[&[ MMO3`-CD_H$1/"*.=0F>"462!* MPBKS="@X]BK*7:0)_#?-_[F^"Q^R77I?M*U%@1VH<)D86UH4F5[DFFK2MA:X M>NS3'+?)V(1@=DE^_X238<6=TLI%2S!S(9RFF`71HR.9]8&CVZ"X`(#L.PPO M9&BIL*79^'<>C#/DS`D]2;;>S=6BX-JE^,38/F4YN*K!(URZFKH)31V$CF;[ M?@3_%SM=NXF5,"\HF1I;*YZF?$,R*EA(3B$T"H1G!<[$@,LIU4N(ZY(!M!XO M^K`9/=22.)C\]"$+D;$"1;ZD35]P2<=-X>_^^Y25N-RC0OO=DZ(<3EK;J@;T M5SMLOR^P0`5`RWU<-`M75;=?S0T588TP-&1E]"L:+C*;P:'+!"`BU=$?(* MC*EB#U;<).$7=OE?EVC,`X*8,2)P+*JLKOXWJQ_PQHTSU;/5-@@-)S!"PW,C M(_)BS79W1<'<Q+$H*XF0!,EY:'GPZLNKD:[!M=K*=#W`M36)$R$TP&U_D):$[SDH5(CLK MK2M5%[M_'HH#;+&*H2M7OWPN:A!EU>Y05$\EN`$_Z@!B\<_63PS/B2/'TW7? MB[0XU(,F8:NIOF>[5+$S?JT*)L@P/69P>4GK;O$#E=`/6P5/.LX;R_@?I9%2 M06(J@YS*-R2I@D5=O*"7%,,IOXZ['21A0`&*O?8$!4%'G-_U=SMTAB7T@H93 M'(9]'):;N*Z>1+IG>(&>:+[=-FJ$@>59I$?!SFM$W.`G08Y^@KO0+X@*L_P0Y^^?"B7%75$UP8C[[XM89?2,M]A;^(E]7' M$C0\07O6V3)V)W,LI3,YW;0&Q3\UYU@!;*IW[%ZMZ9'R`'_"65W4MI+XLJ,%A;Q>SNI MUMNP?QFAB5',`59)QB8/30KN?8XZGI;6>$B'Z'S'1%1`BDP/'YAMF';0LD"&QG1"$9L'L.LLX?R+203Y#(#/TE898X&K\\"FPL& M<21\N,+F^N[D)E_H0KTT_Q_6(YKG:*B,7[.#1-,\UPQMHY/!3XR89O\3UX9% METX,5U;!,?7JHG(D*67$G"_H9-F(U?"F8ZYWH5:^M?\2Q6H6@)\N?[&:&=C2 M&:-T+31'FN/:H/]4RK&QP5U1*BD^B!`NNS9*"7;%?9[]B^\QRO?*(TCA3]%? MV8E9T_P%?YX>H'$&$'ZE,BU-NH0&]8GLB1#C29),$:-;L4#OI_2A)`5DD@S3JRUI.@] MDJS:Y,"BD'!X4\ZK35NMM-4@[M_IX0D[G6WSH6V%MJEJ<61XH96XJFEU22TO MCA.J_3N\VA0\VS5[Z'HZJT9\ME'^*,KZ/KUOB*O[XY<@W?T#]J,+LS=*KQ3E MJI.[@$D$XP/V^C2$+BW-4JQ/9EZAU-_>V:;Q9) MJF'KD>5;GAOK3F#&KNYT+;IFDM!M8V)N1C"!GER2RT1^;.OB!,XY&&4-"L1_8$_<)`/)S_/QW%4-XS"2%,] MW3=\U0QMVPM[4G0MJF((?JV*#G!`0;$/`921J(SDQ1%KPO#"*C!3Q@HF$9:` MY8A!G%JI$)!PH0+'7:VA!T-$SY/5=LY[/TL-57M7ETRCHO354W=(M3_>, MR#822X\,IZM-\RQ;IW+@^+2X'#.BR]@Z.961H'-IS#)Q MY12:)#S)Q1JR<20?I2[Q(T?(Z+D1'ZYV!\KSS!P8H9Z84>CXNF\&H1_%GM6U M;H8)U8XF3DTNQXZ=G'/9<";$E'2X'+K,?/@:6)GX;Q(^$@+D@[]L#,A)JTL4 MR!,TAJC>B';]?/\[V-^CW:<[^!$._0]%./V.!B?28L.-3-_U0LC.EF%;356Q MAJ*.GDD=L^(OPA)!K;$W@P/YK>#*(/G)B1-K[?:9@3-11$R<]20A@D54O1A3 M$PTO,65V3D'33)^70A(.OIDQ5`(,UY&:(+X.,`J":_QT*3@WN]A1YD1,921AXAN$81FQ[NM$WY:E4QRNR/%\P#XV/@DU^ M9`*.C'E$8T9'.=1P">&:,YA,D,P%U;MF?2K8Q8 M&A"])H(R*?4#4%JI6*^$9`./<"$D&C?*)1`]9&)6/V=@F5KWS$%1$E:9I\/K MM0EF#?-A9[:ARXENL&KF[HL64TDK%RBZ,\)'1BWCDZ/B%`30A_'(6EPF"F8>C)`PS4XF"9]?B$=_]U%\Z MIGI>K/N6%NBP]BXN-4B"3C#'39QM#N[1+;8W+%PJ2BBB MP>XU@_V-_-P'/E:G.?`=*80N/FU54I!.&Z71BIF)A9F6EJ)7-:=0[IYM0L', MSH@\$>6+MJIT$2 MC*UGFY[MP"6`DVB)EWA68EN=5&%B)ML:W;0]/6'R0T'?OD\/_(:G1G24ID/;;3);&MGK&M M4FPC<'<'=C4^N?@QK=`[>6NRM"Q1%':H]-X5AP-T#LOTL,%'2BIW_1:W0T?5 M<&92"GSA*IQH<&%ND&#OTI6-S M_;ER+(OGK$*U!_#-6_C4#18#)1'[A^_27+D%2&8%P7T`>^7V!9V"F4.5GNHJ MVX/3'\!'[<$!&K!\:<_71*=IUK_R.?5R7O\XXX`LW/$D.1ES*6V+54;W[%5K M!JIM8AB!HZL.;-1TP\358K]O3(LM':Y$:]8%*,GSZ1:5-;.'PWC^?=IEE=UV'L" M6R<(],15'3U08\/P@]`R]%XX.[9%I!7F2;1ZSJ$1O_6.E58!9=!`4!)BIAWY M9BB6,R'O$!B[]5;-9TP"SB'9P<>@TK'Z(DHSIDEX0DY^D^%SFAW0UJ:D*+^F M!S`P+=]B[2P@T-+XGBB%PX?BUU!\48' MQZYXQ^&[F$T,=8Z`2S*.>6KT^NY#WF`1QZ$OMSSLBAY.4G#]6(/CW;14U=>- MR-7TR.R$".V$Z@(AOBT+]L-.1R@25_G@)U\_CL8I92B2,_!D\>+U,&!1*<$1?@^'<5$H%+[(H!WV M@TE*@)R&/';/>`8JE55C77"IU>)X3N^=Z!LH:^B+('MTV. M&/SW"06&1X_)0=:$B-&=:]E=!IM.H6QEND=Q9]A]'M!]$W7QRV-:H]^,?_RK MXC>/;M]Z&:N7*KL2[#,XYS0ZH>OA'[)C$X).-/'I_R;)<=T\/) MN[NB/!8EQ%JY+?(]?@."5]89&C=(*_3.XR,H<5#]F![1B4G=M4W=@_Z%<&$$ MLN&,#(A*_@KH4V!RI?B>0Q)%:&0(!6@R9*T34!#TJ(>4758_W<%'EOA]V%V. M1=7=247RL+16[K(?4%@<R*(^X+#9C'IWIXXQ;^L2]0&J)K_8U1 M..4&J`AD(A4@AH@DB?P+4JY8@LM9[[*^OD/%"\FA^#[XCHENAY$-V_-,+=1] MSS2"9O5FQ';@ZJ352+/:$.@WWP\E<%]E?Y-9Q,T_KD%*FP0)?7/\'WV@_AC-!+ M9ZJN!5=P46PE:F)I@1/Y[2'NL1,9%E6]_$(BB=XA]"7^T[^Y^OR;XH%\&V7011F4 M68]Z^1AA@J07MK(D=+ZTUL6J0XLVB-T7;52X@!1"FAT`E/DJAZL,\*FHX/N$ M\O>R>FJ0F+$9!I&G6_"5CW8QM+)ZE!NL5A%0=$!NT`FM+.DHK>DI+>P7_AW(26L?ZA$D/V0U/&14\M7FO$*X;;512/B"E M/J*/*:>R%=,L`JPTE9A9LU-(,I^MB\'KY,_Z!J$H\SE"JLWPQ.H_%F6=_=N\ MSO?^;E<"]!I*O@W,P-,#T_8=W?,LS7:3P.J:#]V0ZN!_7FT*+]49Q&S"K"-9 MJ:MP.,%,6F>S/,*TE32#A+AJII<10]U+B?<0+%XT0X3>9%D,7_PE85GN:KTI M;1$!&S$7_I67(#V@#,IO:98CFK[.1_?X;6TG2'3+,V/'\5PW=DU;C[MF[<34 M&+;WSFV2KLZ:=?,NIV6.$JZ(AF/-]M%="HX6>UYD M^J87NIV(CJZIVV=0WA;$YU\M*!G-6!XK0<68USD+6DKL3@]]4%4S'".*@]AT3=4R M/",)HIX0==LP::*:')L5'-@\6<[3IL=XHDM&6"L!2\=@G9#*AT[,C\@]'!)3 MK:CK9:7(89S@.0&VD(3X1&A6"._(LZGQIBFK'TI6^&:H]"[CS85K!M6A%-(36A(W6U+@(AEDSZC,'RV-'=,PPM`WS41S'<-4 M_=CI"==(C/^C[FJ:V\:1]E_A80^S5.8X8Y>"4(DXC=G&60\UH=Y9.#8*H$U_S M$/]8O,0[YC6+/,U]%,<``A@'`&:$1/WJ&!.HDBTWM/*D!X&=2/HQMA+"RO&U M-52-QM8=P">EGV>@GBJJ?@4\N8A:!WUG"5%/J_.1M#YH&@38\^^WXG=/OC3' M00XA3F&$<$0"EJ"P7QO&N53G,R,+VJ[??^XX/NY%TZ8^%6Q5B<\RK$9H;_`, M#T*ZX1:^1$Z*\S2`=Y;Q='0ZRW?:@!ES]TY[40(_]EF$81#D49`D/B9Y?V<7 M4Q]*S<,SN:YE[MM[(NJ]:(U";,;ILX6N%<_O0@3Y6=P_L5ZW-HSA+"T:4$W2 M&U2';Z*N`@O?3S,6!2P-B8^#C`%"!T M$/MQ%OL(TP"G:43"5J:DEPZE%!MH(6-:),M^].>O?V575EK(&+>-%M_/:1:C MO#\H\@Y;R$@:07XKL&5EM[<$:UJ+;0UV01?NPOS:@UI%P]Q6,K&<&TN^:/LEPV>0O"M_T\Q2:O-\>T M`BV+32M16C[6S6K;?*YH4?UL%@RQ%/,0*DG]E*#V3P$8`BH7[>+,7T%L>)/3^V'>)YE_[1T#BKD'"/_[P/X`@_*?''[E_;>M#X^K\ MTT6GCG>[GWRYO2O:;7!=%[QK=7VW*1Y&+CY-:U6Q8,<%<\IMDKW$G66\/WJA MN46>I%H'._>B\P\[X2<.910A'HE=;!O-D6#%NIKUM.^"=@XW+Y=\#E2^JY;- M5;U>+DA.0>)CAA+B!R0!`2%1OW***=5+W4HO9SGP.,CCW7*!O*:52#ME*X^H M:J;6*IA&PHP>WDY$[VH4WHGRLL]!DTK'*B/N"/V9U.AL\E43+'$G]L"KUW6R M'T0B,'2+T2R$$05Y1$*4$>CG:!"%SW&083D;Z]LNTLNO3JZVR5[]M0*XH&\Y M,]:2?F7O2+;._D%>S]&1@`K`CGF3%LWD")5:5?&Y%VD=3J43`[YR4BV_',9O M7=Z^+=8B;?W8/$-AB@`$A.&(A8-#2]-`F#!6-Z&R5QA8-MJCL3R]F"UX?8N"(Z#+`,T MPWD(0)K!*.L'9.`LB@*%.W@FEQ?B`NV+>-_:K]\7\NT7C0)MW,TU`^XT[JV[ M/JT97U;8%JXPJ`W5U'U72?C,^*R?RO7RNN[__HHC':=^D@`$L]S'.:!1@%$_ M<`'G*$/&/%=M22S[KY^NO^@<&M@U@@%G=E+\C;NTGYX/0W;B5$$';U4/UY@= M76'I:925\78-0VR7R1?`]TG6.N%!`,.0)1"S'`[;2HCL,_A9"28Z>=C3Q[JN M[C[R0=O>@2OD;]%8LH-%$C=J@BG)^STPMFFF%C;6>V9H<25-,+,DI,(%SKTP M'!0>[=6WM_NTWWW]4/(BIINB^EDL?Q4MD,?M`?L04QSF$8U@&C("$M#?OB2$ M1$)3Q.Q*8#L!=Y!'MM;9$MSCQ.L.TFK$V[\HE[>'E/2G;OI>T=7:])90KWZV M9!.Y*NCY;:-6#6W>1C+UT$JHC=1%V[6"(_71EI6LIWRP->*/D>=TD0.0D;@- M?'`8PA@@!(#?+P_#&*I&'#IKNI_=U$)4/G:8"DR=:*$OH.-">ES*KMS8Z^6< M,3@804\P'#"!OX,!@!&U1EQ^<[!)IQKS>C.V.LK\/($P2@$(HC!"+$[ZDA.2 M9(!H9!DU5YXFP?BE6,JVN3.%K%Q:<0HT]3**_"Z,8]PGA)U`'M$0^*XPGV&M MWL@>&@5-A?=.&9@OWR35\H+7.1]]3IA!0A&"&-&,848H:V7HR9 MWLL[?T&Q$)QBM&G0+.ZQITGEWB91XQ"J737>K*H?J\=B_;U\/,AV63T5AY]C M=Q?E^IF6BSQ-0.O88ABF81AA/OB]+Z,C""6Y:DQM11CW@VT[-I"/PF>'7R<\ M'X3WCM+S>>TO:+A+\/&*N-6@Q)Q7AA4P%PSJK9K3%=:>3-^QV\3V@58O1>[D M>+D\(EF[:)K3(,L3`DG`LY"'Y:,X34R4(2LN[4P)\C25L*^C)%,%JXFS*Z^R M:;7.5;\:@4VY7NKRMEVV_+&NFW)YF(T!^:(A:<'S09CBI"6'OE*+L#R6NN]O M8+E)*Z&Z\O3ZED=2!RG5YO28@%FM]LDRPMJ%3BVX1P'GFR\WV][?V>=RV_D_6)UT';:9%+:VB&X,P2W.S1G2J&7+&<4*@UGKOW*;!98'>DU!F"30 MIRGP\R@#&0O#?O0/R4&J7'>BN-SDSIRVWR:/J*K?9A5,$W[;44!7_+;GD$GY M; M$JQI+;8UV`5=>O37\M`0>U7=]H(=7=A!")]%<=X&(>VJ47>&/=E`T*-\2_]W)E%@'V"488#G&(48Y3F45^`EM`0 M2&4.-9:QO-D,_I,^4=!`5BQ\F`E-M:WDV M[J67;/8A+[T@(QZ[`5P=\<)-:')VF(LB.+I7+3^5R[ORE:URP;L+IBC)PI#W MLXH`0*AO%=O^BYC>77,C(DR3)>3^\^/IE<#V:5O]*KHL5_L`=?M)X_V]VMY[ MPX[CE>MR_`K*-#:22S-.:A?S5S,[>3^\>E[BQM7,MP`5R$J:-HTCS&I-/;$+ MFH9@5"HP^]PT.WZW_O+VHJ[N6EYZ2,N;8XE;CD*,6\('-,M\QK(T3Y/C+B#6 MP,_"LA.<53P^*99:'>3E!5/M0]74Z]62$[E7WZQ7=_N#)IU.V;IF$&38>2P@ M2:Y/@/]\`OS%T-"6B^I&M^MQ&`4KUPS9PA4VM:#92"6;4?"4./22SW>^NJ\W MVW[U11@CZH<0IQ!G+,LI#>G@/2.6!ZJ\J;"4[5![U?RH=]76J^JM5G]I%13E M:<\R@#I4UXGF=;(=66Y&:GL)E2"=:6#L((7I:#-"6]H@:;I[W?JGC+E(8Q2` M%,6(1#XC21+BDXB?8N5+!3IK6B8O6E=:S36TX-3QV>PB:.MJ,4)*BKJVW]X^>"P8@EJ0\AS5$$0`10U'<"2<*8*D^> M5%O-=C3Y=F:T>%QMB[77<#&-'*M)@:QSH&8+7U-':7OYO*MQ9"<\0CL!3/KP M3`5L1VC-H$)"!V;J4"EY85^*:LD!_OV]7);E`Q_?SO8O].AD\>_-JWD#X_\`(V_NP\'A5;KW]YF MT$F++^*;RR<`HZCT8MXPCQVM-OQ,6T`*1* MI?3W@5F>;@@Y:Z-O!C"EL9\&80A1-)PGPB36Z;.ML:I+U*OED1HP@*!+.A'H M^L7.1_'F=DK/0B96SJR+MR/L:%*CMXN6S8`ES8"7M^F*W_RNELWIJC1KZ39. M0AACS&^GL!0=*_OB2&<,H>**TS!?UZ1AVZVKQ!949`FJB'T"($`+`XR!%COI\S M/R&PG]/54JN1=G&F1)$Z>-1H%_=XTJ'F>-G-=,,X8P82HTN';"-'I^8:![VK M;D$C9#R1*1TAZZFT-=H52!)D7;)_501(0ICX"8IA*P#$F(*3=!4DD0%F5UIW M`AI?#8T%EJ>-!3IVYW6)RUVYSX'<%-5/0WRN9@,M\K8.OU&F=IB3S1"PECG< M9EL]U<2HU0!\PCS*UT^J)?\?'[SQJUASQSUIY=IL?K<2_%6L=^4B\R$B?IA% M&&`0A9@$>;\XS0A.%ZV-;.NS"O\7$2YU]Z^T4D>=20#<08='K@Y;AS0+O[PXF('SC@O91>)^;$G"D$W0A; MFH7>$9XTK%1M\VFUPHT`!'GNHRAC04#"",0@ZMM=TCP'X,"-6;4TR8SG5I5G MQEY`$[Q8ME\59,1W_*:*VN!=O:G"2BF]J7*0";^I5[O'QWT+IF+-)B9#SW4(31&^$`4WC[P@'&E>KMOO8 M2CNZ:!IUR=QV10*E9[\/JUHX#>04*O%W&^`K8W41,K8=,'W1'. M,JO3VV5LI@`39K?K35$UM^7FNN[NK'TOBW76;(MMN?"#,("09BA@:1BE``91 MU"^((BK5NNZ_2H?V[EI!?7*3E*O_KLJ9;TF M#73%"&X:8.58C0OA[:7P+CEH'[Q>3([IBX\G9K$Q`XK4II]` MR:%&G\KU\KK^TK4*VOX^7G;H!=F4[\K5.OWFO6+>7K,/'M?M7(;1(=O+C7IR_AE0FP@UY[,@,T/*!ORO;/9.6-N1 MB53S8E`[]/K)QU/+=K7CZL/Y=>L+)02E,(XQ2D":^A',]@O2/`P`%??X%1>P MMZD<9#JEA-GR.&_B,^[>:V+JCGNOJ\A+]]X(-.)YZ1_WY7*W+B]O7RY=+;L8 MX_!!TC3EMKGF[_PB`8B2E/@81!'-68+3&/;"Y'DD-<7:C@2V<]8'H;E?_LKK MR&M.]NVG^@_WLGO_[:07';QIV4B">>[9[://CN=0MY/B5@%N+.%MU1".4*IE M)9\GPR>`5)B*OQ3_5V^NVY_AMQ)YL]AJR>N43EVPY'^K9@%"$F=AFH=^$`,_ MBY,L/-Q782``+)(A7U-K6J;;3DRODY,S;M=`F7/L7M:GCE`KKBR_&D->C%'G M`%V.0\WA;859!0$"Z?&EI"'>#V/* M*B;/F4K0"6?PONRVNV*=[ZIE\Z5\N"DW"XI`!L/8CW"`4DH996G:+Y3$0"K] M)O_;;;-@)Y#72>3]=R^3*-%I0":6WK*+EB1QS0.47"[(+F!JB9PGP-WSK,ZJ M\@KO>W%SL_*VFUVSY3F[Q2;6=L-!6#>6(,VU7QWK")]]R%NUB596?M^5#LX!12G`0 M!!&(818F@.0LZP6"#$O=?[(GA:O9-*Z!UZE@.Z4F83$[:34[QI)C;[MV8.]48N_B>"`F24(6X!8TJ*"]50/NC33WFS3H6?04"V;TC2B:(U,@"*<"+X&%P-,YW;=_1T M;NJ^OC'T$YBDB%+LQRS*01CXK%\>Q;XODQXVM>:$)U`GT\WYUO=T@+!D!;=Q MZ,72S'.@KGZ4Y#3@33(,MRD$2^#Q*_=0?#?K$LA40J_:&T@NV-Y?AJ<;$^ M=(6":E7JB@@*IB.L@R>Y/RCA9B>%\!HT8^D!+2@=<70UE7A^K&\`$G6F.917 MQCB+&CM4G>`\HSE.LCCS@Y20C,])Z99U,DH&:$EYB4;!MJ"2/[IZ@I%IPK0277`QK&S:U>#7Q MECP8/99K>G^OMO=>P2=^[QLZ'@8Y$!V739=O77E^8'W4%?;^^9/^3K"T3CV M%91&8E8=3!V)3[54J,T]8L8//2^&&I(D0'[L4]HZI#0+4<@0BWH1`&!"I1TV MUG7G\/-"NN#.BAU,G8+:,8&UDU!'T#=])&K'"K:/196*&C6/1B]&JA-MXNW( M%F1%->EC4E7X%+8LQLO:UZLEOPMV.7@^M*Z6#?W=-^3_WGYZZ&G-1=PW*;DN M_[>E:S[+/*4`H2!,DB3/`Q+@-$A`+V3*0J'+/O-(-N&V-XRCX")[!YF]3NBN M!2.WNS+E3F)%V2W1-0,J;IJ7M]ZI)MY1%:_3Q:._1XV[SVUY7">O4TI]9YW$ MS*I[KVOF5MN=6X%VZV)S,B6,O[RKWK[===L^&MP.+R\/'/^4,;3:IFT`8J%M M?4I3.K?Q3ZK\FZ[!]"90N(IVZ."ZXHTG7J1Y3^1@I/-:(`Y@&L$LHG2(NS%. M$[4;:(86G]`%.$K_/2ZV=Y#;CF.N826C(=PLU%_NZ?_^AIF;@YTO=]MFV_[,JKJ;.Z)Z$VK]($K?BN\K;C*@KUJH M9`IHA:W[U(48E[&NNEL9NV)]N?G:"LB%3MMO?28Q"7*0!QC`/`#4]],@SOMZ M$AR15#%Y.+F8_T_>]3['B3/I?X5OMUN5["L00G#?A"2RJ7(VJ75R5U?WP34> M8X?;,?B&<;*^O_X0#,SX%Y:$))C:3_N^MH.ZGY:>;K6D[MEV7"\X_X-*S5+Q MA%*=EQ%J:?L3]X97C1,6;7/]".*QN=^.)XZL__FI]4T&&.XGA&[HL>B)8>"\ M]?[V=K5]>!2?C$^3HW#$?C1B&GVI.&4VDR\N@ID/B5=CFYF-HY$3?GP9=A@7 M,NXSGD0)!)0D.,HBTK_YB6%`E*I/3!YLGMM.DQ*^NK"J)G@=(&KD\M+2)RM%/U>34G:P0H:4H3NX7=TP=%/HP#$#,.$&Z^GO(0)UV-"=^/ M<`*4.N-H#6"9NAYOD::$=2#3XZNK".G1E%:H%GAHY>`&>&@23@NA'>FZ5`9 MG%@3^67_:"CDD&<`8`[")CX+&:<`]:.AE"@=EFL.,0O'Z+T@U`51CV" M:>9Y/O@R.`ILHXCF0OE&58LW&$<+%/E:_F5;=C._$L/M7\40'_,4)QG%E'$4 M)SZCM!^*9Q`IE>K7^+YEMAE-[ZB6X=>!3XYJ;".GQC.#-/M]UDSU\9]C,D(O M4Q!<"+=,4N%I\?K)<,@_2&Y&^%C6NVV;G3TZ<6O#)QSZR*<4DA#XD":(HC[C MY$8JG'0XN!4?./L#%:]8Y&/ MY76UO=WW=+JL[G=>?9>OB^MBW3V#+@;9:T_S"DS-.WSP8AFNX$]A$M1)"!*&.0\@!PFL9)..RBDQ!+A9FFQIK5$:AM=(W! M.]$96$#6I#N8"51#+L$"N'I.82+(1OC_U3R":1B7[@-4U9'U`EHP2?N!/ZJR MOUJQWW7`$-`8I`&.20`22**$HZ.!8A7F5_^Z9:YO!#I<)=&LN*,!F1R;VT5+ MC;]G`DJ-H>T"9JHL45GMO'75B-G,U]6F^+_\2MQEO-OD5S?Y.^^VVNYN5C>Y MN-!8M;VR-D5>BOZOS?_QFN&+W<._U=ZJ:YPE;F<7=??)O>:_F2UC]`S3$6K7 MQW\A9#Y!@C)%'C"$A&612D&%+&*(_[44*"I,Z?-#]M.Q,\D7U4 M@9+C:(L8J1&T:WC4F-DB3`NFY8&2S5"Q-`]KHKT0$M:5OC(RY33R)A^V55U? M(,*:@#R,60HXP%$<(Q;U`Y!([B!._:N62??+:NO]6&WNV_M[Z^.SN$N%`S@- ML.3S'>9Q4L]LO/-:*>S!H9ZI,`^+;J)ZO;EOFR&NC]J%E4/?)^^N85;Q@/"= MM[JYV>8WXO'&>K7=/HA_<[,MM5_UQ58;/K_;YK?% M_6WM_5)<-](]_&HP1]Z:X8ULB)JI%L+2&H*_D.'045WZND2V*K;_(4!%PT?9(N63QK!'2D(LKY7KJ!E8/5\WL#&8 M1BX%&$%W(;<#S.A269A^!I;544D-B"F'$8*9AH;Q]XB M$Z*]WU7O;_?"';4DGR\:>`NOD:5F#.J%K#9S^E26YJ3V4]+7).BZR&$:^YQ1 MG@4Q2S!`B0]X/WRG MH_B-4*%I"RR$$8VK]>J#5).P2?/CAU51GE5U_;G\6/[(ZUU[15,4.MKE-]7V MH;WC%S(&>9;$)*(T32`&."#]T)#1\.)'OKVL9-G1Q(@JJ_18..G%*H3T?A%B M_NI5I7 MFB"\X53@TVK[5[X3A'L4HI971W\J6)KL:%7O]M*VU52._F!_(8XQYJ<<9D'@ M)QEH(EK"LEY\WNPL50+*IG9\P;PM57S/C;%BROYH3%AF?-[O9E)*7N^KVV>YD?Y\%(S\. M89)PFE(.8I"0!/>C^J&?J;B[B4-9]E(C>W=%+S054OELL",T#>:"YWDC/H[5 M&WE@`R`OA$I-:?-"#M@82`8SP&=#@SR$4YK&F(51FL2^'^,(!$.2)8!2-9%M MC+N43/"9`T[@BH@[X0NC.HD.0M`5VH-(+$;^4V[][;/-NL/RE^31'D`?23$/L!(XU@ M?M#'JPF&OE2C8IOC.PP:#T)[0NHG1V;:H:)!6ZB&C/.803]T'+?`_`2J@:Q4 M+&G>3@LA6:LJOAI;VH)3FHB/!J2;55T7UT5^]:@A0>\=7FA'0&F:HA#@A/LX MB].40=8?&28Q1TKAIU5!+%/S\A:S;!&M'O:O=9Y/*NVKSL>474TPDF(&M<3PH1'$>_/ MMQ*8Q%BO;YT541Q&X+W\GE#`VVO@M2IXC0X:X;@K_%76G[:B\V!R`K;+K6S;:OSEG>_?=CR?*[JBYV]7\6N^^? M17V9++\2=6A^KV[SLVI5IJORK_J"^!E*44!!`OT8QA$"H'LGUP0*`22^VG[+ MC@S6MUJ=N-XOO>"_BBH\O>S>ST9XKY7>VXOO"?D]H8#7:J"\\[)D*]E-U_QF M4MUOV;.0I;V6%L2CVRR[1EO,#LNRFL\V5RY@U3C#(#]6Q49XCL:9G*^.KQ3N MWQ*E""/*,0XR!`A,`2#[W%T,LT"NB8+Y41WNE@91WS=!VOMZ]?C:\=0'CY/A M5SVL<(F\_NYG(NB6CR7>P%#J,,*4'1;"IQ84>_7@P2QTTISY:?4_U59TRJH_ M7XL"4*2\XO][__B%>OL8*0J3T!UWF8X7F?).0CR]RTT1:RR(VK5=F=ZXK) MYC8*^_I]57[:5TQ-5^N_\JMGEX^C+$Y`$H0P1AD&:<82.O!+D/I,):ML:DS+ M`='7:M?L=B:H%.MX$4(GJ]C%XGI-JS!KMHJ^5L MYT!=+SG[9W[7_+;-FXOJF[MV9C=>2$SNH53R96>.^LAI_?Q>K+][MZL'[S+W MBKJ^[PYBK[M=VSNOWHFT;N/7!$UOO)NJ\:+E[;YJZ+^:GS=_W)5??C32-M^T ME=C:.LR%L297DO88R?&:MNA"DKG&U:KL+@35('5\5.Z'`4AQ!'`<9<#WTP@& M0VB,N-)+\XE#6?98C9]2I5!3&,IMR1W"I^:>Z.-*\I-BV1W=WK4]D M5_HF`Z)TQ*$8=YQB0!F-$<9)2"A`E/="I6F@5!?;KB26V7<0JJTJ\^^*M&K9 M"'(TNQS\U6CWC8QRFT(^2/_.>VRJ)G:MB^:G65&+O?E_Y:OMX=;T;+6$)]EB MA+7=V'@A+.Y(V6J.962)Y?_(_][]V6SRBO+FZ\]\\R/_5)6[[X]E;1?,19:@ M+`0X#&$6)#1%",%]H>4X)"B1NC\]GW26O0&[S\7EH*H)\AX$H8C47R[=26E& MHYGU%//8RZ[W$#IY>Z6\3BNO4^MES[)0QR%M&@/.Q/PT.#$'8P$`3:=CRQ3& M'=%>2!&.??U9??V^K>YOOF?%C_PE49$?1#[!01"'489(&+"X%S6AH=(+^CGD M<^",5M?-/SSXHUTGKW?="-S^Q)9K,FI&L\YI+@O:=4^]9VKW,8U>WEXQ3VAV M4AY*P3X&?)2-V7!B7LH*!)I^RIXY;'JJ\^+OO:A?\_(%2:,P(U'*84QX%@<@ M)$$X^-0L#90>NLP@GC,_=7!+@Z?:Y:4K1S79BM;\E$L#.G13C5J#FVH4.U4O M]89US#HI4U/A='V4,02FNRBSQK#EH8C@UM:COB@D1P@3B@&.N1\RACEE_:VC MD(614M%:MY*Y2>;=BK;;.W$STY$OFFHO*V[(H:G<>*`NXNBV2Z?I>\9-8L[M M&#+]:7H<4\I/A"U M,95\PR">YK&_,7^@B.M4IK<'J5$.7S0U/\)0BW3UK+!X.M542YHHI\!F/-0> M&H(/!_HQ0B1-$S$:2A>Z6.0T5Z@F*5*]U'M26$YA!8">:U$MFY&:0!O-CZV MB[G=6/A@GE.]!_4,?0-AK[Y%%\_)QA35#&>G0NOJWM,@YP7&?A"@,&(1S\*8 MAU',DR&%`Z%28S)G0OT3;CDIF,@LX3NUCEW^'[O3=/`-"Z7^M^Q@[P*3NJE/ MS#&8T]OL=25=X-W=4CI(2.,0^"1F@&+(.?4CB@8)TPPJ%9-W*-8_\4Z2@M&L MY-9=VG+1;K@.[M3=!#01YR0"!`_ M)IA'88A2`(?KN7&J5'O1G53_Q!M$"C:SYE4VA$$1QYB.?IS2@F./H<#L)LLC*"<4D@?X!]WT4 MK&/%:=@WC!M_\?1VSZEXBA?QMW.51]V\I^D?)NIL[N*.+N`&O,)%"G&,$H@0 M3H,4L+#Q2\.^AF4),7-%Y\UA+-_*D5GEQI&;RL-&03/(KHLA2BWZDT9U\:0F MKXDT52F"(TU`K_7?_E:NA^Z!P\FOCZ(LRH@?<4@Q8"R&V;Z-18!P(]#$GO1: M8]I;:B/MZ=]YQ[+.=^="!%O-F.7U>EOVBKL"<*QCWT?)`S!A%`!4YM(<>O"S"#&M-.LX#5ZK1J&(YP MK&6C+(1M;6OY2I5;JZ!.9^`_5K=Y+X`0AU6WJZ*\\'&`$86`D01SD/D^1+P7 MPV]^;(1Z-<=VQ[G>?W-87;0GDJL#H+5950)CMRSZ,E@Z]#D1]J7SYE3U M9`G3"(SR=<*+\J;9Y*YNB\W#OB(Y2K,@P21A!&`0(P`A'Z+B&+-(J1BX^N)I-O10`.?\L=M M7^(3-$Z@?3.6]3QDF,RJU"I$98:2E98Z2D:(^2C#=Q".$9?_LK0#)K8UO[H MDEN7R0,AIPS$31C7Q'@PIA%+PB&R\[G:8S M+M%5W+1.!=;.SO0-P,9VH*:P7@AOF=/GZ8[2+%#2O/;M_%P<3]2DO/I2;9H! MUZO-^?WE5?&CJ(NJ[.,P0DG",N9#QECBQQEC$/>CQR%1:FYG:$C;)PJ/&Y4W M(6JY?O"JRTUQTW92U]XNFD)YV$H@&\-\CH'0OYG`CGV3;* M@3E"AX:ML1!2-*U5974*2Q)DWZG^T7'+?K-Z^62SVG:S_W;^^4`.?;HO3F`& M4\00!9BE*<_`0-J8HECN(,2)*-8/0UK)O&^_G?_VB$7K5JGWU]UIY*?T7)). MW=AGG&079Y@)!\'OO+$3D[WQSKW/^@[0C<6NJO7];5[NVG]U.I9[)+9:TJ(^ M^,5UM=DT5+E=;=K:L)[VYOVJD'R3:3\`CQ0X"'09[7]\UMJBVS<^/ MC^]^^7#.A0X_OQ="Q&WNE=6N_V3S`2'Q]?UFTV!2[+ZW4<>Z^4:Q$SLN\^7 MR/.CR"!J)(M)`"B`<1,SQ4$&>NF2,%:Z$.9()-MI+:DK`X_HP3M_D8,L7?,P M95DSESYF,*J-*R!F[#G+E1`Y"TRX(&+8Q`O9K[K66O'RB!70I?>[?]R+KW^^ M?OVI[-=M$R]>Y]M&JJS!]K6W>1<8AY'O1Q%)`^)S@N,D&.ZZL$3N^85[J2S[ MF$X1$6J.OC3WCM3QQ`SV1E[+*NZ_'%I8;ON\3..J^9I_EEW5-MG+M*_>CMNM MG56VF,90'MEONK?D0C:?,RA>S;V(#%6ZH%6Y*\K[ZK[^5HK\D\A,G55U_:6J M"['TGC=`B+(T"AE`/@]P"`.,0=!?^A+=;)0*>KJ3RG+@H-\WQJ%AY#:6R[2) MFK\?+5YR4,0[:.()5;Q>E^/Z:\NK;Z)LB9$]IGMK+V2;.8/BDF53;$-OW6>< MY77]]?NJ?+D3`L()S1*$,A]D$>ZK#*/A)9]B1"NJ^?I!_ON M)HY\RD3#V?4O[FSFVM<<#+Z4EC96;&3!"YF9$R?ND0R!8,@[F32)=4]U+.3G M[5E5WN3;@["0`P00!#A&).0`!V&8]<*"+,0N/-4T"2U[J@^-Q*)L\2S.:J+M M[#HK=V9S[:P>N2AQ6Z13[@2=U:B-+#@K,W/BQ)V5(1`,.2N3)G&7BKN@(`@` M08T4($TX`YQ0-@C&4J7BV/:E47)"#FMH.["#HXR;41/,EVD[$;]ATT>HF_3$ M_8&&PJ;3:(I06^=Y<(N>>WJ%$;;5G8]@PLSN?83@T[=+T[N5.85FUAP(E.M?^(N9;+Z MAAR,&3,X.ZWQ@VX?1-;K^]M[\5"E_;,+1CA,(/(Q]%G&"/4YQL/A4@2SB[)5 M\NJKNV,;75&EZ"WIZ.V95M)4IYCS'_)F#<4=]&G_WO&QC_8,<'/P8]7JLQ_] M:$V#13FX-^QD\?AGZLPX<8=G#`;#1T!FS&+=`?9B]@G`I^(&!%"*&/&CP$]Y M1K"/!G$I8*%#!SA5U`4YP('OCL\09G*`DV>`70?HQ.HS.<")TV!1#O`-.UEP M@*9FQHD[0&,P&'*`9LUB/^'X1+PX].,`9RE%(411'(3I4*2O<=0Q'1R>_5,F M5=%T')SZD5/[3V335O.X-&6;6DY(VK#C7(G(T_1.]KV1KI%/W/MHJVTJSS@) M]C>]RU5>7)PU5+GAC1C[,JX9831*?>A3!A$&40:IWP[A0QSA6.H-D,YWK=^\ MOA%-PUIYU$HQ:X$T3KFV\5&C325H1GBOSM>_W50__M5H)R@O%/]#,%UXQ'0O M:/X"6TW!9V;&F21Z-7UZ**S\[NO[*J\_V45JN*K`[-VXO=&BIJ*UT:$`.K_%CE5Y:X%BH+6-]Z^J_*LO6@(#C@-*4TQ2'L4`\I2C?A2:!5)/LS0_;7F59[^?I4(:W:J(JD"- MKW8'&*FM>=?PJ%6HL`B37ID)!;A4:D0\UO,%/IP(R$*J->A*7QF9%8H,^5%4 M=LKKW9_-]NK+ZD',E:_Y]C9]./Z%J`S?!F!^FO$@8#`%D<^P'U*6PB$`(XRK M$*C9D2WS:R^3)X3R]N)Z0EXO??`>_[9M<:^TN[)D##F2GL\.:AQ^DB903O!DQWU.`_C9@R?$9R$*,`D3I,D MZ48`3M\]6`+0A!^0!%*7ZP^: M2Y*Z!E0+9&\=+49H6AL4^=Q+\7=^=3QD7Y<<\@Q!@G"2$41HY),AU1,GC2]0 M2L)HCF$[&R/$>A+_Z&8>=%&4S-`X`%`Q5;,`[!33-PXPU,SC%.6J7(LFR$59 M[[;M%VKO9]MXPKMN@?Y_[JYEN6UIN+%%\*TD50V+2"L&:OGXT MO"76R6I!E'1592E]^>@5B06;L@+U/EOEFYS\NOGQ0[JM`:V[W[P!M,TW6?\> MT-#"[Y+3\>>,C@BS$/$+46,Q[,]?X1$G@%EWX?H_Q_I`"RN_H/5V$$=4W)TX M,&,R44]\)^C;Q)9C\;WC-ZDIGH$E]$X?WI:DLY.Q(V4&.(U6-NG6QB>?E`^P MED`EG]9KHU3!M#H=>%))$EH,X?[]$",)YIY MJ`_E0UKE%$C7>!!@Q[8BGTSS$\.*;/*/?N\W0%[@H)8'2R!6%"7J< MX%""'NFDK,!TRCGR*UK9%LFV+)IH@62,5L)%8X@4XKES,F]1\U:&1AJU"XDD MDHUZ*7LCF3+FZW+T>=[/IPG*MR*E+]S2RQ5?JFR7'W>WD+[;YB6.'9ENA"/+ MQ$YXBFFNP92)E]:8XHB"RF(-]BT6WCMJTXD<#Q:S<,@7)YJGG@=L%^`,'>C@ M:;XG]A9;+RB9=*(7S,3A0SN6S*5[,>WU+DK,24RK);"O\N?@54+P3 M3##@;#:C>N('J'/RSK?@GXM_L66_/#_PK/PY.!I9_ZM@>B%9`"6FE>H[*N>T M&F>$QW3[J=QEEV5:T#M>$7WA?9NOZ5STZK357-,Y9GUKQM!U('1\'$$?0Q_9 MS@`C=##;QJ.JUM7O1;:``44,*&1`,3=55$ZHP1GL"]``YYR12W<*V_Q\3F]P MYJAENT')_)V3SY'9O"K/+&1NK\R\4D\'YYSW_T7KW63EYFI/T#3-G0IE!U:( MH>E#C&#@>)'AGY["CA+?#@+&&>B$%M0-VA84W?T>8#'5M)=.(M]T4A.98K-' M85)Y)HNO,S`R-Y1`VT*F@C(L*:7W*2'1N3IK\8;N-]W",(Q-,PD1]DW+Y>B+:A.(GP\AAIH(FIC@"+/+JMED`9HJV7.Q&Y5LNA3*U^BTM^ MH?[%]C=56IRM14GT!#->U.>IM#"OPK^2;M+>A#8BQ_%C'Z+8,FS?#6T/.WT# M*$Y,G@UX]F]5+,`-$+[B"P+,L"URU9#")ZIL?"A9DY[,'UEM\E.TD'6D`/!R M:N\0&>FG^CV>B4TS@K;EFD;HVQ8.3DT@-^8>ZXS?JV>T\UV;%^*'8\0KH$9H MS$\I,3AQU+]ZFF\*44L:^;S07QK[0N8SC_X_\R+?'7==(X9KN]#SH&\;/DXL MHC1.TC>2Q&RU!\6^6;$"=&`XASXG.6R#7QTO?,._P\%_?E>.`#RA840"Q.A: MB`@(@B]E])C)V9C+O,@^'[(=?2HC"9"/PMC'813[H0>'-8;OV>&TC`Q[.[-D M92@\T.";GE[@H%0T/:.&31DIFIF(G)JK44.HS'P-$['3DC8G$K@2-_S4+39Y M(V#*FPD<47K8-?U((\;5YH5=1K*<=",O1D9"^(FA9YD0NOUR$@>NS_22N92& M5*MZ@XV.F9?WZ'F/D4TCE5'6=?')J>N+HI)3V'51*J;L-_<9*-ZB%_Q]GZ_N MP:K<[:N\SIK2&R]_%%P_UD19)%WF'N-N+"#(H'PI$4&*+<]#@CR"F&/"UZQY MI.A+6AT>;ZJTJ-,5[:AQMB&K#/JWJ\WY1Z)TGQ_2[?6A7/WXDI&^6QQN`S>$ MEH4,&+N)'^(@H4\B],B0'_%$#@UP5"<76WB@P0?.;+@`@Q7@:@.>?/`"=*:` MQI8+T%G#J:`ZO,D6LA;F2,Y4Z#_=AWRQC7U:'N_2NF4G45\77+-TF-1D[V>D\%[1"%$]>K^VQ]W&;MF9TP]"QH(]OR$M.R76V.*?LB4BB$/M+5T0QHU@%<0)E\O2P>_/$QP$.XBATX]CT8A0'N-L5 MI'+LAWRGL22UN1A-%#O,*8UZ2;JH@'55RCC/.5%&!J>H(ZT2A4 MT^$<%W@R0N/^A3'07=.'DREKM&P\1R M$+)!;L!$M&3^25;3M5'Z5\\X6E ML,_.O[(TC!W4`_`5^L'B]`?5S= M@[1^=ACHV+SM`]>[O,AISKO9[/R`/\&/%\TGO_U^_3N(LWU:M96]R@WX5T9& M%VT?;C9I7M7@P[_Z3W\]GG_K=58]Y*O3XS\O?!6\J_+5<=L<5OWP]=,U^9JR M>NW#_=>FQ1I\J[Z3(!=G#]FVW#/[*S*Z38+V3259$RI M8F1)6TB?3M8&],4CVZ:M!)X=6Z%G!WW+1H@].6MHYN9FW681.($OD^FI2V8E M)$O=5F;B5_,R>>3@O@+*%S)OEVD1\[I8D"SF^7S3(BS6EUE:9_77;)7E#W3; MYENQ3_/UERHO5OD^W:*4=-E5=FM$?@@=TW&<)$"AY9DFM'H4"?8-G@F^Y*85 MJ^"7M`(/Z?;8S%!V_9#=-D/V/MNNFS*F>_+S3;G-2\[YJFPOL"T'9G0`GT*V MPDB0@A8J&+#2"N84+3C!!1W>F5W`MX:8T16B!R$WVVQU:%<(Z=U=U13U!\?6 M&?N3,[ZWB.F@2;=;0"0\NRNKG/B0_*0=/72*OFW]V@RDO!C&D:0Y.A^](Y-V M17Y:R"Q>E76EEL[..\\G2\E\D^[R[6/_&I%!*])9CA%&OF/@T"'+BO;L)'1M M+^";UG-_N^I9_`"(-ZLR@3'&Z;E2LCAGXUP\J9EW/Z=C;)HM3-U29M7B!CR? M1$^D@KVX45;G:YIR3[?]Q!VEJQ_9^CI;':NFCGD'P,6.;X>^[1@(8BN._:B_ M;@4]B$S(M[,DKUWEFTU$Q!_H?*`EL!J`@S_1M>ZJ0*RTC0PS^=0O9/@I,.QY MO2%%U#$O<:_SXFZ;X588.@3?GR&X(M/8ZMOU66GL#A,RP\`R?1LA%$6.1<`Y M$0)LA4JU`)$\?2AP=4FVLL!&Z@;DT`7+WG&]NA\?0I3([-W+0Y8R%Q>CZWE M##U<,)__BNA$;A#8=H1#-[(MY%LQ8*.8+T1,;4QZ7;\I#&X-GF]N* M1F!)S"XD[,JRYI4\LA22F`,LK.OL\+S)]M_HD=8?2/Y[S`^/9WMWW3&O!)J) M$[I>$'N.Y21Q;)E>A\?WD\A@&WO*82@?E0URT$(%`_:+_D?HL:W$T1KP[&@$ M[ZE5]5YCRSXOPEU\N8%_F)_X4M2+$=8LGK`"U;EEEZ@KM)M\^3I]T=P3SV6 MM1YK$](?JNRAW#Z0N6C_>21_5B`%6[H_6V[`JLK6 M^:')9M>TO?;;:7K\>UE5Y=]9]3_UDY7POB)?7AT>/S;_)Z_K8_M?]MW:F7PL MJYJ:/+6D-+BH"T>FU,I[Q4*FT^KM+#4/-\YI-'Q(\RW-TN.RNDZWV0`J*DE_ M+H[EL?Y65%D[L"[+NOY2UDW1`ISF%7W^;[@H;=B!Z7B)[=G0\-S8\!)DGR": M'N1)M.O$I7B-30$U3V1F_\>9F=?J'+:<_E+]PAGQ>RM^VY35;S6QXTG<'TP! M@RV`&@-Z:R[`X-;Y:D1(],;(&FT.GR]D03>+Z>7\0TY;%+G,ZOKF/BUN_LZV M#]F?Y-/W]0GV;61B,X$^C*`1A:YM));O]G`Q^;F>B#(-H^+H0L&1Z6A:`-," M+39M46:B\U1'''U^TQ]]!K>WUG6N/P]+[R86C?I)25R2TS/>?8R21(.T>"73 M+1IBUSG,J^JR+.ZR:H!+AHD)S=CV$C-*W,B)/=CO>_B)S7>;8"Z,BF/7'P0Q M^6]SA:^)_E,=OO2Y3G_X>A*TZ'VOUKQW&;Y&_:0D?,GI&>\^?$FB05KXDND6 MG0F\6\,)G,CTG-`)0VRA&!EQV$-S[0C='NC^LK;$W9MXN,+2";I`PDY_ONYM M7VC+TTEUPYSYN7<32=1['OOL((6"R_.0;)]T:E!_V%WOH#[/ZE!UTH1E@ MWT`!3J+(,H($!=9IA>7:3,_\S(=.\6+EF=)DM;[='&%_J8X5.ERE/W*\)62B">K?[S[B">-"&D13ZYK=&08GP'TD.\[@16$ M=@0]^D@"M$_G#F$0X%.$T['1Q`M.)*+Q[SK]DE\$'\R/^E*,O`Y3GEI4X:3Y M4HKO-1#I"#RBKG[W@4;8<'D9PTG4,P>2_NFPJPW.B[18Y<7=4!\,;K?EW[0D M&$$?-;?M6OUKWQDS@CB)(A.%GAL'*$DL.S(;1&:,`]_%/'M2"F$HWGPZO<17 M;L`)^Y-ZB2?X3<7*UH`^D(@]E:C2:6S18R'^X@L7BEVE)#Z($ST2$#1X;R$1 M0(>EI?:AP:GQ'#@N3^6/0XQP%$/+]UP+VH$9DK^V6!(CC/A>MU4"0/7=4'Z! MN!0NS*[&0VQ2/KMS^$12>@VGS+::GA3W5.-I3\)95M\ZGF,9/IEDAZ;A!F:`7,\: M--UCRF5,:T&QX'93HC-4@,+BE`Y!\M@T5CUO?$([*V5\DJN>.C'=I3!`\T!% M5YEK>-INUSV%BM+B!SB4@+XEE]-G"`YT;K]I)V;DDWE1'_+#L:U^2R?W:5T? M=\U+<\VK%?1%O.X)NZX@6)77/^BC3D_?C)%4T>M%ID?T?9IG%B+R$XTH9796 M[M+Q_9ZMM,QNX18F/(P,A!SDQ-&+L!3CHVTY" M(^3)=4AI4'$P^)I<<28HY-#(EI#0SB!?6#A_*ZX'"#J$X`RB]J+[;[,VDEJ0 M2OI"4@ER;?JERKYTPIA%[:^4OLEZM;G:9^V;L$0^[/GW>D\:(AJV M3H9RN''V_?!+<7.,_-A"4>29I@<153:C??#>MI,@M#R^0OY*(/",,J%"XG]< M)VWQX0;57#7^1;@;&81*7;&08:K6QE)CW^8D<5\1V1U;)B>9<4)#FS8 MP\..804\E4ET8>*:I?"?$SW!!10OY^Q$FU_8IC1+=`G?/(A:\-NA_&W7V?#D M:.A35X'OC2&@?7.IK=W8VP(&8S2KNB07C`B];B?%W1^T%'X(H\0+[-`P?"\V8A>'3M0C\ITXX%F%*H2A>+7Z M1T5W%,^.G'?8``7'>^U-I3ZY:N MZ1(M995QV>0J5N[F>H%ITM?)7`N;OH?M!$4V-'I$GHDM@8O."M$PZ<;DF\RO MZGA[(DR+D+,Y1Z60RW/(#$(^PXTN<9:E"SF7Z]ZUD/-9*D7(!5"YW44H#SLV5QY!*1#%PC=@KYLW M*SO,8`#-*8AJO<*FE8MQ")^,#K#!&>Y7W`(&['/NO4^A>D1_M7AP(=*LQ]9R MAB$B0]!I-H-.A-%C!^UKMFV/*MSG>_3XN5B5N^R:GI*B'[^DSB2_1(\O?=G7 MO/[1WH--H`D-%QH0N[[IQ7[LAMVQJ=!T?).KVO6"8&L+%N<"==$D,\$':NY' M>@R[%ZMSDR_H+UJKP,$B!@MRS)3`M?RN)"/,/>U%\Y1" MT$<_;^B;MP\L.5#.S`Q+6%V"\Q0&8?@SKV]=Y-N^!X,X\),8QW[BA$:/QG+9 MKK;-/`L0O)'Y0E%)C`9X$)D]C"<>3V#4+/-_@2\**MS**:+39> MW9Q`)6L.7@>+,M3O30(59=Q?X68%V9U(XD+*!8BB+Z7T)-ZR6VU/H!V!]@/:#2)Z0V>;K^G!CZOOV_RN%7A4 M%NL>C!<:E@/#P`ZMQ/$Q-`W'ZL%$.#'8[KZIQ<`SM(0NO[T\B)JZVR?LX`S\ M!6C@B^J6(D^QJ?_\+N(+$O\,WW`6'IO=1V(1"NYHP2MZ8_L_94[^0K>4Z^RA M\5\Y@`9$?NN\;NKCD,]^;_R5U_4Q:\KKO.QQ$LWPI\OF;Q_YKZ>.5SD3H7LD MZ*EUWT)BHV(CGQ=5TT`I_YLEF[*JG]3"[]H-31=I%&]D/2+/'M> M>V!##E%R-N(N3[6"'1-&?AR$D.BH&T.4N/ZI]2B0>)*%O_+8UK_E=LE0\5RR`Q:BAK*MXME"$R6-61FC>])!2S0WQ__W07C#\ M2*N8#L[D5$IU?F#3SD6X@$]-6\B`2.?9I<]S*27^&"[,G$Y2GJ'7K*^B'(\H MKG*W+42#U=M9:AX/$G6:PLC6-$Q\?HHM,V\#TXU,`V/?MA".C"BQ0KN'$V.3 MZRR9*@S:5;H%VTRR),KT)#=,5VE='I`OTF?NH!]\IMFZKSH*L[MA/[1A+@.(&ATQ\Y M\1W3#OEJ<4IL6/DFY/CTC"Z+GV"^``0UIT3+]`.;*L_D`#XAELN\$N5EYW%$ M;!4X8R'ZJL*R4GE/YCS@T2,HGR&HOYXJ>N0%:?\SK<>:U8?VPLCN$G(>(E#E*;83 M'@MPDE3]?3_^X3OEL0`_"1Y$I!6%07HZ[''7^&_;^&]-LWS$3U2CP89Z\J'Q MY/^S=VV]D=M8^J_P:9$`[H%$D;I@GG2="9">;J1[,5C,0T&V5+8F9K^)WOD.="'A[>]9JLGVBR))HL1DT6_:U=\F/Z M!-(#^9XJD_36D1C3,Q4>BE6WD1(/U5)66M<#;Y%ZW\.V6QEIF:4W-W5._[O: M=U,Y*[JC!YA@FPP7N!BCR(V0@^%X.]+QS(3KN3TY(RKVI>D%R*Z^:X))+4$/ MM"M2YGU>3A+?;"Y2/]5\'G'K+'-6TFMG6\ROT5^#SDU?[KDBD\DB,UKG7SEL%K)(J]%DXGRO"$V(<11E!@11`A;9C`BF,1P1!J$`=_VC'YX*SH$FJ&.8EVDKB"X?$<,?#Z+QKL1L8*R&?>& MMJUG>5Z%2<47&N;R-IM1.N=6U;:5+WA>DUX?#VD-LG,KYVK?G;+0+:QAJVN: M*'1:U..T*,[3XOH$BO/*OV=9^5P;5M*9G]O=6D_-6]D*6Y&!Y_MF:RN#.0W] MFC9M=,P90B0SMJ,$6PYV#3^(#.C@)!X!N+;'=05$WJB*XPD*%!"D4E))B5RS MY8WKT,SGSN<97C\=9.9P)O>3KX>-)'H*!*M43V'.%.Z7,BL>B^Q(HHE3W`<7 MQ'@3@TW,.NW;0+L/T\8?-\'I:UUEQYOVU_PQ/SP#AVT8X,@RG<1(4F7G5:_D3U?@6)+`-0,/=4&,\T-Z`-?I@8:]5T/*U5<7 MG!,Q\EU]PD7+Z29_7U_X>_JYX$LP''+^*-H[\J-GJ1SW5U3']LFWR$GOI.A\ M)J/3.Z(1:"ODLPN#[V?-?!IN>9!IYBH=#D>J-- MXK"J8XK1+LA(UF2RS9:MK40TI_>?Y7C]=(V=Q)E\38$F-I*PJ9"L4CZ-)956 MG`<.'-O!3A#9V#-CRS01#)Q^8&1ZKL/5^FGY:.N=B4FJA>`@=EG!@QI.Y9T_ MK?BD#*C8M)WOU77O(`XX00<4C$@% MWT"40SB;O=/.-9_)DT2S$KO'0MV,Z9/*_$:LGUR9*H535=E[`/3M77J7\Q]5 M>^XVFO@(&A9&ANW%*+(]'.$!5.2'!N39@U>+1+75Y.X_/PH!.BG4-Z(74A_; M]OMV-,=I@_\SE:;J%0'5RM/YFD`V*K+L%/DAGA5XA?^9K6X]>MW(%KUCB[-ZP#X=S71>]WJHT8D_F+E8!=X:CG'L^QWH!!W1XUGD!]QV" MV%*81=1N+WM9)L[;B8L$FOA-W'G5TD4[K-GA54K'MRS3\%S7(PF3&R$WQ/$P M=HQ@S-6W5DM$R>/,/9"Z@@;<%;ZY0O1U?"/9L=7(MV/G,H@W$U5>7L],W5E2M0PD;LI!+1GM>6 M*Z./V6K&35OAA(S94C6R5AHG, M^UQ*6M>GKM*,-L/*LS[@?1M&'( MLHAC[F,77?2*;ECR,*OZ!&:&*[:#&!ED;\0&RI;J[6,9>:3Q6[P+K]R\Q#%L MG<(@-&#DNPFR?)0$20Q#9P3A)@;7M2JY(VNT?Y=XG^3?%\MWX3F.'&5P6DCM M>A`^V>$A6JVE9.&,Q6!*Y7YK=E.N<&^93P44\EO17\J'8]MT5ML<0U7HQ99I MP]"#ONU!(S0#=S+F*)64(1,3INGF$?Q4/`9A6LE MRC-$L9BU!?1NS8@M$>4MD[68GD4&"HZEC:9)V[XBSS6L!$9Q8N)I2"?"7'=! MEXRSFH&"$@P4,YGB!DH%C[(,%-R2@8)"!HJ7W@T;*&Y1&`R4&#V+#)0UVD3' MQXX!0]L*8VB;B>%9P603'9_KM&+).*L9*$N"@6(F4]Q`J>!1EH&RMF2@+"$# MQ4OOA@T4MR@,!DJ,'H&C@50,3D"20/J=C>4Y3=7=_LF/?/ M2%]3I)PWL671.V^?5V26SPI/I$8CJ1W(926ALKGFN]Z^`N=B]]AE<<]S]YR- MG%?\DR)V-W*;7+94E=(IR=U\O7\7/T#O"E.-E M9++.VZ]\%?;%O(T\+?"U]V:E:,;G*.!Y(WY'A60ONG$K(H^WX5AR++/F6W7( M7AO:##%,L(L\R[6PCSTG2NQAZ,0F;E&@K=BB\53O70T]A_84(V@(2+&&4LLX M9?,QNNGDW$8:F.S@`8I/CE>10K!07RYM1(OYD8[RMJZ( M';[\<9:G!_)C\KENS'U5WW+\DB)&+_I"M3Y;5IG!_K!@;>R_]KA3^37 MRH;\)KUT3;Z5_NB&?#-!3N4KRL?J\)B3>9[_<7,X]B23,FK>D?'XXUH3]O_@+\0U.1OZ%?E+]"X4M.B`;)[,BIH"41 M\+:NB!C7M`',):"?S)]!D])F]E2FG&CHR7=?@9_@S]U&SG5Q.#3D&Q_HEY9= MLS8"[N8N;?K/7NB=2-3/G;1I]`/TOV@7DUWZ6-.&[V!4]Z" MZSPOR:0Y%(0D^I`*;1=7W!?TA18Z]>KC4(7[D_4S%8V@?B+O4[7?5^3_R<]> MF0"]8BB0`6"/MOOELQC]JRX_H9_!J<@)P;2DL,W+;O\[HUJNJ40#!1=`_B*U M^=RKU=G$2ZV-OWCP8NJ>IO9$I_FR;@+K0-,W`Q3?)&;F^$<"FQLYV)$A MR?.V\;+(85Y%?R<6^GOUF5K_HCU=C!>Y80`-B*/0L2TG]EQDCUMUB>%#S',0 M+SR(XB2%XOK45I_N!V3@&\-2DDPCVS&X%@;Y\A(A\I38H;?(F;%"B_G:))LC]3(+$S'(.8-\^VB>&++6+\O,2=PH?$1GS.?/EXRGTZA4B3D&EA M760(G\!^RDXWLLHFY@26&S_K&U]W`@(Q+D!1JI:\FN!GCS1K>W4K-8PAL0"^ MC1+?LUW+]DQ_0N$%(>.R5#2X^KA[`+>\2_XBCKGV-]<@5VRK\VFC>C""E;KO M*4T'BY\FT*4+P=U0R3I9^([`#%GO[^K(9GU;&SS2I7O_:0!Y)#('C'3HYOQ6 MY*M5)@F)4L,86Z;GHRCR'<,>FS`F;F!Y/*FKA.$4)[&?OR;@O]+[A[]VKUEW M>,$5^$?>O1_BO_^6M3*6V3);S03S.:2>S3.ZI=9.3B3^/F4SH;A$OC<2B\N4 MJ%(V.3FC,?-]UD.5$)K&TX]Y@X!D\M052!U9L M^@:LH!C`@GI"RQD4RJ6;+2Q?C6D^&SB2/.)<8@XU<,\7CJ^F@\6E">ETM'X] MW"UJNKM%V="&=UH3>5J7]!VP8__F?A$8SU$%P!M?\1+&%TFI8$G(:%Q1U6#1'R,^9F(F'A4G;2/0K MCK^2-'N6F8G)0/V-UEG]6J37Q:%H3WYY\=;@]^JWO#W6);UE\F6_)Y_:N:[C MNU9B14[L0(1A@,T)G`]A2&S++7VP4,B^*,+$9Y3.$57W=63-Q`Z8<`D35>E M=9:'GCCU$@$JTA7HA5IFVE0I5\@>KJE5*494J3IUV&$Q#;`;;\4:WJ;%5RWT MO)O00CF';WG[[H>!$QQC,W),9)MQX`8()6=WEG!U%EDRCN(]D8CO9I\4YEC- ML1[2>(VLG$MBL@PFS_4QFH>"8E4^W;\?K?^4U+RU/+C/)Y^BW/\ONN;]BWO&T/ MW46^[\0"-OW35+O0#6*2Y)FQ$T1&Y":VB]$(QS)QS%>\K0J%\G+1$6EQ.(&: M@,WONYNY-^E#T:8'T+35S>_:7;X0E[,Q@5KM;&0E*Q?S152A@U;1PI2OZ>FM M8T8?AJZ-'.1[B85H[(,=6(DR MH%12AK*$\D4U*)JHUU>`4OV@K1S&^I.'M,@DW?1G)HZ]\D0"^=LL.Y$AV'S- MB33JF%W1L^K,?Q;M75+\D6>_D1G8?-F/P'ZMREOJ&(?.YP%,4(C)=,)A$G1/ M-*`^'8?8,R*^OK)J$"AV41W"3S5=I@<"K-^`:HKR]I!_VJ?W-$:]K^KV-KW- M&]KFA-..*M(*FQM;7R%\+NUY@3F@B$$'&728P9?]V=]1V(#BYGV$6[%N^/S= M^CH2\WW^M"S(NDE+4#0-C4:N3R#M&_/\H+I+P;[37OW<#=+S^91VODE/79OW MA[PNJHS^RKGCCHG!*4_KAO\9CEE'*<3XC--4J\&-.%#%0E8Z%X4:Q_HYSXKC M_26#HV0I)S8AN8(QPMCIA>_56/0YUSO.V@KN5=^W4AUL$K5HM+% M]L!U.%E^#2EQLTHUM3%'.[G7J@9=<$5W.QSQI<[6F$=?BQ7*RZFF+-=2"N? MN_7+[-><]H0\X_KO,J4+H?B_//M:Y_<$2[,S7`O;R#2/`Q@^[:[73_@].;R%PZ=+KLNKBE))*_SKD'K MI$'B%[O^M[1_1TIU#M+LW\>F[7PC^7C7I%72CBP']^]Y/_B MA9,*+"T'U=)\G&1ZU3JY;7`OW-:/N7PCZ\HYO87^;I^)7X<5R= M@&S\ODZ4P,7.[N]Y=DMF:$!?#O"GF;B#KH$-+R$)I.=9(<(1\N,1A4/\L8P, M3G!HQ4G<@.IB6-^;JETC)Y."HE\W1=?01%694-61_UYV+C?(0NAP'5#9#@X M0=!WG&A*+*T(Q[NV:M/#O)>3/BB7?YOP,:_U[_0C3\\N&K*\#UGW5A%]PV=? M'8I*I!6C%,KGO=VJ;$OT<]U%]"LPPKT"(^`UNC0R\#A342]=%1LIH9H1XX5"*0_Y?IP+#[CI:<`(C0D`A@G]1D/P'[,O898WZM1'+:_TVR"EO&*^- M6[&P?2G'?''V'!FS<;44%C<31\N1YD7<+)$D"0X@JNA[B+O(CZ(HL0,G(%0A M(PQB,QC'Q8G#U*-ICR3Q@@%[)KF`M9F6Y`P4,*W(([S(M MQR7TPP@Y!4XN-^\6>.5A=@Q"1'%LH9S''48M:(XRE"LV7_9?ZZ*\*1[2PR_E M/_(_VN\_\L-C_KDJV[MFYYBV2^!8?H)C8 MO59L=A6=8T$G]]:*4E6P[K=L10M+?,\5.&._`F?T=%-ZPD\51B4`O0B@ET'[ MOLP"OF+%T:M)?.NCO_(3/<)V'GI=?EGZ-P49&TZ_^:=SR MMKL)1*8(_>623I.VGR;W'05@7]'GS^COT5_(+K[Y0&]ZM,\Z5SP0`$22[IB] MKS\K2O+71=>AB7R@(_T*_+@K;NX(A!,]B#\:3-YZFJ3>B-Y[7KR5QNQ+BKSYM_(RB=K[G](E/#]1[6S'!C;@8%P M%#FV8UAV'+LCI,1PN7I_J\2A(7I*]^2#8P#5WM75\?8.P/Y>I,KTF5KS M8S+G\YUKV($76<@/(XAP0N9]X(V@'/*/E@R9"8FVD&F(D::8R=*;)+.I17&: M+%TC*R3*5(:/DBI3K"J292X]?O1TF4]860FS`,4*4V:*9LX)AZZOQ9I_(WDD%3 MD?^3305X8.DT12J@BR: M2XD?/(GFDU52#BU`L+H4FH*9(TK3IYU:GX;N?.>#/1GZJP\=7YG8LG,G&7- MX8^:.$N3?VG>+%<1ZM/FXC'?Q6Y@Q`&.;0-%2001"HWIZ"3V'::F2%J`:(N= MT+/8">M-FYF4HCAMEJV/%=)F(L)'29L)5!5I,X\2/WK:S"6KK+29GV"%:3,! M,^MZ8B-(XMC"=NA`:%HNC.T19X(MI#9M7@AN;=._>A*U5+FJTF:->M68-A.I M/KS&5:?-&C6_D;29M@__,VU6GC;/3RRI:;.D.?QATV99\B].FZ4J0FG:[-,P M80K^7"=,;,=(',N-P@@'GFM:4_`7A]'RIR?$"\Y?193Z@?.H04%EI!(+Z%:13;]!,^<4XH3QPT-[$`W MB#S#B9,83DX)>HCS/2G]^+1Y@_52*7FZE)X_KZ+&_V?OZIKCMI'M7\';3:KD M*GX"Y"/`CVO=R]KJ)(^"XCV.%S!F.Z7XKAL%,(FABW`88RN-ITXI3F))7Y*D&=9) M`O'*2UR57E2SJ7$B!VK9RWBI]N?K6[6[%B?RL8HKH_3[6N7JG9_H!8MV#=XT M)"$XA>6"2W1MY`M=G-)=UKP)PHA$/O:]R$]2RXX#UC1G?(O;=WR>R\+%/U4H M3(O?!GZ=U>!KMMMW&XEWQTG_+0S%&3'D*9(`_DIO>QG3A4HW MVN$IFWN$'!@ZMA>3$/H6L5'H$C15YY+4\T4+-%2,J3E-?7O^5X=%[VV_Z%62 MWBCW"7^QQMKN6)9T*DHPU)5<<-#W3F&%2@<85#ZAU*Q7BB34T\:MG%_N'O/M M?I=?W7]YI$G(F*K2]NE<-K7R*MQJC8C*WB$PMVC9'U(R@*>'7$!538TNE80** MZM7Q2)^*,K]L\Z=F0P40P2BV8X@=;%F.$R3I.!I$?-57"X?0K5$O'R6&#'30 MA,5)DD-.6=)/GZ`@23&G1XE>Y69.@Y:1:8KZ++3BI>ZH((5;<=*
[-D;FN3= M5KRBI`N%R&-W#'CI.2M=;8Y`P:\"%0S:O<(GO[(<)V M:)&8)&X(0R\:Q\.^)=371'J0M?;Z!,54GC0^M5R%+S$Y[#+!`Z8+P%"!'M;* M4O<6.S-:MIA00\1JN1V5XIFV9#DZNWUGI818CN5;D0W3,+(2>Y([FT#Y!>J2 M037+T?QK`DL6K8N8EEC&KD7RHH6M82<*O`3RKGY5^,`0V5-OU]P*61UQW#4% M25;OBKR^NJ>I8%MG=^T^VPW5#]^N:G:+>93M=C%%\$O^=)O7F]AV`IS&&"4! MMMTX";UYS,I?:.!]H%&69'>_Y]LOTSNBP_#$L0@)(?$#[$`:;!.8XFYX ME[@.AH1O4UCUJ-HW@3N@@"$%(U308P4'L(H?5TYR9IY2U?0:\G`J-ZO2.RL% M'T7<-'G[C'Y--5I*@H5I:#F2=2.ZV&/*+Z[:Q6GJ^"^VKXCF:(^UUW M@L#D)*J>GNO\,2^;XBM=P=YUIPU-,TG-3?[T7-59_>WRZ3DK:I9<_EJU49UO MBY9]XZ]Y>W5_D_V)OV;%CM6GW%=UD^URMCX^&+PAB1@':%/F#PS3#?]FG:&6<.E(V.O(#T;SQ_V;FTOP.;^K'LKBOWV7#GP578*? MG)\%M_\,I9%S,]%0]/K6T4<&@S[Y^\YDT-L,?F+&_'PQ?$O+\L/)='"P_8(= M08/>?,!^A/Y%WG66H1Q<@(F%#Y2&#XR'B[[2YT#%RGN?I_'WS$ZJX1/0D'U9 MTUFJSDI51$/^.&I:U5_HJ(<1C^SLWB+Z9UGGV8X%E/^E*0AA,',*>X-C',9) MBB")P]0.K=`>2DY=XM&_$SICTX]&:$EW6,_AEH%B9:JV:SR+5 M`9@?P!"&06P';A2G";8#.QJ!T;6IU(I-.ZAU%E\_B`D#*5QHNX*+](4`#6Y9 M/03TZYVS"@'?T:XX!,BY](Q#@*3!"D+`$JJYM^O_E=4%PS76AK'2L&%O$::A MAW$8>9B0($U2D4VY!<,HSE1'Y&]:*+[6X].M*Y@"9U\U1PK M,2DFL.:0*%:&L1*9<@47Z=1,N9A*:AOPGZ)]!!GX.C(^MGP>37B?IRG$UZ\)Q$XZIXJK##1AP0)&#";I@=J24?KZ<\U3,BR6A M[Q(]]#\!#"SHT(IFIDJY%TM53^4#N=R5`J)KVAILB^9N5S7[NGL4GD8/[3H/ M/8X>>IX\]--=5DZWA.Q+*F5;=G7'<)_->/O([3=P5^W8FIF]4DT_X&&?U1E- MJ'+`D%VPBTF>BOU3<]$!8&^@L2_S^[RN::QFH],/:-K^/A#ZJ#YTEZYM_[UO MVB[+_EG1]2`"3IO)IW6XWI`$6XMIE?XG1_3ZC>RY:+-=WYK'AF'B68D76HZ5 M$"?"B=7?JF8E:8)"KCQ:ZH,U![T!BV#++CF*^.*6-G;$`M.:Q`A>(Z&+(,E+ M(7B)$KK=X!7D"N'7PR_[V;IA"4QE=3* MEIQ2BK$F(I#)%->?R5H@DB*Y_.,([MNW;@19$#+9?X/G+C*!S' M27#@2O)I_.8F'@YDM0/G50)2N?*[(D*9\ZV%HJGP[0I9\.OWZ*$F.: M?@KC?TL_Y8C@;Q>TOVWR/_9TNB1?Z2\W]*?QGT6S2?P`>20*B.^Y201)ZB-[ M',YV<"34'4AR#/UJ.L`"'2[`@('?A_K6R+,Z+ZYH$"FNL!'=ZNOJ\3L[, M&=Y2.@TYDUMLQLL6/4IH6:(\PZ$_2M+4B@,,'4AS1=?U7#\9!W1C`A=J#^K,H2!VIYBJ1J"'O:Y$4-?Q=6HNOQ38O MM]=9L1TR+@=YB>IJP_,#(C+0OH,T13EECPL@7K4C)$#S4_33<`(!39?@)CZ!`[ M]4E"G#28=KW<1*B+H/"'KW6X^4GXW@]YOH1..?50)7G2N29+4D>>>MA:>.S) MQ9K$V>>GF:M.%O-BR&:4//[7ST%EB>!.PJ+JZ:DJO[35W>]=%>>_6.?XJWW; MM%FY93?3Q['K$8@@3!,_CAT4AY8WCANFEB-V@\GBX42>`[FK2H;'H&$8!7.S MY63R96JKLBBHO1TTT&$;6[IT\.@?#@!7SN/>XVLFJU-&M2$YGCI[*DUS4C#_ M^[^J*-OAH4W*1U:9R6(??JCS[HOKG$Y4&@L?\HT7!!C3X:W$\>(H=2&.XA%! M``.A,@^%PVK.&3ND8)2U(ZQ@`@L.:`7S))7L\^69)R)>3`4Y.+\P@W2QM/5$ MY,LEM)_S9_JOW>N*SQ,N5@!>YBVK[F:]Q_+L[A&D'S^Q&XO`?XK=CMV.W=;% M[;[-05N!#'1OQQ5W[*W\.F\SFH]MZ4_5)96T!F1W_>58]/]B!ZCL3<7A=)CV M,6NG[\C_V&<[^@,MV.59TX**YM@#*O:]`X3_::9K,HX^J#JHZ%N7=S>*2L7Y M'3R3Q&N8)8:D]SHLJ[0_8H(1=1CAZGZX*X+T,_'J_BB:OW&[UV,^.M*H3^O!=U_G7HMHW_]AG-0UN&S<-(I?8)$!!8*4P".($CC9%T.*Z;?HL M#-$<]:\/VC+>`T,.BG)$P)MW_X&1`Z93G;;Q9!*4#<#H`",?8"!$,,89[3O. M5,5H&_0E/W]//9U33RQA,]J655-`-HN^3P-?OPR5IF`_3=G8S[+I&,TQ[_*F M81UL:1;9)7\=@MEL\JDHBZ?]DZ)4[I2NGTD.SV)&&I)NG@=7U1E*CN`N^>?A M64V&1_6H75:'00!9]/QIA6[EDCI@H+A-*>7(T(P M0@0_'?>O&U"*]G=703/?#OK*#(LE4(O)U;*)_CYE,]OH"ODV9"-=I465MLFY M4.?^66;/SW7U7!=L\(WEH]"%!/DH@EY`(N(0/)U!>JXG=A:X<##M)X&L!^*8 MK2T4,E$>Y41,(X$+!>P"?(_MQ-+U/1@!V9)DV%#)DK7F';E:1))\2G8\ID,< M*TV2)+;L@/X>>X2,;S[:Q/&X=A&5#*0]#5,D4&+L2>98NHA;+$[8'&G"O7QZS.H^RYA&7Y;[OI-S=M1W;21*$$280 MDQ1'41QC?QPZ":$M MQ?1L0FK_!KC@H2+;.1RD#*SWZJ24D.V196:5.F;@:)O9P[M M.J_NX[PNOM(YR2[PFGIN7Y9?Z#SM-C^O[J>NW-=54[#)FV9%7W)WZ"+GP21P M/1Q8)`A=^HL3H1ZF':5TE@DEP6MCTQR6CCNC'@P"1Q:Q6RHGF[K3HJD/^FC6 M!6"&]=6MHB^/KNUJOHS=9"^+!47E#A;JVJKG=5>USIE97)QJ&ABR'CF9^2]? MR#VI&U2%+7:%&+M#Y@VX>7U?U4_L>.\`E!W51:YE(P33V+;IZBP(1J!V&@<* M`Y<&=+I75*^JV45W2>!PE:[:8*3#@4K"T8E])[A*>]]MQH<8<<+E@XQ&YYY' MF-%)@%B@T>X*B5`SA;>/?=OT([@3R.9UE+C<_A`M/[')0']_T8<[1%::>#9) MTC3"0>0&@6V-9J"`0+'S3M/0:S]`G9+PJS>33%J9-DD]*,X#M(@M-/$ M#0-['-6)'"*R-%PXE.9UW@$=Z.$)QKRE1/*%J!4Y%(LH/]!W>LF?YVI&H161 M;(B@JK*FTC(3I>7J4Y'=%KONAKR72@E1&,=Q&*+$L7T'68Z#IWVWT$_D-$M^ MO/6$ZPBCM'HMX%54PM:A5%K'CN"9)&9OLL:E:,LY-T[6%)CTIK:IHDNH/U31 M7T='D\.H*AF*G":(>1-/M^KA6W:#\%V[0:$#8XP#!SK0\]PH1'!H4H7=A$2\ M;V>H'53?PWF$LUMR?H<4'*""WT:P:S^F0DS./+!Z/&+(HZO)N%<:).FB4.WC M?!`5UP]1:F.;CIFF`4E0Z$4C"I+R]=+4-+3F+&;VT99H"Z>2=(4BJH=O72IZ MNG1'C,RE0BKNE7-24@GK9*14ED1N+3UZ+:_K>$=1/=?Y8UXVW?D9ZR_%3C3Z MJPP)@J)PF%O:1#R&*!SU/D$_$:AJ4#JQ91X]?7.V[07Z'%O1POS\!%VV) MKM81?.IZ,A^(::MB^K5HJPB5,\JJQ2.&Z*H>VZH5IK1Z31W:R4+]B56-Z[V4W5\%5T"W/9-"KM=H+8"UUG-SLLE[Y10R+HR M]=1`MZ!T+N+Y5$KY[C45ZJD_'XT4-4Q<(*6HXU;'R[([J&6GL>1;1'$\5/4W M5K5UVW[)[_9UT7[KK@]S/-?!;H#2,(D#+W9@X$3C\-CSN!H=JQY3>UGL;0M& M0&#$*7>UH#*:^<3P%`R+2:$DN5HTD).M&054S;_.8 ME3?YTW-59_6WRZ?GK*C9+D!4Y]NB9/HL9(7@H??K)H.=0 M6Y>OYH["3SX_#(E?!A#Q\MC]](@$WX\8RSN3/_8T'+/U255VN^0L,*=1&CI! M@'S/(B'"@>?9>!P48AL)O5:W:"3-L:K'!`Z@)&\87\8F7WA8CT@QB1?G4$^9 M_!P]M"PG\A/ZE>4C;Y+#R`N$ M;A^7&V%E19+-=B7IXY,B_.G'QRW?XI-95AJBF/OO> M/HK20:3T>?T;J^4!!'2IW(?01Y&3AI$;!VGDC2!BUQ(ZEU([LFZ5I=.GWQ*[ MNKFY5*6R*AB7.Z]?C^R%Y4X?V";EA]5^,I\^15I7'O'/.K MI%`RB1W%/*64Q'E3/)0=NOH?K"WE_3=VHT[6/*:[ZC_LG>]\%'TK2ER$`A0C M8D6V#:&'IP2;6`Z6KI'2!TE[^=1K"2^HRJG7!+YKBZ_="U;+BZDT>DXF-3;` M9,2%@!9MGL^Y5")<)&.R2H#+? MDKRD7[37])%J\/;?^WY=,*#`GDN0%06V&WFA[]`O`G>J4',#3S(55S&TYES\ MFM7K4<%GKQI=5TT+/N=M4??]ICK`\GJOA'AA95^;^ M.3CF$VJ5SC)/DI5:][;XJB>1^XZ/F2HX7&[[?>ZA'(ZFD-U16N!:J0^3./51 MR([[_2"V!R2A@PA7SR*-PVN6VR/$X/:H>+1KS'W;=C(\G/0<@(L=V.OTS;P: M&^(6,44^B3T697[;Y4[,A M&/DVP6$%HE\-P@PZXII9%`EZ1*^19U2$+ M:WD4^.*4_8LF3@6J=Y2YQSR55FR?7"\C62)5JR^-&E?W-]F?F]3&+D%LT,1R M?4C346?*0F/BD9&(/+`OP3+_>S?5&VV`UT'GF)XS'?L M,;\`)'\H2O:&)5OQ]9^O1WKY7:)4>;7X0:/P7G0)./4%Q6RF[HZ,+I==8=^< ME^J*FR67L0]7?QVJWI1(R)NI7Y=&&>5TT])]B^L?RX;K3%Y+? M5W7.`/LQ2E#H(M^"OH="Z.#HL)%N>Y%8/>7I<&HOLCPJL'SH"BP[^9XM=M?7 MT$$'Q3-BW$)/*7^K\3F.DH2'2Q7&OHPLPF,)Z([V6;K.?.NL;.YIO&%'!Q_SW?:F^B5KN]:*-Q7^FA4[ MAC"MZB_9+C]D)M."*H"![_MQ%#MI$B1V&MOQV'8VQ!`*73)P2IR:PS/'IL9D M87^>R&S\T%8?G@8KF=I.=GZ@2>`'9NE1Q0'?MHAY$T0@K)_!W)`)W@9,BU67 MP@I\)K$87G.FF!1S3TT%YX)X??>8O21FYK?5^)@?C-VP&Q<#%$5NX&+7QH$5 MN).1?HJ$7J,[+\M6B=&G74E=_"CP!X+.81DO/VT-7MZO,F//;]DO.5G_.GL" M;\T+T_8*%L]?D_*9\R//A+T%15/@A#G3=/(QMX."4G:'K8-$]K-4?<'EMK-_V9[R6X[[_^Q=VW+<1I+]%;RM'4%[<"T` M^U87U%BQLN20N+NQX8<.L!LD,6XVN`U0,N?KMPJW[J::8%W1D&VLSNI87!#17L;_ MTL%%'[U%!!U#BT#[,_KD:"BAZ(E)2!/J!2$&`0(`!&XX[,$A"$&RVA5WO,59 M[S.Z?3V%@D3:!8ECDX3#Q/$@O<>J;G[:CX/T%O)M4QMDA2^;\SEV2;1Y62`$ MOVK.[1IKI\1PX*80$2]UDQ2$H4==.@SSAW%`O?Z46+83)"G3\N7/B`VJ&C@A MQAXENZ:%"^_J/8'.J"W9_1\R\L`^\F\KVO MV'Z\FX753\2B-*))$@-$4@#=$+BAE_7Z>`&,?9G`84T)R_'DE^S]1UP+#*J; M&7JQ<+((U.6B3*NRT^EX$.RZ-/`S1`(0^!Y,$C@(]%`J=+VJOA3+`;&=\GSTMO,AT%PWM0LJ-,`4 MBX#SX"@7XA8#H5QTF@=*M?#S&J3E;;GNAI7GM?/;OGPHKARX;7Z"5XPIG<]/ M-X_\9X:BRJL`380-?5`7$A<,&%*97F\FF+T?3XXB'!"7Q1$`(^#%B!+H#R)A M!O6Y75#.S.R.1FI2NVE!"U(-AK>`IA['7Q1(`SQO`5`S3"\!K#:7OWF5A`GH MELSGLJ:(,+H2/,*M'6W,[S<$V,^"#&./L/P_2A-*4I<,(I"?Q3(=RS+/MPWFP'&,D*\ER82!9W M[6"C7Z[M]\G%AN^1._":^[QQGFK^HRU;E3OV\"^%\[BOUL7FB3V6GS)YVC&. M^E8?_N M/N>-$L6^K)MR;:S4.\(^5;R5]\U"TC05S5\66%6-%T["!J?W4E!,LHC&641< MZD9NB%UOE!+%C5\"';-9KJ M9E.1/4MOVZOG0J^<@\XJ=V-9\XA8[GA)9\C1V/?J!W-]/^1;E;&6O MBU7F$Q)X((P#`"F.2!(ET:!3`HC0?,M9%+$=^JZOWQU5_7_JM'1&-9U>3UV* M->H;Q;AW*;>H!,&3%F6FN#-H?M*Z]UUX2S,Z7LIKQAK,#7I/*VQ*`"D30VWX M9ZD!U8JM;T57>P`+A]J#W/\NF_OJJ9E*`5Y1+?(]'WLN\-(@"4D&$,KPH!J" M<^AC_^-BVX/;`?XK^NQ\9:8XN\KA(=E4')[%<6+A>&D^DZRP'>KZO?K. MF[NB[\F'[Z2O#S[_>E^N[YVO!=O@[JK& M*9EQZZ9KIJ\.RZ`9ET%Y.%*V:>_58[_`WO7RMGUP/CSZV4RH-^".B8@_I[,7 M$OAG-;FZW+LE^]7_Q>48IVU'K^B2N$GL8QIZ%'ML]Q^"E,!Q]^\B(-4?8$,! MVYT$]+.%#;8=5P@V(US:"Y)M"R<7%]7\XJ(7O8[&0K4=KTBV0US:.VK!V(Z7 MI!H:%(";:GVPZ8>%Q$F[-KYLI[`/J.':,WS@(]?^66QP53>K`$7`(S2.`Y1% MR(N\C'J#*FF:"-T^;%/^S)7F43F':V>E8BF)O\FRLCWH[563E^<1&Z5C>YZQ M7S$6]9#Y.O$):MKE834?+"3H6351J1BL`Z>=&O"I1L2E&<59!)+(SX"/21@, M\U=\'X;46NE73HV+5GR=G_3XUZ9[+!1X[7G&?EUWL7ZR6,2UYR_UVFT^^F'- ME)JY74@LGL-2G?JL#KCB4[8G-\8G*J"\+NM5#+.4AI3E M`A&`B`"<9FC<%`.CCBW"Z3A6A]E?_ZO?/M4K!+D0T@\@%V4D"BFT`5CNVL" M`[V#%)JR9Z[Q<<6<5C,KU20)S$W6]NS`;:^NMQPOV*CGV?&&_5J>B%?,U_%& MM+1K>/*X+V3/8,T\I=J=*HQVZG8';8(P2U(?P#"-70RSD,;0';2)DTSH++%E M%2[;H:G,JK8<8J%*9\<7]BMTB_.-Q9+4JVRSX:E?7CK<8+RIM%ZZIO8:?1"U-VP4+K:'IV_5&[;=KT*#<76> M;YEW/E3-^-9T(TZ'=^G=KF[V3]U]BFKC&I7@%.,@VTC*T8\A$*WPT1FD)JA( M!]>%L)"6"96Y92;)/;]6^^8NOROZ2[I6,,->&D+79X_&+N)7O)->3))$4.AV M2=5G6^:<41U58I'&2HQ4;,(D1R@R"%EAC1=03#"&*F@+80ME]2LS:T>2)4C1 M?LXLOQ2'R/*IK/]H]V4DHSAB9!2%"0!^#&B2I8/,C&W39"A#2Y!E_CCH=AQ? MN79J11H]4,6X938\Y8CF/)07*=E,(33!/T:`70@9F;&ELK#RE&D*5[N&7UMP MS1[0;]ZR+`A([/L91C"![$]^%@\R0^@+G:`V(F@^FAJ4X]=`%*IU'3U096G* M,I[*-#5">:'ZSA1"0C2E`>SB:$K'EE=I2AL@89IZQV_.+NKF$]O>??Z:/PZW M+7F1!T**8)RR%`[``*%1&B9B!UTU15BFID$KAZOE<+U4MV*J$(K1T0SHR1&1 M$G!6>.@\-!,,I(GE0KA'UXK*Z`+3Y!M>T>XE$H_Z?AH3$J'4)S'[`Q@3,>)# MJ3*SAIC9>:?[5&.&>V3@5.,?2TCJN'UM! M3J>AZI6)NN!.,]4%<-5AJV5`*M?'/R.T:OWZXY:XW/5M^;RU?LUR4W[_9+&_ MXG^Q+YJG_#GSN.^>"B?'JZ<_&Y?%+735,ZV?"B;*^X;]@^OQB?<5UO& MH/]6.WM>7LWKNEJ7[4?.]A1-OF./7N^+O&YOK"P'7^_9K[1^/M'HEL,FK5/[ M3\]+=S;%>LLO*OI6]DW.K^=D83'GQQ,8FOF63QIYVC6&#AA,KXHSL<_PN!*A;]9L-3+O8M"TJYJ#<;I&HQCT,[4GY]!&UU MZV2,NZJ'*RNCZ4BFS/!2;,M\_7^_S7!QV& M#!?%,0[5W7!+[MZX+_SM&._M7WF MW>9ME:2YSUEJ7+=3&=I)#%]+]MN;HLG+;;'AI9+FGOWU9KSBUV1!1`SFMZHC MAIVUD*S9BFGGZB96X!/.J?^>E[OW55U_W(T#&]I]V+M=<7M;K/EBWA5US=+] M%;]'&OL1"#.,<8"0[[GCYPR<0*'I1!;$SE!@.8Q/Z#:IS@LU9\XFQ<&;R#`M M>&`A6:<-RRKKR]=`:WG]H6H.!YM@W1]K.OJ%06^N&%,FB"C"$4V2.&7_^?VU MM7R3#EVAG'4^;69XR^^8.K7S`PNS=5'_Z.R+;?OQHJF.`GL7J#.R&F_^LKA-C@_<"M^O'*8(0MHIY<"7JB9 MU;93%Q(`9C18H'O?)M0*:=YY%8OFMSW;<_RYHB1Q810E@4LH\4.0P4/IEH8N M77TI]C>5?)JG*5:&-HXUU`D`U>Z$^//=9J1ZGJ=_>6.^DV4_B!'Z11P@Q]M' MS,LA/T_C+2=?.9VR%TNWIS$42K8-N6$A3&O>KE<3;:/`"?/FY_N<+=W/3S?_ M8%G]=?4K(P&.^/.G8E,\M+U^AZ]?UVPOST?D/^V:59)0[((L3-S,]W!$W!AV M!TI=F@`/@=4C,Z?:?&[R?2-&I;8TD7FQ7RHM_([W-X->.3<%X\\=I]#JMFT5 MZAXY\QNMB.7$"V[;.PMYWZV;6;'>: M.\>J\UWVD?+.07NG5]]I]5<:8FK9;6*9V'(\)M\5I>&P*\GK%@R-T=$!>X+F MYW'B0LA^)F-?#O&9$6)AXO]4/.;/;<;Y\?8D")WJ<1CQ&F01)B!-O<0-8Q0G M?@#@H`=*(5SMBCM>#A!C>^/BA>@B[>CB6%,IUMB/0?IO^^*1_>(];SQG>=_# M$6_L#[RQ[GFCYNZ>NMFVEHYR<'JW`S M("UW;`&7^?:H^-0KUYQ3[L,3;]JH;OFOE\U3V]6QBD),0GY*/4$N]B"")',' MW:(D%&I4GE4AVVW-@PTG'^QZ*XXW&-WVHC/DRNE,X31R;(QDA]L\#A7K.5R< M+^5VB']]-\IU,"[.G6JMC3.Y5:9IT02R$]V,LSIN(6V.\]I<7?!-DYX94+H9UV0\64`ULQ1%L5^[Y3 M`8BM;)@$<)O8')E$?2$;(:,F5?86J>0&A_0Y`MRQW3TCU^=WN]MJ_]!=(W-3 MMYWH*Q00'V,SHZU6K)I`G.93%($EHE,T2BJ"\D$S=I465R&@M2V*,5Y1[`<)\`&&`&)8Z)8&^:=:SLH&99S?6W5$24D!G6EV MMPN,'(6+8S*1--7%^N>[ZLO?F&$\7PKY_^%L$AZE2=\8?88TU(&Y,#-H*%[I MK@G9=_R84-Z7N^)=4SS4J]3-8ABYF!(41@3[ON^EHS1*A"JNFB+F>/M?Q$JN MG--J)TT&BC`*,H-]!!5H0@4\4ZQQ%I`I"M%#<"E\HFG%2W(Q`8H$TWPJ[DJ> ML>R:#_E#L0HB%V4>B>(TB8C+>(UDWB"'>ECH'A?EA\_#+@>E'*Z5-*G((B9* M)Q;!4B(289R,\<P`4_P+]]M]L4?_Y'\;R" ML8\HP1X3EKJAZ_DI]`=!0>`*#0U7?_H\3-%KY;1J.4PO::Z01DV4+&P"IL06 M$E@9XXL7($P2ABI@BV$,90.^H0P]*(0X`S_M]TP*+>MUOOV?(M]GNPW)&][2 MBC*`$L]E9.0&20A=-QQD>03%HK2A+,#V5Z5.+Z=3S.&:.4PUA^LFP1[J^+U- M(+-`)_G%2`DU`SSR&A:O4(DV=`M@$WT;*H-K23H/H>6VV&,FXJ[:/Z]`%G@Q M@3[V(AHBZB$)+_6]R#AT8A-AA^";#;VY;^0'BC.."!%&7`A!&T?C\+(B% MJQA2#[7,!^-'1:Z,!`_(`?,V`5C#1.[-%X3#P!M_;/`KK[H2)@MXQ]7TKC07 M@\);_=MP4J--+N(T(@@$7H;CF,:Q!T,T%D,!`D)GC]6?/M=[WFFELGM01$W\ MW;<'F"()"&-ED`].0'B#&-0`6Q!#*!IPABITH)#BC,.FA+*?U"OL1WZ:)2CT MH$]#BIF<>-R2X"2090W9Y\_%&\>;Z%8S!>:0QDZ<.VS"IL@>$H@9Y(\70+S! M(*JP+8A#E$TXPR)Z<"CP2$=;O3"(4A(!U_5C&E`0)"X.!F$1":6W%_(29N:2 M/KSJL8D4@K)\8@L\/481P\TXIQR!(<0J*N`MCE>4C'B56=0A$>(6R"1M6FG; M_&[E4T987N![0>9F*`HP&-O(,C_PA3LYY9YJF4-&91RNC01K2&+S-E/8@T6. M'401,<`')R:_P@%JL"S@O5=4O-)=$?(]$X<3,-T$@(]/3=WDNTVYNULED,`@ MC`E.DRRDKI]&$`]2(\&)Y89$S=1-<7(LK)_"=:2F?'.%%KRBGSIF0U;IRXV[J?>?+XOBN8]A[NL M=NCY\`O##2^\%(R>^[G@PZAP]KM=Q[Q/V08MQ2@-<08]/XP\T$\$1]2C6.J0 M\075M,R8ARM:ZJ,1TO65TUOGM.8Y@WU7SLWS\:CI\<(L;J3D29H%@"MZ0>/W MX7XY6I_7\W:NA[3FES/19$&+82%'NI>`Q,NK+A>@DNR%1!-77/1WF`4P"A+V M7T23R(U"'V91,HB.02IYY9"^/-LUP3>NG5&]Q=<(U&(18VZ4)8N'^@!;NLWG M3=0FB-DDY@MA6*,F?7/GCFFXM"YA^U36?\`_RWKE12`.LYA2DOI)Z`;0!Z/, MU`L#N9MTM$3)O(%*M^> MKWI,B-X?#G@F01K"``?8]PD-`^J2_MYO[$8IH&H7&*I(LIY''.UJCNXB53CH M;0A9T>1A+E!ETP8=/"VSUAFHA&A+!^+%\9:6,:\2ESY$;S)7N6-BFB.9'RJ^ M\\JW_7ABFOAI')(0X0P%2>92U'\XX>(P\,62`ETIUO.!ZXK/"3R^/>^FN*WV MA;,KFJ:]0&^W<=;5EM^PRH]`YIM_/-5-.__QWYW!&*>SAH\2/?*A(-%I.V*: MXN;T@"JY7;U$4NO+1F%^SQ9C.Y5]%7DT=FGH M>RZ.HC0,($3>H"9F6JOE9_/H-EM&Y[3*'ZY'QR?1E;IK3 MV^8<&:><"L[D=MGD<7D>5V7D69UM.4\UXA6AS'9>_R\N%Y[9_%>SYTNX02%V MO2_SFW++ST^>J#K^6$Y=C(#GAR$!R$]##T11$H[;`P0SH9DME]9QOE@V&G". MXL:_G#6FS;P<9&/;"DDHYEUF72PN]ET(AE=CX"7=HKJ/ MJU=QA%T`:0:#!&JUDN`M[M64 MU7\ZKY0%0O5EP&/-\>/-MKSKVF*J3T7SM-_AO+[_>'O+?FM%PH"P=S$)XX#& M_T?=M?8X;BO9OR)@+W8S@&\@2M2#]W[B2TB`9+HQ/;G`8C\8&EO=K8W;ZO5C MLKV_?DD];'>/6R8I4E9_"9"9Q'5XJ#JL(HO%"'!,T[`%$Z<8\T$>8PF#<[>2 M6+PC6&]3+`HQAIXG&\><`:-=A"M0/W2OX`AYYAU!RT"I@>U)W.*O:N37%3XU M=M75T?)L35-";0^R7V>=4#HD2S\"^E(^/.XDEL4J+Y].P)#`AR(@2K.$9X01 M!/T,=V!\GL2F8FP3P^AB_%R)H-)0`\6(AHR.&U71U5'+U M)/0,K^JD.GK.L)^L'D6TQO-$Q,_>>'YXQ=`J40,DK;/*JJ>\7,^!5-&0H8P% M*?8#+`P'G=V44JWK)X.-C2]I)Z[78!RN:+H$FRJ:0VYM*MI%6D?2M-=T:6F: M(=.3U333\5S4M$%$*3_+VCZY7%]FO_EK+73@L7PF+U\?R\WR-M_L7MH++E2D MZ3Z&/&)9FF"8<(J2SGP<(J8B;;9MNE:X]C7J&J=W`.J1%Z^&ZM58-9]HM<9W MO])=DVI-P5-B6?K%?72=25R>J1,?N$3T3;'`RL`!0E'4A''`]QE2:XIM^MN.%>WV,_4D'N_SS_AGS:10FR:U7-LE0WJ" M](HQ**$PC1D5F6_HTXRV`BW,84*5WD0=:L.Q@AY@&>NH,7EJ>CH& M;WJZ>H8R4W4UYDY/9APTN-8^-QN'4\*2HCUM+YT+OCK_O*&@X:1/1 M;1LC>7O@8XL<9?5FY?=R6:R7V]MB4W?'EZ6F>+W>YZOR_XKE%_G"H%@J(A)D M(H1/HRB$%%$>=J:C.*1J!?JXC]D5P@ZD?("J>11BUI9S'Z%Z7W0>RNQU M)052>GS*)J43<2ZK0ZK\Y\`_G5BV4&I56O8!J?8H><$LW<$[9DL,6XFQ;S\\RJ38Z,6U-(DF=:%JO*F6"1J?1HF MLIJY'6-/^:@C0M57O7"U)72H=3K+B8CE+<`#'1!SLWMUX3<48Z!C(VD3M8IN@K*Y^- M[FWUNHACR?9%)@8B(][MG`>.+)ERK#(=NK]_:^!YRQ:?ILX,)51-:K^OWT7(?782M5/98]H69J#B>B7K=%43CY4357+ MBJ5L+YSMU\OM7;5:SDGLQPD.`A#A$.$0)R`(.SM8,W'2_G''RM7B\>XE(&\K M$&E*ECY;:B+EE"@]6>HXJK%X=[T<.5&9MUSTZ(HQ;1-1$G/\E:7O1U,M?L\W M?Q:[NCBD6.PWY:XLCGD<@@F$<4S])&$L"!(*#QL[6/RY5G(UR)#S^$<^OUSO M3FX/X#2%9!B1:J(R&H=Z`G.$Y1UQ76_KIH^E'NFQ0NY$9,C.6"H'7Y^F/'W= MY+*:[6AP'K(L"B+.`&.`4BA2P8`<'B[8(D?9L7XI5DOYBNM.VGDYL8>AS-0!)%D8Q1%*`P#2UAY) M4H[U%A]C,\[7H%^^_G[B6/\\=:OJWOM;,$-^/`,^J/>S_A;.@C2>13#QQ$\^ M%POYX-'JI75`.+8#OL=JC_L-GHB).-_P<526OU`+V>@\\'E*XB05:RA#-/%! MS./.5D@CL995NWQEGH5>-*"UBAVPJ`=\\G_Q2DBT%OYQPACA'%C-`D!0C0 M$`6=28C5[B79L.,Z6FYQS+QUL6M7Y[AG=;;/H];6N7,*S7;1)2Q/XFI*KCMD MU]E2/\?1Y=WU0I1E2=K9XO7RMR+?%MLO=?V^%,3/Q>Y+ M\5QM=L42/\F6U7/.."=4&$P#"'T.(AQE'8`,4:B7>MBSZSP7^5V@><@?"F\E M,7N/(B3U[JN-)U'>5ZNR:J4L^=0(FTA0\M6J^DO.6_T?+C;%LMR)_UUV@*CS MEW@6^GZ3NR2S(/;/Y2VIKC):G$HUG;S.'.JI9HVQ9KI!Z1UASCP!U&L0CJR> MRLSU:*E]]B>BK`X&5KG^<#6ON-05.'E=LRK+*#E-C]]/8+\Z3F54^G:\A-%3?I('5%SP/%T??NO+SIGK8Y$_>+M\\%+OZ M,/))_EI'47'.P\4/;/>+Q\:DG=M;>8G<@O,_3BKD5W*L+C[&%[, M1?;F)RR+.$I#DI+$CRCM++&4*K58&_#SKK=W%HO-OE@*/V^0M;?!)33#,FX= MZM12%L>LZ:UY'9B3G.1*Y=='`#T)QP#N)I)9#!G!.Z75QF0HZ\CMIGHN-KN7 M6_'M[$32PO]G7S[+95M$/_,,)0%'/HU8%@@)BWD6'[2+`1CK*,H@0XZUI<,V M\[;5_>ZO?%/407O10:S#`4V5&4:LFMZ,QJF>\ASIK('57/(CE[UQM1,AZN.I M1Y*LT#L1<;(SELK!]ZECTO2(D\V-.8S% MK^(@B\,`I`&,87)2N!*F6F>].K_KV`^:.X6-"VBNPUKLJ"V[KH@QV-/R\`5. MG*C!"0$]0F!"TT0TP`AZ-?PK,6HA,Z?E5_/NB:VO2,A&OUD5]M@N,YJ#52R7*_%NY>GWK M"+,LS=(`!4`$S`@)PQ!WIDC`M*XYF/R^XU7]!))N,8()68IE!XYYTBPP.**Y MWHW#,Y3T50X,('`B0C%H"&^K`0;3H9$:-QT8#G88S/Q01!M17<6%LR0$!SL@ M57N^U/C'G:?&1CU<]#E2DPVG].AIQJ$MR]4$XRT9O;L%AKQ-1"K,\?^P6S"( MB(%=H4Y4BE5/XJ_+Q9Q&*>:R?TN6$$`QCE!R*%5G%*#A#:),K#J6E;=-CJRT MB#)B5^_(<5QBS4XBWS:.\DY@SKP.Z"1Z1)TA4.'LTMXD3$3='`Q,J8G4<.J4 M]?!SM2Z5,?"``,@AX;Y(_-(P"]$A]Z,A#T,=2;1JV+$JGF`U%$:[-*MIX]48 MUI/',^1.2B%U:.P122>S,1&==#.V:H3/V3#%/-@)""%1D"4L]C$CF(`D[$K8 M:>`CH+/WK/WCH^Q"#TPTU9G22S2=D&26:%Y-F=YRH9!G:M,V$84QQ_].GFE( MQ)`;R;1:;ZM5NMM5 M#LP[CK%.X7G5$5]=?/:/MO`#^!9N-`^>!S6ENO(4Z&G9^?O/,^_5K)Q`OM[F MFCZM/;+H<(XF(IPN1WCY@K5=,AV(+RNW"WFC1JK+=@YIPGR*"(@9BSCR"3@T MG*(D0XX46`^#ZW.%%HQ\9&X*?0]4.+/BX&:S\.&\W'"8QJX^A%8'_DZJ]7([ MCPD762&.*$$,BVC/3Y.NG2F%+'3DYVJV'?MW#6*R;EVCL^+.>F1_.#?6')ZQ M^YK0Z,!MYQ2B@+.,QB1D218"!.`A2XN"$.OLLU@T.\H.S.*=&-SD6HY-RFVG M05;9=IO^3%9`K6BG\D1\.-E4'YFQ8FJ2IRR6=X^Y^(#O]M_^NUCL9-?.]5*R M_G)\./BNV.U6]3.>7XO-T[9MLA)1",*4)$*X$\I"@I+LD&+!.%1ZB]TU!LHXFXO/.AUF-^^D;EC'=YB_R:Z;[ MS::H[R!^%O0U_S)/(M]'<92$+$CE[6F29GYGVL>95I9CPYYC+_^A0\)S@]6P MA&D0LWK%2V.1:E:VY-U>XM%I85(/.0HE23:HG8CB61W2.V5(]NA2O\1U?R^H MDU9_J61#F8?;ICW1,:2:\Q`G&),8^EF4QA''#'77QV@*(ZT^#!;,N=:Q7VX- MIL)U!.>UZ+P6WDD*-_:5LHN$]8B91;8GHF4V1_3VFIIML@Q: M,YQ4),T#YF,`@M1/0C^*,LK#Z'C$5;]O8-*?0<>"ZQ.C8Y.&UE9<.(E)LT#<4*5V-==?;04TZC%F;B&J8XS_7ZL&< M"),[XO,T@!%.0@XY"WV48!^S[L%<&K),ZT!(YW='.?$Q5P@MBM3$P14[>KIP M/450$P,3EB:B`T;0W[_FK3E\9>^GU=-363^A);O+TVHM6Q<7ZX4TF<$PBD(0 MD11D)`VQGQ[+_6$,M/H^#;'CO$;V`*WN*O@*G/>3UQQB]+W)9Y]9-1$9BU0] M4>GE!JC3AB9G\1:UR<'F'$M4NW!JL*1JG4"U<1H).[TM.@4U']X#2P/ M[W:;\MN^>0EQ5WFWN=R*OU[Q_?O,]9U(#Z=[(A)E8R1OSY5MD:,51U7KVFZ= MN/U+/OQ[L]]M=V()%/(X1U$8T#@#(8E9P"G"-.RV1UF*`Z`;3`TR-I)8-54@ M?_>>6U_[Z6_`][WGO'T7^9-7;K?R<%E&"=41OA?"61`%]1^'_@P"W]O6A0)7 M"![Z:+X005B9H8GXJ+WQG(DE+!*E[*]?BEU>KHLESS=K86:+%XO]TWXER\Y8 M<5\NRMU!,:#O@TRD73P!T,>`P2SHCF@9"ZE6K9=%LXY]N$/J%2W4?VA&'#89 M5HM`KD2N7D1RX+5#Z?UT@M-K@7ZZ7C2BSF*/_CF8BHDHH8N155,^;4H*8!XAGR`?4#X4A$E#F9]V%(Y;X)!VBB)JF'*O@'VM9P+,I%P++ ME?WP-3$:OF?(Z$3]S70T%WQL$$D6HXYY!DD:$AAE81:':10D$4<'RYB%.D
1MK3&[)&[34*9,\49<;,B+MI4V3+/6*R*.E.M$0B_'K>E'?0=EN27%?;8ISKYK+)QRW]:;GG-``)"GA&`0DXC'W.8DZB,`/M0Y& MQL3ENL;R)(ZMZHJ#Q>E@O+(>C8AW;^BONON7HTZ?6KHQU9G3RT=.)ZTI$WDU M#N_7=M+D4#[-O&_U:+SS5_N\DR&-70IJ;S+Z:D:O,.43612N,O2W5:A7HW_` M0=4<@Y"AE*4$H@1PB!.$V6%!8PG7B>@,?GZ4"*Z]]S?X4.HR6::'459Y<66< ML=2P:,_,V-B5?/4AD9GZ#"=638M&Y51/F7Y[0V0#Z(HOP9SC1ZT^^/I>3#&`E%#FM'@Y?=_U2.M`B^WKQCB^P"^">1#ZIKI&7">YQ9[<3-A$? M=SS(RRU6K%-J0PVR\G^+I<1QP,!IR(DO\C)(:.:3$*<@:3$$(>"JF8!5F]?T M_1IMX_53=/@?R#3S<_,YF;Y[#QB;NEH$.C(>DR359Z\!?O*=_M-W46\[/RRM?R5R]I?ASZ]8)F1.J9 M%CS,N..EC>WEF:X'O!@/8': MD[`GF!^3_?G?$0:%/40P"*A;M-$T"L7CS M`P[(M2[V63?N6%J_/HH@*)>`'.BI'LL6MUE<$>Q23^M)F+*>GK(Z=,_%9((^ MD)Z:C<]D[\6<2*MZ.D<)Y8QSS"CC`0<(9P'N;+,L3@9V^-=#P--QZ.(VV M/?Q5BBK-B>24X#A,.0E!*`3FN/L7:_6N=F'_@V^\&=-N55R=,>Y48">\`_<. MM\.5UFBF/I;:F@W13'$'T&D]KCI-9'F00D`83G"2@A!!C`@[AGA)YD!UM>Q_ MQ#TY8Z[MQK&N:'8LM9/=G'N'6PM!KM3:WC2O9OX*/DRIG"GR3^XTO MS/56$J<236UMY8.*D6";$XGT)2DGWE^_`$A*\DLF2`"$<$(GQSPI7(J. M=P,H5AWK>M[&Q3ENUO6/]03TE M93Y?\E2Z;332$,Q@#QH<4(,>-CWPQH#W!]T(]A/[%NK<?VSGCJNHE.8FG9GX$<2:DFENI&M5Q=3,IMEA=+P_1],XB< MA"`);>C99K\(0\&$J41E'(A`4VULT4L.Q$.=)$4?)?A'C4)JY1JI*BG!16IU M\DU7253*]MGBM)+3&>>IEKQ&3M/+490.7B7[F/W*M[OM1[S]CJNECSR(7.BZ M"8PM)R:35-15U)$I;&0Z/-NM?+]9LL)U8#A7O#C)&;:V)8\7/F7I<(!O+1+5 MM7F/:#BQ*#6.+DV6GT:"+T6,&,[4.:QKHGGK>%?1IH"+N\:3+XIXJ.8!T0$&'E+9/;+&V MJ\`,+6CA\NPI2F!_6!X\#_%\$>I\..=+<.?A?EQ2N[C%X`Z3?R-?)#2O6K;+ M:U#?EA5Q":ZVX+;YUC@[&@G@J#&3V1Z8KWBB;9K03#2MD#FE.\/E?E/YA>F/(O,A2?/=1W4A<9 M/MU\,:/(,RP'.?U#(\?B:@0T[4F216H/#C!TDR/D1%J'*9$Z1OG41S,R^21& M':GC9"7]=4?@L>_45$U8LRKRWTY?B'XPW;BG&K+-_BDKVK^:_/LVJW[@I@8_ M:6$LN-Y5;,WEEJ8#3'W`&J\(`JI"Y-^SHLE7^1UMWBY(:$[R>D);M3'SU$V8;F)E]O,6[^(@)V1U*:!?[51,3T'\O$LY/$3'W3 MLGUDN):3.NU&/IV$&7#0I$?X0R7+"<79EK&P-K`=5L#`@AXM;Q&1,,*'K;;, MPC6?T`RB&7Q;L'I5"A@PQ,H/4PYD\E2!D6AG:++,(]ZNIZ5&D;F@87A3'IHF@ M81'8D67OD<:D&'GUTAF$>&"(*ZMVMFWS,P,!K0C.7,\9*T@O8&)B_B_)[C:M[BNFRN-LUY)^) M5XA%;/)Y@&F&41#8L0T3-X%I2*9^`>IAQD;`=<&B:FP*YP&M17TL6X.R.(ID MS*H+<&P78(:!QY9-DRKYKAZE4UIY>?P,1(B#M9.PJXJ7._-/* MI=@-JF6+_GP9N"F,TM@)3,NP3&1X,6R+:&'H1M"=,H62BNO3J3#6*_ER^/G'Y_/?2)C[3Y>C2"/K';((F/BF&?B6T3W:"T)WT!ZZR.>I6W^CU=H'E&`/D^\4FE"NN;<^ ME-#,%\3'<2I[9^,UHH9M:DRF6;>X*<*DU[>G!79@]A$,#(LB,S M<.W4MLPT]OI'(R?B:_,HX'D*<^57WDB^DT1"N>:,K5^^2S.U3@>*:3&H&-2%89AB%$B1GWSW9CPY\: M]K@?.$_<>[0O]_;!&(E\CP]]4JD6$OLX6586_9XRQQG^1A.O4]KKZ7(^:UG,_A>06/ M(8VV$<']?!DF\<@PIAJFPB@H:./@XEDTG3A; M5CXR5.X;21X2$Z+YS#-PP:Q*WPR:X$C=U&0V'J1L$TUVS/!V`?=9OJ$H4%E] MS3;X*X7)J@0_5_E]UK21^0NN\S7)]/-L\[&LFIOL!D?9Z@=>'S[>I?YV8H4X/``>(%Z&P"[)>"(ZM` M;Q9H[3KZ%N_:QFQ>/RU/Y^!P3E7Z#_8U9Q,%C7T^[DSL/+[G:K,@EO,7\I2Y MO:O)"=O9S'_:V&%6-PA(1F@/BO3?N[QY^$!/A5]=QR2IRIL.3@JA:X0Q"CSH M!M`*$M/=PX&F+RCIF(9AWN2"-=IIP0.&'EQ=@Q:_>%V9Z*RIN8(Z/PG-"<[) M1:(D7IVKI$CY-)>)4>R3%(Y29C%.T5Z!!9DY6&E%TJIXJ9H"OFSPMEZ&9NPX MJ1G#Q#!L-T&IX>TKNMS$]-0?51B.[?R.*U#;`#-NGH5H#K^K7'^6XW(^,9_+ MVQHO8._=(GW=FG\`_%;+U2/,E[)*/=8-BM4KSC:KW8;]\4NYV1!A_IE5ZV4< M(\='D>7%;I2&1F(A(^@P^]`T!TT:M0!Z;KIV`8X,!=^HJ:"S=1Z9&SM`5&J> M@K$QLP".&Q8:Z^'++I,NCA-'RF^EE%.YD"*;0APTJ6S\?_+F]AG(^C'*QR8Q M@]NK$/TX,ATK#9/(,QS;3Y!CVSW.R(+^\@Y7>;G^VF15PZF>JB#R1,6GU@P. MD'W_OZP!_YT5.WJ)C"&@!%VN[S@E34>'C9>QXV,]/XDY+VA6_4RTG@E=6Y`T MRZVQ@MW"63>O9`3H)D_*[1]0CZ_0$7/(T%]97GPHZ_JR6&UV:[R^+-*L*LA' M:F,9AW[L&9&#`C.Q4C-$KM]/1/TT228?^YP!LNR-P]6JPBSEIFV[V[V+#8&* M:Y`7Y/_D5^*Z(7]8E5ONF\;U8%"]JJGRMQ9:=P&HN>`/:O`[T)M,1T]O]/GJ MX`E'JE%'$2/I]]-,(:S(4U)Q3M-#7]E-AW&YO:OP+2[J_)[\*BH']%-+A.PH M]1PC=#V8&*EK&&;8&Q0G<:"-Y$ZR0N$BJY+0W%YR^H@-T-+1?5HGJ9\V_C10 M?V5#3_.$8,*H.[],X933YTH>A`S$_X1\0@Q1*E,,@:X=7+#[VC,_X::]\R*\'+QTT?F\#ID< MD?XN*IQM\O_#ZSYR7A4O(ZWR)TA3Z,?(=U'JI5:8>"E*W'@?.TUH#3N5/R-` MGG@TZCS^`3NX(>!KKDBDC1M/SQ/.Q']\$X`3^?B13UDV3RUB?F5?H4:!O57@ M8-91??P9N)SO'(/FKA]WQ.'KCJ2>M']=`[([8MFJ*T9,2#^[@.LFVY(_^A]WV2WW&?E[MZ\]!]@!8$58<_UX=3C2MZOCV_ MSLE/LYH%B_6.S2:;]K;JO%R#[YC^H,*$Q(:5%@FZ`52\,T>D-`I&CN8)C0H& M!J8SRIPQQZ+N9_+ZWV8UKNFAE/JRKG>T.*7^BIMFTS9Q"[_7396MFF5HNXZ+ MPL"+`Q1#DI0_S`M04]@6[):X^8/ZO^=99 M10X)Y6NL,XT&3=97CT;8'XR`=Q?@\C#4_CBBX1WXUC.A0V].Z>Y6L[(J8?C] M?JNJ,DB2MZ(JS:5SR/T1ZF4,0R?V(L<-W2A)4&3&-NK1>JGO+PM\DY'<>C&+ MK/,@'12I@S92/S-J^(SH@&@^<>9RH'+U%>XTO>1UT`C073*/C%"CB6,&Q>\G M>J-8D*=JXYTRWPD3%['Z8S\-+=>+H1G:SGXV#=/`[DZ8I,5ZIO,E;P'D/U_2 MVS+J=,FNP,""YQNIE!\V&.J_WR\Z<=HO^[`!GR/&GAM_\_9S!NOUHLVE8\,@ M"0(S2>/`0#"U0GN?[ZZ%F63;?KE__*Z/SI`-P*.%O'OR&\@ M8X45@1VJP7!G`PEB395_WS4L5VM*]LU#AYBU3^FPO0<)=TP*$'6'D*F MZVN;`Z.@;O+-!MSBS7K:V7+Y@X@SB]=P_(Q/W\.#\X[,.7VB7-=3!V(<,_R< MN+(AH)LC1HGR)2S9`T2+I2SNL:'[ M5/$%KZF9.$X9+KKIYLQLR)M43G?2X#K3?Y$)Q:+\F#6T!.3A4`J2X.]-]U/R MMW!;5@V=N<1EW>RWC\S`M,,H,"+;L/S(MIS`:8_86S#Q7'O0(745.&2?/.]! M`8IJ:"&$$@<,*P75A7L^J:&HWS?E^Q[WHX[&%#HX8"-J]>4[CZ>(LH)5)ZHEE3A($W*(I686JH?_YQS5`JI*;=O0/J$?S6T8QK1 M_,5/O+G''\NBN7V,=.E'$8JL($ALSS5-UW+]..P1VG%J\\Q'%<*2K+7)CBVE ME@4&#SBKV!(JKGGK&U2Z:=B$4%,/C5/D[:"03HT!G36@-0>T]CP-]XJG>>)\ M<6)*-X/#-9F^S6%Y.?O;)D5(.G3_2R+AXF>YN*W*W@L`M2DLU"880Z9K#&"_7Y6*B/:]E$Z(\4!\I3F:_ZKP[C` MQ6.(EHM<,_'2)`E2RTW"P/6\'F+BQEQ=*U7B4J8S!UG9*TV#"S5",\5ODG1& MD07%?+1.I'8PH3D M/%;`WO2"*-40X.=S5`P19D]1"V&T<*^WWOV=H: MC&3^C:@NTY<:17&I9KX0M>73*CA*O[)[LD>YM&$<$VB&;85&ZD6.E9C]%GQJ M60D:UHY0,2B>J#*J!:&X#6X5+A(9XI7Z9JZ-[8,::!GLW_+!Y-@OS,EG)07B MK!ZE#())%RP4KVY_'/!%?A2[;A+&R(4^C,/0=?J%J=0)/4-\?B\`U)EN7JMQ MF$CA4.RK&3>M-5>/MQTQ63\$^OJL%$2DW:,T1#CQ\E3DT0['`5X:)@F$3F!' M"9D3F2@RXG[-*C7,R)0J(B,QG>O&M!)_2=(0!:Z:;T/Z?!3D93>(%)")CCY7 M_9AJ]E3Y$$*['/5XM.-Q-#V*8PA3.X6A'P2A2_X7=>MHAA5$?)?QJL!S%IO. MTITB01X4^&.6S>;S4(67V1>E"!-]>XYJ,-7D*4H@A.[!*O`QJWY@UI;KZ+(# MST4.#%'J&+Z7(L=-8=`U;4M"%,=`"WDQUZ< M](\TS-3GVZ*;\B3I^VX]$M4M95[GY,0+(X))3=X;(:8\[<0BC)[!;]$'W-`( M?74=5WB=-U>[IFZR8DV%CK647*:>[R%H&VD*#3.)`]=.[?ZYIAM"'K&9_##) MPM/AHVTT5PPAY_1@.IG#L8=7?Q5V6KS]7>;'*[[)-UZU[B9+` M"Q,3.2A(4S\T3>>`(D5FP'>5J."'2\\5/GY&8$,QBVD^PV?^"V^99!XU:3$C MR[I2R6#DS"<2?%?6>4.R?HM,@(W8<5+#]7W+@Z:___VVYW"U[![\2V4O('8X M.-."X9P,DW\I=/#)_-M,2%'R_K$G%)N;'$V4F1]W.7%4<+[97VBK=[S^G%7- M`^OSF*UHW[0ZR>O5IJ2-(Q?X5Q,1FWXL?2+T,"52[[D>--(@M@RKA9`:89A& M/"^_R.=*C@_'\-K.L1UX0-'G@V]DED+YL-@R%]M\X>>8U@?PB/8#4/"-0@4, MJ^HC"APTGHAE,IRA2;B38EHI?RQS!LW#1<9'B]K10TQPW9350_@KKY?0CV!L M&C")K-"W4.1YD=%N'42>CURNZWY%/$_=ZC[X_@!Z:.`;!:?Z/1W`UXGW4R3; MFKR70DTJY0U.SO?PZ^H6KW<;?'4=WF?YALZ+4%G1BT8/&Q6/NULOZ&<.\2&P M;!(2D!WY<6RZ?N2;5M3A\E&:!#POJ70PDM_@'C]=Y-M;\/ZZK-[3*[:/MO*? M-,GGS'[D^VQ82J25N_CRI+&>(JD3N^M@O@1J*NDGHK8R?VH2TM796\[TXG"N M&3]^YM7U57.+J\5M5BSP]JZLLNKAXJ/-[?%FLRBU^8@P1,`M"Z(9>A"P?.CY,X]Z8`*)!"V)Z6R!9 M=IZ$*!+2KA:+2WHSV7%*>;"0'D<-K^)+SD;Y>G([\$8$/<'+7`AX-B8H8M`0 MD\'>9G`P^HWA"YQ/*+@YY&\`RULXOSY)N:K#T.N/KKPX_NZ>#<#NALZ&7?U9X`84!$F[ MVWY'N]T<1'I77#\4\Q6X"R#X<2.HMZ#4Y.-2Q/";MDDWPI!1)(VZGY!NR.1Z7&TSG>KSHOL#(8(&"%"I@6$7F+!R43\\) MY;`M.B^\LH4A?;+&/4TC,T=^FL\@>QQA%$<&.9:RP3KS MPI+'W9,U#U:4<4((/Y5->ZR#?C#"9,SBK+&;3/A-6!\GLF MULC3]X%["7]0X]Y=O+5O=@$(&_V1/OH5T!("#HS0!K(-'8*$E8L7RDVZQAX' MKSSYEQX./Y'@Z0%P$C4)(,\-];*LPY#G#GPWT6% MLPW=`J0UR/4'EAY=%9\K?)^7NWKS$I=>/UZZ=HRL?W(\0W##V'H&*%GV4'7 M\R>,33\4/0T*[+(0FJ.Q$ZQT(OM'_B?^DQ4Y M93T'>`][8=$YJD4C.34.KTFD[<,IZ:QCU+VTA65S]/VV#@!ZZ/+#>R`]=",+$B MK[:FJ`@57J]BG.?.;U-I32`%6Z(V++2GL^M$N4I'G9X9ZN,C MOIF?5/=(ZB`T@N$3TB/78YHHAV0CGS4RDD_II+A=;DDZMD0)M.G%I%9HNG%H MI4%L^_T#46!R=>$>_Q2MXV]K@X@(/)#R\5%6/-O3(^DPG@?0K"R2,B"8TC(J&&J&MT39W=UMV'#*-NGV;E,^8/QE/\0H@,>0NFK8P/>2")G0 M3J"1)*F%XL#KT="+;_C*S"6!D%YO_C7]\GE`(?G_LW=MRVWC6O97\#9)E5U% MD.!MWD`2G*0J:;O:/CT/_:"B+=KAM"QZ1#I]?+[^`+Q)5F(95Q+NTR_=<:P( M:Z\-+&P`&QNS$L\G?A8P+J:,AX#!B!CL(0\BN$Q2OQR;)Q32L'LLD4_35AX7 M(IF#5/XW7>I=>U_YWF\]?&Z:)PKA^7)7?2_:DFQIO/:XJYJR&?"$ M/DY10I(TCN,\Q$Z08'?$@T*QAR"-@3`W2@)_AK MBEVBMK84;\_PH'XQQ1\L<^H)H?(24H)CV<6D67K5EY5GTT\7'/S.M';\@32A M5:0\Y9:HHE:3WEQ9JM+%?_?DU0/P?VR+!W;(^:]RS3;W6&;')1WUU=/#+V6[ M@B3R`NRY*(8!R;PX"\8W50,/QFXJ=%G$$(89#H0?Z>^^%0T=O^L!GW#.O"D' MG!9'F[@7$\R366AGX``V&'&##P/RCUU&N2T>$KR&8(&G=*2;%3]6.5VS+/X7 M21-C::!I6($/V_XJP,'O'@>GLH3%%OQ9-'06J.ZK;;'9/!_6[J*_9'EJXU@= M"X%5VZ;==>;T7T!_!YYI(VT-;CK`/:6:ZF])NN_4+0##'<*27#/C9A[GV<]" M*_=BY%3VQ#YUHGQ10XL4NVVUO6\.?W^Q?9E&P9[4706^'R2IER<8AQC&F9\[ MX_Z)E["*)`*KF$6!&I[JAUM*0I"%0/MX/99>5QI=+3O M^%/U]OC6&6!FSKP^,^FQ$PL[*SJ*)2M".[BH+1S)@FM0%P<768GV!;[G\'KJ!S!SY=P]P!)?C[Z$GR"_7I\7VX->B0TJ] M/MX-O:FWZS[-C,Z6[:ZX;9^*S?[S[$'3?E5=L4^!8C*0+:_W.S3LAIBF!;8A MAYQ8@"_=!2Q9H"].0VW7R!2,?EAD=5U_+5H6:3WO(Z[N/;R[O;TID M]/_;^\MR5]5K/(ZKE`ZKI&BJ9I4$?A:ET`G2#$4Q07Z>C4>D$2)>(!(#+8O4 M<"3$C&/:-)IWN+X[,)!]Y/2C`;V9H+?S#$R6`F8JZ&P5G!$7[B%\D='[Z1QB M\='?_>*U?B$6+[V?_J%TR'$0UQR=5AR<;[0'_::[%O_I^FO7@?(K\.>WDJ65 MORBPT=V\9\<3-R7])3O9H'-Z%XNQ%XL.R'HGG+S?RS]NG90TE;N[,=,>C?/5FZ)R\6_-K:H[55HMJ]Z'3%0:>[ M?='=JK[:*.OF!Z%U7WCJ6T$_T`7+8Z@]1=K4$^?7]?DTE`['S#EE_IQ1;UTD MK='K\X3@2W33OU[LO@B+YH+^Y3K%$JN%G%KV&RMUMXHA4(8;?--T1[0K!^+42P.BWVOP-L``!?P^ M@A%]"4F<),&\?9-DR47=O]1M"0)P#H38$\IV/S+Z5!J[+#^6J),\_N/$7YBFU2;/\8FSYZ6ME',,AC'/E>&KO8@X'CIB,`+P^Y]BCU MMVKZJNOMMW+]-+SO-8Z/=%,T3757T0#DYAFD!RDO4[R2T7!5,#5R M3A!3]`$C8"`!0PD8S+,#K>J?7V-800=V[I(BW"R>2*36[PE+LJ(-&%:;[L2" M`LI:;?!V_:4L^C2BLOK.&L:;3?TGP[%*O"AU,M_-V!/T24I2QTWZ>([0__*] M":JO-<.".0'IEF,OKLJ<@;&V0S>21:_.:"":3Q?GY5A,#SML7:9ECP[LX5%1 M'`'.+(%O$G9"^O21;8GD:32H-M4O9:YD8#J$VX;I*UVR7FR3IZ;:EDW3@?J) M"#=[5&Z$$Q2'7H(CXH8^)%Z8CZA@F'/=*YP)RA+B^&40Q^0BH4+)KXMS>8=O M%\`BQX@I:G]XV2,'`W263#6"[^WG:E!ZHU_;)^L=B-[C-0-.#/Y3Z:*QGT)G/WJ6XJS=5S;YI^,5-L>DX:KZ590O6%+/. M*Q?2?>BMFQ7F.ZQ)SDY#A9[OI9[F"$QA8C)%S85KXAXX=AA]C^"_3H`&[;777SU';J037GLNCD M0&+K5E-EU5<)/!'\:V#=DJA?AR7'55!UD<,]VM+ZX:'>=NW2[G2QNVK9C-8= M2EV6NZMOM(NM(H]X,8X\A++$P9E/HF@:Z*Z+`[%AIZ-%X^,O+1XK5NFP@WG& M1EK_:!T[508=QIG'&@=K)P:=3LXM&7U:3:K-=5'Y\=BUTUP\M4U;;-=T=EXA MPBH)1="+TS!("8H(]*CK\=W!OIRL/V3"WNP@EN*:@3S M[2;.QJW8LK>'=T'FOC$3)Y=^U1,P9;7Y4N5(.%,D^X`9A7$CANQ M?/77$)]BP:#20) MC#V?I#'$28A\G/MCXWZ$A&HPZFG1L(B^E>!!8Y(.J]SKD)I(5\ZG,<2WWEP: M;JKGSJ/9LR>70R/!OB4AH6:C^'-GI"G3IX?#%$6XL!'))SD MV`^Y:M;H;M,:391[L5$;]9ITT0#KII1QF;<;.1E444=!'[P7?10U2U0AI6C3 MH9%IO?U>[MJ*1JP]DN$5).CZ)(AQ[F8HCQ$B<>AG(Y(T#G0%D++-+ZZV)V M!?X)I9+RJ^*<=Z"]2N8)"*\ZC3I4]TNU+3^WY4.SRE&<9S'!$<$!\6'@P1P. M;0>^$PE=M-'2X"+Z.@UJ?2(J0+&R?NU M4,(F?@&4)4R'ZET60[4(Y,1^BJ%+,$881VZ8N&.8&T2))_3*N([V#&M>_Z`X MR\$3*^-B?/"-!,F-/6%Z[1]ZXB;QCSQ)NG0,O/&*_U"UI?IGN?ZU:,N5XSM) MZ",O]2#,$,P3$DQ(?#_4%7S(-K_X4F\JC3#58F+8P:]:"R5(.TLC4K\F_%;N*K4L[,*Z'4!@$J9L[81R2 M$(7>N!X-4(9T5:U10&"?,H_PC8JSF)7HC M<4?!L*O9A?9-.S&*E076&+NZ)76BWBX%/>1/3C.E/&"_2LJ9Q:^+"K3I5L*+ M+;Z[HUPS8?Y4L]OW]Y=]78JKIYNF6K."V-UE_!4B61A&)$F#!),0ABB#8S7( MP(TQ,2"9^L`9UE;\Z1(T$Z2QZD9UJ+AF5%:C^[3*\3*>,ZK;K';+WB@P6`4& ML\#>KK=*S2TI\]Q^49\/]'>!]S5Q&+!?;H8QY0CNRYDG<.;5=RJUNWL*-:EW MN_I/JKVX>X_E\-(HR>/`)PEQ`QR[)$J@&_G3%(EBKHOGLX%9?'.%F0$&.\!D M".@MD;BZ/I\;3T]!5GI0]Y3S?ITG=B/6*B?*7:*=Q9DB]V]5.?W)G#^[NRRY MY3N?O?5"XT)P#O_EB>7:7=Q=UX\CG@G$*O.S-,=)D"0!*T<#LR"-I[@!QTAD M?E9JR/#`HMNG9DWX!#59C5.^R7(V.L4F0JN8%)NY9F-4\FT5:69% MIII3))R81K1P9\D4H<>6VD#G,KL\NRQIQZ-SSEV7%[=R<(##-/6=B%U")#B# M3C*!\C*N)*1YD%BZ,#L#@QWL3*:SQ&QH+^H_(XLR@ZZ;9T5FN]>,KL8,>F_> MI9B(%PVNQ%[RJ6\9)NDG2R;8F8Q56X`I4:QCBIZ0_&_5?CM8"/:?ZPJO-_^S M*XMV?/EV.T!>Q7GLNDD8122&KA\0"GA\G2@@;LB5QK\HP,4G]/V6#K/M<$-G M_'QO'ACL&Y^ZWXZRHV_.,-@-E`,`.WJ`[KC@/\/YVN((.SJ!J?#"8&?0%'=( M\R\7CIAWM_U1R@P<\`=NTNVY4=L7?G*`K\I8'OA<% MKI/0'_M\*"=SB1>+E1.2;,-T9#'"`GM5F&.C,9-S_G MYE3BC"*;MN2_J)IQG,:BA19NW;G>%=OFCIV=;==7Y>Y[='KK["8KFFGYS M\_-?#5782)QG$(8^(10EBB#!>3!BS(-$J-3.K,`64+A&MGCDO![C4T9KG:4N MISQ^,J*H.CD](<.+N,X2[5[&]MJ"L2/\#!P-CV^>OY0M4[^+N_[EU*'BD$,0 MQCC.W\[01Q"U28Y;WY^TM7?&?6/RO2.C%29YB ME@R6N&Z00A@/`+PPP8)/5^IK5V3@2;VD-UWAJ#JL[!+'>.\1?(`?!85,(^%\ MJK8,TV(2-U'<@SQ[Y>%JCB)Q1@2/F\(3ZJ??#99(H0'#:M,]6%(D:;"9EV4/ MH[ONDM;;AH:2NU_+8D,:]L;B*G%]C_A9F,6N$R$4!#@:MQR\P$6)G$SJ:'D^ MH?P\">77RUQ2'[5P+::0@4TS5Y'HVHV0F23FB8#FHM42XMIM3Z>YY@'C`-`MM=<=L^L9,0WG6U M1^B2.LE0@#(/QK$+88I&+`0Y7`DU1@$8/L4XP`ST[57-Z)_30FB-:\04\MU[ M12PS=G'OR&6^FO&22$JK#'$G4E:-^L&2E%2S-M8S=FS!Z9$;`'ZH=VWUKVXL M7-PE15,U>/U_3TW;91:L`A@3-\@)1@[)LAC[.?9&>`GQ'9$9(3T_;<3K1D)I_=['K9L2-\M,M@7;'#D"YK_*;I0I&5'Z8H23$B+"N0 M.'GNDOXY".3D$0SYCQ;EOMZDR'=GLQ,D\/L(:NXTLE>X.7DPJ,:F)3M)RF;\ M<."G@Q:9;(BL^EZMR^UZV&P?]]DG!"3Q84Y0C),T=YW<30/2#UH$G23T4I$L M5XW-&@YTCQ+&_EL^`T*97^$$B#FI5N:#7O(,I-/2YO/(C2'R2`:QXP2A"T<`(6?!0_VMFMX"^$_(W^3EV+)Q MJ=$PZ?Q-,>JTG,P'T$U]E*=QX$01)%$.0=G";?#:?) MQ;3&W_X%3I-Y^;5DU&DQ1>`T68P>R?DN*Q_KIFJ[^A`O[MM5[1-;UM,!C@EV M0S],HBR'./-1!OT1AI-"H7>?=;<]TZK@_*8L=BQ070^(E2Z0:*!<;(VP!-N* MV]@C6/`G*ZSS\K[RB'?1B.1--KGC$GU^L40GC9EW,D;13:.DGEZ5M^SQPZIL M+FE?_U8TY?H?6THXOM^597^YN?ZU;,K-9@533-+$@2F),70R2-R]OONN(_20 MMS$0AA5VCQ0\CE#!$\,*B@DL:&NPZ^`JZ:Y.U\@(\$)>453B`P]='GD(O_#0 MKV]X:`91YF>86YT-.,U*F39AYTF]-D:LVL9/3KMVYT=BJ"T/UW1[^I@R+\'B@?,<`@88BTG%!6H!)&34U2J*F)(P.'+@Z2>A\ MNV<35:);9N(<6REQ\M;P;([)DJ1^AK=7TNM=P8H[7NR^ED7SM"O7N,V+:O=; ML7DJ5Q24XV9^Y#M.D&5Q$,+,&6$%<8"U'.QIPF)8\`9LH)G0ZCKOT^4+Q4/` M!=R@\V1P#__@E/`,C&ZK=V"T!A0M8/:`SB!;3@_YZ)/ M1FC6J?3X>U%MV-.N>;V[*C;ERL-.GCDHQ5F(?"^"092C$4J.H9ZT#87V39]2 MCGC.[^K=>4,1@0\XO_IH5.+%G:!-UHWR/X.4_^@O^[3[F&,UO9;VV/O1:'D3 MQ759D4Z=6ORIW*ROZZ]%RWY^7D$_)HAD*21)&"!BO`^P;QOI,4R@>)D:?QOL%*YBZ3ABZ61YZ MD9<[*7+29&@9.I$?KUKVE)YB6,3?G-!`G9#Q[S"R?P*F(E?5&\6LC)&J&.R8 MX5/G^G)":$LP,P%2NC'`S;=].J=LD?`-`4&RA%6-_/.QW#;E=!$A]\/<)3F. M'2\G@0=AY(_;?C!W'*F,2-$V9LI\!&6/2_9"E#!U8H)EDC5)E1H@+7^GZ8@; M#CF29=,R#9(VXQ7A4:-%5FVZ,HA7WVA@?UWN'OIW_*C6-2L81@YT`B>%7NHD MJ4\\-#4/8RRUTZ_:IF$U8H$L7=VL:02[!O7-IKKOKIPWX!RLJ^:V?MJV8%NW MTKM+RI1+J=8L;*NIV%B6M4-Y3G_W`/8XE]6UU]CCUSEE_NW4/76S3NN@)MJ4 M=/%+O;UGK6?E3;O*4I+&&7&3&]H%]LUZU_5YAGLRG59/K`S77#; MXP1-6]_^H:9I$OQ*:9I9:E4U;4!W<#*XK*+]P!:_HLD3;:>B*=AS6M%4B9)5 MM*Q^H#]4M^.-O%7B9QE=&),L#*,H0&X0P[%P!TQ3)'58)]N683W+U"X(2S,H M)5E&R5-5K!$<>)O2.03KF"M^O9)FV4ZYDC?GM%HITJ2TG%P%;AK$7ICDR/5Q M[B91XDX'"%D:)*I+R#<;,"Q+_9+FAF/K1B-G\DM#K71I60Y:L/X37/-Q1Z%&"5.%+H)-F88@']&.4RB0Z\WSUO5L-P-J@F M)F_S):4C6JE2DY!EM8-?-K@ILU,Q^.&?%@M!&B2OFP^-L3I/F8.2)"+8#U&< M$L>97@UBND2#'QG!$&[$L')0")JRH<3I$],/H\Q)"LE0`/K#@.KC$H^)O<8/ MA[Y(4VJ9T,C;A7$3H0"G(68 MT#^0`$5DO](*W4RLGJ)24X;701,Z\.&FW)9W5?NQRY\>WG7==&"%7SM4(Y=/ MGF;D54RD]I0R(KOG*'IL8_@S=^V+TTR=D"M-%%LB6KJL^:%@I4:2U&(G?$?_ M\F=X5J&7!&D>ACC.(\^+`A*F:(_"2Y0C*OFFYX^S0,'`@D<#TJ?;+0J1VCP> MT1:_]3YY13MMB.Q>Y5,TWE-WC"6":LHZGMA0%XG<@OO#J]Q3]FL2$A>Z&29N M%"8T//7Q=,\:QA`)E1&2;V66_?+MP3/U@Y9^8#KY430;7H%-/DF]>VW+:.97\%;Y-3YON5%7#R!$\QZT7H!.FCGCL->YJPOX)K(LB8"-=F,YR&4%%H& MBU/9LVY8QVK[U0E`U:LZ(*[XBXEY]C$KOX7SAV]%2 MF_A'_=OAX5"DM\<#/QMYDU_%!?M+*\_Q(2$06Y#%?*YI.]CJY`K%;B%J:H+J M**\CHT6RWL7[?;I-DPVO9AU>XH\#M%6)$"SCC1Z=T;Q[:")CNK.4OZDQ/X,( M?TG6^5V6_B?9?,QH7&3\9%3U\`ZV$33LT$..;48V#=JRCM"!CC,BJIP3WCR1 M*,\T=@3THDDD?JO`OR7M?(5HR8(XU9UO6.4FFRY!NN30/UB/ZKJQI\/W_\J* M)-[Q]C_D._ZC/^.T2N$%A#B1;2`?61#Z;,ULP:A!X%/;63TFQ6T^5&DD-BP2 M?G4Q"FG('4.SK_)JR?X/_LC=X9?JW+680-%%KDPG#%OW+L2^V%*XJ:/=+1.( MV6BZ2T":@1-B4$,&'#-XQU'/+>?#^>Q1:P5.T42,55B6*^_1@E+:_/W+C"1% M^A@?RJ!S?RB.I;XS$;DJDD/\8X6)X7EN2$S#MIR(R7=`F_4]-/Q`Z!R+M$85 MKV%?EM!-BWE?ELVZ3S9W?"#':_995U*#N0?T4%Y[AK-TUV@RF.7;E2ONTR,' M\I=D5RXZ\D^L*U8%#*Z3PV%7/ONTHC[&V&4X`1S(37L MI6Z`%,JA7C,=E&34*R(HD[+!"L@?>0ZS#%8AK&$9617`?3,E<37^&F1Z2FLJF)+$TV(Y?;R::>Z"I;:VNH5I^M;&1Y M-H6NZ7L1<5T_"FAS1Q)28@J]22RGQ3E.>IT)L>8YDO02.R+'DR:QJ\D8DVS4 MN6-+$B@;/_Y6V`O-(*`A]1"FF/B>:[2KK("$KL@I=?&_KO@@>G50*7_E'.74 M\Y/GN1LVT:NE36R*__6\Y-**)*(^@XG356F&&W!.502I&*,@STL28^I[.""0 M>E8('2,R;<]L-L,#9.> ML;3JIT&C+7E=C*:1,UB5V!#."[:.J?,I31&%$$70MVV3.(X3^#8AE+1[0:[C M"U4I']F$8C7BAZ`8CBJ#R)?F];4ZT5S&6`*'B=`,W(D)4`FHY*O)Q2Y3)N5E M8GIT9R*3FFC.5"MRJ=UKS"$_G)=OP32EG=I'8`R'!5J8%[:$(0SLR#$A;'>? M;4OH8MJDAN;(6(#\_+M'"B@F/!5Q'%HIV-[6'2 MMC#18H+7@FVTCI_SX_+7`.:'#FK(@&.N2A!PU#-+H3BM/0*IT$>:R*9*"_/9 M.KQH\+?=INODV>B= ML%>Q@B:QC8`BY!/+\2"FV#B=:\`1';G=.?3/S[C?.:XN\AC*QFY$2&5K\@;$ MXKL.0KL-@[G31)&F6'!V=T&0#(&"?\VEXH@9A/.,+=Z/;/U>+^3SK+YL7/W> M3?PCV7].L[Q(#T]-`:VP>2>Z^2OTGR/[\>?D<)]ONF4AL(\C1&W/(H81(NA% M%FE3`EY`!=_;T@>WXF"RKNET6]H#XM.D(UQ$4!_*!E<@U`>R.J5NJA96)^>Y ML("3J>!D:],%*@M`94*WCLY%4_^K9.*"R?ZAB)GNL7"%U^`Y)`_L0Z8M3-`. M#.>.__F&I]EK(<[FV9Y)1\?^I(H,8(:I#@ M7?CAZH_.%"@X`THA>]C,-3?/8C-.#\7AD/A"R90P@+(>*9=)N"82+-6D7%W_ M%$U9)(>3Y+Y4NHC]PN7VA1Q*%YOMN)#X'B&>$1F4A$'@-_?&+!>;@5"28PY` MBM,B_'KZ,H>9)9#7EQ:8TS>:C/MY;7Z>>IB?\,'*\;])>G=_2#;A(VO\+OGK M^'";%)?;ZWL&;']Y/.SYU4>F92C>I^L5=CWD(=\B+K$P%*N#,+NA"5/K6@Z#8UW*Z2HFRX M:LPG!")J>:R=$$8.82OCYNR!A:TH$A'7<2TH%M$21'E^<9/NCGS()C5,\(T- MV%)6!95Q))/#%%`]B6)*U^`!#%"E;)1N0RNY:@W/!K M^GEVS2,/DCZFFR3;M`WC>']_%:>;56A0/[*HA5PC#$SD0?YB>=UVX#M".TE2 M&E0L1BVPT=HCA]9A4C0[HV+*5,$#);X+T"*\Z"H5APDXSIG5:@AU/>(EE7E- MM$RN3;G"KBJH=-?K^V1SW"67V[XRN[BLW5,5VWVIM.X-7[&MPLAW`S^,+-M` M)@HLVZ+5Z2*(`^QBH7!L3ER*=;,QA:^OSKQ+PL9\526I?E3S9!.OU=I&,U]+ MNT3O0,_JZF$BK:N7Q;1\`05+OMM%>?$] M+C8K%QL^=JGI&2Y%CA^X+D(UO)`&EK27V&1B>ALS"[<(U";-.;<(>5?][*+* ML8O,+P-]JMT,TW&"HCEFC)M_@UEFE-D2YYGQM,\RTW1_SE]NN#V6S9\&S6Y M2S..%]S&N_Z;T-H)T3F&%:F3-,?^!I(ECPN).B;90;.(6[AA/^8W(O[*KXKD M,Y^VGHCV1S7)>+3_'R= M[S9AMOD<'X[LVZO(,R`U'(("%^'`,".$_0:UY414X`5J31`/4LC)CU*?X($] MPU>>DWRH$((-^PF+]QD-H%HV#)S^-"'PS!RH"4KM)\*3C1>=]V_!==-;:D/? M6-_8Y.OR#,N!E?7(UO6KI[<)6.>[7?GOBTXN`.2/I60F M[+.'."U3H[MT6YY@XY_NVZ[S#HI>O9N]&\RP(Z?*_[K$1N5)\]*N-Y09>,$K MJK;J)OC_-\@"3#)?YM;=9#?HL87G(I\:$!,'619U;-<.:8O9=B*KWL*CV0Q3 MVV2PXAMXC5W#;_%5-\;_?^]N;I_^!MHECXLY]^[$'#3\07*&[]_Q[E@6#3[P M]X@_I?%MNBL;_LR"2;X\N,R^<#`\?<9^X:\\*YI_\BN7>_[]5-9A:\M8:"DZ4CKP@MVT&&!?)OIF^(1?6G;M&XOZZF M^7H'&.MZ-2_%*W1+SSRI16_09)[4@XOG#]]K`4J+>?)3>\0]"J@94LMC>"FB M&!E>Y#6X#8<*W91='.SO,5]^&GVM:7$'+#MQJNDHBTV>@_K!6YI!/PVX*Z5- MU_B]9](1?,PSFXYUU.`3-"WN[O!\`4A378PD^_0N*\^%W*?%YBHN#D]71;IF M-OP[R39YL5\A2C$,0H0-R\$!M1R[?GBLG/N]8,@?K/K)][5A=1\8^LS' MDDX7.Q:CN?/''87Y'/]('XX/('[(C]FAVLUE8-]_*UWZ6.$$QWVU.YS?'N(T M`VG[P$"S[_L$MKPW/7)ZAN\(]AYXD4]WSR&7!7VKR<&6)1G(M1EH@LM^GH@G MZ7Z]RSG.F^3'`3%.^1.GH6^89A"Z9N#Y-G1(X);-\7YNVK;(:GUL&ZJOE>39 M/M^EFW(:N+S=I7?5TR6"2^'1#`Y;P%2AA-:$:U]C#1ND> MT_U:V2*:NYM"_C#-FHEW,=D:1:`2U7J=GA[ADL"I)MHEPY)<>H<;IV"GSA1F M&YP4?''1@"E1G*340'[@$!.9)+1]GZ`(V48#Q#>P,4+8)+:N6.^ZY2)_'8CC M!$PF]T*ZMA#MT^6NW$`$RX5KPOR=UT,%OM!+)E48^+)Z*J-RL*C^R5KD)\0N MLTY$=&K5,6D8$<]"KA=BROZ7NK1I-,(]]7;M,G^#[[- M.UDXI_([3"5GI%9,$CFPYK%?1F<'W?+2V$]:CPY*8EL3T9-E3:ZD2PIN`/:4 M'4YW]='99(/OX^(NV7_,^'YELB'E)>Y/Z99][330R^[9`1P&7@0ALH,`ALCR M?(:\.BM+0QSB04JX/,H98\[J_M!-]_X0?WJML0[4YI7/@8FJZ_)$#MS[>QN> M%M/T,4YN3`.5;8`;!RZW8T-EW3J#V)[@V^@4X[8&&:#C+B[`YI2LKB][UO=J MRG_R-U]!_!BG.X[__38OWN_C7?="*/B>'NIR4^NZ#W5J;;QPB?3IO^7L("IS M3L]&XO(=0I/]1`V(R'4;JS->*7R&T`N#D!@F=3P7VJ;K(5*_>L80FH8K]/+8 MC+`4QSA2[D7/>-E=U*G#5IR:^E,LDI'YBLZ""UEYONA9]"[@<$T6R$M8+O$6 MZ"3R!R^\JV,U^39*,Q[EA7=)MG[ZDMP=XQUSWA.N7MG^DOQS3.NS.2M*'!P2 MQX0>#BG!U,?0K#:Z#=OVATTO"IM7G6]L3T;6F$$%&IQ0@QHVZ.(67!2I\,NP MI>_"+A&;"=ZP-\36G@M[9=RB4KYW1%:$XI3U+/44\J_)&DZEA?ELG5GT*F?" M6(UW'_*'Y%,>9RC._OZ2[O]&\9XM#G^"L5FAP#',B)B.30G$)K5-GS80<."( M53"0V*[JJR(55,"Q`@X6<+07@.-]7P)NQO!%,XA%BXE+]<*P==!2#A";WN1R MK^9:XG`B>U8I*MRAR3)$B6G/[_TIHT^FDH;K`U/XE4D##T4V=F%D6I9O120R M&@"6Y3F2=71@JQJI:(58OH8.Y5^:@BJ@7IU^GF-]*?6L<$W33D%'O!WE%#5, M7#='43J)Z,AB6)-LA>RK,F5]$,)L?2+0.K)B5*' M^IX5&981$<."GA&%#0QBTLD1]92VEXJK7]4_:='U)(^,C['G&X"[Y.=W@^]"''J)^"!V,B(_,-OAU/#AL MYVQ:"XHUL0%5Y]+>CTU6CJ1O6,Y7/7-B@M:2-BW!.Y(SL;RN>N[&I7.?=;RY MD[@OTM*3NYU&HR8IVXE&Y#)[UA1YKF<"FS5A.HC8@8%0:$6153\NSIHR'7?0 M\;`I?W]N:1:*22<1-T*6%7`V393G8VN"("M@;9P1<>4'$/3^O,L!PD\RS%08/K$MF!(PR`B;9QN0W]B MCF%LLPOE&%IU4I"O'>V!T3F&.*H!?Y)J8D M1!A;U05M9#B&$4Y42?$&%2MD`VBZ\HW@+#MZ1(\TV2;5:6 MXY*`VI`B&`:08$I1]?ZXA;`1&%BH`H3LQA7+'J\W>\R*)-Z5!65*[+Q$:HV[ M6PJ-(P?Q`538WS/PHF4'I#MF6"IU49^(:2AW1^6#=[M3^=^SS@`Z.$.P`L22 M3AE95/`^`1EST/J>?9HT^=I-NMTF1<++0=PFA^])4GU\>E.L?(R5?[2.B^*) M^['ZF!<.?-VQ_`O,;/[3IF0AHX2USE\MDI08%O5!3]98F3LU22FKL^]Y,0FU M1`Z>17\I#?^O=I9@_?E+_7^;\LIY=OK%ZWRW^1P?CFT%PJL2ZRH(?;9NB3R3 M4`=BWW7X:><:*(F(T!.F\Z.;81[^=1;NZ,*>X?Z?APIXMP9IU1$$Q7\!YPZ; MJO7VJ]A<_FO1_@MP,J><%1J#RI+_97T_[O5.-6)N%7\8JG)[7;7XZHVX7"P@ MT-OU8R.&=`_20_+`QO8W]GOEBP-\U!Y_[@?/1GX;^[6?_S+@`9^BJL+#,8-7 M"@-_RO3%H$)2N"#=0SWQQ'*]09.`8T$"Y:TG,Z>` M?$WR3%@2/!^?ZPHM#TL&\A,[(" M`^$(N;A>Y'C0=RRX>DR*VWSH?H2L5D6&:Q?@\/BA>J&@`076#!6?XL/H>KEQ M.Y"]GD$KFW]-1JQTLW*UW59PK'(=P'EV8+*09.OF)0&F#)890#\*(B8-A@/9 M?ZHSR480N!`*71\>V83JL\)\7?83K+K8NNC[NV,9'+8].`-Y8@O@,;PI4:R7 MF>D1J(E4:J)'4ZW(I?:OJ6J#GOXJEQ*7V]/'3^&/=+]"GD$C:@2.81L4FR$) M**X1A*8=35.@\HB`LL@;J8IUZR1_8,NT56`&B!C01K[O4--#MH_LIDG#"X4>R9W2 MSLRZ=]$.R@K?-.D3I'2,UJECI5FY68+SAX>T>G?W<\(?2E@Y!%'#A//K63]=O:(FB6EME$V6/;_(FU2BAA^ASXOO<;'!Y?F<==M: M@$R,_X^\:VMN&T>S?P6/256RQ2M([CP!O%2GJKN=2GNF:VL>5+0$6]S0I(>D M[/;^^@5XD^PH$D$"(*5^F)XDMH3S?0<\!P`_`*')-C:Y-K2@A9U.47U/AQ;? M,O7(1J2O2A_3M+P`3_37MW%)`%N,?&!;7,Z(F9Q*[Z-).U7;/2W+"WG"ID;Q MOGY;1%(&UYH=J1:G+9=YFK!BQ\W-79H\-#OB<9YM.C"Z9CBF!5T7(H&4?N0@DCRW^F96DJM+ZO=`>*\A[L.".@?U4UPG'!?A@?A13"#(J M6R>*/>1F?R$%'9*#S%5V:&G/=Y"4ZWR75;_G%>E`F;;A:C:=D$"DFX9E18X- M.U"Z:Z-AIJH&BW3O/?_,;UK8(&.XNX=?]8-_)'E"!&`**1!C]M<@WNW5U4_Q!BN=D3>JE4RI"EN_Y9FA$MNEHKNU&_2`C"&#(LSPPJ@') MMMUB:N;\+:YRW&N;?"4E=E@9-">2X$$U.S>")T,T3R;Z1I_PIW97M?O@6 M0S?.@CI[#>/IC@]-.PAL5S?W$[#`X5G3F-R89&UB^``#^)4"[$Z)`"U$SMU- MTQ-[6J%FR2F?4)U,YX!W()+RRK<)3&E^Q^WIFIIGGOGVN72+\@FJ;Z4Y8Y!^/%-EJYA9"/+,#7+L`.H M68'=PW!-D^N4$M%M2W:*%BYH\;(=$`UBT$'F?-^KAI!AEC(G%WP.@?"+KY#ZA3>P_NE]X M%K3)F#/_)QQ0%I,+,41IX>5J'HBI^P%^33+RI2*/Y0H:&K3,T'4M-[!T%#F^ MI74MA@;4)]7_#V]&;=UKO9N&@0,UNLD%_QSI'+:8HRB3?!8V.HEJ*OK[%`TN M>!V5UX4LZ(B(Y%R%_MCD#'^W'2?%O]AY7NRU69J7]6Z`>]PZT6_O64L+,0_DRJ;9+=9.1_2%RL(A,B6X>^!UT'^;[EF5:GFH$3 M6ES7K2B")'MYZ/[^*[)&U/N7K9 M)NLMB.F,),O9L6;K_"&KSR]HCTS5+)#AG/Z[P58%TG%SI6ATZ"\Z%IC@75`",LG`2]-W\IIWWJE M":V/2J)@I)VN*(;W4U4S:CO60N8]JJ-^7TG`0!Z[E>\BW M=,]W?`S[,M\`!B[76R@UB&8?B]1HE?L6'VN21R+2")MC('()?"H:ADCC]6\Y M"HGKCK7\0<@AZS+&(*-ZU:4/0<8%+6H$,B'EPS?&'05W]W-PO[:/[.L*L>)B M=O6#@3TSU"#&=H_(\Y#&"&4 M*!Q,#.!*SA;(T9D^L>RL@+Z%+$NKB/3]=DM5R9TXD3R!"&79CEWRF)&7.+UY MJH>D".F1$YB!CTTS#`P;:T[4>PRV!]VTJ!307--(MC0%XAHP'3K6B$%>0Q8R M\Q!-VY2)Y(R,*93^)A30Q@)NELNEB$GDC)R.FT/^6,%T[`ED']FQ$=Z3Y+*N0H9/`.#L\ZJ6>[C7-T._Z*WG< M/?8MM6?ZUW/9YV9F*.K0?A&,<<__)'6(14__9,4\:/8G->&#!PW-8Y6W)4)M MD^V9_VP_A1D%3F394-="W_`@ZA>\#3QH5Z>(=F17Z?2RT`I+9P&C+FV9E-!A M+JTJEYQU.LM)(Y]!JDKG%-\[M+U^C;2Q-E8_^M;(&D],7P79T8G\G'`9$5E= MB'D("247W^DXU_ENV*+WK_OE]I6A8=H&U#"=C2(;>IJEZ5T[06ACOJ.ON+^> MY]D9=?!&C0@<0`*?P=N"^(/'*B+*;V5XG[$32SFCD[N0!9KQ^'-!O8RW=CG) M2%ZW2G M\`0(F7SUS&*;EKU`TNVM`_7FNFY3WX9D\XYS&*E MSP>RU6+]!'JTH(<+.KRJBZ2YDGFJ<%H.*PL115G1O2^PEIG$P1/-WYKUD_WF MD^YB.=WU3,/W,8[,$!N^:^WGM8X9N#R3S+%M2);(%M;!3KMQ3Z8!,H6S6ELTDF$!7] M'SF1;9YIY$^R8[1;-IFGKOA-RO3T4V:YD@6=0/U?YYPXL^/#+ M[6\?#RZ%YM0KH2D?)OYS99O/$!A*<)N#/M$']V[OD8)_,ZR@!LN[E5UHZOGL M8RX*!-^33?_`BB8W>SH*DL;M*F6Z!NC/MW'3WE->TM]Z)O2[*C9"8%_15EJP%K#KA,G)8'TAQBE9.-]4>E"8,UB@"UBMM7A]B5?^6%@0.2XD1=B^M_0 MMEV[!1MH`48S^!XG0@5VUVQ-:AVOVA;Y[F$+C*8:;1[GXV51J>%))'`9/M=9 M'(N0^EQ^F>[VEB;YIC:R6UR7EXU-@AP+FT3)G,Y%'R>R,I`96CYTP]`V41BX MD=,;;6"C,)K9NP9A5.9>K5WU]F4NQ;Z&43F;@0EG<8D6QH*\?!-C4:BU,:[. M<;U&QI<&^58V@I89S2RBS_[*\$(882U`(?5>K&D.?6HZM![RN2Y=F0FB,BLS MWUF9M1`K&T;D7$XFG,,%&AF+\>)]C`6AU,:X>L;5NAA?%J2;V`A2YO2PY)FL M=-^$GF:@T(E\A*"M.5;0H85V-.@BAIDA*O,PZYV'V4OQL$%$SN9AHCE;A]>Y;)!&R_[([TS48IH2LB'1/6:3- M9:7OBF-L)\2>9;L10CBT=!0$9K\6JP=PT#E=RT#Z-ZJ8G,[J+-8ID="E.>8E MUU*>(TZ=/8[L,-?IBF.3(=<,)U&T!`^LJVJPY3J6`3W=,W0;FZ[MF;"#;6CV MH.L8EX+U[U1[*8+:V:U0.*O+-L-+J\H\3]X\ALC5;:[?$OG2HF.CEPM:F9ZO;E M38?Z=ZH'%4#L[&XHFM-EN^&%5=N-^3I,]?OAES94.>&_"3-XX9'2X=, M'T5ZX&N&9X81,NTPA.VDUC5]1P]F,\11:*^RLE0,CS/XGW0*%V6!5U!S.H1` M548XJ?-X[N4NC*%0<@ M._)TN]UIJ>F>'P6K*J_B5,*JR]F6N;2\!SG\+2+[")7R5@X2)6LNY],M8:U% M:*9EK[$L1XQ%">\$0I8OLE."F[*`PIE"$>+YSXS^:/.U2.B_/\4ICE.FZ_U* MCNXAK.%0QZ9G^[[FZ$9H=X!T)^"J\)>'0O(`N4$'>GB@Q2=.4Z>R,%E?%1(@ M5&M_1LTB%[5/)WF<#@LB;OF:+"K0X?HL-+7R%KF/PUSY#M),W74B'X>^9INZ M$75O076&5^I"]TA,U[K8/98B20O>"MA1M>C-;\W+6/D^3H'(U>^))"_?$.2$ M/7457$C:9:V$_P0+J@)?.1K2M9-I]KG>=\[B6M[PA-NY)UG>7(MDB)GLC.\N5X:H!3%VTX4RGF MK>1;_5\%EN5!W_>@'FFZYSKT+WH'0=.0):P2G+-=Z?7?[\9DX)YM;Z/@DPK\ MFI2[YA8CIB^3^+8=Y(CJ5B^@(X/C>=]Y*3TG17- M^VUZ]_2P7=U46U+<;N/LECP^Y45I.O=^S+XRK)LXOF_$TDPZ>@VZ0$244>04&>Z._1+V#' M(A%`_T`%&VSVM';KDE5>_T+\F.]HY\CO05[WGXKUGZKO/\F^_WRXN;W]\O'P M\^NF1Z5-CRKV/2K)`.EZ%!U+I[L-_>-_@P_QQ[K-._*09.RGX*Y]X4Z;/P#S MTR;R#&S(705*LF:[OA/Z3UN2;L#=:_WQIF"-#A#CZET[[?<_D2+)-_48\F6; MK-DR+8V399K]!@VXO?!-*E9YX\TMUN2E1',(XJ#=+*\`;>0YR7=E^GH`@S:T9LG?[-;[E@[R4.8T#QOZ M-QKM0:@?"A*G[/,?Z1=L3GW!'L\!_J-03F?D2/KZOG!'UO&N)&_)2K**9)N2 MY:@D:5K_L,55'VSQF-->FR;?2?K:]$Z6HY>$_N8=Z\W_V=6CUJ.?OB/W>=WE MU_DSH;V9DIS0!X,&1TEGX-9Y6=%.6"8E30_9$QFG+!J:.];KWCXIW)0>S^$+ MS=K;/&QRTO#?).1X1#']`6TN:7[S:&KH'ZJWWRPC6?<_]*5]PBCEZ[C<@GLZ M%BP!^>N)K-N,41#K/$W;OS.@<=MDFQ;6=`VK((]Q4C^[:7+?"T0']A]U(CX\ M?&Q%;B->3)ARLH1771/R1.2_!L^E6@>K)TD:-+5ZBB3)UHY,H^8VT)FG6K.' MGR]C'"/NK+`_2?*P9=-&^MC'#_W!#-_H$WMP;$M?->5&GHE<#%W:^2,,;5:/]\V=&=:&`-I;]*2K?ZF.AWAP(-5O%HS`N3JSZJ.=[ M(6M",P0^_#@GJ:F7+$[-L5/90W-=6W-/6PNZO:[-0;;I1#!"=F2[7JACS?8Z MN-@U'$''%TK%*'E]2?)EH7+ID^DT:IE3[3M==/W5G^V5GYT?+>WJSRE$"3JVS1&D2'2DD>Q?B1&-C5ZP_TPB81;; MJ:\P<\,`.I'NFZ&K13I;?T+][,Z`:#;C&01.F?5(OQ-3$GGJW4Q-4'KM"%^.*7Z$,CB)C#B>K;PTR*QM,=.W!V-#R[I4<@PO:DR(JP=%'D0#P]X`H=B"M\B0[$3X,B!SIZ218T?2MP'%O'$/DPI1`1YTRJ"*'NKM,]L(RO)*3\8_?XR#:HU06R+X1(:D0IOFI6)`D_VTK(#1H;DL0GW))SO"N=#6"&`8>]I$+7=]W=,.`/28[,B-Y MAL`)Y&IV'@C@1(832*1#D0$L=P?!V70+4_N1+%ZDR(^-=9*V3TJP`DFOJT`M MB'1+-T(7H\CU`FSI;C\%07H@<93/#>5ZJOJ%$"-;V85S,HNV+ZLZ?T#*I>@[ M%Y<7K_!\T0K3^!%)EJ_R3:$E].G\`;F&;EB1K>F![MD=*-\RH1*1'X3D>BKF M1=`B6>*%,S*'PB^K\/U\PF7H.Q>1ER[O?,&*4O<1*58@[JQZ!+,#+)#EAX9I M19H?Z!KN7DK:D:5SW40@%\GU%*.+H$6VN(MF9!9Q7U1EW_F$2Q%W'B(O7MRY M@A4F[OPIEB+N1ZL#+0='D4F!Z)X;F2:,=#_L<#D.%K7]2`R8"ZSS%L2">#F7 M3H`*15]\N?:@M`O2]4F,7J"T3XMW@KH+2+0(@6=G.K,SSV\R=']/F6'W\OR2 M[TJ*ZFN1/Q3QX\KS7`.9R#*"4'=L/;!=HP<51)JVRL@#.R[]5HC("P`T2&"\ M1F!^P#Y\+-\"98?"HU^^@K@-0)SLB^!FLN:KXD.2X+]AJ0\`M!&`-H3E:/WY M=(\3>H$T+E_E108[7.*%IUBDOJ_<"$7(-@QL^)[GZ+[O>WH_=S!]1XZ*GVU6 MD5:3>U*P6TR>"O(4O]9W$]T3&5I]/L_"%%E,;B7K[O*4=9I^#D[ZY:CD\)#X MM9`S72(4C]6OUS>AHMEE!>_D,T#V]VXKI+G>AR^,MW`M34_HE`\ M0\>:I3EF!\W3#"QHU4(8'LD+%RT@.H[M88J31W&D3);/6?@0+:]]$.`@BOI^ MJ8[&?2#+D>"AJ1\GT<*)7;Z$BP]YN,1+2K<("U@A+\06'5I#QPE@:/F.%72' MIM@8LAMZV?[IR=)^MATNR>XA#5]KKG>!W^7Y]V8;^'*>]'%/\.!\+O_)'![* M\">.,SV#[\>^+6)V&>(?_:6&*-OXI*CB)&M_A,J25$?O?_,LW3>P[;`+*EPZ MNPW=]K!PT[?IF&_0JWT5.&2_]6GP@3UVSNN/I7)P>LRTM/3SC95^S#R@N$$+ M''0_;J`+NJM:*EE\]U(OA32E=U"WG![VZ;CGO?A[7D7]LKUREFEXF M97UM=9RF[4VWS;B973[;?K:^WI5]&;OWMGK]H8WF1M;_)^_:EMO&M>RO\.UT MJM0]!&\@'T&0[$E5.DDYZ3D/_:"B)'>)H_Y`_"'JIBORH.M*&G_GWGPZDZE#5_:Y:] MI%LTKR[O6.OLG_?\GA:I=M8OQ\=3^[`L^]MR3[\DM^K'LCIV+\FR=V6+'?G` M[O@^>T*X?8+V,:\MTK^92ZQ-7K2E8JSRP%ST6S\R'LB>!1S^U/"&_4EMY2QY M(]R:#7L`F"V7W9^>.*?T=RWZ!?_A%6JK9T\7%L7DDNKS_;])\.S6A M^="1_?FA*C?LZ6`ZH^&&_LJ96!>;#:D("WZ,)LKJBBPH%/;`+NTY-/R3A[)] M=WC@SUU."=O69?N0..%=K.Y(HNC.3R;W;PSSQ[!?N.(9O:\2R:F^)V3?\:WI M9=X1`_N5Y&M*N9C)B[N3F%I.K\:2R=V7S29N'KG^]DC($9>[7=$,D^]L@^+< MOH\[R''X7-5RNVT\DQ M^43SNLX&]N44`X7+C-DU9P`V_'/TW_&GRV^J1K$];\F5#FSYL"X;DGW1XW)$'.AHI]T\X/Q3'?'O' M9AE5,\C^I,EHQ99[:);0?I!UT#/8U'8R-_)#.P09##POC;''P0(;NA[V9?:K M;H/0<#3OC&+C_&Q6(TQGPZS6,FMHFG5BMEFM<=;`.LD]L!NY7FQ7;/Y>E\LO MC#A<*B\QLJYNQ$U75N1OVRUFLI9_8Q+*.8U4R2GF$"S%R?(OUO#'?8OQVY$V M_I]DN[Z(OC:R`Q0%=A"G='Z;)3K=7?.CL<<\W`*SZ0%;%IF!'0DG%+&95N=OY(9/0?]"I)M]=7[5>KQD%BW9% MF:4,.SHI9DI<\)7S-2$[WA>>?=[8[%+185^\0U`6@U''BQ`TRY+@>A>#ZGA-T@&`@=EK2/(H)P_4`NG7&_CQ**$<# M[=Z1C=BW=(QZS!;QB%G<18XON.G68`=)PW"K(?A(RSUJKCN MMF<69JW[I_X!#2N1?^](NVO$EF-OZ16Y&*L]KAI9-QVORZ8],Y.U3F/FE=-T M<.7M.+2BJ#.#94)E'AA@<0NL9R98C0W6+\R*#\K;:(9<)KMA=GMOJ<^* MI!QU>QD?2;K01I=9=\Y$YB1$SFUAF&S.+BQ@B/!I9KHF*%QM/`(,3B)^O0$22B0/*DS52$% M0]Y1(E5JA-4H(57Q(V>WK;*\:![V_+(Y_Y*C6-HP2R"P06P',`E]&(4.Z-J& M2.S>A]8O4&4XSPA86P]H\LKNP?J]H/MK\@Z1UF`790Y&0X<)P[#L`/G83]4J)HW#3"AP:VAKEX_T'OD;PYV M?HOHCCU=SZ[$WH09;8%U9:^B`._!@&3NK1>6OFVS"..T1)Z$&1@D83P)!* MW>3K';W,*RCX@=Q8#?Z%Q2VPAG.IW@;)LSXF?29V)FLF[AJ;`?[4GI([EC43 MCZF=R\K.!2Z:AQ'(9L.+@O#S5S7[S;YUU8LKPJMRR];ZJWR[:$Y9;XI]OE\5 M[`8NSP!8-1.^`=7?TN5WM!RXHT][*VK-9(O7AY@;>RNO*]AZK\4=3L M:#[]Y3W]UK8<"3M`UGWY*M^SR\44K\6HWI(U.RFR(_F>FG,ZUL6://\#^E5K MLJ6.:VJ*T#_GN#65]%#O%U>.D$W0V69RAFP*2\O)1_*X:PH[2?824HE'I^S43[DR_X4-16"YM-11K@ MUN6:?@7/.8_F@)MO&YIR:>O5OZ0%_OZ:*V5@[O@XLO MU>9V0B\%@8MBC&`$$@@0;E^Q"]S(04*5R@PV;W@!O4/,GR*KF\I7K"K^5_K[ M3;DM2MGKU@8<(*;A-^9>3K0O:*>S`X;7:@`OV$XF?QI.^DD3,W>OI9F]HM(& MW303639IX>4E;--D"B\-WC5/N'S-J^/3]T$-[OAI6*WY]ZH\'>B\]>)28`*P M[8(`^(GM>9&'L@"VI9J3U,U2H7(8DP`Q+,8M=HN#MX;HN20\+[??F2"Y^F/6 M46(+>;/QD9QH*[EG?$DJLQZ36Z.;C>=T%J;JGI\Z<+^V]27;TE3\;-2YH.3% MVP7L@H^QHE1CN+ZRDC:)"V>R>C:-K>4-QHBF\-SN2:5'VD1\8%X.F_82_:'U7'<(>556]'L/Y9Z78&9O03Z2=V+S MU*'W*OD*,5>/,V<>;#49*1AE=5*J4'KY+5C/9NJ7+Q4%0>Q[/L0)L.TD#A,_ M@BVH#'B.U#O+9I$8#K?#PE;7)/_YZIERA5\COA(+P/-QDUP@5O.0SK+,1IRF M6IKYULY3#M';-^HS[SJ_';KU_^;!8%9\]8V9LKD)\"B>KT3C:?PWDZ@\D;%O M5F@V3['"49&F3I0;>G%J>SB(DQ2$*4I]T#Z9!#/7#H2FMZK?/=V]&+6*<-)< MR1ZTT$^3\K&)VY1_NZ!"Z&"#'&DSV0]3AO_FH0,5&A14(G[ZS`J/$_3OHEZF M?N9GJ0=C&V1>!&*08J=K+7`Q5!,+J28FTPR^G=$`L_YBT-350XY#61$Q1I^J MEL@P9UA5AMP(B8L2F;/3KWI2:$:0H*,[G?$>25!=E0A2TY5-?D3**HA#`%$$'X21)LR!"J&L*V9E4N5J5[Y]P[O-) MN4*M$G&RLF*&,_6)D!!=AC7EDT`AVC$,SDY1%$QX4U!4Z5#)56#WJP;4-]11(DT^DTZ/IW3$B==+B"=.9E1"C8EF77N?,3C]UV_=VMF:" M2&'E/5^>0=N*Y&L&X4C6KP!(`B<(_1`%J>LZV$\APCV`(/$2&S9C0D6)"/$\?RFFU$?<9T6YM M;%^1]^D].I,(<`/#RUL/)M4X$C\-1@IOEV^20^BA+$M`@GT'IL`-D-]4]K!C M&X`D4(H.BFT9UOP!)HN#NLV9CW=8$AGG(_F=V^@=:\Y;8U(+3<(C+:V/Q8ZF MAE\V/8#^?\ZE'?[@I["749!$,$ZPYR08^RA-G?:I+8HA2VVI35VM#1L>@QU6 M=CS]]2!N_=4@G7I8RK!X98P:<<9,!JP9V\H)>K-JT!PFE\.XW38?QDD2!4X$ M/0@#&""`DJ!MWK$#J#:U&MGF9!.GQ47J_3S9?G<0FR5>>J$YV1=)M- M9:[S)Y+2:/+`3)12NUEOI3A::9MT<>I\]@7@&-K`25**"V<(!D[H=R!A&(13 M+U")(YM0:]LGR-FJQL"B3A/634VZ-]<^VNG.)^7S=1-[?+J5+#/.5A?YZ?P\ MV^6N3P)'"F_C^KE%EVF--[#TI>H"\6UECNV5"<32L^W4\7T488P=&,,X@]W4 MP;5M6VKA2[T5PQ'D.RLIWCX>8.5':],_*2F[5ZS.H^#V\"042NX(6^@Q"-Y*5V1--\27JN\ M_'M/UBR/Y&GDN2;1TD9VFL11Y#MQ$K)";6E[D)ZVC-U4J.2"QN8,9];\`8`& MHL4Q#G+K0:4FZ5J6XVF^GF_?B&&YQ'N^Y,I6!9V49+7Z8MF9VKSN*HL]KYR] M;G=LJQ=^^67XJW:>>J&BMV[!U?*0_/SQ:E(6* M\,?R:`BC88RTS'SX35=QT/=\\$IT,N#`F108TVG1BQJ?FLD27^79;LN_67_- MRHK%2+8617(JZ27MD?5=N=W2?_@[K];+.,$I\)(HPEF$,B=)'\.DK,KT>U*3-@+^$)C]V8/!3[?;.CQA.A6TRIK]'T MWHQ:"\4S&8H:#7IM/JV1*DT)RS^K@N90FTW]F1R7?H1<;,,L\P(0)Z^;7 MJOQ1U$6Y;Q$T+:?_/I!]3=9+['LAH"W$69:X**4_H:A7:\^+Y?8"1C9F?!^@ MQ\>'[*JB$^VCM>4@)QZ:UYFZ,APU43R3(:C+FM)(/]0^.X`HB7`0.4%,!W0( M?#O!7MLP\D&RW*SPTZ<,*#+FW>._J_."T097CZ5::QIIS#L_<&!E]-G7OXHX&4S MAZ:U^N/:J>G;.'XF`>-6UE^>F[ZE$TR$(E8>A[!GI\A;*)>QX]H!B&G,3`.: ME3I.YCD=2(_^+'7%9U)DAK?F+H/0:H#X!D%(ARNUQZ")O6@\!`WM^0E#T/ON MT!.!-+K]YPM`.HU7CS_:73`F_+P?#)<^CD/H@\1U`:`S,SM-[*`#8T=R537, M(#`<3CZ*S&$6UM_%\9$=MV+_+4]'*^^?BLR[GC`^QNCPEW(LF=A5.F+&3S(S M>9]9.?G7Z*GYRKQ.(]^7<^V4CI%M@1@2I9[G.S'R$Q>[01IC#_9@:!21JH!N M!H%AV<;39/TZ7*&LR!-[086S6 MP)?-MV.Y^M=CN:5DU^G_G(KC$[JOCU6^.BYAX+LX<+,TM)/818F3A,VM(3?Q MH0-%)_5Z&C,WS'M\[#["$.$_K`:C]5>'JF?R;C5;%1ILK=* MOP^SVY5[WFY;J\F+,H@C'*4(XC1.,DB'?MM08+NVU!JI_+>;SG#R0\%N@7-( MUJ_6U].1Z:+TNR[2I(D)EUF^Y$2JP=(R=:/";B_XN*(\ZMS-1&5&&/#B%95Q M5`BKQQTYYL6>K-.\8J?4ZS_W^>%0E8>J8(E%VS;$*`.9"Y,(^Y%M.SB+<-=V M#&$D(RA:&C2L,1U&JP.YL/[1GGE[DZ7V*F0JR9UAGD=+71HAC+WDC,)D1M!^$PE;HQ%[PC<:+*4Y:UM#=L` M>!@$#O;MT/4A`C2)[%I#V!\C:8)-3"UC%J\7-E+`1.E3$RT#S(T4JKE(D[0< M25(Y4PF2M>(=V5$B1?SRZ6IUVIWX?O^7XR.IZ*SU4)%'LJ^+'^3C?E7NNN<5 M4I"X*$QCG#BABV,/N[@'X/I9*E4M0UNKA@5I`-3B2*UG4*T&J_4+.R+S8>H[ MD*(D7AF!^ATQDT%IP+#+"Y"&J!,>NK2-BEU*24CSWX_[ERO7P\H1V$N`@R/H MQG$2AW&&T@#U<[$(2)6[T=VV\:-0#4SKEP[P!U:3ZO5=GS'%;[3[1"PGN:4[ MY)(5$YXPHJZ2E%[16%/.F8G2&C.OG*:/R^ZA/^:T>W^LZQ-9+V&0N%%JVQB% M""6Q!UPG[MJ`"+KR-7&DOEYFF*J7O^FN(]0JP8"!<\:F&)- M\D@!A[&P&B!3'QH8<'#M;(`*53.1&C7LESO]Z@1('+2Y5*8ECD$8)S`(@Q#& M40;<..U;LB,W4Y`*^48F$8RFQ/NJV>1?R.B%H<,TES1=/3FCS.E4>IGD%E]XM<^0#@W[7O.G;ST*7(_ M;^53-4I,^$91)J=[=^1`N^IC7K\FO4LW!1'&*6!K.2EM+@LBNVLY]+-8H?:I MAE:%AN?HFJ=GC/]1D379'=BC#EISPI'<2RCB!'R/D,,!NM<3PEL(X57*WE-! M/7S/20(U6?2:_NDD2XOX<3R*9'!LQ MO2.K;5[7Q::@LE#^D>_7C.MB^W1'1SG9\8NRS0CG6%L%=M*4X@I@YK&3$TGL MP[2?=F,/JB2!AA%-HY+4B&Y_KAJ881U+:WZ*]IM$(2BO^(G"`C*HRAD#TNV+'MO;.JRI8LFU?_/8`VK=9OUBD5] M,2T/T#OC@@CZX^N?D0CM2MW0/T+>G.JZ$VWU%6R_2+)Y6 MA?-2)87$(B(,([U(13RDF2`6%)>*>UP4Q@':Q)JP$5JYM2GT4\F-DPHPV)DX M94J*(9X*?3FN$6EKK$]O2L,Y%9\/WV-%)8KJF!J+P\880#1IVYX^]F=/@M?Z M60=6M3M,HSSC:9C$&&E\62)4;%'FN6)`0P:?T.[\V\Q?@GC_#@4S)G2`3!:J MW$K89:GH?QLK+%>$T?R3&]>]LCHT'1^(K&C>=SQE,<^4%%E,D,*"H5#:^:2Q M"8#O5B;/Y6,:7IGI;T"+/3:'*^F.:=B'M-BP!+AHL0F2."1,"$Y#&BG!6(SL3"R)(G`O MP*?PT!$]'?:R#>$HPAZ;SK4TAT,$MT78L&1T&J5;]$?]20_:(7W9%TVI1[X` M4$L#!!0````(`"E6!D=T.."2.^@``!P_#``8`!P`9FAL8G!G:"TR,#$U,#8S M,%]P&UL550)``/M<\-5[7/#575X"P`!!"4.```$.0$``.Q=6W/;.)9^ MWZK]#][,L]L$2=RZNG<*-TZ[*HFSMGMZ]HG%2+3-"45Z2,J.Y]9->_OOG] MXIA=B-/3-W_]W__^KU_^Y_CX'_S\[9',9\M%G%5'HHBC*IX?W2?5S=$?\[C\ M='15Y(NC/_+B4W(7'1^O:QVM/J5)]NEC5,9'G\ODYW)V$R^BM_DLJIJ6;ZKJ M]N>3D_O[^Y\^?RS2G_+B^L1U'.]D4^O9$O5?QVVQX_JK8^`>>^"GS^7\S9&6 M+RL[T%^7_/ES_<57Y>^]IC2@E)XTOVZ*ELE3!359:C7E4 MS$M=YC2KXN*VB*M&_:66J!;LYYLBOOKU34ZMR+^,S$GUSXGW\N1)1FDKM3^N_\DQ[995\3./Z2ZGUDZ1]1!FD78MZ:>P>E]6Y;N5# M]%##Z3(N%F5_23M2LLC[^Z@H-%SO#,SR7%6+W'W(B^HJ3Y/\!=/W9]R`JD69 M+B,-R#[L?EW!!B=IFM_7I(.\T!W?/*G>YF79C:]A_-\H#RK;Z M_'\:?QIZI]D\T;E$7E@0K1OA`26KV[Q+YIJ!]$'=1>FR3K-.%[=1H@N]S:/, M@I"]VQA07I-XVI/4@-QWCTV="`S)Z;QXIU/[JV25=5M`T1:*-F2YTP1K!>F6 M+R*=5EZ5%_&L[FZ2;DKO4G]H/BTD.Q;(#RVEB1N;T!M:#CULR?48)DT:3)]= M?5OX2\FSJDIJ1[`D\,X-#Z^9>;RXK9FS"=^7J0XMTY=/EX7N]:[B0L7D*3+6E[MS2:[%^^^B.I;G[/BE@G=_^N$YV>V;#]UH;60??T MI#L5"SSS:/;INLB7]0S055XLFI#7@`=*EN@4L1W295E'9@Z)N2 M]MIFL]ERL4SK8<-9=1,7(E_<%O%-G)6ZQS[-=/&X7]>X$UU[F;*/:A8Y_D\_M=2#]^:J5E3CE^@88]?60\]XZR9`#ZO&\GBN8J*+,FN^S/> M@Y@]"=[5,]A57B3I0YV^Q(LZ/JY_NZCRV2?^\&B";#5C]B7/Z2VCU>9&U()] M00>3I7,_^61Y&WSDBT6R6E?12*[-J1$)O.F__N8)M>=5^BVU!R.MZ>_YKD.R?Q!1^(TB;LL0/4!T(A\[$5O M[W7>H-FIP54C;OUQ2`UU:G%L7GC'37W2='>](87A>'_U\ MFEU46G.U?9MH/4_ZIDS8=ZEN@4N M55DEBSKA":*D^'N4+COI\H5:P_`D='1XT/9J_M(JV?QR=A4D6:3']%%ZFI55 ML>PYBVJ]K6'DWWQZ%T?ELM#Y:79>+_(4-8:SN1X%%NV?/"J3W12P8V/#:.!M M?!>GWM=+[3M)V8'@,))TCEA;ZP[#W]^;767-LO[L)DO^M>S39QC1LR#';W&J MBUVZA#[6%YW'WTO3OQ827\LJQ161/L99K#RK/9-?!U&9/=&19; M&4EF6_LRK+;?^N&@[S8[/KOP&NG^D/S*?*T MWCI01.E9\;=E5$3:H^-+W6AW+%FA/[2O.N.]!Q0+/S3Z3RYM()Q:+ MV[S0T6*U$;[NX#HPVZ7ZP%P:3*.8D!M8BGI7JTF_9TQS8'G.=;#08^W[J.BQ MH=2,X,"2=';<[D0L<'R17&?-V8.L>G0`58>(>F6^_;\#T[WHV.#[T:I#5-X$ M:7Y??H@*_<5-7&DVNNSKZTS#,K_M*LDN_+Y(PR:_Y2/E].'QJ7JV^6J/3G?? MRMFENFTNO]]\V9?1YRE8YW4-J]X4//$KK,Y,7-[&V<)$O;[7B>N%D5^J#R_C=4KFZNHIG?=9- MK-`?7,X^[M&9S/!H6>12AW:[C'Y+T"*O'^(BR>E M[J&:E!ZR_#)]DF7TLFSW' M;4-IK;-?WVC"8:=Z(20!(6X@7>I1[@:`(2Z#@'+F"0XII%]+D.;-A2RM`9X0 M8:WUQL974?FQ,?2R/+Z.HMN36JZ3.*W*]IM&TF,'K.^,^\OZZ_!]?/_8!GFF M/\[BS3&0%^Q47FHM<\W5IR=48I-\*(G#/0B5*R7QI0N$\GFK.1]Z8IOF'H.7 M%;.CO)C'Q:]OP)LC_O/WJ#70+GZ+NI$Q>P[%_BZXKK$R6TS#70\ MNTG2>5N[ODAP$`3E>S>"%GL3.TZ^#1X[AY0G;[+;T>?;*^4ZN/DW14,N'`4D MQC)P`':X+T7`&M6XW"%$>/OQ["">UTMXOS5GB:.,ZU1U-?B_CR74=_Q"?0X=#AA2"#F MJ)6>L8"!A)/SW.XG_$ZS^J]Z,4T'],O[.+V+W^DZ-Z69SUMH..1,Z]@G'I<8 M888\@=9=B-:VRP/R`T>+SD#K'BW&M\BC.#-U[*^%K4/5Y7T^/.2_;B_4,=M% M#).`*J[_51`2N-:K="0W[1?=5Z0/:H@#!;AF+QX7XG6+H4Y($ M>!,\)&0J,`2Y]PKR@4UQF#`/\F4Q*LKK!D.7*A1P1S*E(PAW'*S%;35+V?:Q MW3,@]U]!/JPE#A3CR=VXD;QN,`3"0]1QF<*!8`Q!!_NRU2R"@>G\&GS%^+"6 M.!B,LRMMVI%A_E2;H2.DPRE@S$$"D#VZ,R8/]P[(Z M*];377N9@.G,0$BTR:D,)'=%H)2#'.KB3;K(H6E2@U_=8%S+'*!/C#,QLZW= M$&+%J0])P!A7/F!2>IMD$DBD##V`O'K`*`8Y<.`/.6&SO>60^P3[+J*`N@!R MCT#JH5;7K@.Y(?CI*_A',LEAPW_(B9RM#8?0\WG@!P`#1K@$H$DZ&TV36A.N MZ2*4\XK^<4QRX.`?<.B[M>$0!U#WJA["*I".`$RC8*-IS_%,I^S!ZQ+L2"8Y M./"/.?73I>W0$RP`4C@N]53`/*@46O>TQ!,82%,7>%V;'<\J>_:"#]'JLB8S M'+>U0PZE9+JS1]D\U^M2 MJ:W;X08'.']XS'!]\\L+F^MVHACOP@N1S M/*_%V$TEWY$)E?`4=Y2C?"X"AWN,@';JS_6`,IV2`K9]>B1[=W?\757Y.K_R--ER"#W^C MXRA0'$G_4T%C,P2P@\;'I$+A.X(BX`H=IPG!KH[7:J,-7YFN:TYH1^+DT+B# M_J>"QAT1&%(LE%2*22&5JP!E@ZGCK?-]+2/*J/ M55H8-3Q!*9189R#*]]U``>$"I=6P\3J7&!_",]0"VNY M=7[!&?*(XA[PM(=]R7D1^G,,.'9"BQDJ=[#"A)!I(=U[AEJH7.(#+AEFF`"/ M^HQR^:4?P*8+6@PPH20N3L:0T88P=2GF'"($.$@(**5W0?$=#UI M0I/X$T5@3\W_&&M&$!(?>\)!U(.4(#_@TFME1@B.=^9NGV@;-TLTU/THZTHO MWV&^OWL5")/`4ZZ#H>"-:NR:!+@MYW'75BM+EXL`.73;FP/F=#B'`D M1Y"XG!!"O99%#V'3HR`3RFEWMTYN3X%[#K]GS<,W['-B>/KB2_W04YX".@0H M00'CV*_C3"NWCA!;L7UXP.EI[^ZAU5BKDT"3S!=1DNV"IQ6%T,7$]2D/`/>( MQ`Q!7^&-9G4?=OB(&@@+?9%FI.\]8^W1!4HK(=[%BX^QX3CZ&6(A<*%"]22J M]`/J^XIB*%N-"(I^@)@V&$:Z8]".\O<-QRA-(SM8?()2&"@/^%0RP5P]6@30 MQ1"UNN`(F&YM.*SYG,&!N+OFQT#A>7TOY9:4;5,F%)S)`&L->8Y".HT5+MJD M)T)`T]V4$T*.W;3,5'.C67YK;'E4*J32EU)P/8Q!D"%,E6`M>A'CTO1(VP0[ M,`.[/65Y([V-8?MW298LEHNMUO^J7.C`P.&!(Q7689(YF!#[D;!0/2Y&P8>EPM=[@+D.(SZ+B10^M3W6"N'"Y3I]9(3Z@&L8F`' MW>TY!WV;9/%I%2\,YW(VU2``&^0[Q!0Q$]HO-MI4CJE2 M?XQE&=^A4##@*L9\QHB+N=L.X1#AGO&AXND`:1@(&*S"]%/UGN'5GH1;O;*R MXX[#9XCI_MOA&/J>\`"0/@BX0AN-0(A_H'YO7^"SH_E)8?'O49'4?8$M.#ZF M%[J>[V.$A!LXF&*%?>QM\9E(\7\LU@^)A"*(7O<)T$ M`\DGRS2A;OC_D1765ITG^PD-\$[U6Z(^XOD$CGK,[7>(Z?IR-/[H/;+<3 MLOW:"$E`/48X(CJV!/5JB.,Y*P-3#R*^]?3.E'2XLGYVO;I=?'6M^%KF72Z> MWZ7%$#/HX0`%#`:04`6X`VFK7TYH.&0J"5*)3C2L?C+B,.1XRTFL2(FIX5/*R5F@/QAIU,=VA.8'XAO5%3(5$2 MX0`(3Q$G`(J(^AZCM39=Q,8[-/OJ"$,;[\!I.60D^KC`(,)28NA4CP MP%N/E*GO*6IZ=\MA+5@=GB,8V.[0_,#XGFZ3ED(J="*I?.H(YB$`/$<0U.H2 M(>.'V0YK[>L`_:"_[:;O!_:NK#=L+$2>\"7&$.@L4Z"`<"IPJU&7^:;IT6$M MMAV$-U@PWW0=PCKH0^QI`U$E("58>K[0660[E>!S14U?FCVL!9O0J3TL&D@.*QY8:L@Z[UWU+Z9IA$,'LME M8Z)W*]DP0!Q)R@4CB`B!@>NBC99@8/RJUF%-ZTX'S#M99]H8-I^G[4`X]!$# M/JAWE;&`4,E]0#;F84":!N7#FI6=)HX-[#-I))M/LVZG&WI(Z'Z*$1=H\T`' M2$!AJR?A>Z;W*1W6I.HD<6Q@GFG#V'AJ:#O=D-?K[:8&8WN3G)U(AS[F@4ZV*`>4!)Z'`B!4JRV,N>D$_V%- M:4X%S!8L]&.F>2`$.-S[L*=/M:?WG(_=YG?*>4&EHA#T# M3R;EK#F3\^SQ,3-(;J<;4DI1RR`O?HOGU_7BZJQ*[IJ\Q0R?7:F''I$$.B+0.J(NX([O M8*_5&75&LB18WP1<_^% ML3]A1MI3^Z,<]VHN;)O,NQX.8#I%]Q'`OD^1SUSAM%@)JC,]@!RW/1.HO`";7FXTH:7KW=V4NZP M'IBF^7W-H^Z,A#9*4KW-R]*R+S[31A??W%(U9#X4W&6`(9](#[J0H'4BZ`-% MZ-:D9AA??8[M+CZZM6[(,<(0T;_Y\6"7OQ4>? M^WZ(9[(&=&'?1K;5$N7)^@.=S[`,F MWY/V1QF5?2^"_E1;=7Z:W<6K(29_$&E4ED\+O.69,!OT0R4]Y$BBE/0]C)4# M'4!:O0F`3%=W)X3:,<'U;<*Y!Q--!MK/2[7]Q3(;]$-?N'HX(!65'-8;1H$K M-WISB?DDQO2@/3+.3%!NV5ICH+QY*"NKK1^E]7AQZSL03U<(47,3KL-\5\'_ ML'=ES6WC2/@OX3X><\OWX!6V3LV!)%B)?H M?4B5'8L0\?6'[D:CT>VAC9ESH,85P1DUA1F8"44/\)]1!2S&$\)\/JYU/(G+ M-YN'NIT'67/*8YF"4'G.G!+6*^["'N>'Y3'6ID9YIIC3/0IW>A#"2`;XD`?S MZRE=2A*&RZP#`(65Y+`SRB/)"=,5*A3*U"#'!*DY#<^Q:XD,P=.G[QQ7E%I? M_YHO@K@>WCR>JX0__&=17A\AY\EC9-H:!XF5TOB'/I8.(5S-GW`W;T/;(3V. MA.*Z%,`0!'Q0X]4+;UY!ZPCQ&I_-E-$QM<$;`3@@#BBI7#5?J(8K*_?]H?W" MY^VBW/9*NQZ84/2+^?A*[I_E$&:DM]-;5 M#BT7)K58S^F&=^@TI_YIUQOZ0_#O4UG<+3=!F/N7?WQI]]?W?+W)CUG6XP]F MAA(!HY_BO<7*A=^4K%<:(:GFM/4]O+N\_*.X>(IU"O;EFTZNK#1,(J;#FA%A M-VW-_@P?*0J;*]YV=3GNT72Z]?6%TZMKQ">VBWVWOE[>+:]WB]7JWMT]I.KE MU^$S[VZ_+Y9E#`W`(W3L]HLR;!!33"B@F:8<&$-Y=;P5O!'6OP$>4#$.NM,8 M54X38[P)2B&/6:?YH0EV0_CF[\DTPH!!';2'8\$:(>0)JG`DX?>A'(&9[:O' M%-)(9&]>M>U(W3Q>1HT6\0(,QA`&RP>$Q2L=(11I12TVF#EM"*]Q.:/2XA3OV(],TLZ%,01)/Q3;IS[]+V7`YP@' M7_MX9AC#@"ANPARTD=A073M#RNO4MH[M;[[W?Z-C2(IU@/4HJ:F//_\]*.OE M]CYJ[@=Y7UIF*K.2ATVQ4\`@H6VL<;K?+4..N&[,N1PA,_650^U717%6IFJK M+\F4-Q0%%*D3T@E*N(&^0M%KD*H:)G1NUCVAVF2N]BF-P2*![]:;77CKC^4O MNT6Y6&_S_%K?_U+4ZSDCMMM^*Q^H>#7FK":-ERB#'`<%`:22":E;"P0H3 MQ7EJQ&5"#!V32*^%$GL5T`1)VYB3FC1>QN(E4$VUH-93+A"5574FR"5&,U"M M@[#F/(8FR6)74FC2FHB2-F5,I@^8+UH\`1X:&UV%784"92B[I(X8LA#YJO$NY-S8&=SIZXD+;9F6A/=8 M7,/@2T&E7=QO]F_?:)9;C)(%;4^P"YZ010YK12BBM,8`TE05>(F<:\N*$UC7 M#>IC,8^%MQ=G,^_`*)F`PFD=_L*L4!PCSCRKG0[K9V1\QV!>-ZB/Q3SW9W`] MOA1/^M-+<"X/3QHS8U1Y*H&BP'"/.63$5C9'T.")SSK[H'=6]B&#R5Q!'OUV M/90^2$I*@*P2T#(L;+5M%(#2U.2#"7)WFMN9WD4V&:J/?MM>!GR8!B;L"B`T MVOL`8(4;=GY&(?J!>=;+;?MVTKJDV_9*$X%BDS"#.9&021!LUWYF1HFWQL/N MF'#:;?MV\$_LMKW@2F!O-7546>(<-K@Z_16(-:<37/0&:`#N]""$R1C@7]/N MV1\9*-.&!SB#KX^TIA3%G6&-!,4RM8#-!%-7+\5[3)7-9%BZW]:=R]'],!E% M%'-!""-,<"P`X++6]E+;U+WYI1K;!'JDL#`-_IMH086KUPX#+#4Y;(+^W4`LZPOZ,[:IA^YE?XYQ_=W&YF&@/W=Y M`"?\-4KRR-ZU]5B9C[E"W!O(O,!48T9X';>WD*9N:"_C7E&7#!M*!)-QTIZ= M`H4)?]XN5RMU=57NPH/GNFY'!\^$YYXXP:TVSA/H.?&D7IN0IQY#3[%'YX0< MNBYE,AD6?RC6BSB%Q>ISX,/N[-C,S^-EUGADL8=QE7NN&(H7KQ]QD1+CU/+9 M[3MWOBFNGBF&42[D M$=`Y:XPE#EBBJC+*`""*9W2(.@2Y^ND*T4I$DZ'VZ'DJ5!$9#"6Q0F(-,+=" MZ%H+&>WG0^V!>=9+GDH[:5U2G@KST56%BE`.J>%<`FIK[>'0#!R#D9AP8E>( M5O!/+$_%A.E#33B#EBIGG&+5&3<(XG'BC1UY=J"B=DJS75T`(C] MW4E83)H)8QP%J';R'8?_[PK1L>?8M42&X&D5]7BUAEP07%C6[]97Q6VN'H,\ M[_/MM^)8(>NT`3,G@-*.,:X4DT1K":H^VP`0[^!0)GBR=5Q/IDXQ@CQ&9NI+ M,W0DJ';6>!F"PAOG!4$DEFS&(/ZVQT4(,V]S/PI+.Q/&R"3]YW+[[4/Q6[Z* MP>8:R9>S2Z/LJ:-G3G-EP@(.0I*($<`0K27$@9I1%9R>.74Z@WN2S03XW">; M3\`KRD,3XCGC3`ADN>>FP@L:DIKR.D%E/"DN=RZ9R;D/7;D-F8T-:@Q2UCG) M%?42TGWU40"E2;[&/\'DQ?RF7X_^^+E5ZLXAH[SZ$] M/F8&I=)`.ZBQI,8`#F-[UCT^D-NWWE2@!Z>V4X%,P!%XZ=Z\/L,NG=O7OR$S M7`$,!?=&.P,HAJBJX1%F%L!\$PYN5_PZU\GM1$83X'??[#X1M[`GT$PQ"0C" M@@N`%:IQ8U"DMH&[+(=W'&[W(J%)NAI=NA@9%S@65%"Q;P-VWA(.JK,]:+A, MC>M>E@,\/&,[D<;HV[+G*RYU4_9\E,P2(IDQDD$?O'_!PR_5@0\$0*6F"5_& M39^1(KAGB6"4%.$/B[)/1/80@Y5\$T11\*#V"9VW^<-.A"=X?E0 M>V">]9()W$Y:$TO8U$(;IPBF6@J$!.=6H.KE!06I,91+I5IWPFZ3L-E.")>4 M2^Z,LEQJ+A45#$*$X7XS'V9&O4C-)9]@B&X<>G4*_UO)!)9>>V,5XHPBA064 MX<<*%6EL:M+/!$DY#<^Q:XF<84+]LMP\?+NZNCI0+>?01S..F!0::2QUV!PJ#]EB]6;A/$EZNK/WUT MQ("=\GBF'?<&:$TTL0K8>$%,U%Z!!*GE5N>2D=*68CUB/TIT_L%@7TQ,GGB& M#5/::J^$8@!`!AZ/.[!01C2F5[V-F+QU%E/)G!2."><\4YA5*!DE9[`O[YXP MW<7DVZ$_F<#EZ#%Y@CEQA"HMA5**:@BK$W4L@>4SNDXQ!+EZB>J5]&+&,`&O4@A+<2M(?`F+"@?,"562'" M/MSY"A6L[8R:*4S#M>Q:(D/P]-`[?UR_,L%'R+[D?VUU>)M_'^'K.<-FGB`9 M9.`A%T8P;`4AI$*),IP:N[L,R]PAB8K19'*&C3X8VUA?O^92/V8-QY]O'^J. M%*OBYKZ1IOU]6>:]=0Y1*B@0`1N+O$,54#J]).$$E>X@Y)V,I(90QON"[6=I MWI/'R*!CUE/,::S48P'BU+O:$V-RN*OE\V!JWP(X0Z<>+%>^KU8>"Z\O-]OE ME;[_5!;7NZOMK_E=OCI9C78R?D89TM1BR#WP5!MD!:VW@=J+MWZO)E5SCB&< MD2]^G:XM3Q\D0TH$#(2B4@E.H8S'Z?5J-3"U<-=EM-_I3UWV)H%QSI6OR_?% M]?)K;&(:!KVT-A`TK'$%PD88,\4$]T38*I?2!S]_],M?1\AR^L%RTR!9G+(` MA$JJD`4<,&JJ%%#/F$EM&#BA_6?WA#AXD-PQVB/%[GZ.7+<_&GYMA$QI#3QR M'K@`-#;:$:BJN3O9G-@Q?:;U28CFB%P'H$^$<"E'MJ^/D1$IO84(822(]HQ+PGPR*02C9\=08T0\)N*&!B\RF!^':ET@-)M1@<9Q M%&3O(ID,E4?/AG$6:0^D8B1LC!Z<*HPKW#S6,VK#-##/>LF&:2>MB>4DQ'Q_ M#)T6#GN!L!.^OASI(?+_3VU)%7:;G(1V0KBD&ZK$>[_=/'E@M9[1G317C038D(3@( M'P[JS2_A'3Y^U459%O_)RR:=TF*83%$N`"4086*""B7,VAH%&53J?,X8A]`X M_2$_)?XU:ZM6`V5"2L8\\)!"%2N](F1]C418IC/29;T0))&%2>B/%+ZH6\FG MI0:_>#P+T^/6[(]O"$=,[8MRAEEK(&9T>#U.'.U.T'=URU)3D^:Z`K[D1DY:.](0`4S2&K& MK$36$FF=K)`1./G`_S("&H.PLCOT1[+(S[)Z6NG)]H-EW$B/J6-$<,*$,X"C M>J4J@E+[[DXP+M(K'WM'OM\4L[O%I;0R%])UO>G@*IZ>; M-HR1&<^H1U`R9S"V&!BU3YP.&'#'4Z_A7*9*.)D0!_--NX7[K$LWKZYG??_T M#S%$=2"^G31.)H`.GHI$.&SVG`;2`5L#Z`F>D8'I0>0O;L[TAWQ'Q(K??C`^ M??R!L-9(]'4A)!K0\*XHV,?JA3%7,TA(ZEF01^B2#/,9O/#+O^)>YL=+-"81 M'7@BPU8%Q1LF*R6@/JP;ZVSURH#(&43INI+9B\*\70!Z!@?^L2B74>8S,`06E,L`B92D@QHE]LYLP_["*9V#/>F-$ M>\8E87Z&R?NX_9:77[XMUN^+.(;`@U1A>)HW:BKD8`O-!5%=;FIWV8.:Y`EPS:82@A@!GD72U6P#] MC/K^],>N7J`>@E2G^`JG)`.U&B>STC(CG-6:6ZPYL@"`"@=M?6I6T`3/&?OW MQ?I$?I!"@(>#L[=A-2W_FU^;8I,8[W\Z0N:"2C<"Z[#0)-#&ZX!$O?J"2S*4 M&9W*'B"!%3]7]NL%^?&.PL[LG7T99U\*8N6@\P!1K01G&NB]$6+0$SYZK94A MSKYHH+K`3D&&(3)ATEJR"H-@DF?4'ZQ+0B2??;6#>PBK$]V__5O>-X28?OYH MACUD"&/N@`D.74`,"E#/QB<[S!,D3P\2+CH%=XR0T1F1HA?[#,`EMS0`YH`W MB`ECL-K/%D$`9W0&GR[HADC0F9@.P:`GG0B2-_$GCY$1S1S3BE/)"0,.V#]/2]66SSFZ*\?X9/D\$[<80L[!(( MI1`%K4\5XQ;2?;N],/=8RGI?UB MTO/-.FX)WZW=HEPOUS>;_427<0'_2(9NMJN]?6:85&N][T:":(DX98CR"4(#:Q`4Y7LU4" MSLB<3X`QA^);W0AGF(WMU^4ZO];Y.ORP_;1:K)\DIV]>^6OC[C=AO(Q9YX7B M'F%(#6?2.B8K7#0D;S+`G[Y%[E\"8S&SR=`??";S%A`,C<,*,:-P7(:U6?(2 MS2BUHF?YG\"V%,0'.;SF@XOUBYV^^KXC[/?\NWR_+A_^*[/Y]-HS%. M&S"3@EOM$2`V["FMP]Y(7F\"0?)&:)('2QWPX^9Z![0?UB3"NPVQ&XA'SA-.PM#'$@$B_ M;Q,0@*KF1([IS+%/4B_ M91I:*ZC')-6[S687#/_]IW)Y%W;X+EYJ^%XN-V?0K6G(C%-EB';:2"ECPA[3 MUGZ:7WY M>7TB/TX`9?_CQS]6RYL'$;<*I;QX.B,QV=D+:17DT%+&C:GFC(E$;^P2=P(7 M&H,IYV)^QGV5PQ/]?;VHTC5C9*G8A6UWV'TO=[1E)M5'&,.O=6^0L]"VD^J`[(6&U4#V;T MHBH9+^4,IUM:?/Z_S8MZ@!U_L;`J2E#,N1(@%8@41%2016MR9:4'+6W>Y6@^ M##LUH/:[31G"'5S'KR:+];UI8T*Y]+R/R[>3NVW6R8]B@S\AEW"U32@Z-$.2_`!"&CK[900`2>2VSU6HD])&L-@^R'9JJG MLU.:C3:WF_):F/N?N.5MHM"7Z6(]^S:]5V;NQTM:;'!AN5'HYGRMT>@Y]-MSE^6UC1_LE7OS4AGVR;\M.'4L$@MI&:]`HE>[ M0=4B);(W)89!E%^?;-=EMS#WP;%5!S;?/QQM$>$^F+37S*-I;C]]/O4+@V&@@Y+4 M2?_(SR+SPADS8+[SJ$.<&,=JAX?=0[D^MWQ?"&B.I!A^!>YHB3T=E MU9T4?^8.2@,Z'N]N.NL2Z2:Y%\=W&LKPY1#7WRV?G/Y@69$X?3S<>3>]N[K^ M./EG?[GY_(3S4"K'(!I8(-$&4DB\%8=--B?4P&Z\\&X$55T=$70_(^02S=G` MO_Y8K*:3>;FK]TN:=M;5`?_[U?3;;+E9S[^_U-/IYY:BD@>UCH'M3:3\TMD_!.N<8U7;U,M_\.J'LO>CL\AY&U00`T9!Y`J% M43R24L.RLHPC/K=T9$`95MWZS469[YS;T9]3A[?`C_U^O,"5BE%%8QD-W@;- MQ$/U.'#T(.KN-5^B1JA&J:4+6K,HB>5(B-45!I')W+RV`:U%NR!$MD9H/;@' M4EW;4CVW4,((:BRPZ`55**V-5=\YT-[D:(=R;EJ3$9GUW/50'PCC6JSG)EZ# ME4Q(0QT$10(&5O5?H.E-MF(0A8[U&)%=SUT/\S;RRSN_G49%,,0P4=Z8JDF* MZXW;N2G#,6G8=F#FS-MIZF%^R;(`@0I&4"NB045"RTOK=DA&&4:P&=X]NSJ! M>KPUU\%Q)9CC(M@0K98H^6X6\$SF;D(/D'+=K\6Z1+Y79<\?4^N2BS[DY>W? M=](H!C_AO84'U,1Y!U)K(ZPCLJH93M$8LE=V`T$&?TZ^QZ9]:PR)M>^F_]S] MOIRG[]]\_'LZ_S9]NUS*:&041`N11A;C4$K)'[8O05AI1J0S MU1/O,MG>E<6&Y`$/_?O?=++Z^/?RXY?5:@P-4[DZCX/>OEQNNC:#8Y\K%`B6H6!0YK0 M@1%A4]13(1J1Y1Z)#^AH[^*\H%V3#=`)['6R]M;?N^7_X>\404IMG4[1>`K, MO=?!^2KD$EZH7)6<`>HJ7`3U6[76>5G?]L6J+``@T=J3<@)$IZ+9]1TUS\US MKB^AL+R;S%\54YO884@C[ZXVL<6MDQ_>68"4%M%0)IP`#DJ3Z"I\P.,KV]CK M;]NDJ26&Q-07@N)#)==M?Z+0FC(FA?(J1`%!*`AFM\+B?$0'MSTPK-W-D5PC M#8GB+T:\;9+\^$<*!X)0"YXXS4-P5#FY0Q`C/YJ$=CG#]7!IWKJ9!DKT9T%M M1SS_^3<**H.UBE@*5@)$?> M34\^FMSBD`O>G.B#@C5A/U]1QT\EE<9 M<.JB$8)307>I$;[47'F=I1TG,R*SM*,>Z@-A7(NE'5H!(P&0.:&($30PYJO^ M1VE'I&O4.B.R2SOJ87[.G/QSW*I&03(TQE$;0"=D%)@JN=QK?GS9<4GC8`>< M:>M>M7IF&&^./XLA2`":P/!,A$B-I#L<9!Q164GWDW*7R)\Q,-S@8E7NX+009J'BTJF\,8:)58"4*BD0RFL9G*@.I,&"4 MY1Y`#7`5U28ALL/$>G#WN8#Z;3E9K*\6OT\G\[`NA33]=/UI-;O7`DFMN;I^ MOUI^G:[NOA^+&K->6!!FO$VC,_=I1`Z6,5WMSV%9J3RB`_\.V/+"TJE3$YR5 MG.\FM].J[65/CL>5]=Y40.HVM4@88TY['QRS=#<4A.R:W`'2L6NRG,K-5@S1 MRVI^MKA)+CNYGW,UOOS;U.0 M>QG+-O.[V?5IK/GAV8(&5)8'!"4$<$TQ1%GU1R@UIAO;>R)-4XS[X,P3%;EC MRZ[]1XL(W%@2I?1H`E4TJ$IR#IFRV8_.]P9[[#UMX%!TJ M2@+UCB"3P@F]@TU&/Z)JY7Q#']E3;XCI$+;2__CPR_+;=+4H-3`_?%TNULMD MMS8WUD_[0"&$B4IRIF+`Y,T6I/,[)PYLQ&),^22JN;?>B27ZX/#OT_7L$]V\`<11E2_WAD3NP)[(.?=+6582"\=5SXH MQP516C'-=[,0\RQW+5<[?WI8&1;9VV.=H#X0QK6880$*@M9"T!004>,985Q5 M_:=6Y*:57L!$VY@1V1D6]3"_"/%,9`31*)1@F4HS1%#QX?(_Y,RJW%GRPM,B M3C9TIGQF/=0;$.GMYFXSF61U?J.:\K8B3$^<"L!P:2^>A4M5_(4S`S@K28 MKAG7(_S]D')[<>0ZC=7OE_/4UD^3^8?-GY]GWV;K9.-3:'C*"PIK#"6HA`A* MDA@H1`Y5SPE@;JK%@(H@^R->!X"?Q8\Z%-?^ZU:>MJ?WRX^G,^N]F:[_@BK,EK"QZD14WUB&1YVV+!\FSH/Z?>\-TD[E6?B:4O8-YB8['H]O=MOWOV_\?NOR]OI_82\S>"X;]N+ MNY)-7UD$5J;WA!"LE1*D5LRKW2)/Q!')+W0T(?6$_'CK;*1)805(KGT(0*6P M1NZV62(5(V)@]T41EC`S4&`S"1>F)WO5=V?X*-SK7_.B( M$YD"I/5P[X5S_UZ1?"_'$H1ASBC%!(M4,TH"[B9`";E9:J<'2.;>(Q;3F[+K M'P-^J>]N[#>&A^B5NA-I"9- MN948$8KTM]R-F0'M+@]F/NC$(D-E<.FR73'XV;L+"Z?C=LV'.2^0LAA;6(%BOI`^4:8<$@JMB9Z%9MG+'``7TSLVY MFE`/0!OA\4__G=U]>>XCX]9'L"FV,>B9%!*UDS%R_7"7@Y6,A*,U9^?;Y&E1 M'T%S:8T0S$;/@"=_>,0@N4"NWH(]0SP;CU$11$*V2(RM+`:92,LQWT7KR*(O:6R-)0 M'Z&>(2Y!'X&BP4B#X*BM2[UPY;\KY(S-+76_)&HUM?5Q?81Z(`]?'P%(M%0S M08S3@D0C+,)N*E"@+C^KMV_2-,5XZ/H(07G-3-#*$&EIF2M*=P,T8';,/T#& M=+^@:@CNI>LC6&8&:L?$/7U4>HA^D0TNR&HH_` MA0')A*<.`*E@/C!=(8>,]59O-X"J])-)U$VJ:#U+C$\?04:AN=%<$+21>:^= M%%7_+=+<`N*+*$MHC8M=P3V0>O66%!*"XT2#]9JG,(8(;PR2JN]"Q]Z.OP>F MD)"[0=8)Z@-A7(L*"5QSCK[I$$H*OBD9US9RICU`/\]=2',\X=T$$AY)30D$3[TR% MBD8Z`B9VQI,VBN/KP3^FXG@?"!-:L@A:`B[/Z(UP'@(ZMB M1FJ`T;1&071.L!0R";N+E&S(O;%N0&SK;\+MT1"7+-'@)$`:W:.1CC/4S*.H M#D]4H#BNPMC.2-<)V"?5R0]H"=,V"*]E\W-(=?*&Q1#3Z"<8D30!0C51C],O MYNJ>#7-K]#P\;0G[L=3)6QJ$D0J\$DP$[QFM.JUU<+TELIZ3<.TQH[4:^EI6 M&6\-?8H_,)H0O%64\>3_NKJ7T6IBLT_0+[N&/G/SODODSUO7C9+;ZSV2^F3:J?ZC]E8)PH$(%GI:L1$E/5$"^\V*J1B24W!&W M3BX?ZMHVP^;W;]/U>EMB_?=T_FWZ-CW]9;WK<2=*,Y"2M M\&6%;4Q_'P_OS\+(UKRB32L.VT.>]O!J]=MR<3-==>LA![]8I`Y22SU/@8P+ MT@FO;+6_I0./(TI+OFP/:=.*P_:0;KWA$3,B0#BJA!'&1(8>B:^.LK3D+O1>>.%;A;0TK7@)0@S.,0(!@>WF M5$T1[Y9(`A&%$@=0YK\?60V M5MM^FH4>[NW]UVG.;=1A.TT?3K*/GT*M!3`PW%D51(B6[];%%B`WT?KT:&+/ M*08<5`S'*9H9\7S23]OCEW%*.D5&(X!&PH.Q$KQ4YB'K#[4E[&C:P?G.'-N3 M=`*FHQ!^EJW9S4#O2HW+R$"2=3B9$MJ13/;C[F/I*F+; M='U7)C*M\;M+`]7->E**(=4XTW$TZ`5VEN-"I( M:[EQE%0E8`AMC"E8QM>BOAJ0\ M].K"<.$XC0+!.:8`@?'J?@:(P8](`+(C%F5PM46#-,AJ?]Z*J^M#-W\\FX[* M']XLREVB-XN?W"JR=ZG(42J?M3U%&GHX(419C9$#D4!")8H/AF0+CESH.)W/ M_TNR8K]C_O--U6=]SACF3WY;`5J"-PY5$!I0)!C$#I/T_Z_V)IGF(WM7-NB# MET_:ZN:3]7IV/2N+6\HS@'(C<3.9OYW<;74!?7*_DPG:Y+6%<,%X($+&*"50 MC6YWRR`$FST&7VC52'.F]FB,)H(".RS>E`5OJ'F^>-`EWI5N.5U>7WV=KN[U%0X<%Q[_41%H1,^HYU$)JH$J8QY\ MV1/ES-'SBVZFH/L&7SUI\(&)Y<>'"\%!!;#,ID"),Q,X)F>N0X?/=,09P0VFN; MAA?"M31<15&U'WVVJ-)@2='`@OL2OYD8]L:!XYK0CT\5G"D:*766,TF)T9Q% MV/4!9:[2T8!XT,!N/[-\%FZ]".;,%K/;S>UQ%9RGSQ5$)S4YY)"%A[*UB MU-I*D-Y%D'H$Z1>MFG"?%NU!V^BT;WN<\GY2WBJUFBS6:>F[C:VNT\!U?U3S M]!$W^3J[F\P_W"T__?5^NOJ4L#MX=-?TY05(8QE#8KT,VD0(P3T"@;HW(;7+ MY%CO!NAT%^"A>6?)W'_X]@EI^GM/%C0Z2T&`HP)#T,)(<9]218D-"=HSY>27 M-OZRG"=O6-^KE[U;WDW];/UIOEPG'IYT^GCJ.PH;N=$A$9=3X3\6)5-G=<4J)5A5GL3B)6ZA,5#A81$/Z(JB&P.[&?)=@=O M'_L%3:[C+`\,`G`0CJ?Q2C'._Y^]*VMN&TG2_VBB[N.QSFAO>"V/V[T3^U1! M2Y"$61G4\'"/_OT62`*299(@"PC6^HV4*CZ,BNORLJTIEZ-=U<4->B' MR$T=.<_#=Y#H4H\=.1TJ,X-1-$V](8Q&W$2]6G!5,Y.M*\ MDYKOD)PZ1C#:&JFX-)!K)PE33,O=^@568#`;=13=#$]FAO,U7!+^?L*G2>N=.$)`!".%173FG17$HFBE5^@*14BJ^!I14&-09=@/[$.PW+$L M:!.IF*^V51[>)D&[V:+(BX=EZL71WKX9,.`<,\DXELK&/T1A7^&+`+LB&Z]S MCIN/DT9#[('R:N(J3FZ;>7K&]=#C+P96]JD4@&AH*5?2.NEXM5)OKZEK^PBX M9=XC::9^2QE!;J#3#%(HL04`*02KU4:SZHJZD8V/$3LFSB`WA,KV?N7:MV'? MTF*:%R44#<;GT?>"-UXB(3@E0$NN!"%0U>M4,/6L=H2W?@8Q.;L$>PBF>C?- M1B-Q[_.!>"T(BYO$4!=_`Y23>A<:(E++G8]0I79$WWGWJ`X<>/F4K5ZOM;W* MY:H>Q3GQEY.&"A(@K(VCT2IP1FF)J*Q-9L#9%:29=L0-AR,O?0!]B7C?`4OB M[)C?T7$"PQ%NR2@WR$N#H_S?)3A$'"P&5Q2,Z8WA.D=Y>"%7;0X?4;/9,G\H M-@M;_'T=M]']2[10S6SYZ)_F?_Z6W3VH-OA/NU5W=_,`H,QFJ-'8A3 MA@N$2T(U<@YH#1@Q$&-6+98I<@6I8$-P0BNF2Z+$7W;V+@I,,-*:(HHLTC"2 M2JM*[TIMKB'H,`Q3]6&$GT>;DVRB$?GFEZ%+GZ,(:Y0<+6!J)@J=MH1/;S M93;1R`EY27VSL1#+Z_V1/3;N=>EL?)U7U5R_S@_7\3S!8.KQJR%ZDY12:RSR M3C@8/1U;!>2E8LF=M*8;I^Y/XPQ/KJO5.8=\^;'IHD/S#-9:*;@Q6&"%H1)` MX)J.U//4X]SI^M<3U5$=$7B:&[4VA<=B'9XRH<`]8E8ACA4WFG(EK*@"?^\O+&CLM6YSQ'III%!'FL:Q2F!<^+O=_9D_K['AOE:/*JL_/!<$Y M=M9Q:#".(LD8QG4%%H+)]ZOY?R3CCXA2UZL\1F'FM9EH8(9P!2%!&%*I*$*: M56>G2L#DGA7B+SMOFA2^=)#B2W:[:SQSN^6I.@&R=$C5C?EP4]ALD?^(?QM! M;!,/;_.Y@`EWB'-G"#(8`,@%KU%5OKEFWX%](T_>-W*[;XKLH>3HKU>V?2Y+ MKDMN@J-)P%TX-'U\,QA+O/`0$\.P9BQ:IZ3R)A4CZ?WN0>)^N.ZM,#2]KOOX M/@H$J;2%$@C)"($>^.J:FXI2(CFU+_'\WA57PKW]TF&(,J75CWE1%CK>U5R> M9E%2P!`U!""/'?<61T/0[U(CO..V^7K.6<&(W<>;F@N]?2Q("!SQ$@`>A9*G MB@+JJ@D"I:\@0;PU:>:=P3=(E8KUMV7VKW5Y0_Y'_%=92ZZI/L7^-P*%DE!C M,(J:26.L([_1:FU*#%=WK_]\TS22OJ\\T0F,%V*1QKH3!]\)9?TL(YV`P)>- MN*1DU05B[RSR5R1!6E.XF6.2,!V"9VS^([^+NO;S++]KO/KQZ\,!(TJX5=)P M8*`690I[M2)O'4X]V)P&EYQ+U?U!^''@W0,Z<-T1Y!YP%05`%= M35(`F-KC;(0T;T.A]WV\VZ'8!:G1Z:3>/1HH$F5/+:NI,@P:XZ&J6=OP]^WL MIRCY^R1U&HJ#B/VWT9PO^?+_](O.BMO'[[-%DYG0]&IP0C%CA%7.8V6H,,I5 M:C/B1@:KQC,1:Z%C/"_#/=6$FTV(AE=#M)\]QU9Z&S<-0"HNM]XKPI@K*I[8 M'>$;.:H5QBU4S]M.>3=_%A'2Q_Q9OWQ]S!?;5GJ-&NG$$8+QG`)%'+5><$6X M,Y)72V)87E&KD^ZHNS^4VC'4P\BC=1&!?RXG^6GVO2G$NN_QN"H<#3*J(-#E M";DB%M:HE:'IZ5^QZ%AKM<9P",[XDCVO%[>/LV6F'A;9UGU[-_-&E77R&,%[ M&%<)O73:`TN9%E*]KE^D)BV/4@BU(?_[]N\]`=Q"<7TN;LL.PY]4HX)Z]V20 MS`-*"./1;8`.24GI5CI"`*PD]'IXH`>RS;O$MHW+/(L4*"+PF\__3?VMV7/> M_T;P-KJ01#!KHI;$P'BS6WJ=)$9)A.M)QA4D\L*([AIV8G]VA%\+(E?G?\O/V>+WQ[CBLAR; M*HKUMD[%E]GJ6+K/"6^'*,&H1CXJ-T%IA$4:5R^%,CR8&=GG%:#V=)SW#6P+ M'OFT+L7/S7T5"2Z[];QUKX\P2-.K(0I'YSQ2V$6(`-*8Z'H1`,K40DLCLB@Z MYXV.,1TFI/']^[S8QF+*O-'MU;3U:EE:0'GQ<#2\EQG*PGA)6+58K(F_NFA9>R$T`,YMF.I@5#GJT]O]-VI.?CWKO<$D3ST2'*]QVP&[=`QJ"]XHF?+[`5S.]]7LSBYE8/<4='B?\0790XZLL>4!O]A',& M"\Y2HRR%B!OEK''"H$I@$"+8-1VMIY)YK^/0(\A#N!(^RI/%[.FWS56S65'& MR#;Z9+;,[GY>P3[)GC!*T)*"LNH9)AR10Z>]&!Q"VA#I&03&Q_U`C*YL)0)=NX3@&]E+39NX8D MF7-DI.`<=67-#("!MP`C#GQUT$@L=*F29T1N[!"2ISN$1\-M:>;3H6$"@SC* M2RNH8DP"JHBM/7L2_TD]"QR1TWP1/DN#=RQ,UHDTVVTS"Q6S6#%L(43,$D=Q M94)2I$FJ)WAVD<'K8K`D<%O84!^S'W%.#]FIIM/>YX,02""NG5"(&FV%AK7( MI1PEF],C+'[7E<74!8Y=D?V@5#CR="!QBI!J2R30FS9Q&/MJJI"R5/_\]+IM MTR9Y$HH74B/5Q%M9*@<&"59R3(&64%B"D7)*>EM+.H(&*'@V&4;J'=UQ\%>* MD;)WB,`Y*9LF&"N`YHH`Q'!EI%$C>6I-UO,+DET3;R5A.\2!4IV]I8J[+^5) M4I'=N=FBR(N'B9XL&2\\5H@QJAVV3`I<789P'AG:>.2=DA)R5JTQR*0CP$7M MA8#3R"@'JFJ@WG&9F@4T@?UU,FF.U1H[#[[IU7RA<3W*,*4\F@E,X"8S'0G@-3K<@Z-4`RQ*.XP)KB^VP5P]'"O1V>TIO#)M4C/PW0(GFE; MBQ1QX@AR$#M%(/42$E^5$P'$)&<(3X-+SJ5J:BV$!3_-<^C`[U=ERL>RT3JTJ6N"P'L[K/,'HZ%+D\?)!`AE(JK M`@X1:SQFRMAJ88*)ZZM6G,XLO:/;I@3/]ILW]VI[A*%G3^6\;N[?,+&9%\OY M4WZW::_R[2E_V'8GJ8[0XA!-*_/SA9O=/GY>9#_R^7KY]_5LL3I>[^>"TPK8 M"X,UU((+`3P3PKJJ2P8P#%Q?:@VAI]\?KKWI3U0VU+K-CYUQ-;\< M!$!*"L&8ME)1'24%JV(\J\[U]2=HWH)/OJCF#T_+^;/B[R<]QD\ M]/.+`5`N,=-EX65&A#8::56#2)([4YR=8CTI6Z]33"\BA=)XY^UK`6D$O'/. M`BCB3TNTKF+K4*/DLM,C2IKN7_*DXSGJ@DH6.B>D49HI[94QUJJJ)1!TDJ4V M-QQ1NG/G9E/WL`Z11K2WDL;;PAOZ)=IZFRR0N)#_S6:+F_O7Z_;33#3RC&#J M#64<$\8,XT97L4/"$6N,CO24*KBY,9W/GCX4<9[KS=WHW]??_IG=KK[.*S*] MO&+_2JY_Y*O'O+@ILI(\QS()N_E"`-(SQ:@2F(MHHG-+2-6'HSR^NZ:3[53. M>9]G>!'D!TEP35[9AZ)(XE6CX]8$W*?` MKWZ^[L<8>!T^0!@G#ZD@B)H(%)42U+M<`Y1Z[79$L:NQ<6L"[)-@UOQ'G[*U M'#Z@N+%I]+*XIE2QN,^9K5'CG*2*U@G4(K@8LYX/^R`Y6Z5W?G0AOV>KU=/F MF.)KMOB^5-_+RNO',KK21@P8$*NX(\X`C*V5`GA38^-<:K[7^1&X>1D"F0)+ M#H/T*"(OTPRN<"L$9-A2@"&B96H_KI(DA('\0L&5\6QY(;P!S!$!'(*&6L!5 ME0T@&!PNQ?-Y4RGS]]5LL1ITXY_,'QUM_//P'D+]?,I6V\5\R38)\/E]GMV] MKNB@/-CD(QWAR%;C!@LY,8PQ3(DU+KH_B%;7-C7=S_]/V^GD)V>UZD:_R[-@UB'.'"MA18YF44`#"-1<(L^K`56BI^D_3 MD5ON*[*'\BAO$OS7,\C_89:XP-Q!B)TE+D(422)J;+!'@S6SW*IE5TR#!8=! MN\5)^1$/=K5ONE7YXO+Q?+7>)+4=.4KO8OA`B;%$*RZ%!@8JK6Q]Q5%005(3 MP"80ESB7[2X(^\`W`C[/%C>+S5WJNXVY4.44G'8IX-#;(=H57&"$J19*&4F@ M(%7^@5#QS_0S?KJ6<-VC.D1L87-Y9FJ1`X*YAHPC#;&."L%3P:KJ31P`W:B" M>S)1;A^SN_53=G,?6>'Y*2\3F/.P>+&7.UT@#_;2_ MN5"OWPL.((\E%4!`SQDA3AM288N)N8+:)*VYZKUI,P(ZM"EG\&;Z;]KB?"C> M>J*_94]W&U%QC#%;CAB``JSLM<.T0W&Q5A%457D4RI@KN/K>%>L-BW0GS-48 M[$A@KS/'W-1;MYAYA3")"\64H*KCE^`,I=;FG$#*1'L&ZQ?K(8SF]AR8.%*@ M7GN&**+.,X.08\+76%!E4F-6$TA^2-6I_2(\2,"JWCEO[AQM;@N75L(B>\R* M9?ZC;%2X*2FY7)[,?2U'#E0;'FT*:8`WAD'HA:;US@3)U>C\V7MT_SY7J1G>(BGC-.X!(QJY1` M#$73&AO)V2[31.%H:#<&TBZ(Q2D2XKR!`J:2>ZB@*FOI"^VX)*9"0_ODBB%C M=/GZX9(]D:#>X+^4=+AHCLE%A,2&\!)$9]O%G]A*`'?Y`%((T-Q8MQ\L2O7R MT\P/%28^_D(0#$.)A)>><`YH:3OM#E:D9"@Y(7?RF_YDJL][@'F0P_M9G&%# M<<+ZF>`%-EHB2B'S2$41B-DN8BV5T2SUM'.$;-*6@._/W!,A'(P%&NO)O7DJ M,"HQ$(;ALIP]9#:NQ%5KL-9?$1LDT&T?Y9-P&R8*\N_\^_I[(_5_>BX0*!@C M&$-/&79&*0]AM0ZHFWLY3XS^YU+OE^A%.G9#\,#'>?$0D?QNLV^GE*K=]WA@ MC%*BH%12>&5-F9%6Z4D%O$J-(HPP6-^Q8N@`S4OP2&.MVOTO!"(=+`MP&TQT M7",P`/!J953CU)C[""5'.\(V<$D2FH/HD_EB]3![R);-&N7G)\NF;AZ@LO)W M>4]=:&0(J=8B'+PB#Z0M,=^KEU9`#B,\WHE,_?)IMHINUN:@_7QK5SJF# M!,W+*J]`4D"`,U!9Z4RM8HE/9:41'NQUKHQZPGAX+MM-_`0]=?"M(*'4%B"B MA:`.:L-T(.+_"$O-O1Z$W5L M9**F5P.UV@&&-.5((X4XX[S:@MI:>$6947TP4L?P#E(E8;[X<[:XJPJJ-;/0 M_A>"U-`8A\LNIX(RPHBNMXF1,#E\>[9AU&?)SSY9IQ-8V]Q*^;7MZ(&"RGI> MW!UFDU;C_3][5]KDQLV<_U&"HW%]!-!`XBK'4DER\G&*KY:6&*^7*NY*LO+K M`U"Y.CDS1"1+$VM'Q1-M%E2\ M94@>FA+S25@LWY;E1UF_;>^.N/N#S%MQP301"59I*6?)GU5"UMNGNKW%ZR74 M*IX'T_5'?PJ%^'JWO?K\_N[5[NUZ]V7SOBUD_=S/\Y$";SP/+`J>\ZYT;*0V MH@Q+%6.]HP0#H#DAC^1;_L-";UNC`2^.J7P`PZ3TN7(6.!X)D:[>GW6XH/!D M/_(^SRN]`>VAT5Y]6M^\67_:?KK^?&NOON3W.(=5M2JMMJ')[Z19!ANJO.0" M4>A#__B]6L8%=?8>@)#;4<&=0J3@>K?YDHB5DWOK!\1O-K=MK;^/#:LX1"=D MD)($I0T0KJ!1KBAMJ1J:8?[UP&IH0%2GY9W:?3SI'O78L$HH0JVV/@%H41HE M6&3U+M.),TR\_;KZU!I7?'Y`Q1"X M8&985&?NBOA33/I'"U>9[J]/[M/E7?_QQ:/KW]N-ZO5?0MW&5 M7,A]]:;P]Z?-+JVXK>W(L!^H)IX/`< M-#@'4]H_$GU&Y,F'\U=1.M3@C?5`C5?>R>;"""7JTK#!#/7EG%BR!PDFN>1] M=E__>GE?OVY6_]I<;^Z^';L(+IZTLCGF=&_6-^NOJ^M7^PIYG45EM^D3�JY.@=YP&9<#DG MMCZF3BR@R>WDDG)4"O1@Q^]^]/;@1A\6\7I?UO0(EQT95>6X-(^H(@A)2?#, MU'5KD]7!W))#J_V99SA@IU">^_(;M0P]7F/ZZ4\K1ES:B20NB5TKI"%`ZA=9 MB$&4.@B=O=#IDPL&474]\9PD;I$V61_? M;=51+XRH#-6&,^^=BSPXYC7 MLDWGC=#V9MU3[.Z4ZFLB2$` M/<=Y?/Y_[]/LW;>PVEUOUKOO#QXS0)]SJ[V[W`/GVZO=;VF;?G5]C6GL.6N? M#76Z+4.+P)D-CG!!C*XO9&BB(/#6&XAN&2Y-P[?4.7I$#R,_AW]3/X M%ZJ6=9RA"C1I!:=C#E`(ZYUEKMF6L*JT9_OE'.J3Z?IB9>5L^F&YA1\\OO-;6Z#M[[**VW-CGOFUQ5Q)AJ1#"UT)'"/I'X[ ME?;$;/'+M0O@D*Y$W0X-9I^[J`<"T7VKS<`CZN6T@95W8*3+C5PD,R+)5F(: M,,`MX>7^V(IF%*!'X907=VA4#QE-!VKRY<=0U/S M9"8I0K@'FYSN7;9F^7>=JD+*M(VYB[VVE*-GS(1ZD\D_6$!!]^'IO9T4\SZO M1UKE[*]'^DU\I!\2V1Y>XK61A\+C(_?IU'L[" M)O8C\N[K^OK+^K_2"?K8YJ$7SUL10$^$=$B(9P!< M^T95,&GX`CRR4;GG&4=M*EK,CF??;*_3`C[D=.%W7[=#<>SC62LKM6"4:L^" M2HZ1(\S2&B/+5>DUQ$5Z!!/S:R]*S)I;TR*.]P#I,6\5C`V.!A#)?$(N+(*6 MC6EC56FP]"+U_QDYMH`6<^;9N/U\O"9B^;05C]9``,8BC](P$4,3@F()L-)G M\C-*(K\$CBT@Q:P9=O-E#!F;IZU`<*U00^0:9%3*\T,)[TP:`Z6!GQDEKE\$ MPW8GQ5P9=O_T;22N?31WY,GG3/G77[T*-' M(.I(]/1;T;'Y361>(".FH*!X@'1$-@/6RT!8;B#-* MQ)^21TIQG5E*X&_;F_>KZ^L2JD1<9HE3)-H@H/8:!0FZ M]5WD3)/_N,1HG=/1":^Y<0QHK>HD2BLO/_0[%%T+D_^Z`7PIR7^4:T8T)DFE M*&@70#57=5(9L@"V&8W.IR3_=8/WDI+_(/`0"5&!@*,4,'A27R9+X>R"4[NZ M$?;$7G:=T+R,Y+]D,@6G3/3*8Q#:4/2^WE.(?`%YQ4,1]83DOVY@]O0=[JN, M9L,OKO=%^%MR_XZ.JQ1007URQH%0[HWP(M;6M/3EE4PN\J*O3,V,@?,8;-*: M^-I3,*>X1 M?=#U`J'\O<`,U<181.\%Z$5E8@H&@E+%()'-UD3Q:\>+S,3H9U*, MA_ID,6QA,1T7T/EI#%%2:X%U\"=M?`F^QJC$>C&&W0W7^<2P'S7R6D+4.@A& M>13&N<""%XF.X9!E31)%[)D*4CS#C,=BVJ<,JXQ3^7;$*8JX MH,!27U(_[1$\'*I3!)@>+[(]?/WL[ZO`G+!&@`-EM(M(N&W`TGQ);:6'(>]3 MGAD`U+,P2VO8^H415=1`,'#%"-="6:58?:]+DK%=7-AYC@S3C[9MG%*$9Q^# ML%/'U6<[>2:)&JVA^68P%\SR@C5+#:Z]J-,%D[XKL9X:A+W1G%Q('',WCP^H M8K*-9;*7D\_$+"&,Z1`;!:R@M-OEC*(0T^F44E2GX)?"OL!'&*IPQDIHKK27 MTDCEHO0D"@XU-H!06BJWLV2:H@AS7_9XVFM@$LBG8,?'(<'[NO0MSN)S0RKD M0AAEJ2$.7>!&&O#U[JP@"^I)-C`[#83HY.KN?]:;#Q\3O]MTA%*Y)H1ZU5H):S\%[3GR^(CAL2RN]H.A(7[J6 M)H5V`OA2DD*%\-YHQKE@UBACJ>>LWA6CN`!'>30ZGY(4V@W>2TH*M9XB2&TI M1N4<KD]E`6[JV(IF%*!' MX93^%2'1(F*43KF$/Q#O`G7-T8FJ]*'BC&3'T-3L6A&R&\*7E2YFB#`LYC[C M3`6O-%&-K$S[+7WH-*,(QE2B9CS49U=`8K+"?8I*G2C-;00-*JU2XI-V%5_$KE;?GIVHU5,UD9!]04 MM''-FTG4JMC0O?"2?M,)WF'I,V?1.V818.>9LRH09*C3WSY843\-1.M$:1>4 M"Z\#.+7@+2#%E'(W+V\BL=ORJ8IK;\%0$8'KH+D*+M2Q2:1`2Z7NA=60O=$0M9!^U(<")(`AB3D06>-!96L,4E+,S/Q<1G(,6D0C_Q3 M%0_$Q1"XD%XQEBNQ,Z#-7J3M=-7:=Z"05B8IK]"B< MT90WAQY]:;2!_G.K-@E!II'"CU8XNB`^]6M5B$I[(A33#@U1(0;6G'5FBM\@ MTI_T@NW\).I336NFS06(8<2+*'-F4*#$,ZH:+X";XJ`"_4,"Z0X;?"?N[-I*3-9,3%MO//""O`B1$)1 MYXN1.J0L6'$QL>[75-N[U?7%,TPIL%,_?"E[0GOB#!63AE%`9Z0@CBK#T7'(PS":?[Y!/SI7T MIC6B---GM1:HT9(Y@FC`$V`ZV'I;2JL%9.L.1=?"9[7=`#Y=4=RNW__;A^V7 M?[]:;_)A@/POF9G@P1E(_ZOZ=?UA=1UN[C9WWUYXX/3,KZIHT4M'.?7(A2(R M?#.,,0]K0B"=W0O(PB"1:L8`X4"3(BAB'I*YZQ.8/8P+%YPY-VWAW]P0LV$3O-4U,7`&')')$5%P:/CS?8L M_E2OF,K4T!2X#\16)]51>'Y`!3HMDZ)5!@135CMC3+U@*^0"U,[(A#S"+L4P M]_%C-G^OKQXNHMVA>7Y$17F(@B>M;*(5UDMJ&S-?FP3',CFCA&9/_9Q!`.U3 M1N-N_>GW3ZV$?_BSRAM+P+B(VK)(1.2V\=0UYZ%4#LS0;QF8VCU0[$%B>_6_ MGV_OLF+K=-:/#&!C>BRJV%!DC3@J4S,K\P%2(!])1^M)B2S/DG+&=DO%0GRR=QB%X M:D,$<)XFYQVU#_6RP!57WIJA>3D*L5[,INF&ZQ21K\?%\W^_67W/`EM?O=ZM M_]I\_JLE@>#8T"I7IM,R`/=4^.@9C6`:W2I(J9,R0[-U3"X:">ZS,E?=UZ.$ MN^JQE>=*T.2GI1U#,N:Y3XC6^V4$QS>)S7?VNEE_R/E![Y;-986P]U19_[VZ M_OR=0'LC?M_@8[O[S_75A_Q2Y?W=YLL^E;5%J9TX2]H:"^D$*6>5%Y8'*^LW MLEP'-*5)0A=I`PVC]L9!?@K9=7J3HGVZ_Q%)UG&F*GDO`JP%%;U5T2J7[(0& M"P.E7-@YE7D*5W\*D38N_N?(/]W[)Y>=9HH.I4/TW'#%05A%\0`R*"GBI::9 M`K5\GUJIJ?(R)J>1^GI;0A47P9B1XS0470O33+L!/(6B&*8I,I/4L1`BL9)2 M8JFS=6\[4`'Y@@JE#T[ID_HC=\/W+'Q3W!]9Z:"\B\ED+]SQ2+*],OXZ,^"$,=>9+^.)OFX<.U/2+O MD@OATE?_/(GE!OA.,A:)$"SY6C9&9IA&9DD-#WI84!;+*$SS(F-.3YM)#*9F M?_=OV%_]\"%PSCI('Z5RC&;3&TO3>BQ2?Y9PZ$?SCRU&_ MNKZ.Z[SV]="B\\6I*P<$B":,&`N&"!ID/-SO@+;B9VU^,+*T'(H<@_#DP]-R M?-7W?9]?[7(3DKP-S)DRW;EUZ(]6AD42F28\,N)RV1`5:XM=2X.EINB%W[+T MY^,S$VI:$^"Q.]A)Y3\_M.(8*`8C#2?>&B6CK+M\@N;)^)GJVN6RV7(DN$>] M9<'U;O,EC?NRODTXO'BY//$]2[VF^]OX9U?7\3*F>-:*0Z!&!RNE12.TU#E1 M=D\PE(JU7X[/!J=3I$6?::L@5>0.G`M>$1])T/7S-92Y_/;EN[63\M,/&2J3 MD>:<4N?!'_]R\S9]8)TWNM?L5YO\M?,6&YJ;=!)*"F=$KA>.&A5*(@_JQ$4P MT%HX>*0DDM5FEU-@'I'3K:Y7-^_7;S^NUW>_YH5DR^S;_0]J\RP'N=VWP^9Q M?;OY<+/_[4MWU>-_M&*16F:\,^"#I0P$K8^/BS3Z?R1;-UY\FJ@R%\)-8_/G!U00E/&66QLU5\813UVS,\54J3;BM];;]I2$5 MALB8S6]%J;$8>8PHZ]T16AR'FR'']25O*[<4(3I-YOKW-:ZO[.UAV?=ZH+5` MR`FCJ[1;KM/?(FI!!#`;A&Y`E$NZN>]/]A\\@*'AG8*E?DN&>[/P5A9ZYM>5 MD\0SMI`&I,VT'/@0EE9;Z=BP"I"#4<)Z)AQ7 M`@0H4N_2(BY(TPU#[!V4W#0P_22MU]7+UCH#J.?@ETZLSS]P/JG([2\UX),@5]9Q3%GR]PV0@3*;O M%L(WQ<@.5#[-KS[=;G?Q>KO=M6=('Q]8,9D+"8*27CC"024#LME`Y*%4$<&YW7U>[JQJ"E_GG^(`*0E0J[A\%(E"!_\_>M2VWC2O;/SH; M]\LCKOND=L:92K(?SA.+8]&V9F1Q2E)2D[\_@"325G%2R"60^&?&TU:5JFE.P*J8S M7X;OW40"XOW/D7KX@'J[3P^&>5=&H?.%>CZ2Q.G,$YD72')BB39.8^&`U[PV MW=2PY#*T8]R4[DB[91_(#FNPU'I=;&H,MAGQMA^]6]XOOLS"&Q5D^?3ECS^+ M\**5O^7K8`SNBLTFAMNL5OGR<1L!U\C$=?)-&84^K'`(@L!0*@E62M>3B`G0 M3G$KJ0N.CD,?PW+[_3S_8[Z8;[Z]EK+^N'N.=_J-F=$LS%C$,HTD"?,6%:36 ML58NU6,UE&IY<._H<_FQV'Q9+4V^?OKP\!">2K7B3?O/ M$&600F1AT&#PVXF6GM:VPB;OPS1W:%\GA[QI1@^GAU'8[*VX0:Z/L41Q%.E^ MD<^?+^1N8M^9UTI:C10W1'"@D,8^[]ZGAK,UOH0V5U/3*YKAC15S!\#9; M[.^:9IP:P)1W"@OCK!2`D7V*)`.QU:F!^Q=7,K^]!5='D%['LKV=&O=D^\P& M.XV,%\(HR!C2E&E?R65(<@I#?KD%VMPT3=(QO8(Q,>5B$>S]*E]TX[4UZR^S M!-O@SPK"L><4.F5$=0;(A%*I)ZOBIS5+O>!^):_L199N/+'S_64:`1*F=^&Y M\]IJ28!7%2[`\=0($?DS\K$_W,=X+3>LZLOG(CSQ[OGO_'[S85E%R_RZIGMX M-9(8*AT&RD&)%692,K6/WY<0$7,V.F]`G/Z=SY?OPTJA/N_Y6"RV?%H_S?^. M:=2BPFL&O'5J]#H(^-RUW>$&D3D%53S*5)YRR"RWM#HYEY!P>/:R].T<#P_" MU28)"L:@R&M=83DM?,+EEO,=9E3S6`M66,&=]98[(D&M/)I\H'TK%+\RW5J_ M$0DZ'/`:\>%(F]XC_O&93&@#''3$,P&5L\A;0ROY%..3O.+0#P'>OFC<&O(6 M,>QJ]C5&E)R/67_=,//>:(>D0QY1*"P+R[%]%+4,+YB?4"[W#I3T0Z'7%E"V MT/6%!6;.EWI-Z2]C$B"BXKH-.<*]@H"@2ESC7:HU&>5%S^ZY,P3F0\Q0ZFM8 M;<;)^J%%/!M$>N[1+-Y29$@9`(#56FCKM*JD=<%#GDZ,0'?\ MZ@GJK,AV&J> M8LS,N^5_EZLB7\2*E=6H/RSK_Z#$3D!H8UE$<(^UCY"22N,+& M>CC)L-;!V=F=`H8@YY&W*LA6/#P4<9.T6!;K]=W)([?FG63":LH))I8#)[QU M2I+*B^($)E>[N]B3'/:,ROBGSY5T,_]Z= MD>U\G!,KXK0.L_""&6@Q$!Y!SC$C0MI*8`I=Z@7)$=YJZHED@^+?9K=M5Z5\ MJZA\.-K:X?F92FJ-GL^0IRP(H`6EQ`I+.$653\TE](,59KYY M.O4!]WB#`GY%`!R>JBH%K11.6(DA(8`@!_:<45P(?C:\<"S'EC<>`4`)H^'M MU[4VR,I\&9RWDA8,:&@%Q8`J M#!&2#$>SNY<*89)Z='IK>Z[CF,PZT-`MI0DS5',`$>=$,60HYTJ:2C+`')F. M@6JGV&9IPBY#<]QIPI0S4!(%4!B_`3K87+??GU-"4#58&IZKI0EKK,PS:<(N M`_):P1MM2PE8YPT-LS$E@C'$F1=.5E*ZX!U.)_[G!B:Q#C4U+!^[*RS@',:6 M(^2,5D*%WY"KH!-$H0F5_NI&V9<4%K@,VR$8U%5A`0,I9,3'A([!9#.%M:XE M,Y9,\F9(&P4W*RQP&:K7X$O;P@(6^N`^Z,<+T#_64+NIX M2SBQA@.,M5568`9KR:T7J20;]5QV4_L_K74VQ5AS300TB#+BC#%A68H@J%<7 M1JC4U(>C7N]W0XGT2//+,+^:C;PK-R=K2=?@G29CZ[ZS@!&F7AOJA>`R_$6" MUIZL`C_+\7![C@ZMBF$-YMO2%9O?5\4F_Z>1N3S=1=[YS2;$@V@%BF+8."J<68P`0Y08B!!&FA%;9O;@'0*2&DXR:'FEJ/U`O MKI>44D#N@IU5QEKGF:Q.?KA7P$^REGM7!B05Q8&M1[&I\T3_7J[G6TT]/JZV MU4?J;89FEJ515QG#T<>FQDAEH,I6I*8*&G7HP'!T[$L/@V3R MF\WFN]*>!U)<0L)F'61,(N",9,)YS10C0BE220X53EWMW2NJD?I'7-@+)[S(>8E@["(QI/'A:['Z_%286*6^6)T-C'RK>08MU)#2\.IH M8X*;+BRM=D4`"H9VDNRX5*/?SROM@1R"'NZ?^VTV3;,H`D#G,S&\V3YSV%M) MN=?<*>6L!7'NK>1*GUI&N+G3'4&Z0'(0`_+=9-ID4_GH,YE@&CI,B)12::X] M-;0VM5B0"6TM=^N$=(7HL-O,]4+[P\/+AUL!&JT#CS^>`>XMAP!JP+@5E$N! M8"5U>&524XR.<$KJ0/-'-XL[`WA86FU'^+JN>+WG'9:+W9323>L_DQ(0SPQ6 M'GG#$-)"B`HW8FCJ:KVY@1NZD'R?_!Q.$2UNG7PWW+N#$:OGZ/ZIAV`E#F": M_?EEO8E[&R[V0JQ6T1$]PL@6O66(!7\6&,,XXX8B!J2K M)Q&K1&H*I!&>Y)_O.,'?42@$A%IP+Z%SR8V\`B88D2TE")*&9T?Q.(>@'DU:,'#A37/(3@^X>G6\KKEP=(.V)?"W$4Q@I>46>Z,EQAP'UU(B7,LDP82R;W>A MV`81!9@,1!9:$>3$,7&)D`;><@GW2%P:$$Q-*XM]*F^&"`J0X+*2BLGD\.MQL^-2C3:)*+@,R!N**)#`:4&%T`)AY"3QT%1R M(8(F5"RU.X)T@>2P$04',^IE805O/9@!*1U2%&H4)+8,`"_K=T$CEFI41LB9 M'GR23K$=P>Y,?4Z8O@E3=Y%YH3T1-N:AH))2#:VM@HN#\N2$`N"ZHL%E&RZI M2`]]G78_RM+S&%HGWF,-4>`!_EB_E@!G:KE@H[V?U&R-G&; M6V)5EZ".R9_KZ<2M6?\9UQIY`3C2P&&LM*$8U;@QEYHQ<(09HJ_L"7:IAFL> MOVU79;\.VG:'*P!*K*E'RBD=5J-:&K.__V(\Q>+LJ4$_.'VZ?RIF7Q:O>'@@ MVZO2\GZ^S)?W\WQ1Y=:H6?PY:%6'`?YU`KN.ORDCS`DNKV'Y_RJU]NLLQ;5\Z[<%#'KXX>U_O\]"OYW]+WL[ M!AE))CGPCD#MO#=*&"P$!)4NN-"I?NSM)!P>[.T9HSZO<6^T\:MP^L',`*@E M-=8*+R3T#DL!*TF10:DQNR.\4W`-WG8*_M4.$Q.X=O3I3#(NK;525!OI=[9?W6U@"*FZYF6^^O5MNK77LZ<)%_NE-_A/? M-TTPQ1H!VU,0T(M"*#8_<7F,'X/S01J%G2EP!_XT`K)OIA@BEC;<_$N M.,C__*=X*T;O:-M,<:2]-3!((0$!$$F%*@DP3KYZ,D9ST#47VD'9/1G,EU7$ MP8?E9+[XOR)?N>7,YIMCIN%8\\Q"[9B.6U[0Q(N?"@#R,MOIX5*>W!(E.D*S M+Q/AYXMB9<)X'LO5:0/QJF7&'(;<*F0@]41[)*2I#1S'R5DC1K0_V)MY:`-D M]S2HEK_Q4M41_1\VR1#6D:J`"1V<7\8(I?5X'>:I/L*(]NEZ4'P+!/O3^._% M:E[.3L\%;[;-PH(G+)@P=(9SSSE41-<0,,TF4(^]1PZT@;(_,KS,3SY\*1U9A!%T@E-8/!LB#=!!%[/94:DYAN]/$O&+1*B'9A]4V)'U^:D.&B?&:6E MI0P`Q#WV#`M@<"4)M21UKA`_$2W2X>R>&"H,:[8=VB)_/$*&5VVRL,PQ$F($ ML0-.4VQ8O;_B$#Y?._8(`>2D"=`&PMYV$LKGYW+Y:5/>__7I*0"R_O!EL][D MR]E\>8P)YQ_,A+(*$VZ-%(YX@"15U?ZKH^F%X2&8-#\Z![;7HURWWLR?XZ6U M.D+G.F':]=>_G*JO&\1AGWHLBWO\3DGL%9&`2*D$VBWA@:%>T[.G8\-)VB1* MX^1SF<7<.!Q6JP)PC1T3%+)*5@MEJHLWHKWA;E5>]@?NT.^KR5>K;\&L[.[' M+6<'5TKJP+F#4)9K9CWKXRW7CA$E&&08.>.=%Q[M@OZ`#MKA9\MN]"RI_J;S M18QC_/14%)M_K\HO?P==G(]7M?+A\#XL^V^&/3(&_96\TSJ`G&TD'H-7)(>^0(W$MEO<43 MB!OI1\EEY]A>@S%G$YF]_4!F/!7>>AB<88$P$Y#Z6C+E5/)Z8'RL::?8,RQ) M0G,(GOQWN8X9BHM9'.G9E%5OM,X,HT!ZZ)1%D`'K,%"\D@D+.X$(A:Z46G8- MYB`WA9[*U>9S\[GGS?89!%)R2R4TC&FAM`]N="47`G1"6HS]F[Y==BEUI(?S.+ M?/UR2?&P]9EYL)/^H_])"4)6:XR(M2:@)BO<#$^.Z1E1?-<@\^8UE#$:$A^7 MZNRLW$G_F8]%78$%GAJ)E9-8>%;A9B%.=?Y&:'0'YED*RSO6UA`L_UBLY[,P M].UE\-7F(]3SU6,:)XB1\D68.,H2-P82\..HR=7MU MC"OU?:Y+:-M/\2[N,CSL15 M3NSR.._[$26/:(\VLC21-$[-_OH%-4/.*8D$*9!#N[*5Q%D1))Y^`'0W^CC^ M9`!.(VX-D5`XZ;`!!M>6H38@M?5\ZW#O'(5,SJL<]@IT5E(]7(V5L2MWE0.W MI[6Z!H\'KC"&0`HA(YS"$F%H92?N3<8)'8M]R?]T?$%7F'.0JSR<2YD]U-]] M92(G]:X6H\2C@!)HL$)4(H=@_,M6Y[X##D[(Q] MM1DF`&HBQ(9S:H3Q6%EJ*T/+*093\ZM;$R_'$7H6=CSOPW(^\'-0L`JJ^E1< M1["*^=VR3&%ARY&"K:YO=ML](/#DX7KDJ>!0M-`@0T8BQ20"!FI1(^G8%*W6?F5_B&&= ML1Z*3RB)3ZBZMX8P'@2"2`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`>S-&-G\X3+.Q1KC*(92$6L5!ZR*<_%")U=F&5%)QL'WNMZE MT&&S4Y>7FYLR5^+.H]*66"G#A*B42L4YM$H)3C"W4/A:-=4R.=)Q1&4=!]_G MSBB0'+O<0P_$NP:81_:TYS\-%DG%&,!$6",55DAJ6NNGTB77EFKNY)=W]%H5 MNVF1JR?(!R!0#56$9[NM>ES>JM6C6@&?UY^*J'ZNR@N,NWZ8S5F7-GX0@BN! M/;81?40HTA36N"F$D@OH-;\LJ*GZK2R<\%/0-8NL\G"\S556@Z<"H)XZ"BV' MA$&GA2XS%NMU[).O1W_=,9P#_QPJ,-?&GO/Y`,-HI0HGF6A$B/:(4 MUNY(:&5R`\E?UPP]0Y]GX_JR>R@(W(15!YZ(BH?04D-$%18N;L=`BP=?))+) M]1)&G320?_W,$SN5@];7U!,TIF75SK]>5<^ MSFX[NU8.CQ$4,H*1")_TF)2;/>6PWNA->NKRB-HLC1Q8LRH^U19`W`\$%)9UOR>XN=QKZ3C/@R?;I_:UGMS.]K5 MGQ;?KG:E27VYG"V^M_2O)(X=E+):1,PLB[:Z4Y)'P[W""QF8FBT#F]]D//6M M?)[>ICB4L!Z1.TN#D^?I(_,/JT_E#749?!IG]>=ZM:G^N*_4,K4.)R*J^#[J M-@"7:0C*(8/O]27E#6,GK:PSS_3."1T%\6B[;"BIQFU0NKXC``H%!$9B0A3B M$I89916&T-C4"EECSCSH1*5#J2R9!9'C'/UCO=E]FWW;!R1LRSG,EG$3BEN0 M+;:7F\5^ERZ+)G_X^G&SOBXVN]L3!1?2!@RTK'HG&"-66DXH,YK@"ADES83: M:PS`IO4`(AJ4O'_.OA?5MS>JNM]RI"!=!((*I`5Q0!)1EJFML-">)KN4QT?7 MW)#.D7OPU:::V91A1%,\M!PA&P]VHPH`:E M!N*])6)UE?1S1G7$.(OS.&[LI2>G$6E>_C@`SP13"`L%O'94"<^K4$&@C4CU MBXPP[R\7:SJ#G#>-ON^:NCP:X-Y;:`U%W$',%*TN@P&$-E4=&R&AAE?'^I5% M5MZ=L>RNX!!0KB&1&#$@3'EU7,V:4#Q%@Z"K_%/*[K:#.0>Y\I?=A8`8*ADG MG$KA`=?45Y?)(/XCM?C?F*G6"R4ZE-UM!WD.V@U1=E#5!2P)7TQCO+M(^F M$*SB5X`A/OEJ%P4ZE>P2Z2E ML-9;H.K^Y*"L])5(H3&'>`]V`O8@@"%H=?+L.]#6'%$841+28N8E(!IK4NNC MEM,)=67I)M@3+$E",^`$7K6<^P_9X"\PX[S),;GWB+Y\LQI M]F%W56S^NGBHSG%Z<^HR;%"\;-S-/>,4:XHD$@34V&J8&O\WRF;6Y]_),HHB MIZ?BN6?WW79[4\SU[:D#OK&#H]L+@L3.&.C*]B`4>:@,K,N40R)=JE]DA";M M^3?-040R!C)_W.?U%7W2]]"0`2.'A"8,(>"1Y5)Z6-WL089):CC_*"LF#$_9 MGL3PE*1]53J>PIXQS&7@\6H4ISX+5,MLQ#REA1XJ#CT:;']^V0PUN''`O>8 M0Z^$%X`PJ+F%JHK=A4*AU&OI41XLP[OW>Q1%7L*9]6J?HMSHFOK88\'X:#M3 M20B4S!"D@4!5;A-TQDTHI+0?81]D4&=L3>"?R`8H207 MWE&%*=382&LK?S!2&J;>#X[0VWX6OO2"ZG`)AGY3_'-3K"Y/A:DW>#I8#:.^ M)S%2P!$0S1"K*V#W M`%2S9II,*$RP5PXTX%='J`'`..I M2OP(E;+L-.N,=F9EK?[7WQ?%)K[[ZO9]\:-8-M?7C@P0#/12:HH(1Y8A##6I M:V\CX$6V7G$_F3B%)?SLX3J"$48`PX`(S4=XE.?ZPZ)&9D!^C M;V(TV05[@CTK_=ZMKF]VVST@L/E)^_*I0"T0CA##)0)<88L@DK5F`6ER9Z\1 M4ZM?V1]B6&>LA^(32N+3_5/!2\4=L008JS6TGE)259-"B#[OPCXU;2T/G]*P M'HI/.(E/]T\%!*0A$'N'"416.8MEY8M$U.C40/D1!JH.QZA-&WFB@ M,7:T<9PJ9BBWV#D;51^#ZOAQ;#A*]:PT5R\':V@S*(-S"RXOT4?='AL8A['U M&D(C*.&(\1HWQ!Q*)'SS1*PANF./A.OYY#8`WYO%$E?-[754@^(J]<0J)`'D MWE:6)HZJ?^I=2_-,JMS][L;$P+;P9U%*]Q_6KNOZP6<"`<`A2I4TQB"NN?9U MGT@,`,@6GOZSF#U]26(8?32E8R=!FGJM-%78*(`=TUC7*TB)U/SYUO%]/X_1 MTX<<MPQ1^'N;U M+I0.^89E8YABWQAF_>^JF'^-W_*C_)9YD[;7IQ\.0`%GM904:2LP-MZ)VEUE M<'**^T1=U^G<.IM('G$K2Q_7NPNDB-)Z=1G!VP\ZM5ZM%%(OC#.*(`JP=C;: M8/=W$PS'A7YJ462Y&WN%LGN._K5:?]D6F_W6M;_S>RJKEMU:N[PE2.:`=H9* MA"%&'G(#0(6CCEO=!&\C.M'I^%571E%DJ9N1K3*IEP)3Y0R15C`FC%*FGKN1 M9D)-+@=A3&)MTG92&0DC>ZQ-*CB&GF-C!`HWM+1G&`V(0"\7IG1')M MTG:83R,SD3/'#1*&,*ZL0"B"#*LY2\6FF$XQX.[7OT0FDIL(I(SV"]%(,N(( M1L[P:LZ>Z@FU1NF5`2FYB:V0GDIN(N6(.BB)+XO"*06\196.S9F!J2%X8^97 M'QQ(R4UL!_6D,L88`1Z7"7D4&:>QXOQ!?:`^564;9-\B)Z,=UIE/U_UI8):S[2G7W,%G@H:"6.@9BTO2*@*<>=`>(I#@ M[/%HPUUG#GV*=I+$`-D_B7@]GFCS,[;G5P9!L/=,VVC.,2NJ1\(83C`6LC4<. M8&JHTYA/^\%8]KP*\:"B/`O;']5.7JQ*#[V)""]V'5A]=,3@`&!0&2\Y8!)@ M:1'C#R[^Y$"]R;J[L["W3Y&]'47D??M$Y*YO"@H92ATRP$)(F/4.\MJSS"R: M4,N242G7@TCO[:P$,UM>WBSW__IIO5S>UXT]^[)X_;7!&$^%UY@;IIV"%GMX M7Y9%"8#0+P6G.S_/LDYZ$>=0#N#_7^RN7LQO^W2"3]'88[4?IJ6/N,NK@C`: M4>R4U;QLF&$]):1"4V.0S==W76P6Z_G%;K;)FK$U$#4;N*`S2O6-K9'?HM+Z M?KW=OEM=+F_FQ?S=RLTVJ_B3+&>]*ZD_*;WY][7M-FO7W2,&K8K7=]RZYC#9>^:NAEMRQ;PK>$^TXA8KQ MJ+LX!B%2E7R,-;]N[M_P*NQ1\!T\8(>^XL]B9ZYFJV_%8E6C\.'K_M>?XW__ M7'R_7F]FF]MWWZ_C_[WO?GFL/L\Y7Q<(%4YI[@&B9;P0CK*NQ4N<2*V]U_IN M[B=;)2.2Z1D6P%^K33%;+OY;S*NE^V'U^K=O%IWIG_ZRX(`P7C#ON,/*.G4WH;VPQ/IIP MGM7VZ(7!`!4/=TV98MI:KY$AOD*6NPSQ>8,5M1LG@<^WW-*E_L;64W:_-_-[ M]VA4EC'C!B!%:*TJ`"=3*Y2U+O!SY_=VJZR5\B9W+*7(=(#KU)-%2/8S.NQX M;'Z#VO5-@1(@K93(.B.A!U&?)O7FYWQR0^;)^K%[OS3-+,$W=EY\WLQ6VTBC M./'=^BZ@/L_I\B%-U0[+*%S]^J#P02ZD];,V;-@]&Q9V@@75T6Q^VVSOKF. M_/D<`=?QS7\W2XHY.D2PG%B+G$"8"`\CYQS%%0(4@E1==,P!2IV(<#CEI4^< MQZ@?'NROTHJ/O;TL,`4AU\8@Y`'$$5Z-28VHF:26>!;F#B61MQ-2FD#PKF\* M2&DIB2'`,@NZ,[,XLCMQ:6?GW^P^^O%HM_HG_:6IU M,J&6&E"-#872&LQA[1#5+.K')W-YQWN&OB*\EH4S>WUM(`+%1>>4!QQ3:[2$ MIJHWS+F!J9$9;TTC;$RX,YRK/35GK>VO/G,] M4R>AREP[$4VCRES4;0$242$Q7#*B'=245',FA$^S;WIW!B14F6N']%LQG5]9 MJ.\S=9,]]NK@I8/*81[W!Z>=T8#[6I*`NBDVV1[E=CL.^78(TGRUOM$KG_;G M39F979;3W2Z^K?9!'5>+S?SC;+.[_;A97,99_5^T6M:;8T&:_;\L:.<,DDH; M@*F1#E."Y(,$^82*)H^'<^N12?6LAOSOQ7+^>?W';%>&D-[^OOO^,APYJ]G^ M]'L>%C1@R84`AC#OD:14&X2ZTT-L*]HC])KW/!/=0B?K>*XBBV_V/ORIK; MQI'P7\)]/.*<355FDLJQ6_O$TMBRHUU93$EV=O+O%[!%^H@EBB!!4O2D:BHI MCPFRNS\TNAM]W'X*"NGCXF=47E^6VYM10W,Y][C6..Q%8:)R%T$B1/,'DP?Y M8/[0QE2$/!1_OOBVO+Q;+S]<'2*@*=IVX@I%H%0+SYCPD'!G#`E^4$6_%C9U M_.TY*H&3H5`.P>HA7,+A1LQ('HTF3A'BUKHX"8S)FK?>SR@^VSL:$L?'M./X M1-#6X_@8!@!R)C:(14Y#K@A_I)\1F-KH:8*(ZQT1R>-CVO%\$,P=Z/\7ZQB6 ME_KGOFV@BU;/]^UJ=Z2=9-%YQ!W$PV%$[1`%E!LR\ M1.4P8N@02SI@2NN?3_]'Y-&!,S9IG8(80PW`'#K+L#`8HGU'6>0-@8Z:8?@>T^PBF\_>&8>?Z#0DECIL,!`QEZ+<7 MAG;`P#\7VU74>:O]-VS#-S3JA\,/%.X*8.>#J?Z@4`[#[*Z-M&)OH^2)(">N4&#HM,/6 M,:8,X)A`RVB],1%,U4D3,G^RX24,H`T=,!0!J@RWGJF=$TI M3+X*F:#%E$TI]Y, ML%5E;KL\']<[G(%5\MCAD3)5F7X0E`\\._3M1T[)WMY1&,LDHP`*(X4QWCL* MZY!:V)RI5:\3M,.R@*6]Y91'WJ_?($;<.SCFW MSC@IA%`B6/(<6.0AV,\MP\!HC!JCQ^>>6P<`H4)HXBQ"U@M+O9$5_5Z(&84? M^H-"8FY=.U9//:@.G(..2$2=YUBQF+'`]M18POV,RO1ZEV]34+T=:\\]J"ZA MT0AC)S$F1BNEPYE<44N5F%&*?[J@VP;5V_'T+.*<@@:'6$MNN!>$.:OUWFH+ M)(5--R/_K#_I)L8YV['ZG..<"`&,D!,:)YQ3LJU9T#&_Q#7#A./'O>3Y#-JJ);;5,K']0YGX,$"N[#-]C]]&24XXKGV ML&J!)")*2Z@)Q%%A4[EO[!!(Y\',F,]9F040IQ90]BZ)H:*7MT'E'Z?FC^5? MM[$=?&RU^;_E^L?R]W)S^^TYD0UAEWY>4HA@?6@L93"(&4(,,['O]W!_@+@9 MY-P,BK-78IJC"&HZ4-\3]N_E8OOE?^67;]OR[OJ;7_U8]@OVTUY3`"5].!&% M>O"_+33:\'WY+@9F/.5C. MQ@QF9I5DO(JY6LO,#%)SSPKNO4EJS07EO4OH[T^#9G;;30F"/E/402F,B_#DW'_NHI=_X-ZQ84.:P1`A1CJF"P&!H:MY@)]]H MKDS;F,FP4I@.0@]XR#6!G0';](*"`&,"VR#!"CJN*;:HTBT.X^&Z.0_1N2$[ MNI+0W+.(I@/N@_YP?_!N?D6AA38L.!XF*",!C%*,5@Z(HRJY+_0$%?0TX=V[ MB"8)\&<>Q'$("G4P:58+_WB9K7^ MV9B"_^LO%]IKX(*E29B'4%J-8XG!GB)"S`S:>F:7]R'=>G MWOH!.J>< M=2G+%5[SX"`9PR!D2@LO8FKWGBM"HL$J8L>8:Y0.D7)PS@^#Q\_1F8[CF#^6 M<1;SQ6+]^>[/R]6/U2Z(]Q0$GK)`X0FGP9WV-G`5`L$Y\OSQT$>IVFV"#F5& MQ&7@]%FTNPE&A+%"``:XPH1X%OZJ2/)*IT8C)FAC]0Z>O*SN@)YG0=K]-_WY MXION/_KKYP]_KE?7]\)KAE2790LDN2=884.8Y"PF>8!'XIE)+7MHG:!UE@?C M"!(8L]M2-;:PR0[H/)[RM!<4D"+@.??!C(82246@E'6TB*O4,8(33.?*=L". M(HDI8'C(H:K:``"AU$82)Z6V@/(J.N`@2*Y<8&]"QP[,_7/N9F>DX,%^H=0( MIJS''+&:TN!KI=XG\+_U81J'Y]G-SE`NH!#2(<,LT5114Z4'>DAM:I+:!%/Z M-6&6!6<,0(:0#6H!JRH$Y0E([O+9/LR1#K_4:XO@^/WV_%+D/1%"ZF,8P)+`#BS MP-*@6$S%(4[LC+K3CHK;O@4Q7:B^+W?'K(#T18O83L1JBCSDS&.G#5:@XA"# M/G_UJGR`ZF9Y'3_SRQM&;((\SK^RCP6[''DJ"$;!S?-&`^XJ>D%P^=Z249H/ M>*G\'KV:[_%'_UK=?HN;9K&.6R;NE6G6]'W=7*P7N]WJ:K6\[%#?]]HR!:3, M,Z\@<]CPF&P7=,*#\&)W$NJ:-LNYU_I9P!%PPA-*.),,Q[D;%?T>)O=8G6#: M21Y8)-;]M6/[6ZK[DU%/W`WFG*#55=;-=7_MF#R1JIJ>:KB`892HL"F5=9!"RW@U5P91B9*S6,--7VDD[,38 M"66".8)513_C>Z$A(,Y8$#L0!K6,A6%6DEH90S>CF$:ZH-L6&K;CZ7,$G0\_^V/# MC'3Z4!5TRBAIO878QA)9X:W%O*)@:F@98I*(&358 MSZ8B1Y'$2?90ZTJTL]0@,PRUY*KP<<31H"8I0K$_GW'.,E=3ZI)K+UI7DLUP MMR=Q>)X5/DY2:I0Q#FF$N/`4J-H8="!Y*.\$SY3<89=\7.]@@O]Q%Y'^X4K] M6*S6D3Q?;C\OULLG1&\7F]V#H'S@V:%O/V*/]_:.@G,26\>PH-45=(H+B6KE M;N69VM;DK[W;/$W\_EKM51$4?TT5;OZ-@7C-B`84. M<8(1YP!541W.+4B=13/!V$9.7(\MERGC^OURM[LOONMI(&FG]Q64!Z,\2-=# MX%DPJ[1WE6'%$70S&B#*CI+7SW1E]2G#*.R/G+GCDEP$(`44#__`FPIM<;!C)>4:(($-A\36 M9ZCA-E77GV5&RWA6?S_2F3+2*TL.HH&(3@(YO+*QR6&(*.8;66V6@ MX[S67PS[[/;_T!T"1@-GS\Y`/P*=\F:I**P,N_R;I>&-!5+`&&H59`AJYQ6' MM.:M`99D=PG^WBQC"G3*FR7_YGC).T&@0-QK0PFF3""BZPS&H'%$:IO7Y-XR MDW4:IK(9N@EPK&8A]S=]TVH"TL=@;ZH8Y)XI90&S0A-CU;Y:F0B"FE,&SKW9 M!S<".FN<1\)*#JB$P%7T"\]G5*#7'Q02&WRT8_40AUSLWA95T(?-N\V/Y>XV MIG#M]$\35--UN6VJ1SGAZ8)8BYV70C%CM,0<\"HL0P2V)M52FV2U7>\X*'/S M>S2,O=M(I*!]=6D.Y'+?AXUYJC<:L MR.,/%IQ"0;"4SFCC@`!225Y1"@G,'UH:%Y=C8N<5CZ$W0,O7X+/J<,K_YO@]-7/%A88$Y@92Q*` M!I8AP_<#9XG4$@YFEDX!90DH.#$0DLKO837;\R#-LZ/C?@.>@KB$U0I#L4,8 M2L(ALL'G-!!5VEYR#%.+%#20>Z%UA;;RI"7PM%477GF=_*I.!U0%%W*D&M.O(OE M9.&+/X6O^;CX&3_\RW)[L_/EMHVB[&?A`G*G&9>$ACT;+&7'8O71G@%8BL'& M,9XW%D<11M9[BV?])"/#PH=_##^[*M>K(D%.[\/;%]O'T@"G7\=)UNUA_V/YVM]@N@M);WC>9 M'7'`05X]H9#4-DA#$P&\,0I1]^!WH6`P>-=XNS=H"A90,*:QC MEB1$F!+(C:JH!]XV#G*8DSXX&0FGZH,NK!ZRQ\`O'QY_$'=]ZJR"I\\75"F/ ME",N#HS!*!!/0$4WIDR^`8@E`N%4G'5@]R1@ECZ`X/D*1?#XO+!&4FLAL]H* M+VG-62YG5"'8,Q;:(BV)WT-@S93!%]M$^2W6\6,;+P9??Z"PA&I`,*%$$&H$ M4`K[BC(/5.HTNDDF9?0N[3(#BSM$:AY[+SVCM+$CW-'G"ND0T3K.5J!*"T2M M1W;_^4J".<6F<^$C!Y_'/<].N.AM?K@06.#P)U(G&+9(,BPJBH'TJ;B]7WQ5HOUHO- MQ6N.7=I"!3!<*@()(4YHB1B$"E4$.L]3FX20=UB+$.<4&0(T%O,DD1L!7USK`W%>0]&0EI M09UVK![".OFTV%PW!6[JWRF@0Q(:Z#'%'(>_J69[FXU*)^2,>J/U+="7S=@3 M63H8))H'LSS^5B&QX]XS%V\KM/82&%MQ06I.9Q1(29#;:Y)/XMLD@F_]Q'B9 MLL$P]Y8)&XR<0+%F%=V>H3F-ZLFK1G*P>Q(PZRW&JQP2"'))&3?."0IXC!L] MT&[$K,;E]8N%Q!AO.WYW]9`??:M_K6Z_^=5?R\N8<+-[S+^)U?$Q\:8Q?)>T M7J&1)X:&SZ/&Z["!9=C#%;G`DK=P(9H*@->7J[N;/@'WN6DFA"O:FUOX0SZFL^"IRZ,CPO MEF+V;'FWN>T(IGJ9&)(!BDAE8"#2$4R%UA5QRN'\M3E#-T(;%U2IC,^`JG\L M+Z]7FVN]V*UVZO(_=P\E&@FX>GVA`@5+%$@?+$8IL2'4QMN]/8$\[*E$9$VP MTF8$2/7"\R$L]4,$F'*SN[M9;BO>';'73UVB()@0+80A@%,?[%3.;:VHL:6I MP8G60^+R=[W.@+C,W![O&G_$MG-Y;_$A=AAB0-A]$V<0=GZ5KL$@X:QU:<;1 M4^07%E^]9/$IQ9LM5BFXTE@!A1$R1'-J.<"T(@]I_Q82X]N+NAR*WUGW\_T8 MV_LY*=NG!LJ)&_DHJ(^]Y\@6;?-X@9&%5E-B0?`@D'50 M\WW$UD.`?.,HAMX(,@'PJ]N'SJ5!K9?7FVB0OMNXQ7833(G=:<65F=Y44`>E MT-@3)XRT@AAHY)Y-""(P@]V>!S7EE,0RFE+X8['=AB5_)!9BCJXDXJ2GP%G@ M)$0H*&+GQ=Z6TIX1T1AO[HV@0REV)S];8"`X9@!*@"3G1"-*>$6*=7H&N3%Y M)-MB(Z<51)+:M1!8[ M6ISK?S^@)*IWB01)B)+G(78[+4*LJ@^H%54_H@^J?_Q:SHK%B8J9#JL%*+`5 M3D7KQ`GAM90:@9I4@?@-5&P.(/86@.J'[_D@]FZU3*?U`D1"(%FE#;Q6T:TE M2-M'@,YF^$.L)Z8FJ4L8?)7N:I`O+Z[?_*Z\^)\B^ESCX;H\5ON";32"V^,$/S0 MHJG:$"JYK>F(#J?N@GY9?-`O3SOH-Q5]KHV>3/\N9H\OL?^W_O&?\EOA_ME& M:I]<[#Q;3I6Z9"#&..4P`LHSC@4CEI,]T080E7P6C1!(_(Z6@'$`D]`-:KX\/Z,N1OHY#B\'DOEYCBOPE!H/*#42HQYI$%K!5A-@[$R M==+L"$^3!+F=N`K3CF]9C)?Y'R:+1CKB M3S=DEB1)[Z5%TH%W>0S8_S;#P-//!>$Y\"Q"WP*#J4$<>77<#_%?EH])!4>(RH$.BRT;ON/._F MV6R_%3.S754,^EQ^7I7;+U\K&_CC:CXMS-=JQU07#$Z[,LW6"$1RRIFW7@M) ML7>*R*/]C'V^86"7A5(G@;]V90;A?0=(?5R5?Q7333'[3[E=MX#1R>>"H(YY M*(C7%FG-(::>UJ^O*8;7KZ1R0Z=/?E\LC8 M\9I:JO$-9'^["[IU@J453[-$.(OU?%:U6YTLZN+8EX'\\_'/IFL$QZ-910FR M&&/",;7N,&X'.0C-+12N]`^%ET'3@9C=P4'YL+PO5]]V0GD<6;LG6RUG^]S/ MDP&AI^NAVB\6A)0.,XD8B^:Y9%`34V]72-7Y:L';<&72E%TVMF?#U]EBJ)3E M`K<*@*KRUT(,H*(24E<3J_WYRR7C/[ER(*$3Z)(DD4.'JN_12:YV7Z1F/7DZ M#/FLZCSW:$"`&@EU-$&@88!;IQFHJ:TNR?ZLN&L+AG)0OE_"UF^N6ENN$(A6 MQ&DDA5>"0HP-KIN;.%AE87)5-0PYS6!X]W$8;H\$::W=R_>WL!!&*@1G7"#(:(]XI)XGK.#U4M?YL-ZO:VJR#ZNYM^C3G!53ZZ' MU7S=0+>F+AD8X@P2*+GRECL*%""RY@[BX&P[\*N:YM(_9MYI>36P&&ZD&M5[ MZH7@3%O)(L$,$'CD,E8\VR2A?+>\A\-%7U6J[632`8C/`T71"J[F69^)E[S[ M3,#6`.`QP&^OL. MN>L[,?,J2Y@!(M!8CI6SF@C(C>2'6F^'5.1;(E[:=Y:[8M-R6)[W":OYXO!J M3QVGUEVBNRP;'+(60T8X9LH;:@45M"9>,/L3%SHWAL4Y^`TGC@Y8?'R3JCM_ MN=V<8D]K2/:P>J`((@,!@Q(+8AW3VIF:%5HE.U,CM*9R(3._5+H8WW4BT9>K M3Y-%\=R^:(W(E.6"`((CXPGT!D9&$R:/A3Y(`9TZ`7B$UELN"&80P^`*6M4] MMDVY;E51?WZU@'4TD*WG'&M'-:30>5B3*J5(K>.[LM!B?G7<10JYM'!3W*4O M&J)CY;QQE`F*'$/&$ER;W`@IDIJ@NS+WXV(ZMXLPLM9CO7EZ/WO[7SCO_]WLMAV]XV/*P6A M431B(3-`"TNY5X`=>2D43G4Z^,^'LCP2R*5[FV`M;<&`B1,2,44D!T8YXGD] M&;T:A.920\3BYX5<%D%<0M\^O3_\]*QNH6??6R(8H!QC!'DBA#(>6@V/U%/I M4N_#RI\/A@.S_F(WV'\O%XO[.4T=CWP*F"EU[7#]@3+8B04!L!,:`"ZR/?O">ILUU&E/L=TXE^"9F- M'>N5L^/WSLY`:'_R#8$9(`QSD`/F-!62L7I&KU%.XANZG)(9:STB/5U>8\?Z MT]_?+9\')ZI9CD.9-V>^-A`IXKGEN?4,0N@5,+IN?ZT$LMGR,)G7W:0?T*<^Q;1LWBKR.LUK^5'U?%]WFY7;^>'-KS?CGYG<'$4Y!; MZ!WPUEF&+*VSQ49Y)&Z@[>@M;),^93A0@?M9%D9[=;JCX7&'?RH7,[6<_3K9 M;./3B6':[E\.HZI>6GA M\[UQD]MB'+(;^SX8J[_!M'``&4LUQHX21I0[T3&CMO'D?.G*KF&^LY`E>0>(4VD1$IC+C2K MF],JHWZ6N2+MD?2RPFLD`AJ[ICV+^/Z_)'`EE0704N+7\B4Y9Z:6I$ M@8A!(7YQB0RJ##_-X[O>SZ>3R*'IM-PN-_%]/Y:+^31NQ?KOEOJPIUK+5Z]S M0EV>?RAHJ2F65&*N$;`""03W%@@VPAIV-J4S4*U9%%IQ:H#*VQ\,`@O'C#9. M*6T=(*RNC8W41(/O!KKE]BG2EW5>77B9I;M)_8*?IL4RJM#R3&'6FY\/F$L" M/!(^^JJ"8*:MY35="*,;L&VZ"O0]7'1@8Q9X'%[OC^7ZH9C&XSO:4N?JGMY] M)F``$1:(8*L0\8P:`O6!/DD(2+4/Q@R3-/F^JA;MAZ-9#Y1=%Z!H;F^B'=+T M4'GY3&"8,6P!MQ1J#0T$]'`E*-+'/4N]FC`BBW*H@Z4C*W-`Y>DKGCU57G\X MD&A$6V$)Q=YJ0SB'5M84>4%NJ,MU#U(M>V9GUK.D2?GAZP]'[X?#JMH`*>\D M(IP1`VN*M"/9FNY?W^F1RL,.B>DG\S*?EM/N3/$?^S^;!/#:+!.@Y-$WAA8R M[2&4@AB&:^*4OZ5Y;%TD^W+"S'`AOS:0#R` M1%M,/!=(&\8=\#67(<$W,*VK1QR/4"(Y<+]_S0.AZT=*JQO0.\&?A7##%8*) M?@@C`#J+I:%>`$*/3HESRDFC[_4(`` M5_5OBDKA$-?$"51[R5%_^-3:WQ$UPAH`/KWQ,XL*KALO_!K!OEWM6-#4SFN] M1@#"6&,AD$AA!:(!PJ0Y[AA!4V,((^IL-81R'(B]6>%U=[_7\?/)XL-RO5EM MGQBJ3:!UZOF``:*(2B2QC28M11;S.B4@*4.IQ]2(NE(-":L>69L54I]744U' MZ20?5R<7"!H;Y(DU7"%%M%'627J,YQJ?V@1R1$VHA@15G[P=-A=>$W]W?ZST M_+ACV]=B,Y].%L_?)5,>_*VW:I`)/_58X-88X*,T!3=03#=\W#=.XF@^OM;)" M*5;3111.#3N/&24M!=HH&]Z.C=>7#5=0$2$9E51#C:520+N:/LC-#8P,ZTF^ MC;/A[3AZ#1DL8+`E\6R-]@J*-HH'VI.:(J-X:F'-F`.[/1TEJ3S,TQ]KNJK" M?+;8__UA:8N'+/\^W2\K:<6X8SS5%!D@ M,118,`K`<0\BK&XQA9X`C%=ML'(P.YL#4B[W%Y.[.""G[W&\\64-+J2<>BQP MHJW`'C$'HZ](F7;Z$'5RGG)PUL8:J)*X&H?;J'KXV0<#I@Y&"%I!-1%"0R,$ MKZGA`-Q`_62_0GW9;K4+-W,<^%4R\7.YN]K\;`SXJ=[2C9\-1"C(`(82(RF= M=<9!5=/KHE&5"STY9JNGBKH4\\)J=OCLT%C88"ER&HA@3;.`*1K M>J5&-U1"T!.$^F9IUYX>>[(J2V.^_'*WU-MU-'36Z]UKOF6.G()-/PL'))0F MDF.MJLPCA0YS7S,`1MA(4!'3%V$WWG\WW+Z]]=R$=]Z[?[95NTZFP24 MWWLH.&P\IU@`8#VBU@-%2$UAA]J`UJ?4D*IN4%.I-]YF*1`OOWTKE[M7CL[) MW6K'D=E./W\L5I^^1C:>JA@__W00V&&I!";$:J`L=4(<=PQ"MV4Z]2'ZEU7D MO;,X,ZQVK[B^VV[6FTG<8LLOS?#TZK%`'(NVHH!8&LZ,(\)!>J12P]3,T`C- MIV%AU)6S>:(FZR=9L9M)U49E8BP#"DD"#5*28(T.C&9:H+-=Q<>5J@4<<>$U M%8(0Z(247.":&FKA#?5([T>HIU.U[;AY/:E:YHG2F!+F`%(*$0T%J^DB)'FT MX)A1TE*@C5*U[=AX?:E:B#SA)FX8Y14E0`"/ZF`0UUC??*JVL7P;IVK;.J_#Z/9IW^ M\<>Z:K=S]U"L)E6G$#7=S+_O0L?11X__8UO%;/:_+)=-3+)^OB#$+42!!M91 M#SR%FEM51YRXQ?06S9T$V)0CX'TFU'Y83G=!PO5:;3:K^9_;S:XS5+G/\L8/ MW-V_$4RL8H_K]<[%.8W9SLL'(03'T3C5U'&JK+>2N9IKV.H;&GR1&V:O49Y; M6CDPKF9_;0]7CS^752NTY72^*)X1^[ELR/7?,<0CPYH/G'J^L>JSKB:K"A=OM5H]?9#V^"W!0:9H%`N'3DI+%)&'61B1AQS!U/D- MK>LHLA1XC0GN^Z_#\5R?2K+\NXS@0-FO$!5XS#),'<& MD>-&5_!\:_B>AXS\9,=P7W*YS/6'(T?,Y&&^F2P:^&/-%PD01Q?5:4<$`11+ M[+4][CS$<&IU]0@;0(P*DH-)Z#(8_;R:5/4(C[7"K<#YZNGHRGHML?;511"M M'7`>V6-$A>GA;XGF/B^'P,-9R'7E^V6P5OERVVI?QB,CFA>/Q<6G;17`AY5R9%H\*8E>=W$XQO[%`\-9# MRCG``',$<+2)64VY$!*G>NWCG==X$?#UP/K+@*[>+A\G/U+.O=>/!QV-8(^Q ML)A1P20RBM;%B0)SGUKJ.\*V.C^%P^V4^^7.^:&_=O;M*`)!#PP1& MR#.DHK\E?9V:%AKBU*J0$?H>(SC?TAD__E*2P4I(`H36&8:,)1(*Y`R0^J@. MF-?#:^(:HF7$R"TG(;/*Z8*(WL=$!RR.:OD%@4/N.*1"(V$MDR3RJRXV%-0F MC[`:89I]^.*H87G?X1+L6R;)JU=MT':BU3HAJA;`":%*0^GB?QJ2.IH@C,8W M--(H-QY>3AT84"PYSLK(MVE1S-8^,C;:R+L8[:Z_?&TXZV)2#2FM6\E\.-OS M)W'%8*BQU1T\J2RTDL:?$#CJ$<&S%;/GN$,[$&K*2TCB,@[2H2[0;Y>S]:?R MY(3V\P\'Z36(MKBA2D(D%4!2UA<)A!7)0>\1:>*\R.N=Y5F.PL,6^5RJZ3_; M^:I0WR?S114UB)OFTV11/$;K&]B(":L%$WU/S#3P40%1)S'T],@3Y9(+*D8$ MPPMK[7S"R:V[JY=6RUG=.NCN_GV*&NKN%BL&&Q6%=Y18"C"01C!#CAI#6W\# MC<*R(.>$_AY.&B,[6OLY4H,4'#D'M!.>`&`=9JX.A@C'S@^[OKHD8E9@#B:( MBQ^;[W5@:Z+QNZP;N(71V*)52R3A@69(U`.4(N>H2ZU3&V%3JDOK_HQB&BV< M^X9Q`#!Z"%'O((0),0H+X_%QFY-;&D&0"3]]H+:E5#I$.>O7J]BUCJ]7WM_O M';ZOY;=B44Z6?TZ6?T]FWZM^<$VBG4GK!0&QT()XIAFVQ$@0W'*?G6_=-#U0T/"T/+%"\``XR>..%X1@#B@%`-:T8\)3AT^. MZ'S,A(T3YV)__,_I$T63.1%ZC18(U$&O,&86`,0(HX;7\RR<5`ZD=CL=GR=T M(0`.(87,^'NZB9[W#VX1Z&RT3JBZ+FI*<31[G!%&:L/\<1]J>D.7'B[MY@PH MENR)R=5\.9T_3!:_%P\'LNZ6SREY-1>[:88R8>G@K0)1DPA,+"%,5%>:ZP"; MI%2EMOL=D3(?&$6G$I7#"^0B$<\=":U0VFR%0*6+%%NOT?^Q=VW-;>-*^K_L M^^[B?JG:%UQW4C43IY+,>44I%IWH')ER27)FLK]^`=FD'=N2*(B$*.6<.C67 M#$$17W]H=#>ZTP?''":+)%1H&\$,FBK;+^\6$^J=<1 MBW3E\ET"JUN@?/?8P`@G#EA%.8SV.-"$ZW:^6F2GKXVPB?6IK<2>17$:_1;_ M9'J?@*HR]-O+P<$"HA2&V@+HF0/.D/:Z<.F!O8!0S0#2WZO3CH3Y)#;;(;S: M-S9(@2BE0#"D!)5`&-7F4DD-LB_K';&=-AR[>@9[_$4)@Q4C!&&P,18*F<*@ M0!*#9!L8E5SGGIGPLRFS*;75%I73"1GM9_4D>O##E=D<^`/!B.B)(1*M$:U)V^544>,OJ$?$$.+?P;"CL3Z=KMM\^G-@#E9TK]X0 M+*<(6,JI9-!(I8AX9GIHD6OEC5#+%>99?Z"7(-RS3(A#M]1]0P/`7A"A)'4& M"8KC%H$;DT4A!W*S!T88'#GQ1MJS)$KS[J#M<_?`@!%D@J0.]"3:R]1CKEOS ME0(W?/I4Z9.0_F2_@U1'`WT22G7<,7>."UIP`RG#U`$`,5,*PG:>B(K+*_8L M1Z@C<#Z=+?:L+MFIY/+05P5JD(Q`>."QTT)C`5!KHSJ9'8?K MGD5?6N&-R'@;0$"%@\9Q-O?+ZV^357=5N7=P\"::%`8(K3FTB!!,6;OC8,5S M'8GN*7N_&"5[%TE)$E[=V%E"K9ZN#B/@VP.#=G&5<44P%R*=SQA+GV("G.76 MN'5/8OE%R=>+.,:?JS)8CDH@$7;#D:?&0.@-5!(W.>-Q@69G7XFSR;XJQ=BB M50\`ER!9^G153]/? M4O;N]\D\:7T5I[1<_H@?_X_)_'Y76[Y.XX.#F$I('!-``$9$1+:9MW92%&M& M$"4Q6TRC\)?K M7A:M#H.W!*T^W=_=S3<83.;IX_U\\=>[^F:QO'V0X?X#LXYO",IP0XR1!"AE M3%35@+5+RFN3>W?_X6GSYY14/`RX9?(WFS9"L^F^ID\_/1F,Y09:;)PVVGF, M#&Q;GNMHNUY0KDCOTGV5HWD,LH5C;.HF3GR:@H._+>Y7465&"_#KF&(TP_V-H.O6%\1%% M,-ON@6P^+0KC\V+[7;WV/G6#^+`Q5OUDMMQFA`_YW^.L(SUZ$(.2+Q/./R__SW<\E$6_)?#W_\\D\?Q[]".LWJ/^.T_NMZ ME<_'L7]_!G5W^NJGE;3_QC8^V@^Z.IF$P?_MIA' M[JV2![7^T<7WZ#(^<$:QB8Z6$\!JK"RRXC&X;BE'?*]!.?#(HJ\YLR81R/.,DM`;@!\C.9QO])]Z5H=`VL1U[SYP(<)F\7MW:+> M1!7^GNTRBG>."X0(9`3BPC@+';626MC,DQ!U0068N0+>QI,>X"Q!FQ>?:1>W MDUF]@RYO/A^P\T(RC(0D+JXL3$$3L+`,1"?R`FERG'P7_:-:)*S\=`C]1W7[ MI5KN"B&_?#80Z;F11CK%3?+NN%9/\\'@@D(U1\KS9;3X2"3+9.NMXQ2KJ9LL MZVC6KOZL)W=WR\7=P]$P3YPEK9HPLR-VT1AB:&99.1T-["C(=3*#' MF1D`(3&0(4.!P)0KJ&T[,V4N*&5]6-)DP5F"*.KZ^O[V?I[(O(DS)@"6U;>J M7LV^5^_JZ\5MM9<[G=\1'+18":>-10(;30PV[?PQ];G1N!%>U]XOG89"N*BG MWA[X=G'/GTZ'*4[-Y("FQ%L,-8#,@';-2)'+F1&:07W[Y+D8GN8&H]=1K(^+ M^=POEG]-EH?U8][YIF"(AE4IF$@TGYI8;* M![G,CO5RTCMWK)[V6GJ(M6MG!"3.+4@_>,>Z.-H<"W4Q\CQ0 M^_F1YP/EWU=_;?[3;A.HRPN"XX`#("&#%@&36C1#^3AS#A3.348=H3M?E%Y] M`W]"RFU.V(]@W,_C`]782*E@="ZP0PQ#VM2L1!/59WQ M=VP0T``C.`8":F.!%:CIMV0YC>H]DVOCK3,?`]=RH"]4!/FP##Y6U_/):C6[ MF56;G+>'*QIF\SBE M2%I4+F-F\#Y%>M1[@],.:8(9@G&-$PFHT;C!23J?>Y+=O2S]W_P]7BR%$FY> MGFO\OEA%YVM]=?-6.^35JEJM;A^*"=?+V9?[=9KIY\6'C91V9^OT^$,!46*- M5$!P!".&)HJ0-TC::$-E$ES^NK[12054@NIOW722TO9WD';;D"`5X])XITVJ M]4>:0>":V;G\3"$(?GD%VQ/D8SW@B.M!0.0LMC+]A0+DFR-&CC#-3>^`F2<< M0Y>TG^1\XS",S^%\`T.'`&9:2PHH\9HQWJ3]\G1!;"YK,@\X+H8UQR)=KCSJ M]>;\\Y>4KY!Z^(ITR<3K;SNL5JK+FX*/BYH)&,UDH[7!'@KQX/D10*`1>Y?` MN*JFA"!&4V8M@5HH%_T`BYK9&$,O*%-],#GOKI\Z#."B65F?KJMZ$M5HU[JI MY\\'P#PQWEL'(!#`&&\?>Y3'>4G,LNV'$1/G0(%NX\41,!:AQ^/G_5FO[JKK M35AA;ZW4UC'!(\41(8(R"C%U$/O'M-0YLD9)=`1 MQ"60&J>2<*F;&2%++J@%5]^J)!?#0O'HI^#-6Y&9#@&=W6'IHU\?XHXN*4(1 M;$.!PLK$?VY0L\;!"]1.&91Y'7DNC7P)OF[+KD^SU-7-8EE]GOS]8;'`X9U%3$.(0I<(S+WF[JUCA+J@^L$?>G@C]4W*WO9,ESF[UTYTL M:OK/^]4Z`3LPM_O^A*"BP2,9$D`!I+&V'+-VTX2*Y%Y;-D*=79ZP'5?,B65Z MRA7U9[VL)O/9_U73WQ;SZ:S^^K_1)D\"N:J?H;"]M'!D+*&C?S-H M3SQB6'HJO8C:4RK,&WR]HKD9PV>T9DY'V8YKJK20C[@<+MIW]2)%QJ>S]=T# M5(N;19K7^MNDCGMT_,/)\L?L]FXR6R9@YXMD^2WJR0LAK)XFMGV#*?"K`5D) MG868<2`-1PQ@RAKH@."YQQHCM*=.MJ>,3XS%MI'/<6*?FXF]:R?V^V9B[^KO MU8/Z>9;)<_W`I%8S7=V\;S![E,U#5_?Y=+VX?;R6[]D-?*]T7.?=9T2?&K1T MP&$%@83`8$81YVV@BUJ?VP=J?,T]1[4TWMJNSI<51^QRVS1EZL.QN2-R5K>7 M63ZVN-R"T\[.?4/^7*#<$\DEYUQ)2"S!V)A'L"BVLM@5S]^KY9?%+[1Z1B34 M`5;`QBK=JQ>VWP?[I!8RUD-_/QX$]PI;PC22U`&K)-$MD!3)W+*VP^LH!VM# M=(YKXV0"/LXC>KF_[5[.#Y.XJK?=K-S-'QKF-X/6G"AF150M%FG&D>:Z53#* M7=!-[F/PAD8AQ-'Y0H]@O*N/%='/-F:G)LKC^M!`(KD$-4I)@3R5$`'>:K'X M;Q?I!YUZ41SC!8V-$:<,EV_W"..^_;.X.C83.":0/N#7!&^U)B`:%0)Q(*BB M3HM&)LQFWY$PHA#BR)?GJ.5],B_LM_5M4<=KR^\%Y0TT@`CJ)/8<"@1E$[:A MAMC:8GPO,0VVM M$C*5Y:;V.)ZT:@4SE)L+V?VJG=+E?*--\@/)ZM^W;&R_Q$$J@0F` MAFA$B03.,M9&/*#5N66*(W(?!DAX/JD,"E8DU]'3BJ\XL`YYI]/]K%BT?7^' M,YE=PX*R4`+DI$>,1X]),"8?*[J]E`2?6>%P5&>`2R()DM)!*8QWC]T&O*(^ MN[OJB%)*^Q7J[BKAP]`\GRIARK24J=,L%W$/E%AXZIIY$:=SK941L>18@7:J M$CX,QO.K$K;(IK`68X``(R@'BJ!F?DR32VS,D"??SE7"AR%:5*&8%%)Y;%W; M5:F\'!.DH:EJED:3B%D-I+=`-//3VN9>WCJBXY:A%,N14!;Q4IY]XEZM\OKA MX-*].4@S$8&BDHJX&'0S(T#1):J3?*F^=!J.A?,<;AQ`TIJH8+EPU+NH>AVP MH)F1@[9V#0SD#F M4TH(5(Y+Y9QZIEMQL6*+LZ%+KWB68,YCT-3?U]/5I\430F]PY>6C03/`N$(( M4H6EPHI#A)O9J/Q-9H0F1T_L.!+!$GSX8[+\5[4)DG?*W.\R+$C"273;#>#< M6H2X(6U`4<4_S]UT1MAKJ2>>](AF",.0.=;,"AN:JV<.-UT&3](8A"T] M8%K0"?HIF4-,IJPP64T G%5IHGBNGNF>S'EN)F]_ M8)8@3/K$E:JGOZ<."BFENII]3RQ_7ZT_5JD:O9JJV\7]SG2RSN\(SCJG39RO M0(0`%YU%ZIOY>VERE=#!^9$E-JV>Z#04N,<6/4TVT_L2V1TM]D7]Y7XUJZO5 M:K[8E&IMEL"WN`32OZ>'5G6UMZXIXY6!:BN9-H!Z1B@3@%+1P*H1M[EQO>XM M&,^'486Q+ADM?EH6'2+$3P^'J(D!CRZFDP)KH7GT*$TS(RM,[E%C]P:(Y[:Y M'8UA"59\6"[NJN7Z1ZIW6$?5F9KVW*6#M?=OZJ`NPX*7'#D)#+4>Q27`G&F](AF"?<$L@U5MJU=C<4N=F.A[?=&SZTTI/.!+&,B/*1`=&#&RT>#)1[@ MJ-3H)M"C/,>PG0T4Y((Z^1TERU=FPE$PGBY?Z1D(-GK1J_7L^N#4I3?>$0P5 MRJ6D&\\U-$I1R=N`LS4PNZ'T^&B4+_I.>4S'@UN"7.\7]:P'?AWRFN"0AL01 M[4#*#8AOR7VM`Y->/AJ0UIHBSRT#RFJE(<=- MS-D@('-[M(VP]+LWMAR)X8E.$+]:&'VUW>&(CA M%ABI(;.6.@DT;-.'C/;R@DSV(8F3S=%CA#$NHNI%/>V'H)LW!:9=M!P4-5K: MJ!@\$+Q)83'$X@O2CJ,D9HX0QD7(7K@8#)'(66^8QI9[#"4DK=E"$2Z6@#B\ MZ3=*&AZ(?Y'"WV\1SM6G^R__K*[7*;6RGB:9__@8)W5[E[[Z4[5>SQ\J7JOE M[6IO9E'F&P,U!&*A>5R:W%BL)?)Q.T8'3@&0C')LD4@)$%KX)M1M@/*YF_`(*X'Z9%C_ MR!8Y"+RYB>))'_S;(N5)??VP7'Q=3FZ?M/&N0\*]@X/#BBNE&0$^[AC4*2N; MHT\C",W-+1EABFV?7.H=V+)I)L^@Z)1K\NSY@"Q0Z<+*='LEI=XX3)^LB_Q< M_L.O&3TKPO2!9;',DV[T>/EHD$@1I.-?E'(0.0&-;8U"+WUN+L+!Z;#GQ8PC M82R]"0WZ'U\-S6P?VS/JF0CV"1:U,6M[>S MAT9&T6B*GN$Z[GM5?;V;%3M&!4\PI1A2+:#7`BL@GHZC"(.Y+!EA7FN?+.D/ MT2)^>;HN[-MB'B6S2FFXZQ\=CFVV#PH4`L>T09P0"Z%W@LEF741[G5U0"\(> M?OKDS=[XT`/W?KU:_S]Y5[;<1HYL?PG[\HBUQQ%V2V&[;S\B MRE))XHQ,*DA*TYZOOP#)HF1+8BVL0A7I!X=MB0"!@X-$(C.162OR%X>D0W!Y<^E^LB%:%PQ7(> M1[A25U>/WQ_ODSDSE:>XFJT;2*/FG00"`/3QR'8!UE?)>EP MK9E#CHW^OB5$307R>$]6$&GJF`-.TPI#"#+&$IRBSC;>0HQCO&AEM`@*8BN% M%9I(#AU17.X3E5IN>==2.!/,>S0`M8[&,_>CO?EU*[[4-0W2*>80YE)@@ZS! MF/HJN8%UUG95_2?)GD&>\_6`Z@L.#5NL;"LK?_[RVDIE?06LI*_>#Z:!1>2= M%H%R0[11Q%&7Y'=4<5U5^=D+R&M3&0\EQ;L5,@/`:P.EH!(;JHPQ8B=M"`0< MX,YOJZ>G&!R]GH=KF+4#,L_!WD<-,T`9UHHR8J6T6-KX+U?-2T)X1@3INJ"- M:IBU@S$+/7JM808Q4_%N1N.,X@:"-L(FJ_E!I<^H6L21Z]NXAED[1+,*E(_= MZ@Y))@#7$$N-@%$J60GV,V)$=;TI3-`HU[(@7X>2W;Z1L->TDQ`MSO&`1J;1)-B9DF,,5`IIW#CV?LJ3IL/SOQ`7WCF]. MAFU'W"T#;^,^XE7>IX@52+"S4`'`.(+[S:IDU]C/"?)K"%*\P[N^8<]!N\ME M^5#\2/O/E^7J8EX-M2[)X;NM`H/(4.*-9$`(Z(04T%1SQ-Z<48VD#-3J#^C\ M,JQ*4?#W;'WG9_,X[EEQ_V&^6L_6CW4O"%OV%*AR"G'*M;`>*DN)A;3"`AC8 MU14Z0=-_=GG6-_CYB?B<:__R<7EU5ZS*Z[_F<7W5[;+<6NV^+C['];^_;\S( MYET&:)0S&D#CI(+`0H>>MRE%()_Q]_RH.=@JC*;P-:D[=[AA@$A#AR5PCA#@ MX[6:(%'-%$'>5;6;X#NPL52[KEB/>E%]WBN[^E@7RT]EL7J,RZG6OIAM@T"[ MW%Z;]1PB4@!9*FA4>ZV5C,.='RC=ZF3GJG<3?&Z6D9=Y%F,BQ/VU2M=Q9/VU MMX`5\!80HRPG%`O(A"<5)E[!KC:7";YZFP9!CUR`B9#RYP)@QU'RY[X"I#*] M&C/0:9Z2%AG%]N9VKUW7&+P)UI68!B&/@C\S'7VY#\HJYJN4W>7Q>[G\7!;W M;I4LJLV(6-=+D);:J!\3JA5@V!-JX-ZH3YGHJDQ.\&%?7@KV#/PT7"!'N3[B M#0T!SI'U'`OL@2'`Z-V,(1"T>.JCA;9\$9A8?DX-,1T(Y`)%,\S*)JT:CZ M=VG(\ZLEG".0I#D_@O>"*Z*!X$@3!`C`MC)90"I)US*X[1T\ MV>[O`U&C)9+YG=6[<1Z.$7NO2;"`:"V?0P.;\;IN@N4,06>7B!5)'.1Q5NOW\)"1G%.+2(X?Z M@C.+W*>7'U\$9T\,R_RI\>H$V!VTV=[VO=\7\:_G]8;$LEC^>Q[X]D%^,_W*Q M3(OZ85Z?AN5K\<_NTVJ]7LZ^/:Y3.,W7Q6514YMBG`$%3@6R%AF,HN1GD%"# M7^BJY^25ZY_M)[%D4]U,G\NKQ>U\]K_R^L.\2L)U^/;:X[<$!@V)AR)17%.2 M$HC)?;`EHHC2P2^\IR_KQUN.')3>A>H^NR#^FB_+XCX-_5^+^_2K/XI9W7VG M>2=!6DL]`5IHC)"(JX"1KQ`0CG0E9.N;]%.Y_+8X.2X.!G0.JE5#NY@_%S)) MC[F6CYNM$_?'Y;)<%_\<(%K3+H*Q@'.F+`0$4Q\WEW25(H:`D%T--A/T%?1/ MLH%`SDFQS^4FF^#7Q<>X2[:UE)XKOS7@U\'VP8F48B).4D$$%='2[>V>B!%V M1M6+AB-7GPCG8%9Z`[VIE/']^VR5C$NK.A_F.RT"8%A+&66R,A0H3YVF56PW MPN*<*ASUSYY^,!W%NK<9Z#X"]N=,?4TL?6^U#T1C3AQB4'!O&1->NLJ'BYR% M74TY$WRFT3^7AD!X%&:U85$P7$$IG7)<&V>LX`SLSVQI5=?8K?:O*@;W-61@ M3$LT,[.C>2C[^XV"<8(;:9'C6"$*/"0<[OE/.Q>[F>!I-8Q?X3@\QO+]F'.X#TVPF4+/8 MO.ZIPLD:/,(ZU"P`&@6G20&O2"%)/(4([4T5I'/R_&G;YOMB3H_(YN#/Y_(V M9?I?+'=C76V&ODG@7UY?S-_(8':`5>T["Q%RJO+C9)I0J7Q2/.(:*1_0:`,%"&(RQA-XBK*A&:K\< MN'-ZD@E&EPTA_[(!/X[ZWDIM#RBJJ"!>4;6PF'(4+R7@V1!B?-60DX9I@H0YU%U3L)[)3I M&D\TP>PD/9*R?V"SG,GE^GD?O!6I%#\0]8^N9>CZZ#X0RI`5W%H./'!622DJ MAQEF!IY3!I,^[73YH<]!V+_+V>W=NKQ63W'!ZZ[JIYP@@;`'BDX),8YN%9%MUVF M#!MQS'6<>O/S05B+M,,\3DDA3VU4)BKTL,&^Z_M-.$$38(_SEH)VO23`"1KV M>F30`-"^(%3_Q0Y?Q3_^_-V9:AV^&D4#%^N[;8*G5%-AN54>0^B%,W)K8L"& M6@5J5;=?YYA0BZ!M!@\8!INA[W[XQC#FUZ9[] M&D'5\3O>,G[VT&N0!!JD*:="ICH2R`DEJNEK9,ZH'$P/%%B,A7O>76U3T?+[ M<]C<"&,EJ<6<"ZJ`M9#AW-]>7'S%H.V#QY>\J>VYFF7 M_N*Y0K6T$@K`F/9&Q0V`*VR\[QQ&>U([OS$_7I4U'![Q'*KAI^+?B^77^'6K MBYN422TYL3=6QA?S.5Q5M6$/`1#)';$^V20!=%PYXG?R#D2EJ;.".#VV#XJCB9H[:9\#,QELI M0@QP[$B\!'M3W8D!-N*,$C;DU==RK<@HC]?;W-&#<8YZ32ED2&$,I(YSJ.;C M,3NC@/4,:U[W4+TEVCG88W>+E'*4E//5SG!5?)O=Q\/!/"X3LA&>/Q?SJ^U_ M#K"K=5\!^'C0&,.-<=SQ]/(([YÐ#?5[X=S[ZA5R.O-?3/3:^VR48N MYF=L+@6<<,T\1(@"CK21O-+5M:'MLUAFR")U+_G!Q[-ZM23GI6(<"`'SYW M6;:0QO[X.#C,>56?S57W'!0;)BQ*)X^57DO)%;.XLG5C:6!M/=5I6'R&\0.S M2#.*%2,^@L$!5BG#1H6-E"S7F1R]^X':(Y\T-]^)AB?YABG5YNUC^ MJ/$!-V@=G$]OP*)`(P!K"86$@%1S=J)S(HL)LFQ@3KR;+:XO[$?CVX?YU?UC MPN53L?Q/N7D(\!-T+SZ:ZC6K=7IANIOH++D77GR@UG.<:00A+B>%DE(,E(<$ M8BY5Y6?`G.&N6M0$>=\K$YNP?/35RJCUJZNKQ>-\O948M2[)]QL%`+CS7BL# MC+')B@=1Y63#2+"NE>5/A8]C%Y:QG2$!5FW%R.` MN:[FNPF:2O(J$[E69!1SR3O!V8<"[#OW%8`6DEJHH55$"*N]WI4VCG@(T-F] M-$$QFX$S=<:5GE=C-`6X"14/-PP4.N5MJK;$E7'Q;\?<\T76=@WJ/@/)>#SO M>H5^:$/>?%5<;?),_#U;W^W2VET6R]$>;;T8PH^7PVM@UJMK&E*-[P@^,Y`K M:XPW;)<(';BHD-G:V/*\,V[VMJM#+T$``H&+YSMG*:)7&KRK.QQQ4%$'.)]# MIS]*O$JQ-A3<(VYX_4,7]RD[UY>[LES_L5P\/D2Q.&;8PI#2@,7#'3#-F%+* M(NAHE,?;9;&2^/K:$T-?H-Z;@/[QTV\:V_I;]!<(Q])&$!"4R!LG7'57C=A8 M52\ISTA"-*;)NW>DX8#/DPFTR>AK+/_-.PF*Q6GJJ"!Q3K`S6.EG!#"H?XIY M.M0;F"$-3ZRCER`W"6M-]J\_'!CT#$A%/<<0`(XQE*2:D63U`6NG0ZHAEOD` MDSKAFX,QE\O9_&KV4-Q?_'=>+FLMX6]]/"A)D'=2V'@+Q%`8RK7=S4HYUSG2 M:N*L:;NDK\J)'XWDB,=:$WMT7=-@)&`<0AJGIY$$7D!0;2R%->B:)FG2QI41 MC["NP.=YO/S:?72`6F]]/'#F4[4D1Z'@SE/F@#35K+PQ9^0:[F^!7[U%/AK7 M'&QY*X7A]5.ZD1\BS8%6P4,H/>7*`2X!]L)PLQ>\$+FNE:=:BZ(<=3P'8T]_ M`.<@T<=RG7;JQ8V)BS-;OTA.J+XG#_(!)M4U#8X+[@&!S@&(K)&,N$HI4(BI MKNZJ"69O&XQ,/6-\Q#.(Q.7D`_E8%JMR];F\*F=/243^-7\H9M=[/6YG$SSP MQJ%=1\%;R95%GGKIG%`(T><).H^ZJM63K"W<.XVR8)[G6>?#8C4[F'*Y^DA( M3C(/#:4.,B$P!TCL1T\X[1J,-,$RP8.)G8Y89LX[NG''_E]Q_UB^D(L'&%+7 M-%A)L,/Q]LH,4@"FV\4>+NEE5UG3N@;P2T<.US\F:`O121G%W MK4=]FCNDCXM@CP#R'&+HJ6,(TUV`%[#0>=?ZH>XY^;@81T2BM!^DM_$/,I)7 MV"3Q>/;7Z@XTZ<7'U0[X+/?N35&J67'_81X1>4P"HL:A]4Z+`)BB-!ZHC&+! M$-#QOV@W-^1PY_-F@J0:>.U_O8+W@G>F>-+Y*JY44LZ_E,NGV54JYW/SQ@16 MNVQ7;_VJULG5Y]<$%Q<#0DZ=BS@2D0+46(6B9_J,'ET=S:/7,:9C+4.6D;WMQ9G&6XB M&"0>0>X(=X@IXZG8(T`Z1SJ=C:^NZX$]V!*<0K@)='$^EN,X$T\A`YSO+]J( M(U`;6G@Z(FZ(9:X/-VF'[ZF$FQ@%E(N"'0#CD%((&+,7QEAWMHM/G#5ME[1) MN$D[)$\]W(12AHW0VCII"0?"^*XI6"?HE)O$$=85^!PTJVK";HV; MW<()&O<1',JB/*-XF+9_6^S?A)BE<0:(=[1I]S'\CL3?.4HP8\35B M:N(A`[N,812#%*\I4GG@>#^SE3'=.2YKM\(Y!W9!F();17**:FPL-';_),,1 M:,XHFJ$_FO02V-4.^'/T)L?)6J05-Y0[2@&UB/(]W@[]]LD+&C.DNS>YW1*< M@C>9XWC:*AYOMA1`#[&,1VXU(ROP;R#/CEGF>F]R.WR/T+1]_#NJ6!XD2Q4'A\3S@Q\PCES>!B$P7U4,^DA/_E-$Z+8#EWK>* M46>\YGQI+2`*<%EVX+%(_[TSP#?\%R'=3&[KBJ\FLZVVO22`#:NFM(Y(L M@E0J="'=A`,=2;PZW>8$?@+/'@?W3Z?SS^>GY]NV]F"^36JW06-8HZ8R;P!$ MME%W>499H*SU5-Y@'M9BO%MS`-Y3E+S[]KHM_KI`/6PMJF6GO$PVL0W*&0D. M7SD1O++FH8W1D25++"&3/6;V)NKR&".(N,4F6GU\BZ<*FLSCMSH*^"-*EJIT M56?PP(%#"<^:I6T1R-8?J!QK88;42Y;CAF`/DF4R%I.G)"(XG8!-5MU-C"AJ ME^`;)-42P_Q8LAR'[UX*8'P`R-9(D17*`$D3F;97DC4=DS5CAW20W^HH)#<@ M:4"=VQ]F*ZLEHHT_LU<._:Q8[EW2+@3'PDL.)(SWL;PD M:GN;=77UTP:9LXGU2RWPJ\Q!M^3@E\\G__7'K^_GFTAP.9\QG\YO9S'U34O# M6FA`E7AJ005)0`YU"%FV?7<.:VU5]UGY-)@(]S/7(F"O8HO1FCE<\M#[BP+N M+VUD8##2`/G@;$8*V;13,YM(M84E&XQ7BQ%G(J9K,*2U6WQ3]_Y,M1QB?=G[ M^X:#(KX<&V>CBBX)0]9V`%*N737M47&NY=(20#]2EC]^N%S\Y>GE6_GP&U!+ M`P04````"``I5@9'KFR(T[0=```@;`$`%``<`&9H;&)P9V@M,C`Q-3`V,S`N M>'-D550)``/M<\-5[7/#575X"P`!!"4.```$.0$``.Q=;7/;.)+^?E7W'WC^ ME*DZQ7*<9":IR6Q9=CS1E6WY;&5G]],63$(2)A2@`4G9VE]_:/`-%$&"I.0$ M/K%J:B*30*.[GT:CT<3+KW][6OK.&O.`,/KIZ.3U\,C!U&4>H?-/1U_O!V?W MY^/QT=]^^\__^/6_!H-_C.ZNG`OF1DM,0^><8Q1BSWDDX<+YP\/!-V?&V=+Y M@_%O9(T&@Z26$_]Z"KR/@;O`2^2@,.3D(0KQ)>/+"SQ#D1]^.HKH7Q'RR8Q@ M3W#A8VBD4$!Y'2(^Q^$-6N)@A5S\Z6@1AJN/Q\>/CX^O9PO_8;":+UZ[;'G\ M9GCR;OC^5,@E)*7!1W@IWC6OX!/ZK5#ZZ8'[KQF?BY+#TV-X_8`"G!:GC-)H MJ:_@A?PXW*SPL2@T$*4P)VY6SURI6"$*!O`XR&K-4/`@:Z1OI"B#X!/)44]GLK2)Q\^?#B6;[.B@: M'/_C^NI>&LF1L!G'D59#EBO&0X>6T%9%GB.T*D@"QZ.G..6_'#F;T'0G2%):V>.RD;1G2-)JQ-'=994P4^Y"OPU2.L- MX-'@Y,V.;.0]N1T;:;V]L/'A&'$7X!;(N>$`/ZU\1%'(^.92_-V,-9_S`I7/ M.1'@\0/P>/)^%QXE:8KGX/Z;\Z36VB\C+123UMB=`;TW;\*'6O,FKKA/=KJQ ML@,?^F&D82]**T#+[UJV&6#W]9RMCUT6T9!OP$6=-O%MNGKI'X.<2%=N(LY% M$"7)OFW%CEHQ^VN0D^G(D(=):U[2.O!C=P[PD[MH//*4*LE?G0:;`CU"US@( M6QN)4BWYO;N)4$1<.12?M.$DKQ7_'.0$.O(1$+C0*C^,>G?8%:7\ MS3@((NSE9>[%),!#W`M$F3$-,1=LQCP&1PZT^O5N7#W=EX)]+W8RE:1*R8W_ MMSAO\G?VU:1U$Z*U-7<\FG-*Q9]AKY>\C0UNUIK]-8P MCVQN+FEY`YX_Z_!,ZAZJCM-_1YM_8L0GLW,F@FXQ28V0?XW"B)-P,^$W^"D\ M1[Y_(::*R5],1%["OSWX&!Y>"%,E?FO`]MMX+?IOAS^_';ZM0M]YE?UZV#C` MC,-FCL*.D_+C,.X`#PZPY$#S^9.<+?GB)^=5PMI/AVI=TI&)"/U.J.,6;X`=2)<<+/NVM5+]":]8$+2`H*J^(5S]H`M74UK.3(0=,34G)M?# M$NNAZGE;']B1O,$/?M"-:]6@BL"T^N4A.\,*%.+?_PL+$\+-F'K$A>]L^\+> M0-T,?7D(K(,^^3-IS\D;[($O00/*61-/J,K??%XC/X*OFN/E"A%1Z(HANB\; M:-Z0V1S*\]$ZFT8)LOV8>F9'XV^&^/'`567,W+&=_:M&\N',*#1UR=UP+ ML<&Z!1;WR,=GL^`>NS`E)RUZ8RT1PVSHK6XVE!(<"/@&0%+$RY?W/SDYV1XH M1.(T5N,`<+\T1\D7'RE M'".?_!O2IET^T.RQ2;/EE%.U+2U'>2PW:.:L]%]S:J%LF?%K0,J0]GNK2_LU M0?M`TW\CY'Z;^LJ&7-"))A>4$W(42CT6@G)+QUI+P^`I M3]Z6^XX>FJX#/7C9;`CZ`3+C`_9TLA MVP+3@*SQF`H%XPY)CV[$Z[O-R1M-UC-I2(PS>5..;,LI-.;$K3FO9*KB@*.( M1&'I/XS";@O>Z=-3$U)F2$MIJ@S2]$>1M0M8EH*IW&)U!ZJ@V/N,."5TWA&^)A3-.)9R@1F.&?UD7U;<@I,V MT4-Z#=O10L:)OX'<*%["U"9Y=Q\R]]MHHRS/CA>'YTG4;J#OITVS6922A)E9 M*!PX.0O9>\D$K%!75Z:GJ]5S3GKK,2+Y3`;2W`9*Z9Q6-M`CW"XI4ZQ4GWXY M>:-)OV3H'&B*103\2Q)O-18C(K@?,4QAZK98?%-'PC"U?*>;6N;DY!A:(-C# MDZFBK:Z^+4.K`/V9=7*;NG?C(0,/N^=SN?5@W:PGI`&S">>3+P\ M^&3>[F2)JNH&#ZA+.*ND'(56CXA4@_[QB(E)UV@C)EH^P4UV_+?VG]^#&8,+ M/M'-,2JLQ7E5\<:1W,%L(^&O^8D$AQR>ML;_AE'!O/RV![X[^?GL9E??K-G` MRA.8C@:F,!(/,\D?O1$U0Q-`@%-\;EC8(=K;M2&SH9238*T-)6W9D4WWAJ'! M:WO:3#EZ5]-6=PMD.-LS5C#XXU+T.H MDW&03/5B'@[8`>\)/C&E<=]\9Y.)V^SMYB793;R0"LZ)7:Y$##RA:5CT?;R. ML7FS-96R`KM:4[*V3!Y**[ERQ'PPY:NWL&X0?T]S:FX[I5GB?FRG-Y(JX.)M M'W?8]5$0R'NTINR,N62_YF%JQ6P8I5QV$\-(#M%0VW5"YIQ-SL>]151AU75# M?ENR9LQ+6<,FF/<[\HT(3V:S`(?R9'O1/UJO;NU(W8QW:?5Y$[SSYIRXO1YW M,S)7!#T0GW38)KM+$V8+*!W"T=("E$9[,ZC"J%WJL!DQ0PIQJ$DA-H'V4).) MR6VJ0N&?:2B/^6R]I[&61AU.960L-18;S":^R?%@_UVMTXZJB:#:"4*JDP`-F*<^H4V^GQ59%H%RM7$S#$ MQ[K3/BI0.]"06*/:O\O#QPFL*#+-&G+R5`^YW M7[#O35FZTNM+N&Q_JF\=B?KH>JC;6`3D!B$;9*O/7GV97A_RB;XU^MW3"K0= M6JCOF,-WFB'1"'"_'*VU(>2;C\/]XE]!V`Q[*11N`'M_"F<3K+.C[8IE.I^^ MN(^FS/90FE(WL`?E]+Q2Z?[4Q896LM#A'@(U73*>79W9%+-Z(H:(_1=-Q)X2C"^@ MDO#)ZU0RHCU,BH;/F0]'N7'D3_CO$>)(1%:R:DM7O%LC!O?[B\;]&F&&W4-I ML[`I-6O8@98/V-W60K5/V)NC6PK'&J#;PZ=1>;OQL@DIPXCYBV;$;`#>@8Z8 M\KS,Z0+1J9A9,BYBP_BZ1$@H-`6MEH9AO'RO&2\EO0$0'&04G9QD#U&NBZX+ M(EO1-'C+]YIDA@'"?BFD"5BX\Z=SQJ(]83/$I0'1"+&\'JA/0QB`OA,AH1B* M'A%O>T],2ZIFB$L1K1%BI9D>7BT0[<*?!I0,T<][3?1CA/%`8Y][,J?R\E(: MGKGR``]"Y[F^&XK\2>@IA)Z?LI"2=5^FOP\-/V5V* M@L6ESQZ#6\3%@P4.A<(:WR!@)E2'FXA@WPTE;OGNKL'6GE-!U9%D!5PJX8/& M+-V(NS-F>D(&S$[?&3!+J?:0)5H)E.[1&J9"97-W&E9!$Q3[TT&#(4;T.2Q! M:'EA2BT-`S3OC=#$!&&SZX'>KE)0;_G6DTXH:<@8@'IC!$IS1\IA0Y7X^VX` MI95-HXX9EH32(6/1O:&8W#3?"4]'J#P]\1H=:O)Y.@`/-(4GKR-'+M"3J^GN ML+P&4$S86PY?=53JQ[*3BK$LHQ@OKTMH.@G1'BA5Q:/-"/F(NOA^@87GXRQ: M"0-O[T0[-U'O1D\J!LAZB)U7HXV3-.K(5IVTV<-VHS4HE8[G^CR;8;?U7NC= M&C$;@VY,-1F#[MBXI.'>'"J0:CW$FFG5C[.M"=Q^^-5I?.NM_`YY*6!# M]-M^>W2CELS=NK2,I0GRI2+Q%<277ZY&T/IA].U?CY\"[R-:B<%MQN2SY`FE M+!8A?@C/L!^[0?00R*/T/QV%/,)'TJ``>('[O_(/G6?>GU&07!V55#AR*%KB M3T>F0B2^J".E'T3B%0DCX$8.Q)^.GAZX3SX2X9>/G%!(DSX1)`35L7@.,AXY M\=,5YH1Y4UG.BWARY,UQ6;(M243K7KIC[Q9M@*=L4V]N;HI4C2MTEW#)J+!* MOMF6\2&.5SX=N1Q[)-2)+F:)(8+5@>TDO\,N)NMVPIOJ/*/\'G[86?PF%Z#7 MKL1CX;F$`0J.\(QQG%NZF+)/9E/T=+86SD6JB/%[!%?D/(1J!B]3K!W2X@&[ZC;?:[Q\P#Q3;'V9+N)21FFT_.BQ)2*TLQ.J%VP-*BM[U/+S'^9$ MF_"_#<764[N5+V/&;=[3A\U8]\*/"\$,=Z,'//ZN`/@^>P2&13?/G8+&H,SE M[!BEJ_B$Z]5=QCT8D]8X]G4CQ2DN<;A@'O/9?".AF^*G<.0S]YM1`[M0WL&P MPY3,,]E%>+;5*=4G/ZY#%IA<,A&\_UL6ALNL1;+;`W!XCP,A\X&Q;^ M$>-:=YC@--H1+X#S6TY<'*_J@N;JGSJY3G5AZ#C*_0`_;O<$`\08H@/]U.N>WPFJJI M*UE+7&6E7%^%X#):P%YZ)>@MQTL2+<7TV*P64W7KLCUU1@7)3Q&=3^@H"J`O M!,K8EZK"4,;.WI+>_UL4I?345N;EDESP3F,URM4\MW+BG_!Y'XJA8?)(,0\6 M9#7:3!>$RV\!FVU4FA:WP[6H_,ILYYBZ?@2+/:YA[A$R3OP-G`*&E\"M+*>3 MM47=%^54$AD+F9.M9Q8D3HH)*2R=*@H`7S(?VMN_+& M^^18*7FXX2H^6C(84P\_):D0T34487>C8IWWV=)1>M=WFMN/OY1<"B_*D?]% M?C1!%"PWS=\JFNE2]X?HHWDGD"0^TP50A+>76)&XXJ5UB3%5(IC*"RZ"3`KU M@77&6>=E@?'\#@4(1R\Q=$%\]D0*TM45:CQX>F0)GPX9_:Y?'2K9+PXGYF)V MC"G`I\Y-3F99-FE,;_!3.'W$_AI?"Y>R"/[`9+X0[O9L+=S(O/#1495_SW1_ MT(AE,@8EU[HYAWL4MXV]JL`+,/02ZV4CKRYBCX%GY\GG:P4N&==<0I^+U;R* M=1ZZ*'UZB9C\.G"#PRR6%S%01,.SF>ACRI6$F;2Y,G:@8-L40:\:Y2#&+'Z< MLCLLO!=5]DHLD/#C=(3OF>]-N'!IOOSX5E;4SO1>B$E=(2)O$]SL9%8=J5BG MHUI?FJ12;UBXG:'6O[+$=PHOYV$QD1+3QOL%XCC.#=`H/J.Y,-XW*OJ,0WCW M<:[F(L#MI20-RUJ9MOR,!"GH3LJT,#V]><(A%(,H]:*TN*Q#/3NL5Y.U$KY$ MW8$#J9'@$KF)N_G\M"+R?C'I=BC^)T:9%O9%S#JWM1>-P7IW0O>ELFUJ+U!G M#]52QD[Q#E/\*`*$56S*=1IK3>MEZ"NY5$_."C6W2MU$X$PFLPL/TZW$N//1-LF(]')9K:7YK5> MJ.E;2\'UIVA#Z$!W)+2[(;-Y>Q]/Q%N6,83ZIW_56_MK2KI<-CN$"ARZ@8 M)$7$Q-:(D_):QJ:%[>B8<&P5V!FC6=`,GXK@PZ?+YA0RH(3>X+"X#".5M7-M M^U9JU.'_.X.P"(H5;M@IXFXJ9*=I5U^]J7X%/TM75I^S(-Q.+>]&PHH-C)4B M5&_G:%?EAV[F:"*I/(ACAKGH/%-6LU4E`IW?RI8+B(Y0D*\=>.Y&K%X4M4?A M,Z?Z#(I5:1^*/FOO?,E&K#%M<-S#,R"R7^[L&V%54)4;E6;Y!N[XIH]-_/^2 MQVU9Q]K]@<&25O M6LF*@&),/5A6$"'?WWQ>RR\YHNL*`^9P4S6B<)P=$7RYH\TM9U[DAE=XC7W] M(0C[(F9QC\C6(HPVYT*Z.8.KOB&`A/4*)(XRX/%UTQ0(2UGT#:E7#M@2*3G3C+@?U0(W)3`;$RO%MVWK9G9QU MH6%]S\E32N=H%3!^Z3/&MR;JQE)VSM15MF_C->E3S)>CC?H"VBCZQW:5K'>- M1:ZWG5_%6XL!78I06G02]1S,)*B/EZQI3+=Q%3N\^O\P`MM(Y#9397_3V9QC M^2/YOHKFF5=O5>-'+M'BMA M_8P-6+%>1@@XAPN4?O9MS#.8%HT17X5 M(\]F#)`/!?)ABCS)D$\U@=(UAV+`#9"/@SKC>L8F[/1$C.H/HM:]L".EDN[] MKUY+JBPYA?-OJ[I^)NH>"3[K7JK6*M*L=RE)75'&BDUA*8_WT8,+Y]+)JQ"4 M\ZFW9:DI9Y4\4[8JG5FP+4M%&8OD8+-X`R(^FV/J;N[P7$P`8,=AHOKDZW)A M/5:GFE;(O'7N33Y)#?3SO1;EK9WLB8B:WN$56_E1D!ACLJZV.%@T*&?'V"$C M17D(8J"_-$+G#;.KUS)Q=Z5B]3?IKO=Z)O?150ZBY:4;WZ4EZ]9M[D_77\+E M\ZFWFOB+U*B([>.[Q$B^0[=^YE@.%)^)MGWSL"8*_4HYC@^&3/<^3ZA>9$[: MJ7,GRO8ILW:`3<5J=A56\^(6#;7?6A90^SH5<^Q),-0G;SS,+WF2;Z\?A,1 M2VW(T[BIQ'%0`X4RP5%C)Q-=,Q#WN/$U3@1_"3,.P>Z.*A7SDR53R6**:/J( M::'[43NV$7MLC+O?Y4'=X19UU!]A MX[1^^+2'6P2-L_P^`PF_,`\5^$CM^A)BM[B%YTU3C,DT4QBX31\:B/,[$&8ZC1=SR=80Z\=W: M1HR=3`(](9F'ZIIJ$?C#/EJ-R1YY*4%90L?V0[KUN3O;$SU2(XEO$ MBW6PV*XV#;^K[V"2WE87\X:WU6<@,6^K+OEK`JQ;KH]_-IJ;F3C^!5\0@@"T M):][1Y$PWA^>JD.CU)-^("$/>R%//7));3$`;>H\;Y;T!0 MBRX/S$CN]&EJ'!&Z3MQ-L.`D)0!K"^5Y4/YR(W`P;`K)\(%?!".(T'\XL5!" M_7U""1UQ*3K1!6U(KDD4*$)"_#L M$."9@`"8X1]E-CL"?O-HQ;)"TJ_^*M.Q.@"`TTB0V8LTQ*BS):2UVUN)$X*; MV+`*&(:;[3CU,P-A>N@SK$HSSR37E2(T1"6]NCP.J+#DRCW3ZKP7<7*I@UUV MYF?5ZC&I@G+RP5A8Y&UL550%``/M<\-5=7@+``$$)0X```0Y`0``4$L!`AX#%`````@`*58& M1V"%VT'Z.```RX,"`!@`&````````0```*2!'Q4$`&9H;&)P9V@M,C`Q-3`V M,S!?8V%L+GAM;%54!0`#[7/#575X"P`!!"4.```$.0$``%!+`0(>`Q0````( M`"E6!D>B/LMT=\P``+^:"@`8`!@```````$```"D@6M.!`!F:&QB<&=H+3(P M,34P-C,P7V1E9BYX;6Q55`4``^USPU5U>`L``00E#@``!#D!``!02P$"'@,4 M````"``I5@9'IOW1CBE<`0!G5A(`&``8```````!````I($T&P4`9FAL8G!G M:"TR,#$U,#8S,%]L86(N>&UL550%``/M<\-5=7@+``$$)0X```0Y`0``4$L! M`AX#%`````@`*58&1W0XX)([Z```'#\,`!@`&````````0```*2!KW<&`&9H M;&)P9V@M,C`Q-3`V,S!?<')E+GAM;%54!0`#[7/#575X"P`!!"4.```$.0$` M`%!+`0(>`Q0````(`"E6!D>N;(C3M!T``"!L`0`4`!@```````$```"D@3Q@ M!P!F:&QB<&=H+3(P,34P-C,P+GAS9%54!0`#[7/#575X"P`!!"4.```$.0$` 7`%!+!08`````!@`&`"P"```^?@<````` ` end XML 42 R61.htm IDEA: XBRL DOCUMENT v3.2.0.727

Allowance for Credit Losses (Credit Quality Indicators) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] $ 103,850 $ 137,005

Total current loans ^[1] 2,984,119 3,023,385

Total recorded investment ^[1] 3,087,969 3,160,390

Mortgage Loans in Process of Foreclosure, Amount ^[2] $ 28,455 $ 29,370

Serious delinquency rate (3) ^[3] 1.20% 1.60%

Past due 90 days or more still accruing interest $ 5,149 $ 7,024

Loans on nonaccrual status (4) ^[4] 35,330 46,105

Conventional MPF Loan [Member]

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 80,011 104,504

Total current loans ^[1] 2,721,933 2,753,466

Total recorded investment ^[1] 2,801,944 2,857,970

Mortgage Loans in Process of Foreclosure, Amount ^[2] $ 25,734 $ 26,981

Serious delinquency rate (3) ^[3] 1.10% 1.50%

Past due 90 days or more still accruing interest $ 0 $ 0

Loans on nonaccrual status (4) ^[4] 35,158 45,900

Banking on Business Loans

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 61 205

Total current loans ^[1] 12,803 13,313

Total recorded investment ^[1] 12,864 13,518

Mortgage Loans in Process of Foreclosure, Amount ^[2] $ 0 $ 0

Serious delinquency rate (3) ^[3] 0.10% 0.10%

Past due 90 days or more still accruing interest $ 0 $ 0

Loans on nonaccrual status (4) ^[4] 172 205

Financing Receivables, 30 to 59 Days Past Due [Member]

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 54,994 70,042

Financing Receivables, 30 to 59 Days Past Due [Member] | Conventional MPF Loan [Member]

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 40,053 50,680

Financing Receivables, 30 to 59 Days Past Due [Member] | Banking on Business Loans

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 49 124

Financing Receivables, 60 to 89 Days Past Due [Member]

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 12,024 17,948

Financing Receivables, 60 to 89 Days Past Due [Member] | Conventional MPF Loan [Member]

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 8,287 11,841

Financing Receivables, 60 to 89 Days Past Due [Member] | Banking on Business Loans

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 0 73

Financing Receivables, Equal to Greater than 90 Days Past Due [Member]

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 36,832 49,015

Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Conventional MPF Loan [Member]

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 31,671 41,983

Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Banking on Business Loans

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 12 8

Loans Insured or Guaranteed by US Government Authorities [Member]

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 23,778 32,296

Total current loans ^[1] 249,383 256,606

Total recorded investment ^[1] 273,161 288,902

Mortgage Loans in Process of Foreclosure, Amount ^[2] $ 2,721 $ 2,389

Serious delinquency rate (3) ^[3] 1.90% 2.40%

Past due 90 days or more still accruing interest $ 5,149 $ 7,024

Loans on nonaccrual status (4) ^[4] 0 0

Loans Insured or Guaranteed by US Government Authorities [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 14,892 19,238

Loans Insured or Guaranteed by US Government Authorities [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] 3,737 6,034

Loans Insured or Guaranteed by US Government Authorities [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member]

Financing Receivable, Recorded Investment [Line Items]

Total past due loans ^[1] $ 5,149 $ 7,024

[1] The recorded investment in a loan is the unpaid principal balance of the loan, adjusted for charge-offs of estimated losses, accrued interest, net deferred loan fees or costs, unamortized premiums or unaccreted discounts and adjustments for fair value hedges. The recorded investment is not net of any valuation allowance.

[2] Includes loans where the decision of foreclosure or similar alternative such as pursuit of deed-in-lieu has been reported. Loans in process of foreclosure are included in past due or current loans dependent on their delinquency status.

[3] Loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total loan portfolio class.

[4] Generally represents mortgage loans with contractual principal or interest payments 90 days or more past due and not accruing interest.

X

- Definition
Financing receivables that are 90 days or more past due or in the process of foreclosure (including past due or current loans in the process of foreclosure) expressed as a percentage of the total loan portfolio class recorded investment amount.
+ References
No definition available.
+ Details

Name: fhlbpgh_LoansAndLeasesReceivableSeriousDelinquenciesRatio

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Recorded investment in financing receivables that are 90 days or more past due and still accruing.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 7

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5111-111524

+ Details

Name: us-gaap_FinancingReceivableRecordedInvestment90DaysPastDueAndStillAccruing

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Financing receivables that are current.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 7A

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953401-111524

+ Details

Name: us-gaap_FinancingReceivableRecordedInvestmentCurrent

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_FinancingReceivableRecordedInvestmentLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Recorded investment in financing receivables that are on nonaccrual status as of the balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 7

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5111-111524

+ Details

Name: us-gaap_FinancingReceivableRecordedInvestmentNonaccrualStatus

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Recorded Investment in financing receivables that are past due at the balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 7A

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953401-111524

+ Details

Name: us-gaap_FinancingReceivableRecordedInvestmentPastDue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Recorded investment of consumer mortgage loan receivables secured by residential real estate properties for which formal foreclosure proceedings are in process.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 35

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL49126937-111524

+ Details

Name: us-gaap_MortgageLoansInProcessOfForeclosureAmount

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount representing an agreement for an unconditional promise by the maker to pay the entity (holder) a definite sum of money at a future date. Such amount may include accrued interest receivable in accordance with the terms of the note. The note also may contain provisions and related items including a discount or premium, payable on demand, secured, or unsecured, interest bearing or noninterest bearing, among a myriad of other features and characteristics. Excludes amounts related to receivables held-for-sale.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.10(3))

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_NotesReceivableGross

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Details

Name: us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=us-gaap_ConventionalLoanMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=fhlbpgh_BankingOnBusinessLoansMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FinancingReceivablesPeriodPastDueAxis=us-gaap_FinancingReceivables30To59DaysPastDueMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FinancingReceivablesPeriodPastDueAxis=us-gaap_FinancingReceivables60To89DaysPastDueMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FinancingReceivablesPeriodPastDueAxis=us-gaap_FinancingReceivablesEqualToGreaterThan90DaysPastDueMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_LoansInsuredOrGuaranteedByGovernmentAuthoritiesAxis=us-gaap_LoansInsuredOrGuaranteedByUsGovernmentAuthoritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 43 R47.htm IDEA: XBRL DOCUMENT v3.2.0.727

Held-to-Maturity (HTM) Securities (Summary of Held-to-Maturity Securities) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost $ 2,869,192 $ 3,246,788

Gross Unrealized Holding Gains 56,626 64,463

Gross Unrealized Holding Losses (19,717) (24,704)

Fair Value 2,906,101 3,286,547

GSE securities [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 11,456 13,041

Gross Unrealized Holding Gains 157 382

Gross Unrealized Holding Losses 0 0

Fair Value 11,613 13,423

State or local agency obligations [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 175,722 184,412

Gross Unrealized Holding Gains 808 1,314

Gross Unrealized Holding Losses (13,860) (15,445)

Fair Value 162,670 170,281

Total non-MBS

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 187,178 197,453

Gross Unrealized Holding Gains 965 1,696

Gross Unrealized Holding Losses (13,860) (15,445)

Fair Value 174,283 183,704

Other U.S. obligations single-family MBS

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 973,944 1,122,537

Gross Unrealized Holding Gains 6,422 8,604

Gross Unrealized Holding Losses (1) 0

Fair Value 980,365 1,131,141

MBS [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 2,682,014 3,049,335

Gross Unrealized Holding Gains 55,661 62,767

Gross Unrealized Holding Losses (5,857) (9,259)

Fair Value 2,731,818 3,102,843

Residential Mortgage Backed Securities [Member] | Private label MBS [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 589,430 691,544

Gross Unrealized Holding Gains 3,050 3,506

Gross Unrealized Holding Losses (5,805) (9,141)

Fair Value 586,675 685,909

Single Family [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 348,533 417,217

Gross Unrealized Holding Gains 6,025 7,226

Gross Unrealized Holding Losses (51) (118)

Fair Value 354,507 424,325

Multifamily [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]

Schedule of Held-to-maturity Securities [Line Items]

Amortized Cost 770,107 818,037

Gross Unrealized Holding Gains 40,164 43,431

Gross Unrealized Holding Losses 0 0

Fair Value $ 810,271 $ 861,468

X

- Definition
Amount of accumulated unrealized gain on investments in debt securities classified as held-to-maturity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

+ Details

Name: us-gaap_HeldToMaturitySecuritiesAccumulatedUnrecognizedHoldingGain

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of accumulated unrealized loss on investments in debt securities classified as held-to-maturity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

+ Details

Name: us-gaap_HeldToMaturitySecuritiesAccumulatedUnrecognizedHoldingLoss

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount before other than temporary impairment (OTTI) accretion, of investments in debt securities classified as held-to-maturity.
+ References
No definition available.
+ Details

Name: us-gaap_HeldToMaturitySecuritiesAmortizedCostBeforeOtherThanTemporaryImpairment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of investments in debt securities classified as held-to-maturity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (aa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (f)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

+ Details

Name: us-gaap_HeldToMaturitySecuritiesFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_ScheduleOfHeldToMaturitySecuritiesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_USGovernmentSponsoredEnterprisesDebtSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_USStatesAndPoliticalSubdivisionsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=fhlbpgh_OtherThanMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=fhlbpgh_SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_MortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis=us-gaap_SingleFamilyMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis=us-gaap_MultifamilyMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 44 R9.htm IDEA: XBRL DOCUMENT v3.2.0.727

Background Information
6 Months Ended

Jun. 30, 2015

Nature of Operations [Abstract]

Background Information
Background Information

The Bank, a federally chartered corporation, is one of 11 district Federal Home Loan Banks (FHLBanks). Previously, there were 12 FHLBanks; however, on May 31, 2015, the FHLBank of Seattle merged with the FHLBank of Des Moines. The FHLBanks are government-sponsored enterprises (GSEs) that serve the public by increasing the availability of credit for residential mortgages and community development. The Bank provides a readily available, low-cost source of funds to its member institutions. The Bank is a cooperative, which means that current members own nearly all of the outstanding capital stock of the Bank. All holders of the Bank’s capital stock may, to the extent declared by the Board, receive dividends on their capital stock. Regulated financial depositories and insurance companies engaged in residential housing finance that maintain their principal place of business (as defined by Finance Agency regulation) in Delaware, Pennsylvania or West Virginia may apply for membership. Community Development Financial Institutions (CDFIs) which meet membership regulation standards are also eligible to become Bank members. State and local housing associates that meet certain statutory and regulatory criteria may also borrow from the Bank. While eligible to borrow, state and local housing associates are not members of the Bank and, as such, are not required to hold capital stock.

All members must purchase stock in the Bank. The amount of capital stock a member owns is based on membership requirements (membership asset value) and activity requirements (i.e., outstanding advances, letters of credit, and the principal balance of certain residential mortgage loans sold to the Bank). The Bank considers those members with capital stock outstanding in excess of 10% of total capital stock outstanding to be related parties. See Note 12 - Transactions with Related Parties for additional information.

The Federal Housing Finance Agency (Finance Agency) is the independent regulator of the FHLBanks. The mission of the Finance Agency is to provide effective supervision, regulation and housing mission oversight of the FHLBanks to promote their safety and soundness, support housing finance and affordable housing, and support a stable and liquid mortgage market. Each FHLBank operates as a separate entity with its own management, employees and board of directors. The Bank does not consolidate any off-balance sheet special-purpose entities or other conduits.

As provided by the Federal Home Loan Bank Act (FHLBank Act), or Finance Agency regulation, the Bank’s debt instruments, referred to as consolidated obligations, are the joint and several obligations of all the FHLBanks and are the primary source of funds for the FHLBanks. These funds are primarily used to provide advances, purchase mortgages from members through the MPF Program and purchase certain investments. See Note 10 - Consolidated Obligations for additional information. The Office of Finance (OF) is a joint office of the FHLBanks established to facilitate the issuance and servicing of the consolidated obligations of the FHLBanks and to prepare and issue the combined quarterly and annual financial reports of all 11 FHLBanks. Deposits, other borrowings, and capital stock issued to members provide other funds. The Bank primarily invests these funds in short-term investments to provide liquidity. The Bank also provides member institutions with correspondent services, such as wire transfer, safekeeping and settlement.

The accounting and financial reporting policies of the Bank conform to U.S. Generally Accepted Accounting Principles (GAAP). Preparation of the unaudited financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, as well as the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expenses. Actual results could differ from those estimates. In addition, from time to time certain amounts in the prior period may be reclassified to conform to the current presentation. To the extent that any reclassifications were made, the reclassifications did not have a material impact on the Bank's financial statements. In the opinion of management, all normal recurring adjustments have been included for a fair statement of this interim financial information. These unaudited financial statements should be read in conjunction with the audited financial statements for the year ended December 31, 2014 included in the Bank's 2014 Form 10-K.

X

- Definition
Nature of Operations [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_NatureofOperationsAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The entire disclosure for the nature of an entity's business, major products or services, principal markets including location, and the relative importance of its operations in each business and the basis for the determination, including but not limited to, assets, revenues, or earnings. For an entity that has not commenced principal operations, disclosures about the risks and uncertainties related to the activities in which the entity is currently engaged and an understanding of what those activities are being directed toward.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 275

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=51801978&loc=d3e6003-108592

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 275

-SubTopic 10

-Section 50

-Paragraph 2A

-URI http://asc.fasb.org/extlink&oid=51801978&loc=SL51803626-108592

+ Details

Name: us-gaap_NatureOfOperations

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 45 R62.htm IDEA: XBRL DOCUMENT v3.2.0.727

Allowance for Credit Losses (Individually Evaluated Impaired Loans) (Details) - Conventional MPF Loan [Member] - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Dec. 31, 2014

Financing Receivable, Allowance for Credit Losses [Line Items]

Impaired Financing Receivable, Interest Income, Accrual Method $ 457 $ 360 $ 880 $ 682

Recorded Investment

With no related allowance 35,084 35,084 $ 31,749

With a related allowance 28,103 28,103 36,395

Total recorded investment 63,187 63,187 68,144

Unpaid Principal Balance

With no related allowance 34,763 34,763 31,448

With a related allowance 27,871 27,871 36,175

Total Unpaid Principal Balance 62,634 62,634 67,623

Related Allowance for Credit Losses $ 5,206 $ 5,206 $ 6,034

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_FinancingReceivableAllowanceForCreditLossesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of interest income recognized that the financing receivables (with related allowance for credit losses and without a related allowance for credit losses) were impaired.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 15

-Subparagraph (c)(2)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5212-111524

+ Details

Name: us-gaap_ImpairedFinancingReceivableInterestIncomeAccrualMethod

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of investment of impaired financing receivables with related allowance for credit losses and without a related allowance for credit losses.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 14A

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953550-111524

+ Details

Name: us-gaap_ImpairedFinancingReceivableRecordedInvestment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_ImpairedFinancingReceivableRecordedInvestmentAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of allowance for credit losses related to recorded investment.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 15

-Subparagraph (a)(3)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5212-111524

+ Details

Name: us-gaap_ImpairedFinancingReceivableRelatedAllowance

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of unpaid principal balance of impaired financing receivables with related allowance for credit losses and without related allowance for credit losses.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 15

-Subparagraph (a)(4)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5212-111524

+ Details

Name: us-gaap_ImpairedFinancingReceivableUnpaidPrincipalBalance

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_ImpairedFinancingReceivableUnpaidPrincipalBalanceAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of investment in impaired financing receivables for which there is no related allowance for credit losses.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 14A

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953550-111524

+ Details

Name: us-gaap_ImpairedFinancingReceivableWithNoRelatedAllowanceRecordedInvestment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of unpaid principal balance of impaired financing receivables for which there is no related allowance for credit losses.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 15

-Subparagraph (a)(4)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5212-111524

+ Details

Name: us-gaap_ImpairedFinancingReceivableWithNoRelatedAllowanceUnpaidPrincipalBalance

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of investment in impaired financing receivables for which there is a related allowance for credit losses.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 14A

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953550-111524

+ Details

Name: us-gaap_ImpairedFinancingReceivableWithRelatedAllowanceRecordedInvestment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Unpaid principal balance of impaired financing receivables for which there is a related allowance for credit losses.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 15

-Subparagraph (a)(4)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5212-111524

+ Details

Name: us-gaap_ImpairedFinancingReceivableWithRelatedAllowanceUnpaidPrincipalBalance

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Details

Name: us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=us-gaap_ConventionalLoanMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 46 R43.htm IDEA: XBRL DOCUMENT v3.2.0.727

Available-for-Sale (AFS) Securities (Summary of Securities with Unrealized Losses) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Fair Value:

Less than 12 Months $ 1,698,587 $ 1,878,058

Greater than 12 Months 523,427 796,869

Fair Value 2,222,014 2,674,927

Unrealized Losses:

UnrealizedLossPositionLessThan12Months (10,109) (4,692)

UnrealizedLossPositiongreaterthan12Months (5,194) (8,665)

Unrealized Losses (1) ^[1] (15,303) (13,357)

Total non-MBS

Fair Value:

Less than 12 Months 1,122,272 1,784,778

Greater than 12 Months 307,537 334,076

Fair Value 1,429,809 2,118,854

Unrealized Losses:

UnrealizedLossPositionLessThan12Months (4,870) (4,394)

UnrealizedLossPositiongreaterthan12Months (487) (1,491)

Unrealized Losses (1) ^[1] (5,357) (5,885)

GSE and TVA obligations [Member]

Fair Value:

Less than 12 Months 1,045,729 1,783,202

Greater than 12 Months 303,697 322,691

Fair Value 1,349,426 2,105,893

Unrealized Losses:

UnrealizedLossPositionLessThan12Months (1,873) (4,380)

UnrealizedLossPositiongreaterthan12Months (327) (1,121)

Unrealized Losses (1) ^[1] (2,200) (5,501)

State or local agency obligations [Member]

Fair Value:

Less than 12 Months 76,543 1,576

Greater than 12 Months 3,840 11,385

Fair Value 80,383 12,961

Unrealized Losses:

UnrealizedLossPositionLessThan12Months (2,997) (14)

UnrealizedLossPositiongreaterthan12Months (160) (370)

Unrealized Losses (1) ^[1] (3,157) (384)

Other U.S. obligations single family MBS

Fair Value:

Less than 12 Months 104,779

Greater than 12 Months 0

Fair Value 104,779

Unrealized Losses:

UnrealizedLossPositionLessThan12Months (53)

UnrealizedLossPositiongreaterthan12Months 0

Unrealized Losses (1) ^[1] (53)

Total MBS [Member]

Fair Value:

Less than 12 Months 576,315 93,280

Greater than 12 Months 215,890 462,793

Fair Value 792,205 556,073

Unrealized Losses:

UnrealizedLossPositionLessThan12Months (5,239) (298)

UnrealizedLossPositiongreaterthan12Months (4,707) (7,174)

Unrealized Losses (1) ^[1] (9,946) (7,472)

Private label MBS [Member]

Fair Value:

Less than 12 Months 59,370

Greater than 12 Months 17,001

Fair Value 76,371

Unrealized Losses:

UnrealizedLossPositionLessThan12Months (2,845)

UnrealizedLossPositiongreaterthan12Months (451)

Unrealized Losses (1) ^[1] (3,296)

Asset Backed Securities, Backed By Home Equity Loans [Member] [Domain]

Fair Value:

Less than 12 Months 1,368

Greater than 12 Months 0

Fair Value 1,368

Unrealized Losses:

UnrealizedLossPositionLessThan12Months (1)

UnrealizedLossPositiongreaterthan12Months 0

Unrealized Losses (1) ^[1] (1)

Private label residential MBS | Private label MBS [Member]

Fair Value:

Less than 12 Months 58,002 58,553

Greater than 12 Months 17,001 49,383

Fair Value 75,003 107,936

Unrealized Losses:

UnrealizedLossPositionLessThan12Months (2,844) (191)

UnrealizedLossPositiongreaterthan12Months (451) (962)

Unrealized Losses (1) ^[1] (3,295) (1,153)

Single Family [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]

Fair Value:

Less than 12 Months 202,168 19,405

Greater than 12 Months 198,889 228,257

Fair Value 401,057 247,662

Unrealized Losses:

UnrealizedLossPositionLessThan12Months (272) (3)

UnrealizedLossPositiongreaterthan12Months (4,256) (4,123)

Unrealized Losses (1) ^[1] (4,528) (4,126)

Multifamily [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]

Fair Value:

Less than 12 Months 209,998 15,322

Greater than 12 Months 0 185,153

Fair Value 209,998 200,475

Unrealized Losses:

UnrealizedLossPositionLessThan12Months (2,069) (104)

UnrealizedLossPositiongreaterthan12Months 0 (2,089)

Unrealized Losses (1) ^[1] $ (2,069) $ (2,193)

[1] Total unrealized losses equal the sum of “OTTI Recognized in AOCI” and “Gross Unrealized Losses” in the first two tables of this Note 3.

X

- Definition
Amount of accumulated unrealized loss on investments in debt and equity securities classified as available-for-sale that have been in a continuous loss position for twelve months or longer.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 6

-Subparagraph (a)(2)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27290-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 7

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27337-111563

+ Details

Name: us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPosition12MonthsOrLongerAccumulatedLoss

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of accumulated unrealized loss on investments in debt and equity securities classified as available-for-sale in a continuous loss position.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 7

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27337-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 6

-Subparagraph (a)(2)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27290-111563

+ Details

Name: us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionAccumulatedLoss

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionAggregateLossesAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
This item represents the aggregate fair value of investments in debt and equity securities in an unrealized loss position which are categorized neither as held-to-maturity nor trading securities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 6

-Subparagraph (a)(1)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27290-111563

+ Details

Name: us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionFairValueAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of accumulated unrealized loss on investments in debt and equity securities classified as available-for-sale that have been in a continuous loss position for less than twelve months.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 6

-Subparagraph (a)(2)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27290-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 7

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27337-111563

+ Details

Name: us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionLessThan12MonthsAccumulatedLoss

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
This item represents the aggregate fair value of investments in debt and equity securities categorized neither as held-to-maturity nor trading securities that have been in a continuous unrealized loss position for less than twelve months.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 7

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27337-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 6

-Subparagraph (a)(1)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27290-111563

+ Details

Name: us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionLessThanTwelveMonthsFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
This item represents the aggregate fair value of investments in debt and equity securities categorized neither as held-to-maturity nor trading securities that have been in a continuous unrealized loss position for twelve months or longer.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 6

-Subparagraph (a)(1)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27290-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 7

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27337-111563

+ Details

Name: us-gaap_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionTwelveMonthsOrLongerFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_OtherThanMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_USGovernmentSponsoredEnterprisesDebtSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_USStatesAndPoliticalSubdivisionsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_AssetBackedSecuritiesBackedByHomeEquityLoansMemberDomain

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis=us-gaap_SingleFamilyMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis=us-gaap_MultifamilyMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 47 R29.htm IDEA: XBRL DOCUMENT v3.2.0.727

Advances (Tables)
6 Months Ended

Jun. 30, 2015

Advances [Abstract]

Schedule of Advances Classified by Contractual Maturity Date
The following table summarizes advances by (i) year of contractual maturity or next call date and (ii) year of contractual maturity or next convertible date as of June 30, 2015 and December 31, 2014.

Year of Contractual Maturity or
Next Call Date

Year of Contractual Maturity or Next Convertible Date
(in thousands)
June 30, 2015

December 31, 2014

June 30, 2015

December 31, 2014
Due in 1 year or less
$
32,541,091

$
29,380,685

$
31,814,591

$
31,164,685

Due after 1 year through 2 years
12,957,326

7,754,473

12,852,326

6,846,973

Due after 2 years through 3 years
15,228,328

12,764,348

16,150,328

12,179,348

Due after 3 years through 4 years
6,733,157

9,361,638

6,668,157

9,095,638

Due after 4 years through 5 years
2,757,817

3,373,989

2,752,317

3,368,489

Thereafter
1,041,675

490,823

1,021,675

470,823

Total par value
$
71,259,394

$
63,125,956

$
71,259,394

$
63,125,956

The following table details interest rate payment terms for advances as of June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Fixed-rate – overnight

$
2,118,227

$
2,012,230

Fixed-rate – term:

Due in 1 year or less

20,920,768

20,740,508

Thereafter

10,493,573

9,116,344

Total fixed-rate

33,532,568

31,869,082

Variable-rate:

Due in 1 year or less

7,252,096

6,627,947

Thereafter

30,474,730

24,628,927

Total variable-rate

37,726,826

31,256,874

Total par value

$
71,259,394

$
63,125,956

The following table details the Bank’s advances portfolio by year of contractual maturity as of June 30, 2015 and December 31, 2014.
(dollars in thousands)

June 30, 2015

December 31, 2014
Year of Contractual Maturity

Amount

Weighted Average Interest Rate

Amount

Weighted Average Interest Rate
Due in 1 year or less

$
30,291,091

0.51
%

$
29,380,685

0.42
%
Due after 1 year through 2 years

13,807,326

0.89

7,754,473

1.22

Due after 2 years through 3 years

16,628,328

0.93

12,764,348

1.14

Due after 3 years through 4 years

6,733,157

0.90

9,361,638

0.82

Due after 4 years through 5 years

2,757,817

0.89

3,373,989

0.84

Thereafter

1,041,675

2.63

490,823

2.77

Total par value

71,259,394

0.76
%

63,125,956

0.76
%
Discount on AHP advances

(39
)

(66
)

Deferred prepayment fees

(6,581
)

(8,600
)

Hedging adjustments

236,378

291,065

Total book value

$
71,489,152

$
63,408,355

X

- Definition
Note 6 - Advances [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_AdvancesAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of advances made and reported by Federal Home Loan Bank (FHLBank).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 48 R28.htm IDEA: XBRL DOCUMENT v3.2.0.727

Other-Than-Temporary Impairment (Tables)
6 Months Ended

Jun. 30, 2015

Other Than Temporary Impairment [Abstract]

Schedule of Other Than Temporarily Impaired Charges of Securities
The "Total OTTI securities" balances below summarize the Bank’s securities as of June 30, 2015 for which an OTTI has been recognized during the life of the security. The "Private label MBS with no OTTI" balances below represent AFS securities on which an OTTI was not taken. The sum of these two totals reflects the entire AFS private label MBS portfolio.

OTTI Recognized During the Life of the Security
(in thousands)

Unpaid Principal Balance

Amortized Cost ⁽¹⁾

Fair Value
Private label residential MBS:

Prime

$
470,704

$
383,470

$
427,855

Alt-A

554,452

438,093

475,753

Subprime

2,010

1,192

1,405

HELOCs

11,621

8,480

10,471

Total OTTI securities

1,038,787

831,235

915,484

Private label MBS with no OTTI

3,160

3,160

2,912

Total AFS private label MBS

$
1,041,947

$
834,395

$
918,396

Notes:
⁽¹⁾ Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, and/or previous OTTI recognized in earnings.

Other than Temporary Impairment, Credit Losses Recognized in Earnings
The following table presents the rollforward of the amounts related to OTTI credit losses recognized during the life of the security for which a portion of the OTTI charges was recognized in AOCI for the three and six months ended June 30, 2015 and 2014.

Three months ended June 30,
Six months ended June 30,
(in thousands)
2015
2014
2015
2014
Beginning balance
$
283,916

$
308,200

$
290,935

$
314,224

Additions:

Credit losses for which OTTI was not previously recognized
483

—

483

—

Reductions:

Securities sold and matured during the period⁽¹⁾
—

112

—

36

Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)
(7,148
)
(5,891
)
(14,167
)
(11,839
)
Ending balance
$
277,251

$
302,421

$
277,251

$
302,421

Notes:
⁽¹⁾ Represents reductions related to securities sold or having reached final maturity during the period, and therefore are no longer held by the Bank at the end of the period.

X

- Definition
Other-Than-Temporary Impairment [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherThanTemporaryImpairmentAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the balance of total available-for-sale securities with OTTI charges during the life of the security.
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfOtherThanTemporarilyImpairedChargesIncurredDuringLifeOfSecuritiesTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the amount of other than temporary impairment (OTTI) related to credit losses recognized in earnings including: (a) the beginning balance of the amount related to credit losses on debt securities held by the investor at the beginning of the period for which a portion of an OTTI was recognized in other comprehensive income; (b) additions for the amount related to the credit loss for which an OTTI was not previously recognized; (c) reductions for securities sold during the period (realized); (d) reductions for securities for which the amount previously recognized in other comprehensive income was recognized in earnings because the investor intends to sell the security or more likely than not will be required to sell the security before recovery of its amortized cost basis; (e) additional increases to the amount related to the credit loss for which an OTTI was previously recognized when the investor does not intend to sell the security and it is not more likely than not that the investor will be required to sell the security before recovery of its amortized cost basis; (f) reductions for increases in cash flows expected to be collected that are recognized over the remaining life of the security; and (g) the ending balance of the amount related to credit losses on debt securities held by the entity at the end of the period for which a portion of an OTTI was recognized in other comprehensive income.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27340-111563

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 49 R56.htm IDEA: XBRL DOCUMENT v3.2.0.727

Advances (Advances by Year of Contractual Maturity or Next Call Date or Next Convertible Date) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Advances [Abstract]

Due in 1 year or less $ 32,541,091 $ 29,380,685

Due after 1 year through 2 years 12,957,326 7,754,473

Due after 2 years through 3 years 15,228,328 12,764,348

Due after 3 years through 4 years 6,733,157 9,361,638

Due after 4 years through 5 years 2,757,817 3,373,989

Thereafter 1,041,675 490,823

Due in 1 year or less 31,814,591 31,164,685

Due after 1 year through 2 years 12,852,326 6,846,973

Due after 2 years through 3 years 16,150,328 12,179,348

Due after 3 years through 4 years 6,668,157 9,095,638

Due after 4 years through 5 years 2,752,317 3,368,489

Thereafter 1,021,675 470,823

Total Par Value $ 71,259,394 $ 63,125,956

X

- Definition
Note 6 - Advances [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_AdvancesAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next call date after the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextCallDateAfterRollingYearFive

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next call date within the next rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextCallDateInNextRollingTwelveMonths

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next call date within the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextCallDateInRollingYearFive

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next call date within the fourth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextCallDateInRollingYearFour

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next call date within the third rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextCallDateInRollingYearThree

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next call date within the second rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextCallDateInRollingYearTwo

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next put or convert date after the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextPutOrConvertDateAfterRollingYearFive

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next put or convert date within the next rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextPutOrConvertDateInNextRollingTwelveMonths

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next put or convert date within the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextPutOrConvertDateInRollingYearFive

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next put or convert date within the fourth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextPutOrConvertDateInRollingYearFour

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next put or convert date within the third rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextPutOrConvertDateInRollingYearThree

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank) with the earlier of contractual maturity or next put or convert date within the second rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesEarlierOfContractualMaturityOrNextPutOrConvertDateInRollingYearTwo

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Par amount of advances made and reported by Federal Home Loan Bank (FHLBank).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesParValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

XML 50 R44.htm IDEA: XBRL DOCUMENT v3.2.0.727

Available-for-Sale (AFS) Securities (Redemption Terms) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Amortized Cost:

Amortized Cost ^[1] $ 7,744,166 $ 8,281,924

Fair Value:

Fair Value 7,858,609 8,408,835

Total non-MBS

Amortized Cost:

Due in one year or less 195,992 301,985

Due after one year through five years 1,647,989 2,058,695

Due after five years through ten years 683,528 662,805

Due in more than ten years 579,182 298,667

Amortized Cost ^[1] 3,106,691 3,322,152

Fair Value:

Due in one year or less 195,972 302,087

Due after one year through five years 1,648,029 2,054,517

Due after five years through ten years 699,385 676,064

Due in more than ten years 576,544 302,017

Fair Value 3,119,930 3,334,685

MBS [Member]

Amortized Cost:

Amortized Cost ^[1] 4,637,475 4,959,772

Fair Value:

Fair Value $ 4,738,679 $ 5,074,150

[1] Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, previous OTTI recognized in earnings, and/or fair value hedge accounting adjustments.

X

- Definition
Amount of investment in debt and equity securities categorized neither as held-to-maturity nor trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 25

-Paragraph 1

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (aa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26610-111562

+ Details

Name: us-gaap_AvailableForSaleSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
This item represents the cost of debt and equity securities, which are categorized neither as held-to-maturity nor trading, net of adjustments including accretion, amortization, collection of cash, previous other-than-temporary impairments recognized in earnings (less any cumulative-effect adjustments recognized, as defined), and fair value hedge accounting adjustments, if any.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.2)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_AvailableForSaleSecuritiesAmortizedCost

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesDebtMaturitiesAmortizedCostAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesDebtMaturitiesFairValueAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount after adjustments of available-for-sale debt securities at cost, maturing in the next rolling twelve months following the latest balance sheet. Adjustments include, but are not limited to, accretion, amortization, collection of cash, previous other-than-temporary impairments (OTTI) recognized in earnings less cumulative-effect adjustments and fair value hedge accounting adjustments. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCostBasis

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of available-for-sale debt securities maturing in the next rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount after adjustments of available-for-sale debt securities at cost, maturing after the tenth rolling twelve months following the latest balance sheet. Adjustments include, but are not limited to, accretion, amortization, collection of cash, previous other-than-temporary impairments (OTTI) recognized in earnings less cumulative-effect adjustments, and fair value hedge accounting adjustments. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenAmortizedCostBasis

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of available-for-sale debt securities maturing after the tenth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesDebtMaturitiesRollingAfterYearTenFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount after adjustments of available-for-sale debt securities at cost, maturing in the sixth through tenth rolling twelve months following the latest balance sheet. Adjustments include, but are not limited to, accretion, amortization, collection of cash, previous other-than-temporary impairments (OTTI) recognized in earnings less cumulative-effect adjustments, and fair value hedge accounting adjustments. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenAmortizedCostBasis

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of available-for-sale debt securities maturing in the sixth through tenth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount after adjustments of available-for-sale debt securities at cost, maturing in the second through fifth rolling twelve months following the latest balance sheet. Adjustments include, but are not limited to, accretion, amortization, collection of cash, previous other-than-temporary impairments (OTTI) recognized in earnings less cumulative-effect adjustments, and fair value hedge accounting adjustments. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveAmortizedCostBasis

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of available-for-sale debt securities maturing in the second through fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_OtherThanMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 51 R30.htm IDEA: XBRL DOCUMENT v3.2.0.727

Mortgage Loans Held for Portfolio (Tables)
6 Months Ended

Jun. 30, 2015

Mortgage Loans on Real Estate [Abstract]

Schedule of Mortgage Loans Held for Portfolio
The following table presents balances as of June 30, 2015 and December 31, 2014 for mortgage loans held for portfolio.
(in thousands)

June 30, 2015

December 31, 2014
Fixed-rate long-term single-family mortgages ⁽¹⁾

$
2,600,087

$
2,640,633

Fixed-rate medium-term single-family mortgages ⁽¹⁾

385,021

417,830

Total par value

2,985,108

3,058,463

Premiums

50,078

51,214

Discounts

(4,300
)

(4,872
)
Hedging adjustments

28,385

25,789

Total mortgage loans held for portfolio

$
3,059,271

$
3,130,594

Note:
⁽¹⁾ Long-term is defined as greater than 15 years. Medium-term is defined as a term of 15 years or less.

The following table details the par value of mortgage loans held for portfolio outstanding categorized by type as of June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Conventional loans

$
2,721,816

$
2,779,962

Government-guaranteed/insured loans

263,292

278,501

Total par value

$
2,985,108

$
3,058,463

X

- Definition
Tabular disclosure of mortgage loans held for portfolio (can include unpaid principal balance by collateral or guarantee type, premiums, discounts, deferred loan costs and hedging adjustments).
+ References
No definition available.
+ Details

Name: fhlbpgh_MortgageLoansHeldforPortfolioTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_MortgageLoansOnRealEstateAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

XML 52 R31.htm IDEA: XBRL DOCUMENT v3.2.0.727

Allowance for Credit Losses (Tables)
6 Months Ended

Jun. 30, 2015

Financing Receivable, Allowance for Credit Losses [Line Items]

Past Due Financing Receivables
Credit Quality Indicators. Key credit quality indicators for mortgage and BOB loans include the migration of past due loans, nonaccrual loans, loans in process of foreclosure, and impaired loans.
(in thousands)

June 30, 2015
Recorded investment: ⁽¹⁾

Conventional MPF Loans

Government-Guaranteed or Insured

BOB Loans

Total
Past due 30-59 days

$
40,053

$
14,892

$
49

$
54,994

Past due 60-89 days

8,287

3,737

—

12,024

Past due 90 days or more

31,671

5,149

12

36,832

Total past due loans

$
80,011

$
23,778

$
61

$
103,850

Total current loans

2,721,933

249,383

12,803

2,984,119

Total loans

$
2,801,944

$
273,161

$
12,864

$
3,087,969

Other delinquency statistics:

In process of foreclosures, included above ⁽²⁾

$
25,734

$
2,721

$
—

$
28,455

Serious delinquency rate ⁽³⁾

1.1
%

1.9
%

0.1
%

1.2
%
Past due 90 days or more still accruing interest

$
—

$
5,149

$
—

$
5,149

Loans on nonaccrual status ⁽⁴⁾

$
35,158

$
—

$
172

$
35,330

(in thousands)

December 31, 2014
Recorded investment: ⁽¹⁾

Conventional MPF Loans

Government-Guaranteed or Insured

BOB Loans

Total
Past due 30-59 days

$
50,680

$
19,238

$
124

$
70,042

Past due 60-89 days

11,841

6,034

73

17,948

Past due 90 days or more

41,983

7,024

8

49,015

Total past due loans

$
104,504

$
32,296

$
205

$
137,005

Total current loans

2,753,466

256,606

13,313

3,023,385

Total loans

$
2,857,970

$
288,902

$
13,518

$
3,160,390

Other delinquency statistics:

In process of foreclosures, included above ⁽²⁾

$
26,981

$
2,389

$
—

$
29,370

Serious delinquency rate ⁽³⁾

1.5
%

2.4
%

0.1
%

1.6
%
Past due 90 days or more still accruing interest

$
—

$
7,024

$
—

$
7,024

Loans on nonaccrual status ⁽⁴⁾

$
45,900

$
—

$
205

$
46,105

Notes:
⁽¹⁾The recorded investment in a loan is the unpaid principal balance of the loan, adjusted for charge-offs of estimated losses, accrued interest, net deferred loan fees or costs, unamortized premiums or unaccreted discounts and adjustments for fair value hedges. The recorded investment is not net of any valuation allowance.
⁽²⁾ Includes loans where the decision of foreclosure or similar alternative such as pursuit of deed-in-lieu has been reported. Loans in process of foreclosure are included in past due or current loans dependent on their delinquency status.
⁽³⁾ Loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total loan portfolio class.
⁽⁴⁾ Generally represents mortgage loans with contractual principal or interest payments 90 days or more past due and not accruing interest.

Individually Evaluated Impared Loan Statistic By Product Level

Individually Evaluated Impaired Loans. Information regarding individually evaluated impaired loans is as follows. As indicated above, these loans include impaired loans considered collateral-dependent. BOB loans are not significant and are excluded from the tables below.

June 30, 2015
(in thousands)

Recorded Investment

Unpaid
Principal Balance

Related Allowance for Credit Losses
With no related allowance:

Conventional MPF loans

$
35,084

$
34,763

$
—

With a related allowance:

Conventional MPF loans

28,103

27,871

5,206

Total:

Conventional MPF loans

$
63,187

$
62,634

$
5,206

December 31, 2014
(in thousands)

Recorded Investment

Unpaid
Principal Balance

Related Allowance for Credit Losses
With no related allowance:

Conventional MPF loans

$
31,749

$
31,448

$
—

With a related allowance:

Conventional MPF loans

36,395

36,175

6,034

Total:

Conventional MPF loans

$
68,144

$
67,623

$
6,034

Impaired Financing Receivables
The table below presents the average recorded investment of individually impaired loans and related interest income recognized. The Bank included the individually impaired loans as of the date on which they became impaired.

Three months ended June 30, 2015

Three months ended June 30, 2014
(in thousands)

Average Recorded Investment⁽¹⁾

Interest Income Recognized

Average Recorded Investment⁽¹⁾

Interest Income Recognized
Conventional MPF loans

$
64,133

$
457

$
77,444

$
360

Six months ended June 30, 2015

Six months ended June 30, 2014
(in thousands)

Average Recorded Investment⁽¹⁾

Interest Income Recognized

Average Recorded Investment⁽¹⁾

Interest Income Recognized
Conventional MPF loans

$
64,028

$
880

$
78,719

$
682

Mortgage loans held for portfolio, net

Financing Receivable, Allowance for Credit Losses [Line Items]

Allowance for Credit Losses on Financing Receivables
Rollforward of Allowance for Credit Losses. Mortgage Loans - Conventional MPF.

Three months ended June 30,

Six months ended June 30,
(in thousands)

2015
2014

2015
2014
Balance, beginning of period

$
6,566

$
7,318

$
7,260

$
11,359

(Charge-offs) Recoveries, net⁽¹⁾

(311
)
(302
)

(413
)
(302
)
Provision (benefit) for credit losses

45

527

(547
)
(3,514
)
Balance, June 30

$
6,300

$
7,543

$
6,300

$
7,543

Allowance for Credit Losses and Recorded Investment By Impairment Methodology
(in thousands)

June 30, 2015

December 31, 2014
Ending balance, individually evaluated for impairment

$
5,206

$
6,034

Ending balance, collectively evaluated for impairment

1,094

1,226

Total allowance for credit losses

$
6,300

$
7,260

Recorded investment balance, end of period:

Individually evaluated for impairment, with or without a related allowance

$
63,187

$
68,144

Collectively evaluated for impairment

2,738,757

2,789,826

Total recorded investment

$
2,801,944

$
2,857,970

Banking on Business Loans

Financing Receivable, Allowance for Credit Losses [Line Items]

Allowance for Credit Losses on Financing Receivables
Rollforward of Allowance for Credit Losses. BOB Loans.

Three months ended June 30,

Six months ended June 30,
(in thousands)

2015
2014

2015
2014
Balance, Beginning of period

$
1,660

$
2,142

$
1,840

$
2,231

(Charge-offs) Recoveries, net

(167
)
(155
)

(451
)
(355
)
Provision (benefit) for credit losses

265

(13
)

369

98

Balance, June 30

$
1,758

$
1,974

$
1,758

$
1,974

Allowance for Credit Losses and Recorded Investment By Impairment Methodology
(in thousands)

June 30, 2015

December 31, 2014
Ending balance, individually evaluated for impairment

$
44

$
—

Ending balance, collectively evaluated for impairment

1,714

1,840

Total allowance for credit losses

$
1,758

$
1,840

Recorded investment balance, end of period:

Individually evaluated for impairment, with or without a related allowance

$
112

$
—

Collectively evaluated for impairment

12,752

13,518

Total recorded investment

$
12,864

$
13,518

X

- Definition
Tabular disclosure of the valuation allowance and recorded investment by impairment methodology
+ References
No definition available.
+ Details

Name: fhlbpgh_AllowanceForCreditLossesAndRecordedInvestmentByImpairmentmethodologyTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the recorded investment, unpaid principal balance, and related allowance of impaired financing receivables and BOB loans with an allowance and impaired financing receivables and BOB loans without an allowance
+ References
No definition available.
+ Details

Name: fhlbpgh_IndividuallyEvaluatedImparedLoanStatisticByProductLevelTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of financing receivables (examples of financing receivables include loans, trade accounts receivable and notes receivable) and activity in the allowance for credit losses account.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 11B

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953423-111524

+ Details

Name: us-gaap_AllowanceForCreditLossesOnFinancingReceivablesTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_FinancingReceivableAllowanceForCreditLossesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of impaired financing receivables.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5212-111524

+ Details

Name: us-gaap_ImpairedFinancingReceivablesTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of financing receivables that are past due but not impaired, financing receivables that are 90 days past due and still accruing, and financing receivables on nonaccrual status.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 7

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5111-111524

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 7A

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953401-111524

+ Details

Name: us-gaap_PastDueFinancingReceivablesTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=us-gaap_ResidentialPortfolioSegmentMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=fhlbpgh_BankingOnBusinessLoansMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 53 R8.htm IDEA: XBRL DOCUMENT v3.2.0.727

Statements of Changes in Capital - USD ($)
shares in Thousands, $ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Increase (Decrease) in Stockholders' Equity [Roll Forward]

Total capital, beginning balance $ 4,002,956 $ 3,692,202

Issuance of capital stock 1,628,242 963,924

Repurchase/redemption of capital stock (1,244,059) (846,537)

Net shares reclassified to mandatorily redeemable capital stock 0 (8,422)

Comprehensive Income $ 43,693 $ 92,908 139,436 198,807

Cash dividends (134,469) (45,463)

Total capital, ending balance $ 4,392,106 $ 3,954,511 $ 4,392,106 $ 3,954,511

Capital Stock - Putable

Increase (Decrease) in Stockholders' Equity [Roll Forward]

Balance, shares beginning balance 30,410 29,622

Total capital, beginning balance $ 3,040,976 $ 2,962,143

Issuance of capital stock, shares 16,282 9,639

Issuance of capital stock $ 1,628,242 $ 963,924

Repurchase/redemption of capital stock, shares (12,440) (8,466)

Repurchase/redemption of capital stock $ (1,244,059) $ (846,537)

Net shares reclassified to mandatorily redeemable capital stock, shares (84)

Net shares reclassified to mandatorily redeemable capital stock $ (8,422)

Balance, shares ending balance 34,252 30,711 34,252 30,711

Total capital, ending balance $ 3,425,159 $ 3,071,108 $ 3,425,159 $ 3,071,108

Retained Earnings, Unrestricted

Increase (Decrease) in Stockholders' Equity [Roll Forward]

Total capital, beginning balance 726,309 625,636

Comprehensive Income 121,402 99,609

Cash dividends (134,469) (45,463)

Total capital, ending balance 713,242 679,782 713,242 679,782

Retained Earnings, Restricted

Increase (Decrease) in Stockholders' Equity [Roll Forward]

Total capital, beginning balance 111,238 60,083

Comprehensive Income 30,350 24,903

Total capital, ending balance 141,588 84,986 141,588 84,986

Retained Earnings Total

Increase (Decrease) in Stockholders' Equity [Roll Forward]

Total capital, beginning balance 837,547 685,719

Comprehensive Income 151,752 124,512

Cash dividends (134,469) (45,463)

Total capital, ending balance 854,830 764,768 854,830 764,768

Accumulated Other Comprehensive Income (Loss)

Increase (Decrease) in Stockholders' Equity [Roll Forward]

Total capital, beginning balance 124,433 44,340

Comprehensive Income (12,316) 74,295

Total capital, ending balance $ 112,117 $ 118,635 $ 112,117 $ 118,635

X

- Definition
Amount of increase (decrease) in equity after Federal Home Loan Bank (FHLBank) assessments from transactions and other events and circumstances from non-owner sources attributable to the reporting entity. Includes changes in equity except those resulting from investments by owners and distributions to owners. Excludes transactions directly or indirectly attributable to that ownership interest in subsidiary equity which is not attributable to the parent.
+ References
No definition available.
+ Details

Name: us-gaap_ComprehensiveIncomeLossNetOfFederalHomeLoanBankAssessmentsAttributableToParent

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of paid and unpaid common stock dividends declared with the form of settlement in cash.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.3-04)

-URI http://asc.fasb.org/extlink&oid=27012166&loc=d3e187085-122770

+ Details

Name: us-gaap_DividendsCommonStockCash

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.
+ References
No definition available.
+ Details

Name: us-gaap_IncreaseDecreaseInStockholdersEquityRollForward

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Net number of shares reclassified to mandatorily redeemable capital stock.
+ References
No definition available.
+ Details

Name: us-gaap_NetSharesReclassifiedToMandatorilyRedeemableCapitalStockShares

Namespace Prefix: us-gaap_

Data Type: xbrli:sharesItemType

Balance Type: na

Period Type: duration

X

- Definition
Value of net shares reclassified to mandatorily redeemable capital stock.
+ References
No definition available.
+ Details

Name: us-gaap_NetSharesReclassifiedToMandatorilyRedeemableCapitalStockValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Number of shares of stock issued as of the balance sheet date, including shares that had been issued and were previously outstanding but which are now held in the treasury.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21463-112644

+ Details

Name: us-gaap_SharesIssued

Namespace Prefix: us-gaap_

Data Type: xbrli:sharesItemType

Balance Type: na

Period Type: instant

X

- Definition
Number of new stock issued during the period.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21463-112644

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.3-04)

-URI http://asc.fasb.org/extlink&oid=27012166&loc=d3e187085-122770

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 29, 30

-Article 5

+ Details

Name: us-gaap_StockIssuedDuringPeriodSharesNewIssues

Namespace Prefix: us-gaap_

Data Type: xbrli:sharesItemType

Balance Type: na

Period Type: duration

X

- Definition
Equity impact of the value of new stock issued during the period. Includes shares issued in an initial public offering or a secondary public offering.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21463-112644

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.3-04)

-URI http://asc.fasb.org/extlink&oid=27012166&loc=d3e187085-122770

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 29, 30, 31

-Article 5

+ Details

Name: us-gaap_StockIssuedDuringPeriodValueNewIssues

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Number of shares that have been repurchased during the period and have not been retired and are not held in treasury. Some state laws may govern the circumstances under which an entity may acquire its own stock and prescribe the accounting treatment therefore. This element is used when state law does not recognize treasury stock.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21463-112644

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Article 3

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 29, 30

-Article 5

+ Details

Name: us-gaap_StockRepurchasedDuringPeriodShares

Namespace Prefix: us-gaap_

Data Type: xbrli:sharesItemType

Balance Type: na

Period Type: duration

X

- Definition
Equity impact of the value of stock that has been repurchased during the period and has not been retired and is not held in treasury. Some state laws may mandate the circumstances under which an entity may acquire its own stock and prescribe the accounting treatment therefore. This element is used when state law does not recognize treasury stock.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21463-112644

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 29, 30, 31

-Article 5

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Article 3

+ Details

Name: us-gaap_StockRepurchasedDuringPeriodValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Total of all stockholders' equity (deficit) items, net of receivables from officers, directors, owners, and affiliates of the entity which are attributable to the parent. The amount of the economic entity's stockholders' equity attributable to the parent excludes the amount of stockholders' equity which is allocable to that ownership interest in subsidiary equity which is not attributable to the parent (noncontrolling interest, minority interest). This excludes temporary equity and is sometimes called permanent equity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section S99

-Paragraph 2

-Subparagraph (SAB TOPIC 4.E)

-URI http://asc.fasb.org/extlink&oid=27010918&loc=d3e74512-122707

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.29-31)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Staff Accounting Bulletin (SAB)

-Number Topic 4

-Section E

+ Details

Name: us-gaap_StockholdersEquity

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Details

Name: us-gaap_StatementEquityComponentsAxis=us-gaap_CommonStockMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_StatementEquityComponentsAxis=us-gaap_RetainedEarningsUnappropriatedMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_StatementEquityComponentsAxis=us-gaap_RetainedEarningsAppropriatedMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_StatementEquityComponentsAxis=us-gaap_RetainedEarningsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_StatementEquityComponentsAxis=us-gaap_AccumulatedOtherComprehensiveIncomeMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 54 R32.htm IDEA: XBRL DOCUMENT v3.2.0.727

Derivatives and Hedging Activities (Tables)
6 Months Ended

Jun. 30, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value
The following tables summarize the notional and fair value of derivative instruments as of June 30, 2015 and December 31, 2014.

June 30, 2015
(in thousands)

Notional Amount of Derivatives

Derivative Assets

Derivative Liabilities
Derivatives in hedge accounting relationships:

Interest rate swaps

$
35,609,121

$
94,745

$
341,487

Derivatives not in hedge accounting relationships:

Interest rate swaps

$
10,264,391

$
23,315

$
43,037

Interest rate swaptions

25,000

109

—

Interest rate caps

725,000

3,639

—

Mortgage delivery commitments

23,337

477

—

Total derivatives not in hedge accounting relationships

$
11,037,728

$
27,540

$
43,037

Total derivatives before netting and collateral adjustments

$
46,646,849

$
122,285

$
384,524

Netting adjustments and cash collateral⁽¹⁾

(58,133
)

(321,149
)
Derivative assets and derivative liabilities as reported on the Statement of
  Condition

$
64,152

$
63,375

December 31, 2014
(in thousands)

Notional Amount of Derivatives

Derivative Assets

Derivative Liabilities
Derivatives in hedge accounting relationships:

Interest rate swaps

$
32,196,669

$
84,205

$
414,760

Derivatives not in hedge accounting relationships:

Interest rate swaps

$
11,937,989

$
21,396

$
52,925

Interest rate swaptions

25,000

1,312

—

Interest rate caps

675,000

4,425

—

Mortgage delivery commitments

18,308

434

—

Total derivatives not in hedge accounting relationships

$
12,656,297

$
27,567

$
52,925

Total derivatives before netting and collateral adjustments

$
44,852,966

$
111,772

$
467,685

Netting adjustments and cash collateral⁽¹⁾

(75,555
)

(408,721
)
Derivative assets and derivative liabilities as reported on the Statement of
  Condition

$
36,217

$
58,964

Note:
⁽¹⁾ Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral and related accrued interest held or placed with the same clearing agent and/or counterparties. Cash collateral posted was $265.6 million and $345.0 million at June 30, 2015 and December 31, 2014. Cash collateral received was $2.6 million and $11.8 million at June 30, 2015 and December 31, 2014.

Derivative Instruments, Gain (Loss)
The following table presents the components of net gains (losses) on derivatives and hedging activities as presented in the Statements of Income.

Three months ended June 30,
Six months ended June 30,
(in thousands)
2015
2014
2015
2014
Derivatives designated as hedging instruments:

Interest rate swaps
$
2,812

$
1,415

$
3,397

$
1,927

Derivatives not designated as hedging instruments:

Economic hedges:

Interest rate swaps
$
20,093

$
(18,764
)
$
4,243

$
(34,537
)
Interest rate swaptions
26

313

165

265

Interest rate caps
(620
)
(1,987
)
(908
)
(3,541
)
Net interest settlements
4,226

7,138

9,918

13,549

Mortgage delivery commitments
2,591

2,377

4,734

3,623

Other
5

5

12

12

Total net gains (losses) related to derivatives not designated as hedging instruments
$
26,321

$
(10,918
)
$
18,164

$
(20,629
)
Net gains (losses) on derivatives and hedging activities
$
29,133

$
(9,503
)
$
21,561

$
(18,702
)

Schedule Of Derivative Instruments By Type Gain Loss In Statement Of Financial Performance
The following tables present, by type of hedged item, the gains (losses) on derivatives and the related hedged items in fair value hedging relationships and the impact of those derivatives on the Bank’s net interest income for the three and six months ended June 30, 2015 and 2014.
(in thousands)

Gains/(Losses) on Derivative

Gains/(Losses) on Hedged Item

Net Fair Value Hedge Ineffectiveness

Effect of Derivatives on Net Interest Income ⁽¹⁾
Three months ended June 30, 2015

Hedged item type:

Advances

$
62,731

$
(62,164
)

$
567

$
(48,368
)
Consolidated obligations – bonds

(38,730
)

38,775

45

62,223

       AFS securities

29,259

(27,059
)

2,200

(4,330
)
Total

$
53,260

$
(50,448
)

$
2,812

$
9,525

Six months ended June 30, 2015

   Hedged item type:

       Advances

$
52,718

$
(51,989
)

$
729

$
(95,362
)
       Consolidated obligations – bonds

15,860

(15,120
)

740

123,838

       AFS securities

17,524

(15,596
)

1,928

(7,762
)
Total

$
86,102

$
(82,705
)

$
3,397

$
20,714

(in thousands)

Gains/(Losses) on Derivative

Gains/(Losses) on Hedged Item

Net Fair Value Hedge Ineffectiveness

Effect of Derivatives on Net Interest Income ⁽¹⁾
Three months ended June 30, 2014

Hedged item type:

Advances

$
12,666

$
(12,372
)

$
294

$
(56,605
)
Consolidated obligations – bonds

64,589

(62,955
)

1,634

59,112

       AFS securities

(9,707
)

9,194

(513
)

(2,891
)
Total

$
67,548

$
(66,133
)

$
1,415

$
(384
)
Six months ended June 30, 2014

Hedged item type:

Advances

$
60,676

$
(59,635
)

$
1,041

$
(116,995
)
Consolidated obligations – bonds

110,385

(108,610
)

1,775

113,549

       AFS securities

(18,844
)

17,955

(889
)

(5,435
)
Total

$
152,217

$
(150,290
)

$
1,927

$
(8,881
)
Note:
⁽¹⁾Represents the net interest settlements on derivatives in fair value hedge relationships presented in the interest income/expense line item of the respective hedged item. These amounts do not include $0.9 million and $4.5 million for the second quarter 2015 and 2014, respectively, and $2.9 million and $8.0 million for the six months ended June 30, 2015 and 2014, respectively, of amortization/accretion of the basis adjustment related to discontinued fair value hedging relationships.

Offsetting Assets
The Bank presents derivative instruments, related cash collateral, including initial and variation margin, received or pledged and associated accrued interest on a net basis by clearing agent and/or by counterparty when it has met the netting requirements. The following tables present separately the fair value of derivative instruments meeting or not meeting netting requirements, including the related collateral received from or pledged to counterparties.

Derivative Assets
(in thousands)

June 30, 2015

December 31, 2014
Derivative instruments meeting netting requirements:

Gross recognized amount:

         Bilateral derivatives

$
67,039

$
102,570

      Cleared derivatives

54,769

8,768

Total gross recognized amount

121,808

111,338

Gross amounts of netting adjustments and cash collateral:

          Bilateral derivatives

(65,288
)

(96,286
)
       Cleared derivatives

7,155

20,731

  Total gross amounts of netting adjustments and cash collateral

(58,133
)

(75,555
)
Net amounts after netting adjustments:

         Bilateral derivatives

1,751

6,284

       Cleared derivatives

61,924

29,499

Total net amounts after netting adjustments

63,675

35,783

Derivative instruments not meeting netting requirements: ⁽¹⁾

     Bilateral derivatives

477

434

     Cleared derivatives

—

—

     Derivative instruments not meeting netting requirements

477

434

Total derivative assets

         Bilateral derivatives

2,228

6,718

       Cleared derivatives

61,924

29,499

Total derivative assets as reported in the Statement of Condition

64,152

36,217

Non-cash collateral received or pledged not offset:

  Can be sold or repledged

     Bilateral derivatives

—

(636
)
     Cleared derivatives

—

—

Non-cash Collateral received or pledged - Can be sold or repledged

—

(636
)
Net unsecured amount:

     Bilateral derivatives

2,228

6,082

     Cleared derivatives

61,924

29,499

Total net unsecured amount

$
64,152

$
35,581

Offsetting Liabilities

Derivative Liabilities
(in thousands)

June 30, 2015

December 31, 2014
Derivative instruments meeting netting requirements:

Gross recognized amount:

         Bilateral derivatives

$
223,521

$
283,979

      Cleared derivatives

161,003

183,706

     Total gross recognized amount

384,524

467,685

Gross amounts of netting adjustments and cash collateral:

          Bilateral derivatives

(160,146
)

(225,015
)
       Cleared derivatives

(161,003
)

(183,706
)
    Total gross amounts of netting adjustments and cash collateral

(321,149
)

(408,721
)
Net amounts after netting adjustments:

         Bilateral derivatives

63,375

58,964

       Cleared derivatives

—

—

     Total net amounts after offsetting adjustments

63,375

58,964

Total derivative liabilities

          Bilateral derivatives

63,375

58,964

       Cleared derivatives

—

—

Total derivative liabilities as reported in the Statement of Condition

63,375

58,964

Net unsecured amount:

     Bilateral derivatives

63,375

58,964

Net unsecured amount

$
63,375

$
58,964

Notes:
⁽¹⁾Represents derivatives that are not subject to an enforceable netting agreement (e.g., mortgage delivery commitments and certain interest-rate futures or forwards).

X

- References
No definition available.
+ Details

Name: us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of derivative and other financial assets that are subject to offsetting, including master netting arrangements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225877-175312

+ Details

Name: us-gaap_OffsettingAssetsTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of derivative and other financial liabilities that are subject to offsetting, including master netting arrangements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225877-175312

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

+ Details

Name: us-gaap_OffsettingLiabilitiesTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4A

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5618551-113959

+ Details

Name: us-gaap_ScheduleOfDerivativeInstrumentsGainLossInStatementOfFinancialPerformanceTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4B

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959

+ Details

Name: us-gaap_ScheduleOfDerivativeInstrumentsInStatementOfFinancialPositionFairValueTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure for fair value hedging instruments of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959

+ Details

Name: us-gaap_ScheduleOfFairValueHedgingInstrumentsStatementsOfFinancialPerformanceAndFinancialPositionLocationTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 55 R83.htm IDEA: XBRL DOCUMENT v3.2.0.727

Transactions with Related Parties (Statement of Income Effects) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Related Party Transaction [Line Items]

Interest income on advances (1) $ 81,632 $ 62,021 $ 155,373 $ 121,994

Interest Income on MPF 29,719 32,866 60,475 66,230

Letter of credit fees 708 1,256 1,274 1,705

Prepayment Fees on Advances, Net 248 1,810 1,316 4,901

Net gains (losses) on derivatives and hedging activities 29,133 (9,503) 21,561 (18,702)

Principal Owner [Member]

Related Party Transaction [Line Items]

Interest income on advances (1) ^[1] 44,843 33,778 83,896 66,581

Interest Income on MPF 16,646 21,124 34,269 42,430

Prepayment Fees on Advances, Net 0 0 0 3,090

Contractual Interest Income, Federal Home Loan Bank Advances 78,600 79,100 151,400 162,700

Net gains (losses) on derivatives and hedging activities (33,600) (44,800) (67,000) (93,500)

Amortization of basis adjustments (200) (500) (600) (2,600)

Standby Letters of Credit | Principal Owner [Member]

Related Party Transaction [Line Items]

Letter of credit fees $ 3,819 $ 1,971 $ 6,847 $ 3,853

[1] For the three and six months ended June 30, 2015, balances include contractual interest income of $78.6 million and $151.4 million, net interest settlements on derivatives in fair value hedge relationships of $(33.6) million and $(67.0) million and total amortization of basis adjustments of $(0.2) million and $(0.6) million. For the three and six months ended June 30, 2014, balances include contractual interest income of $79.1 million and $162.7 million, net interest settlements on derivatives in fair value hedge relationships of $(44.8) million and $(93.5) million and total amortization of basis adjustments of $(0.5) million and $(2.6) million.

X

- Definition
Contractual Interest Income, Federal Home Loan Bank Advances
+ References
No definition available.
+ Details

Name: fhlbpgh_ContractualInterestIncomeFederalHomeLoanBankAdvances

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Interest Income, Federal Home Loan Bank Advances, Amortization Of Basis Adjustments
+ References
No definition available.
+ Details

Name: fhlbpgh_InterestIncomeFederalHomeLoanBankAdvancesAmortizationOfBasisAdjustments

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Aggregate net gain (loss) on all derivative instruments recognized in earnings during the period, before tax effects.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4A

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5618551-113959

+ Details

Name: us-gaap_GainLossOnDerivativeInstrumentsNetPretax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Interest and fee income generated from loans secured by one- to four-family residential properties. This item excludes home equity lines-of-credit.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.1)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestAndFeeIncomeLoansConsumerRealEstate

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of interest income from Federal Home Loan Bank (FHLBank) advances to member financial institutions.
+ References
No definition available.
+ Details

Name: us-gaap_InterestIncomeFederalHomeLoanBankAdvances

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Represents other forms of revenue earned, excluding interest, which is not otherwise specified in the taxonomy.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 944

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-04.4)

-URI http://asc.fasb.org/extlink&oid=6879464&loc=d3e573970-122913

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Paragraph 13

-Article 9

+ Details

Name: us-gaap_NoninterestIncomeOtherOperatingIncome

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of income earned, after hedging basis adjustments, from fees charged for prepayment of certain Federal Home Loan Bank (FHLBank) advances before original maturity.
+ References
No definition available.
+ Details

Name: us-gaap_PrepaymentFeesOnAdvancesNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_RelatedPartyTransactionLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_RelatedPartyTransactionsByRelatedPartyAxis=us-gaap_PrincipalOwnerMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FinancialInstrumentAxis=us-gaap_StandbyLettersOfCreditMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 56 R40.htm IDEA: XBRL DOCUMENT v3.2.0.727

Trading Securities (Net Gains (Losses) on Trading Securities) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Trading Securities [Abstract]

Net unrealized gains on trading securities held at period-end $ (10,133) $ 6,789 $ (3,356) $ 16,495

Net realized gains on securities sold/matured during the period 0 0 0 86

Net gains on trading securities $ (10,133) $ 6,789 $ (3,356) $ 16,581

X

- Definition
The net change in the difference between the fair value and the carrying value of trading securities held at the ending balance sheet date.
+ References
No definition available.
+ Details

Name: fhlbpgh_Netgainslossesontradingsecuritiesheldatperiodend

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
This item represents the unrealized and realized gains (losses) realized during the period from the sale/maturity of trading securities.
+ References
No definition available.
+ Details

Name: fhlbpgh_TradingSecuritiesUnrealizedandRealizedGainLossonSecuritiesSoldMaturedDuringPeriod

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_TradingSecuritiesAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of unrealized holding gain (loss) recognized in the income statement for investments in debt and equity securities and other forms of securities that provide ownership interests classified as trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Trading Securities

-URI http://asc.fasb.org/extlink&oid=6526789

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 225

-SubTopic 10

-Section S99

-Paragraph 2

-Subparagraph (SX 210.5-03.7(c))

-URI http://asc.fasb.org/extlink&oid=26872669&loc=d3e20235-122688

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 1

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e24584-111560

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 9

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27357-111563

+ Details

Name: us-gaap_TradingSecuritiesUnrealizedHoldingGainLoss

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

XML 57 R53.htm IDEA: XBRL DOCUMENT v3.2.0.727

Other-Than-Temporary Impairment (Narrative) (Details)

Jun. 30, 2015

Minimum

Other than Temporary Impairment, Disclosure [Line Items]

Assumed Current to Trough Home Price Change Rate (2.00%)

Projected House Price Change Rate 2.00%

Maximum

Other than Temporary Impairment, Disclosure [Line Items]

Assumed Current to Trough Home Price Change Rate 8.00%

Projected House Price Change Rate 5.00%

X

- Definition
The percentage change of short term housing prices as forecast by the OTTI Governance Committee.
+ References
No definition available.
+ Details

Name: fhlbpgh_AssumedCurrentToTroughHomePriceChangeRate

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Other than Temporary Impairment, Disclosure [Line Items]
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherThanTemporaryImpairmentDisclosureLineItems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Expectations of rate of change for the vast majority of markets where further home price declines are anticipated.
+ References
No definition available.
+ Details

Name: fhlbpgh_ProjectedHousePriceChangeRate

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Details

Name: us-gaap_RangeAxis=us-gaap_MinimumMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_RangeAxis=us-gaap_MaximumMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 58 R72.htm IDEA: XBRL DOCUMENT v3.2.0.727

Consolidated Obligations (Contractual Maturity Terms) (Details) - Consolidated Obligation Bonds - Long-term Debt By Maturity Type [Domain] - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Schedule of Short-term and Long-term Debt [Line Items]

Due in 1 year or less $ 16,219,835 $ 15,033,450

Due in 1 year or less, Weighted Average Interest Rate 0.65% 1.00%

Due after 1 year through 2 years $ 10,781,985 $ 9,316,860

Due after 1 year through 2 years, Weighted Average Interest Rate 1.20% 1.42%

Due after 2 years through 3 years $ 8,813,735 $ 5,346,515

Due after 2 years through 3 years, Weighted Average Interest Rate 1.52% 1.64%

Due after 3 years through 4 years $ 2,338,620 $ 4,709,300

Due after 3 years through 4 years, Weighted Average Interest Rate 1.53% 1.50%

Due after 4 years through 5 years $ 3,998,720 $ 2,911,350

Due after 4 years through 5 years, Weighted Average Interest Rate 1.83% 1.72%

Thereafter $ 5,110,150 $ 5,959,265

Thereafter, Weighted Average Interest Rate 2.42% 2.35%

Index amortizing notes $ 184,021 $ 325,360

Index amortizing notes, Weighted Average Interest Rate 4.72% 4.14%

Par value of consolidated bonds $ 47,447,066 $ 43,602,100

Par value of consolidated obligation bonds, Weighted Average Interest Rate 1.28% 1.48%

X

- Definition
Consolidated Obligation Bonds, Maturities, Repayments Index Amortizing
+ References
No definition available.
+ Details

Name: fhlbpgh_ConsolidatedObligationBondsMaturitiesRepaymentsIndexAmortizing

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Including current and noncurrent portions, aggregate carrying principal amount of borrowings as of the balance sheet date before deducting unamortized discount or premiums (if any).
+ References
No definition available.
+ Details

Name: fhlbpgh_DebtGross

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Weighted average interest rate of the amount of long-term debt maturing within the next twelve months following the date of the latest balance sheet presented in the financial statements, which may include maturities of long-term debt, sinking fund requirements, and other securities redeemable at fixed or determinable prices and dates.
+ References
No definition available.
+ Details

Name: fhlbpgh_DebtMaturitiesRepaymentsOfPrincipalInNextTwelveMonthsWeightedAverageInterestRate

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Long-term Debt, Maturities, Repayments Index Amortizing Weighted Average Interest Rate
+ References
No definition available.
+ Details

Name: fhlbpgh_LongTermDebtMaturitiesRepaymentsIndexAmortizingWeightedAverageInterestRate

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Weighted average interest rate of the amount of long-term debt maturities after year five following the date of the latest balance sheet presented in the financial statements, which may include maturities of long-term debt, sinking fund requirements, and other securities redeemable at fixed of determinable prices and dates.
+ References
No definition available.
+ Details

Name: fhlbpgh_LongTermDebtMaturitiesRepaymentsOfPrincipalAfterYearFiveWeightedAverageInterestRate

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Weighted average interest rate of the amount of long-term debt maturing in year five following the date of the latest balance sheet presented in the financial statements, which may include maturities of long-term debt, sinking fund requirements, and other securities redeemable at fixed of determinable prices and dates.
+ References
No definition available.
+ Details

Name: fhlbpgh_LongTermDebtMaturitiesRepaymentsOfPrincipalInYearFiveWeightedAverageInterestRate

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Weighted average interest rate of the amount of long-term debt maturing in year four following the date of the latest balance sheet presented in the financial statements, which may include maturities of long-term debt, sinking fund requirements, and other securities redeemable at fixed of determinable prices and dates.
+ References
No definition available.
+ Details

Name: fhlbpgh_LongTermDebtMaturitiesRepaymentsOfPrincipalInYearFourWeightedAverageInterestRate

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Weighted average interest rate of the amount of long-term debt maturing in year three following the date of the latest balance sheet presented in the financial statements, which may include maturities of long-term debt, sinking fund requirements, and other securities redeemable at fixed of determinable prices and dates.
+ References
No definition available.
+ Details

Name: fhlbpgh_LongTermDebtMaturitiesRepaymentsOfPrincipalInYearThreeWeightedAverageInterestRate

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Weighted average interest rate of the amount of long-term debt maturing in year two following the date of the latest balance sheet presented in the financial statements, which may include maturities of long-term debt, sinking fund requirements, and other securities redeemable at fixed or determinable prices and dates.
+ References
No definition available.
+ Details

Name: fhlbpgh_LongTermDebtMaturitiesRepaymentsOfPrincipalInYearTwoWeightedAverageInterestRate

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Definition
Schedule of Short-term and Long-term Debt [Line Items]
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfShortTermAndLongTermDebtLineItems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing in the next fiscal year following the latest fiscal year. Excludes interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 470

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6802200&loc=d3e1835-112601

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInNextTwelveMonths

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing after the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInRollingAfterYearFive

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing in the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInRollingYearFive

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing in the fourth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInRollingYearFour

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing in the third rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInRollingYearThree

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing in the second rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInRollingYearTwo

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Weighted average interest rate of long-term debt outstanding.
+ References
No definition available.
+ Details

Name: us-gaap_LongtermDebtWeightedAverageInterestRate

Namespace Prefix: us-gaap_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Details

Name: us-gaap_LongtermDebtTypeAxis=us-gaap_UnsecuredDebtMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 59 R2.htm IDEA: XBRL DOCUMENT v3.2.0.727

Statements of Income - USD ($)
shares in Thousands, $ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Interest income:

Advances $ 81,632 $ 62,021 $ 155,373 $ 121,994

Prepayment fees on advances, net 248 1,810 1,316 4,901

Interest-bearing deposits 73 97 152 180

Securities purchased under agreements to resell 180 8 341 21

Federal funds sold 1,487 954 2,866 1,659

Trading securities 2,215 1,929 4,212 3,767

Available-for-sale (AFS) securities 37,457 34,949 74,690 67,833

Held-to-maturity (HTM) securities 16,325 19,256 33,028 39,226

Mortgage loans held for portfolio 29,719 32,866 60,475 66,230

Total interest income 169,336 153,890 332,453 305,811

Interest expense:

Consolidated obligations - discount notes 10,283 5,564 19,385 11,600

Consolidated obligations - bonds 77,913 82,480 156,336 166,005

Mandatorily redeemable capital stock 7 20 8 34

Deposits 57 57 112 112

Other borrowings 3 1 7 4

Total interest expense 88,263 88,122 175,848 177,755

Net interest income 81,073 65,768 156,605 128,056

Provision (benefit) for credit losses 278 411 (183) (3,462)

Net interest income after provision (benefit) for credit losses 80,795 65,357 156,788 131,518

Other noninterest income (loss):

Total OTTI losses (Note 5) (1,509) 0 (1,509) 0

OTTI losses reclassified to AOCI (Note 5) 1,026 0 1,026 0

Net OTTI losses, credit portion (Note 5) (483) 0 (483) 0

Net gains (losses) on trading securities (Note 2) (10,133) 6,789 (3,356) 16,581

Net gains (losses) on derivatives and hedging activities (Note 9) 29,133 (9,503) 21,561 (18,702)

Gains on litigation settlements, net 0 0 15,263 36,610

Standby letters of credit fees 7,005 3,941 12,954 7,963

Other, net 708 1,256 1,274 1,705

Total other noninterest income 26,230 2,483 47,213 44,157

Noninterest Expense [Abstract]

Compensation and benefits 9,077 8,674 19,398 19,496

Other operating 5,833 7,618 11,099 13,722

Finance Agency 1,167 984 2,547 2,233

Office of Finance 1,356 981 2,343 1,874

Total other expense 17,433 18,257 35,387 37,325

Income before assessments 89,592 49,583 168,614 138,350

Affordable Housing Program (AHP) assessment 8,960 4,960 16,862 13,838

Net Income $ 80,632 $ 44,623 $ 151,752 $ 124,512

Weighted avg shares outstanding (excludes mandatorily redeemable capital stock) 31,884 28,075 30,632 28,570

Basic and diluted earnings per share $ 2.53 $ 1.59 $ 4.95 $ 4.36

Dividends per share $ 1.09 $ 1.02 $ 4.39 $ 1.59

X

- Definition
Amount of expense for Affordable Housing Program (AHP) assessments required by the Federal Home Loan Bank Act of 1932.
+ References
No definition available.
+ Details

Name: us-gaap_AffordableHousingProgramAssessments

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Aggregate dividends paid during the period for each share of common stock outstanding.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.3-04)

-URI http://asc.fasb.org/extlink&oid=27012166&loc=d3e187085-122770

+ Details

Name: us-gaap_CommonStockDividendsPerShareCashPaid

Namespace Prefix: us-gaap_

Data Type: num:perShareItemType

Balance Type: na

Period Type: duration

X

- Definition
The amount of net income (loss) for the period per each share of common stock or unit outstanding during the reporting period.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 260

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6371337&loc=d3e3550-109257

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 225

-SubTopic 10

-Section S99

-Paragraph 2

-Subparagraph (SX 210.5-03.21)

-URI http://asc.fasb.org/extlink&oid=26872669&loc=d3e20235-122688

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 260

-SubTopic 10

-Section 55

-Paragraph 52

-URI http://asc.fasb.org/extlink&oid=32703322&loc=d3e4984-109258

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 260

-SubTopic 10

-Section 45

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=7655603&loc=d3e1252-109256

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 944

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-04.19)

-URI http://asc.fasb.org/extlink&oid=6879464&loc=d3e573970-122913

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.23)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

Reference 7: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Paragraph 18

-Article 7

Reference 8: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

-Paragraph 20

-Article 5

Reference 9: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Paragraph 21

-Article 9

+ Details

Name: us-gaap_EarningsPerShareBasic

Namespace Prefix: us-gaap_

Data Type: num:perShareItemType

Balance Type: na

Period Type: duration

X

- Definition
Fee and commission revenue earned from sources not otherwise specified in the existing taxonomy.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.13)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_FeesAndCommissionsOther

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Aggregate net gain (loss) on all derivative instruments recognized in earnings during the period, before tax effects.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4A

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5618551-113959

+ Details

Name: us-gaap_GainLossOnDerivativeInstrumentsNetPretax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of gain (loss) recognized in settlement of litigation and insurance claims. Excludes claims within an insurance entity's normal claims settlement process.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 450

-SubTopic 20

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=25496072&loc=d3e14326-108349

+ Details

Name: us-gaap_GainLossRelatedToLitigationSettlement

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The amount by which the fair value of an investment is less than the amortized cost basis or carrying amount of that investment at the balance sheet date and the decline in fair value is deemed to be other than temporary, before considering whether or not such amount is recognized in earnings or other comprehensive income.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3602-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 34

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e25351-111560

+ Details

Name: us-gaap_ImpairmentOfInvestments

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Sum of operating profit and nonoperating income or expense before Income or Loss from equity method investments, income taxes, extraordinary items, and noncontrolling interest.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.4-08.(h)(1)(i))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690

+ Details

Name: us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesMinorityInterestAndIncomeLossFromEquityMethodInvestments

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Represents the total of interest and dividend income, including any amortization and accretion (as applicable) of discounts and premiums, earned from (1) loans and leases whether held-for-sale or held-in-portfolio; (2) investment securities; (3) federal funds sold; (4) securities purchased under agreements to resell; (5) investments in banker's acceptances, commercial paper, or certificates of deposit; (6) dividend income; or (7) other investments not otherwise specified herein.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.1-5)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestAndDividendIncomeOperating

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_InterestAndDividendIncomeOperatingAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of operating dividend and interest income, including amortization and accretion of premiums and discounts, on available-for-sale securities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.2)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Available-for-Sale Securities

-URI http://asc.fasb.org/extlink&oid=6505594

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e24721-111560

+ Details

Name: us-gaap_InterestAndDividendIncomeSecuritiesAvailableForSale

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of operating interest income, including amortization and accretion of premiums and discounts, on held-to-maturity securities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.2)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e24721-111560

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 25

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558

+ Details

Name: us-gaap_InterestAndDividendIncomeSecuritiesHeldToMaturity

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of operating dividend and interest income, including amortization and accretion of premiums and discounts, on trading securities and other forms of securities that provide ownership interests.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Trading Securities

-URI http://asc.fasb.org/extlink&oid=6526789

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.2-3)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e24721-111560

+ Details

Name: us-gaap_InterestAndDividendIncomeSecuritiesTradingOrMeasuredAtFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Interest and fee income generated from loans secured by one- to four-family residential properties. This item excludes home equity lines-of-credit.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.1)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestAndFeeIncomeLoansConsumerRealEstate

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of the cost of borrowed funds accounted for as interest expense.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 835

-SubTopic 20

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6450988&loc=d3e26243-108391

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.9)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestExpense

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_InterestExpenseAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Interest expense incurred during the reporting period on capital securities issued by the reporting entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.8)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestExpenseCapitalSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The aggregate interest expense incurred on all domestic deposits.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.6)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestExpenseDomesticDeposits

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Interest expense on all other items not previously classified. For example, includes dividends associated with redeemable preferred stock of a subsidiary that is treated as a liability in the parent's consolidated balance sheet.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4D

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624177-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph -4

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestExpenseOther

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Interest expense incurred on all other long-term debt, which may include (1) interest on long-term notes, and (2) amortization of issuance costs not otherwise separately disclosed.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.8)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestExpenseOtherLongTermDebt

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Interest expense incurred during the reporting period on other short-term borrowings.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.7)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestExpenseOtherShortTermBorrowings

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Interest income derived from funds deposited with both domestic and foreign financial institutions including funds in money market and other accounts.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.4)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestIncomeDepositsWithFinancialInstitutions

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of interest income or expense, including any amortization and accretion (as applicable) of discounts and premiums, including consideration of the provisions for loan, lease, credit, and other related losses.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.12)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestIncomeExpenseAfterProvisionForLoanLoss

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The net amount of operating interest income (expense).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.10)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestIncomeExpenseNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Interest income on federal funds sold. Federal funds sold represent the excess federal funds held by one commercial bank which it lends to another commercial bank, usually at an agreed-upon (federal funds) rate of interest. Such loans generally are of short-duration (overnight).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.4)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestIncomeFederalFundsSold

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of interest income from Federal Home Loan Bank (FHLBank) advances to member financial institutions.
+ References
No definition available.
+ Details

Name: us-gaap_InterestIncomeFederalHomeLoanBankAdvances

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Interest income derived from securities purchased under agreements to resell. The difference in the price at which the institution buys the securities and resells the securities represents interest for the use of the funds by the other party. Most repurchase and sale agreements involve obligations of the federal government or its agencies, but other financial instruments, such as commercial paper, banker's acceptances and negotiable certificates of deposits are sometimes used in such transactions.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.4)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The aggregate amount of expenditures for salaries, wages, profit sharing and incentive compensation, and other employee benefits, including equity-based compensation, and pension and other postretirement benefit expense.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 225

-SubTopic 10

-Section S99

-Paragraph 2

-Subparagraph (SX 210.5-03.4)

-URI http://asc.fasb.org/extlink&oid=26872669&loc=d3e20235-122688

+ Details

Name: us-gaap_LaborAndRelatedExpense

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount of profit (loss) after Federal Home Loan Bank (FHLBank) assessments attributable to the parent.
+ References
No definition available.
+ Details

Name: us-gaap_NetIncomeLossAttributableToParentNetOfFederalHomeLoanBankAssessments

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Total aggregate amount of all noninterest expense.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.14)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_NoninterestExpense

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_NoninterestExpenseAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The total amount of noninterest income which may be derived from: (1) fees and commissions; (2) premiums earned; (3) insurance policy charges; (4) the sale or disposal of assets; and (5) other sources not otherwise specified.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.13)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_NoninterestIncome

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_NoninterestIncomeAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Represents other forms of revenue earned, excluding interest, which is not otherwise specified in the taxonomy.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 944

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-04.4)

-URI http://asc.fasb.org/extlink&oid=6879464&loc=d3e573970-122913

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Paragraph 13

-Article 9

+ Details

Name: us-gaap_NoninterestIncomeOtherOperatingIncome

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of a Federal Home Loan Bank's (FHLBank) proportionate share of the costs of operating the Office of Finance.
+ References
No definition available.
+ Details

Name: us-gaap_OfficeOfFinanceAssessmentsCostAssessedOnFederalHomeLoanBank

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The total amount of other operating cost and expense items that are associated with the entity's normal revenue producing operation.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 225

-SubTopic 10

-Section S99

-Paragraph 2

-Subparagraph (SX 210.5-03.3)

-URI http://asc.fasb.org/extlink&oid=26872669&loc=d3e20235-122688

+ Details

Name: us-gaap_OtherCostAndExpenseOperating

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount before tax of other than temporary impairment loss (OTTI) on investments in available-for-sale and held-to-maturity debt securities, recognized in other comprehensive loss and attributable to parent entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 35

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e25362-111560

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 34D

-URI http://asc.fasb.org/extlink&oid=27723805&loc=SL6284304-111560

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 10A

-Subparagraph (g)

-URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669646-108580

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The amount of other than temporary impairment (OTTI) losses on equity securities, OTTI related to credit losses on debt securities, and OTTI losses on debt securities when the entity intends to sell the securities or it is more likely than not that the entity will be required to sell the securities before recovery of its amortized cost basis. Additionally, this item includes OTTI losses recognized during the period on investments accounted for under the cost method of accounting.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 8B

-URI http://asc.fasb.org/extlink&oid=27724398&loc=SL6284393-111563

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount of income earned, after hedging basis adjustments, from fees charged for prepayment of certain Federal Home Loan Bank (FHLBank) advances before original maturity.
+ References
No definition available.
+ Details

Name: us-gaap_PrepaymentFeesOnAdvancesNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of expense related to loss from loan transactions.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.11)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_ProvisionForLoanLossesExpensed

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount of fees or assessments to fund the operations of the regulator of Federal Home Loan Banks (FHLBanks).
+ References
No definition available.
+ Details

Name: us-gaap_RegulatorExpensesCostAssessedOnFederalHomeLoanBank

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount of unrealized holding gain (loss) recognized in the income statement for investments in debt and equity securities and other forms of securities that provide ownership interests classified as trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Trading Securities

-URI http://asc.fasb.org/extlink&oid=6526789

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 225

-SubTopic 10

-Section S99

-Paragraph 2

-Subparagraph (SX 210.5-03.7(c))

-URI http://asc.fasb.org/extlink&oid=26872669&loc=d3e20235-122688

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 1

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e24584-111560

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 9

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27357-111563

+ Details

Name: us-gaap_TradingSecuritiesUnrealizedHoldingGainLoss

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Number of [basic] shares or units, after adjustment for contingently issuable shares or units and other shares or units not deemed outstanding, determined by relating the portion of time within a reporting period that common shares or units have been outstanding to the total time in that period.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 260

-SubTopic 10

-Section 50

-Paragraph 1

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=6371337&loc=d3e3550-109257

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 260

-SubTopic 10

-Section 45

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=7655603&loc=d3e1448-109256

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Weighted-Average Number of Common Shares Outstanding

-URI http://asc.fasb.org/extlink&oid=6528421

+ Details

Name: us-gaap_WeightedAverageNumberOfSharesOutstandingBasic

Namespace Prefix: us-gaap_

Data Type: xbrli:sharesItemType

Balance Type: na

Period Type: duration

XML 60 R45.htm IDEA: XBRL DOCUMENT v3.2.0.727

Available-for-Sale (AFS) Securities (Interest Rate Payment Terms) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Schedule of Available-for-sale Securities [Line Items]

Total amortized cost of AFS securities ^[1] $ 7,744,166 $ 8,281,924

Total non-MBS

Schedule of Available-for-sale Securities [Line Items]

Total amortized cost of AFS securities ^[1] 3,106,691 3,322,152

MBS [Member]

Schedule of Available-for-sale Securities [Line Items]

Total amortized cost of AFS securities ^[1] 4,637,475 4,959,772

Fixed Interest Rate [Member] | Total non-MBS

Schedule of Available-for-sale Securities [Line Items]

Total amortized cost of AFS securities 2,922,021 2,902,430

Fixed Interest Rate [Member] | MBS [Member]

Schedule of Available-for-sale Securities [Line Items]

Total amortized cost of AFS securities 1,719,243 2,002,208

Variable interest rate [Domain] | Total non-MBS

Schedule of Available-for-sale Securities [Line Items]

Total amortized cost of AFS securities 184,670 419,722

Variable interest rate [Domain] | MBS [Member]

Schedule of Available-for-sale Securities [Line Items]

Total amortized cost of AFS securities $ 2,918,232 $ 2,957,564

[1] Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, previous OTTI recognized in earnings, and/or fair value hedge accounting adjustments.

X

- Definition
This item represents the cost of debt and equity securities, which are categorized neither as held-to-maturity nor trading, net of adjustments including accretion, amortization, collection of cash, previous other-than-temporary impairments recognized in earnings (less any cumulative-effect adjustments recognized, as defined), and fair value hedge accounting adjustments, if any.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.2)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_AvailableForSaleSecuritiesAmortizedCost

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_OtherThanMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_InterestRatePaymentTermByInterestRateTypeAxis=fhlbpgh_FixedInterestRateMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_InterestRatePaymentTermByInterestRateTypeAxis=fhlbpgh_VariableinterestrateDomain

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 61 R6.htm IDEA: XBRL DOCUMENT v3.2.0.727

Statements of Cash Flows - USD ($)
$ in Thousands
6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

OPERATING ACTIVITIES

Net Income $ 151,752 $ 124,512

Adjustments to reconcile net income to net cash provided by(used in) operating activities:

Depreciation and amortization (39,215) (28,892)

Net change in derivative and hedging activities 836 39,136

Net OTTI credit losses 483 0

Other adjustments (183) (4,170)

Net change in:

Trading securities (65,022) (46,254)

Accrued interest receivable (7,747) 7,149

Other assets (131) (1,173)

Accrued interest payable 608 496

Other liabilities 8,518 8,273

Net cash provided by operating activities 49,899 99,077

Net change in:

Interest-bearing deposits (including $297 and $(1,024) from/to other FHLBanks for mortgage loan program) 79,664 6,873

Federal funds sold 1,775,000 (100,000)

AFS securities:

Proceeds 2,533,060 1,011,999

Purchases (1,931,157) (1,646,437)

HTM securities:

Proceeds from long-term maturities 373,260 353,359

Advances:

Proceeds 262,964,058 323,163,394

Made (271,097,321) (327,603,873)

Mortgage loans held for portfolio:

Proceeds 250,063 221,065

Purchases (192,739) (142,003)

Proceeds from sale of foreclosed assets 7,211 9,260

Premises, software and equipment [Abstract]

Proceeds from sale 0 900

Purchases (1,854) (1,849)

Net cash (used in) investing activities (5,240,755) (4,727,312)

Net change in:

Deposits and pass-through reserves 19,959 17,450

Net payments for derivative contracts with financing element (16,132) (16,202)

Net proceeds from issuance of consolidated obligations:

Discount notes 78,981,134 52,114,011

Bonds 14,553,982 8,650,718

Payments for maturing and retiring consolidated obligations

Discount notes (74,982,675) (49,132,530)

Bonds (10,688,979) (8,924,964)

Proceeds from issuance of capital stock 1,628,242 963,924

Payments for repurchase/redemption of mandatorily redeemable capital stock (24) (5,572)

Payments for repurchase/redemption of capital stock (1,244,059) (846,537)

Cash dividends paid (134,469) (45,463)

Net cash provided by financing activities 8,116,979 2,774,835

Net increase (decrease) in cash and due from banks 2,926,123 (1,853,400)

Cash and due from banks at beginning of the period 2,451,131 3,121,345

Cash and due from banks at end of the period 5,377,254 1,267,945

Supplemental disclosures:

Interest paid 197,061 198,231

AHP payments 5,203 3,494

Transfers of mortgage loans to real estate owned 3,427 7,019

Non-cash transfer of OTTI HTM securities to AFS $ 3,368 $ 0

X

- Definition
Held to Maturity Securities Transferred to Available for Sale Securities During Period, Fair Value
+ References
No definition available.
+ Details

Name: fhlbpgh_HeldToMaturitySecuritiesTransferredToAvailableForSaleSecuritiesDuringPeriodFairValue

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Increase (Decrease) in Investing Activities [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_IncreaseDecreaseInInvestingActivitiesAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
IncreaseDecreaseinFinancingActivities [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_IncreasedecreaseinfinancingactivitiesAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
ProceedsFromSaleOfFederalHomeLoanBankAdvances [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_ProceedsfromsaleoffederalhomeloanbankadvancesAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of currency on hand as well as demand deposits with banks or financial institutions. Includes other kinds of accounts that have the general characteristics of demand deposits. Also includes short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates. Excludes cash and cash equivalents within disposal group and discontinued operation.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Cash

-URI http://asc.fasb.org/extlink&oid=6506951

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section 45

-Paragraph 1

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=28358313&loc=d3e6676-107765

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3044-108585

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Cash Equivalents

-URI http://asc.fasb.org/extlink&oid=6507016

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.1)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_CashAndCashEquivalentsAtCarryingValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
The aggregate net amount of depreciation, amortization, and accretion recognized during an accounting period. As a noncash item, the net amount is added back to net income when calculating cash provided by or used in operations using the indirect method.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3602-108585

+ Details

Name: us-gaap_DepreciationAmortizationAndAccretionNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The increase (decrease) during the reporting period in the amount due from borrowers for interest payments.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3602-108585

+ Details

Name: us-gaap_IncreaseDecreaseInAccruedInterestReceivableNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The net cash inflow or outflow for the increase (decrease) in the beginning and end of period deposits balances.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 230

-Section 45

-Paragraph 1

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=6477933&loc=d3e60009-112784

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3095-108585

+ Details

Name: us-gaap_IncreaseDecreaseInDeposits

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The net cash inflow or outflow from the fund lent to other financial institution arising from the excess in reserve deposited at Federal Reserve Bank to meet legal requirement. This borrowing is usually contracted on an overnight basis at an agreed rate of interest.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 24

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3521-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 26

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3574-108585

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 230

-Section 45

-Paragraph 1

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=6477933&loc=d3e60009-112784

+ Details

Name: us-gaap_IncreaseDecreaseInFederalFundsSold

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The increase (decrease) during the reporting period in interest payable, which represents the amount owed to note holders, bond holders, and other parties for interest earned on loans or credit extended to the reporting entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3602-108585

+ Details

Name: us-gaap_IncreaseDecreaseInInterestPayableNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_IncreaseDecreaseInOperatingCapitalAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The increase (decrease) during the reporting period in other assets used in operating activities not separately disclosed in the statement of cash flows. May include changes in other current assets, other noncurrent assets, or a combination of other current and noncurrent assets.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3602-108585

+ Details

Name: us-gaap_IncreaseDecreaseInOtherOperatingAssets

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The increase (decrease) during the reporting period in other liabilities used in operating activities not separately disclosed in the statement of cash flows. May include changes in other current liabilities, other noncurrent liabilities, or a combination of other current and noncurrent liabilities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3602-108585

+ Details

Name: us-gaap_IncreaseDecreaseInOtherOperatingLiabilities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount of increase (decrease) in the fair value of equity or debt securities classified as trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3602-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 19

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3444-108585

+ Details

Name: us-gaap_IncreaseDecreaseInTradingSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The amount of cash paid for interest during the period net of cash paid for interest that is capitalized.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6367179&loc=d3e4297-108586

+ Details

Name: us-gaap_InterestPaidNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The increase (decrease) in cash associated with the entity's continuing operating, investing, and financing activities. While for technical reasons this element has no balance attribute, the default assumption is a debit balance consistent with its label.
+ References
No definition available.
+ Details

Name: us-gaap_NetCashProvidedByUsedInContinuingOperations

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of cash inflow (outflow) of financing activities, excluding discontinued operations. Financing activity cash flows include obtaining resources from owners and providing them with a return on, and a return of, their investment; borrowing money and repaying amounts borrowed, or settling the obligation; and obtaining and paying for other resources obtained from creditors on long-term credit.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 26

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3574-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 24

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3521-108585

+ Details

Name: us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperations

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount of cash inflow (outflow) of investing activities, excluding discontinued operations. Investing activity cash flows include making and collecting loans and acquiring and disposing of debt or equity instruments and property, plant, and equipment and other productive assets.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 26

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3574-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 24

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3521-108585

+ Details

Name: us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperations

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount of cash inflow (outflow) from operating activities, excluding discontinued operations. Operating activity cash flows include transactions, adjustments, and changes in value not defined as investing or financing activities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 24

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3521-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3602-108585

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 25

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3536-108585

+ Details

Name: us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperations

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: na

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of profit (loss) after Federal Home Loan Bank (FHLBank) assessments attributable to the parent.
+ References
No definition available.
+ Details

Name: us-gaap_NetIncomeLossAttributableToParentNetOfFederalHomeLoanBankAssessments

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Other income (expense) included in net income that results in no cash inflows or outflows in the period. Includes noncash adjustments to reconcile net income (loss) to cash provided by (used in) operating activities that are not separately disclosed.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3602-108585

+ Details

Name: us-gaap_OtherNoncashIncomeExpense

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The amount of other than temporary impairment (OTTI) losses on equity securities, OTTI related to credit losses on debt securities, and OTTI losses on debt securities when the entity intends to sell the securities or it is more likely than not that the entity will be required to sell the securities before recovery of its amortized cost basis. Additionally, this item includes OTTI losses recognized during the period on investments accounted for under the cost method of accounting.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 8B

-URI http://asc.fasb.org/extlink&oid=27724398&loc=SL6284393-111563

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount of cash outflow for payments made by the Federal Home Loan Banks (FHLBanks) to the Affordable Housing Program (AHP).
+ References
No definition available.
+ Details

Name: us-gaap_PaymentsForAffordableHousingPrograms

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of cash outflow from payments for Federal Home Loan Bank (FHLBank) advances.
+ References
No definition available.
+ Details

Name: us-gaap_PaymentsForFederalHomeLoanBankAdvances

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The net cash outflow or inflow for a financial contract that meets the hedge criteria as either cash flow hedge, fair value hedge or hedge of net investment in foreign operations.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 9

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3098-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 27

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3581-108585

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3095-108585

+ Details

Name: us-gaap_PaymentsForProceedsFromHedgeFinancingActivities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_PaymentsForProceedsFromLoansAndLeasesAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The cash outflow to reacquire common stock during the period.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 15

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3291-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Financing Activities

-URI http://asc.fasb.org/extlink&oid=6513228

+ Details

Name: us-gaap_PaymentsForRepurchaseOfCommonStock

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of cash outflow in the form of ordinary dividends to common shareholders of the parent entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 15

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3291-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Financing Activities

-URI http://asc.fasb.org/extlink&oid=6513228

+ Details

Name: us-gaap_PaymentsOfDividendsCommonStock

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The cash outflow to acquire debt and equity securities not classified as either held-to-maturity securities or trading securities which would be classified as available-for-sale securities and reported at fair value, with unrealized gains and losses excluded from earnings and reported in a separate component of shareholders' equity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Investing Activities

-URI http://asc.fasb.org/extlink&oid=6516133

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 13

-Subparagraph (a),(b)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3213-108585

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26853-111562

+ Details

Name: us-gaap_PaymentsToAcquireAvailableForSaleSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The cash outflow associated with purchasing loans held for investment purposes during the period.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 13

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3213-108585

+ Details

Name: us-gaap_PaymentsToAcquireLoansHeldForInvestment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The cash outflow for purchases of and capital improvements on property, plant and equipment (capital expenditures), software, and other intangible assets.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Investing Activities

-URI http://asc.fasb.org/extlink&oid=6516133

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 13

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3213-108585

+ Details

Name: us-gaap_PaymentsToAcquireProductiveAssets

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of cash inflow from proceeds of Federal Home Loan Bank (FHLBank) advances.
+ References
No definition available.
+ Details

Name: us-gaap_ProceedsFromFederalHomeLoanBankAdvances

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The cash inflow from the additional capital contribution to the entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Financing Activities

-URI http://asc.fasb.org/extlink&oid=6513228

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 14

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3255-108585

+ Details

Name: us-gaap_ProceedsFromIssuanceOfCommonStock

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_ProceedsFromIssuanceOfLongTermDebtAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The cash inflow from other long-term borrowings not otherwise defined in the taxonomy (with maturities initially due beyond one year or the normal operating cycle of the entity, if longer).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 14

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3255-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Financing Activities

-URI http://asc.fasb.org/extlink&oid=6513228

+ Details

Name: us-gaap_ProceedsFromIssuanceOfOtherLongTermDebt

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The cash inflow from a borrowing not otherwise defined in the taxonomy having initial term of repayment within one year or the normal operating cycle, if longer.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 14

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3255-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Financing Activities

-URI http://asc.fasb.org/extlink&oid=6513228

+ Details

Name: us-gaap_ProceedsFromOtherShortTermDebt

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The net cash inflow or outflow in Interest-bearing Deposits by banks in other financial institutions for relatively short periods of time including, for example, certificates of deposits.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 230

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6477933&loc=d3e60009-112784

+ Details

Name: us-gaap_ProceedsFromPaymentsForInInterestBearingDepositsInBanks

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The cash inflow from repayments of the balance excluding interest (principal) on loans receivable and leases held for investment purposes.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 12

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3179-108585

+ Details

Name: us-gaap_ProceedsFromPrincipalRepaymentsOnLoansAndLeasesHeldForInvestment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The cash inflow associated with the sale or maturity (principal being due) of securities not classified as either held-to-maturity securities or trading securities which are classified as available-for-sale securities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 12

-Subparagraph (a),(b)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3179-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26853-111562

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Investing Activities

-URI http://asc.fasb.org/extlink&oid=6516133

+ Details

Name: us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount of cash inflow from the sale or maturity of long-term held-to-maturity securities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26853-111562

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Investing Activities

-URI http://asc.fasb.org/extlink&oid=6516133

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 12

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3179-108585

+ Details

Name: us-gaap_ProceedsFromSaleAndMaturityOfHeldToMaturitySecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_ProceedsFromSaleAndMaturityOfHeldToMaturitySecuritiesAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The cash inflow from the sale assets received in full or partial satisfaction of a receivable including real and personal property; equity interests in corporations, partnerships, and joint ventures; and beneficial interests in trusts. Foreclosed assets also include loans that are treated as if the underlying collateral had been foreclosed because the institution has taken possession of the collateral, even though legal foreclosure or repossession proceedings have not taken place.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 12

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3179-108585

+ Details

Name: us-gaap_ProceedsFromSaleOfForeclosedAssets

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The cash inflow from the sale of property, plant and equipment (capital expenditures), software, and other intangible assets.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 12

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3179-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Investing Activities

-URI http://asc.fasb.org/extlink&oid=6516133

+ Details

Name: us-gaap_ProceedsFromSaleOfProductiveAssets

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_PropertyPlantAndEquipmentAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_RepaymentsOfLongTermDebtAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The cash outflow related to equity securities that embody an unconditional obligation requiring the issuer to redeem the securities by transferring the assets at a specified or determinable date (or dates) that is (or are) initially more than one year (or the normal operating cycle, if longer) from the issuance date, or upon an event that is certain to occur beyond one year (or the normal operating cycle, if longer) from the issuance date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 15

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3291-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Financing Activities

-URI http://asc.fasb.org/extlink&oid=6513228

+ Details

Name: us-gaap_RepaymentsOfMandatoryRedeemableCapitalSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The cash outflow attributable to repayments of borrowings not otherwise defined in the taxonomy (with maturities initially due after one year or beyond the operating cycle if longer).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 15

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3291-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Financing Activities

-URI http://asc.fasb.org/extlink&oid=6513228

+ Details

Name: us-gaap_RepaymentsOfOtherLongTermDebt

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The cash outflow attributable to repayments of borrowings not otherwise defined in the taxonomy (having initial terms of repayment within one year or the normal operating cycle, if longer).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 15

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3291-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Financing Activities

-URI http://asc.fasb.org/extlink&oid=6513228

+ Details

Name: us-gaap_RepaymentsOfOtherShortTermDebt

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_SupplementalCashFlowInformationAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Value transferred from mortgage loans to real estate owned (REO) in noncash transactions.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 50

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6367179&loc=d3e4332-108586

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=6367179&loc=d3e4304-108586

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 50

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=6367179&loc=d3e4313-108586

+ Details

Name: us-gaap_TransferToOtherRealEstate

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3602-108585

+ Details

Name: us-gaap_UnrealizedGainLossOnDerivatives

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

XML 62 R59.htm IDEA: XBRL DOCUMENT v3.2.0.727

Mortgage Loans Held for Portfolio (Collateral or Guarantee Type) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Mortgage Loans on Real Estate [Line Items]

Par value of mortgage loans held for portfolio $ 2,985,108 $ 3,058,463

Conventional Mortgage Loan [Member]

Mortgage Loans on Real Estate [Line Items]

Par value of mortgage loans held for portfolio 2,721,816 2,779,962

Government Mortgage Loans [Member]

Mortgage Loans on Real Estate [Line Items]

Par value of mortgage loans held for portfolio $ 263,292 $ 278,501

X

- Definition
Reflects the aggregate unpaid principal balance of all categories of loans and leases held in portfolio.
+ References
No definition available.
+ Details

Name: fhlbpgh_LoansAndLeasesReceivableUnpaidPrincipalBalance

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_MortgageLoansOnRealEstateLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateLoanTypeAxis=us-gaap_ConventionalLoanMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateLoanTypeAxis=fhlbpgh_GovernmentMortgageLoansMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 63 R35.htm IDEA: XBRL DOCUMENT v3.2.0.727

Transactions with Related Parties (Tables)
6 Months Ended

Jun. 30, 2015

Related Party Transaction [Line Items]

Related Party Transactions, by Balance Sheet Grouping
The following table includes significant outstanding related party member balances.
(in thousands)

June 30, 2015

December 31, 2014
Investments

$
148,335

$
157,025

Advances

42,812,880

38,765,267

Letters of credit ⁽¹⁾

9,283,970

9,608,983

MPF loans

1,184,879

1,326,807

Deposits

10,292

13,678

Capital stock

1,885,879

1,714,432

Related Party Transactions, Income Statement
The following table summarizes the effects on the Statement of Income corresponding to the related party member balances above. Amounts related to Federal funds sold, interest income on investments, and interest expense on deposits were immaterial for the periods presented.

Three months ended June 30,

Six months ended June 30,
(in thousands)

2015
2014

2015
2014
Interest income on advances ⁽¹⁾

$
44,843

$
33,778

$
83,896

$
66,581

Interest income on MPF loans

16,646

21,124

34,269

42,430

Letter of credit fees

3,819

1,971

6,847

3,853

Prepayment fees on advances

—

—

—

3,090

Note:
⁽¹⁾ For the three and six months ended June 30, 2015, balances include contractual interest income of $78.6 million and $151.4 million, net interest settlements on derivatives in fair value hedge relationships of $(33.6) million and $(67.0) million and total amortization of basis adjustments of $(0.2) million and $(0.6) million. For the three and six months ended June 30, 2014, balances include contractual interest income of $79.1 million and $162.7 million, net interest settlements on derivatives in fair value hedge relationships of $(44.8) million and $(93.5) million and total amortization of basis adjustments of $(0.5) million and $(2.6) million.

Schedule of Related Party Transactions, Mortgage Loans
The following table includes the MPF activity of the related party members.

Three months ended June 30,

Six months ended June 30,
(in thousands)
2015
2014

2015
2014
Total MPF loan volume purchased
$
5,438

$
432

$
6,845

$
1,321

FHLBank of Chicago [Member]

Related Party Transaction [Line Items]

Schedule of Related Party Transactions, Mortgage Loans
The following table summarizes the effect of the MPF activities with FHLBank of Chicago.

Three months ended June 30,

Six months ended June 30,
(in thousands)
2015
2014

2015
2014
Servicing fee expense
$
284

$
242

$
552

$
479

(in thousands)

June 30, 2015

December 31, 2014
Interest-bearing deposits maintained with FHLBank of Chicago

$
6,485

$
6,782

X

- Definition
Tabular disclosure of related party member balances of specified balance sheet items.[Table Text Block]
+ References
No definition available.
+ Details

Name: fhlbpgh_RelatedPartyTransactionsByBalanceSheetGroupingTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular summary disclosure of Statement of Income effects corresponding to the related party member balances [Table Text Block]
+ References
No definition available.
+ Details

Name: fhlbpgh_RelatedPartyTransactionsIncomeStatementTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tablular disclosure of the mortgage portfolio activity of related party members.[Table Text Block]
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfRelatedPartyTransactionsMortgageLoansTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_RelatedPartyTransactionLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_RelatedPartyTransactionsByRelatedPartyAxis=fhlbpgh_FhlbankOfChicagoMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 64 R65.htm IDEA: XBRL DOCUMENT v3.2.0.727

Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Derivatives, Fair Value [Line Items]

Total derivatives before netting and collateral adjustments: Notional Amount of Derivatives $ 46,646,849 $ 44,852,966

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement 122,285 111,772

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement 384,524 467,685

Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset ^[1],[2] (58,133) (75,555)

Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset ^[1],[2] (321,149) (408,721)

Derivative assets 64,152 36,217

Derivative liabilities 63,375 58,964

Cash Collateral received 2,600 11,800

Cash Collateral posted 265,600 345,000

Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]

Derivatives, Fair Value [Line Items]

Total derivatives before netting and collateral adjustments: Notional Amount of Derivatives 35,609,121 32,196,669

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement 94,745 84,205

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement 341,487 414,760

Not Designated as Hedging Instrument [Member]

Derivatives, Fair Value [Line Items]

Total derivatives before netting and collateral adjustments: Notional Amount of Derivatives 11,037,728 12,656,297

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement 27,540 27,567

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement 43,037 52,925

Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]

Derivatives, Fair Value [Line Items]

Total derivatives before netting and collateral adjustments: Notional Amount of Derivatives 10,264,391 11,937,989

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement 23,315 21,396

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement 43,037 52,925

Not Designated as Hedging Instrument [Member] | Interest Rate Swaption [Member]

Derivatives, Fair Value [Line Items]

Total derivatives before netting and collateral adjustments: Notional Amount of Derivatives 25,000 25,000

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement 109 1,312

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement 0 0

Not Designated as Hedging Instrument [Member] | Interest Rate Caps or Floors [Member]

Derivatives, Fair Value [Line Items]

Total derivatives before netting and collateral adjustments: Notional Amount of Derivatives 725,000 675,000

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement 3,639 4,425

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement 0 0

Not Designated as Hedging Instrument [Member] | Forward Contracts [Member] | Mortgages [Member]

Derivatives, Fair Value [Line Items]

Total derivatives before netting and collateral adjustments: Notional Amount of Derivatives 23,337 18,308

Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement 477 434

Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement $ 0 $ 0

[1] Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral and related accrued interest held or placed with the same clearing agent and/or counterparties. Cash collateral posted was $265.6 million and $345.0 million at June 30, 2015 and December 31, 2014. Cash collateral received was $2.6 million and $11.8 million at June 30, 2015 and December 31, 2014.

[2] Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.

X

- Definition
Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column B

+ Details

Name: invest_DerivativeNotionalAmount

Namespace Prefix: invest_

Data Type: xbrli:monetaryItemType

Balance Type: na

Period Type: instant

X

- Definition
Amount of obligation to return cash collateral under master netting arrangements offset against derivative assets.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

+ Details

Name: us-gaap_DerivativeAssetCollateralObligationToReturnCashOffset

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and elected not to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

+ Details

Name: us-gaap_DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of liability associated with financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, and obligation to return cash collateral under master netting arrangements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226003-175313

+ Details

Name: us-gaap_DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13495-108611

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313

+ Details

Name: us-gaap_DerivativeAssets

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13495-108611

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

+ Details

Name: us-gaap_DerivativeLiabilities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of right to receive cash collateral under master netting arrangements offset against derivative liabilities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

+ Details

Name: us-gaap_DerivativeLiabilityCollateralRightToReclaimCashOffset

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of asset associated with financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, and right to receive cash collateral under master netting arrangements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226003-175313

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

+ Details

Name: us-gaap_DerivativeLiabilityFairValueGrossAssetAndRightToReclaimCashOffset

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and elected not to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

+ Details

Name: us-gaap_DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_DerivativesFairValueLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_HedgingDesignationAxis=us-gaap_DesignatedAsHedgingInstrumentMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_HedgingDesignationAxis=us-gaap_NondesignatedMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=fhlbpgh_InterestRateCapsorFloorsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=us-gaap_ForwardContractsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_LongtermDebtTypeAxis=us-gaap_MortgagesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 65 R22.htm IDEA: XBRL DOCUMENT v3.2.0.727

Estimated Fair Values
6 Months Ended

Jun. 30, 2015

Fair Value Disclosures [Abstract]

Estimated Fair Values
Estimated Fair Values

Fair value amounts have been determined by the Bank using available market information and appropriate valuation methods. These estimates are based on recent market data and other pertinent information available to the Bank at June 30, 2015 and December 31, 2014. Although the management of the Bank believes that the valuation methods are appropriate and provide a reasonable determination of the fair value of these financial instruments, there are inherent limitations in any valuation technique. Therefore, these fair values are not necessarily equal to the amounts that would be realized in current market transactions, although they do reflect the Bank’s judgment of how a market participant would estimate the fair values.

The carrying value and estimated fair value of the Bank’s financial instruments at June 30, 2015 and December 31, 2014 are presented in the table below.
Fair Value Summary Table

June 30, 2015
(in thousands)
Carrying
Value

Level 1

Level 2

Level 3

Netting Adjust. ⁽²⁾

Estimated
Fair Value
                       Assets:

Cash and due from banks
$
5,377,254

$
5,377,254

$
—

$
—

$
—

$
5,377,254

Interest-bearing deposits
6,485

—

6,485

—

—

6,485

Federal funds sold
2,810,000

—

2,809,992

—

—

2,809,992

Trading securities
369,976

5,239

364,737

—

—

369,976

AFS securities
7,858,609

1,998

6,938,215

918,396

—

7,858,609

HTM securities
2,869,192

—

2,319,426

586,675

—

2,906,101

Advances
71,489,152

—

71,516,603

—

—

71,516,603

Mortgage loans held for portfolio, net
3,052,971

—

3,215,254

—

—

3,215,254

BOB loans, net
11,022

—

—

11,022

—

11,022

Accrued interest receivable
93,983

—

93,983

—

—

93,983

Derivative assets
64,152

—

122,285

—

(58,133
)

64,152

                     Liabilities:

Deposits
$
670,358

$
—

$
670,364

$
—

$
—

$
670,364

Discount notes
41,061,124

—

41,063,548

—

—

41,063,548

Bonds
47,552,947

—

47,712,440

—

—

47,712,440

Mandatorily redeemable capital stock ⁽¹⁾
562

569

—

—

—

569

Accrued interest payable ⁽¹⁾
103,761

—

103,754

—

—

103,754

Derivative liabilities
63,375

—

384,524

—

(321,149
)

63,375

December 31, 2014
(in thousands)
Carrying
Value

Level 1

Level 2

Level 3

Netting Adjust. ⁽²⁾

Estimated
Fair Value
                       Assets:

Cash and due from banks
$
2,451,131

$
2,451,131

$
—

$
—

$
—

$
2,451,131

Interest-bearing deposits
6,782

—

6,782

—

—

6,782

Federal funds sold
4,585,000

—

4,584,981

—

—

4,584,981

Trading securities
281,016

4,721

276,295

—

—

281,016

AFS securities
8,408,835

1,998

7,424,055

982,782

—

8,408,835

HTM securities
3,246,788

—

2,600,638

685,909

—

3,286,547

Advances
63,408,355

—

63,471,078

—

—

63,471,078

Mortgage loans held for portfolio, net
3,123,334

—

3,312,186

—

—

3,312,186

BOB loans, net
11,567

—

—

11,567

—

11,567

Accrued interest receivable
86,109

—

86,109

—

—

86,109

Derivative assets
36,217

—

111,772

—

(75,555
)

36,217

                        Liabilities:

Deposits
$
641,180

$
—

$
641,183

$
—

$
—

$
641,183

Discount notes
37,058,118

—

37,059,347

—

—

37,059,347

Bonds
43,714,510

—

43,881,951

—

—

43,881,951

Mandatorily redeemable capital stock ⁽¹⁾
586

705

—

—

—

705

Accrued interest payable ⁽¹⁾
103,151

—

103,032

—

—

103,032

Derivative liabilities
58,964

—

467,685

—

(408,721
)

58,964

Notes:
⁽¹⁾ The estimated fair value amount for the mandatorily redeemable capital stock line item includes accrued dividend interest; this amount is excluded from the estimated fair value for the accrued interest payable line item.
⁽²⁾Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.

Fair Value Hierarchy. The fair value hierarchy is used to prioritize the inputs used to measure fair value for those assets and liabilities carried at fair value on the Statement of Condition. The inputs are evaluated and an overall level for the fair value measurement is determined. This overall level is an indication of the market observability of the fair value measurement for the asset or liability.

The fair value hierarchy prioritizes the inputs used to measure fair value into three broad levels:

Level 1 Inputs - Quoted prices (unadjusted) for identical assets or liabilities in an active market that the reporting entity can access on the measurement date.

Level 2 Inputs - Inputs other than quoted prices within Level 1 that are observable inputs for the asset or liability, either directly or indirectly. If the asset or liability has a specified (contractual) term, a Level 2 input must be observable for substantially the full term of the asset or liability. Level 2 inputs include the following: (1) quoted prices for similar assets or liabilities in active markets; (2) quoted prices for identical or similar assets or liabilities in markets that are not active or in which little information is released publicly; (3) inputs other than quoted prices that are observable for the asset or liability (e.g., interest rates and yield curves that are observable at commonly quoted intervals, and implied volatilities); and (4) inputs that are derived principally from or corroborated by observable market data by correlation or other means.

Level 3 Inputs - Unobservable inputs for the asset or liability.

The Bank reviews its fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation inputs may result in a reclassification of certain assets or liabilities. These reclassifications are reported as transfers in/out as of the beginning of the quarter in which the changes occur. There were no such transfers during the six months ended June 30, 2015 and 2014.

Summary of Valuation Methodologies and Primary Inputs

Cash and Due from Banks. The fair values equal the carrying values.

Interest Bearing Deposits. The fair value is determined by calculating the present value of the future cash flows. The discount rates used in these calculations are the rates for interest-bearing deposits with similar terms.

Federal Funds Sold. The fair value of Federal funds sold is determined by calculating the present value of the future cash flows. The discount rates used in these calculations are the rates for Federal funds with similar terms.

Investment Securities – non-MBS. The Bank uses the income approach to determine the estimated fair value of non-MBS investment securities. The significant inputs include a market-observable interest rate curve and a discount spread, if applicable. The market-observable interest rate curves used by the Bank and the related instrument types they measure are as follows:

•
Treasury curve: U.S. Treasury obligations
•
LIBOR Swap curve: certificates of deposit
•
CO curve: Government-sponsored enterprises, state and local agency, and other U.S. obligations

Investment Securities – MBS. To value MBS holdings, the Bank obtains prices from four designated third-party pricing vendors, when available. The pricing vendors use various proprietary models to price MBS. The inputs to those models are derived from various sources including, but not limited to: benchmark yields, reported trades, dealer estimates, issuer spreads, benchmark securities, bids, offers and other market-related data. Since many MBS do not trade on a daily basis, the pricing vendors use available information such as benchmark curves, benchmarking of like securities, sector groupings and matrix pricing to determine the prices for individual securities, as applicable. Each pricing vendor has an established challenge process in place for all MBS valuations, which facilitates resolution of potentially erroneous prices identified by the Bank.

During the year, the Bank conducts reviews of the four pricing vendors to enhance its understanding of the vendors' pricing processes, methodologies and control procedures for agency and private label MBS. To the extent available, the Bank also reviews the vendors' independent auditors' reports regarding the internal controls over their valuation processes.

The Bank's valuation technique first requires the establishment of a median price for each security. All prices that are within a specified tolerance threshold of the median price are included in the cluster of prices that are averaged to compute a default price. Prices that are outside the threshold (outliers) are subject to further analysis (including, but not limited to, comparison to prices provided by an additional third-party valuation service, prices for similar securities, and/or non-binding dealer estimates) to determine if an outlier is a better estimate of fair value. If an outlier (or some other price identified in the analysis) is determined to be a better estimate of fair value, then the outlier (or the other price as appropriate) is used as the final price rather than the default price. If, on the other hand, the analysis confirms that an outlier (or outliers) is (are) in fact not representative of fair value and the default price is the best estimate, then the default price is used as the final price. In all cases, the final price is used to determine the fair value of the security. If all prices received for a security are outside the tolerance threshold level of the median price, then there is no default price, and the final price is determined by an evaluation of all outlier prices as described above.

The Bank also reviewed the final fair value estimates of its private label MBS holdings as of June 30, 2015 for reasonableness using an implied yield test. On certain securities, the Bank calculated an implied yield using the estimated fair value derived from the process described above and the security's projected cash flows from the Bank's OTTI process and compared such yield to the market yield to dealer sources to the extent comparable market yield data was available. This analysis did not indicate that any adjustments to the fair value estimates were necessary.

As of June 30, 2015, four vendor prices were received for a majority of the Bank's MBS holdings, and the final prices for a majority of those securities were computed by averaging the four prices. Based on the Bank's reviews of the pricing methods including inputs and controls employed by the third-party pricing vendors and the relative lack of dispersion among the vendor prices (or, in those instances in which there were outliers or significant yield variances, the Bank's additional analyses), the Bank believes the final prices are representative of the prices that would have been received if the assets had been sold at the measurement date (i.e., exit prices), and further that the fair value measurements are classified appropriately in the fair value hierarchy. Based on the current lack of significant market activity for private label residential MBS, the Bank believes that as of June 30, 2015, private label residential MBS inputs should be classified as Level 3.

Mutual Funds Offsetting Deferred Compensation and Employee Benefit Plan Obligations. Fair values for publicly traded mutual funds are based on quoted market prices.

Advances. The Bank determines the fair value by calculating the present value of expected future cash flows from the advances. The discount rates used in these calculations are equivalent to the replacement advance rates for advances with similar terms. The inputs used to determine fair value of advances are the LIBOR curve, a volatility assumption for advances with optionality, and a spread adjustment.

Mortgage Loans Held For Portfolio. The fair value is determined based on quoted market prices for new MBS issued by U.S. GSEs. Prices are then adjusted for differences in coupon, seasoning and credit quality between the Bank’s mortgage loans and the referenced MBS. The prices of the referenced MBS are highly dependent upon the underlying prepayment assumptions priced in the secondary market.

Accrued Interest Receivable and Payable. The fair values approximate the carrying values.

Derivative Assets/Liabilities. The Bank bases the fair values of derivatives with similar terms on market prices, when available. However, market prices do not exist for many types of derivative instruments. Consequently, fair values for these instruments are estimated using standard valuation techniques such as discounted cash flow analysis and comparisons to similar instruments. Estimates developed using these methods are highly subjective and require judgment regarding significant matters such as the amount and timing of future cash flows, volatility of interest rates and the selection of discount rates that appropriately reflect market and credit risks.

The Bank is subject to credit risk on bilateral derivatives transactions due to the potential nonperformance by the derivatives counterparties. To mitigate this risk, the Bank has entered into netting arrangements for its bilateral derivative transactions. In addition, the Bank has entered into bilateral security agreements with all active derivatives counterparties that provide for delivery of collateral at specified levels tied to those counterparties’ credit ratings to limit the Bank’s net unsecured credit exposure to these counterparties. For cleared derivatives, the Bank's credit risk exposure is mitigated because a central counterparty is substituted for individual counterparties and collateral is posted daily for changes in the value of cleared derivatives. The Bank has evaluated the potential for the fair value of the instruments to be affected by counterparty credit risk and has determined that no adjustments were significant or necessary to the overall fair value measurements.

The fair values of the Bank’s derivative assets and liabilities include accrued interest receivable/payable and cash collateral remitted to/received from counterparties. The estimated fair values of the accrued interest receivable/payable and cash collateral approximate their carrying values due to their short-term nature. The fair values of derivatives are netted by clearing agent and/or by counterparty pursuant to the provisions of each of the Bank’s netting agreements. If these netted amounts are positive, they are classified as an asset; if negative, a liability.

The discounted cash flow analysis used to determine the fair value of derivative instruments utilizes market-observable inputs (inputs that are actively quoted and can be validated to external sources). Inputs by class of derivative are as follows:

Interest-rate related:
•
Discount rate assumption. Overnight Index Swap (OIS) curve.
•
Forward interest rate assumption. LIBOR Swap Curve.
•
Volatility assumption. Market-based expectations of future interest rate volatility implied from current market prices for similar options.

Mortgage delivery commitments:
•
To Be Announced (TBA) securities prices. Market-based prices of TBAs are determined by coupon class and expected term until settlement.

BOB Loans. The fair value approximates the carrying value.

Deposits. The Bank determines the fair value by calculating the present value of expected future cash flows from the deposits. The discount rates used in these calculations are the cost of deposits with similar terms.

Consolidated Obligations. The Bank’s internal valuation model determines fair values of consolidated obligations bonds and discount notes by calculating the present value of expected cash flows using market-based yield curves. The inputs used to determine fair value of consolidated obligations are a CO curve and a LIBOR swap curve, a volatility assumption for consolidated obligations with optionality, and a spread adjustment. The OF constructs an internal curve, referred to as the CO curve, using the U.S. Treasury curve as a base curve that is then adjusted by adding indicative spreads obtained from market observable sources. These market indications are generally derived from pricing indications from dealers, historical pricing relationships, recent GSE trades and secondary market activity.

Mandatorily Redeemable Capital Stock. The fair value of capital stock subject to mandatory redemption is generally its par value plus estimated dividends at the time of reclassification and any subsequently estimated dividend. FHLBank stock is not traded and no market mechanism exists for the exchange of stock outside the FHLBank System's cooperative structure.

Commitments. For fixed-rate loan commitments, fair value considers the difference between current levels of interest rates and the committed rates. The Bank issues standby letters of credit for a fee. The unamortized fee is the letter of credit's carrying value and represents its fair value. The fair value of the Bank's commitments to extend credit for advances and letters of credit was immaterial at June 30, 2015 and December 31, 2014.

Subjectivity of Estimates. Estimates of the fair value of financial assets and liabilities using the methods described above are highly subjective and require judgments regarding significant matters such as the amount and timing of future cash flows, prepayment speed assumptions, expected interest rate volatility, possible distributions of future interest rates used to value options, and the selection of discount rates that appropriately reflect market and credit risks. The use of different assumptions could have a material effect on the fair value estimates. These estimates are susceptible to material near term changes because they are made as of a specific point in time.

Fair Value Measurements. The following tables present, for each hierarchy level, the Bank’s assets and liabilities that are measured at fair value on a recurring or non-recurring basis on its Statements of Condition at June 30, 2015 and December 31, 2014. The Bank measures certain mortgage loans held for portfolio at fair value due to recognition of a credit loss. Real estate owned is measured using fair value when the assets' fair value less costs to sell is lower than the carrying amount.

June 30, 2015
(in thousands)

Level 1

Level 2

Level 3

Netting Adjustment⁽¹⁾

Total
Recurring fair value measurements - Assets

Trading securities:

GSE and TVA obligations

$
—

$
364,737

$
—

$
—

$
364,737

Mutual funds

5,239

—

—

—

5,239

Total trading securities

$
5,239

$
364,737

$
—

$
—

$
369,976

AFS securities:

GSE and TVA obligations

$
—

$
3,027,847

$
—

$
—

$
3,027,847

State or local agency obligations

—

90,085

—

—

90,085

Mutual funds

1,998

—

—

—

1,998

Other U.S. obligations single family MBS

—

298,725

—

—

298,725

GSE single-family MBS

—

2,667,334

—

—

2,667,334

GSE multifamily MBS

—

854,224

—

—

854,224

Private label MBS:

Private label residential MBS

—

—

907,925

—

907,925

HELOCs

—

—

10,471

—

10,471

Total AFS securities

$
1,998

$
6,938,215

$
918,396

$
—

$
7,858,609

Derivative assets:

Interest rate related

$
—

$
121,808

$
—

$
(58,133
)

$
63,675

Mortgage delivery commitments

—

477

—

—

477

Total derivative assets

$
—

$
122,285

$
—

$
(58,133
)

$
64,152

Total recurring assets at fair value

$
7,237

$
7,425,237

$
918,396

$
(58,133
)

$
8,292,737

Recurring fair value measurements - Liabilities

Derivative liabilities:

Interest rate related

$
—

$
384,524

$
—

$
(321,149
)

$
63,375

Total recurring liabilities at fair value ⁽²⁾

$
—

$
384,524

$
—

$
(321,149
)

$
63,375

Non-recurring fair value measurements - Assets

Impaired mortgage loans held for portfolio ⁽³⁾

$
—

$
—

$
27,970

$
—

$
27,970

Real estate owned ⁽³⁾

—

—

4,695

—

4,695

Total non-recurring assets at fair value

$
—

$
—

$
32,665

$
—

$
32,665

December 31, 2014
(in thousands)

Level 1

Level 2

Level 3

Netting Adjustment⁽¹⁾

Total
Recurring fair value measurements - Assets

Trading securities:

GSE and TVA obligations

$
—

$
276,295

$
—

$
—

$
276,295

Mutual funds

4,721

—

—

—

4,721

Total trading securities

$
4,721

$
276,295

$
—

$
—

$
281,016

AFS securities:

GSE and TVA obligations

$
—

$
3,233,703

$
—

$
—

3,233,703

   State or local agency obligations

—

98,984

—

—

98,984

Mutual funds

1,998

—

—

—

1,998

Other U.S. obligations single family MBS

—

329,379

—

—

329,379

GSE single-family MBS

—

2,882,162

—

—

2,882,162

GSE multifamily MBS

—

879,827

—

—

879,827

Private label MBS:

Private label residential MBS

—

—

971,083

—

971,083

HELOCs

—

—

11,699

—

11,699

Total AFS securities

$
1,998

$
7,424,055

$
982,782

$
—

$
8,408,835

Derivative assets:

Interest rate related

$
—

$
111,338

$
—

$
(75,555
)

$
35,783

Mortgage delivery commitments

—

434

—

—

434

Total derivative assets

$
—

$
111,772

$
—

$
(75,555
)

$
36,217

Total recurring assets at fair value

$
6,719

$
7,812,122

$
982,782

$
(75,555
)

$
8,726,068

Recurring fair value measurements - Liabilities

Derivative liabilities:

Interest rate related

$
—

$
467,685

$
—

$
(408,721
)

$
58,964

Total recurring liabilities at fair value ⁽²⁾

$
—

$
467,685

$
—

$
(408,721
)

$
58,964

Notes:
⁽¹⁾ Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.
⁽²⁾ Derivative liabilities represent the total liabilities at fair value.
⁽³⁾ These amounts were immaterial for the year ended December 31, 2014. The estimated fair values of impaired mortgage loans held for portfolio and real estate owned are determined based on values provided by a third party's retail-based AVM. The Bank adjusts the AVM value downward based on the amount it has historically received on liquidation.

There were no transfers between Levels 1 or 2 during the first six months of 2015 or 2014.

Level 3 Disclosures for all Assets and Liabilities That Are Measured at Fair Value on a Recurring Basis. The following table presents a reconciliation of all assets and liabilities that are measured at fair value on the Statement of Condition using significant unobservable inputs (Level 3) for the six months ended June 30, 2015 and 2014. For instruments carried at fair value, the Bank reviews the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in/out at fair value in the quarter in which the changes occur, and transfers are reported as of the beginning of the period. During the first six months of 2015, the Bank transferred one private label MBS from its HTM portfolio to its AFS portfolio, in the period in which the OTTI charge was recorded. There were no Level 3 transfers during the first six months of 2014.
(in thousands)

AFS Private
Label MBS-Residential
Six Months Ended
June 30, 2015

AFS Private
Label MBS- HELOCs
Six Months Ended
June 30, 2015
Balance at January 1

$
971,083

$
11,699

Total gains (losses) (realized/unrealized) included in:

Accretion of credit losses in interest income

9,512

734

Net unrealized gains on AFS in OCI

42

—

Net change in fair value on OTTI AFS in OCI

(1,157
)

(1
)
Unrealized gains (losses) on OTTI AFS in OCI

(7,555
)

(462
)
Purchases, issuances, sales, and settlements:

Settlements

(67,368
)

(1,499
)
Transfer of OTTI securities from HTM to AFS

3,368

—

Balance at June 30

$
907,925

$
10,471

Total amount of gains for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at June 30, 2015

$
9,512

$
734

(in thousands)

AFS Private
Label MBS-Residential
Six Months Ended
June 30, 2014

AFS Private
Label MBS- HELOCs
Six Months Ended
June 30, 2014
Balance at January 1

$
1,123,624

$
14,428

Total gains (losses) (realized/unrealized) included in:

Accretion of credit losses in interest income

6,087

663

Net unrealized (losses) on AFS in OCI

(60
)

—

Net change in fair value on OTTI AFS in OCI

2,932

40

Unrealized gains (losses) on OTTI AFS in OCI

15,967

54

Purchases, issuances, sales, and settlements:

Settlements

(90,601
)

(1,869
)
Balance at June 30

$
1,057,949

$
13,316

Total amount of gains for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at June 30, 2014

$
6,087

$
663

X

- References
No definition available.
+ Details

Name: us-gaap_FairValueDisclosuresAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The entire disclosure for the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments as well as disclosures related to the fair value of non-financial assets and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the entity is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risks are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 30

-URI http://asc.fasb.org/extlink&oid=6957238&loc=d3e14172-108612

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 28

-URI http://asc.fasb.org/extlink&oid=6957238&loc=d3e14064-108612

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 21

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13537-108611

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 16

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13504-108611

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

+ Details

Name: us-gaap_FairValueDisclosuresTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 66 R36.htm IDEA: XBRL DOCUMENT v3.2.0.727

Estimated Fair Values (Tables)
6 Months Ended

Jun. 30, 2015

Fair Value Disclosures [Abstract]

Fair Value, by Balance Sheet Grouping
The carrying value and estimated fair value of the Bank’s financial instruments at June 30, 2015 and December 31, 2014 are presented in the table below.
Fair Value Summary Table

June 30, 2015
(in thousands)
Carrying
Value

Level 1

Level 2

Level 3

Netting Adjust. ⁽²⁾

Estimated
Fair Value
                       Assets:

Cash and due from banks
$
5,377,254

$
5,377,254

$
—

$
—

$
—

$
5,377,254

Interest-bearing deposits
6,485

—

6,485

—

—

6,485

Federal funds sold
2,810,000

—

2,809,992

—

—

2,809,992

Trading securities
369,976

5,239

364,737

—

—

369,976

AFS securities
7,858,609

1,998

6,938,215

918,396

—

7,858,609

HTM securities
2,869,192

—

2,319,426

586,675

—

2,906,101

Advances
71,489,152

—

71,516,603

—

—

71,516,603

Mortgage loans held for portfolio, net
3,052,971

—

3,215,254

—

—

3,215,254

BOB loans, net
11,022

—

—

11,022

—

11,022

Accrued interest receivable
93,983

—

93,983

—

—

93,983

Derivative assets
64,152

—

122,285

—

(58,133
)

64,152

                     Liabilities:

Deposits
$
670,358

$
—

$
670,364

$
—

$
—

$
670,364

Discount notes
41,061,124

—

41,063,548

—

—

41,063,548

Bonds
47,552,947

—

47,712,440

—

—

47,712,440

Mandatorily redeemable capital stock ⁽¹⁾
562

569

—

—

—

569

Accrued interest payable ⁽¹⁾
103,761

—

103,754

—

—

103,754

Derivative liabilities
63,375

—

384,524

—

(321,149
)

63,375

December 31, 2014
(in thousands)
Carrying
Value

Level 1

Level 2

Level 3

Netting Adjust. ⁽²⁾

Estimated
Fair Value
                       Assets:

Cash and due from banks
$
2,451,131

$
2,451,131

$
—

$
—

$
—

$
2,451,131

Interest-bearing deposits
6,782

—

6,782

—

—

6,782

Federal funds sold
4,585,000

—

4,584,981

—

—

4,584,981

Trading securities
281,016

4,721

276,295

—

—

281,016

AFS securities
8,408,835

1,998

7,424,055

982,782

—

8,408,835

HTM securities
3,246,788

—

2,600,638

685,909

—

3,286,547

Advances
63,408,355

—

63,471,078

—

—

63,471,078

Mortgage loans held for portfolio, net
3,123,334

—

3,312,186

—

—

3,312,186

BOB loans, net
11,567

—

—

11,567

—

11,567

Accrued interest receivable
86,109

—

86,109

—

—

86,109

Derivative assets
36,217

—

111,772

—

(75,555
)

36,217

                        Liabilities:

Deposits
$
641,180

$
—

$
641,183

$
—

$
—

$
641,183

Discount notes
37,058,118

—

37,059,347

—

—

37,059,347

Bonds
43,714,510

—

43,881,951

—

—

43,881,951

Mandatorily redeemable capital stock ⁽¹⁾
586

705

—

—

—

705

Accrued interest payable ⁽¹⁾
103,151

—

103,032

—

—

103,032

Derivative liabilities
58,964

—

467,685

—

(408,721
)

58,964

Notes:
⁽¹⁾ The estimated fair value amount for the mandatorily redeemable capital stock line item includes accrued dividend interest; this amount is excluded from the estimated fair value for the accrued interest payable line item.
⁽²⁾Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.

Fair Value Measurements, Recurring and Nonrecurring
The following tables present, for each hierarchy level, the Bank’s assets and liabilities that are measured at fair value on a recurring or non-recurring basis on its Statements of Condition at June 30, 2015 and December 31, 2014. The Bank measures certain mortgage loans held for portfolio at fair value due to recognition of a credit loss. Real estate owned is measured using fair value when the assets' fair value less costs to sell is lower than the carrying amount.

June 30, 2015
(in thousands)

Level 1

Level 2

Level 3

Netting Adjustment⁽¹⁾

Total
Recurring fair value measurements - Assets

Trading securities:

GSE and TVA obligations

$
—

$
364,737

$
—

$
—

$
364,737

Mutual funds

5,239

—

—

—

5,239

Total trading securities

$
5,239

$
364,737

$
—

$
—

$
369,976

AFS securities:

GSE and TVA obligations

$
—

$
3,027,847

$
—

$
—

$
3,027,847

State or local agency obligations

—

90,085

—

—

90,085

Mutual funds

1,998

—

—

—

1,998

Other U.S. obligations single family MBS

—

298,725

—

—

298,725

GSE single-family MBS

—

2,667,334

—

—

2,667,334

GSE multifamily MBS

—

854,224

—

—

854,224

Private label MBS:

Private label residential MBS

—

—

907,925

—

907,925

HELOCs

—

—

10,471

—

10,471

Total AFS securities

$
1,998

$
6,938,215

$
918,396

$
—

$
7,858,609

Derivative assets:

Interest rate related

$
—

$
121,808

$
—

$
(58,133
)

$
63,675

Mortgage delivery commitments

—

477

—

—

477

Total derivative assets

$
—

$
122,285

$
—

$
(58,133
)

$
64,152

Total recurring assets at fair value

$
7,237

$
7,425,237

$
918,396

$
(58,133
)

$
8,292,737

Recurring fair value measurements - Liabilities

Derivative liabilities:

Interest rate related

$
—

$
384,524

$
—

$
(321,149
)

$
63,375

Total recurring liabilities at fair value ⁽²⁾

$
—

$
384,524

$
—

$
(321,149
)

$
63,375

Non-recurring fair value measurements - Assets

Impaired mortgage loans held for portfolio ⁽³⁾

$
—

$
—

$
27,970

$
—

$
27,970

Real estate owned ⁽³⁾

—

—

4,695

—

4,695

Total non-recurring assets at fair value

$
—

$
—

$
32,665

$
—

$
32,665

December 31, 2014
(in thousands)

Level 1

Level 2

Level 3

Netting Adjustment⁽¹⁾

Total
Recurring fair value measurements - Assets

Trading securities:

GSE and TVA obligations

$
—

$
276,295

$
—

$
—

$
276,295

Mutual funds

4,721

—

—

—

4,721

Total trading securities

$
4,721

$
276,295

$
—

$
—

$
281,016

AFS securities:

GSE and TVA obligations

$
—

$
3,233,703

$
—

$
—

3,233,703

   State or local agency obligations

—

98,984

—

—

98,984

Mutual funds

1,998

—

—

—

1,998

Other U.S. obligations single family MBS

—

329,379

—

—

329,379

GSE single-family MBS

—

2,882,162

—

—

2,882,162

GSE multifamily MBS

—

879,827

—

—

879,827

Private label MBS:

Private label residential MBS

—

—

971,083

—

971,083

HELOCs

—

—

11,699

—

11,699

Total AFS securities

$
1,998

$
7,424,055

$
982,782

$
—

$
8,408,835

Derivative assets:

Interest rate related

$
—

$
111,338

$
—

$
(75,555
)

$
35,783

Mortgage delivery commitments

—

434

—

—

434

Total derivative assets

$
—

$
111,772

$
—

$
(75,555
)

$
36,217

Total recurring assets at fair value

$
6,719

$
7,812,122

$
982,782

$
(75,555
)

$
8,726,068

Recurring fair value measurements - Liabilities

Derivative liabilities:

Interest rate related

$
—

$
467,685

$
—

$
(408,721
)

$
58,964

Total recurring liabilities at fair value ⁽²⁾

$
—

$
467,685

$
—

$
(408,721
)

$
58,964

Notes:
⁽¹⁾ Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.
⁽²⁾ Derivative liabilities represent the total liabilities at fair value.
⁽³⁾ These amounts were immaterial for the year ended December 31, 2014. The estimated fair values of impaired mortgage loans held for portfolio and real estate owned are determined based on values provided by a third party's retail-based AVM. The Bank adjusts the AVM value downward based on the amount it has historically received on liquidation.

Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation
The following table presents a reconciliation of all assets and liabilities that are measured at fair value on the Statement of Condition using significant unobservable inputs (Level 3) for the six months ended June 30, 2015 and 2014. For instruments carried at fair value, the Bank reviews the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in/out at fair value in the quarter in which the changes occur, and transfers are reported as of the beginning of the period. During the first six months of 2015, the Bank transferred one private label MBS from its HTM portfolio to its AFS portfolio, in the period in which the OTTI charge was recorded. There were no Level 3 transfers during the first six months of 2014.
(in thousands)

AFS Private
Label MBS-Residential
Six Months Ended
June 30, 2015

AFS Private
Label MBS- HELOCs
Six Months Ended
June 30, 2015
Balance at January 1

$
971,083

$
11,699

Total gains (losses) (realized/unrealized) included in:

Accretion of credit losses in interest income

9,512

734

Net unrealized gains on AFS in OCI

42

—

Net change in fair value on OTTI AFS in OCI

(1,157
)

(1
)
Unrealized gains (losses) on OTTI AFS in OCI

(7,555
)

(462
)
Purchases, issuances, sales, and settlements:

Settlements

(67,368
)

(1,499
)
Transfer of OTTI securities from HTM to AFS

3,368

—

Balance at June 30

$
907,925

$
10,471

Total amount of gains for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at June 30, 2015

$
9,512

$
734

(in thousands)

AFS Private
Label MBS-Residential
Six Months Ended
June 30, 2014

AFS Private
Label MBS- HELOCs
Six Months Ended
June 30, 2014
Balance at January 1

$
1,123,624

$
14,428

Total gains (losses) (realized/unrealized) included in:

Accretion of credit losses in interest income

6,087

663

Net unrealized (losses) on AFS in OCI

(60
)

—

Net change in fair value on OTTI AFS in OCI

2,932

40

Unrealized gains (losses) on OTTI AFS in OCI

15,967

54

Purchases, issuances, sales, and settlements:

Settlements

(90,601
)

(1,869
)
Balance at June 30

$
1,057,949

$
13,316

Total amount of gains for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held at June 30, 2014

$
6,087

$
663

X

- Definition
Tabular disclosure of financial instruments measured at fair value, including those classified in shareholders' equity measured on a recurring or nonrecurring basis. Disclosures include, but are not limited to, fair value measurements recorded and the reasons for the measurements, level within the fair value hierarchy in which the fair value measurements are categorized and transfers between levels 1 and 2. Nonrecurring fair value measurements are those that are required or permitted in the statement of financial position in particular circumstances.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19279-110258

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (a,b,bb)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2C

-URI http://asc.fasb.org/extlink&oid=36462937&loc=SL7498348-110258

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19190-110258

+ Details

Name: us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the fair value measurement of assets using significant unobservable inputs (Level 3), a reconciliation of the beginning and ending balances, separately presenting changes during the period attributable to the following: (1) total gains or losses for the period (realized and unrealized), segregating those gains or losses included in earnings (or changes in net assets) and gains or losses recognized in other comprehensive income (loss), and a description of where those gains or losses included in earnings (or changes in net assets) are reported in the statement of income (or activities); (2) purchases, sales, issues, and settlements (each type disclosed separately); and (3) transfers in and transfers out of Level 3 (for example, transfers due to changes in the observability of significant inputs), by class of asset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19279-110258

+ Details

Name: us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the fair value of financial instruments, including financial assets and financial liabilities, and the measurements of those instruments, assets, and liabilities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 12

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13476-108611

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13467-108611

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 45

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6447952&loc=d3e13220-108610

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 30

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=6957238&loc=d3e14172-108612

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

+ Details

Name: us-gaap_FairValueByBalanceSheetGroupingTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_FairValueDisclosuresAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

XML 67 R24.htm IDEA: XBRL DOCUMENT v3.2.0.727

Significant Accounting Policies (Policies)
6 Months Ended

Jun. 30, 2015

Impairment of Investments, Policy
A significant input to the projection of cash flows expected to be collected is the forecast of future housing price changes for the relevant states and core-based statistical areas (CBSAs) which are based upon an assessment of the individual housing markets. During the second quarter of 2015, the OTTI Governance Committee developed a short-term housing price forecast using whole percentages ranging from (2.0)% to 8.0% over the 12 month period beginning April 1, 2015. For the vast majority of markets the short-term forecast has changes from 2.0% to 5.0%. Thereafter, a unique path is projected for each geographic area based on an internally developed framework derived from historical data.

Finance, Loan and Lease Receivables, Held-for-investment, Allowance and Nonperforming Loans, Allowance Policy
Mortgage Loans - Government-Guaranteed or Insured. The Bank invests in government-guaranteed or insured fixed-rate mortgage loans secured by one-to-four family residential properties. Government-guaranteed mortgage loans are those insured or guaranteed by the Federal Housing Administration (FHA), Department of Veterans Affairs (VA), the Rural Housing Service (RHS) of the Department of Agriculture and/or by Housing and Urban Development (HUD). Any losses from such loans are expected to be recovered from those entities. If not, losses from such loans must be contractually absorbed by the servicers. Therefore, there is no allowance for credit losses on government-guaranteed or insured mortgage loans.

Mortgage Loans - Conventional MPF. The allowances for conventional loans are determined by analyses that include consideration of various data observations such as past performance, current performance, loan portfolio characteristics, collateral-related characteristics, industry data, and prevailing economic conditions. The measurement of the allowance for credit losses includes: (1) reviewing all residential mortgage loans at the individual master commitment level; (2) reviewing specifically identified collateral-dependent loans for impairment; and/or (3) reviewing homogeneous pools of residential mortgage loans.

The Bank’s allowance for credit losses takes into consideration the CE associated with conventional mortgage loans under the MPF Program. Specifically, the determination of the allowance generally considers expected Primary Mortgage Insurance (PMI), Supplemental Mortgage Insurance (SMI), and other CE amounts. Any incurred losses that are expected to be recovered from the CE reduce the Bank’s allowance for credit losses.

For conventional MPF loans, credit losses that are not fully covered by PMI are allocated to the Bank up to an agreed upon amount, referred to as the first loss account (FLA). The FLA functions as a tracking mechanism for determining the point after which the PFI is required to cover losses. The Bank pays the PFI a fee, a portion of which may be based on the credit performance of the mortgage loans, in exchange for absorbing the second layer of losses up to an agreed-upon CE amount. The CE amount may be a direct obligation of the PFI and/or an SMI policy paid for by the PFI, and may include performance-based fees which can be withheld to cover losses allocated to the Bank (referred to as recaptured CE fees). The PFI is required to pledge collateral to secure any portion of its CE amount that is a direct obligation. A receivable which is assessed for collectability is generally established for losses expected to be recovered by withholding CE fees. Estimated losses exceeding the CE, if any, are incurred by the Bank.
The Bank has established an allowance methodology for each of the Bank’s portfolio segments: credit products, government-guaranteed or insured mortgage loans held for portfolio, conventional MPF loans held for portfolio, and BOB loans.

Credit Products. The Bank manages its total credit exposure (TCE), which includes advances, letters of credit, advance commitments, and other credit product exposure, through an integrated approach. This generally provides for a credit limit to be established for each borrower, includes an ongoing review of each borrower’s financial condition and is coupled with collateral and lending policies to limit risk of loss while balancing each borrower's need for a reliable source of funding. In addition, the Bank lends to its members in accordance with the FHLBank Act and Finance Agency regulations. Specifically, the FHLBank Act requires the Bank to obtain collateral to fully secure credit products. The estimated value of the collateral required to secure each member’s credit products is calculated by applying collateral weightings, or haircuts, to the value of the collateral. The Bank accepts cash, certain investment securities, residential mortgage loans, deposits, and other real estate related assets as collateral. In addition, Community Financial Institutions (CFIs) are eligible to utilize expanded statutory collateral provisions for small business, agriculture, and community development loans. The Bank’s capital stock owned by the borrowing member is pledged as secondary collateral. Collateral arrangements may vary depending upon borrower credit quality, financial condition and performance, borrowing capacity, and overall credit exposure to the borrower. The Bank can require additional or substitute collateral to help ensure that credit products continue to be secured by adequate collateral. Management of the Bank believes that these policies effectively manage the Bank’s respective credit risk from credit products.

Based upon the financial condition of the member, the Bank either allows a member to retain physical possession of the collateral assigned to the Bank or requires the member to specifically deliver physical possession or control of the collateral to the Bank or its custodians. However, notwithstanding financial condition, the Bank always takes possession or control of securities used as collateral if they are used for maximum borrowing capacity (MBC) or to secure advances. The Bank perfects its security interest in all pledged collateral. The FHLBank Act affords any security interest granted to the Bank by a member (or an affiliate of a member) priority over the claims or rights of any other party except for claims or rights of a third party that would be entitled to priority under otherwise applicable law and are held by a bona fide purchaser for value or by a secured party holding a prior perfected security interest.

Using a risk-based approach, the Bank considers the payment status, collateral types and concentration levels, and borrower’s financial condition to be indicators of credit quality on its credit products. At June 30, 2015, the Bank had rights to collateral on a member-by-member basis with a value in excess of its outstanding extensions of credit.

The Bank continues to evaluate and, as necessary, make changes to its collateral guidelines based on current market conditions. At June 30, 2015, the Bank did not have any credit products that were past due, on nonaccrual status, or considered impaired. In addition, the Bank did not have any credit products considered to be troubled debt restructurings (TDRs).

Based upon the collateral held as security, its credit extension policies, collateral policies, management’s credit analysis and the repayment history on credit products, the Bank has not incurred any credit losses on credit products since inception. Accordingly, the Bank has not recorded any allowance for credit losses for these products. Additionally, at June 30, 2015 and December 31, 2014, the Bank has not recorded any allowance for credit losses for off-balance sheet credit products.

Loans and Leases Receivable, Mortgage and Mortgage-Backed Securities, Valuation, Policy
Collectively Evaluated Mortgage Loans. The Bank collectively evaluates the homogeneous mortgage loan portfolio for impairment. The allowance for credit loss methodology for mortgage loans considers loan pool specific attribute data, applies loss severities and incorporates the CEs of the MPF Program and PMI. The probability of default and loss given default are based on the actual 12-month historical performance of the Bank’s mortgage loans. Actual probability of default was determined by applying migration analysis to categories of mortgage loans (current, 30 days past due, 60 days past due, and 90 days past due). Actual loss given default was determined based on realized losses incurred on the sale of mortgage loan collateral over the previous 12 months. Given the credit deterioration experienced by PMI companies, estimated future claim payments from these companies have been reduced and factored into estimated loan losses. The resulting estimated losses are reduced by the CEs the Bank expects to be eligible to receive. The CEs are contractually set and calculated by a master commitment agreement between the Bank and the PFI. Losses in excess of the CEs are incurred by the Bank.

Individually Evaluated Mortgage Loans. The Bank evaluates certain conventional mortgage loans for impairment individually

Derivatives, Policy
The Bank is subject to credit risk due to the risk of nonperformance by counterparties to its derivative transactions. The Bank manages counterparty credit risk through credit analysis, collateral requirements, and adherence to the requirements set forth in its policies, U.S. Commodity Futures Trading Commission regulations, and Finance Agency regulations. For bilateral derivatives, the degree of credit risk depends on the extent to which netting arrangements are included in such contracts to mitigate the risk. The Bank requires collateral agreements with collateral delivery thresholds on all bilateral derivatives.

For cleared derivatives, the Clearing Houses are the Bank's counterparties. The Clearing House notifies the clearing agent of the required initial and variation margin and the clearing agent notifies the FHLBank of the required initial and variation margin. The requirement that the Bank post initial and variation margin through the clearing agent, on behalf of the Clearing Houses, exposes the Bank to institutional credit risk in the event that the clearing agent or the Clearing Houses fail to meet their respective obligations. Initial margin is the amount calculated based on anticipated exposure to future changes in the value of a swap and protects the Clearing Houses from market risk in the event of default by one of their respective clearing agents. Variation margin is the amount calculated to cover the current exposure arising from changes in the market value of the position since the trade was executed or the previous time the position was marked to market. The use of cleared derivatives is intended to mitigate credit risk exposure because a central counterparty is substituted for individual counterparties and collateral is posted daily, through a clearing agent, for changes in the value of cleared derivatives. The Bank has analyzed the enforceability of offsetting rights incorporated in its cleared derivative transactions and determined that the exercise of those offsetting rights by a non-defaulting party under these transactions should be upheld under applicable law upon an event of default including a bankruptcy, insolvency or similar proceeding involving the Clearing Houses or the Bank’s clearing agent, or both. Based on this analysis, the Bank presents a net derivative receivable or payable for all of its transactions through a particular clearing agent with a particular Clearing House.

Based on credit analyses and collateral requirements, the Bank does not anticipate credit losses related to its derivative agreements. See Note 13 - Estimated Fair Values for discussion regarding the Bank's fair value methodology for derivative assets and liabilities, including an evaluation of the potential for the fair value of these instruments to be affected by counterparty credit risk.

Generally, the Bank’s ISDA agreements for bilateral derivatives contain provisions that require the Bank to post additional collateral with its counterparties if there is deterioration in the Bank's credit rating and the net liability position exceeds the relevant threshold. If the Bank’s credit rating is lowered by a major credit rating agency, the Bank would be required to deliver additional collateral on bilateral derivative instruments in net liability positions.

Fair Value Measurement, Policy
Fair Value Hierarchy. The fair value hierarchy is used to prioritize the inputs used to measure fair value for those assets and liabilities carried at fair value on the Statement of Condition. The inputs are evaluated and an overall level for the fair value measurement is determined. This overall level is an indication of the market observability of the fair value measurement for the asset or liability.

The fair value hierarchy prioritizes the inputs used to measure fair value into three broad levels:

Level 1 Inputs - Quoted prices (unadjusted) for identical assets or liabilities in an active market that the reporting entity can access on the measurement date.

Level 2 Inputs - Inputs other than quoted prices within Level 1 that are observable inputs for the asset or liability, either directly or indirectly. If the asset or liability has a specified (contractual) term, a Level 2 input must be observable for substantially the full term of the asset or liability. Level 2 inputs include the following: (1) quoted prices for similar assets or liabilities in active markets; (2) quoted prices for identical or similar assets or liabilities in markets that are not active or in which little information is released publicly; (3) inputs other than quoted prices that are observable for the asset or liability (e.g., interest rates and yield curves that are observable at commonly quoted intervals, and implied volatilities); and (4) inputs that are derived principally from or corroborated by observable market data by correlation or other means.

Level 3 Inputs - Unobservable inputs for the asset or liability.

The Bank reviews its fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation inputs may result in a reclassification of certain assets or liabilities. These reclassifications are reported as transfers in/out as of the beginning of the quarter in which the changes occur.

Fair Value of Financial Instruments, Policy
Mutual Funds Offsetting Deferred Compensation and Employee Benefit Plan Obligations. Fair values for publicly traded mutual funds are based on quoted market prices.

Advances. The Bank determines the fair value by calculating the present value of expected future cash flows from the advances. The discount rates used in these calculations are equivalent to the replacement advance rates for advances with similar terms. The inputs used to determine fair value of advances are the LIBOR curve, a volatility assumption for advances with optionality, and a spread adjustment.

Mortgage Loans Held For Portfolio. The fair value is determined based on quoted market prices for new MBS issued by U.S. GSEs. Prices are then adjusted for differences in coupon, seasoning and credit quality between the Bank’s mortgage loans and the referenced MBS. The prices of the referenced MBS are highly dependent upon the underlying prepayment assumptions priced in the secondary market.

Accrued Interest Receivable and Payable. The fair values approximate the carrying values.

Derivative Assets/Liabilities. The Bank bases the fair values of derivatives with similar terms on market prices, when available. However, market prices do not exist for many types of derivative instruments. Consequently, fair values for these instruments are estimated using standard valuation techniques such as discounted cash flow analysis and comparisons to similar instruments. Estimates developed using these methods are highly subjective and require judgment regarding significant matters such as the amount and timing of future cash flows, volatility of interest rates and the selection of discount rates that appropriately reflect market and credit risks.

The Bank is subject to credit risk on bilateral derivatives transactions due to the potential nonperformance by the derivatives counterparties. To mitigate this risk, the Bank has entered into netting arrangements for its bilateral derivative transactions. In addition, the Bank has entered into bilateral security agreements with all active derivatives counterparties that provide for delivery of collateral at specified levels tied to those counterparties’ credit ratings to limit the Bank’s net unsecured credit exposure to these counterparties. For cleared derivatives, the Bank's credit risk exposure is mitigated because a central counterparty is substituted for individual counterparties and collateral is posted daily for changes in the value of cleared derivatives. The Bank has evaluated the potential for the fair value of the instruments to be affected by counterparty credit risk and has determined that no adjustments were significant or necessary to the overall fair value measurements.

The fair values of the Bank’s derivative assets and liabilities include accrued interest receivable/payable and cash collateral remitted to/received from counterparties. The estimated fair values of the accrued interest receivable/payable and cash collateral approximate their carrying values due to their short-term nature. The fair values of derivatives are netted by clearing agent and/or by counterparty pursuant to the provisions of each of the Bank’s netting agreements. If these netted amounts are positive, they are classified as an asset; if negative, a liability.

The discounted cash flow analysis used to determine the fair value of derivative instruments utilizes market-observable inputs (inputs that are actively quoted and can be validated to external sources). Inputs by class of derivative are as follows:

Interest-rate related:
•
Discount rate assumption. Overnight Index Swap (OIS) curve.
•
Forward interest rate assumption. LIBOR Swap Curve.
•
Volatility assumption. Market-based expectations of future interest rate volatility implied from current market prices for similar options.

Mortgage delivery commitments:
•
To Be Announced (TBA) securities prices. Market-based prices of TBAs are determined by coupon class and expected term until settlement.

BOB Loans. The fair value approximates the carrying value.

Deposits. The Bank determines the fair value by calculating the present value of expected future cash flows from the deposits. The discount rates used in these calculations are the cost of deposits with similar terms.

Consolidated Obligations. The Bank’s internal valuation model determines fair values of consolidated obligations bonds and discount notes by calculating the present value of expected cash flows using market-based yield curves. The inputs used to determine fair value of consolidated obligations are a CO curve and a LIBOR swap curve, a volatility assumption for consolidated obligations with optionality, and a spread adjustment. The OF constructs an internal curve, referred to as the CO curve, using the U.S. Treasury curve as a base curve that is then adjusted by adding indicative spreads obtained from market observable sources. These market indications are generally derived from pricing indications from dealers, historical pricing relationships, recent GSE trades and secondary market activity.

Mandatorily Redeemable Capital Stock. The fair value of capital stock subject to mandatory redemption is generally its par value plus estimated dividends at the time of reclassification and any subsequently estimated dividend. FHLBank stock is not traded and no market mechanism exists for the exchange of stock outside the FHLBank System's cooperative structure.

Commitments. For fixed-rate loan commitments, fair value considers the difference between current levels of interest rates and the committed rates. The Bank issues standby letters of credit for a fee. The unamortized fee is the letter of credit's carrying value and represents its fair value. The fair value of the Bank's commitments to extend credit for advances and letters of credit was immaterial at June 30, 2015 and December 31, 2014.

Subjectivity of Estimates. Estimates of the fair value of financial assets and liabilities using the methods described above are highly subjective and require judgments regarding significant matters such as the amount and timing of future cash flows, prepayment speed assumptions, expected interest rate volatility, possible distributions of future interest rates used to value options, and the selection of discount rates that appropriately reflect market and credit risks. The use of different assumptions could have a material effect on the fair value estimates. These estimates are susceptible to material near term changes because they are made as of a specific point in time.

To value MBS holdings, the Bank obtains prices from four designated third-party pricing vendors, when available. The pricing vendors use various proprietary models to price MBS. The inputs to those models are derived from various sources including, but not limited to: benchmark yields, reported trades, dealer estimates, issuer spreads, benchmark securities, bids, offers and other market-related data. Since many MBS do not trade on a daily basis, the pricing vendors use available information such as benchmark curves, benchmarking of like securities, sector groupings and matrix pricing to determine the prices for individual securities, as applicable. Each pricing vendor has an established challenge process in place for all MBS valuations, which facilitates resolution of potentially erroneous prices identified by the Bank.
The Bank's valuation technique first requires the establishment of a median price for each security. All prices that are within a specified tolerance threshold of the median price are included in the cluster of prices that are averaged to compute a default price. Prices that are outside the threshold (outliers) are subject to further analysis (including, but not limited to, comparison to prices provided by an additional third-party valuation service, prices for similar securities, and/or non-binding dealer estimates) to determine if an outlier is a better estimate of fair value. If an outlier (or some other price identified in the analysis) is determined to be a better estimate of fair value, then the outlier (or the other price as appropriate) is used as the final price rather than the default price. If, on the other hand, the analysis confirms that an outlier (or outliers) is (are) in fact not representative of fair value and the default price is the best estimate, then the default price is used as the final price. In all cases, the final price is used to determine the fair value of the security. If all prices received for a security are outside the tolerance threshold level of the median price, then there is no default price, and the final price is determined by an evaluation of all outlier prices as described above.

Fair Value Transfer, Policy
For instruments carried at fair value, the Bank reviews the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in/out at fair value in the quarter in which the changes occur, and transfers are reported as of the beginning of the period.

X

- Definition
Disclosure of an FHLB's policy for assessing, recognizing and measuring impairment of any and all investments.[Policy Text Block]
+ References
No definition available.
+ Details

Name: fhlbpgh_ImpairmentOfInvestmentsPolicyPolicyTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Disclosure of accounting policy for its derivative instruments and hedging activities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=51655414&loc=d3e18780-107790

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41620-113959

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.4-08.(n))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579240-113959

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1A

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579245-113959

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 7

-URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41675-113959

Reference 7: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41638-113959

+ Details

Name: us-gaap_DerivativesPolicyTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Disclosure of accounting policy for fair value measurements of financial and non-financial assets, liabilities and instruments classified in shareholders' equity. Disclosures include, but are not limited to, how an entity that manages a group of financial assets and liabilities on the basis of its net exposure measures the fair value of those assets and liabilities.
+ References
No definition available.
+ Details

Name: us-gaap_FairValueMeasurementPolicyPolicyTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Disclosure of accounting policy for determining the fair value of financial instruments.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=51655414&loc=d3e18780-107790

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13279-108611

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 60

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=7493716&loc=d3e21868-110260

+ Details

Name: us-gaap_FairValueOfFinancialInstrumentsPolicy

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Disclosure of accounting policy for determining when transfers between levels are recognized.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (bb)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(3)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

+ Details

Name: us-gaap_FairValueTransferPolicyPolicyTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Disclosure of accounting policy for estimating its allowance for loan and lease losses, and any liability the entity has recorded for off-balance sheet credit losses. The disclosure identifies the factors that influenced management of the entity in establishing the level of the allowance (for example, historical losses and existing economic conditions) and also may include discussion of the risk elements relevant to particular categories of receivables. The disclosure may also include the basis for determining each element of the allowance for loan and lease losses.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 9

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5144-111524

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=51655414&loc=d3e18780-107790

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 4

-Article 5

+ Details

Name: us-gaap_FinanceLoanAndLeaseReceivablesHeldForInvestmentAllowanceAndNonperformingLoansAllowancePolicy

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Disclosure of accounting policy for determining the lower of cost or fair value of committed and uncommitted loans, including mortgage and non-mortgage loans.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 20

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6378556&loc=d3e10149-111534

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5033-111524

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=51655414&loc=d3e18780-107790

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 948

-SubTopic 310

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6490322&loc=d3e48700-111005

+ Details

Name: us-gaap_LoansAndLeasesReceivableValuationPolicy

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 68 R68.htm IDEA: XBRL DOCUMENT v3.2.0.727

Derivatives and Hedging Activities (Narrative) (Details)
$ in Millions

Jun. 30, 2015

USD ($)

Derivative [Line Items]

Derivative, Net Liability Position, Aggregate Fair Value $ 159.6

Collateral Already Posted, Aggregate Fair Value 97.4

Additional Collateral, Aggregate Fair Value $ 21.1

X

- Definition
The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4H

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624258-113959

+ Details

Name: us-gaap_AdditionalCollateralAggregateFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4H

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624258-113959

+ Details

Name: us-gaap_CollateralAlreadyPostedAggregateFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_DerivativeLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4H

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624258-113959

+ Details

Name: us-gaap_DerivativeNetLiabilityPositionAggregateFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

XML 69 Show.js IDEA: XBRL DOCUMENT /** * Rivet Software Inc. * * @copyright Copyright (c) 2006-2011 Rivet Software, Inc. All rights reserved. * Version 2.4.0.3 * */ var Show = {}; Show.LastAR = null, Show.hideAR = function(){ Show.LastAR.style.display = 'none'; }; Show.showAR = function ( link, id, win ){ if( Show.LastAR ){ Show.hideAR(); } var ref = link; do { ref = ref.nextSibling; } while (ref && ref.nodeName != 'TABLE'); if (!ref || ref.nodeName != 'TABLE') { var tmp = win ? win.document.getElementById(id) : document.getElementById(id); if( tmp ){ ref = tmp.cloneNode(true); ref.id = ''; link.parentNode.appendChild(ref); } } if( ref ){ ref.style.display = 'block'; Show.LastAR = ref; } }; Show.toggleNext = function( link ){ var ref = link; do{ ref = ref.nextSibling; }while( ref.nodeName != 'DIV' ); if( ref.style && ref.style.display && ref.style.display == 'none' ){ ref.style.display = 'block'; if( link.textContent ){ link.textContent = link.textContent.replace( '+', '-' ); }else{ link.innerText = link.innerText.replace( '+', '-' ); } }else{ ref.style.display = 'none'; if( link.textContent ){ link.textContent = link.textContent.replace( '-', '+' ); }else{ link.innerText = link.innerText.replace( '-', '+' ); } } }; XML 70 R7.htm IDEA: XBRL DOCUMENT v3.2.0.727

Statement of Cash Flows (Parenthetical) - USD ($)
$ in Thousands
6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Increase (Decrease) in Deposits with Other Federal Home Loan Banks $ 297 $ (1,024)

X

- Definition
Amount of increase (decrease) in interest-bearing funds deposited into another Federal Home Loan Banks (FHLBanks).
+ References
No definition available.
+ Details

Name: us-gaap_IncreaseDecreaseInDepositsWithOtherFederalHomeLoanBanks

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

XML 71 R3.htm IDEA: XBRL DOCUMENT v3.2.0.727

Statements of Comprehensive Income - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Net Income $ 80,632 $ 44,623 $ 151,752 $ 124,512

Net unrealized gains (losses) on AFS securities:

Net unrealized gains (losses) on AFS (24,755) 30,696 (2,267) 55,224

Net non-credit portion of OTTI gains (losses) on AFS securities:

Non-credit OTTI losses transferred from HTM securities (1,026) 0 (1,026) 0

Net change in fair value of OTTI securities (11,236) 17,550 (9,175) 18,993

Total net non-credit portion of OTTI gains (losses) on AFS securities 12,262 (17,550) 10,201 (18,993)

Net non-credit portion of OTTI losses on HTM securities:

Non-credit portion (1,026) 0 (1,026) 0

Transfer of non-credit portion from HTM to AFS securities 1,026 0 1,026 0

Total net non-credit portion of OTTI losses on HTM securities 0 0 0 0

Reclassification of net losses (gains) included in net income relating to hedging activities (4) (1) (12) (1)

Pension and post-retirement benefits 82 40 164 79

Total other comprehensive income (loss) (36,939) 48,285 (12,316) 74,295

Total Comprehensive Income $ 43,693 $ 92,908 $ 139,436 $ 198,807

X

- Definition
Net noncredit portion of Other Than Temporary Impairment losses on Held to Maturity Securities [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_NetNoncreditPortionOfOtherThanTemporaryImpairmentLossesOnHeldToMaturitySecuritiesAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Net noncredit portion of other than temporary impairment losses on available for sale securities [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_NetnoncreditportionofotherthantemporaryimpairmentlossesonavailableforsalesecuritiesAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The amount of total net non-credit portion of other than temporary impairment (OTTI) related losses on debt securities categorized as Available-for-sale.
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherComprehensiveIncomeLossOtherThanTemporaryImpairmentLossesAvailableForSaleSecuritiesAdjustment

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The amount of total net non-credit portion of other than temporary impairment (OTTI) related losses on debt securities categorized as Held-to-maturity.
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherComprehensiveIncomeLossOtherThanTemporaryImpairmentLossesHtmSecuritiesAdjustment

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Subsequent increases or decreases in fair value of OTTI Securities classified as AFS to the extent it does not exceed previously recorded non-credit OTTI.
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherComprehensiveIncomeNetChangeinFairValueOfOtherThanTemporaryImpairmentSecurities

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of increase (decrease) in equity after Federal Home Loan Bank (FHLBank) assessments from transactions and other events and circumstances from non-owner sources attributable to the reporting entity. Includes changes in equity except those resulting from investments by owners and distributions to owners. Excludes transactions directly or indirectly attributable to that ownership interest in subsidiary equity which is not attributable to the parent.
+ References
No definition available.
+ Details

Name: us-gaap_ComprehensiveIncomeLossNetOfFederalHomeLoanBankAssessmentsAttributableToParent

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of profit (loss) after Federal Home Loan Bank (FHLBank) assessments attributable to the parent.
+ References
No definition available.
+ Details

Name: us-gaap_NetIncomeLossAttributableToParentNetOfFederalHomeLoanBankAssessments

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_OtherComprehensiveIncomeAvailableforsaleSecuritiesAdjustmentBeforeTaxPortionAttributableToParentAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount before tax, after reclassification adjustments, of (increase) decrease in accumulated other comprehensive (income) loss related to pension and other postretirement defined benefit plans, attributable to parent entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 45

-Paragraph 20

-URI http://asc.fasb.org/extlink&oid=51664549&loc=SL4569643-111683

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 45

-Paragraph 19

-URI http://asc.fasb.org/extlink&oid=51664549&loc=SL4569616-111683

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 50

-Paragraph 1A

-Subparagraph (c)(3)

-URI http://asc.fasb.org/extlink&oid=18733093&loc=SL4573702-111684

+ Details

Name: us-gaap_OtherComprehensiveIncomeDefinedBenefitPlansAdjustmentBeforeTaxPortionAttributableToParent

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount before tax of other comprehensive income (loss) attributable to parent entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 50

-Paragraph 1A

-Subparagraph (c)(3)

-URI http://asc.fasb.org/extlink&oid=18733093&loc=SL4573702-111684

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 45

-Paragraph 20

-URI http://asc.fasb.org/extlink&oid=51664549&loc=SL4569643-111683

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 45

-Paragraph 19

-URI http://asc.fasb.org/extlink&oid=51664549&loc=SL4569616-111683

+ Details

Name: us-gaap_OtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount before tax of reclassification adjustment from accumulated other comprehensive income of accumulated gain (loss) realized from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's deferred hedging gain (loss).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4

-Subparagraph c

-URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41638-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e689-108580

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580

+ Details

Name: us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesBeforeTax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount before tax and reclassification adjustments of unrealized holding gain (loss) related to transfers of securities into the available-for-sale classification and out of the held-to-maturity classification.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e24883-111560

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 16

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e709-108580

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e689-108580

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 10

-Subparagraph (c),(d)

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e24820-111560

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 17

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e716-108580

+ Details

Name: us-gaap_OtherComprehensiveIncomeReclassificationAdjustmentForHeldToMaturityTransferredToAvailableForSaleSecuritiesBeforeTax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount before tax and reclassification adjustments of unrealized holding gain (loss) on available-for-sale securities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 10A

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669646-108580

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580

+ Details

Name: us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodBeforeTax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount before tax of other than temporary impairment (OTTI) on investment in held-to-maturity debt security, recognized in other comprehensive loss, attributable to parent entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 35

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e25362-111560

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 10A

-Subparagraph (g)

-URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669646-108580

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParentHeldtomaturitySecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount before tax of other than temporary impairment (OTTI) related to factors other than credit loss transferred from held-to-maturity to available-for-sale securities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 35

-Paragraph 10

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=27723805&loc=d3e24820-111560

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsReclassificationAdjustmentOfNoncreditPortionFromHeldtomaturityToAvailableforsaleSecuritiesBeforeTax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

XML 72 R17.htm IDEA: XBRL DOCUMENT v3.2.0.727

Allowance for Credit Losses
6 Months Ended

Jun. 30, 2015

Allowance for Credit Losses [Abstract]

Allowance for Credit Losses
Allowance for Credit Losses

The Bank has established an allowance methodology for each of the Bank’s portfolio segments: credit products, government-guaranteed or insured mortgage loans held for portfolio, conventional MPF loans held for portfolio, and BOB loans.

Credit Products. The Bank manages its total credit exposure (TCE), which includes advances, letters of credit, advance commitments, and other credit product exposure, through an integrated approach. This generally provides for a credit limit to be established for each borrower, includes an ongoing review of each borrower’s financial condition and is coupled with collateral and lending policies to limit risk of loss while balancing each borrower's need for a reliable source of funding. In addition, the Bank lends to its members in accordance with the FHLBank Act and Finance Agency regulations. Specifically, the FHLBank Act requires the Bank to obtain collateral to fully secure credit products. The estimated value of the collateral required to secure each member’s credit products is calculated by applying collateral weightings, or haircuts, to the value of the collateral. The Bank accepts cash, certain investment securities, residential mortgage loans, deposits, and other real estate related assets as collateral. In addition, Community Financial Institutions (CFIs) are eligible to utilize expanded statutory collateral provisions for small business, agriculture, and community development loans. The Bank’s capital stock owned by the borrowing member is pledged as secondary collateral. Collateral arrangements may vary depending upon borrower credit quality, financial condition and performance, borrowing capacity, and overall credit exposure to the borrower. The Bank can require additional or substitute collateral to help ensure that credit products continue to be secured by adequate collateral. Management of the Bank believes that these policies effectively manage the Bank’s respective credit risk from credit products.

Based upon the financial condition of the member, the Bank either allows a member to retain physical possession of the collateral assigned to the Bank or requires the member to specifically deliver physical possession or control of the collateral to the Bank or its custodians. However, notwithstanding financial condition, the Bank always takes possession or control of securities used as collateral if they are used for maximum borrowing capacity (MBC) or to secure advances. The Bank perfects its security interest in all pledged collateral. The FHLBank Act affords any security interest granted to the Bank by a member (or an affiliate of a member) priority over the claims or rights of any other party except for claims or rights of a third party that would be entitled to priority under otherwise applicable law and are held by a bona fide purchaser for value or by a secured party holding a prior perfected security interest.

Using a risk-based approach, the Bank considers the payment status, collateral types and concentration levels, and borrower’s financial condition to be indicators of credit quality on its credit products. At June 30, 2015, the Bank had rights to collateral on a member-by-member basis with a value in excess of its outstanding extensions of credit.

The Bank continues to evaluate and, as necessary, make changes to its collateral guidelines based on current market conditions. At June 30, 2015, the Bank did not have any credit products that were past due, on nonaccrual status, or considered impaired. In addition, the Bank did not have any credit products considered to be troubled debt restructurings (TDRs).

Based upon the collateral held as security, its credit extension policies, collateral policies, management’s credit analysis and the repayment history on credit products, the Bank has not incurred any credit losses on credit products since inception. Accordingly, the Bank has not recorded any allowance for credit losses for these products. Additionally, at June 30, 2015 and December 31, 2014, the Bank has not recorded any allowance for credit losses for off-balance sheet credit products.

Mortgage Loans - Government-Guaranteed or Insured. The Bank invests in government-guaranteed or insured fixed-rate mortgage loans secured by one-to-four family residential properties. Government-guaranteed mortgage loans are those insured or guaranteed by the Federal Housing Administration (FHA), Department of Veterans Affairs (VA), the Rural Housing Service (RHS) of the Department of Agriculture and/or by Housing and Urban Development (HUD). Any losses from such loans are expected to be recovered from those entities. If not, losses from such loans must be contractually absorbed by the servicers. Therefore, there is no allowance for credit losses on government-guaranteed or insured mortgage loans.

Mortgage Loans - Conventional MPF. The allowances for conventional loans are determined by analyses that include consideration of various data observations such as past performance, current performance, loan portfolio characteristics, collateral-related characteristics, industry data, and prevailing economic conditions. The measurement of the allowance for credit losses includes: (1) reviewing all residential mortgage loans at the individual master commitment level; (2) reviewing specifically identified collateral-dependent loans for impairment; and/or (3) reviewing homogeneous pools of residential mortgage loans.

The Bank’s allowance for credit losses takes into consideration the CE associated with conventional mortgage loans under the MPF Program. Specifically, the determination of the allowance generally considers expected Primary Mortgage Insurance (PMI), Supplemental Mortgage Insurance (SMI), and other CE amounts. Any incurred losses that are expected to be recovered from the CE reduce the Bank’s allowance for credit losses.

For conventional MPF loans, credit losses that are not fully covered by PMI are allocated to the Bank up to an agreed upon amount, referred to as the first loss account (FLA). The FLA functions as a tracking mechanism for determining the point after which the PFI is required to cover losses. The Bank pays the PFI a fee, a portion of which may be based on the credit performance of the mortgage loans, in exchange for absorbing the second layer of losses up to an agreed-upon CE amount. The CE amount may be a direct obligation of the PFI and/or an SMI policy paid for by the PFI, and may include performance-based fees which can be withheld to cover losses allocated to the Bank (referred to as recaptured CE fees). The PFI is required to pledge collateral to secure any portion of its CE amount that is a direct obligation. A receivable which is assessed for collectability is generally established for losses expected to be recovered by withholding CE fees. Estimated losses exceeding the CE, if any, are incurred by the Bank. At June 30, 2015 and December 31, 2014, the MPF exposure under the FLA was $22.6 million and $23.1 million, respectively. The Bank records CE fees paid to PFIs as a reduction to mortgage loan interest income. The Bank incurred CE fees of $0.8 million for both the second quarter of 2015 and 2014, respectively and $1.5 million and $1.6 million during the six months ended June 30, 2015 and 2014.

Collectively Evaluated Mortgage Loans. The Bank collectively evaluates the homogeneous mortgage loan portfolio for impairment. The allowance for credit loss methodology for mortgage loans considers loan pool specific attribute data, applies loss severities and incorporates the CEs of the MPF Program and PMI. The probability of default and loss given default are based on the actual 12-month historical performance of the Bank’s mortgage loans. Actual probability of default was determined by applying migration analysis to categories of mortgage loans (current, 30 days past due, 60 days past due, and 90 days past due). Actual loss given default was determined based on realized losses incurred on the sale of mortgage loan collateral over the previous 12 months. Given the credit deterioration experienced by PMI companies, estimated future claim payments from these companies have been reduced and factored into estimated loan losses. The resulting estimated losses are reduced by the CEs the Bank expects to be eligible to receive. The CEs are contractually set and calculated by a master commitment agreement between the Bank and the PFI. Losses in excess of the CEs are incurred by the Bank.

Individually Evaluated Mortgage Loans. The Bank evaluates certain conventional mortgage loans for impairment individually. Prior to January 1, 2014, these loans were limited to TDRs. Beginning January 1, 2014, the Bank adopted the classification provisions required by AB 2012-02 as described in Note 1 - Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations. As a result, the population of individually evaluated mortgage loans expanded to include impaired loans considered collateral-dependent loans where repayment is expected to be provided by the sale of the underlying property, which primarily consist of MPF loans that are 180 days or more delinquent and other loans where the borrower has filed for bankruptcy.

The estimated credit losses on impaired collateral-dependent loans are separately determined because sufficient information exists to make a reasonable estimate of the inherent loss for such loans on an individual basis. The incurred loss on each loan is equal to the difference between the carrying value of the loan and the estimated fair value of the collateral less estimated selling costs and recovery through PMI. The estimated fair value is determined based on a value provided by a third party's retail-based Automated Valuation Model (AVM). The Bank adjusts the AVM based on the amount it has historically received on liquidations. During 2014, the resulting loss was reduced by available CE. Beginning January 1, 2015, the Bank adopted the charge-off provisions of AB 2012-02. As a result, the estimated credit loss on individually evaluated MPF loans is charged-off against the reserve. However, if the estimated loss can be recovered through CE, a receivable is established, resulting in a net charge-off. The CE receivable is evaluated for collectibility, and a reserve, included as part of the allowance for credit losses, is established, if required.

Rollforward of Allowance for Credit Losses. Mortgage Loans - Conventional MPF.

Three months ended June 30,

Six months ended June 30,
(in thousands)

2015
2014

2015
2014
Balance, beginning of period

$
6,566

$
7,318

$
7,260

$
11,359

(Charge-offs) Recoveries, net⁽¹⁾

(311
)
(302
)

(413
)
(302
)
Provision (benefit) for credit losses

45

527

(547
)
(3,514
)
Balance, June 30

$
6,300

$
7,543

$
6,300

$
7,543

Notes:
⁽¹⁾Net charge-offs that the Bank does not expect to recover through CE receivable.

Allowances for Credit Losses and Recorded Investment by Impairment Methodology. Mortgage Loans - Conventional MPF.
(in thousands)

June 30, 2015

December 31, 2014
Ending balance, individually evaluated for impairment

$
5,206

$
6,034

Ending balance, collectively evaluated for impairment

1,094

1,226

Total allowance for credit losses

$
6,300

$
7,260

Recorded investment balance, end of period:

Individually evaluated for impairment, with or without a related allowance

$
63,187

$
68,144

Collectively evaluated for impairment

2,738,757

2,789,826

Total recorded investment

$
2,801,944

$
2,857,970

BOB Loans. Both the probability of default and loss given default are determined and used to estimate the allowance for credit losses on BOB loans. Loss given default is considered to be 100% due to the fact that the BOB program has no collateral or credit enhancement requirements. The probability of default is based on the actual performance of the BOB program. The Bank considers BOB loans that are delinquent to be nonperforming assets.

Rollforward of Allowance for Credit Losses. BOB Loans.

Three months ended June 30,

Six months ended June 30,
(in thousands)

2015
2014

2015
2014
Balance, Beginning of period

$
1,660

$
2,142

$
1,840

$
2,231

(Charge-offs) Recoveries, net

(167
)
(155
)

(451
)
(355
)
Provision (benefit) for credit losses

265

(13
)

369

98

Balance, June 30

$
1,758

$
1,974

$
1,758

$
1,974

Allowances for Credit Losses and Recorded Investment by Impairment Methodology. BOB Loans.
(in thousands)

June 30, 2015

December 31, 2014
Ending balance, individually evaluated for impairment

$
44

$
—

Ending balance, collectively evaluated for impairment

1,714

1,840

Total allowance for credit losses

$
1,758

$
1,840

Recorded investment balance, end of period:

Individually evaluated for impairment, with or without a related allowance

$
112

$
—

Collectively evaluated for impairment

12,752

13,518

Total recorded investment

$
12,864

$
13,518

Credit Quality Indicators. Key credit quality indicators for mortgage and BOB loans include the migration of past due loans, nonaccrual loans, loans in process of foreclosure, and impaired loans.
(in thousands)

June 30, 2015
Recorded investment: ⁽¹⁾

Conventional MPF Loans

Government-Guaranteed or Insured

BOB Loans

Total
Past due 30-59 days

$
40,053

$
14,892

$
49

$
54,994

Past due 60-89 days

8,287

3,737

—

12,024

Past due 90 days or more

31,671

5,149

12

36,832

Total past due loans

$
80,011

$
23,778

$
61

$
103,850

Total current loans

2,721,933

249,383

12,803

2,984,119

Total loans

$
2,801,944

$
273,161

$
12,864

$
3,087,969

Other delinquency statistics:

In process of foreclosures, included above ⁽²⁾

$
25,734

$
2,721

$
—

$
28,455

Serious delinquency rate ⁽³⁾

1.1
%

1.9
%

0.1
%

1.2
%
Past due 90 days or more still accruing interest

$
—

$
5,149

$
—

$
5,149

Loans on nonaccrual status ⁽⁴⁾

$
35,158

$
—

$
172

$
35,330

(in thousands)

December 31, 2014
Recorded investment: ⁽¹⁾

Conventional MPF Loans

Government-Guaranteed or Insured

BOB Loans

Total
Past due 30-59 days

$
50,680

$
19,238

$
124

$
70,042

Past due 60-89 days

11,841

6,034

73

17,948

Past due 90 days or more

41,983

7,024

8

49,015

Total past due loans

$
104,504

$
32,296

$
205

$
137,005

Total current loans

2,753,466

256,606

13,313

3,023,385

Total loans

$
2,857,970

$
288,902

$
13,518

$
3,160,390

Other delinquency statistics:

In process of foreclosures, included above ⁽²⁾

$
26,981

$
2,389

$
—

$
29,370

Serious delinquency rate ⁽³⁾

1.5
%

2.4
%

0.1
%

1.6
%
Past due 90 days or more still accruing interest

$
—

$
7,024

$
—

$
7,024

Loans on nonaccrual status ⁽⁴⁾

$
45,900

$
—

$
205

$
46,105

Notes:
⁽¹⁾The recorded investment in a loan is the unpaid principal balance of the loan, adjusted for charge-offs of estimated losses, accrued interest, net deferred loan fees or costs, unamortized premiums or unaccreted discounts and adjustments for fair value hedges. The recorded investment is not net of any valuation allowance.
⁽²⁾ Includes loans where the decision of foreclosure or similar alternative such as pursuit of deed-in-lieu has been reported. Loans in process of foreclosure are included in past due or current loans dependent on their delinquency status.
⁽³⁾ Loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total loan portfolio class.
⁽⁴⁾ Generally represents mortgage loans with contractual principal or interest payments 90 days or more past due and not accruing interest.

Individually Evaluated Impaired Loans. Information regarding individually evaluated impaired loans is as follows. As indicated above, these loans include impaired loans considered collateral-dependent. BOB loans are not significant and are excluded from the tables below.

June 30, 2015
(in thousands)

Recorded Investment

Unpaid
Principal Balance

Related Allowance for Credit Losses
With no related allowance:

Conventional MPF loans

$
35,084

$
34,763

$
—

With a related allowance:

Conventional MPF loans

28,103

27,871

5,206

Total:

Conventional MPF loans

$
63,187

$
62,634

$
5,206

December 31, 2014
(in thousands)

Recorded Investment

Unpaid
Principal Balance

Related Allowance for Credit Losses
With no related allowance:

Conventional MPF loans

$
31,749

$
31,448

$
—

With a related allowance:

Conventional MPF loans

36,395

36,175

6,034

Total:

Conventional MPF loans

$
68,144

$
67,623

$
6,034

The table below presents the average recorded investment of individually impaired loans and related interest income recognized. The Bank included the individually impaired loans as of the date on which they became impaired.

Three months ended June 30, 2015

Three months ended June 30, 2014
(in thousands)

Average Recorded Investment⁽¹⁾

Interest Income Recognized

Average Recorded Investment⁽¹⁾

Interest Income Recognized
Conventional MPF loans

$
64,133

$
457

$
77,444

$
360

Six months ended June 30, 2015

Six months ended June 30, 2014
(in thousands)

Average Recorded Investment⁽¹⁾

Interest Income Recognized

Average Recorded Investment⁽¹⁾

Interest Income Recognized
Conventional MPF loans

$
64,028

$
880

$
78,719

$
682

Notes:
⁽¹⁾Includes gross charge-offs.

Beginning January 1, 2014, with the adoption of AB 2012-02, the Bank now considers all loans that are 180 days or more delinquent or where the borrower has filed for bankruptcy to be individually impaired loans.

TDRs. TDRs are considered to have occurred when a concession is granted to the debtor that would not have been considered had it not been for economic or legal reasons related to the debtor's financial difficulties.

Mortgage Loans - Conventional MPF. The Bank offers a loan modification program for its MPF Program. The loans modified under this program are considered TDRs. The Bank also considers a TDR to have occurred when a borrower files for Chapter 7 bankruptcy, the bankruptcy court discharges the borrower’s obligation, and the borrower does not reaffirm the debt. As of June 30, 2015 and December 31, 2014, the recorded investment in mortgage loans classified as TDRs was $15.9 million and $16.8 million, respectively. The financial amounts related to TDRs are not material to the Bank’s financial condition, results of operations, or cash flows.

BOB Loans. The Bank offers a BOB loan deferral which the Bank considers a TDR. A deferred BOB loan is not required to pay principal or accrue interest for a period up to one year. The credit loss is measured by factoring expected shortfalls incurred as of the reporting date. BOB loan TDRs are not material to the Bank’s financial condition, results of operations, or cash flows.

Real Estate Owned (REO). The Bank had $5.3 million and $6.9 million of REO reported in Other assets on the Statement of Condition at June 30, 2015 and December 31, 2014, respectively.

Purchases, Sales and Reclassifications. During the six months ended June 30, 2015 and 2014, there were no significant purchases or sales of financing receivables. Furthermore, none of the financing receivables were reclassified to held-for-sale.

X

- Definition
Note 8 - Allowance for Credit Losses [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_AllowanceForCreditLossesAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The entire disclosure for allowance for credit losses.
+ References
No definition available.
+ Details

Name: us-gaap_AllowanceForCreditLossesTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 73 R1.htm IDEA: XBRL DOCUMENT v3.2.0.727

Document and Entity Information - shares
6 Months Ended

Jun. 30, 2015

Jul. 31, 2015

Entity Information [Line Items]

Entity Registrant Name Federal Home Loan Bank of Pittsburgh

Entity Central Index Key 0001330399

Current Fiscal Year End Date --12-31

Entity Filer Category Non-accelerated Filer

Document Type 10-Q

Document Period End Date Jun. 30, 2015

Document Fiscal Year Focus 2015

Document Fiscal Period Focus Q2

Amendment Flag false

Entity Common Stock, Shares Outstanding 34,039,624

X

- Definition
If the value is true, then the document is an amendment to previously-filed/accepted document.
+ References
No definition available.
+ Details

Name: dei_AmendmentFlag

Namespace Prefix: dei_

Data Type: xbrli:booleanItemType

Balance Type: na

Period Type: duration

X

- Definition
End date of current fiscal year in the format --MM-DD.
+ References
No definition available.
+ Details

Name: dei_CurrentFiscalYearEndDate

Namespace Prefix: dei_

Data Type: xbrli:gMonthDayItemType

Balance Type: na

Period Type: duration

X

- Definition
This is focus fiscal period of the document report. For a first quarter 2006 quarterly report, which may also provide financial information from prior periods, the first fiscal quarter should be given as the fiscal period focus. Values: FY, Q1, Q2, Q3, Q4, H1, H2, M9, T1, T2, T3, M8, CY.
+ References
No definition available.
+ Details

Name: dei_DocumentFiscalPeriodFocus

Namespace Prefix: dei_

Data Type: dei:fiscalPeriodItemType

Balance Type: na

Period Type: duration

X

- Definition
This is focus fiscal year of the document report in CCYY format. For a 2006 annual report, which may also provide financial information from prior periods, fiscal 2006 should be given as the fiscal year focus. Example: 2006.
+ References
No definition available.
+ Details

Name: dei_DocumentFiscalYearFocus

Namespace Prefix: dei_

Data Type: xbrli:gYearItemType

Balance Type: na

Period Type: duration

X

- Definition
The end date of the period reflected on the cover page if a periodic report. For all other reports and registration statements containing historical data, it is the date up through which that historical data is presented. If there is no historical data in the report, use the filing date. The format of the date is CCYY-MM-DD.
+ References
No definition available.
+ Details

Name: dei_DocumentPeriodEndDate

Namespace Prefix: dei_

Data Type: xbrli:dateItemType

Balance Type: na

Period Type: duration

X

- Definition
The type of document being provided (such as 10-K, 10-Q, 485BPOS, etc). The document type is limited to the same value as the supporting SEC submission type, or the word "Other".
+ References
No definition available.
+ Details

Name: dei_DocumentType

Namespace Prefix: dei_

Data Type: dei:submissionTypeItemType

Balance Type: na

Period Type: duration

X

- Definition
A unique 10-digit SEC-issued value to identify entities that have filed disclosures with the SEC. It is commonly abbreviated as CIK.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation 12B

-Number 240

-Section 12b

-Subsection 1

+ Details

Name: dei_EntityCentralIndexKey

Namespace Prefix: dei_

Data Type: dei:centralIndexKeyItemType

Balance Type: na

Period Type: duration

X

- Definition
Indicate number of shares or other units outstanding of each of registrant's classes of capital or common stock or other ownership interests, if and as stated on cover of related periodic report. Where multiple classes or units exist define each class/interest by adding class of stock items such as Common Class A [Member], Common Class B [Member] or Partnership Interest [Member] onto the Instrument [Domain] of the Entity Listings, Instrument.
+ References
No definition available.
+ Details

Name: dei_EntityCommonStockSharesOutstanding

Namespace Prefix: dei_

Data Type: xbrli:sharesItemType

Balance Type: na

Period Type: instant

X

- Definition
Indicate whether the registrant is one of the following: (1) Large Accelerated Filer, (2) Accelerated Filer, (3) Non-accelerated Filer, (4) Smaller Reporting Company (Non-accelerated) or (5) Smaller Reporting Accelerated Filer. Definitions of these categories are stated in Rule 12b-2 of the Exchange Act. This information should be based on the registrant's current or most recent filing containing the related disclosure.
+ References
No definition available.
+ Details

Name: dei_EntityFilerCategory

Namespace Prefix: dei_

Data Type: dei:filerCategoryItemType

Balance Type: na

Period Type: duration

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: dei_EntityInformationLineItems

Namespace Prefix: dei_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The exact name of the entity filing the report as specified in its charter, which is required by forms filed with the SEC.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation 12B

-Number 240

-Section 12b

-Subsection 1

+ Details

Name: dei_EntityRegistrantName

Namespace Prefix: dei_

Data Type: xbrli:normalizedStringItemType

Balance Type: na

Period Type: duration

XML 74 R18.htm IDEA: XBRL DOCUMENT v3.2.0.727

Derivatives and Hedging Activities
6 Months Ended

Jun. 30, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivatives and Hedging Activities
Derivatives and Hedging Activities

Nature of Business Activity. The Bank is exposed to interest rate risk primarily from the effect of interest rate changes on its interest-earning assets and funding sources that finance these assets. The goal of the Bank's interest rate risk management strategy is not to eliminate interest rate risk but to manage it within appropriate limits. To mitigate the risk of loss, the Bank has established policies and procedures which include guidelines on the amount of exposure to interest rate changes it is willing to accept. In addition, the Bank monitors the risk to its interest income, net interest margin and average maturity of interest-earning assets and funding sources. For additional information on the Bank's derivative transactions, see Note 11 to the audited financial statements in the Bank's 2014 Form 10-K.

Derivative transactions may be executed either with a counterparty (referred to as bilateral derivatives) or cleared through a Futures Commission Merchant (i.e., clearing agent) or a Swap Execution Facility with a Derivatives Clearing Organization (referred to as cleared derivatives). Once a derivative transaction has been accepted for clearing by a Derivative Clearing Organization (Clearing House), the derivative transaction is novated and the executing counterparty is replaced with the Clearing House. The Bank is not a derivatives dealer and does not trade derivatives for short-term profit. For bilateral derivatives, the Bank transacts most of its derivatives with large banks and major broker-dealers. Some of these banks and broker-dealers or their affiliates buy, sell, and distribute consolidated obligations.

Financial Statement Effect and Additional Financial Information. The following tables summarize the notional and fair value of derivative instruments as of June 30, 2015 and December 31, 2014.

June 30, 2015
(in thousands)

Notional Amount of Derivatives

Derivative Assets

Derivative Liabilities
Derivatives in hedge accounting relationships:

Interest rate swaps

$
35,609,121

$
94,745

$
341,487

Derivatives not in hedge accounting relationships:

Interest rate swaps

$
10,264,391

$
23,315

$
43,037

Interest rate swaptions

25,000

109

—

Interest rate caps

725,000

3,639

—

Mortgage delivery commitments

23,337

477

—

Total derivatives not in hedge accounting relationships

$
11,037,728

$
27,540

$
43,037

Total derivatives before netting and collateral adjustments

$
46,646,849

$
122,285

$
384,524

Netting adjustments and cash collateral⁽¹⁾

(58,133
)

(321,149
)
Derivative assets and derivative liabilities as reported on the Statement of
  Condition

$
64,152

$
63,375

December 31, 2014
(in thousands)

Notional Amount of Derivatives

Derivative Assets

Derivative Liabilities
Derivatives in hedge accounting relationships:

Interest rate swaps

$
32,196,669

$
84,205

$
414,760

Derivatives not in hedge accounting relationships:

Interest rate swaps

$
11,937,989

$
21,396

$
52,925

Interest rate swaptions

25,000

1,312

—

Interest rate caps

675,000

4,425

—

Mortgage delivery commitments

18,308

434

—

Total derivatives not in hedge accounting relationships

$
12,656,297

$
27,567

$
52,925

Total derivatives before netting and collateral adjustments

$
44,852,966

$
111,772

$
467,685

Netting adjustments and cash collateral⁽¹⁾

(75,555
)

(408,721
)
Derivative assets and derivative liabilities as reported on the Statement of
  Condition

$
36,217

$
58,964

Note:
⁽¹⁾ Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral and related accrued interest held or placed with the same clearing agent and/or counterparties. Cash collateral posted was $265.6 million and $345.0 million at June 30, 2015 and December 31, 2014. Cash collateral received was $2.6 million and $11.8 million at June 30, 2015 and December 31, 2014.

The following table presents the components of net gains (losses) on derivatives and hedging activities as presented in the Statements of Income.

Three months ended June 30,
Six months ended June 30,
(in thousands)
2015
2014
2015
2014
Derivatives designated as hedging instruments:

Interest rate swaps
$
2,812

$
1,415

$
3,397

$
1,927

Derivatives not designated as hedging instruments:

Economic hedges:

Interest rate swaps
$
20,093

$
(18,764
)
$
4,243

$
(34,537
)
Interest rate swaptions
26

313

165

265

Interest rate caps
(620
)
(1,987
)
(908
)
(3,541
)
Net interest settlements
4,226

7,138

9,918

13,549

Mortgage delivery commitments
2,591

2,377

4,734

3,623

Other
5

5

12

12

Total net gains (losses) related to derivatives not designated as hedging instruments
$
26,321

$
(10,918
)
$
18,164

$
(20,629
)
Net gains (losses) on derivatives and hedging activities
$
29,133

$
(9,503
)
$
21,561

$
(18,702
)

The following tables present, by type of hedged item, the gains (losses) on derivatives and the related hedged items in fair value hedging relationships and the impact of those derivatives on the Bank’s net interest income for the three and six months ended June 30, 2015 and 2014.
(in thousands)

Gains/(Losses) on Derivative

Gains/(Losses) on Hedged Item

Net Fair Value Hedge Ineffectiveness

Effect of Derivatives on Net Interest Income ⁽¹⁾
Three months ended June 30, 2015

Hedged item type:

Advances

$
62,731

$
(62,164
)

$
567

$
(48,368
)
Consolidated obligations – bonds

(38,730
)

38,775

45

62,223

       AFS securities

29,259

(27,059
)

2,200

(4,330
)
Total

$
53,260

$
(50,448
)

$
2,812

$
9,525

Six months ended June 30, 2015

   Hedged item type:

       Advances

$
52,718

$
(51,989
)

$
729

$
(95,362
)
       Consolidated obligations – bonds

15,860

(15,120
)

740

123,838

       AFS securities

17,524

(15,596
)

1,928

(7,762
)
Total

$
86,102

$
(82,705
)

$
3,397

$
20,714

(in thousands)

Gains/(Losses) on Derivative

Gains/(Losses) on Hedged Item

Net Fair Value Hedge Ineffectiveness

Effect of Derivatives on Net Interest Income ⁽¹⁾
Three months ended June 30, 2014

Hedged item type:

Advances

$
12,666

$
(12,372
)

$
294

$
(56,605
)
Consolidated obligations – bonds

64,589

(62,955
)

1,634

59,112

       AFS securities

(9,707
)

9,194

(513
)

(2,891
)
Total

$
67,548

$
(66,133
)

$
1,415

$
(384
)
Six months ended June 30, 2014

Hedged item type:

Advances

$
60,676

$
(59,635
)

$
1,041

$
(116,995
)
Consolidated obligations – bonds

110,385

(108,610
)

1,775

113,549

       AFS securities

(18,844
)

17,955

(889
)

(5,435
)
Total

$
152,217

$
(150,290
)

$
1,927

$
(8,881
)
Note:
⁽¹⁾Represents the net interest settlements on derivatives in fair value hedge relationships presented in the interest income/expense line item of the respective hedged item. These amounts do not include $0.9 million and $4.5 million for the second quarter 2015 and 2014, respectively, and $2.9 million and $8.0 million for the six months ended June 30, 2015 and 2014, respectively, of amortization/accretion of the basis adjustment related to discontinued fair value hedging relationships.

The Bank had no active cash flow hedging relationships during the first six months of 2015 or 2014.

Managing Credit Risk on Derivatives. The Bank is subject to credit risk due to the risk of nonperformance by counterparties to its derivative transactions. The Bank manages counterparty credit risk through credit analysis, collateral requirements, and adherence to the requirements set forth in its policies, U.S. Commodity Futures Trading Commission regulations, and Finance Agency regulations. For bilateral derivatives, the degree of credit risk depends on the extent to which netting arrangements are included in such contracts to mitigate the risk. The Bank requires collateral agreements with collateral delivery thresholds on all bilateral derivatives.

For cleared derivatives, the Clearing Houses are the Bank's counterparties. The Clearing House notifies the clearing agent of the required initial and variation margin and the clearing agent notifies the FHLBank of the required initial and variation margin. The requirement that the Bank post initial and variation margin through the clearing agent, on behalf of the Clearing Houses, exposes the Bank to institutional credit risk in the event that the clearing agent or the Clearing Houses fail to meet their respective obligations. Initial margin is the amount calculated based on anticipated exposure to future changes in the value of a swap and protects the Clearing Houses from market risk in the event of default by one of their respective clearing agents. Variation margin is the amount calculated to cover the current exposure arising from changes in the market value of the position since the trade was executed or the previous time the position was marked to market. The use of cleared derivatives is intended to mitigate credit risk exposure because a central counterparty is substituted for individual counterparties and collateral is posted daily, through a clearing agent, for changes in the value of cleared derivatives. The Bank has analyzed the enforceability of offsetting rights incorporated in its cleared derivative transactions and determined that the exercise of those offsetting rights by a non-defaulting party under these transactions should be upheld under applicable law upon an event of default including a bankruptcy, insolvency or similar proceeding involving the Clearing Houses or the Bank’s clearing agent, or both. Based on this analysis, the Bank presents a net derivative receivable or payable for all of its transactions through a particular clearing agent with a particular Clearing House.

Based on credit analyses and collateral requirements, the Bank does not anticipate credit losses related to its derivative agreements. See Note 13 - Estimated Fair Values for discussion regarding the Bank's fair value methodology for derivative assets and liabilities, including an evaluation of the potential for the fair value of these instruments to be affected by counterparty credit risk.

Generally, the Bank’s ISDA agreements for bilateral derivatives contain provisions that require the Bank to post additional collateral with its counterparties if there is deterioration in the Bank's credit rating and the net liability position exceeds the relevant threshold. If the Bank’s credit rating is lowered by a major credit rating agency, the Bank would be required to deliver additional collateral on bilateral derivative instruments in net liability positions. The aggregate fair value of all bilateral derivative instruments with credit-risk related contingent features that were in a net liability position (before cash collateral and related accrued interest) at June 30, 2015 was $159.6 million, for which the Bank has posted cash collateral with a fair value of approximately $97.4 million. If the Bank’s credit rating had been lowered one notch (i.e., from its current rating to the next lower rating), the Bank would have been required to deliver up to an additional $21.1 million of collateral to its derivative counterparties at June 30, 2015.

For cleared derivatives, the Clearing House determines initial margin requirements and generally credit ratings are not factored into the initial margin. However, clearing agents may require additional initial margin to be posted based on credit considerations, including but not limited to credit rating downgrades. The Bank was not required to post additional initial margin by its clearing agents at June 30, 2015.

Offsetting of Derivative Assets and Derivative Liabilities. The Bank presents derivative instruments, related cash collateral, including initial and variation margin, received or pledged and associated accrued interest on a net basis by clearing agent and/or by counterparty when it has met the netting requirements. The following tables present separately the fair value of derivative instruments meeting or not meeting netting requirements, including the related collateral received from or pledged to counterparties.

Derivative Assets
(in thousands)

June 30, 2015

December 31, 2014
Derivative instruments meeting netting requirements:

Gross recognized amount:

         Bilateral derivatives

$
67,039

$
102,570

      Cleared derivatives

54,769

8,768

Total gross recognized amount

121,808

111,338

Gross amounts of netting adjustments and cash collateral:

          Bilateral derivatives

(65,288
)

(96,286
)
       Cleared derivatives

7,155

20,731

  Total gross amounts of netting adjustments and cash collateral

(58,133
)

(75,555
)
Net amounts after netting adjustments:

         Bilateral derivatives

1,751

6,284

       Cleared derivatives

61,924

29,499

Total net amounts after netting adjustments

63,675

35,783

Derivative instruments not meeting netting requirements: ⁽¹⁾

     Bilateral derivatives

477

434

     Cleared derivatives

—

—

     Derivative instruments not meeting netting requirements

477

434

Total derivative assets

         Bilateral derivatives

2,228

6,718

       Cleared derivatives

61,924

29,499

Total derivative assets as reported in the Statement of Condition

64,152

36,217

Non-cash collateral received or pledged not offset:

  Can be sold or repledged

     Bilateral derivatives

—

(636
)
     Cleared derivatives

—

—

Non-cash Collateral received or pledged - Can be sold or repledged

—

(636
)
Net unsecured amount:

     Bilateral derivatives

2,228

6,082

     Cleared derivatives

61,924

29,499

Total net unsecured amount

$
64,152

$
35,581

Derivative Liabilities
(in thousands)

June 30, 2015

December 31, 2014
Derivative instruments meeting netting requirements:

Gross recognized amount:

         Bilateral derivatives

$
223,521

$
283,979

      Cleared derivatives

161,003

183,706

     Total gross recognized amount

384,524

467,685

Gross amounts of netting adjustments and cash collateral:

          Bilateral derivatives

(160,146
)

(225,015
)
       Cleared derivatives

(161,003
)

(183,706
)
    Total gross amounts of netting adjustments and cash collateral

(321,149
)

(408,721
)
Net amounts after netting adjustments:

         Bilateral derivatives

63,375

58,964

       Cleared derivatives

—

—

     Total net amounts after offsetting adjustments

63,375

58,964

Total derivative liabilities

          Bilateral derivatives

63,375

58,964

       Cleared derivatives

—

—

Total derivative liabilities as reported in the Statement of Condition

63,375

58,964

Net unsecured amount:

     Bilateral derivatives

63,375

58,964

Net unsecured amount

$
63,375

$
58,964

Notes:
⁽¹⁾Represents derivatives that are not subject to an enforceable netting agreement (e.g., mortgage delivery commitments and certain interest-rate futures or forwards).

X

- References
No definition available.
+ Details

Name: us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6441202&loc=d3e80720-113993

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41620-113959

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4B

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579240-113959

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4D

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624177-113959

Reference 7: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80784-113994

Reference 8: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41641-113959

Reference 9: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1A

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579245-113959

Reference 10: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4H

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624258-113959

Reference 11: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994

Reference 12: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4K

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5708775-113959

Reference 13: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4J

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5708773-113959

Reference 14: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4A

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5618551-113959

Reference 15: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1B

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5580258-113959

Reference 16: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4E

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624181-113959

Reference 17: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 25

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

Reference 18: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41638-113959

Reference 19: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.4-08.(n))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690

+ Details

Name: us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 75 R80.htm IDEA: XBRL DOCUMENT v3.2.0.727

Capital (Dividends and Retained Earnings) (Details) - USD ($)
$ in Thousands
6 Months Ended

Jul. 31, 2015

Apr. 30, 2015

Jun. 30, 2015

Dec. 31, 2014

Capital [Line Items]

Capital stock $ 3,425,159 $ 3,040,976

Joint Capital Enhancement Agreement Percentage 20.00%

Percent of Average Balance of Outstanding Consolidated Obligations Required per the Joint Capital Enhancement Agreement For Each Previous Quarter 1.00%

Retained Earnings (Accumulated Deficit) $ 854,830 837,547

Unrestricted 713,242 726,309

Restricted 141,588 111,238

Subclass B1 [Member]

Capital [Line Items]

Capital stock 329,600 290,400

Dividends, Per Share, Cash, Annualized Rate 3.00%

Subclass B1 [Member] | Dividend Paid [Member]

Capital [Line Items]

Dividends, Per Share, Cash, Annualized Rate 3.00%

Subclass B2 [Member]

Capital [Line Items]

Capital stock $ 3,096,000 $ 2,751,000

Dividends, Per Share, Cash, Annualized Rate 5.00%

Subclass B2 [Member] | Dividend Paid [Member]

Capital [Line Items]

Dividends, Per Share, Cash, Annualized Rate 5.00%

X

- Definition
Capital [Line Items]
+ References
No definition available.
+ Details

Name: fhlbpgh_CapitalLineItems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Dividends Per Share,Cash, Annualized Rate
+ References
No definition available.
+ Details

Name: fhlbpgh_DividendsPerShareCashAnnualizedRate

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: duration

X

- Definition
Represents percentage of net income each FHLBank will contribute to a restricted retained earnings account until the balance of that account equals at least one percent of FHLBank's average balance of outstanding consolidated obligations.
+ References
No definition available.
+ Details

Name: fhlbpgh_JointCapitalEnhancementAgreementPercentage

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: duration

X

- Definition
Represents the percentage of Federal Home Loan Bank's (FHLBank's) average balance of outstanding consolidated obligations necessary to equal the restricted retained earnings minimum.
+ References
No definition available.
+ Details

Name: fhlbpgh_PercentOfAverageBalanceOfOutstandingConsolidatedObligationsRequiredPerJointCapitalEnhancementAgreementForEachPreviousQuarter

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: duration

X

- Definition
Value of shares of other common stock instruments held by shareholders, such as exchangeable shares. May be all or portion of the number of common shares authorized.
+ References
No definition available.
+ Details

Name: us-gaap_CommonStockOtherValueOutstanding

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
The cumulative amount of the reporting entity's undistributed earnings or deficit.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.31(a)(3))

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Article 3

+ Details

Name: us-gaap_RetainedEarningsAccumulatedDeficit

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
A segregation of retained earnings which is unavailable for dividend distribution. Includes also retained earnings appropriated for loss contingencies.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 944

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-03.23(4))

-URI http://asc.fasb.org/extlink&oid=6879938&loc=d3e572229-122910

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 45

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=6403732&loc=d3e21346-112643

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.30(a)(3)(i))

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 45

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=6403732&loc=d3e21332-112643

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

-Paragraph 24

-Subparagraph a(4)

-Article 7

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 31

-Article 5

+ Details

Name: us-gaap_RetainedEarningsAppropriated

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
A segregation of retained earnings which is available for dividend distribution. Earnings not paid out as dividends but instead reinvested in the core business or used to pay off debt. Unappropriated profit is part of shareholder equity. Also called cumulative distributions or earned surplus or accumulated earnings or unappropriated profit.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.30(a)(3)(ii))

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 944

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-03.23(4))

-URI http://asc.fasb.org/extlink&oid=6879938&loc=d3e572229-122910

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 31

-Article 5

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

-Paragraph 24

-Subparagraph a(4)

-Article 7

+ Details

Name: us-gaap_RetainedEarningsUnappropriated

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Details

Name: us-gaap_StatementClassOfStockAxis=fhlbpgh_SubclassB1Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_SubsequentEventTypeAxis=us-gaap_DividendPaidMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_StatementClassOfStockAxis=fhlbpgh_SubclassB2Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 76 R4.htm IDEA: XBRL DOCUMENT v3.2.0.727

Statements of Condition - Class of Stock [Domain] - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

ASSETS

Cash and due from banks $ 5,377,254 $ 2,451,131

Interest-bearing deposits 6,485 6,782

Federal funds sold 2,810,000 4,585,000

Investment securities

Trading securities (Note 2) 369,976 281,016

AFS securities at fair value (Note 3) 7,858,609 8,408,835

HTM securities; fair value of $2,906,101 and $3,286,547 respectively (Note 4) 2,869,192 3,246,788

Total investment securities 11,097,777 11,936,639

Advances, net (Note 6) 71,489,152 63,408,355

Mortgage loans held for portfolio (Note 7), net of allowance for credit losses of $6,300 and $7,260 respectively (Note 8) 3,052,971 3,123,334

Banking on Business (BOB) loans, net of allowance for credit losses of $1,758 and $1,840, respectively (Note 8) 11,022 11,567

Accrued interest receivable 93,983 86,109

Property, software and equipment, net 10,390 10,446

Derivative assets (Note 9) 64,152 36,217

Other assets 26,264 21,496

Total assets 94,039,450 85,677,076

Deposits

Interest-bearing 629,258 601,454

Noninterest-bearing 41,100 39,726

Total Deposits 670,358 641,180

Consolidated obligations, net: (Note 10)

Discount notes 41,061,124 37,058,118

Bonds 47,552,947 43,714,510

Total consolidated Obligations, net 88,614,071 80,772,628

Mandatory redeemable capital stock (Note 11) 562 586

Accrued interest payable 103,761 103,151

AHP payable 67,656 55,997

Derivative liabilities (Note 9) 63,375 58,964

Other liabilities 127,561 41,614

Total liabilities $ 89,647,344 $ 81,674,120

Commitments and Contingencies ( Note 14)

Capital (Note 11)

Capital stock - putable ($100 par value) issued and outstanding 34,252 and 30,410 shares $ 3,425,159 $ 3,040,976

Retained earnings:

Unrestricted 713,242 726,309

Restricted 141,588 111,238

Total retained earnings 854,830 837,547

Accumulated other comprehensive income (AOCI) 112,117 124,433

Total capital 4,392,106 4,002,956

Total liabilities and capital $ 94,039,450 $ 85,677,076

X

- Definition
Reflects the aggregate carrying amount of all loans made in connection with the Banking on Business program targeting small businesses, net of allowance on such loans
+ References
No definition available.
+ Details

Name: fhlbpgh_Otherassetsbankingonbusinessloansfederalhomeloanbanksnet

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of accumulated increase (decrease) in equity from transactions and other events and circumstances from non-owner sources, before Federal Home Loan Bank (FHLBank) assessments. Excludes net income (loss), and accumulated changes in equity from transactions resulting from investments by owners (distributions to owners). Includes, but is not limited to, foreign currency translation, certain pension adjustments, unrealized gain (loss) on certain investments in debt and equity securities, other than temporary impairment (OTTI) loss related to factors other than credit loss on available-for-sale and held-to-maturity debt securities, and increase (decrease) in the fair value of derivatives related to the effective portion of a designated cash flow hedge.
+ References
No definition available.
+ Details

Name: us-gaap_AccumulatedOtherComprehensiveIncomeLossBeforeFederalHomeLoanBankAssessments

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of obligation related to Affordable Housing Program (AHP) assessments required by the Federal Home Loan Bank Act of 1932.
+ References
No definition available.
+ Details

Name: us-gaap_AffordableHousingProgramObligation

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Sum of the carrying amounts as of the balance sheet date of all assets that are recognized. Assets are probable future economic benefits obtained or controlled by an entity as a result of past transactions or events.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.18)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

-Paragraph 12

-Article 7

+ Details

Name: us-gaap_Assets

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_AssetsAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of investment in debt and equity securities categorized neither as held-to-maturity nor trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 25

-Paragraph 1

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (aa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26610-111562

+ Details

Name: us-gaap_AvailableForSaleSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
For banks and other depository institutions: Includes cash on hand (currency and coin), cash items in process of collection, noninterest bearing deposits due from other financial institutions (including corporate credit unions), and noninterest bearing balances with the Federal Reserve Banks, Federal Home Loan Banks and central banks.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Cash

-URI http://asc.fasb.org/extlink&oid=6506951

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Cash Equivalents

-URI http://asc.fasb.org/extlink&oid=6507016

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.1)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

-Paragraph 1, 2, 3

-Article 9

+ Details

Name: us-gaap_CashAndDueFromBanks

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Represents the caption on the face of the balance sheet to indicate that the entity has entered into (1) purchase or supply arrangements that will require expending a portion of its resources to meet the terms thereof, and (2) is exposed to potential losses or, less frequently, gains, arising from (a) possible claims against a company's resources due to future performance under contract terms, and (b) possible losses or likely gains from uncertainties that will ultimately be resolved when one or more future events that are deemed likely to occur do occur or fail to occur.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 944

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-03.(a),19)

-URI http://asc.fasb.org/extlink&oid=6879938&loc=d3e572229-122910

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 450

-SubTopic 20

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=25496072&loc=d3e14326-108349

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.17)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.25)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_CommitmentsAndContingencies

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Value of shares of other common stock instruments held by shareholders, such as exchangeable shares. May be all or portion of the number of common shares authorized.
+ References
No definition available.
+ Details

Name: us-gaap_CommonStockOtherValueOutstanding

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_DepositsAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The aggregate of all domestic interest-bearing and noninterest-bearing deposit liabilities.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.12)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_DepositsDomestic

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13495-108611

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313

+ Details

Name: us-gaap_DerivativeAssets

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13495-108611

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

+ Details

Name: us-gaap_DerivativeLiabilities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
The amount outstanding of funds lent to other depository institutions, securities brokers, or securities dealers in the form of Federal Funds sold; for example, immediately available funds lent under agreements or contracts that mature in one business day or roll over under a continuing contract, regardless of the nature of the transaction or the collateral involved, excluding overnight lending for commercial and industrial purposes. Also include Federal Funds sold under agreements to resell on a gross basis, excluding (1) sales of term Federal Funds, (2) due bills representing purchases of securities or other assets by the reporting bank that have not yet been delivered and similar instruments, (3) resale agreements that mature in more than one business day involving assets other than securities, and (4) yield maintenance dollar repurchase agreements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.3)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_FederalFundsSold

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of Federal Home Loan Bank (FHLBank) advances to member financial institutions.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvances

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of joint and several obligations consisting of consolidated obligation bonds and discount notes issued by Federal Home Loan Banks (FHLBanks).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankConsolidatedObligations

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankConsolidatedObligationsAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of joint and several obligations consisting of bonds issued by Federal Home Loan Banks (FHLBanks).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankConsolidatedObligationsBonds

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of joint and several obligations consisting of discount notes issued by Federal Home Loan Banks (FHLBanks).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankConsolidatedObligationsDiscountNotes

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount after other than temporary impairment (OTTI) accretion, of investments in debt securities classified as held-to-maturity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 25

-Paragraph 1

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (f)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 944

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-03.1)

-URI http://asc.fasb.org/extlink&oid=6879938&loc=d3e572229-122910

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.6)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_HeldToMaturitySecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Total amount of interest-bearing domestic deposit liabilities, which may include brokered, retail, demand, checking, notice of withdrawal, money market and other interest-bearing deposits.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.12)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_InterestBearingDepositLiabilitiesDomestic

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
For banks and other depository institutions (including Federal Reserve Banks, if applicable): Interest-bearing deposits in other financial institutions for relatively short periods of time including, for example, certificates of deposits, which are presented separately from cash on the balance sheet.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.2)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section 45

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=6476743&loc=d3e59706-112781

+ Details

Name: us-gaap_InterestBearingDepositsInBanks

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of interest payable on debt, including, but not limited to, trade payables.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.15(5))

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 944

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-03.15(a))

-URI http://asc.fasb.org/extlink&oid=6879938&loc=d3e572229-122910

+ Details

Name: us-gaap_InterestPayableCurrentAndNoncurrent

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Carrying amount as of the balance sheet date of interest earned but not received. Also called accrued interest or accrued interest receivable.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.8)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_InterestReceivable

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Sum of the carrying amounts as of the balance sheet date of all liabilities that are recognized. Liabilities are probable future sacrifices of economic benefits arising from present obligations of an entity to transfer assets or provide services to other entities in the future.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.19-26)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_Liabilities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of liabilities and equity items, including the portion of equity attributable to noncontrolling interests, if any.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.32)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

-Paragraph 25

-Article 7

+ Details

Name: us-gaap_LiabilitiesAndStockholdersEquity

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount after allowance and deduction of deferred interest and fees, unamortized costs and premiums and discounts from face amounts, of loans and leases held in portfolio, including but not limited to, commercial and consumer loans. Excludes loans and leases covered under loss sharing agreements and loans held for sale.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 45

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=28367877&loc=d3e4428-111522

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.7)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_LoansAndLeasesReceivableNetReportedAmount

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Total debt and equity financial instruments including: (1) securities held-to-maturity, (2) trading securities, and (3) securities available-for-sale.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27161-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.4)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_MarketableSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_MarketableSecuritiesAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of domestic noninterest-bearing deposits held by the entity, which may include demand deposits, checking, brokered and retail deposits.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.12)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_NoninterestBearingDepositLiabilitiesDomestic

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
The aggregate carrying amounts, as of the balance sheet date, of assets not separately disclosed in the balance sheet.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.17)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

-Paragraph 10

-Article 7

+ Details

Name: us-gaap_OtherAssets

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
The aggregate carrying amount, as of the balance sheet date, of liabilities not separately disclosed in the balance sheet.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.15)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_OtherLiabilities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount after accumulated depreciation, depletion and amortization of physical assets used in the normal conduct of business to produce goods and services and not intended for resale. Examples include, but are not limited to, land, buildings, machinery and equipment, office equipment, and furniture and fixtures.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.13)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 360

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6391035&loc=d3e2868-110229

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 13

-Subparagraph a

-Article 5

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

-Paragraph 8

-Article 7

+ Details

Name: us-gaap_PropertyPlantAndEquipmentNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
The cumulative amount of the reporting entity's undistributed earnings or deficit.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.31(a)(3))

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Article 3

+ Details

Name: us-gaap_RetainedEarningsAccumulatedDeficit

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_RetainedEarningsAccumulatedDeficitAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
A segregation of retained earnings which is unavailable for dividend distribution. Includes also retained earnings appropriated for loss contingencies.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 944

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-03.23(4))

-URI http://asc.fasb.org/extlink&oid=6879938&loc=d3e572229-122910

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 45

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=6403732&loc=d3e21346-112643

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.30(a)(3)(i))

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 45

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=6403732&loc=d3e21332-112643

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

-Paragraph 24

-Subparagraph a(4)

-Article 7

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 31

-Article 5

+ Details

Name: us-gaap_RetainedEarningsAppropriated

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
A segregation of retained earnings which is available for dividend distribution. Earnings not paid out as dividends but instead reinvested in the core business or used to pay off debt. Unappropriated profit is part of shareholder equity. Also called cumulative distributions or earned surplus or accumulated earnings or unappropriated profit.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.30(a)(3)(ii))

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 944

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-03.23(4))

-URI http://asc.fasb.org/extlink&oid=6879938&loc=d3e572229-122910

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 31

-Article 5

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 03

-Paragraph 24

-Subparagraph a(4)

-Article 7

+ Details

Name: us-gaap_RetainedEarningsUnappropriated

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount that would be paid, determined under the conditions specified in the contract, if the holder of the share has the right to redeem the shares.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 480

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=6940734&loc=d3e22047-110879

+ Details

Name: us-gaap_SharesSubjectToMandatoryRedemptionSettlementTermsAmount

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Total of all stockholders' equity (deficit) items, net of receivables from officers, directors, owners, and affiliates of the entity which are attributable to the parent. The amount of the economic entity's stockholders' equity attributable to the parent excludes the amount of stockholders' equity which is allocable to that ownership interest in subsidiary equity which is not attributable to the parent (noncontrolling interest, minority interest). This excludes temporary equity and is sometimes called permanent equity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section S99

-Paragraph 2

-Subparagraph (SAB TOPIC 4.E)

-URI http://asc.fasb.org/extlink&oid=27010918&loc=d3e74512-122707

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.29-31)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Staff Accounting Bulletin (SAB)

-Number Topic 4

-Section E

+ Details

Name: us-gaap_StockholdersEquity

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_StockholdersEquityAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of investments in debt and equity securities and other forms of securities that provide ownership interests classified as trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26626-111562

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.4)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26610-111562

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Trading Securities

-URI http://asc.fasb.org/extlink&oid=6526789

+ Details

Name: us-gaap_TradingSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

XML 77 R12.htm IDEA: XBRL DOCUMENT v3.2.0.727

Available-for-Sale (AFS) Securities
6 Months Ended

Jun. 30, 2015

Available-for-sale Securities [Abstract]

Available-for-Sale (AFS) Securities
Available-for-Sale (AFS) Securities

The following tables present AFS securities as of June 30, 2015 and December 31, 2014.

June 30, 2015
(in thousands)
Amortized Cost ⁽¹⁾

OTTI Recognized in AOCI ⁽²⁾

Gross Unrealized Gains

Gross Unrealized Losses

Fair Value
Non-MBS:

Mutual funds
$
1,993

$
—

$
5

$
—

$
1,998

GSE and TVA obligations
3,011,630

—

18,417

(2,200
)

3,027,847

State or local agency obligations
93,068

—

174

(3,157
)

90,085

Total non-MBS
$
3,106,691

$
—

$
18,596

$
(5,357
)

$
3,119,930

MBS:

Other U.S. obligations single family MBS
$
298,284

$
—

$
494

$
(53
)

$
298,725

GSE single-family MBS
2,658,980

—

12,882

(4,528
)

2,667,334

GSE multifamily MBS
845,816

—

10,477

(2,069
)

854,224

Private label MBS:

Private label residential MBS
825,915

(3,047
)

85,305

(248
)

907,925

HELOCs
8,480

(1
)

1,992

—

10,471

Total private label MBS
834,395

(3,048
)

87,297

(248
)

918,396

Total MBS
$
4,637,475

$
(3,048
)

$
111,150

$
(6,898
)

$
4,738,679

Total AFS securities
$
7,744,166

$
(3,048
)

$
129,746

$
(12,255
)

$
7,858,609

December 31, 2014
(in thousands)
Amortized Cost ⁽¹⁾

OTTI Recognized in AOCI ⁽²⁾

Gross Unrealized Gains

Gross Unrealized Losses

Fair Value
Non-MBS:

Mutual funds
$
1,993

$
—

$
5

$
—

$
1,998

GSE and TVA obligations
3,221,543

—

17,661

(5,501
)

3,233,703

State or local agency obligations
98,616

—

752

(384
)

98,984

Total non-MBS
$
3,322,152

$
—

$
18,418

$
(5,885
)

$
3,334,685

MBS:

Other U.S. obligations single family MBS
$
328,787

$
—

$
592

$
—

$
329,379

GSE single-family MBS
2,869,855

—

16,433

(4,126
)

2,882,162

GSE multifamily MBS
872,509

—

9,511

(2,193
)

879,827

Private label MBS:

Private label residential MBS
879,376

(863
)

92,860

(290
)

971,083

HELOCs
9,245

—

2,454

—

11,699

Total private label MBS
888,621

(863
)

95,314

(290
)

982,782

Total MBS
$
4,959,772

$
(863
)

$
121,850

$
(6,609
)

$
5,074,150

Total AFS securities
$
8,281,924

$
(863
)

$
140,268

$
(12,494
)

$
8,408,835

Notes:
⁽¹⁾ Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, previous OTTI recognized in earnings, and/or fair value hedge accounting adjustments.
⁽²⁾ Represents the non-credit portion of an OTTI recognized during the life of the security.

The Bank has established a Rabbi trust to secure a portion of the benefits under its supplemental retirement plan. The Rabbi trust assets are invested in mutual funds as disclosed above. These obligations were $7.3 million and $7.0 million at June 30, 2015 and December 31, 2014, respectively, and are included in Other liabilities in the Statement of Condition.

As of June 30, 2015, the amortized cost of the Bank’s MBS classified as AFS included net purchased discounts of $8.6 million, credit losses of $212.6 million and OTTI-related accretion adjustments of $21.9 million. As of December 31, 2014, these amounts were $9.5 million, $222.5 million and $11.7 million, respectively.

The following table presents a reconciliation of the AFS OTTI loss recognized through AOCI to the total net non-credit portion of OTTI gains on AFS securities in AOCI as of June 30, 2015 and December 31, 2014.
(in thousands)
June 30, 2015
December 31, 2014
Non-credit portion of OTTI losses
$
(3,048
)
$
(863
)
Net unrealized gains on OTTI securities since their last OTTI credit charge
87,298

95,314

Net non-credit portion of OTTI gains on AFS securities in AOCI
$
84,250

$
94,451

The following tables summarize the AFS securities with unrealized losses as of June 30, 2015 and December 31, 2014. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position.

June 30, 2015

Less than 12 Months

Greater than 12 Months

Total
(in thousands)
Fair Value

Unrealized Losses

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses ⁽¹⁾
Non-MBS:

GSE and TVA obligations
$
1,045,729

$
(1,873
)

$
303,697

$
(327
)

$
1,349,426

$
(2,200
)
State or local agency obligations
76,543

(2,997
)

3,840

(160
)

80,383

(3,157
)
Total non-MBS
$
1,122,272

$
(4,870
)

$
307,537

$
(487
)

$
1,429,809

$
(5,357
)
MBS:

Other U.S. obligations single family MBS
$
104,779

$
(53
)

$
—

$
—

$
104,779

$
(53
)
GSE single-family MBS
202,168

(272
)

198,889

(4,256
)

401,057

(4,528
)
GSE multifamily MBS
209,998

(2,069
)

—

—

209,998

(2,069
)
Private label:

Private label residential MBS
58,002

(2,844
)

17,001

(451
)

75,003

(3,295
)
HELOCs
1,368

(1
)

—

—

1,368

(1
)
Total private label MBS
59,370

(2,845
)

17,001

(451
)

76,371

(3,296
)
Total MBS
$
576,315

$
(5,239
)

$
215,890

$
(4,707
)

$
792,205

$
(9,946
)
Total
$
1,698,587

$
(10,109
)

$
523,427

$
(5,194
)

$
2,222,014

$
(15,303
)

December 31, 2014

Less than 12 Months

Greater than 12 Months

Total
(in thousands)

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses ⁽¹⁾
Non-MBS:

GSE and TVA obligations

$
1,783,202

$
(4,380
)

$
322,691

$
(1,121
)

$
2,105,893

$
(5,501
)
State or local agency obligations

1,576

(14
)

11,385

(370
)

12,961

(384
)
Total non-MBS

$
1,784,778

$
(4,394
)

$
334,076

$
(1,491
)

$
2,118,854

$
(5,885
)
MBS:

GSE single-family MBS

$
19,405

$
(3
)

$
228,257

$
(4,123
)

$
247,662

$
(4,126
)
GSE multifamily MBS

15,322

(104
)

185,153

(2,089
)

200,475

(2,193
)
Private label residential MBS

58,553

(191
)

49,383

(962
)

107,936

(1,153
)
Total MBS

$
93,280

$
(298
)

$
462,793

$
(7,174
)

$
556,073

$
(7,472
)
Total

$
1,878,058

$
(4,692
)

$
796,869

$
(8,665
)

$
2,674,927

$
(13,357
)
Note:
⁽¹⁾Total unrealized losses equal the sum of “OTTI Recognized in AOCI” and “Gross Unrealized Losses” in the first two tables of this Note 3.

Securities Transferred.  The Bank may transfer investment securities from HTM to AFS when an OTTI credit loss has been recorded on the security. The Bank believes that a credit loss constitutes evidence of a significant decline in the issuer’s creditworthiness. The Bank transfers these securities to increase its flexibility to sell the securities if management determines it is prudent to do so. Refer to description in Note 4 - Held-to-Maturity Securities. The Bank transferred one private label MBS from HTM to AFS during the second quarter of 2015, which is the period in which an OTTI credit loss was recorded on the security. The amortized cost, OTTI recognized in OCI, and the fair value of the security transferred were $4.4 million, $(1.0) million, and $3.4 million, respectively. There were no other transfers during the first six months of 2015, and there were no transfers during the first six months of 2014.

Redemption Terms. The amortized cost and fair value of AFS securities by contractual maturity as of June 30, 2015 and December 31, 2014 are presented below. Expected maturities of some securities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.
(in thousands)

June 30, 2015

December 31, 2014
Year of Maturity

Amortized Cost

Fair Value

Amortized Cost

Fair Value
Due in one year or less

$
195,992

$
195,972

$
301,985

$
302,087

Due after one year through five years

1,647,989

1,648,029

2,058,695

2,054,517

Due after five years through ten years

683,528

699,385

662,805

676,064

Due in more than ten years

579,182

576,544

298,667

302,017

AFS securities excluding MBS

3,106,691

3,119,930

3,322,152

3,334,685

MBS

4,637,475

4,738,679

4,959,772

5,074,150

Total AFS securities

$
7,744,166

$
7,858,609

$
8,281,924

$
8,408,835

Interest Rate Payment Terms.  The following table details interest payment terms at June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Amortized cost of AFS securities other than MBS:

Fixed-rate

$
2,922,021

$
2,902,430

Variable-rate

184,670

419,722

Total non-MBS

$
3,106,691

$
3,322,152

Amortized cost of AFS MBS:

Fixed-rate

$
1,719,243

$
2,002,208

Variable-rate

2,918,232

2,957,564

Total MBS

$
4,637,475

$
4,959,772

Total amortized cost of AFS securities

$
7,744,166

$
8,281,924

Note: Certain MBS have a fixed-rate component for a specified period of time, then have a rate reset on a given date. Examples of this type of instrument would include securities supported by underlying 3/1, 5/1, 7/1 and 10/1 hybrid ARMs. In addition, certain of these securities may have a provision within the structure that permits the fixed-rate to be adjusted for items such as prepayment, defaults and loan modification. For purposes of the table above, these securities are reported as fixed-rate until the rate reset date is hit. At that point, the security is then considered to be variable-rate.

X

- Definition
This item represents the entire disclosure related to available-for-sale securities which consist of all investments in certain debt and equity securities neither classified as trading or held-to-maturity securities. A debt security represents a creditor relationship with an enterprise. Debt securities include, among other items, US Treasury securities, US government securities, municipal securities, corporate bonds, convertible debt, commercial paper, and all securitized debt instruments. An equity security represents an ownership interest in an enterprise or the right to acquire or dispose of an ownership interest in an enterprise at fixed or determinable prices. Equity securities include, among other things, common stock, certain preferred stock, warrant rights, call options, and put options, but do not include convertible debt.
+ References
No definition available.
+ Details

Name: fhlbpgh_AvailableForSaleSecuritiesDisclosureTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_AvailableForSaleSecuritiesAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

XML 78 R11.htm IDEA: XBRL DOCUMENT v3.2.0.727

Trading Securities
6 Months Ended

Jun. 30, 2015

Trading Securities [Abstract]

Trading Securities
Trading Securities

The following table presents trading securities as of June 30, 2015 and December 31, 2014.
(in thousands)
June 30, 2015
December 31, 2014
Non-MBS:

Mutual funds
$
5,239

$
4,721

GSE and Tennessee Valley Authority (TVA) obligations
364,737

276,295

Total
$
369,976

$
281,016

The mutual funds are held in a Rabbi trust to generate returns that seek to offset changes in liabilities related to market risk of certain deferred compensation agreements. These deferred compensation liabilities were $5.3 million and $4.9 million at June 30, 2015 and December 31, 2014, respectively, and are included in Other liabilities in the Statement of Condition.

The following table presents net gains (losses) on trading securities for the second quarter and the first six months of 2015 and 2014.

Three months ended June 30,

Six months ended June 30,
(in thousands)
2015
2014

2015
2014
Net unrealized gains (losses) on trading securities held at period-end
$
(10,133
)
$
6,789

$
(3,356
)
$
16,495

Net realized gains on securities sold/matured during the period
—

—

—

86

Net gains (losses) on trading securities
$
(10,133
)
$
6,789

$
(3,356
)
$
16,581

X

- Definition
This item represents the entire disclosure related to trading securities (and certain trading assets) which consist of all investments in certain debt and equity securities (and other assets) that are bought and held principally for the purpose of selling them in the near term (thus held for only a short period of time) or for which an entity has elected the fair value option. Trading generally reflects active and frequent buying and selling, and trading securities are generally used with the objective of generating profits on short-term differences in price, but this category of investments may also include items which are not intended to be sold in the near term or for which the fair value option has been elected.
+ References
No definition available.
+ Details

Name: fhlbpgh_TradingSecuritiesAndCertainTradingAssetsDisclosureTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_TradingSecuritiesAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

XML 79 R23.htm IDEA: XBRL DOCUMENT v3.2.0.727

Commitments and Contingencies
6 Months Ended

Jun. 30, 2015

Commitments and Contingencies Disclosure [Abstract]

Commitments and Contingencies
Commitments and Contingencies

The following table presents the Bank's various off-balance sheet commitments which are described in detail below.
(in thousands)
June 30, 2015

December 31, 2014

Notional amount
Expiration Date Within One Year
Expiration Date After One Year
Total

Total
Standby letters of credit outstanding ^{(1) (2)}
$
20,487,833

$
—

$
20,487,833

$
19,942,125

Commitments to fund additional advances and BOB loans
123,621

75,000

198,621

21,124

Commitments to fund or purchase mortgage loans
23,337

—

23,337

18,308

Unsettled consolidated obligation bonds, at par ⁽³⁾
535,450

—

535,450

95,530

Unsettled consolidated obligation discount notes, at par
320,000

—

320,000

500,000

Notes:
⁽¹⁾ Excludes approved requests to issue future standby letters of credit of $204.0 million and $146.8 million at June 30, 2015 and December 31, 2014, respectively.
⁽²⁾$5.8 billion of these letters of credit have annual renewal language that, as long as both parties agree, permit the letter of credit to be renewed for an additional year with a maximum renewal period of 5 years.
⁽³⁾ Includes $487.0 million and $83.1 million of consolidated obligation bonds which were hedged with associated interest rate swaps at June 30, 2015 and December 31, 2014, respectively.

Commitments to Extend Credit on Standby Letters of Credit, Additional Advances and BOB Loans. Standby letters of credit are issued on behalf of members for a fee. A standby letter of credit is a financing arrangement between the Bank and its member. If the Bank is required to make payment for a beneficiary’s draw, these amounts are withdrawn from the member’s Demand Deposit Account (DDA). Any remaining amounts not covered by the withdrawal from the member’s DDA are converted into a collateralized advance.

Unearned fees related to standby letters of credit are recorded in other liabilities and had a balance of $4.0 million and $4.8 million as of June 30, 2015 and December 31, 2014, respectively. The Bank monitors the creditworthiness of its standby letters of credit based on an evaluation of the member. The Bank has established parameters for the review, assessment, monitoring and measurement of credit risk related to these standby letters of credit.

Based on management’s credit analyses, collateral requirements, and adherence to the requirements set forth in Bank policy and Finance Agency regulations, the Bank has not recorded any additional liability on these commitments and standby letters of credit. Excluding BOB, commitments and standby letters of credit are collateralized at the time of issuance. The Bank records a liability with respect to BOB commitments, which is reflected in other liabilities on the Statements of Condition.

The Bank does not have any legally binding or unconditional unused lines of credit for advances at June 30, 2015 and December 31, 2014. However, within the Bank's Open RepoPlus advance product, there were conditional lines of credit outstanding of $7.4 billion at both June 30, 2015 and December 31, 2014.

Commitments to Fund or Purchase Mortgage Loans. The Bank may enter into commitments that unconditionally obligate the Bank to purchase mortgage loans under the MPF program. These delivery commitments are generally for periods not to exceed 45 days. Such commitments are recorded as derivatives.

Pledged Collateral. The Bank may pledge cash and securities, as collateral, related to derivatives. Refer to Note 9 - Derivatives and Hedging Activities for additional information about the Bank's pledged collateral and other credit-risk-related contingent features.

Legal Proceedings. The Bank is subject to legal proceedings arising in the normal course of business. The Bank would record an accrual for a loss contingency when it is probable that a loss has been incurred and the amount can be reasonably estimated. After consultation with legal counsel, management does not anticipate that the ultimate liability, if any, arising out of these matters will have a material effect on the Bank's financial condition, results of operations or cash flows.

Notes 6, 9, 10, 11, and 12 also discuss other commitments and contingencies.

X

- References
No definition available.
+ Details

Name: us-gaap_CommitmentsAndContingenciesDisclosureAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The entire disclosure for commitments and contingencies.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 20

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6449706&loc=d3e16207-108621

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 460

-SubTopic 10

-Section 50

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=51674963&loc=d3e12565-110249

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 450

-SubTopic 20

-Section 50

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=25496072&loc=d3e14435-108349

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.25)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 440

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6394976&loc=d3e25287-109308

+ Details

Name: us-gaap_CommitmentsAndContingenciesDisclosureTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 80 R19.htm IDEA: XBRL DOCUMENT v3.2.0.727

Consolidated Obligations
6 Months Ended

Jun. 30, 2015

Debt Disclosure [Abstract]

Consolidated Obligations
Consolidated Obligations

Consolidated obligations consist of consolidated bonds and discount notes. The Bank records as a liability its specific portion of consolidated obligations for which it is the primary obligor. Although the Bank is primarily liable for its portion of consolidated obligations, the Bank is also jointly and severally liable with the other ten FHLBanks for the payment of principal and interest on all consolidated obligations of each of the FHLBanks. The Finance Agency, at its discretion, may require any FHLBank to make principal or interest payments due on any consolidated obligations whether or not the consolidated obligation represents a primary liability of such FHLBank.
Although an FHLBank has never paid the principal or interest payments due on a consolidated obligation on behalf of another FHLBank, if one FHLBank is required to make such payments on behalf of another FHLBank, Finance Agency regulations provide that the paying FHLBank is entitled to reimbursement from the non-complying FHLBank for any payments made on its behalf and other associated costs including interest to be determined by the Finance Agency. However, if the Finance Agency determines that the non-complying FHLBank is unable to satisfy its repayment obligations, then the Finance Agency may allocate the outstanding liabilities of the non-complying FHLBank among the remaining FHLBanks on a pro rata basis in proportion to each FHLBank’s participation in all consolidated obligations outstanding. The Finance Agency reserves the right to allocate the outstanding liabilities for the consolidated obligations among the FHLBanks in any other manner it may determine to ensure that the FHLBanks operate in a safe and sound manner. The par amount of the FHLBanks’ outstanding consolidated obligations were $852.8 billion and $847.2 billion at June 30, 2015 and December 31, 2014, respectively.
Additional detailed information regarding consolidated obligations including general terms and interest rate payment terms can be found in Note 14 to the audited financial statements in the Bank's 2014 Form 10-K.

The following table details interest rate payment terms for the Bank's consolidated obligation bonds as of June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Par value of consolidated bonds:

Fixed-rate

$
37,472,066

$
36,296,100

Step-up

3,040,000

3,116,000

Floating-rate

6,925,000

4,190,000

Conversion bonds - fixed to floating

10,000

—

Total par value

47,447,066

43,602,100

Bond premiums

131,412

147,824

Bond discounts

(9,707
)

(12,111
)
Hedging adjustments

(15,824
)

(23,303
)
Total book value

$
47,552,947

$
43,714,510

Maturity Terms. The following table presents a summary of the Bank’s consolidated obligation bonds outstanding by year of contractual maturity as of June 30, 2015 and December 31, 2014.

June 30, 2015

December 31, 2014
(dollars in thousands)
Year of Contractual Maturity

Amount

Weighted Average Interest Rate

Amount

Weighted Average Interest Rate
Due in 1 year or less

$
16,219,835

0.65
%

$
15,033,450

1.00
%
Due after 1 year through 2 years

10,781,985

1.20

9,316,860

1.42

Due after 2 years through 3 years

8,813,735

1.52

5,346,515

1.64

Due after 3 years through 4 years

2,338,620

1.53

4,709,300

1.50

Due after 4 years through 5 years

3,998,720

1.83

2,911,350

1.72

Thereafter

5,110,150

2.42

5,959,265

2.35

Index amortizing notes

184,021

4.72

325,360

4.14

Total par value

$
47,447,066

1.28
%

$
43,602,100

1.48
%

The following table presents the Bank’s consolidated obligation bonds outstanding between noncallable and callable as of June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Noncallable

$
33,664,066

$
30,388,100

Callable

13,783,000

13,214,000

Total par value

$
47,447,066

$
43,602,100

The following table presents consolidated obligation bonds outstanding by the earlier of contractual maturity or next call date as of June 30, 2015 and December 31, 2014.
(in thousands)
Year of Contractual Maturity or Next Call Date

June 30, 2015

December 31, 2014
Due in 1 year or less

$
29,892,835

$
28,232,450

Due after 1 year through 2 years

9,394,985

8,114,860

Due after 2 years through 3 years

4,691,735

3,551,515

Due after 3 years through 4 years

1,259,620

1,390,300

Due after 4 years through 5 years

1,118,720

1,028,350

Thereafter

905,150

959,265

Index amortizing notes

184,021

325,360

Total par value

$
47,447,066

$
43,602,100

Consolidated Obligation Discount Notes. Consolidated obligation discount notes are issued to raise short-term funds. Discount notes are consolidated obligations with original maturities up to one year. These notes are issued at less than their face amount and redeemed at par value when they mature. The following table details the Bank’s consolidated obligation discount notes as of June 30, 2015 and December 31, 2014.
(dollars in thousands)

June 30, 2015

December 31, 2014
Book value

$
41,061,124

$
37,058,118

Par value

41,069,968

37,065,745

Weighted average interest rate ⁽¹⁾

0.11
%

0.10
%

Note:
⁽¹⁾ Represents an implied rate.

X

- References
No definition available.
+ Details

Name: us-gaap_DebtDisclosureAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The entire disclosure for information about short-term and long-term debt arrangements, which includes amounts of borrowings under each line of credit, note payable, commercial paper issue, bonds indenture, debenture issue, own-share lending arrangements and any other contractual agreement to repay funds, and about the underlying arrangements, rationale for a classification as long-term, including repayment terms, interest rates, collateral provided, restrictions on use of assets and activities, whether or not in compliance with debt covenants, and other matters important to users of the financial statements, such as the effects of refinancing and noncompliance with debt covenants.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21475-112644

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.19,20,22)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_DebtDisclosureTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 81 R84.htm IDEA: XBRL DOCUMENT v3.2.0.727

Transactions with Related Parties (Transactions with Other FHLBanks) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Dec. 31, 2014

Related Party Transaction [Line Items]

Total MPF Loan Volume Purchased $ 192,739 $ 142,003

Principal Owner [Member]

Related Party Transaction [Line Items]

Total MPF Loan Volume Purchased $ 5,438 $ 432 6,845 1,321

FHLBank of Chicago [Member]

Related Party Transaction [Line Items]

Servicing fee expense 284 $ 242 552 $ 479

Interest-bearing deposits maintained with FHLBank of Chicago $ 6,485 $ 6,485 $ 6,782

X

- Definition
Amount of interest-bearing funds deposited into another Federal Home Loan Banks (FHLBanks).
+ References
No definition available.
+ Details

Name: us-gaap_DepositsWithOtherFederalHomeLoanBanks

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
The cash outflow associated with purchasing loans held for investment purposes during the period.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 13

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3213-108585

+ Details

Name: us-gaap_PaymentsToAcquireLoansHeldForInvestment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_RelatedPartyTransactionLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of revenue from servicing real estate mortgages, credit cards, and other financial assets held by others. Includes premiums received in lieu of regular servicing fees.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.13 (d))

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_ServicingFeesNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Details

Name: us-gaap_RelatedPartyTransactionsByRelatedPartyAxis=us-gaap_PrincipalOwnerMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_RelatedPartyTransactionsByRelatedPartyAxis=fhlbpgh_FhlbankOfChicagoMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 82 R15.htm IDEA: XBRL DOCUMENT v3.2.0.727

Advances
6 Months Ended

Jun. 30, 2015

Advances [Abstract]

Advances
Advances

General Terms. The Bank offers a wide range of fixed- and variable-rate advance products with different maturities, interest rates, payment characteristics and optionality. Fixed-rate advances generally have maturities ranging from one day to 30 years. Variable-rate advances generally have maturities ranging from less than 30 days to 10 years, where the interest rates reset periodically at a fixed spread to LIBOR or other specified indices.

At June 30, 2015 and December 31, 2014, the Bank had advances outstanding, including AHP advances, with interest rates ranging from 0.05% to 7.40%. AHP subsidized loans have interest rates ranging from 2.00% to 5.50%.

The following table details the Bank’s advances portfolio by year of contractual maturity as of June 30, 2015 and December 31, 2014.
(dollars in thousands)

June 30, 2015

December 31, 2014
Year of Contractual Maturity

Amount

Weighted Average Interest Rate

Amount

Weighted Average Interest Rate
Due in 1 year or less

$
30,291,091

0.51
%

$
29,380,685

0.42
%
Due after 1 year through 2 years

13,807,326

0.89

7,754,473

1.22

Due after 2 years through 3 years

16,628,328

0.93

12,764,348

1.14

Due after 3 years through 4 years

6,733,157

0.90

9,361,638

0.82

Due after 4 years through 5 years

2,757,817

0.89

3,373,989

0.84

Thereafter

1,041,675

2.63

490,823

2.77

Total par value

71,259,394

0.76
%

63,125,956

0.76
%
Discount on AHP advances

(39
)

(66
)

Deferred prepayment fees

(6,581
)

(8,600
)

Hedging adjustments

236,378

291,065

Total book value

$
71,489,152

$
63,408,355

The Bank also offers convertible advances. Convertible advances allow the Bank to convert an advance from one interest rate structure to another. When issuing convertible advances, the Bank may purchase put options from a member that allow the Bank to convert the fixed-rate advance to a variable-rate advance at the current market rate or another structure after an agreed-upon lockout period. A convertible advance carries a lower interest rate than a comparable-maturity fixed-rate advance without the conversion feature. Variable to fixed-rate convertible advances have a defined lockout period during which the interest rates adjust based on a spread to LIBOR. At the end of the lockout period, these advances may convert to fixed-rate advances. The fixed rates on the converted advances are determined at origination. At June 30, 2015 and December 31, 2014, the Bank had convertible advances outstanding of $1.8 billion and $1.9 billion, respectively.

The Bank offers certain advances to members that provide a member the right, based upon predetermined option exercise dates, to call the advance prior to maturity without incurring prepayment or termination fees (returnable advances). If the call option is exercised, replacement funding may be available. Beginning in May 2015, the Bank began offering variable-rate returnable advances in addition to fixed-rate returnable advances. At June 30, 2015, the Bank had $4.5 billion of returnable advances. At December 31, 2014, the Bank did not have any outstanding returnable advances. At June 30, 2015 and December 31, 2014, the Bank did not have any advances with embedded features that met the requirements to separate the embedded feature from the host contract and designate the embedded feature as a stand-alone derivative.

The following table summarizes advances by (i) year of contractual maturity or next call date and (ii) year of contractual maturity or next convertible date as of June 30, 2015 and December 31, 2014.

Year of Contractual Maturity or
Next Call Date

Year of Contractual Maturity or Next Convertible Date
(in thousands)
June 30, 2015

December 31, 2014

June 30, 2015

December 31, 2014
Due in 1 year or less
$
32,541,091

$
29,380,685

$
31,814,591

$
31,164,685

Due after 1 year through 2 years
12,957,326

7,754,473

12,852,326

6,846,973

Due after 2 years through 3 years
15,228,328

12,764,348

16,150,328

12,179,348

Due after 3 years through 4 years
6,733,157

9,361,638

6,668,157

9,095,638

Due after 4 years through 5 years
2,757,817

3,373,989

2,752,317

3,368,489

Thereafter
1,041,675

490,823

1,021,675

470,823

Total par value
$
71,259,394

$
63,125,956

$
71,259,394

$
63,125,956

Interest Rate Payment Terms.  The following table details interest rate payment terms for advances as of June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Fixed-rate – overnight

$
2,118,227

$
2,012,230

Fixed-rate – term:

Due in 1 year or less

20,920,768

20,740,508

Thereafter

10,493,573

9,116,344

Total fixed-rate

33,532,568

31,869,082

Variable-rate:

Due in 1 year or less

7,252,096

6,627,947

Thereafter

30,474,730

24,628,927

Total variable-rate

37,726,826

31,256,874

Total par value

$
71,259,394

$
63,125,956

Credit Risk Exposure and Security Terms. The Bank’s potential credit risk from advances is concentrated in commercial banks and savings institutions. As of June 30, 2015, the Bank had advances of $52.5 billion outstanding to its five largest borrowers, which represented 73.7% of total advances outstanding. Of these five, four had outstanding advance balances that were each in excess of 10% of the total portfolio at June 30, 2015.

As of December 31, 2014, the Bank had advances of $46.6 billion outstanding to its five largest borrowers, which represented 73.8% of total advances outstanding. Of these five, three had outstanding advance balances in excess of 10% of the total portfolio at December 31, 2014.

See Note 8 for information related to the Bank's allowance for credit losses.

X

- Definition
Note 6 - Advances [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_AdvancesAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The entire disclosure of advances made and reported by Federal Home Loan Bank (FHLBank).
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvancesTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 83 R60.htm IDEA: XBRL DOCUMENT v3.2.0.727

Allowance for Credit Losses (Allowance for Credit Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Dec. 31, 2014

Allowance for Loan and Lease Losses [Roll Forward]

Beginning Balance $ 7,260

Provision for credit losses $ 278 $ 411 (183) $ (3,462)

Ending Balance 6,300 6,300

Total recorded investment ^[1] 3,087,969 3,087,969 $ 3,160,390

Conventional MPF Loan [Member]

Allowance for Loan and Lease Losses [Roll Forward]

Beginning Balance 6,566 7,318 7,260 11,359

(Charge-offs) Recoveries, net ^[2] (311) (302) (413) (302)

Provision for credit losses 45 527 (547) (3,514)

Ending Balance 6,300 7,543 6,300 7,543

Ending balance, individually evaluated for impairment 5,206 5,206 6,034

Ending balance, collectively evaluated for impairment 1,094 1,094 1,226

Individually evaluated for impairment, with or without a related allowance 63,187 63,187 68,144

Collectively evaluated for impairment 2,738,757 2,738,757 2,789,826

Total recorded investment ^[1] 2,801,944 2,801,944 2,857,970

Banking on Business Loans

Allowance for Loan and Lease Losses [Roll Forward]

Beginning Balance 1,660 2,142 1,840 2,231

(Charge-offs) Recoveries, net ^[2] (167) (155) (451) (355)

Provision for credit losses 265 (13) 369 98

Ending Balance 1,758 $ 1,974 1,758 $ 1,974

Ending balance, individually evaluated for impairment 44 44 0

Ending balance, collectively evaluated for impairment 1,714 1,714 1,840

Individually evaluated for impairment, with or without a related allowance 112 112 0

Collectively evaluated for impairment 12,752 12,752 13,518

Total recorded investment ^[1] $ 12,864 $ 12,864 $ 13,518

[1] The recorded investment in a loan is the unpaid principal balance of the loan, adjusted for charge-offs of estimated losses, accrued interest, net deferred loan fees or costs, unamortized premiums or unaccreted discounts and adjustments for fair value hedges. The recorded investment is not net of any valuation allowance.

[2] Net charge-offs that the Bank does not expect to recover through CE receivable.

X

- Definition
A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.
+ References
No definition available.
+ Details

Name: us-gaap_AllowanceForLoanAndLeaseLossesRollForward

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount, after recoveries, of loans and leases that have been written-off.
+ References
No definition available.
+ Details

Name: us-gaap_AllowanceForLoanAndLeaseLossesWriteoffsNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
The valuation allowance for financing receivables that are expected to be uncollectible that were collectively evaluated for impairment.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 11B

-Subparagraph (g)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953423-111524

+ Details

Name: us-gaap_FinancingReceivableAllowanceForCreditLossesCollectivelyEvaluatedForImpairment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of valuation allowance for financing receivables that are expected to be uncollectible that were individually evaluated for impairment.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 11B

-Subparagraph (g)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953423-111524

+ Details

Name: us-gaap_FinancingReceivableAllowanceForCreditLossesIndividuallyEvaluatedForImpairment1

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
The balance of financing receivables that were collectively evaluated for impairment.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 11B

-Subparagraph (h)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953423-111524

+ Details

Name: us-gaap_FinancingReceivableCollectivelyEvaluatedForImpairment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
The balance of financing receivables that were individually evaluated for impairment.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 11B

-Subparagraph (h)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953423-111524

+ Details

Name: us-gaap_FinancingReceivableIndividuallyEvaluatedForImpairment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of allowance to cover probable credit losses on loans and leases. Includes carryover of or adjustments to the allowance for loan losses in connection with business combinations. Excludes allowance for loans and leases covered under loss sharing agreements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 11B

-Subparagraph (g)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953423-111524

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 11B

-Subparagraph (c)(1)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953423-111524

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.7(d))

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 30

-Section 50

-Paragraph 2

-Subparagraph (b)(1)(ii)

-URI http://asc.fasb.org/extlink&oid=6379141&loc=d3e15032-111544

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Staff Accounting Bulletin (SAB)

-Number Topic 6

-Section L

-Subsection 1

+ Details

Name: us-gaap_LoansAndLeasesReceivableAllowance

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount representing an agreement for an unconditional promise by the maker to pay the entity (holder) a definite sum of money at a future date. Such amount may include accrued interest receivable in accordance with the terms of the note. The note also may contain provisions and related items including a discount or premium, payable on demand, secured, or unsecured, interest bearing or noninterest bearing, among a myriad of other features and characteristics. Excludes amounts related to receivables held-for-sale.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.10(3))

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_NotesReceivableGross

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of expense related to loss from loan transactions.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 225

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-04.11)

-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

+ Details

Name: us-gaap_ProvisionForLoanLossesExpensed

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Details

Name: us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=us-gaap_ConventionalLoanMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=fhlbpgh_BankingOnBusinessLoansMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 84 R13.htm IDEA: XBRL DOCUMENT v3.2.0.727

Held-to-Maturity (HTM) Securities
6 Months Ended

Jun. 30, 2015

Held-to-maturity Securities [Abstract]

Held-to-Maturity (HTM) Securities
Held-to-Maturity (HTM) Securities

The following tables present HTM securities as of June 30, 2015 and December 31, 2014.

June 30, 2015
(in thousands)

Amortized Cost

Gross Unrealized Holding Gains

Gross Unrealized Holding Losses

Fair Value
Non-MBS:

GSE securities

$
11,456

$
157

$
—

$
11,613

State or local agency obligations

175,722

808

(13,860
)

162,670

Total non-MBS

$
187,178

$
965

$
(13,860
)

$
174,283

MBS:

Other U.S. obligations single-family MBS

$
973,944

$
6,422

$
(1
)

$
980,365

GSE single-family MBS

348,533

6,025

(51
)

354,507

GSE multifamily MBS

770,107

40,164

—

810,271

Private label residential MBS

589,430

3,050

(5,805
)

586,675

Total MBS

$
2,682,014

$
55,661

$
(5,857
)

$
2,731,818

Total HTM securities

$
2,869,192

$
56,626

$
(19,717
)

$
2,906,101

December 31, 2014
(in thousands)

Amortized Cost

Gross Unrealized Holding Gains

Gross Unrealized Holding Losses

Fair Value
Non-MBS:

GSE securities

$
13,041

$
382

$
—

$
13,423

State or local agency obligations

184,412

1,314

(15,445
)

170,281

Total non-MBS

$
197,453

$
1,696

$
(15,445
)

$
183,704

MBS:

Other U.S. obligations single-family MBS

$
1,122,537

$
8,604

$
—

$
1,131,141

GSE single-family MBS

417,217

7,226

(118
)

424,325

GSE multifamily MBS

818,037

43,431

—

861,468

Private label residential MBS

691,544

3,506

(9,141
)

685,909

Total MBS

$
3,049,335

$
62,767

$
(9,259
)

$
3,102,843

Total HTM securities

$
3,246,788

$
64,463

$
(24,704
)

$
3,286,547

The following tables summarize the HTM securities with unrealized losses as of June 30, 2015 and December 31, 2014. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position.

June 30, 2015

Less than 12 Months

Greater than 12 Months

Total
(in thousands)

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses
Non-MBS:

State or local agency obligations

$
—

$
—

$
114,760

$
(13,860
)

$
114,760

$
(13,860
)
MBS:

Other U.S. obligations single family MBS

$
11,198

$
(1
)

$
—

$
—

$
11,198

$
(1
)
GSE single-family MBS

—

—

10,077

(51
)

10,077

(51
)
Private label residential MBS

146,375

(1,074
)

202,639

(4,731
)

349,014

(5,805
)
Total MBS

$
157,573

$
(1,075
)

$
212,716

$
(4,782
)

$
370,289

$
(5,857
)
Total

$
157,573

$
(1,075
)

$
327,476

$
(18,642
)

$
485,049

$
(19,717
)

December 31, 2014

Less than 12 Months

Greater than 12 Months

Total
(in thousands)

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses
Non-MBS:

State or local agency obligations

$
3,361

$
(54
)

$
116,488

$
(15,391
)

$
119,849

$
(15,445
)
MBS:

GSE single-family MBS

$
—

$
—

$
11,058

$
(118
)

$
11,058

$
(118
)
Private label residential MBS

185,673

(1,291
)

233,287

(7,850
)

418,960

(9,141
)
Total MBS

$
185,673

$
(1,291
)

$
244,345

$
(7,968
)

$
430,018

$
(9,259
)
Total

$
189,034

$
(1,345
)

$
360,833

$
(23,359
)

$
549,867

$
(24,704
)

Securities Transferred. The Bank transferred one private label MBS from HTM to AFS during the second quarter of 2015. See Note 3 - Available-for-Sale Securities for additional information. There were no other transfers during the first six months of 2015, and there were no transfers during the first six months of 2014.

Changes in circumstances may cause the Bank to change its intent to hold a certain security to maturity without calling into question its intent to hold other debt securities to maturity in the future. Thus, the transfer or sale of an HTM security due to certain changes in circumstances, such as evidence of significant deterioration in the issuer’s creditworthiness or changes in regulatory requirements, is not considered to be inconsistent with its original classification. Other events that are isolated, nonrecurring, and unusual for the Bank that could not have been reasonably anticipated may cause the Bank to transfer or sell an HTM security without necessarily calling into question its intent to hold other debt securities to maturity.

Redemption Terms. The amortized cost and fair value of HTM securities by contractual maturity as of June 30, 2015 and December 31, 2014 are presented below. Expected maturities of some securities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.
(in thousands)

June 30, 2015

December 31, 2014
Year of Maturity

Amortized Cost

Fair Value

Amortized Cost

Fair Value
Non-MBS:

Due in one year or less

$
11,456

$
11,613

$
13,042

$
13,423

Due after one year through five years

—

—

3,415

3,361

Due after five years through ten years

60,197

58,773

21,807

22,263

Due after ten years

115,525

103,897

159,189

144,657

HTM securities excluding MBS

187,178

174,283

197,453

183,704

MBS

2,682,014

2,731,818

3,049,335

3,102,843

Total HTM securities

$
2,869,192

$
2,906,101

$
3,246,788

$
3,286,547

Interest Rate Payment Terms. The following table details interest rate payment terms at June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Amortized cost of HTM securities other than MBS:

Fixed-rate

$
41,838

$
44,453

Variable-rate

145,340

153,000

Total non-MBS

$
187,178

$
197,453

Amortized cost of HTM MBS:

Fixed-rate

$
979,411

$
1,114,059

Variable-rate

1,702,603

1,935,276

Total MBS

$
2,682,014

$
3,049,335

Total HTM securities

$
2,869,192

$
3,246,788

Note: Certain MBS have a fixed-rate component for a specified period of time, then have a rate reset on a given date. Examples of this type of instrument would include securities supported by underlying 3/1, 5/1, 7/1 and 10/1 hybrid ARMs. In addition, certain of these securities may have a provision within the structure that permits the fixed-rate to be adjusted for items such as prepayment, defaults and loan modification. For purposes of the table above, these securities are reported as fixed-rate until the rate reset date is hit. At that point, the security is then considered to be variable-rate.

X

- Definition
This item represents the entire disclosure related to all investments in certain debt and equity securities for which the entity has the positive intent and ability to hold until maturity.
+ References
No definition available.
+ Details

Name: fhlbpgh_HeldToMaturitySecuritiesDisclosureTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_HeldToMaturitySecuritiesAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

XML 85 R14.htm IDEA: XBRL DOCUMENT v3.2.0.727

Other-Than-Temporary Impairment
6 Months Ended

Jun. 30, 2015

Other Than Temporary Impairment [Abstract]

Other-Than-Temporary Impairment
Other-Than-Temporary Impairment (OTTI)

The Bank evaluates its individual AFS and HTM securities in an unrealized loss position for OTTI on a quarterly basis. The Bank assesses whether there is OTTI by performing an analysis to determine if any securities will incur a credit loss, which could be up to the difference between the security's amortized cost basis and its fair value, and records any difference in its Statement of Income. For information on the Bank’s accounting for OTTI, see Note 1 - Summary of Significant Accounting Policies to the audited financial statements in the Bank's 2014 Form 10-K. For information about how the Bank projects cash flows expected to be collected, see Note 7 - Other-than-Temporary Impairment Analysis to the audited financial statements in the Bank’s 2014 Form 10-K.

A significant input to the projection of cash flows expected to be collected is the forecast of future housing price changes for the relevant states and core-based statistical areas (CBSAs) which are based upon an assessment of the individual housing markets. During the second quarter of 2015, the OTTI Governance Committee developed a short-term housing price forecast using whole percentages ranging from (2.0)% to 8.0% over the 12 month period beginning April 1, 2015. For the vast majority of markets the short-term forecast has changes from 2.0% to 5.0%. Thereafter, a unique path is projected for each geographic area based on an internally developed framework derived from historical data.

All of the Bank's other-than-temporarily impaired securities were classified as AFS at June 30, 2015. The "Total OTTI securities" balances below summarize the Bank’s securities as of June 30, 2015 for which an OTTI has been recognized during the life of the security. The "Private label MBS with no OTTI" balances below represent AFS securities on which an OTTI was not taken. The sum of these two totals reflects the entire AFS private label MBS portfolio.

OTTI Recognized During the Life of the Security
(in thousands)

Unpaid Principal Balance

Amortized Cost ⁽¹⁾

Fair Value
Private label residential MBS:

Prime

$
470,704

$
383,470

$
427,855

Alt-A

554,452

438,093

475,753

Subprime

2,010

1,192

1,405

HELOCs

11,621

8,480

10,471

Total OTTI securities

1,038,787

831,235

915,484

Private label MBS with no OTTI

3,160

3,160

2,912

Total AFS private label MBS

$
1,041,947

$
834,395

$
918,396

Notes:
⁽¹⁾ Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, and/or previous OTTI recognized in earnings.

The following table presents the rollforward of the amounts related to OTTI credit losses recognized during the life of the security for which a portion of the OTTI charges was recognized in AOCI for the three and six months ended June 30, 2015 and 2014.

Three months ended June 30,
Six months ended June 30,
(in thousands)
2015
2014
2015
2014
Beginning balance
$
283,916

$
308,200

$
290,935

$
314,224

Additions:

Credit losses for which OTTI was not previously recognized
483

—

483

—

Reductions:

Securities sold and matured during the period⁽¹⁾
—

112

—

36

Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)
(7,148
)
(5,891
)
(14,167
)
(11,839
)
Ending balance
$
277,251

$
302,421

$
277,251

$
302,421

Notes:
⁽¹⁾ Represents reductions related to securities sold or having reached final maturity during the period, and therefore are no longer held by the Bank at the end of the period.

All Other AFS and HTM Investments. At June 30, 2015, the Bank held certain securities in an unrealized loss position. These unrealized losses were considered to be temporary as the Bank expects to recover the entire amortized cost basis on the remaining securities in unrealized loss positions based on the creditworthiness of the underlying creditor, guarantor, or implicit government support, and the Bank neither intends to sell these securities nor considers it more likely than not that the Bank would be required to sell any such security before its anticipated recovery. As a result, the Bank did not consider any of these other investments to be other-than-temporarily impaired at June 30, 2015.

X

- Definition
Other-Than-Temporary Impairment [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherThanTemporaryImpairmentAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
This item represents the entire disclosure related to the amount of other than temporary impairment (OTTI) related to credit losses recognized in earnings including: (a) the beginning balance of the amount related to credit losses on debt securities held by the investor at the beginning of the period for which a portion of an OTTI was recognized in other comprehensive income; (b) additions for the amount related to the credit loss for which an OTTI was not previously recognized; (c) reductions for securities sold during the period (realized); (d) reductions for securities for which the amount previously recognized in other comprehensive income was recognized in earnings because the investor intends to sell the security or more likely than not will be required to sell the security before recovery of its amortized cost basis; (e) additional increases to the amount related to the credit loss for which an OTTI was previously recognized when the investor does not intend to sell the security and it is not more likely than not that the investor will be required to sell the security before recovery of its amortized cost basis; (f) reductions for increases in cash flows expected to be collected that are recognized over the remaining life of the security; and (g) the ending balance of the amount related to credit losses on debt securities held by the entity at the end of the period for which a portion of an OTTI was recognized in other comprehensive income.
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherThanTemporaryImpairmentCreditLossesRecognizedInEarningsDisclosureTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 86 R16.htm IDEA: XBRL DOCUMENT v3.2.0.727

Mortgage Loans Held for Portfolio
6 Months Ended

Jun. 30, 2015

Mortgage Loans on Real Estate [Abstract]

Mortgage Loans Held for Portfolio
Mortgage Loans Held for Portfolio

Under the MPF Program, the Bank invests in mortgage loans, which it purchases from its participating members and housing associates. The Bank’s participating members originate, service, and credit enhance residential mortgage loans that are sold to the Bank. See Note 12 for further information regarding transactions with related parties.

The following table presents balances as of June 30, 2015 and December 31, 2014 for mortgage loans held for portfolio.
(in thousands)

June 30, 2015

December 31, 2014
Fixed-rate long-term single-family mortgages ⁽¹⁾

$
2,600,087

$
2,640,633

Fixed-rate medium-term single-family mortgages ⁽¹⁾

385,021

417,830

Total par value

2,985,108

3,058,463

Premiums

50,078

51,214

Discounts

(4,300
)

(4,872
)
Hedging adjustments

28,385

25,789

Total mortgage loans held for portfolio

$
3,059,271

$
3,130,594

Note:
⁽¹⁾ Long-term is defined as greater than 15 years. Medium-term is defined as a term of 15 years or less.

The following table details the par value of mortgage loans held for portfolio outstanding categorized by type as of June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Conventional loans

$
2,721,816

$
2,779,962

Government-guaranteed/insured loans

263,292

278,501

Total par value

$
2,985,108

$
3,058,463

See Note 8 - Allowance for Credit Losses for information related to the Bank's credit risk on mortgage loans and allowance for credit losses.

X

- References
No definition available.
+ Details

Name: us-gaap_MortgageLoansOnRealEstateAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The entire disclosure for mortgage loans on real estate, this includes the supplemental information pertaining to each mortgage loan receivable that equals or exceeds three percent of the carrying amount of mortgages.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 948

-SubTopic 310

-Section S99

-Paragraph 1

-Subparagraph (SX 210.12-29)

-URI http://asc.fasb.org/extlink&oid=6589523&loc=d3e617274-123014

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 205

-SubTopic 10

-Section S99

-Paragraph 6

-Subparagraph (SX 210.5-04.(c) Schedule IV)

-URI http://asc.fasb.org/extlink&oid=27047687&loc=d3e5864-122674

+ Details

Name: us-gaap_MortgageLoansOnRealEstateByLoanDisclosureTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 87 R64.htm IDEA: XBRL DOCUMENT v3.2.0.727

Allowance for Credit Losses (Narrative) (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Dec. 31, 2014

Financing Receivable, Allowance for Credit Losses [Line Items]

Maximum Exposure Under First Loss Account $ 22.6 $ 22.6 $ 23.1

Credit Enhancement Fees 0.8 $ 0.8 1.5 $ 1.6

REO $ 5.3 $ 5.3 $ 6.9

X

- Definition
Fees paid by the Federal Home Loan Bank to participating financial institutions for assuming a portion of the credit risk on mortgage loans.
+ References
No definition available.
+ Details

Name: fhlbpgh_CreditEnhancementFees

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Maximum Exposure Under First Loss Account
+ References
No definition available.
+ Details

Name: fhlbpgh_FirstLossAccount

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_FinancingReceivableAllowanceForCreditLossesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Carrying amount as of the balance sheet date of land and buildings obtained through foreclosure proceedings or defeasance in full or partial satisfaction of a debt arrangement.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5162-111524

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 45

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=28367877&loc=d3e4437-111522

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 28

-Article 12

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Paragraph c

-Subparagraph Schedule III

-Article 5

+ Details

Name: us-gaap_RealEstateAcquiredThroughForeclosure

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

XML 88 R85.htm IDEA: XBRL DOCUMENT v3.2.0.727

Estimated Fair Values (Carrying Value and Fair Value of Financial Instruments) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Jun. 30, 2014

Dec. 31, 2013

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Trading securities $ 369,976 $ 281,016

AFS securities 7,858,609 8,408,835

Held-to-maturity Securities 2,869,192 3,246,788

Held to maturity securities - fair value 2,906,101 3,286,547

Derivative assets 64,152 36,217

Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset ^[1],[2] (58,133) (75,555)

Mandatorily redeemable capital stock 562 586 $ 2,890 $ 40

Derivative liabilities 63,375 58,964

Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset ^[1],[2] (321,149) (408,721)

Fair Value, Inputs, Level 1

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Cash and due from banks 5,377,254 2,451,131

Interest-bearing deposits 0 0

Federal funds sold 0 0

Trading securities 5,239 4,721

AFS securities 1,998 1,998

Held to maturity securities - fair value 0 0

Advances 0 0

Accrued interest receivable 0 0

Derivative assets 0 0

Deposits 0 0

Mandatorily redeemable capital stock ^[3] 569 705

Accrued interest payable 0 0

Derivative liabilities 0 0

Fair Value, Inputs, Level 2

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Cash and due from banks 0 0

Interest-bearing deposits 6,485 6,782

Federal funds sold 2,809,992 4,584,981

Trading securities 364,737 276,295

AFS securities 6,938,215 7,424,055

Held to maturity securities - fair value 2,319,426 2,600,638

Advances 71,516,603 63,471,078

Accrued interest receivable 93,983 86,109

Derivative assets 122,285 111,772

Deposits 670,364 641,183

Mandatorily redeemable capital stock 0

Accrued interest payable ^[3] 103,754 103,032

Derivative liabilities 384,524 467,685

Fair Value, Inputs, Level 3

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Cash and due from banks 0 0

Interest-bearing deposits 0 0

Federal funds sold 0 0

Trading securities 0 0

AFS securities 918,396 982,782

Held to maturity securities - fair value 586,675 685,909

Advances 0 0

Accrued interest receivable 0 0

Derivative assets 0 0

Deposits 0

Mandatorily redeemable capital stock 0 0

Accrued interest payable 0 0

Derivative liabilities 0 0

Estimate of Fair Value, Fair Value Disclosure

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Cash and due from banks 5,377,254 2,451,131

Interest-bearing deposits 6,485 6,782

Federal funds sold 2,809,992 4,584,981

Trading securities 369,976 281,016

AFS securities 7,858,609 8,408,835

Held to maturity securities - fair value 2,906,101 3,286,547

Advances 71,516,603 63,471,078

Accrued interest receivable 93,983 86,109

Derivative assets 64,152 36,217

Deposits 670,364 641,183

Mandatorily redeemable capital stock ^[3] 569 705

Accrued interest payable ^[3] 103,754 103,032

Derivative liabilities 63,375 58,964

Reported Value Measurement [Member]

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Cash and due from banks 5,377,254 2,451,131

Interest-bearing deposits 6,485 6,782

Federal funds sold 2,810,000 4,585,000

Trading securities 369,976 281,016

AFS securities 7,858,609 8,408,835

Held-to-maturity Securities 2,869,192 3,246,788

Advances 71,489,152 63,408,355

Accrued interest receivable 93,983 86,109

Derivative assets 64,152 36,217

Deposits 670,358 641,180

Mandatorily redeemable capital stock ^[3] 562 586

Accrued interest payable ^[3] 103,761 103,151

Derivative liabilities 63,375 58,964

Mortgage loans held for portfolio, net | Fair Value, Inputs, Level 1

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

MPF & BOB Loans , Net of Allowance 0 0

Mortgage loans held for portfolio, net | Fair Value, Inputs, Level 2

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

MPF & BOB Loans , Net of Allowance 3,215,254 3,312,186

Mortgage loans held for portfolio, net | Fair Value, Inputs, Level 3

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

MPF & BOB Loans , Net of Allowance 0 0

Mortgage loans held for portfolio, net | Estimate of Fair Value, Fair Value Disclosure

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

MPF & BOB Loans , Net of Allowance 3,215,254 3,312,186

Mortgage loans held for portfolio, net | Reported Value Measurement [Member]

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

MPF & BOB Loans , Net of Allowance 3,052,971 3,123,334

Banking on Business Loans | Fair Value, Inputs, Level 1

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

MPF & BOB Loans , Net of Allowance 0 0

Banking on Business Loans | Fair Value, Inputs, Level 2

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

MPF & BOB Loans , Net of Allowance 0 0

Banking on Business Loans | Fair Value, Inputs, Level 3

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

MPF & BOB Loans , Net of Allowance 11,022 11,567

Banking on Business Loans | Estimate of Fair Value, Fair Value Disclosure

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

MPF & BOB Loans , Net of Allowance 11,022 11,567

Banking on Business Loans | Reported Value Measurement [Member]

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

MPF & BOB Loans , Net of Allowance 11,022 11,567

Federal Home Loan Bank, Consolidated Obligations, Discount Notes [Member] | Fair Value, Inputs, Level 1

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Discount notes 0 0

Federal Home Loan Bank, Consolidated Obligations, Discount Notes [Member] | Fair Value, Inputs, Level 2

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Discount notes 41,063,548 37,059,347

Federal Home Loan Bank, Consolidated Obligations, Discount Notes [Member] | Fair Value, Inputs, Level 3

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Discount notes 0 0

Federal Home Loan Bank, Consolidated Obligations, Discount Notes [Member] | Estimate of Fair Value, Fair Value Disclosure

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Discount notes 41,063,548 37,059,347

Federal Home Loan Bank, Consolidated Obligations, Discount Notes [Member] | Reported Value Measurement [Member]

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Discount notes 41,061,124 37,058,118

Consolidated Obligation Bonds | Fair Value, Inputs, Level 1

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Bonds 0 0

Consolidated Obligation Bonds | Fair Value, Inputs, Level 2

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Bonds 47,712,440 43,881,951

Consolidated Obligation Bonds | Fair Value, Inputs, Level 3

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Bonds 0 0

Consolidated Obligation Bonds | Estimate of Fair Value, Fair Value Disclosure

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Bonds 47,712,440 43,881,951

Consolidated Obligation Bonds | Reported Value Measurement [Member]

Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]

Bonds $ 47,552,947 $ 43,714,510

[1] Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral and related accrued interest held or placed with the same clearing agent and/or counterparties. Cash collateral posted was $265.6 million and $345.0 million at June 30, 2015 and December 31, 2014. Cash collateral received was $2.6 million and $11.8 million at June 30, 2015 and December 31, 2014.

[2] Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.

[3] The estimated fair value amount for the mandatorily redeemable capital stock line item includes accrued dividend interest; this amount is excluded from the estimated fair value for the accrued interest payable line item.

X

- Definition
Fair value as of the balance sheet date of interest owed, but not paid.
+ References
No definition available.
+ Details

Name: fhlbpgh_AccruedInterestPayableFairValueDisclosure

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value as of the balance sheet date of interest earned but not received
+ References
No definition available.
+ Details

Name: fhlbpgh_AccruedInterestReceivableFairValueDisclosure

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Cash and Due from Banks, Fair Value Disclosure
+ References
No definition available.
+ Details

Name: fhlbpgh_CashAndDueFromBanksFairValueDisclosure

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value disclosure of the amount outstanding of funds lent to other depository institutions, securities brokers, or securities dealers in the form of Federal Funds sold; for example, immediately available funds lent under agreements or contracts that mature in one business day or roll over under a continuing contract, regardless of the nature of the transaction or the collateral involved, excluding overnight lending for commercial and industrial purposes. Also include Federal Funds sold under agreements to resell on a gross basis, excluding (1) sales of term Federal Funds, (2) due bills representing purchases of securities or other assets by the reporting bank that have not yet been delivered and similar instruments, (3) resale agreements that mature in more than one business day involving assets other than securities, and (4) yield maintenance dollar repurchase agreements.
+ References
No definition available.
+ Details

Name: fhlbpgh_FederalFundsSoldFairValueDisclosure

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Federal Home Loan Bank Advances, Fair Value Disclosure
+ References
No definition available.
+ Details

Name: fhlbpgh_FederalHomeLoanBankAdvancesFairValueDisclosure

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Interest-bearing Deposits, Fair Value Disclosure
+ References
No definition available.
+ Details

Name: fhlbpgh_InterestBearingDepositsFairValueDisclosure

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of investment in debt and equity securities categorized neither as held-to-maturity nor trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 25

-Paragraph 1

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (aa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26610-111562

+ Details

Name: us-gaap_AvailableForSaleSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value portion of debt instrument payable, including, but not limited to, notes payable and loans payable.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 12

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13476-108611

+ Details

Name: us-gaap_DebtInstrumentFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value portion of deposit liabilities held by the entity, including, but not limited to, foreign and domestic, interest and noninterest bearing, demand deposits, saving deposits, negotiable orders of withdrawal (NOW) and time deposits.
+ References
No definition available.
+ Details

Name: us-gaap_DepositsFairValueDisclosure

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value of liability associated with financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, and obligation to return cash collateral under master netting arrangements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226003-175313

+ Details

Name: us-gaap_DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13495-108611

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313

+ Details

Name: us-gaap_DerivativeAssets

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13495-108611

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

+ Details

Name: us-gaap_DerivativeLiabilities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value of asset associated with financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, and right to receive cash collateral under master netting arrangements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226003-175313

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

+ Details

Name: us-gaap_DerivativeLiabilityFairValueGrossAssetAndRightToReclaimCashOffset

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount after other than temporary impairment (OTTI) accretion, of investments in debt securities classified as held-to-maturity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 25

-Paragraph 1

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (f)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 944

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.7-03.1)

-URI http://asc.fasb.org/extlink&oid=6879938&loc=d3e572229-122910

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.6)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_HeldToMaturitySecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of investments in debt securities classified as held-to-maturity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (aa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (f)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

+ Details

Name: us-gaap_HeldToMaturitySecuritiesFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value portion of loan receivable, including, but not limited to, mortgage loans held for investment, finance receivables held for investment, policy loans on insurance contracts.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Glossary Loan

-URI http://asc.fasb.org/extlink&oid=6517073

+ Details

Name: us-gaap_LoansReceivableFairValueDisclosure

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount that would be paid, determined under the conditions specified in the contract, if the holder of the share has the right to redeem the shares.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 480

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=6940734&loc=d3e22047-110879

+ Details

Name: us-gaap_SharesSubjectToMandatoryRedemptionSettlementTermsAmount

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
This element represents the portion of the balance sheet assertion valued at fair value by the entity whether such amount is presented as a separate caption or as a parenthetical disclosure. Additionally, this element may be used in connection with the fair value disclosures required in the footnote disclosures to the financial statements. The element may be used in both the balance sheet and disclosure in the same submission. This item represents the amount of short-term debt existing as of the balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_ShorttermDebtFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of investments in debt and equity securities and other forms of securities that provide ownership interests classified as trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26626-111562

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.4)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26610-111562

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Trading Securities

-URI http://asc.fasb.org/extlink&oid=6526789

+ Details

Name: us-gaap_TradingSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Details

Name: us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel1Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel2Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByMeasurementBasisAxis=us-gaap_EstimateOfFairValueFairValueDisclosureMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByMeasurementBasisAxis=us-gaap_CarryingReportedAmountFairValueDisclosureMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=us-gaap_ResidentialPortfolioSegmentMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=fhlbpgh_BankingOnBusinessLoansMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_ShortTermDebtTypeAxis=fhlbpgh_FederalHomeLoanBankConsolidatedObligationsDiscountNotesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_LongtermDebtTypeAxis=us-gaap_UnsecuredDebtMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 89 R66.htm IDEA: XBRL DOCUMENT v3.2.0.727

Derivatives and Hedging Activities (Derivatives in Statement of Income) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Derivative Instruments, Gain (Loss) [Line Items]

Net Fair Value Hedge Ineffectiveness $ 2,812 $ 1,415 $ 3,397 $ 1,927

Net gains (losses) related to derivatives not designated as hedging instruments 26,321 (10,918) 18,164 (20,629)

Net gains (losses) on derivatives and hedging activities 29,133 (9,503) 21,561 (18,702)

Interest Rate Swap [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Net Fair Value Hedge Ineffectiveness 2,812 1,415 3,397 1,927

Net gains (losses) related to derivatives not designated as hedging instruments 20,093 (18,764) 4,243 (34,537)

Interest Rate Swaption [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Net gains (losses) related to derivatives not designated as hedging instruments 26 313 165 265

Interest Rate Caps or Floors [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Net gains (losses) related to derivatives not designated as hedging instruments (620) (1,987) (908) (3,541)

Net Interest Settlements [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Net gains (losses) related to derivatives not designated as hedging instruments 4,226 7,138 9,918 13,549

Intermediary Transactions Other Contract [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Net gains (losses) related to derivatives not designated as hedging instruments 5 5 12 12

Mortgages [Member] | Forward Contracts [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Net gains (losses) related to derivatives not designated as hedging instruments $ 2,591 $ 2,377 $ 4,734 $ 3,623

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_DerivativeInstrumentsGainLossLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of realized and unrealized gain (loss) of derivative instruments not designated or qualifying as hedging instruments.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959

+ Details

Name: us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Aggregate net gain (loss) on all derivative instruments recognized in earnings during the period, before tax effects.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4A

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5618551-113959

+ Details

Name: us-gaap_GainLossOnDerivativeInstrumentsNetPretax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of gain (loss)recognized in the income statement from the hedging ineffectiveness of a fair value hedge.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 25

-Section 50

-Paragraph 1

-Subparagraph (a)(1)

-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

+ Details

Name: us-gaap_GainLossOnFairValueHedgeIneffectivenessNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=fhlbpgh_InterestRateCapsorFloorsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=fhlbpgh_NetInterestSettlementsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=fhlbpgh_IntermediaryTransactionsOtherContractMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_LongtermDebtTypeAxis=us-gaap_MortgagesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DerivativeInstrumentRiskAxis=us-gaap_ForwardContractsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 90 R63.htm IDEA: XBRL DOCUMENT v3.2.0.727

Allowance for Credit Losses (TDR Modifications) (Details) - Conventional MPF Loan [Member] - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Jun. 30, 2015

Jun. 30, 2014

Dec. 31, 2014

Financing Receivable, Impaired [Line Items]

Average Recorded Investment ^[1] $ 64,133 $ 77,444 $ 64,028 $ 78,719

Interest Income Recognized 457 $ 360 880 $ 682

TDR $ 15,900 $ 15,900 $ 16,800

[1] Includes gross charge-offs.

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_FinancingReceivableImpairedLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The amount of the outstanding recorded investment related to financing receivables that have been modified by troubled debt restructurings.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 40

-Section 50

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=25495931&loc=d3e18845-111554

+ Details

Name: us-gaap_FinancingReceivableModificationsRecordedInvestment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Average amount of investment of impaired financing receivables with related allowance for credit losses and without a related allowance for credit losses.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 15

-Subparagraph (c)(1)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5212-111524

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 17

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5258-111524

+ Details

Name: us-gaap_ImpairedFinancingReceivableAverageRecordedInvestment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Amount of interest income recognized that the financing receivables (with related allowance for credit losses and without a related allowance for credit losses) were impaired.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 15

-Subparagraph (c)(2)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5212-111524

+ Details

Name: us-gaap_ImpairedFinancingReceivableInterestIncomeAccrualMethod

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Details

Name: us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=us-gaap_ConventionalLoanMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 91 R34.htm IDEA: XBRL DOCUMENT v3.2.0.727

Capital (Tables)
6 Months Ended

Jun. 30, 2015

Capital [Abstract]

Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations
The following table demonstrates the Bank’s compliance with its regulatory capital requirements at June 30, 2015 and December 31, 2014.

June 30, 2015

December 31, 2014
(dollars in thousands)

Required

Actual

Required

Actual
Regulatory capital requirements:

Risk-based capital

$
809,763

$
4,280,552

$
847,424

$
3,879,108

Total capital-to-asset ratio

4.0
%

4.6
%

4.0
%

4.5
%
Total regulatory capital

3,761,578

4,280,552

3,427,083

3,879,108

Leverage ratio

5.0
%

6.8
%

5.0
%

6.8
%
Leverage capital

4,701,973

6,420,828

4,283,854

5,818,663

Schedule of Concentration in Capital Stock Held
(dollars in thousands)

June 30, 2015
Member ⁽¹⁾

Capital Stock

% of Total
PNC Bank, N.A., Wilmington, DE

$
964,805

28.2
%
Santander Bank, N.A., Wilmington, DE

425,977

12.4

Chase Bank USA, N.A.,Wilmington, DE

424,722

12.4

(dollars in thousands)

December 31, 2014
Member ⁽¹⁾

Capital Stock

% of Total
PNC Bank, N.A., Wilmington, DE

$
876,305

28.8
%
Santander Bank, N.A., Wilmington, DE

424,955

14.0

Chase Bank USA, N.A.,Wilmington, DE

362,050

11.9

Note:
⁽¹⁾For Bank membership purposes, the principal place of business for PNC Bank, N.A. is Pittsburgh, PA.

Schedule of Mandatorily Redeemable Capital Stock
The following table provides the related dollar amounts for activities recorded in mandatorily redeemable capital stock during the six months ended June 30, 2015 and 2014.

Six months ended June 30,
(in thousands)

2015

2014
Balance, beginning of the period

$
586

$
40

Capital stock subject to mandatory redemption reclassified from capital stock:

    Due to withdrawals (includes mergers)

—

8,422

Net redemption/repurchase of mandatorily redeemable capital stock

(24
)

(5,572
)
Balance, end of period

$
562

$
2,890

Schedule of Mandatorily Redeemable Capital Stock by Maturity Date
The following table shows the amount of mandatorily redeemable capital stock by contractual year of redemption at June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Due in 1 year or less

$
—

$
—

Due after 1 year through 2 years

—

—

Due after 2 years through 3 years

—

—

Due after 3 years through 4 years

562

—

Due after 4 years through 5 years

—

586

Total

$
562

$
586

Schedule of Accumulated Other Comprehensive Income (Loss)
(in thousands)
Net Unrealized Gains(Losses) on AFS

Non-credit OTTI Gains(Losses) on AFS

Non-credit OTTI Gains(Losses) on HTM

Net Unrealized Gains (Losses) on Hedging Activities

Pension and Post-Retirement Plans

Total
March 31, 2014
$
(7,953
)

$
79,085

$
—

$
287

$
(1,069
)

$
70,350

Other comprehensive income (loss) before
  reclassification:

Net unrealized gains
30,696

16,596

—

—

—

47,292

Net change in fair value of OTTI securities
—

954

—

—

—

954

Reclassifications from OCI to net income:

Amortization on hedging activities
—

—

—

(1)

—

(1
)
Pension and post-retirement
—

—

—

—

40

40

June 30, 2014
$
22,743

$
96,635

$
—

$
286

$
(1,029
)

$
118,635

March 31, 2015
$
54,948

$
96,512

$
—

$
264

$
(2,668
)

$
149,056

Other comprehensive income (loss) before
  reclassification:

Net unrealized gains (losses)
(24,755
)

(9,372
)

—

—

—

(34,127
)
Noncredit OTTI losses transferred
—

(1,026
)

1,026

—

—

—

Net change in fair value of OTTI securities
—

(1,864
)

—

—

—

(1,864
)
Reclassifications from OCI to net income:

Noncredit component of OTTI losses
—

—

(1,026
)

—

—

(1,026
)
Amortization on hedging activities
—

—

—

(4
)

—

(4
)
Pension and post-retirement
—

—

—

—

82

82

June 30, 2015
$
30,193

$
84,250

$
—

$
260

$
(2,586
)

$
112,117

The following table summarizes the changes in AOCI for the six months ended June 30, 2015 and 2014.
(in thousands)
Net Unrealized Gains(Losses) on AFS

Non-credit OTTI Gains(Losses) on AFS

Non-credit OTTI Gains(Losses) on HTM

Net Unrealized Gains (Losses) on Hedging Activities

Pension and Post-Retirement Plans

Total
December 31, 2013
$
(32,481
)

$
77,642

$
—

$
287

$
(1,108
)

$
44,340

Other comprehensive income (loss) before
reclassification:

Net unrealized gains
55,224

16,021

—

—

—

71,245

Net change in fair value of OTTI securities
—

2,972

—

—

—

2,972

Reclassifications from OCI to net income:

Amortization on hedging activities
—

—

—

(1
)

—

(1
)
Pension and post-retirement
—

—

—

—

79

79

June 30, 2014
$
22,743

$
96,635

$
—

$
286

$
(1,029
)

$
118,635

December 31, 2014
$
32,460

$
94,451

$
—

$
272

$
(2,750
)

$
124,433

Other comprehensive income (loss) before
reclassification:

Net unrealized gains (losses)
(2,267
)

(8,017
)

—

—

—

(10,284
)
Noncredit OTTI losses transferred
—

(1,026
)

1,026

—

—

—

Net change in fair value of OTTI securities
—

(1,158
)

—

—

—

(1,158
)
Reclassifications from OCI to net income:

Noncredit component of OTTI losses
—

—

(1,026
)

—

—

(1,026
)
Amortization on hedging activities
—

—

—

(12
)

—

(12
)
Pension and post-retirement
—

—

—

—

164

164

June 30, 2015
$
30,193

$
84,250

$
—

$
260

$
(2,586
)

$
112,117

X

- Definition
Tabular disclosure of member holdings greater than of a specified percentage of the Bank's total capital stock, including mandatorily redeemable capital stock.[Table Text Block]
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfConcentrationInCapitalStockHeldTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the changes in the balance of mandatorily redeemable capital stock.[Table Text Block]
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfMandatorilyRedeemableCapitalStockTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_CapitalAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of mandatorily redeemable capital stock.
+ References
No definition available.
+ Details

Name: us-gaap_MandatorilyRedeemableCapitalStockTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the components of accumulated other comprehensive income (loss).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 14A

-URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669686-108580

+ Details

Name: us-gaap_ScheduleOfAccumulatedOtherComprehensiveIncomeLossTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the capital amounts and ratios as of the balance sheet date, indicating whether the entity or entities are in compliance with regulatory capital requirements, by entity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 505

-Section 50

-Paragraph 1B

-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958570-112826

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 505

-Section 50

-Paragraph 1

-Subparagraph (c)(1)

-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958568-112826

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 505

-Section 50

-Paragraph 1H

-Subparagraph (c)(2)

-URI http://asc.fasb.org/extlink&oid=35709795&loc=d3e65071-112826

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 505

-Section 50

-Paragraph 1G

-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958577-112826

+ Details

Name: us-gaap_ScheduleOfComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 92 R51.htm IDEA: XBRL DOCUMENT v3.2.0.727

Other-Than-Temporary Impairment (OTTI Securities) (Details)
$ in Thousands

Jun. 30, 2015

USD ($)

Private label MBS [Member]

Other than Temporary Impairment, Disclosure [Line Items]

AFS Securities-Unpaid Principal Balance $ 1,041,947

AFS Securities-Amortized Cost ^[1] 834,395

AFS Securities-Fair Value 918,396

Available-for-sale Securities | Private label MBS [Member]

Other than Temporary Impairment, Disclosure [Line Items]

OTTI Securities-Unpaid Principal Balance 1,038,787

Private label MBS with no OTTI-Unpaid Principal Balance 3,160

OTTI Securities-Amortized Cost ^[1] 831,235

Private label MBS with no OTTI - Amortized Cost ^[1] 3,160

OTTI Securities-Fair Value 915,484

Private label MBS with no OTTI-Fair Value 2,912

Available-for-sale Securities | HELOCs [Member]

Other than Temporary Impairment, Disclosure [Line Items]

OTTI Securities-Unpaid Principal Balance 11,621

OTTI Securities-Amortized Cost ^[1] 8,480

OTTI Securities-Fair Value 10,471

Residential Mortgage Backed Securities [Member] | Available-for-sale Securities | Private label MBS [Member] | Prime [Member]

Other than Temporary Impairment, Disclosure [Line Items]

OTTI Securities-Unpaid Principal Balance 470,704

OTTI Securities-Amortized Cost ^[1] 383,470

OTTI Securities-Fair Value 427,855

Residential Mortgage Backed Securities [Member] | Available-for-sale Securities | Private label MBS [Member] | Alt-A [Member]

Other than Temporary Impairment, Disclosure [Line Items]

OTTI Securities-Unpaid Principal Balance 554,452

OTTI Securities-Amortized Cost ^[1] 438,093

OTTI Securities-Fair Value 475,753

Residential Mortgage Backed Securities [Member] | Available-for-sale Securities | Private label MBS [Member] | Subprime [Member]

Other than Temporary Impairment, Disclosure [Line Items]

OTTI Securities-Unpaid Principal Balance 2,010

OTTI Securities-Amortized Cost ^[1] 1,192

OTTI Securities-Fair Value $ 1,405

[1] Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, and/or previous OTTI recognized in earnings.

X

- Definition
Available-for-sale Debt Securities, Unpaid Principal Balance
+ References
No definition available.
+ Details

Name: fhlbpgh_AvailableForSaleDebtSecuritiesUnpaidPrincipalBalance

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Other Than Temporarily Impaired Securities, Amortized Cost
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherThanTemporarilyImpairedSecuritiesAmortizedCost

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Other Than Temporarily Impaired Securities, Fair Value
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherThanTemporarilyImpairedSecuritiesFairValue

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Other Than Temporarily Impaired Securities, Unpaid Principal Balance
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherThanTemporarilyImpairedSecuritiesUnpaidPrincipalBalance

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Other than Temporary Impairment, Disclosure [Line Items]
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherThanTemporaryImpairmentDisclosureLineItems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The amortized cost balance of securities which were not impacted by other than temporary impairment during the life of a security.
+ References
No definition available.
+ Details

Name: fhlbpgh_SecuritiesWithoutOtherThanTemporaryImpairmentAmortizedCost

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
The fair value balance of securities which were not impacted by other than temporary impairment during the life of a security.
+ References
No definition available.
+ Details

Name: fhlbpgh_SecuritiesWithoutOtherThanTemporaryImpairmentFairValue

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
The unpaid principal balance of securities which were not impacted by other than temporary impairment during the life of a security
+ References
No definition available.
+ Details

Name: fhlbpgh_SecuritiesWithoutOtherThanTemporaryImpairmentUnpaidPrincipalBalance

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
This item represents the cost of debt securities, which are categorized neither as held-to-maturity nor trading, net of adjustments including accretion, amortization, collection of cash, previous other-than-temporary impairments recognized in earnings (less any cumulative-effect adjustments recognized, as defined), and fair value hedge accounting adjustments, if any.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (aa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27161-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.2)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_AvailableForSaleDebtSecuritiesAmortizedCostBasis

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of debt securities categorized neither as held-to-maturity nor trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 25

-Paragraph 1

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26610-111562

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (aa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27161-111563

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 320

-Section 50

-Paragraph 2

-Subparagraph (b)-(g)

-URI http://asc.fasb.org/extlink&oid=6957658&loc=d3e62557-112803

+ Details

Name: us-gaap_AvailableForSaleSecuritiesDebtSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_InformationByCategoryOfDebtAndEquitySecuritiesAxis=us-gaap_AvailableforsaleSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_AssetBackedSecuritiesBackedByHomeEquityLoansMemberMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_DebtSecuritiesByClassAxis=us-gaap_PrimeMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_DebtSecuritiesByClassAxis=fhlbpgh_AltAMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_DebtSecuritiesByClassAxis=us-gaap_SubprimeMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 93 R21.htm IDEA: XBRL DOCUMENT v3.2.0.727

Transactions with Related Parties
6 Months Ended

Jun. 30, 2015

Related Party Transactions [Abstract]

Transactions with Related Parties
Transactions with Related Parties

The following table includes significant outstanding related party member balances.
(in thousands)

June 30, 2015

December 31, 2014
Investments

$
148,335

$
157,025

Advances

42,812,880

38,765,267

Letters of credit ⁽¹⁾

9,283,970

9,608,983

MPF loans

1,184,879

1,326,807

Deposits

10,292

13,678

Capital stock

1,885,879

1,714,432

Note:
⁽¹⁾ Letters of credit are off-balance sheet commitments.

The following table summarizes the effects on the Statement of Income corresponding to the related party member balances above. Amounts related to Federal funds sold, interest income on investments, and interest expense on deposits were immaterial for the periods presented.

Three months ended June 30,

Six months ended June 30,
(in thousands)

2015
2014

2015
2014
Interest income on advances ⁽¹⁾

$
44,843

$
33,778

$
83,896

$
66,581

Interest income on MPF loans

16,646

21,124

34,269

42,430

Letter of credit fees

3,819

1,971

6,847

3,853

Prepayment fees on advances

—

—

—

3,090

Note:
⁽¹⁾ For the three and six months ended June 30, 2015, balances include contractual interest income of $78.6 million and $151.4 million, net interest settlements on derivatives in fair value hedge relationships of $(33.6) million and $(67.0) million and total amortization of basis adjustments of $(0.2) million and $(0.6) million. For the three and six months ended June 30, 2014, balances include contractual interest income of $79.1 million and $162.7 million, net interest settlements on derivatives in fair value hedge relationships of $(44.8) million and $(93.5) million and total amortization of basis adjustments of $(0.5) million and $(2.6) million.

The following table includes the MPF activity of the related party members.

Three months ended June 30,

Six months ended June 30,
(in thousands)
2015
2014

2015
2014
Total MPF loan volume purchased
$
5,438

$
432

$
6,845

$
1,321

The following table summarizes the effect of the MPF activities with FHLBank of Chicago.

Three months ended June 30,

Six months ended June 30,
(in thousands)
2015
2014

2015
2014
Servicing fee expense
$
284

$
242

$
552

$
479

(in thousands)

June 30, 2015

December 31, 2014
Interest-bearing deposits maintained with FHLBank of Chicago

$
6,485

$
6,782

From time to time, the Bank may borrow from or lend to other FHLBanks on a short-term uncollateralized basis. During the six months ended June 30, 2015 and 2014, there was no borrowing or lending activity between the Bank and other FHLBanks.

Subject to mutually agreed upon terms, on occasion, an FHLBank may transfer its primary debt obligations to another FHLBank, which becomes the primary obligor on the transferred debt upon completion of the transfer. During the six months ended June 30, 2015 and 2014, there were no transfers of debt between the Bank and another FHLBank.

From time to time, a member of one FHLBank may be acquired by a member of another FHLBank. When such an acquisition occurs, the two FHLBanks may agree to transfer at fair value the loans of the acquired member to the FHLBank of the surviving member. The FHLBanks may also agree to the purchase and sale of any related hedging instrument. The Bank had no such activity during the six months ended June 30, 2015 and 2014.

Additional discussions regarding related party transactions can be found in Note 19 to the audited financial statements in the Bank's 2014 Form 10-K.

X

- References
No definition available.
+ Details

Name: us-gaap_RelatedPartyTransactionsAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The entire disclosure for related party transactions. Examples of related party transactions include transactions between (a) a parent company and its subsidiary; (b) subsidiaries of a common parent; (c) and entity and its principal owners; and (d) affiliates.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 850

-SubTopic 10

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=6457730&loc=d3e39603-107864

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 850

-SubTopic 10

-Section 50

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=6457730&loc=d3e39622-107864

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 850

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6457730&loc=d3e39549-107864

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 850

-SubTopic 10

-Section 50

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6457730&loc=d3e39678-107864

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 850

-SubTopic 10

-Section 50

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=6457730&loc=d3e39691-107864

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.4-08.(k))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690

Reference 7: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

-Paragraph b

-Article 3A

+ Details

Name: us-gaap_RelatedPartyTransactionsDisclosureTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 94 R26.htm IDEA: XBRL DOCUMENT v3.2.0.727

Available-for-Sale (AFS) Securities (Tables) - Available-for-sale Securities
6 Months Ended

Jun. 30, 2015

Schedule of Available-for-sale Securities [Line Items]

Schedule of Available-for-sale Securities Reconciliation
The following tables present AFS securities as of June 30, 2015 and December 31, 2014.

June 30, 2015
(in thousands)
Amortized Cost ⁽¹⁾

OTTI Recognized in AOCI ⁽²⁾

Gross Unrealized Gains

Gross Unrealized Losses

Fair Value
Non-MBS:

Mutual funds
$
1,993

$
—

$
5

$
—

$
1,998

GSE and TVA obligations
3,011,630

—

18,417

(2,200
)

3,027,847

State or local agency obligations
93,068

—

174

(3,157
)

90,085

Total non-MBS
$
3,106,691

$
—

$
18,596

$
(5,357
)

$
3,119,930

MBS:

Other U.S. obligations single family MBS
$
298,284

$
—

$
494

$
(53
)

$
298,725

GSE single-family MBS
2,658,980

—

12,882

(4,528
)

2,667,334

GSE multifamily MBS
845,816

—

10,477

(2,069
)

854,224

Private label MBS:

Private label residential MBS
825,915

(3,047
)

85,305

(248
)

907,925

HELOCs
8,480

(1
)

1,992

—

10,471

Total private label MBS
834,395

(3,048
)

87,297

(248
)

918,396

Total MBS
$
4,637,475

$
(3,048
)

$
111,150

$
(6,898
)

$
4,738,679

Total AFS securities
$
7,744,166

$
(3,048
)

$
129,746

$
(12,255
)

$
7,858,609

December 31, 2014
(in thousands)
Amortized Cost ⁽¹⁾

OTTI Recognized in AOCI ⁽²⁾

Gross Unrealized Gains

Gross Unrealized Losses

Fair Value
Non-MBS:

Mutual funds
$
1,993

$
—

$
5

$
—

$
1,998

GSE and TVA obligations
3,221,543

—

17,661

(5,501
)

3,233,703

State or local agency obligations
98,616

—

752

(384
)

98,984

Total non-MBS
$
3,322,152

$
—

$
18,418

$
(5,885
)

$
3,334,685

MBS:

Other U.S. obligations single family MBS
$
328,787

$
—

$
592

$
—

$
329,379

GSE single-family MBS
2,869,855

—

16,433

(4,126
)

2,882,162

GSE multifamily MBS
872,509

—

9,511

(2,193
)

879,827

Private label MBS:

Private label residential MBS
879,376

(863
)

92,860

(290
)

971,083

HELOCs
9,245

—

2,454

—

11,699

Total private label MBS
888,621

(863
)

95,314

(290
)

982,782

Total MBS
$
4,959,772

$
(863
)

$
121,850

$
(6,609
)

$
5,074,150

Total AFS securities
$
8,281,924

$
(863
)

$
140,268

$
(12,494
)

$
8,408,835

Notes:
⁽¹⁾ Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, previous OTTI recognized in earnings, and/or fair value hedge accounting adjustments.
⁽²⁾ Represents the non-credit portion of an OTTI recognized during the life of the security.

Reconciliation of OTTI on Investments Recognized in AOCI
The following table presents a reconciliation of the AFS OTTI loss recognized through AOCI to the total net non-credit portion of OTTI gains on AFS securities in AOCI as of June 30, 2015 and December 31, 2014.
(in thousands)
June 30, 2015
December 31, 2014
Non-credit portion of OTTI losses
$
(3,048
)
$
(863
)
Net unrealized gains on OTTI securities since their last OTTI credit charge
87,298

95,314

Net non-credit portion of OTTI gains on AFS securities in AOCI
$
84,250

$
94,451

Schedule of Unrealized Loss on Investments
The following tables summarize the AFS securities with unrealized losses as of June 30, 2015 and December 31, 2014. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position.

June 30, 2015

Less than 12 Months

Greater than 12 Months

Total
(in thousands)
Fair Value

Unrealized Losses

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses ⁽¹⁾
Non-MBS:

GSE and TVA obligations
$
1,045,729

$
(1,873
)

$
303,697

$
(327
)

$
1,349,426

$
(2,200
)
State or local agency obligations
76,543

(2,997
)

3,840

(160
)

80,383

(3,157
)
Total non-MBS
$
1,122,272

$
(4,870
)

$
307,537

$
(487
)

$
1,429,809

$
(5,357
)
MBS:

Other U.S. obligations single family MBS
$
104,779

$
(53
)

$
—

$
—

$
104,779

$
(53
)
GSE single-family MBS
202,168

(272
)

198,889

(4,256
)

401,057

(4,528
)
GSE multifamily MBS
209,998

(2,069
)

—

—

209,998

(2,069
)
Private label:

Private label residential MBS
58,002

(2,844
)

17,001

(451
)

75,003

(3,295
)
HELOCs
1,368

(1
)

—

—

1,368

(1
)
Total private label MBS
59,370

(2,845
)

17,001

(451
)

76,371

(3,296
)
Total MBS
$
576,315

$
(5,239
)

$
215,890

$
(4,707
)

$
792,205

$
(9,946
)
Total
$
1,698,587

$
(10,109
)

$
523,427

$
(5,194
)

$
2,222,014

$
(15,303
)

December 31, 2014

Less than 12 Months

Greater than 12 Months

Total
(in thousands)

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses ⁽¹⁾
Non-MBS:

GSE and TVA obligations

$
1,783,202

$
(4,380
)

$
322,691

$
(1,121
)

$
2,105,893

$
(5,501
)
State or local agency obligations

1,576

(14
)

11,385

(370
)

12,961

(384
)
Total non-MBS

$
1,784,778

$
(4,394
)

$
334,076

$
(1,491
)

$
2,118,854

$
(5,885
)
MBS:

GSE single-family MBS

$
19,405

$
(3
)

$
228,257

$
(4,123
)

$
247,662

$
(4,126
)
GSE multifamily MBS

15,322

(104
)

185,153

(2,089
)

200,475

(2,193
)
Private label residential MBS

58,553

(191
)

49,383

(962
)

107,936

(1,153
)
Total MBS

$
93,280

$
(298
)

$
462,793

$
(7,174
)

$
556,073

$
(7,472
)
Total

$
1,878,058

$
(4,692
)

$
796,869

$
(8,665
)

$
2,674,927

$
(13,357
)
Note:
⁽¹⁾Total unrealized losses equal the sum of “OTTI Recognized in AOCI” and “Gross Unrealized Losses” in the first two tables of this Note 3.

Investments Classified by Contractual Maturity Date
Redemption Terms. The amortized cost and fair value of AFS securities by contractual maturity as of June 30, 2015 and December 31, 2014 are presented below. Expected maturities of some securities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.
(in thousands)

June 30, 2015

December 31, 2014
Year of Maturity

Amortized Cost

Fair Value

Amortized Cost

Fair Value
Due in one year or less

$
195,992

$
195,972

$
301,985

$
302,087

Due after one year through five years

1,647,989

1,648,029

2,058,695

2,054,517

Due after five years through ten years

683,528

699,385

662,805

676,064

Due in more than ten years

579,182

576,544

298,667

302,017

AFS securities excluding MBS

3,106,691

3,119,930

3,322,152

3,334,685

MBS

4,637,475

4,738,679

4,959,772

5,074,150

Total AFS securities

$
7,744,166

$
7,858,609

$
8,281,924

$
8,408,835

Schedule of Interest Rate Payment Terms For Investments
The following table details interest payment terms at June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Amortized cost of AFS securities other than MBS:

Fixed-rate

$
2,922,021

$
2,902,430

Variable-rate

184,670

419,722

Total non-MBS

$
3,106,691

$
3,322,152

Amortized cost of AFS MBS:

Fixed-rate

$
1,719,243

$
2,002,208

Variable-rate

2,918,232

2,957,564

Total MBS

$
4,637,475

$
4,959,772

Total amortized cost of AFS securities

$
7,744,166

$
8,281,924

Note: Certain MBS have a fixed-rate component for a specified period of time, then have a rate reset on a given date. Examples of this type of instrument would include securities supported by underlying 3/1, 5/1, 7/1 and 10/1 hybrid ARMs. In addition, certain of these securities may have a provision within the structure that permits the fixed-rate to be adjusted for items such as prepayment, defaults and loan modification. For purposes of the table above, these securities are reported as fixed-rate until the rate reset date is hit. At that point, the security is then considered to be variable-rate.

X

- Definition
Tabular reconciliation of the OTTI loss on Available for Sale Securities recognized through Accumulated Other Comprehensive Income to the total net noncredit portion of OTTI losses on AFS securities in AOCI.
+ References
No definition available.
+ Details

Name: fhlbpgh_ReconciliationOfOtherThanTemporaryImpairmentOnInvestmentsRecognizedInAccumulatedOtherComrehensiveIncomeTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of interest rate payment terms for investments.
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfInterestRatePaymentTermsForInvestmentsTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of maturities of an entity's investments as well as any other information pertinent to the investments.
+ References
No definition available.
+ Details

Name: us-gaap_InvestmentsClassifiedByContractualMaturityDateTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of the reconciliation of available-for-sale securities from cost basis to fair value.
+ References
No definition available.
+ Details

Name: us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
For all investments in an unrealized loss position, including those for which other-than-temporary impairments have not been recognized in earnings (including investments for which a portion of an other-than-temporary impairment has been recognized in other comprehensive income), a tabular disclosure of the aggregate related fair value of investments with unrealized losses and the aggregate amount of unrealized losses (that is, the amount by which amortized cost basis exceeds fair value).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27290-111563

+ Details

Name: us-gaap_ScheduleOfUnrealizedLossOnInvestmentsTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_GainLossOnInvestmentsByCategoryAxis=us-gaap_AvailableforsaleSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 95 R49.htm IDEA: XBRL DOCUMENT v3.2.0.727

Held-to-Maturity (HTM) Securities (Redemption Terms) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Amortized Cost:

Amortized Cost $ 2,869,192 $ 3,246,788

Fair Value:

Fair Value 2,906,101 3,286,547

Total non-MBS

Amortized Cost:

Due in one year or less 11,456 13,042

Due after one year through five years 0 3,415

Due after five years through ten years 60,197 21,807

Due after ten years 115,525 159,189

Amortized Cost 187,178 197,453

Fair Value:

Due in one year or less 11,613 13,423

Due after one year through five years 0 3,361

Due after five years through ten years 58,773 22,263

Due after ten years 103,897 144,657

Fair Value 174,283 183,704

MBS [Member]

Amortized Cost:

Amortized Cost 2,682,014 3,049,335

Fair Value:

Fair Value $ 2,731,818 $ 3,102,843

X

- Definition
Held-to-Maturity Securities, Debt Maturities, Amortized Cost [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_HeldToMaturitySecuritiesDebtMaturitiesAmortizedCostAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount before other than temporary impairment (OTTI) accretion, of investments in debt securities classified as held-to-maturity.
+ References
No definition available.
+ Details

Name: us-gaap_HeldToMaturitySecuritiesAmortizedCostBeforeOtherThanTemporaryImpairment

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_HeldToMaturitySecuritiesDebtMaturitiesFairValueAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Fair value of held-to-maturity debt securities maturing in the next rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_HeldToMaturitySecuritiesDebtMaturitiesNextRollingTwelveMonthsFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of held-to-maturity debt securities maturing after the tenth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_HeldToMaturitySecuritiesDebtMaturitiesRollingAfterTenYearsFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of held-to-maturity debt securities maturing in the sixth through tenth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_HeldToMaturitySecuritiesDebtMaturitiesRollingYearSixThroughTenFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of held-to-maturity debt securities maturing in the second through fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_HeldToMaturitySecuritiesDebtMaturitiesRollingYearTwoThroughFiveFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value of investments in debt securities classified as held-to-maturity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (aa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (f)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

+ Details

Name: us-gaap_HeldToMaturitySecuritiesFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amortized cost of held-to-maturity debt securities maturing in the next rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_HeldtomaturitySecuritiesDebtMaturitiesNextRollingTwelveMonthsAmortizedCost

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amortized cost of held-to-maturity debt securities maturing after the tenth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_HeldtomaturitySecuritiesDebtMaturitiesRollingAfterTenYearsAmortizedCost

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amortized cost of held-to-maturity debt securities maturing in the sixth through tenth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_HeldtomaturitySecuritiesDebtMaturitiesRollingYearSixThroughTenAmortizedCost

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amortized cost of held-to-maturity debt securities maturing in the second through fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
No definition available.
+ Details

Name: us-gaap_HeldtomaturitySecuritiesDebtMaturitiesRollingYearTwoThroughFiveAmortizedCost

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Details

Name: us-gaap_DebtSecurityAxis=fhlbpgh_OtherThanMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_MortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 96 R41.htm IDEA: XBRL DOCUMENT v3.2.0.727

Available-for-Sale (AFS) Securities (Summary of Available-for-Sale Securities) (Details) - USD ($)

Jun. 30, 2015

Dec. 31, 2014

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] $ 7,744,166,000 $ 8,281,924,000

OTTI Recognized in AOCI (2) ^[2] (3,048,000) (863,000)

Gross Unrealized Gains 129,746,000 140,268,000

Gross Unrealized Losses (12,255,000) (12,494,000)

Fair Value 7,858,609,000 8,408,835,000

Other Than Mortgage Backed Securities [Member]

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] 3,106,691,000 3,322,152,000

OTTI Recognized in AOCI (2) ^[2] 0 0

Gross Unrealized Gains 18,596,000 18,418,000

Gross Unrealized Losses (5,357,000) (5,885,000)

Fair Value 3,119,930,000 3,334,685,000

Mutual Funds [Member]

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] 1,993,000 1,993,000

OTTI Recognized in AOCI (2) ^[2] 0 0

Gross Unrealized Gains 5,000 5,000

Gross Unrealized Losses 0 0

Fair Value 1,998,000 1,998,000

GSE and TVA obligations [Member]

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] 3,011,630,000 3,221,543,000

OTTI Recognized in AOCI (2) ^[2] 0 0

Gross Unrealized Gains 18,417,000 17,661,000

Gross Unrealized Losses (2,200,000) (5,501,000)

Fair Value 3,027,847,000 3,233,703,000

State or local agency obligations [Member]

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] 93,068,000 98,616,000

OTTI Recognized in AOCI (2) ^[2] 0 0

Gross Unrealized Gains 174,000 752,000

Gross Unrealized Losses (3,157,000) (384,000)

Fair Value 90,085,000 98,984,000

Total MBS [Member]

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] 4,637,475,000 4,959,772,000

OTTI Recognized in AOCI (2) ^[2] (3,048,000) (863,000)

Gross Unrealized Gains 111,150,000 121,850,000

Gross Unrealized Losses (6,898,000) (6,609,000)

Fair Value 4,738,679,000 5,074,150,000

Other U.S. obligations single family MBS

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] 298,284,000 328,787,000

OTTI Recognized in AOCI (2) ^[2] 0 0

Gross Unrealized Gains 494,000 592,000

Gross Unrealized Losses (53,000) 0

Fair Value 298,725,000 329,379,000

Private label MBS [Member]

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] 834,395,000 888,621,000

OTTI Recognized in AOCI (2) ^[2] (3,048,000) (863,000)

Gross Unrealized Gains 87,297,000 95,314,000

Gross Unrealized Losses (248,000) (290,000)

Fair Value 918,396,000 982,782,000

HELOCs

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] 8,480,000 9,245,000

OTTI Recognized in AOCI (2) ^[2] (1,000) 0

Gross Unrealized Gains 1,992,000 2,454,000

Gross Unrealized Losses 0 0

Fair Value 10,471,000 11,699,000

Residential Mortgage Backed Securities [Member] | Private label MBS [Member]

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] 825,915,000 879,376,000

OTTI Recognized in AOCI (2) ^[2] (3,047,000) (863,000)

Gross Unrealized Gains 85,305,000 92,860,000

Gross Unrealized Losses (248,000) (290,000)

Fair Value 907,925,000 971,083,000

Single Family [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] 2,658,980,000 2,869,855,000

OTTI Recognized in AOCI (2) ^[2] 0 0

Gross Unrealized Gains 12,882,000 16,433,000

Gross Unrealized Losses (4,528,000) (4,126,000)

Fair Value 2,667,334,000 2,882,162,000

Multifamily [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]

Schedule of Available-for-sale Securities [Line Items]

Amortized Cost ^[1] 845,816,000 872,509,000

OTTI Recognized in AOCI (2) ^[2] 0 0

Gross Unrealized Gains 10,477,000 9,511,000

Gross Unrealized Losses (2,069,000) (2,193,000)

Fair Value $ 854,224,000 $ 879,827,000

[1] Amortized cost includes adjustments made to the cost basis of an investment for accretion of discounts and/or amortization of premiums, collection of cash, previous OTTI recognized in earnings, and/or fair value hedge accounting adjustments.

[2] Represents the non-credit portion of an OTTI recognized during the life of the security.

X

- Definition
Accumulated other comprehensive loss related to portion of other than temporary impairment (OTTI) due to factors other than credit losses on debt securities categorized as available-for-sale that an entity does not intend to sell and which it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis of the debt security. The amount represented by this item is net of tax, as applicable.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (aaa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27161-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 220

-SubTopic 10

-Section 45

-Paragraph 14A

-URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669686-108580

+ Details

Name: us-gaap_AccumulatedOtherComprehensiveIncomeLossOtherThanTemporaryImpairmentNotCreditLossNetOfTaxAvailableforsaleDebtSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of investment in debt and equity securities categorized neither as held-to-maturity nor trading.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 25

-Paragraph 1

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (aa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 45

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26610-111562

+ Details

Name: us-gaap_AvailableForSaleSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount before tax of unrealized gain in accumulated other comprehensive income (AOCI) on investments in debt and equity securities classified as available-for-sale.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27161-111563

+ Details

Name: us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedGainBeforeTax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount before tax of unrealized loss in accumulated other comprehensive income (AOCI) on investments in debt and equity securities classified as available-for-sale.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27161-111563

+ Details

Name: us-gaap_AvailableForSaleSecuritiesAccumulatedGrossUnrealizedLossBeforeTax

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
This item represents the cost of debt and equity securities, which are categorized neither as held-to-maturity nor trading, net of adjustments including accretion, amortization, collection of cash, previous other-than-temporary impairments recognized in earnings (less any cumulative-effect adjustments recognized, as defined), and fair value hedge accounting adjustments, if any.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.2)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name: us-gaap_AvailableForSaleSecuritiesAmortizedCost

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_OtherThanMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_MutualFundsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_USGovernmentSponsoredEnterprisesDebtSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_USStatesAndPoliticalSubdivisionsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_SingleFamilyMortgagebackedSecuritiesOtherUSObligationsMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=fhlbpgh_AssetBackedSecuritiesBackedByHomeEquityLoansMemberDomain

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis=us-gaap_SingleFamilyMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_DebtSecurityAxis=us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis=us-gaap_MultifamilyMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 97 R5.htm IDEA: XBRL DOCUMENT v3.2.0.727

Statement of Condition (Parenthetical) - USD ($)
shares in Thousands, $ in Thousands

Jun. 30, 2015

Dec. 31, 2014

ASSETS

Held to maturity securities - fair value $ 2,906,101 $ 3,286,547

Allowance for Credit losses, Mortgage Loans 6,300 7,260

Allowance for Credit Losses, BOB loans $ 1,758 $ 1,840

Stockholders' Equity Attributable to Parent [Abstract]

Capital Stock, Par value Per Share $ 100 $ 100

Capital Stock, Shares, Issued and Outstanding 34,252 30,410

X

- Definition
The allowance for loan losses related to the Banking on Business program represents the reserve to recover probable credit losses related to specifically identified loans, as well as probable credit losses as well as probably credit losses inherent in the remainder of the loan portfolio as of the balance sheet date.
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherAssetsBankingOnBusinessLoansFederalHomeLoanBanksAllowance

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_AssetsAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Face amount or stated value per share of common stock.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.29)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 30

-Article 5

+ Details

Name: us-gaap_CommonStockParOrStatedValuePerShare

Namespace Prefix: us-gaap_

Data Type: num:perShareItemType

Balance Type: na

Period Type: instant

X

- Definition
Number of shares of common stock outstanding. Common stock represent the ownership interest in a corporation.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21463-112644

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.29)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.3-04)

-URI http://asc.fasb.org/extlink&oid=27012166&loc=d3e187085-122770

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 30

-Article 5

+ Details

Name: us-gaap_CommonStockSharesOutstanding

Namespace Prefix: us-gaap_

Data Type: xbrli:sharesItemType

Balance Type: na

Period Type: instant

X

- Definition
Fair value of investments in debt securities classified as held-to-maturity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (aa)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (f)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

+ Details

Name: us-gaap_HeldToMaturitySecuritiesFairValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of allowance to cover probable credit losses on loans and leases. Includes carryover of or adjustments to the allowance for loan losses in connection with business combinations. Excludes allowance for loans and leases covered under loss sharing agreements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 11B

-Subparagraph (g)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953423-111524

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 11B

-Subparagraph (c)(1)

-URI http://asc.fasb.org/extlink&oid=49124121&loc=SL6953423-111524

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.7(d))

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 30

-Section 50

-Paragraph 2

-Subparagraph (b)(1)(ii)

-URI http://asc.fasb.org/extlink&oid=6379141&loc=d3e15032-111544

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Staff Accounting Bulletin (SAB)

-Number Topic 6

-Section L

-Subsection 1

+ Details

Name: us-gaap_LoansAndLeasesReceivableAllowance

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- References
No definition available.
+ Details

Name: us-gaap_StockholdersEquityAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

XML 98 R88.htm IDEA: XBRL DOCUMENT v3.2.0.727

Estimated Fair Values (Level 3 Reconciliation) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended 12 Months Ended

Jun. 30, 2015

Jun. 30, 2014

Mar. 31, 2014

Jun. 30, 2015

Jun. 30, 2014

Dec. 31, 2012

Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]

Net change in fair value on OTTI AFS in OCI $ (11,236) $ 17,550 $ (9,175) $ 18,993

Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 | Available-for-Sale Securities, Private Label Residential Mortgage Backed Securities [Member]

Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]

Balance at January 1 $ 1,123,624 971,083 1,123,624

Accretion of credit losses in interest income 9,512 6,087

Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss) 42 (60)

Net change in fair value on OTTI AFS in OCI (1,157) 2,932

Unrealized gains on OTTI AFS in OCI (7,555) 15,967

Purchases, issuances, sales, and settlements:

Settlements (67,368) (90,601)

Balance at June 30 907,925 1,057,949 907,925 1,057,949

Total amount of losses for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held 9,512 6,087

Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Transfers Into Level 3 3,368

Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 | Available-for-Sale Securities, Home Equity Lines Of Credit [Member]

Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]

Balance at January 1 14,428 11,699 14,428

Accretion of credit losses in interest income 734 663

Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss) 0 $ 0

Net change in fair value on OTTI AFS in OCI $ 40 (1)

Unrealized gains on OTTI AFS in OCI (462) 54

Purchases, issuances, sales, and settlements:

Settlements (1,499) (1,869)

Balance at June 30 $ 10,471 $ 13,316 10,471 13,316

Total amount of losses for the period presented included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held $ 734 $ 663

X

- Definition
Subsequent increases or decreases in fair value of OTTI Securities classified as AFS to the extent it does not exceed previously recorded non-credit OTTI.
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherComprehensiveIncomeNetChangeinFairValueOfOtherThanTemporaryImpairmentSecurities

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Subsequent appreciation or loss in value over the original impairment amount for previously impaired or impaired securities classified as AFS during the period being reported on.
+ References
No definition available.
+ Details

Name: fhlbpgh_OtherComprehensiveIncomeUnrealizedGainLossOnOtherThanTemporaryImparimentSecurities

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
This item represents the amount of the total realized and unrealized gains or losses for the period which are included in the statement of income (or changes in net assets); the fair value of which assets and liabilities was or is measured on a recurring basis using significant unobservable inputs (Level 3).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(1)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

+ Details

Name: us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisGainLossIncludedInEarnings

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.
+ References
No definition available.
+ Details

Name: us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of gain (loss) recognized in the income statement for financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(1)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

+ Details

Name: us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of gain (loss) recognized in other comprehensive income (loss) for financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(1a)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

+ Details

Name: us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInOtherComprehensiveIncomeLoss

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- References
No definition available.
+ Details

Name: us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchasesSalesIssuancesSettlementsAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of settlement of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(2)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

+ Details

Name: us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
Amount of transfer of financial instrument classified as an asset into level 3 of the fair value hierarchy.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(3)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

+ Details

Name: us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersIntoLevel3

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

X

- Definition
Fair value of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

+ Details

Name: us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Details

Name: us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByAssetClassAxis=fhlbpgh_AvailableForSaleSecuritiesPrivateLabelResidentialMortgageBackedSecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_FairValueByAssetClassAxis=fhlbpgh_AvailableForSaleSecuritiesHomeEquityLinesOfCreditMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 99 R10.htm IDEA: XBRL DOCUMENT v3.2.0.727

Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations
6 Months Ended

Jun. 30, 2015

Accounting Adjustments [Abstract]

Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations
Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations

Framework for Adversely Classifying Loans, Other Real Estate Owned, and Other Assets and Listing Assets for Special Mention. In April 2012, the Finance Agency issued Advisory Bulletin 2012-02, Framework for Adversely Classifying Loans, Other Real Estate Owned, and Other Assets and Listing Assets for Special Mention (AB 2012-02 or Advisory Bulletin), which is applicable to Fannie Mae, Freddie Mac and the FHLBanks. The Advisory Bulletin establishes guidelines for adverse classification of various assets, primarily MPF loans at the Bank. Among other requirements, this Advisory Bulletin requires that the Bank classify the portion of an outstanding single-family loan balance in excess of the fair value of the underlying property, less costs to sell and adjusted for any credit enhancements, as a “loss” no later than when the loan becomes 180 days delinquent, except in certain specified circumstances (such as those involving properly secured loans with an LTV ratio equal to or less than 60%). The Bank implemented these classification provisions effective January 1, 2014. During the first quarter 2014, the Bank incorporated estimates of fair values on loans as applicable under the Advisory Bulletin in its calculation of the required “loss” on MPF loans. This change in the Bank's accounting estimate resulted in an immaterial benefit to the Bank's Allowance for Loan Losses at March 31, 2014. See Note 8 - Allowance for Credit Losses for more information.

The Advisory Bulletin also requires the Bank to charge-off the portion of the loan classified as a “loss.” The Advisory Bulletin specifies that, if the Bank subsequently receives full or partial payment of a previously charged-off loan, it may report a recovery of the amount charged-off either through loss reserves or as a reduction in foreclosed property expenses. As required, the Bank adopted the charge-off provisions of the Advisory Bulletin on January 1, 2015. Upon adoption of the charge-off provisions, the Bank’s allowance for loan losses on the impacted loans was eliminated and the corresponding recorded investment in the loans was reduced by the amount charged-off, unless it is expected to be recovered through credit enhancement (CE), for which the Bank recognizes a CE fee receivable. The amount of losses realized on the Bank's loan portfolio will ultimately be the same under the Advisory Bulletin as under the Bank's past accounting practices. However, the timing of when the Bank recognizes those losses in its financial statements will differ. The adoption of the charge-off provisions of the Advisory Bulletin did not have a material impact on the Bank’s financial condition or results of operations.

Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure. In January 2014, the FASB issued guidance clarifying when a loan should be de-recognized and the related real estate property recognized. This guidance allows the Bank to recognize properties as real estate owned once the borrower has voluntarily conveyed its interest in the property to the Bank through a deed in lieu of foreclosure or similar agreement. This guidance was effective for the Bank beginning January 1, 2015 and did not impact the Bank's financial condition or results of operations.

Revenue from Contracts with Customers. In May 2014, the FASB issued revised guidance for revenue recognition. This guidance will increase comparability across industries by providing a single, comprehensive revenue recognition model for all contracts with customers. The guidance will require recognition of revenue to reflect the economics of the transaction and will require expanded disclosures regarding revenue recognition. This guidance, which will be effective for the Bank beginning January 1, 2018, is not expected to materially impact the Bank's financial condition or results of operations.

Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures. In June 2014, the FASB issued guidance amending the accounting for certain repurchase agreements, including repurchase-to-maturity transactions and repurchase financing transactions. This guidance was effective for the Bank beginning January 1, 2015 and did not have a material impact on the Bank's financial condition or results of operations. The guidance requires expanded disclosures for transactions accounted for as secured borrowings and sales beginning April 1, 2015, which did not impact the Bank's financial statements.

Classification of Certain Government Insured Residential Mortgage Loans upon Foreclosure. In August 2014, the FASB issued guidance to limit diversity in practice for classification of certain mortgage loans backed by a government guarantee upon foreclosure. Upon foreclosure, the mortgage loan should be de-recognized and a separate other receivable recognized for the amount of the loan balance expected to be recovered from the guarantor. This guidance was effective for the Bank beginning January 1, 2015 and did not impact the Bank's financial condition or results of operations.

Going Concern. In August 2014, the FASB issued guidance which requires all entities to perform an interim and annual assessment of their ability to continue as a going concern for one year from the date of issuance of their respective financial statements. The guidance also requires disclosures if there is “substantial doubt” of the entity’s ability to continue as a going concern. The Bank's initial quarterly assessment will be required to be completed on its December 31, 2016 financial statements.

Extraordinary Items. In January 2015, the FASB issued guidance which eliminates the concept of extraordinary items. As a result, preparers and auditors no longer need to determine whether an event is extraordinary. However, the guidance continues to require separate presentation on the Statement of Income for items that are both unusual and infrequent. This guidance is effective for the Bank beginning January 1, 2016 and will not impact the Bank’s results of operations.

Consolidation. In February 2015, the FASB issued amendments to its existing consolidation guidance which may impact the Bank’s evaluation of which entities are considered to be Variable Interest Entities (VIEs) and if the Bank is required to consolidate a VIE. This guidance is effective for the Bank beginning January 1, 2016 and will not impact the Bank's financial condition.

Simplifying the Presentation of Debt Issuance Costs. In April 2015, the FASB issued guidance which requires the Bank to present debt issuance costs as a direct deduction from the related debt on the statement of condition, consistent with debt discounts. This guidance is effective for the Bank beginning January 1, 2016 and will be applied retrospectively. This guidance will result in a reclassification of debt issuance costs from Other Assets to Consolidated Obligations in the Bank's Statement of Condition, which is not expected to be material.

Cloud Computing Arrangements. In April 2015, the FASB issued guidance which clarifies circumstances under which a cloud computing arrangement should be accounted for as a license of internal-use software as opposed to a service contract. The Bank is currently evaluating the impact of this guidance, which is effective for the Bank beginning January 1, 2016 and may be applied prospectively.

Technical Corrections and Improvements. In June 2015, the FASB issued guidance which makes targeted improvements to several areas of its Accounting Standards Codification, including clarification of its guidance for disclosures of recurring and non-recurring fair value measurements. This guidance was effective for the Bank upon issuance and resulted in additional disclosure in Note 13 - Estimated Fair Values for non-recurring fair value measurements for the six months ended June 30, 2015. These amounts were immaterial for the year ended December 31, 2014. This guidance did not impact the Bank's Statement of Condition.

X

- Definition
Accounting Adjustments [Abstract]
+ References
No definition available.
+ Details

Name: fhlbpgh_AccountingAdjustmentsAbstract

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The entire disclosure of changes in accounting principles, including adoption of new accounting pronouncements, that describes the new methods, amount and effects on financial statement line items.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Change in Accounting Principle

-URI http://asc.fasb.org/extlink&oid=6507316

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Direct Effects of a Change in Accounting Principle

-URI http://asc.fasb.org/extlink&oid=6510796

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 250

-SubTopic 10

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=56949863&loc=d3e22583-107794

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Indirect Effects of a Change in Accounting Principle

-URI http://asc.fasb.org/extlink&oid=6515603

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 250

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=56949863&loc=d3e22580-107794

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 270

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.10-01.(b)(6))

-URI http://asc.fasb.org/extlink&oid=27015980&loc=d3e46468-122699

Reference 7: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Accounting Change

-URI http://asc.fasb.org/extlink&oid=6503790

Reference 8: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 250

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=56949863&loc=d3e22499-107794

Reference 9: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Retrospective Application

-URI http://asc.fasb.org/extlink&oid=6523989

Reference 10: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 270

-SubTopic 10

-Section 45

-Paragraph 13

-URI http://asc.fasb.org/extlink&oid=51655806&loc=d3e765-108305

Reference 11: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 270

-SubTopic 10

-Section 45

-Paragraph 12

-URI http://asc.fasb.org/extlink&oid=51655806&loc=d3e725-108305

+ Details

Name: us-gaap_NewAccountingPronouncementsAndChangesInAccountingPrinciplesTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

XML 100 R58.htm IDEA: XBRL DOCUMENT v3.2.0.727

Mortgage Loans Held for Portfolio (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Mortgage Loans on Real Estate [Line Items]

Par value of mortgage loans held for portfolio $ 2,985,108 $ 3,058,463

Premiums 50,078 51,214

Discounts (4,300) (4,872)

Hedging adjustments 28,385 25,789

Total mortgage loans held for portfolio 3,059,271 3,130,594

Fixed-rate long-term single-family mortgages (1)

Mortgage Loans on Real Estate [Line Items]

Par value of mortgage loans held for portfolio ^[1] 2,600,087 2,640,633

Fixed-rate medium-term single-family mortgages (1)

Mortgage Loans on Real Estate [Line Items]

Par value of mortgage loans held for portfolio ^[1] $ 385,021 $ 417,830

[1] Note:(1) Long-term is defined as greater than 15 years. Medium-term is defined as a term of 15 years or less.

X

- Definition
Reflects the cumulative amount of hedging adjustments that are being amortized into income as an adjustment of yield.
+ References
No definition available.
+ Details

Name: fhlbpgh_LoansAndLeasesReceivableHedgingBasisAdjustment

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Reflects the cumulative amount of discounts from the face amount of loans that are being amortized into income as an adjustment of yield.
+ References
No definition available.
+ Details

Name: fhlbpgh_LoansAndLeasesReceivableUnamortizedDiscounts

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Reflects the cumulative amount of premiums over the face amount of loans that are being amortized into income as an adjustment of yield.
+ References
No definition available.
+ Details

Name: fhlbpgh_LoansAndLeasesReceivableUnamortizedPremiums

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Reflects the aggregate unpaid principal balance of all categories of loans and leases held in portfolio.
+ References
No definition available.
+ Details

Name: fhlbpgh_LoansAndLeasesReceivableUnpaidPrincipalBalance

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount before allowance of consumer mortgage. Includes deferred interest and fees, undisbursed portion of loan balance, unamortized costs and premiums and discounts from face amounts. Excludes subordinated loans such as home equity lines of credit and loans and leases covered under loss sharing agreements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 45

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=28367877&loc=d3e4428-111522

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.7(a)(3),(b))

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_LoansAndLeasesReceivableConsumerMortgage

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_MortgageLoansOnRealEstateLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateLoanTypeAxis=fhlbpgh_LoansReceivableWithFixedRatesOfInterestLongTermMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_MortgageLoansOnRealEstateLoanTypeAxis=fhlbpgh_LoansReceivableWithFixedRatesOfInterestMediumTermMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 101 R82.htm IDEA: XBRL DOCUMENT v3.2.0.727

Transactions with Related Parties (By Balance Sheet Grouping) (Details) - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Related Party Transaction [Line Items]

Investments $ 11,097,777 $ 11,936,639

Advances 71,489,152 63,408,355

MPF loans 2,985,108 3,058,463

Capital stock 3,425,159 3,040,976

Principal Owner [Member]

Related Party Transaction [Line Items]

Investments 148,335 157,025

Advances 42,812,880 38,765,267

Letters of credit ^[1] 9,283,970 9,608,983

MPF loans 1,184,879 1,326,807

Deposits 10,292 13,678

Capital stock $ 1,885,879 $ 1,714,432

[1] Letters of credit are off-balance sheet commitments.

X

- Definition
Reflects the aggregate unpaid principal balance of all categories of loans and leases held in portfolio.
+ References
No definition available.
+ Details

Name: fhlbpgh_LoansAndLeasesReceivableUnpaidPrincipalBalance

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Value of shares of other common stock instruments held by shareholders, such as exchangeable shares. May be all or portion of the number of common shares authorized.
+ References
No definition available.
+ Details

Name: us-gaap_CommonStockOtherValueOutstanding

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
The aggregate of all deposit liabilities held by the entity, including foreign and domestic, interest and noninterest bearing; may include demand deposits, saving deposits, Negotiable Order of Withdrawal (NOW) and time deposits among others.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.12)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_Deposits

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of Federal Home Loan Bank (FHLBank) advances to member financial institutions.
+ References
No definition available.
+ Details

Name: us-gaap_FederalHomeLoanBankAdvances

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
The total amount of the contingent obligation under letters of credit outstanding as of the reporting date.
+ References
No definition available.
+ Details

Name: us-gaap_LettersOfCreditOutstandingAmount

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Total debt and equity financial instruments including: (1) securities held-to-maturity, (2) trading securities, and (3) securities available-for-sale.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27161-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 210

-Section S99

-Paragraph 1

-Subparagraph (SX 210.9-03.4)

-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

+ Details

Name: us-gaap_MarketableSecurities

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_RelatedPartyTransactionLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_RelatedPartyTransactionsByRelatedPartyAxis=us-gaap_PrincipalOwnerMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 102 R69.htm IDEA: XBRL DOCUMENT v3.2.0.727

Derivatives and Hedging Activities (Offsetting Assets) (Details) - USD ($)

Jun. 30, 2015

Dec. 31, 2014

Offsetting Assets [Line Items]

Derivative Asset, Fair Value, Gross Asset $ 121,808,000 $ 111,338,000

Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset ^[1],[2] (58,133,000) (75,555,000)

Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment 63,675,000 35,783,000

Derivative Asset, Not Subject to Master Netting Arrangement ^[3] 477,000 434,000

Derivative assets 64,152,000 36,217,000

Derivative, Collateral, Obligation to Return Securities that can be sold or repledged 0 (636,000)

Derivative Asset, Fair Value, Amount Offset Against Collateral 64,152,000 35,581,000

Over the Counter [Member]

Offsetting Assets [Line Items]

Derivative Asset, Fair Value, Gross Asset 67,039,000 102,570,000

Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset (65,288,000) (96,286,000)

Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment 1,751,000 6,284,000

Derivative Asset, Not Subject to Master Netting Arrangement ^[3] 477,000 434,000

Derivative assets 2,228,000 6,718,000

Derivative, Collateral, Obligation to Return Securities that can be sold or repledged 0 (636,000)

Derivative Asset, Fair Value, Amount Offset Against Collateral 2,228,000 6,082,000

Exchange Cleared [Member]

Offsetting Assets [Line Items]

Derivative Asset, Fair Value, Gross Asset 54,769,000 8,768,000

Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset 7,155,000 20,731,000

Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment 61,924,000 29,499,000

Derivative Asset, Not Subject to Master Netting Arrangement ^[3] 0 0

Derivative assets 61,924,000 29,499,000

Derivative, Collateral, Obligation to Return Securities that can be sold or repledged 0 0

Derivative Asset, Fair Value, Amount Offset Against Collateral $ 61,924,000 $ 29,499,000

[1] Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral and related accrued interest held or placed with the same clearing agent and/or counterparties. Cash collateral posted was $265.6 million and $345.0 million at June 30, 2015 and December 31, 2014. Cash collateral received was $2.6 million and $11.8 million at June 30, 2015 and December 31, 2014.

[2] Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed by the Bank with the same clearing agent and/or counterparties.

[3] Represents derivatives that are not subject to an enforceable netting agreement (e.g., mortgage delivery commitments and certain interest-rate futures or forwards).

X

- Definition
Fair value after effects of master netting arrangements and collateral, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset.
+ References
No definition available.
+ Details

Name: fhlbpgh_DerivativeAssetNetFairValueAmountAfterOffsettingAdjustment

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Amount of obligation to return securities collateral that can be sold or repledged, under master netting arrangements that have not been offset against derivative assets
+ References
No definition available.
+ Details

Name: fhlbpgh_DerivativeCollateralObligationToReturnSecuritiesThatCanBeSoldOrRepledged

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value of liability associated with financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, and obligation to return cash collateral under master netting arrangements.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 8

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226003-175313

+ Details

Name: us-gaap_DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Fair value of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, not subject to a master netting arrangement.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 22

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226052-175313

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

+ Details

Name: us-gaap_DerivativeAssetNotSubjectToMasterNettingArrangement

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 10

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13433-108611

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 825

-SubTopic 10

-Section 50

-Paragraph 15

-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13495-108611

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313

+ Details

Name: us-gaap_DerivativeAssets

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4B

-Subparagraph (a),(c)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 7

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226000-175313

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 860

-SubTopic 20

-Section 50

-Paragraph 4D

-Subparagraph (c)(2)

-URI http://asc.fasb.org/extlink&oid=51814546&loc=SL51823488-111719

+ Details

Name: us-gaap_DerivativeFairValueOfDerivativeAsset

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Fair value, after effects of master netting arrangements, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset offset against an obligation to return collateral. Includes assets not subject to a master netting arrangement and not elected to be offset.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 8

-Subparagraph (a)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41678-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 50

-Paragraph 3

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 20

-Section 55

-Paragraph 13

-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226016-175313

+ Details

Name: us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: instant

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_OffsettingAssetsLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_TransactionTypeAxis=us-gaap_OverTheCounterMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: us-gaap_TransactionTypeAxis=us-gaap_ExchangeClearedMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 103 R27.htm IDEA: XBRL DOCUMENT v3.2.0.727

Held-to-Maturity (HTM) Securities (Tables)
6 Months Ended

Jun. 30, 2015

Schedule of Held-to-maturity Securities [Line Items]

Held-to-maturity Securities
The following tables present HTM securities as of June 30, 2015 and December 31, 2014.

June 30, 2015
(in thousands)

Amortized Cost

Gross Unrealized Holding Gains

Gross Unrealized Holding Losses

Fair Value
Non-MBS:

GSE securities

$
11,456

$
157

$
—

$
11,613

State or local agency obligations

175,722

808

(13,860
)

162,670

Total non-MBS

$
187,178

$
965

$
(13,860
)

$
174,283

MBS:

Other U.S. obligations single-family MBS

$
973,944

$
6,422

$
(1
)

$
980,365

GSE single-family MBS

348,533

6,025

(51
)

354,507

GSE multifamily MBS

770,107

40,164

—

810,271

Private label residential MBS

589,430

3,050

(5,805
)

586,675

Total MBS

$
2,682,014

$
55,661

$
(5,857
)

$
2,731,818

Total HTM securities

$
2,869,192

$
56,626

$
(19,717
)

$
2,906,101

December 31, 2014
(in thousands)

Amortized Cost

Gross Unrealized Holding Gains

Gross Unrealized Holding Losses

Fair Value
Non-MBS:

GSE securities

$
13,041

$
382

$
—

$
13,423

State or local agency obligations

184,412

1,314

(15,445
)

170,281

Total non-MBS

$
197,453

$
1,696

$
(15,445
)

$
183,704

MBS:

Other U.S. obligations single-family MBS

$
1,122,537

$
8,604

$
—

$
1,131,141

GSE single-family MBS

417,217

7,226

(118
)

424,325

GSE multifamily MBS

818,037

43,431

—

861,468

Private label residential MBS

691,544

3,506

(9,141
)

685,909

Total MBS

$
3,049,335

$
62,767

$
(9,259
)

$
3,102,843

Total HTM securities

$
3,246,788

$
64,463

$
(24,704
)

$
3,286,547

Held-to-maturity Securities

Schedule of Held-to-maturity Securities [Line Items]

Schedule of Unrealized Loss on Investments
The following tables summarize the HTM securities with unrealized losses as of June 30, 2015 and December 31, 2014. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position.

June 30, 2015

Less than 12 Months

Greater than 12 Months

Total
(in thousands)

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses
Non-MBS:

State or local agency obligations

$
—

$
—

$
114,760

$
(13,860
)

$
114,760

$
(13,860
)
MBS:

Other U.S. obligations single family MBS

$
11,198

$
(1
)

$
—

$
—

$
11,198

$
(1
)
GSE single-family MBS

—

—

10,077

(51
)

10,077

(51
)
Private label residential MBS

146,375

(1,074
)

202,639

(4,731
)

349,014

(5,805
)
Total MBS

$
157,573

$
(1,075
)

$
212,716

$
(4,782
)

$
370,289

$
(5,857
)
Total

$
157,573

$
(1,075
)

$
327,476

$
(18,642
)

$
485,049

$
(19,717
)

December 31, 2014

Less than 12 Months

Greater than 12 Months

Total
(in thousands)

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses

Fair Value

Unrealized Losses
Non-MBS:

State or local agency obligations

$
3,361

$
(54
)

$
116,488

$
(15,391
)

$
119,849

$
(15,445
)
MBS:

GSE single-family MBS

$
—

$
—

$
11,058

$
(118
)

$
11,058

$
(118
)
Private label residential MBS

185,673

(1,291
)

233,287

(7,850
)

418,960

(9,141
)
Total MBS

$
185,673

$
(1,291
)

$
244,345

$
(7,968
)

$
430,018

$
(9,259
)
Total

$
189,034

$
(1,345
)

$
360,833

$
(23,359
)

$
549,867

$
(24,704
)

Investments Classified by Contractual Maturity Date
Redemption Terms. The amortized cost and fair value of HTM securities by contractual maturity as of June 30, 2015 and December 31, 2014 are presented below. Expected maturities of some securities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees.
(in thousands)

June 30, 2015

December 31, 2014
Year of Maturity

Amortized Cost

Fair Value

Amortized Cost

Fair Value
Non-MBS:

Due in one year or less

$
11,456

$
11,613

$
13,042

$
13,423

Due after one year through five years

—

—

3,415

3,361

Due after five years through ten years

60,197

58,773

21,807

22,263

Due after ten years

115,525

103,897

159,189

144,657

HTM securities excluding MBS

187,178

174,283

197,453

183,704

MBS

2,682,014

2,731,818

3,049,335

3,102,843

Total HTM securities

$
2,869,192

$
2,906,101

$
3,246,788

$
3,286,547

Schedule of Interest Rate Payment Terms For Investments
Interest Rate Payment Terms. The following table details interest rate payment terms at June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Amortized cost of HTM securities other than MBS:

Fixed-rate

$
41,838

$
44,453

Variable-rate

145,340

153,000

Total non-MBS

$
187,178

$
197,453

Amortized cost of HTM MBS:

Fixed-rate

$
979,411

$
1,114,059

Variable-rate

1,702,603

1,935,276

Total MBS

$
2,682,014

$
3,049,335

Total HTM securities

$
2,869,192

$
3,246,788

Note: Certain MBS have a fixed-rate component for a specified period of time, then have a rate reset on a given date. Examples of this type of instrument would include securities supported by underlying 3/1, 5/1, 7/1 and 10/1 hybrid ARMs. In addition, certain of these securities may have a provision within the structure that permits the fixed-rate to be adjusted for items such as prepayment, defaults and loan modification. For purposes of the table above, these securities are reported as fixed-rate until the rate reset date is hit. At that point, the security is then considered to be variable-rate.

X

- Definition
Tabular disclosure of interest rate payment terms for investments.
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfInterestRatePaymentTermsForInvestmentsTableTextBlock

Namespace Prefix: fhlbpgh_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of all investments in certain debt and equity securities for which the entity has the positive intent and ability to hold until maturity.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27290-111563

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 10

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27405-111563

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 320

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=6957658&loc=d3e62586-112803

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 7

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27337-111563

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 9

-URI http://asc.fasb.org/extlink&oid=6435544&loc=d3e41834-113960

Reference 7: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section 50

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=49124121&loc=d3e5086-111524

Reference 8: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 942

-SubTopic 320

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6957658&loc=d3e62557-112803

+ Details

Name: us-gaap_HeldToMaturitySecuritiesTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Tabular disclosure of maturities of an entity's investments as well as any other information pertinent to the investments.
+ References
No definition available.
+ Details

Name: us-gaap_InvestmentsClassifiedByContractualMaturityDateTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Definition
Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.
+ References
No definition available.
+ Details

Name: us-gaap_ScheduleOfHeldToMaturitySecuritiesLineItems

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
For all investments in an unrealized loss position, including those for which other-than-temporary impairments have not been recognized in earnings (including investments for which a portion of an other-than-temporary impairment has been recognized in other comprehensive income), a tabular disclosure of the aggregate related fair value of investments with unrealized losses and the aggregate amount of unrealized losses (that is, the amount by which amortized cost basis exceeds fair value).
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27290-111563

+ Details

Name: us-gaap_ScheduleOfUnrealizedLossOnInvestmentsTableTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

X

- Details

Name: us-gaap_GainLossOnInvestmentsByCategoryAxis=us-gaap_HeldtomaturitySecuritiesMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 104 FilingSummary.xml IDEA: XBRL DOCUMENT 3.2.0.727 html 491 452 1 true 107 0 false 8 false false R1.htm 0001000 - Document - Document and Entity Information Sheet http://www.fhlb-pgh.com/role/DocumentAndEntityInformation Document and Entity Information Cover 1 false false R2.htm 1001000 - Statement - Statements of Income Sheet http://www.fhlb-pgh.com/role/StatementsOfIncome Statements of Income Statements 2 false false R3.htm 1002000 - Statement - Statements of Comprehensive Income Sheet http://www.fhlb-pgh.com/role/StatementsOfComprehensiveIncome Statements of Comprehensive Income Statements 3 false false R4.htm 1003000 - Statement - Statements of Condition Sheet http://www.fhlb-pgh.com/role/StatementsOfCondition Statements of Condition Statements 4 false false R5.htm 1003501 - Statement - Statement of Condition (Parenthetical) Sheet http://www.fhlb-pgh.com/role/StatementOfConditionParenthetical Statement of Condition (Parenthetical) Statements 5 false false R6.htm 1005000 - Statement - Statements of Cash Flows Sheet http://www.fhlb-pgh.com/role/StatementsOfCashFlows Statements of Cash Flows Statements 6 false false R7.htm 1005001 - Statement - Statement of Cash Flows (Parenthetical) Sheet http://www.fhlb-pgh.com/role/StatementOfCashFlowsParenthetical Statement of Cash Flows (Parenthetical) Statements 7 false false R8.htm 1006000 - Statement - Statements of Changes in Capital Sheet http://www.fhlb-pgh.com/role/StatementsOfChangesInCapital Statements of Changes in Capital Statements 8 false false R9.htm 2101100 - Disclosure - Background Information Sheet http://www.fhlb-pgh.com/role/BackgroundInformation Background Information Notes 9 false false R10.htm 2102100 - Disclosure - Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations Sheet http://www.fhlb-pgh.com/role/AccountingAdjustmentsChangesInAccountingPrincipleAndRecentlyIssuedAccountingStandardsAndInterpretations Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations Notes 10 false false R11.htm 2103100 - Disclosure - Trading Securities Sheet http://www.fhlb-pgh.com/role/TradingSecurities Trading Securities Notes 11 false false R12.htm 2104100 - Disclosure - Available-for-Sale (AFS) Securities Sheet http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecurities Available-for-Sale (AFS) Securities Notes 12 false false R13.htm 2105100 - Disclosure - Held-to-Maturity (HTM) Securities Sheet http://www.fhlb-pgh.com/role/HeldToMaturityHtmSecurities Held-to-Maturity (HTM) Securities Notes 13 false false R14.htm 2106100 - Disclosure - Other-Than-Temporary Impairment Sheet http://www.fhlb-pgh.com/role/OtherThanTemporaryImpairment Other-Than-Temporary Impairment Notes 14 false false R15.htm 2107100 - Disclosure - Advances Sheet http://www.fhlb-pgh.com/role/Advances Advances Notes 15 false false R16.htm 2108100 - Disclosure - Mortgage Loans Held for Portfolio Sheet http://www.fhlb-pgh.com/role/MortgageLoansHeldForPortfolio Mortgage Loans Held for Portfolio Notes 16 false false R17.htm 2109100 - Disclosure - Allowance for Credit Losses Sheet http://www.fhlb-pgh.com/role/AllowanceForCreditLosses Allowance for Credit Losses Notes 17 false false R18.htm 2110100 - Disclosure - Derivatives and Hedging Activities Sheet http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivities Derivatives and Hedging Activities Notes 18 false false R19.htm 2111100 - Disclosure - Consolidated Obligations Sheet http://www.fhlb-pgh.com/role/ConsolidatedObligations Consolidated Obligations Notes 19 false false R20.htm 2112100 - Disclosure - Capital Sheet http://www.fhlb-pgh.com/role/Capital Capital Notes 20 false false R21.htm 2113100 - Disclosure - Transactions with Related Parties Sheet http://www.fhlb-pgh.com/role/TransactionsWithRelatedParties Transactions with Related Parties Notes 21 false false R22.htm 2114100 - Disclosure - Estimated Fair Values Sheet http://www.fhlb-pgh.com/role/EstimatedFairValues Estimated Fair Values Notes 22 false false R23.htm 2115100 - Disclosure - Commitments and Contingencies Sheet http://www.fhlb-pgh.com/role/CommitmentsAndContingencies Commitments and Contingencies Notes 23 false false R24.htm 2202201 - Disclosure - Significant Accounting Policies (Policies) Sheet http://www.fhlb-pgh.com/role/SignificantAccountingPoliciesPolicies Significant Accounting Policies (Policies) Policies http://www.fhlb-pgh.com/role/AccountingAdjustmentsChangesInAccountingPrincipleAndRecentlyIssuedAccountingStandardsAndInterpretations 24 false false R25.htm 2303301 - Disclosure - Trading Securities (Tables) Sheet http://www.fhlb-pgh.com/role/TradingSecuritiesTables Trading Securities (Tables) Tables http://www.fhlb-pgh.com/role/TradingSecurities 25 false false R26.htm 2304301 - Disclosure - Available-for-Sale (AFS) Securities (Tables) Sheet http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesTables Available-for-Sale (AFS) Securities (Tables) Tables http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecurities 26 false false R27.htm 2305301 - Disclosure - Held-to-Maturity (HTM) Securities (Tables) Sheet http://www.fhlb-pgh.com/role/HeldToMaturityHtmSecuritiesTables Held-to-Maturity (HTM) Securities (Tables) Tables http://www.fhlb-pgh.com/role/HeldToMaturityHtmSecurities 27 false false R28.htm 2306301 - Disclosure - Other-Than-Temporary Impairment (Tables) Sheet http://www.fhlb-pgh.com/role/OtherThanTemporaryImpairmentTables Other-Than-Temporary Impairment (Tables) Tables http://www.fhlb-pgh.com/role/OtherThanTemporaryImpairment 28 false false R29.htm 2307301 - Disclosure - Advances (Tables) Sheet http://www.fhlb-pgh.com/role/AdvancesTables Advances (Tables) Tables http://www.fhlb-pgh.com/role/Advances 29 false false R30.htm 2308301 - Disclosure - Mortgage Loans Held for Portfolio (Tables) Sheet http://www.fhlb-pgh.com/role/MortgageLoansHeldForPortfolioTables Mortgage Loans Held for Portfolio (Tables) Tables http://www.fhlb-pgh.com/role/MortgageLoansHeldForPortfolio 30 false false R31.htm 2309301 - Disclosure - Allowance for Credit Losses (Tables) Sheet http://www.fhlb-pgh.com/role/AllowanceForCreditLossesTables Allowance for Credit Losses (Tables) Tables http://www.fhlb-pgh.com/role/AllowanceForCreditLosses 31 false false R32.htm 2310301 - Disclosure - Derivatives and Hedging Activities (Tables) Sheet http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesTables Derivatives and Hedging Activities (Tables) Tables http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivities 32 false false R33.htm 2311301 - Disclosure - Consolidated Obligations (Tables) Sheet http://www.fhlb-pgh.com/role/ConsolidatedObligationsTables Consolidated Obligations (Tables) Tables http://www.fhlb-pgh.com/role/ConsolidatedObligations 33 false false R34.htm 2312301 - Disclosure - Capital (Tables) Sheet http://www.fhlb-pgh.com/role/CapitalTables Capital (Tables) Tables http://www.fhlb-pgh.com/role/Capital 34 false false R35.htm 2313301 - Disclosure - Transactions with Related Parties (Tables) Sheet http://www.fhlb-pgh.com/role/TransactionsWithRelatedPartiesTables Transactions with Related Parties (Tables) Tables http://www.fhlb-pgh.com/role/TransactionsWithRelatedParties 35 false false R36.htm 2314301 - Disclosure - Estimated Fair Values (Tables) Sheet http://www.fhlb-pgh.com/role/EstimatedFairValuesTables Estimated Fair Values (Tables) Tables http://www.fhlb-pgh.com/role/EstimatedFairValues 36 false false R37.htm 2315301 - Disclosure - Commitments and Contingencies (Tables) Sheet http://www.fhlb-pgh.com/role/CommitmentsAndContingenciesTables Commitments and Contingencies (Tables) Tables http://www.fhlb-pgh.com/role/CommitmentsAndContingencies 37 false false R38.htm 2401401 - Disclosure - Background Information (Details) Sheet http://www.fhlb-pgh.com/role/BackgroundInformationDetails Background Information (Details) Details http://www.fhlb-pgh.com/role/BackgroundInformation 38 false false R39.htm 2403402 - Disclosure - Trading Securities (Details) Sheet http://www.fhlb-pgh.com/role/TradingSecuritiesDetails Trading Securities (Details) Details http://www.fhlb-pgh.com/role/TradingSecuritiesTables 39 false false R40.htm 2403403 - Disclosure - Trading Securities (Net Gains (Losses) on Trading Securities) (Details) Sheet http://www.fhlb-pgh.com/role/TradingSecuritiesNetGainsLossesOnTradingSecuritiesDetails Trading Securities (Net Gains (Losses) on Trading Securities) (Details) Details http://www.fhlb-pgh.com/role/TradingSecuritiesTables 40 false false R41.htm 2404402 - Disclosure - Available-for-Sale (AFS) Securities (Summary of Available-for-Sale Securities) (Details) Sheet http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesSummaryOfAvailableForSaleSecuritiesDetails Available-for-Sale (AFS) Securities (Summary of Available-for-Sale Securities) (Details) Details http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesTables 41 false false R42.htm 2404403 - Disclosure - Available-for-Sale (AFS) Securities (Reconciliation of Available-for-Sale Securities OTTI Loss) (Details) Sheet http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesReconciliationOfAvailableForSaleSecuritiesOttiLossDetails Available-for-Sale (AFS) Securities (Reconciliation of Available-for-Sale Securities OTTI Loss) (Details) Details http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesTables 42 false false R43.htm 2404404 - Disclosure - Available-for-Sale (AFS) Securities (Summary of Securities with Unrealized Losses) (Details) Sheet http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesSummaryOfSecuritiesWithUnrealizedLossesDetails Available-for-Sale (AFS) Securities (Summary of Securities with Unrealized Losses) (Details) Details http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesTables 43 false false R44.htm 2404406 - Disclosure - Available-for-Sale (AFS) Securities (Redemption Terms) (Details) Sheet http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesRedemptionTermsDetails Available-for-Sale (AFS) Securities (Redemption Terms) (Details) Details http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesTables 44 false false R45.htm 2404407 - Disclosure - Available-for-Sale (AFS) Securities (Interest Rate Payment Terms) (Details) Sheet http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesInterestRatePaymentTermsDetails Available-for-Sale (AFS) Securities (Interest Rate Payment Terms) (Details) Details http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesTables 45 false false R46.htm 2404408 - Disclosure - Available-for-Sale (AFS) Securities (Narrative) (Details) Sheet http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesNarrativeDetails Available-for-Sale (AFS) Securities (Narrative) (Details) Details http://www.fhlb-pgh.com/role/AvailableForSaleAfsSecuritiesTables 46 false false R47.htm 2405402 - Disclosure - Held-to-Maturity (HTM) Securities (Summary of Held-to-Maturity Securities) (Details) Sheet http://www.fhlb-pgh.com/role/HeldToMaturityHtmSecuritiesSummaryOfHeldToMaturitySecuritiesDetails Held-to-Maturity (HTM) Securities (Summary of Held-to-Maturity Securities) (Details) Details http://www.fhlb-pgh.com/role/HeldToMaturityHtmSecuritiesTables 47 false false R48.htm 2405403 - Disclosure - Held-to-Maturity (HTM) Securities (Summary of Securities with Unrealized Losses) (Details) Sheet http://www.fhlb-pgh.com/role/HeldToMaturityHtmSecuritiesSummaryOfSecuritiesWithUnrealizedLossesDetails Held-to-Maturity (HTM) Securities (Summary of Securities with Unrealized Losses) (Details) Details http://www.fhlb-pgh.com/role/HeldToMaturityHtmSecuritiesTables 48 false false R49.htm 2405404 - Disclosure - Held-to-Maturity (HTM) Securities (Redemption Terms) (Details) Sheet http://www.fhlb-pgh.com/role/HeldToMaturityHtmSecuritiesRedemptiontermsDetails Held-to-Maturity (HTM) Securities (Redemption Terms) (Details) Details http://www.fhlb-pgh.com/role/HeldToMaturityHtmSecuritiesTables 49 false false R50.htm 2405405 - Disclosure - Held-to-Maturity (HTM) Securities (Interest Rate Payment Terms) (Details) Sheet http://www.fhlb-pgh.com/role/HeldToMaturityHtmSecuritiesInterestRatePaymentTermsDetails Held-to-Maturity (HTM) Securities (Interest Rate Payment Terms) (Details) Details http://www.fhlb-pgh.com/role/HeldToMaturityHtmSecuritiesTables 50 false false R51.htm 2406402 - Disclosure - Other-Than-Temporary Impairment (OTTI Securities) (Details) Sheet http://www.fhlb-pgh.com/role/OtherThanTemporaryImpairmentOttiSecuritiesDetails Other-Than-Temporary Impairment (OTTI Securities) (Details) Details http://www.fhlb-pgh.com/role/OtherThanTemporaryImpairmentTables 51 false false R52.htm 2406403 - Disclosure - Other-Than-Temporary Impairment (Rollforward) (Details) Sheet http://www.fhlb-pgh.com/role/OtherThanTemporaryImpairmentRollforwardDetails Other-Than-Temporary Impairment (Rollforward) (Details) Details http://www.fhlb-pgh.com/role/OtherThanTemporaryImpairmentTables 52 false false R53.htm 2406404 - Disclosure - Other-Than-Temporary Impairment (Narrative) (Details) Sheet http://www.fhlb-pgh.com/role/OtherThanTemporaryImpairmentNarrativeDetails Other-Than-Temporary Impairment (Narrative) (Details) Details http://www.fhlb-pgh.com/role/OtherThanTemporaryImpairmentTables 53 false false R54.htm 2407402 - Disclosure - Advances (Narrative) (Details) Sheet http://www.fhlb-pgh.com/role/AdvancesNarrativeDetails Advances (Narrative) (Details) Details http://www.fhlb-pgh.com/role/AdvancesTables 54 false false R55.htm 2407403 - Disclosure - Advances (Portfolio by Year of Contractual Maturity) (Details) Sheet http://www.fhlb-pgh.com/role/AdvancesPortfolioByYearOfContractualMaturityDetails Advances (Portfolio by Year of Contractual Maturity) (Details) Details http://www.fhlb-pgh.com/role/AdvancesTables 55 false false R56.htm 2407404 - Disclosure - Advances (Advances by Year of Contractual Maturity or Next Call Date or Next Convertible Date) (Details) Sheet http://www.fhlb-pgh.com/role/AdvancesAdvancesByYearOfContractualMaturityOrNextCallDateOrNextConvertibleDateDetails Advances (Advances by Year of Contractual Maturity or Next Call Date or Next Convertible Date) (Details) Details http://www.fhlb-pgh.com/role/AdvancesTables 56 false false R57.htm 2407405 - Disclosure - Advances (Interest Rate Payment Terms) (Details) Sheet http://www.fhlb-pgh.com/role/AdvancesInterestRatePaymentTermsDetails Advances (Interest Rate Payment Terms) (Details) Details http://www.fhlb-pgh.com/role/AdvancesTables 57 false false R58.htm 2408402 - Disclosure - Mortgage Loans Held for Portfolio (Details) Sheet http://www.fhlb-pgh.com/role/MortgageLoansHeldForPortfolioDetails Mortgage Loans Held for Portfolio (Details) Details http://www.fhlb-pgh.com/role/MortgageLoansHeldForPortfolioTables 58 false false R59.htm 2408403 - Disclosure - Mortgage Loans Held for Portfolio (Collateral or Guarantee Type) (Details) Sheet http://www.fhlb-pgh.com/role/MortgageLoansHeldForPortfolioCollateralOrGuaranteeTypeDetails Mortgage Loans Held for Portfolio (Collateral or Guarantee Type) (Details) Details http://www.fhlb-pgh.com/role/MortgageLoansHeldForPortfolioTables 59 false false R60.htm 2409402 - Disclosure - Allowance for Credit Losses (Allowance for Credit Losses) (Details) Sheet http://www.fhlb-pgh.com/role/AllowanceForCreditLossesAllowanceForCreditLossesDetails Allowance for Credit Losses (Allowance for Credit Losses) (Details) Details http://www.fhlb-pgh.com/role/AllowanceForCreditLossesTables 60 false false R61.htm 2409403 - Disclosure - Allowance for Credit Losses (Credit Quality Indicators) (Details) Sheet http://www.fhlb-pgh.com/role/AllowanceForCreditLossesCreditQualityIndicatorsDetails Allowance for Credit Losses (Credit Quality Indicators) (Details) Details http://www.fhlb-pgh.com/role/AllowanceForCreditLossesTables 61 false false R62.htm 2409404 - Disclosure - Allowance for Credit Losses (Individually Evaluated Impaired Loans) (Details) Sheet http://www.fhlb-pgh.com/role/AllowanceForCreditLossesIndividuallyEvaluatedImpairedLoansDetails Allowance for Credit Losses (Individually Evaluated Impaired Loans) (Details) Details http://www.fhlb-pgh.com/role/AllowanceForCreditLossesTables 62 false false R63.htm 2409405 - Disclosure - Allowance for Credit Losses (TDR Modifications) (Details) Sheet http://www.fhlb-pgh.com/role/AllowanceForCreditLossesTdrModificationsDetails Allowance for Credit Losses (TDR Modifications) (Details) Details http://www.fhlb-pgh.com/role/AllowanceForCreditLossesTables 63 false false R64.htm 2409406 - Disclosure - Allowance for Credit Losses (Narrative) (Details) Sheet http://www.fhlb-pgh.com/role/AllowanceForCreditLossesNarrativeDetails Allowance for Credit Losses (Narrative) (Details) Details http://www.fhlb-pgh.com/role/AllowanceForCreditLossesTables 64 false false R65.htm 2410402 - Disclosure - Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) Sheet http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesDerivativesInStatementOfConditionDetails Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) Details http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesTables 65 false false R66.htm 2410403 - Disclosure - Derivatives and Hedging Activities (Derivatives in Statement of Income) (Details) Sheet http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesDerivativesInStatementOfIncomeDetails Derivatives and Hedging Activities (Derivatives in Statement of Income) (Details) Details http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesTables 66 false false R67.htm 2410404 - Disclosure - Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) Sheet http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesDerivativesInStatementOfIncomeAndImpactOnInterestDetails Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) Details http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesTables 67 false false R68.htm 2410406 - Disclosure - Derivatives and Hedging Activities (Narrative) (Details) Sheet http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesNarrativeDetails Derivatives and Hedging Activities (Narrative) (Details) Details http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesTables 68 false false R69.htm 2410407 - Disclosure - Derivatives and Hedging Activities (Offsetting Assets) (Details) Sheet http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesOffsettingAssetsDetails Derivatives and Hedging Activities (Offsetting Assets) (Details) Details http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesTables 69 false false R70.htm 2410408 - Disclosure - Derivatives and Hedging Activities (Offsetting Liabilities) (Details) Sheet http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesOffsettingLiabilitiesDetails Derivatives and Hedging Activities (Offsetting Liabilities) (Details) Details http://www.fhlb-pgh.com/role/DerivativesAndHedgingActivitiesTables 70 false false R71.htm 2411402 - Disclosure - Consolidated Obligations (Interest Rate Payment Terms) (Details) Sheet http://www.fhlb-pgh.com/role/ConsolidatedObligationsInterestRatePaymentTermsDetails Consolidated Obligations (Interest Rate Payment Terms) (Details) Details http://www.fhlb-pgh.com/role/ConsolidatedObligationsTables 71 false false R72.htm 2411403 - Disclosure - Consolidated Obligations (Contractual Maturity Terms) (Details) Sheet http://www.fhlb-pgh.com/role/ConsolidatedObligationsContractualMaturityTermsDetails Consolidated Obligations (Contractual Maturity Terms) (Details) Details http://www.fhlb-pgh.com/role/ConsolidatedObligationsTables 72 false false R73.htm 2411404 - Disclosure - Consolidated Obligations (Consolidated Obligation Bonds Noncallable and Callable) (Details) Sheet http://www.fhlb-pgh.com/role/ConsolidatedObligationsConsolidatedObligationBondsNoncallableAndCallableDetails Consolidated Obligations (Consolidated Obligation Bonds Noncallable and Callable) (Details) Details http://www.fhlb-pgh.com/role/ConsolidatedObligationsTables 73 false false R74.htm 2411405 - Disclosure - Consolidated Obligations (Consolidated Obligation Bonds by Earlier of Contractual Maturity or Next Call Date) (Details) Sheet http://www.fhlb-pgh.com/role/ConsolidatedObligationsConsolidatedObligationBondsByEarlierOfContractualMaturityOrNextCallDateDetails Consolidated Obligations (Consolidated Obligation Bonds by Earlier of Contractual Maturity or Next Call Date) (Details) Details http://www.fhlb-pgh.com/role/ConsolidatedObligationsTables 74 false false R75.htm 2411406 - Disclosure - Consolidated Obligations (Consolidated Obligation Discount Notes) (Details) Notes http://www.fhlb-pgh.com/role/ConsolidatedObligationsConsolidatedObligationDiscountNotesDetails Consolidated Obligations (Consolidated Obligation Discount Notes) (Details) Details http://www.fhlb-pgh.com/role/ConsolidatedObligationsTables 75 false false R76.htm 2412402 - Disclosure - Capital (Capital Requirements) (Details) Sheet http://www.fhlb-pgh.com/role/CapitalCapitalRequirementsDetails Capital (Capital Requirements) (Details) Details http://www.fhlb-pgh.com/role/CapitalTables 76 false false R77.htm 2412403 - Disclosure - Capital (Capital Concentrations) (Details) Sheet http://www.fhlb-pgh.com/role/CapitalCapitalConcentrationsDetails Capital (Capital Concentrations) (Details) Details http://www.fhlb-pgh.com/role/CapitalTables 77 false false R78.htm 2412404 - Disclosure - Capital (Mandatorily Redeemable Capital Stock) (Details) Sheet http://www.fhlb-pgh.com/role/CapitalMandatorilyRedeemableCapitalStockDetails Capital (Mandatorily Redeemable Capital Stock) (Details) Details http://www.fhlb-pgh.com/role/CapitalTables 78 false false R79.htm 2412405 - Disclosure - Capital (Mandatorily Redeemable Capital Stock by Contractual Year of Redemption) (Details) Sheet http://www.fhlb-pgh.com/role/CapitalMandatorilyRedeemableCapitalStockByContractualYearOfRedemptionDetails Capital (Mandatorily Redeemable Capital Stock by Contractual Year of Redemption) (Details) Details http://www.fhlb-pgh.com/role/CapitalTables 79 false false R80.htm 2412406 - Disclosure - Capital (Dividends and Retained Earnings) (Details) Sheet http://www.fhlb-pgh.com/role/CapitalDividendsAndRetainedEarningsDetails Capital (Dividends and Retained Earnings) (Details) Details http://www.fhlb-pgh.com/role/CapitalTables 80 false false R81.htm 2412407 - Disclosure - Capital (Accumulated Other Comprehensive Income (Loss)) (Details) Sheet http://www.fhlb-pgh.com/role/CapitalAccumulatedOtherComprehensiveIncomeLossDetails Capital (Accumulated Other Comprehensive Income (Loss)) (Details) Details http://www.fhlb-pgh.com/role/CapitalTables 81 false false R82.htm 2413402 - Disclosure - Transactions with Related Parties (By Balance Sheet Grouping) (Details) Sheet http://www.fhlb-pgh.com/role/TransactionsWithRelatedPartiesByBalanceSheetGroupingDetails Transactions with Related Parties (By Balance Sheet Grouping) (Details) Details http://www.fhlb-pgh.com/role/TransactionsWithRelatedPartiesTables 82 false false R83.htm 2413403 - Disclosure - Transactions with Related Parties (Statement of Income Effects) (Details) Sheet http://www.fhlb-pgh.com/role/TransactionsWithRelatedPartiesStatementOfIncomeEffectsDetails Transactions with Related Parties (Statement of Income Effects) (Details) Details http://www.fhlb-pgh.com/role/TransactionsWithRelatedPartiesTables 83 false false R84.htm 2413404 - Disclosure - Transactions with Related Parties (Transactions with Other FHLBanks) (Details) Sheet http://www.fhlb-pgh.com/role/TransactionsWithRelatedPartiesTransactionsWithOtherFhlbanksDetails Transactions with Related Parties (Transactions with Other FHLBanks) (Details) Details http://www.fhlb-pgh.com/role/TransactionsWithRelatedPartiesTables 84 false false R85.htm 2414402 - Disclosure - Estimated Fair Values (Carrying Value and Fair Value of Financial Instruments) (Details) Sheet http://www.fhlb-pgh.com/role/EstimatedFairValuesCarryingValueAndFairValueOfFinancialInstrumentsDetails Estimated Fair Values (Carrying Value and Fair Value of Financial Instruments) (Details) Details http://www.fhlb-pgh.com/role/EstimatedFairValuesTables 85 false false R86.htm 2414403 - Disclosure - Estimated Fair Values (Valuation Techniques) (Details) Sheet http://www.fhlb-pgh.com/role/EstimatedFairValuesValuationTechniquesDetails Estimated Fair Values (Valuation Techniques) (Details) Details http://www.fhlb-pgh.com/role/EstimatedFairValuesTables 86 false false R87.htm 2414404 - Disclosure - Estimated Fair Values (Fair Value Measured on Recurring and Nonrecurring Basis) (Details) Sheet http://www.fhlb-pgh.com/role/EstimatedFairValuesFairValueMeasuredOnRecurringAndNonrecurringBasisDetails Estimated Fair Values (Fair Value Measured on Recurring and Nonrecurring Basis) (Details) Details http://www.fhlb-pgh.com/role/EstimatedFairValuesTables 87 false false R88.htm 2414405 - Disclosure - Estimated Fair Values (Level 3 Reconciliation) (Details) Sheet http://www.fhlb-pgh.com/role/EstimatedFairValuesLevel3ReconciliationDetails Estimated Fair Values (Level 3 Reconciliation) (Details) Details http://www.fhlb-pgh.com/role/EstimatedFairValuesTables 88 false false R89.htm 2415402 - Disclosure - Commitments and Contingencies (Details) Sheet http://www.fhlb-pgh.com/role/CommitmentsAndContingenciesDetails Commitments and Contingencies (Details) Details http://www.fhlb-pgh.com/role/CommitmentsAndContingenciesTables 89 false false R9999.htm Uncategorized Items - fhlbpgh-20150630.xml Sheet http://xbrl.sec.gov/role/uncategorizedFacts Uncategorized Items - fhlbpgh-20150630.xml Cover 90 false false All Reports Book All Reports Presentation group ''Advances (Portfolio by Year of Contractual Maturity) (Details)'', has multiple root nodes. XBRL allows unordered root nodes, but rendering requires ordering. They will instead be ordered by their labels. To avoid undesirable ordering of axes and primary items across multiple root nodes, rearrange the presentation group to have only a single root node. In ''Statements of Condition'', column(s) 3, 4 are contained in other reports, so were removed by flow through suppression. Columns in cash flow ''Statements of Cash Flows'' have maximum duration 6 months and at least 42 values. Shorter duration columns must have at least one fourth (10) as many values. Column '[2015-04-01 3m 2015-06-30]' is shorter (3 months) and has only 3 values, so it is being removed. Columns in cash flow ''Statements of Cash Flows'' have maximum duration 6 months and at least 42 values. Shorter duration columns must have at least one fourth (10) as many values. Column '[2014-04-01 3m 2014-06-30]' is shorter (3 months) and has only 3 values, so it is being removed. fhlbpgh-20150630.xml fhlbpgh-20150630_cal.xml fhlbpgh-20150630_def.xml fhlbpgh-20150630_lab.xml fhlbpgh-20150630_pre.xml fhlbpgh-20150630.xsd true true XML 105 R74.htm IDEA: XBRL DOCUMENT v3.2.0.727

Consolidated Obligations (Consolidated Obligation Bonds by Earlier of Contractual Maturity or Next Call Date) (Details) - Consolidated Obligation Bonds - USD ($)
$ in Thousands

Jun. 30, 2015

Dec. 31, 2014

Schedule of Short-term and Long-term Debt [Line Items]

Due in 1 year or less $ 16,219,835 $ 15,033,450

Due after 1 year through 2 years 10,781,985 9,316,860

Due after 2 years through 3 years 8,813,735 5,346,515

Due after 3 years through 4 years 2,338,620 4,709,300

Due after 4 years through 5 years 3,998,720 2,911,350

Thereafter 5,110,150 5,959,265

Index amortizing notes 184,021 325,360

Par value of consolidated bonds 47,447,066 43,602,100

Earlier of Contractual Maturity or Next Call Date [Member]

Schedule of Short-term and Long-term Debt [Line Items]

Due in 1 year or less 29,892,835 28,232,450

Due after 1 year through 2 years 9,394,985 8,114,860

Due after 2 years through 3 years 4,691,735 3,551,515

Due after 3 years through 4 years 1,259,620 1,390,300

Due after 4 years through 5 years 1,118,720 1,028,350

Thereafter 905,150 959,265

Index amortizing notes $ 184,021 $ 325,360

X

- Definition
Consolidated Obligation Bonds, Maturities, Repayments Index Amortizing
+ References
No definition available.
+ Details

Name: fhlbpgh_ConsolidatedObligationBondsMaturitiesRepaymentsIndexAmortizing

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Including current and noncurrent portions, aggregate carrying principal amount of borrowings as of the balance sheet date before deducting unamortized discount or premiums (if any).
+ References
No definition available.
+ Details

Name: fhlbpgh_DebtGross

Namespace Prefix: fhlbpgh_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Schedule of Short-term and Long-term Debt [Line Items]
+ References
No definition available.
+ Details

Name: fhlbpgh_ScheduleOfShortTermAndLongTermDebtLineItems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing in the next fiscal year following the latest fiscal year. Excludes interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 470

-SubTopic 10

-Section 50

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6802200&loc=d3e1835-112601

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInNextTwelveMonths

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing after the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInRollingAfterYearFive

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing in the fifth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInRollingYearFive

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing in the fourth rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInRollingYearFour

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing in the third rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInRollingYearThree

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Definition
Amount of long-term debt payable, sinking fund requirements, and other securities issued that are redeemable by holder at fixed or determinable prices and dates maturing in the second rolling twelve months following the latest balance sheet. For interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 3

-Subparagraph (SX 210.12-04.(a))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e24072-122690

+ Details

Name: us-gaap_LongTermDebtMaturitiesRepaymentsOfPrincipalInRollingYearTwo

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: instant

X

- Details

Name: us-gaap_LongtermDebtTypeAxis=us-gaap_UnsecuredDebtMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

X

- Details

Name: fhlbpgh_LongTermDebtByMaturityTypeAxis=fhlbpgh_EarlierOfContractualMaturityOrNextCallDateMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 106 R9999.htm IDEA: XBRL DOCUMENT v3.2.0.727

Label Element Value

Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet $ 0

Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet 483

Net Income (Loss) Attributable to Parent, Net of Federal Home Loan Bank Assessments us-gaap_NetIncomeLossAttributableToParentNetOfFederalHomeLoanBankAssessments 44,623

Net Income (Loss) Attributable to Parent, Net of Federal Home Loan Bank Assessments us-gaap_NetIncomeLossAttributableToParentNetOfFederalHomeLoanBankAssessments $ 80,632

X

- Definition
Amount of profit (loss) after Federal Home Loan Bank (FHLBank) assessments attributable to the parent.
+ References
No definition available.
+ Details

Name: us-gaap_NetIncomeLossAttributableToParentNetOfFederalHomeLoanBankAssessments

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: credit

Period Type: duration

X

- Definition
The amount of other than temporary impairment (OTTI) losses on equity securities, OTTI related to credit losses on debt securities, and OTTI losses on debt securities when the entity intends to sell the securities or it is more likely than not that the entity will be required to sell the securities before recovery of its amortized cost basis. Additionally, this item includes OTTI losses recognized during the period on investments accounted for under the cost method of accounting.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 320

-SubTopic 10

-Section 50

-Paragraph 8B

-URI http://asc.fasb.org/extlink&oid=27724398&loc=SL6284393-111563

+ Details

Name: us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet

Namespace Prefix: us-gaap_

Data Type: xbrli:monetaryItemType

Balance Type: debit

Period Type: duration

XML 107 R38.htm IDEA: XBRL DOCUMENT v3.2.0.727

Background Information (Details) - Jun. 30, 2015 - Banks

Total

Nature of Operations [Line Items]

Number of Federal Home Loan Banks 11

Minimum

Nature of Operations [Line Items]

Related Party Transaction, Definition Of Related Party, Capital Stock, Percent 10.00%

X

- Definition
Nature of Operations [Line Items]
+ References
No definition available.
+ Details

Name: fhlbpgh_NatureOfOperationsLineItems

Namespace Prefix: fhlbpgh_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The number of Federal Home Loan Banks which comprise the Federal Home Loan Bank System.
+ References
No definition available.
+ Details

Name: fhlbpgh_NumberOfFederalHomeLoanBanks

Namespace Prefix: fhlbpgh_

Data Type: xbrli:integerItemType

Balance Type: na

Period Type: instant

X

- Definition
Related Party Transaction, Definition Of Related Party, Capital Stock, Percent
+ References
No definition available.
+ Details

Name: fhlbpgh_RelatedPartyTransactionDefinitionOfRelatedPartyCapitalStockPercent

Namespace Prefix: fhlbpgh_

Data Type: num:percentItemType

Balance Type: na

Period Type: instant

X

- Details

Name: us-gaap_RangeAxis=us-gaap_MinimumMember

Namespace Prefix:

Data Type: na

Balance Type:

Period Type:

XML 108 R20.htm IDEA: XBRL DOCUMENT v3.2.0.727

Capital
6 Months Ended

Jun. 30, 2015

Capital [Abstract]

Capital
Capital

The Bank is subject to three capital requirements under its current Capital Plan structure and the Finance Agency rules and regulations: (1) risk-based capital; (2) total regulatory capital; and (3) leverage capital. Regulatory capital does not include AOCI but does include mandatorily redeemable capital stock. See details regarding these requirements and the Bank’s Capital Plan in Note 16 to the audited financial statements in the Bank’s 2014 Form 10-K. At June 30, 2015, the Bank was in compliance with all regulatory capital requirements.

The Bank has two subclasses of capital stock: B1 membership stock and B2 activity stock. Subclass B1 membership stock totaled $329.6 million and $290.4 million at June 30, 2015 and December 31, 2014, respectively. Subclass B2 activity stock was $3.096 billion and $2.751 billion at June 30, 2015 and December 31, 2014, respectively.
The following table demonstrates the Bank’s compliance with its regulatory capital requirements at June 30, 2015 and December 31, 2014.

June 30, 2015

December 31, 2014
(dollars in thousands)

Required

Actual

Required

Actual
Regulatory capital requirements:

Risk-based capital

$
809,763

$
4,280,552

$
847,424

$
3,879,108

Total capital-to-asset ratio

4.0
%

4.6
%

4.0
%

4.5
%
Total regulatory capital

3,761,578

4,280,552

3,427,083

3,879,108

Leverage ratio

5.0
%

6.8
%

5.0
%

6.8
%
Leverage capital

4,701,973

6,420,828

4,283,854

5,818,663

When the Finance Agency implemented the prompt corrective action provisions of the Housing and Economic Recovery Act of 2008 (Housing Act), it established four capital classifications for the FHLBanks: adequately capitalized, undercapitalized, significantly undercapitalized, and critically undercapitalized. On June 24, 2015, the Bank received final notification from the Finance Agency that it was considered "adequately capitalized" for the quarter ended March 31, 2015. As of the date of this filing, the Bank has not received final notice from the Finance Agency regarding its capital classification for the quarter ended June 30, 2015.

Capital Concentrations. The following tables present member holdings of 10% or more of the Bank’s total capital stock, including mandatorily redeemable capital stock, outstanding as of June 30, 2015 and December 31, 2014.
(dollars in thousands)

June 30, 2015
Member ⁽¹⁾

Capital Stock

% of Total
PNC Bank, N.A., Wilmington, DE

$
964,805

28.2
%
Santander Bank, N.A., Wilmington, DE

425,977

12.4

Chase Bank USA, N.A.,Wilmington, DE

424,722

12.4

(dollars in thousands)

December 31, 2014
Member ⁽¹⁾

Capital Stock

% of Total
PNC Bank, N.A., Wilmington, DE

$
876,305

28.8
%
Santander Bank, N.A., Wilmington, DE

424,955

14.0

Chase Bank USA, N.A.,Wilmington, DE

362,050

11.9

Note:
⁽¹⁾For Bank membership purposes, the principal place of business for PNC Bank, N.A. is Pittsburgh, PA.

Mandatorily Redeemable Capital Stock. Each FHLBank is a cooperative whose member financial institutions and former members own all of the relevant FHLBank's issued and outstanding capital stock. Shares cannot be purchased or sold except between an FHLBank and its members at the shares' $100 per share par value, as mandated by each FHLBank's capital plan.

At June 30, 2015 and December 31, 2014, the Bank had $562 thousand and $586 thousand, respectively, in capital stock subject to mandatory redemption with payment subject to a five-year waiting period and the Bank meeting its minimum regulatory capital requirements. Estimated dividends on mandatorily redeemable capital stock which were recorded as interest expense were immaterial during June 30, 2015 and 2014.

The following table provides the related dollar amounts for activities recorded in mandatorily redeemable capital stock during the six months ended June 30, 2015 and 2014.

Six months ended June 30,
(in thousands)

2015

2014
Balance, beginning of the period

$
586

$
40

Capital stock subject to mandatory redemption reclassified from capital stock:

    Due to withdrawals (includes mergers)

—

8,422

Net redemption/repurchase of mandatorily redeemable capital stock

(24
)

(5,572
)
Balance, end of period

$
562

$
2,890

As of June 30, 2015, the total mandatorily redeemable capital stock reflected the balance for two institutions, one of which was merged out of district and is considered to be a nonmember. The other institution has notified the Bank of its intention to voluntary redeem its capital stock and withdraw from membership. This institution will continue to be a member of the Bank until the withdrawal period is completed.

The following table shows the amount of mandatorily redeemable capital stock by contractual year of redemption at June 30, 2015 and December 31, 2014.
(in thousands)

June 30, 2015

December 31, 2014
Due in 1 year or less

$
—

$
—

Due after 1 year through 2 years

—

—

Due after 2 years through 3 years

—

—

Due after 3 years through 4 years

562

—

Due after 4 years through 5 years

—

586

Total

$
562

$
586

The year of redemption in the table above is the end of the five-year redemption period for the mandatorily redeemable capital stock. Under the Finance Agency regulations and the terms of the Bank's Capital Plan, capital stock supporting advances and other activity with the Bank (e.g., letters of credit, mortgage loans, etc.) is not redeemable prior to the payoff or maturity of the associated advance or other activity, which may extend beyond five years.

Dividends and Retained Earnings. Each FHLBank is required to contribute 20% of its net income each quarter to a restricted retained earnings (RRE) account until the balance of that account equals at least 1% of that FHLBank's average balance of outstanding consolidated obligations for the previous quarter. These RRE will not be available to pay dividends. At June 30, 2015, retained earnings were $854.8 million, including $713.2 million of unrestricted retained earnings and $141.6 million of RRE.

The Finance Agency has issued regulatory guidance to the FHLBanks relating to capital management and retained earnings. The guidance directs each FHLBank to assess, at least annually, the adequacy of its retained earnings with consideration given to future possible financial and economic scenarios. The guidance also outlines the considerations that each FHLBank should undertake in assessing the adequacy of the Bank’s retained earnings. The Bank’s retained earnings policy and capital adequacy metric utilize this guidance.

Dividends paid by the Bank are subject to Board approval and may be paid in either capital stock or cash; historically, the Bank has paid cash dividends only. In both April and July 2015, the Bank paid quarterly dividends equal to an annual yield of 5.0% and 3.0% on activity stock and membership stock, respectively. These dividends were based on stockholders' average balances for the previous quarter.

The following table summarizes the changes in AOCI for the three months ended June 30, 2015 and 2014.
(in thousands)
Net Unrealized Gains(Losses) on AFS

Non-credit OTTI Gains(Losses) on AFS

Non-credit OTTI Gains(Losses) on HTM

Net Unrealized Gains (Losses) on Hedging Activities

Pension and Post-Retirement Plans

Total
March 31, 2014
$
(7,953
)

$
79,085

$
—

$
287

$
(1,069
)

$
70,350

Other comprehensive income (loss) before
  reclassification:

Net unrealized gains
30,696

16,596

—

—

—

47,292

Net change in fair value of OTTI securities
—

954

—

—

—

954

Reclassifications from OCI to net income:

Amortization on hedging activities
—

—

—

(1)

—

(1
)
Pension and post-retirement
—

—

—

—

40

40

June 30, 2014
$
22,743

$
96,635

$
—

$
286

$
(1,029
)

$
118,635

March 31, 2015
$
54,948

$
96,512

$
—

$
264

$
(2,668
)

$
149,056

Other comprehensive income (loss) before
  reclassification:

Net unrealized gains (losses)
(24,755
)

(9,372
)

—

—

—

(34,127
)
Noncredit OTTI losses transferred
—

(1,026
)

1,026

—

—

—

Net change in fair value of OTTI securities
—

(1,864
)

—

—

—

(1,864
)
Reclassifications from OCI to net income:

Noncredit component of OTTI losses
—

—

(1,026
)

—

—

(1,026
)
Amortization on hedging activities
—

—

—

(4
)

—

(4
)
Pension and post-retirement
—

—

—

—

82

82

June 30, 2015
$
30,193

$
84,250

$
—

$
260

$
(2,586
)

$
112,117

The following table summarizes the changes in AOCI for the six months ended June 30, 2015 and 2014.
(in thousands)
Net Unrealized Gains(Losses) on AFS

Non-credit OTTI Gains(Losses) on AFS

Non-credit OTTI Gains(Losses) on HTM

Net Unrealized Gains (Losses) on Hedging Activities

Pension and Post-Retirement Plans

Total
December 31, 2013
$
(32,481
)

$
77,642

$
—

$
287

$
(1,108
)

$
44,340

Other comprehensive income (loss) before
reclassification:

Net unrealized gains
55,224

16,021

—

—

—

71,245

Net change in fair value of OTTI securities
—

2,972

—

—

—

2,972

Reclassifications from OCI to net income:

Amortization on hedging activities
—

—

—

(1
)

—

(1
)
Pension and post-retirement
—

—

—

—

79

79

June 30, 2014
$
22,743

$
96,635

$
—

$
286

$
(1,029
)

$
118,635

December 31, 2014
$
32,460

$
94,451

$
—

$
272

$
(2,750
)

$
124,433

Other comprehensive income (loss) before
reclassification:

Net unrealized gains (losses)
(2,267
)

(8,017
)

—

—

—

(10,284
)
Noncredit OTTI losses transferred
—

(1,026
)

1,026

—

—

—

Net change in fair value of OTTI securities
—

(1,158
)

—

—

—

(1,158
)
Reclassifications from OCI to net income:

Noncredit component of OTTI losses
—

—

(1,026
)

—

—

(1,026
)
Amortization on hedging activities
—

—

—

(12
)

—

(12
)
Pension and post-retirement
—

—

—

—

164

164

June 30, 2015
$
30,193

$
84,250

$
—

$
260

$
(2,586
)

$
112,117

X

- References
No definition available.
+ Details

Name: us-gaap_CapitalAbstract

Namespace Prefix: us-gaap_

Data Type: xbrli:stringItemType

Balance Type: na

Period Type: duration

X

- Definition
The entire disclosure for shareholders' equity comprised of portions attributable to the parent entity and noncontrolling interest, including other comprehensive income. Includes, but is not limited to, balances of common stock, preferred stock, additional paid-in capital, other capital and retained earnings, accumulated balance for each classification of other comprehensive income and amount of comprehensive income.
+ References
Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 235

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.4-08.(d),(e))

-URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 4

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21484-112644

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 310

-SubTopic 10

-Section S99

-Paragraph 2

-Subparagraph (SAB TOPIC 4.E)

-URI http://asc.fasb.org/extlink&oid=27010918&loc=d3e74512-122707

Reference 4: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21488-112644

Reference 5: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.29-31)

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Reference 6: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section S99

-Paragraph 4

-Subparagraph (SAB TOPIC 4.C)

-URI http://asc.fasb.org/extlink&oid=27012166&loc=d3e187143-122770

Reference 7: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 6

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21506-112644

Reference 8: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.3-04)

-URI http://asc.fasb.org/extlink&oid=27012166&loc=d3e187085-122770

Reference 9: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 30

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6405834&loc=d3e23285-112656

Reference 10: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 3

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21475-112644

Reference 11: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Preferred Stock

-URI http://asc.fasb.org/extlink&oid=6521494

Reference 12: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21463-112644

Reference 13: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 505

-SubTopic 10

-Section 50

-Paragraph 11

-URI http://asc.fasb.org/extlink&oid=6928386&loc=d3e21564-112644

Reference 14: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Staff Accounting Bulletin (SAB)

-Number Topic 4

-Section E

Reference 15: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Staff Accounting Bulletin (SAB)

-Number Topic 4

-Section C

+ Details

Name: us-gaap_StockholdersEquityNoteDisclosureTextBlock

Namespace Prefix: us-gaap_

Data Type: nonnum:textBlockItemType

Balance Type: na

Period Type: duration

Advances (Portfolio by Year of Contractual Maturity) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Federal Home Loan Bank, Advances, Maturity, Rolling Year, Par Value [Abstract]
Due in 1 year or less	$ 30,291,091	$ 29,380,685
Due after 1 year through 2 years	13,807,326	7,754,473
Due after 2 years through 3 years	16,628,328	12,764,348
Due after 3 years through 4 years	6,733,157	9,361,638
Due after 4 years through 5 years	2,757,817	3,373,989
Thereafter	1,041,675	490,823
Total Par Value	71,259,394	63,125,956
Discount on AHP advances	(39)	(66)
Deferred prepayment fees	(6,581)	(8,600)
Hedging adjustments	236,378	291,065
Total book value	$ 71,489,152	$ 63,408,355
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Rolling Year [Abstract]
Due in 1 year or less	0.51%	0.42%
Due after 1 year through 2 years	0.89%	1.22%
Due after 2 years through 3 years	0.93%	1.14%
Due after 3 years through 4 years	0.90%	0.82%
Due after 4 years through 5 years	0.89%	0.84%
Thereafter	2.63%	2.77%
Total par value, Weighted Average Interest Rate	0.76%	0.76%

Capital (Mandatorily Redeemable Capital Stock) (Details) $ / shares in Units, $ in Thousands	6 Months Ended
	Jun. 30, 2015 USD ($) Institutions $ / shares	Jun. 30, 2014 USD ($)	Dec. 31, 2014 $ / shares
Capital [Abstract]
Balance, beginning of the period	$ 586	$ 40
Shares Reclassified to Mandatorily Redeemable Capital Stock Value	0	8,422
Net redemption/repurchase of mandatorily redeemable capital stock	(24)	(5,572)
Balance, end of the period	$ 562	$ 2,890
Financial Instruments Subject to Mandatory Redemption, Number of Institutions \| Institutions	2
Capital stock, Par value Per Share \| $ / shares	$ 100		$ 100

Available-for-Sale (AFS) Securities (Narrative) (Details) $ in Thousands	3 Months Ended	6 Months Ended
	Jun. 30, 2015 USD ($) loan	Jun. 30, 2015 USD ($)	Jun. 30, 2014 USD ($)	Mar. 31, 2015 USD ($)	Dec. 31, 2014 USD ($)	Mar. 31, 2014 USD ($)	Dec. 31, 2013 USD ($)
Schedule of Available-for-sale Securities [Line Items]
Net purchased discounts	$ 8,600	$ 8,600			$ 9,500
Credit losses	277,251	277,251	$ 302,421	$ 283,916	290,935	$ 308,200	$ 314,224
Held to Maturity Securities Transferred to Available for Sale Securities During Period, Fair Value		3,368	$ 0
SERP [Member]
Schedule of Available-for-sale Securities [Line Items]
Supplemental retirement obligation	7,300	7,300			7,000
Available-for-sale Securities \| MBS [Member]
Schedule of Available-for-sale Securities [Line Items]
Credit losses	212,600	212,600			222,500
Other Than Temporary Impairment Credit Losses Recognized In Earnings Interest Accretion Adjustment	$ 21,900	$ 21,900			$ 11,700
Residential Mortgage Backed Securities [Member] \| Total private label MBS
Schedule of Available-for-sale Securities [Line Items]
Number of Available-for-sale Securities Transferred from Held-to-maturity Securities \| loan	1
Held to Maturity Securities Transferred to Available for Sale Securities During Period, Amortized Cost Basis	$ 4,400
Held to Maturity Securities Transferred to Available for Sale Securities During Period, Other Than Temporary Impairment Recognized in Accumulated Other Comprehensive Income	(1,000)
Held to Maturity Securities Transferred to Available for Sale Securities During Period, Fair Value	$ 3,400

Consolidated Obligations (Consolidated Obligation Bonds Noncallable and Callable) (Details) - Consolidated Obligation Bonds - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Schedule of Short-term and Long-term Debt [Line Items]
Par value of consolidated bonds	$ 47,447,066	$ 43,602,100
Non Callable [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Par value of consolidated bonds	33,664,066	30,388,100
Callable [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Par value of consolidated bonds	$ 13,783,000	$ 13,214,000

Advances (Interest Rate Payment Terms) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Federal Home Loan Bank, Advances, Fixed Rate [Abstract]
Fixed rate – overnight	$ 2,118,227	$ 2,012,230
Due in 1 year or less	20,920,768	20,740,508
Thereafter	10,493,573	9,116,344
Total Fixed Rate	33,532,568	31,869,082
Federal Home Loan Bank, Advances, Floating Rate [Abstract]
Due in 1 year or less	7,252,096	6,627,947
Thereafter	30,474,730	24,628,927
Total Variable Rate	37,726,826	31,256,874
Total Par Value	$ 71,259,394	$ 63,125,956

Capital (Capital Requirements) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Capital [Abstract]
Number of Finance Agency Regualtory Capital Requirements	3
Federal Home Loan Bank, Risk-Based Capital, Required	$ 809,763	$ 847,424
Federal Home Loan Bank, Risk-Based Capital, Actual	$ 4,280,552	$ 3,879,108
Regulatory Capital Ratio, Required	4.00%	4.00%
Federal Home Loan Bank, Regulatory Capital Ratio, Actual	4.60%	4.50%
Federal Home Loan Bank, Regulatory Capital, Required	$ 3,761,578	$ 3,427,083
Federal Home Loan Bank, Regulatory Capital, Actual	$ 4,280,552	$ 3,879,108
Leverage ratio - Required	5.00%	5.00%
Leverage ratio - Actual	6.80%	6.80%
Federal Home Loan Bank, Leverage Capital, Required	$ 4,701,973	$ 4,283,854
Federal Home Loan Bank, Leverage Capital, Actual	$ 6,420,828	$ 5,818,663

Estimated Fair Values (Valuation Techniques) (Details)	Jun. 30, 2015 vendor
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis, Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Techniques, Number of Third Party Vendor Prices Received	4

Capital (Accumulated Other Comprehensive Income (Loss)) (Details) - USD ($) $ in Thousands	3 Months Ended			6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Mar. 31, 2014	Jun. 30, 2015	Jun. 30, 2014
Accumulated Other Comprehensive Income (Loss) [Line Items]
Unrealized gains (losses)	$ (24,755)	$ 30,696		$ (2,267)	$ 55,224
Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Portion Attributable to Parent	1,026	0		1,026	0
Net change in fair value of OTTI securities	(11,236)	17,550		(9,175)	18,993
Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Portion Attributable to Parent, Held-to-maturity Securities	1,026	0		1,026	0
Reclassification of net losses (gains) included in net income relating to hedging activities	(4)	(1)		(12)	(1)
Pension and post-retirement	82	40		164	79
Net Unrealized Gains(Losses) \| Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Total AOCI income (loss), Beginning of period	264	287	$ 287	272	287
Reclassification of net losses (gains) included in net income relating to hedging activities	(4)	(1)		(12)	(1)
Total AOCI income (loss), End of period	260	286	287	260	286
Pension and Post Retirement Plans
Accumulated Other Comprehensive Income (Loss) [Line Items]
Total AOCI income (loss), Beginning of period	(2,668)	(1,069)	(1,108)	(2,750)	(1,108)
Pension and post-retirement	82	40		164	79
Total AOCI income (loss), End of period	(2,586)	(1,029)	(1,069)	(2,586)	(1,029)
AOCI Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Total AOCI income (loss), Beginning of period	149,056	70,350	44,340	124,433	44,340
Unrealized gains (losses)	(34,127)	47,292		(10,284)	71,245
Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Portion Attributable to Parent	0			0
Net change in fair value of OTTI securities	(1,864)	954		(1,158)	2,972
Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Portion Attributable to Parent, Held-to-maturity Securities	(1,026)			(1,026)
Reclassification of net losses (gains) included in net income relating to hedging activities	(4)	(1)		(12)	(1)
Pension and post-retirement	82	40		164	79
Total AOCI income (loss), End of period	112,117	118,635	70,350	112,117	118,635
Held-to-maturity Securities \| Noncredit OTTI Gains(Losses)
Accumulated Other Comprehensive Income (Loss) [Line Items]
Total AOCI income (loss), Beginning of period	0	0	0	0	0
Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, Net of Tax, Portion Attributable to Parent, Held-to-maturity Securities	1,026			1,026
Total AOCI income (loss), End of period	0	0	0	0	0
Available-for-sale Securities \| Net Unrealized Gains(Losses)
Accumulated Other Comprehensive Income (Loss) [Line Items]
Total AOCI income (loss), Beginning of period	54,948	(7,953)	(32,481)	32,460	(32,481)
Unrealized gains (losses)	(24,755)	30,696		(2,267)	55,224
Total AOCI income (loss), End of period	30,193	22,743	(7,953)	30,193	22,743
Available-for-sale Securities \| Noncredit OTTI Gains(Losses)
Accumulated Other Comprehensive Income (Loss) [Line Items]
Total AOCI income (loss), Beginning of period	96,512	79,085	77,642	94,451	77,642
Net unrealized gains (losses)	(9,372)	16,596		(8,017)	16,021
Other Comprehensive Income (Loss), Transfers from Held-to-maturity to Available-for-Sale Securities, Net of Tax	(1,026)			(1,026)
Net change in fair value of OTTI securities	(1,864)	954		(1,158)	2,972
Other than Temporary Impairment Losses, Investments, Portion in Other Comprehensive Loss, before Tax, Portion Attributable to Parent, Held-to-maturity Securities	(1,026)			(1,026)
Total AOCI income (loss), End of period	$ 84,250	$ 96,635	$ 79,085	$ 84,250	$ 96,635

Consolidated Obligations (Interest Rate Payment Terms) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Schedule of Short-term and Long-term Debt [Line Items]
Federal Home Loan Bank, Consolidated Obligations, Bonds	$ 47,552,947	$ 43,714,510
Consolidated Obligation Bonds
Schedule of Short-term and Long-term Debt [Line Items]
Par value of consolidated bonds	47,447,066	43,602,100
Bond premiums	131,412	147,824
Bond discounts	(9,707)	(12,111)
Hedging adjustments	(15,824)	(23,303)
Federal Home Loan Bank, Consolidated Obligations, Bonds	47,552,947	43,714,510
Consolidated Obligation Bonds \| Fixed Interest Rate [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Par value of consolidated bonds	37,472,066	36,296,100
Consolidated Obligation Bonds \| Step Up [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Par value of consolidated bonds	3,040,000	3,116,000
Consolidated Obligation Bonds \| Floating Interest Rate [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Par value of consolidated bonds	6,925,000	4,190,000
Consolidated Obligation Bonds \| Fixed Rate that converts to variable [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Par value of consolidated bonds	10,000	0
FHLBanks [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Par value of consolidated bonds	$ 852,800,000	$ 847,200,000

Held-to-Maturity (HTM) Securities (Summary of Held-to-Maturity Securities) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$ 2,869,192	$ 3,246,788
Gross Unrealized Holding Gains	56,626	64,463
Gross Unrealized Holding Losses	(19,717)	(24,704)
Fair Value	2,906,101	3,286,547
GSE securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	11,456	13,041
Gross Unrealized Holding Gains	157	382
Gross Unrealized Holding Losses	0	0
Fair Value	11,613	13,423
State or local agency obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	175,722	184,412
Gross Unrealized Holding Gains	808	1,314
Gross Unrealized Holding Losses	(13,860)	(15,445)
Fair Value	162,670	170,281
Total non-MBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	187,178	197,453
Gross Unrealized Holding Gains	965	1,696
Gross Unrealized Holding Losses	(13,860)	(15,445)
Fair Value	174,283	183,704
Other U.S. obligations single-family MBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	973,944	1,122,537
Gross Unrealized Holding Gains	6,422	8,604
Gross Unrealized Holding Losses	(1)	0
Fair Value	980,365	1,131,141
MBS [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	2,682,014	3,049,335
Gross Unrealized Holding Gains	55,661	62,767
Gross Unrealized Holding Losses	(5,857)	(9,259)
Fair Value	2,731,818	3,102,843
Residential Mortgage Backed Securities [Member] \| Private label MBS [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	589,430	691,544
Gross Unrealized Holding Gains	3,050	3,506
Gross Unrealized Holding Losses	(5,805)	(9,141)
Fair Value	586,675	685,909
Single Family [Member] \| Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	348,533	417,217
Gross Unrealized Holding Gains	6,025	7,226
Gross Unrealized Holding Losses	(51)	(118)
Fair Value	354,507	424,325
Multifamily [Member] \| Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	770,107	818,037
Gross Unrealized Holding Gains	40,164	43,431
Gross Unrealized Holding Losses	0	0
Fair Value	$ 810,271	$ 861,468

Background Information	6 Months Ended
Background Information	Jun. 30, 2015
Nature of Operations [Abstract]
Background Information	Background Information The Bank, a federally chartered corporation, is one of 11 district Federal Home Loan Banks (FHLBanks). Previously, there were 12 FHLBanks; however, on May 31, 2015, the FHLBank of Seattle merged with the FHLBank of Des Moines. The FHLBanks are government-sponsored enterprises (GSEs) that serve the public by increasing the availability of credit for residential mortgages and community development. The Bank provides a readily available, low-cost source of funds to its member institutions. The Bank is a cooperative, which means that current members own nearly all of the outstanding capital stock of the Bank. All holders of the Bank’s capital stock may, to the extent declared by the Board, receive dividends on their capital stock. Regulated financial depositories and insurance companies engaged in residential housing finance that maintain their principal place of business (as defined by Finance Agency regulation) in Delaware, Pennsylvania or West Virginia may apply for membership. Community Development Financial Institutions (CDFIs) which meet membership regulation standards are also eligible to become Bank members. State and local housing associates that meet certain statutory and regulatory criteria may also borrow from the Bank. While eligible to borrow, state and local housing associates are not members of the Bank and, as such, are not required to hold capital stock. All members must purchase stock in the Bank. The amount of capital stock a member owns is based on membership requirements (membership asset value) and activity requirements (i.e., outstanding advances, letters of credit, and the principal balance of certain residential mortgage loans sold to the Bank). The Bank considers those members with capital stock outstanding in excess of 10% of total capital stock outstanding to be related parties. See Note 12 - Transactions with Related Parties for additional information. The Federal Housing Finance Agency (Finance Agency) is the independent regulator of the FHLBanks. The mission of the Finance Agency is to provide effective supervision, regulation and housing mission oversight of the FHLBanks to promote their safety and soundness, support housing finance and affordable housing, and support a stable and liquid mortgage market. Each FHLBank operates as a separate entity with its own management, employees and board of directors. The Bank does not consolidate any off-balance sheet special-purpose entities or other conduits. As provided by the Federal Home Loan Bank Act (FHLBank Act), or Finance Agency regulation, the Bank’s debt instruments, referred to as consolidated obligations, are the joint and several obligations of all the FHLBanks and are the primary source of funds for the FHLBanks. These funds are primarily used to provide advances, purchase mortgages from members through the MPF Program and purchase certain investments. See Note 10 - Consolidated Obligations for additional information. The Office of Finance (OF) is a joint office of the FHLBanks established to facilitate the issuance and servicing of the consolidated obligations of the FHLBanks and to prepare and issue the combined quarterly and annual financial reports of all 11 FHLBanks. Deposits, other borrowings, and capital stock issued to members provide other funds. The Bank primarily invests these funds in short-term investments to provide liquidity. The Bank also provides member institutions with correspondent services, such as wire transfer, safekeeping and settlement. The accounting and financial reporting policies of the Bank conform to U.S. Generally Accepted Accounting Principles (GAAP). Preparation of the unaudited financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, as well as the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expenses. Actual results could differ from those estimates. In addition, from time to time certain amounts in the prior period may be reclassified to conform to the current presentation. To the extent that any reclassifications were made, the reclassifications did not have a material impact on the Bank's financial statements. In the opinion of management, all normal recurring adjustments have been included for a fair statement of this interim financial information. These unaudited financial statements should be read in conjunction with the audited financial statements for the year ended December 31, 2014 included in the Bank's 2014 Form 10-K.

Advances (Advances by Year of Contractual Maturity or Next Call Date or Next Convertible Date) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Advances [Abstract]
Due in 1 year or less	$ 32,541,091	$ 29,380,685
Due after 1 year through 2 years	12,957,326	7,754,473
Due after 2 years through 3 years	15,228,328	12,764,348
Due after 3 years through 4 years	6,733,157	9,361,638
Due after 4 years through 5 years	2,757,817	3,373,989
Thereafter	1,041,675	490,823
Due in 1 year or less	31,814,591	31,164,685
Due after 1 year through 2 years	12,852,326	6,846,973
Due after 2 years through 3 years	16,150,328	12,179,348
Due after 3 years through 4 years	6,668,157	9,095,638
Due after 4 years through 5 years	2,752,317	3,368,489
Thereafter	1,021,675	470,823
Total Par Value	$ 71,259,394	$ 63,125,956

Other-Than-Temporary Impairment (Narrative) (Details)	Jun. 30, 2015
Minimum
Other than Temporary Impairment, Disclosure [Line Items]
Assumed Current to Trough Home Price Change Rate	(2.00%)
Projected House Price Change Rate	2.00%
Maximum
Other than Temporary Impairment, Disclosure [Line Items]
Assumed Current to Trough Home Price Change Rate	8.00%
Projected House Price Change Rate	5.00%

Consolidated Obligations (Contractual Maturity Terms) (Details) - Consolidated Obligation Bonds - Long-term Debt By Maturity Type [Domain] - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Schedule of Short-term and Long-term Debt [Line Items]
Due in 1 year or less	$ 16,219,835	$ 15,033,450
Due in 1 year or less, Weighted Average Interest Rate	0.65%	1.00%
Due after 1 year through 2 years	$ 10,781,985	$ 9,316,860
Due after 1 year through 2 years, Weighted Average Interest Rate	1.20%	1.42%
Due after 2 years through 3 years	$ 8,813,735	$ 5,346,515
Due after 2 years through 3 years, Weighted Average Interest Rate	1.52%	1.64%
Due after 3 years through 4 years	$ 2,338,620	$ 4,709,300
Due after 3 years through 4 years, Weighted Average Interest Rate	1.53%	1.50%
Due after 4 years through 5 years	$ 3,998,720	$ 2,911,350
Due after 4 years through 5 years, Weighted Average Interest Rate	1.83%	1.72%
Thereafter	$ 5,110,150	$ 5,959,265
Thereafter, Weighted Average Interest Rate	2.42%	2.35%
Index amortizing notes	$ 184,021	$ 325,360
Index amortizing notes, Weighted Average Interest Rate	4.72%	4.14%
Par value of consolidated bonds	$ 47,447,066	$ 43,602,100
Par value of consolidated obligation bonds, Weighted Average Interest Rate	1.28%	1.48%

Statements of Cash Flows - USD ($) $ in Thousands	6 Months Ended
Statements of Cash Flows - USD ($) $ in Thousands	Jun. 30, 2015	Jun. 30, 2014
OPERATING ACTIVITIES
Net Income	$ 151,752	$ 124,512
Adjustments to reconcile net income to net cash provided by(used in) operating activities:
Depreciation and amortization	(39,215)	(28,892)
Net change in derivative and hedging activities	836	39,136
Net OTTI credit losses	483	0
Other adjustments	(183)	(4,170)
Net change in:
Trading securities	(65,022)	(46,254)
Accrued interest receivable	(7,747)	7,149
Other assets	(131)	(1,173)
Accrued interest payable	608	496
Other liabilities	8,518	8,273
Net cash provided by operating activities	49,899	99,077
Net change in:
Interest-bearing deposits (including $297 and $(1,024) from/to other FHLBanks for mortgage loan program)	79,664	6,873
Federal funds sold	1,775,000	(100,000)
AFS securities:
Proceeds	2,533,060	1,011,999
Purchases	(1,931,157)	(1,646,437)
HTM securities:
Proceeds from long-term maturities	373,260	353,359
Advances:
Proceeds	262,964,058	323,163,394
Made	(271,097,321)	(327,603,873)
Mortgage loans held for portfolio:
Proceeds	250,063	221,065
Purchases	(192,739)	(142,003)
Proceeds from sale of foreclosed assets	7,211	9,260
Premises, software and equipment [Abstract]
Proceeds from sale	0	900
Purchases	(1,854)	(1,849)
Net cash (used in) investing activities	(5,240,755)	(4,727,312)
Net change in:
Deposits and pass-through reserves	19,959	17,450
Net payments for derivative contracts with financing element	(16,132)	(16,202)
Net proceeds from issuance of consolidated obligations:
Discount notes	78,981,134	52,114,011
Bonds	14,553,982	8,650,718
Payments for maturing and retiring consolidated obligations
Discount notes	(74,982,675)	(49,132,530)
Bonds	(10,688,979)	(8,924,964)
Proceeds from issuance of capital stock	1,628,242	963,924
Payments for repurchase/redemption of mandatorily redeemable capital stock	(24)	(5,572)
Payments for repurchase/redemption of capital stock	(1,244,059)	(846,537)
Cash dividends paid	(134,469)	(45,463)
Net cash provided by financing activities	8,116,979	2,774,835
Net increase (decrease) in cash and due from banks	2,926,123	(1,853,400)
Cash and due from banks at beginning of the period	2,451,131	3,121,345
Cash and due from banks at end of the period	5,377,254	1,267,945
Supplemental disclosures:
Interest paid	197,061	198,231
AHP payments	5,203	3,494
Transfers of mortgage loans to real estate owned	3,427	7,019
Non-cash transfer of OTTI HTM securities to AFS	$ 3,368	$ 0

Mortgage Loans Held for Portfolio (Collateral or Guarantee Type) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Mortgage Loans on Real Estate [Line Items]
Par value of mortgage loans held for portfolio	$ 2,985,108	$ 3,058,463
Conventional Mortgage Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Par value of mortgage loans held for portfolio	2,721,816	2,779,962
Government Mortgage Loans [Member]
Mortgage Loans on Real Estate [Line Items]
Par value of mortgage loans held for portfolio	$ 263,292	$ 278,501

Derivatives and Hedging Activities (Narrative) (Details) $ in Millions	Jun. 30, 2015 USD ($)
Derivative [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value	$ 159.6
Collateral Already Posted, Aggregate Fair Value	97.4
Additional Collateral, Aggregate Fair Value	$ 21.1

Statement of Cash Flows (Parenthetical) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Increase (Decrease) in Deposits with Other Federal Home Loan Banks	$ 297	$ (1,024)

Statements of Comprehensive Income - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
Statements of Comprehensive Income - USD ($) $ in Thousands	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Net Income	$ 80,632	$ 44,623	$ 151,752	$ 124,512
Net unrealized gains (losses) on AFS securities:
Net unrealized gains (losses) on AFS	(24,755)	30,696	(2,267)	55,224
Net non-credit portion of OTTI gains (losses) on AFS securities:
Non-credit OTTI losses transferred from HTM securities	(1,026)	0	(1,026)	0
Net change in fair value of OTTI securities	(11,236)	17,550	(9,175)	18,993
Total net non-credit portion of OTTI gains (losses) on AFS securities	12,262	(17,550)	10,201	(18,993)
Net non-credit portion of OTTI losses on HTM securities:
Non-credit portion	(1,026)	0	(1,026)	0
Transfer of non-credit portion from HTM to AFS securities	1,026	0	1,026	0
Total net non-credit portion of OTTI losses on HTM securities	0	0	0	0
Reclassification of net losses (gains) included in net income relating to hedging activities	(4)	(1)	(12)	(1)
Pension and post-retirement benefits	82	40	164	79
Total other comprehensive income (loss)	(36,939)	48,285	(12,316)	74,295
Total Comprehensive Income	$ 43,693	$ 92,908	$ 139,436	$ 198,807

Document and Entity Information - shares	6 Months Ended
Document and Entity Information - shares	Jun. 30, 2015	Jul. 31, 2015
Entity Information [Line Items]
Entity Registrant Name	Federal Home Loan Bank of Pittsburgh
Entity Central Index Key	0001330399
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Document Type	10-Q
Document Period End Date	Jun. 30, 2015
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q2
Amendment Flag	false
Entity Common Stock, Shares Outstanding		34,039,624

Capital (Dividends and Retained Earnings) (Details) - USD ($) $ in Thousands			6 Months Ended
	Jul. 31, 2015	Apr. 30, 2015	Jun. 30, 2015	Dec. 31, 2014
Capital [Line Items]
Capital stock			$ 3,425,159	$ 3,040,976
Joint Capital Enhancement Agreement Percentage			20.00%
Percent of Average Balance of Outstanding Consolidated Obligations Required per the Joint Capital Enhancement Agreement For Each Previous Quarter			1.00%
Retained Earnings (Accumulated Deficit)			$ 854,830	837,547
Unrestricted			713,242	726,309
Restricted			141,588	111,238
Subclass B1 [Member]
Capital [Line Items]
Capital stock			329,600	290,400
Dividends, Per Share, Cash, Annualized Rate		3.00%
Subclass B1 [Member] \| Dividend Paid [Member]
Capital [Line Items]
Dividends, Per Share, Cash, Annualized Rate	3.00%
Subclass B2 [Member]
Capital [Line Items]
Capital stock			$ 3,096,000	$ 2,751,000
Dividends, Per Share, Cash, Annualized Rate		5.00%
Subclass B2 [Member] \| Dividend Paid [Member]
Capital [Line Items]
Dividends, Per Share, Cash, Annualized Rate	5.00%

Statements of Condition - Class of Stock [Domain] - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
ASSETS
Cash and due from banks	$ 5,377,254	$ 2,451,131
Interest-bearing deposits	6,485	6,782
Federal funds sold	2,810,000	4,585,000
Investment securities
Trading securities (Note 2)	369,976	281,016
AFS securities at fair value (Note 3)	7,858,609	8,408,835
HTM securities; fair value of $2,906,101 and $3,286,547 respectively (Note 4)	2,869,192	3,246,788
Total investment securities	11,097,777	11,936,639
Advances, net (Note 6)	71,489,152	63,408,355
Mortgage loans held for portfolio (Note 7), net of allowance for credit losses of $6,300 and $7,260 respectively (Note 8)	3,052,971	3,123,334
Banking on Business (BOB) loans, net of allowance for credit losses of $1,758 and $1,840, respectively (Note 8)	11,022	11,567
Accrued interest receivable	93,983	86,109
Property, software and equipment, net	10,390	10,446
Derivative assets (Note 9)	64,152	36,217
Other assets	26,264	21,496
Total assets	94,039,450	85,677,076
Deposits
Interest-bearing	629,258	601,454
Noninterest-bearing	41,100	39,726
Total Deposits	670,358	641,180
Consolidated obligations, net: (Note 10)
Discount notes	41,061,124	37,058,118
Bonds	47,552,947	43,714,510
Total consolidated Obligations, net	88,614,071	80,772,628
Mandatory redeemable capital stock (Note 11)	562	586
Accrued interest payable	103,761	103,151
AHP payable	67,656	55,997
Derivative liabilities (Note 9)	63,375	58,964
Other liabilities	127,561	41,614
Total liabilities	$ 89,647,344	$ 81,674,120
Commitments and Contingencies ( Note 14)
Capital (Note 11)
Capital stock - putable ($100 par value) issued and outstanding 34,252 and 30,410 shares	$ 3,425,159	$ 3,040,976
Retained earnings:
Unrestricted	713,242	726,309
Restricted	141,588	111,238
Total retained earnings	854,830	837,547
Accumulated other comprehensive income (AOCI)	112,117	124,433
Total capital	4,392,106	4,002,956
Total liabilities and capital	$ 94,039,450	$ 85,677,076

Held-to-Maturity (HTM) Securities (Redemption Terms) (Details) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Amortized Cost:
Amortized Cost	$ 2,869,192	$ 3,246,788
Fair Value:
Fair Value	2,906,101	3,286,547
Total non-MBS
Amortized Cost:
Due in one year or less	11,456	13,042
Due after one year through five years	0	3,415
Due after five years through ten years	60,197	21,807
Due after ten years	115,525	159,189
Amortized Cost	187,178	197,453
Fair Value:
Due in one year or less	11,613	13,423
Due after one year through five years	0	3,361
Due after five years through ten years	58,773	22,263
Due after ten years	103,897	144,657
Fair Value	174,283	183,704
MBS [Member]
Amortized Cost:
Amortized Cost	2,682,014	3,049,335
Fair Value:
Fair Value	$ 2,731,818	$ 3,102,843

Statement of Condition (Parenthetical) - USD ($) shares in Thousands, $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
ASSETS
Held to maturity securities - fair value	$ 2,906,101	$ 3,286,547
Allowance for Credit losses, Mortgage Loans	6,300	7,260
Allowance for Credit Losses, BOB loans	$ 1,758	$ 1,840
Stockholders' Equity Attributable to Parent [Abstract]
Capital Stock, Par value Per Share	$ 100	$ 100
Capital Stock, Shares, Issued and Outstanding	34,252	30,410

Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations	6 Months Ended
	Jun. 30, 2015
Accounting Adjustments [Abstract]
Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations	Accounting Adjustments, Changes in Accounting Principle and Recently Issued Accounting Standards and Interpretations Framework for Adversely Classifying Loans, Other Real Estate Owned, and Other Assets and Listing Assets for Special Mention. In April 2012, the Finance Agency issued Advisory Bulletin 2012-02, Framework for Adversely Classifying Loans, Other Real Estate Owned, and Other Assets and Listing Assets for Special Mention (AB 2012-02 or Advisory Bulletin), which is applicable to Fannie Mae, Freddie Mac and the FHLBanks. The Advisory Bulletin establishes guidelines for adverse classification of various assets, primarily MPF loans at the Bank. Among other requirements, this Advisory Bulletin requires that the Bank classify the portion of an outstanding single-family loan balance in excess of the fair value of the underlying property, less costs to sell and adjusted for any credit enhancements, as a “loss” no later than when the loan becomes 180 days delinquent, except in certain specified circumstances (such as those involving properly secured loans with an LTV ratio equal to or less than 60%). The Bank implemented these classification provisions effective January 1, 2014. During the first quarter 2014, the Bank incorporated estimates of fair values on loans as applicable under the Advisory Bulletin in its calculation of the required “loss” on MPF loans. This change in the Bank's accounting estimate resulted in an immaterial benefit to the Bank's Allowance for Loan Losses at March 31, 2014. See Note 8 - Allowance for Credit Losses for more information. The Advisory Bulletin also requires the Bank to charge-off the portion of the loan classified as a “loss.” The Advisory Bulletin specifies that, if the Bank subsequently receives full or partial payment of a previously charged-off loan, it may report a recovery of the amount charged-off either through loss reserves or as a reduction in foreclosed property expenses. As required, the Bank adopted the charge-off provisions of the Advisory Bulletin on January 1, 2015. Upon adoption of the charge-off provisions, the Bank’s allowance for loan losses on the impacted loans was eliminated and the corresponding recorded investment in the loans was reduced by the amount charged-off, unless it is expected to be recovered through credit enhancement (CE), for which the Bank recognizes a CE fee receivable. The amount of losses realized on the Bank's loan portfolio will ultimately be the same under the Advisory Bulletin as under the Bank's past accounting practices. However, the timing of when the Bank recognizes those losses in its financial statements will differ. The adoption of the charge-off provisions of the Advisory Bulletin did not have a material impact on the Bank’s financial condition or results of operations. Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure. In January 2014, the FASB issued guidance clarifying when a loan should be de-recognized and the related real estate property recognized. This guidance allows the Bank to recognize properties as real estate owned once the borrower has voluntarily conveyed its interest in the property to the Bank through a deed in lieu of foreclosure or similar agreement. This guidance was effective for the Bank beginning January 1, 2015 and did not impact the Bank's financial condition or results of operations. Revenue from Contracts with Customers. In May 2014, the FASB issued revised guidance for revenue recognition. This guidance will increase comparability across industries by providing a single, comprehensive revenue recognition model for all contracts with customers. The guidance will require recognition of revenue to reflect the economics of the transaction and will require expanded disclosures regarding revenue recognition. This guidance, which will be effective for the Bank beginning January 1, 2018, is not expected to materially impact the Bank's financial condition or results of operations. Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures. In June 2014, the FASB issued guidance amending the accounting for certain repurchase agreements, including repurchase-to-maturity transactions and repurchase financing transactions. This guidance was effective for the Bank beginning January 1, 2015 and did not have a material impact on the Bank's financial condition or results of operations. The guidance requires expanded disclosures for transactions accounted for as secured borrowings and sales beginning April 1, 2015, which did not impact the Bank's financial statements. Classification of Certain Government Insured Residential Mortgage Loans upon Foreclosure. In August 2014, the FASB issued guidance to limit diversity in practice for classification of certain mortgage loans backed by a government guarantee upon foreclosure. Upon foreclosure, the mortgage loan should be de-recognized and a separate other receivable recognized for the amount of the loan balance expected to be recovered from the guarantor. This guidance was effective for the Bank beginning January 1, 2015 and did not impact the Bank's financial condition or results of operations. Going Concern. In August 2014, the FASB issued guidance which requires all entities to perform an interim and annual assessment of their ability to continue as a going concern for one year from the date of issuance of their respective financial statements. The guidance also requires disclosures if there is “substantial doubt” of the entity’s ability to continue as a going concern. The Bank's initial quarterly assessment will be required to be completed on its December 31, 2016 financial statements. Extraordinary Items. In January 2015, the FASB issued guidance which eliminates the concept of extraordinary items. As a result, preparers and auditors no longer need to determine whether an event is extraordinary. However, the guidance continues to require separate presentation on the Statement of Income for items that are both unusual and infrequent. This guidance is effective for the Bank beginning January 1, 2016 and will not impact the Bank’s results of operations. Consolidation. In February 2015, the FASB issued amendments to its existing consolidation guidance which may impact the Bank’s evaluation of which entities are considered to be Variable Interest Entities (VIEs) and if the Bank is required to consolidate a VIE. This guidance is effective for the Bank beginning January 1, 2016 and will not impact the Bank's financial condition. Simplifying the Presentation of Debt Issuance Costs. In April 2015, the FASB issued guidance which requires the Bank to present debt issuance costs as a direct deduction from the related debt on the statement of condition, consistent with debt discounts. This guidance is effective for the Bank beginning January 1, 2016 and will be applied retrospectively. This guidance will result in a reclassification of debt issuance costs from Other Assets to Consolidated Obligations in the Bank's Statement of Condition, which is not expected to be material. Cloud Computing Arrangements. In April 2015, the FASB issued guidance which clarifies circumstances under which a cloud computing arrangement should be accounted for as a license of internal-use software as opposed to a service contract. The Bank is currently evaluating the impact of this guidance, which is effective for the Bank beginning January 1, 2016 and may be applied prospectively. Technical Corrections and Improvements. In June 2015, the FASB issued guidance which makes targeted improvements to several areas of its Accounting Standards Codification, including clarification of its guidance for disclosures of recurring and non-recurring fair value measurements. This guidance was effective for the Bank upon issuance and resulted in additional disclosure in Note 13 - Estimated Fair Values for non-recurring fair value measurements for the six months ended June 30, 2015. These amounts were immaterial for the year ended December 31, 2014. This guidance did not impact the Bank's Statement of Condition.

Label	Element	Value
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet	$ 0
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	us-gaap_OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet	483
Net Income (Loss) Attributable to Parent, Net of Federal Home Loan Bank Assessments	us-gaap_NetIncomeLossAttributableToParentNetOfFederalHomeLoanBankAssessments	44,623
Net Income (Loss) Attributable to Parent, Net of Federal Home Loan Bank Assessments	us-gaap_NetIncomeLossAttributableToParentNetOfFederalHomeLoanBankAssessments	$ 80,632

Background Information (Details) - Jun. 30, 2015 - Banks	Total
Nature of Operations [Line Items]
Number of Federal Home Loan Banks	11
Minimum
Nature of Operations [Line Items]
Related Party Transaction, Definition Of Related Party, Capital Stock, Percent	10.00%